oakscriptjs 0.7.0 → 0.7.1

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Files changed (8) hide show
  1. package/dist/index.cjs +61 -35
  2. package/dist/index.d.ts +1 -1
  3. package/dist/index.mjs +61 -35
  4. package/dist/math/index.d.ts.map +1 -1
  5. package/dist/script/index.cjs +60 -34
  6. package/dist/script/index.mjs +60 -34
  7. package/dist/ta/index.d.ts.map +1 -1
  8. package/package.json +1 -1
package/dist/index.cjs CHANGED
@@ -196,19 +196,32 @@ __export(ta_exports, {
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  function sma(source, length2) {
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  const result = [];
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  const len = Math.floor(length2);
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+ const window = [];
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  for (let i = 0; i < source.length; i++) {
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- if (i < len - 1) {
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+ const v = source[i];
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+ if (v !== void 0 && v !== null && !Number.isNaN(v)) {
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+ window.push(v);
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+ if (window.length > len) window.shift();
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+ }
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+ if (window.length < len) {
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  result.push(NaN);
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  } else {
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  let sum4 = 0;
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- for (let j = 0; j < len; j++) {
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- sum4 += source[i - j];
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- }
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+ for (const x of window) sum4 += x;
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  result.push(sum4 / len);
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  }
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  }
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  return result;
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  }
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+ function strictWindowMean(source, length2) {
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+ const len = Math.floor(length2);
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+ return Array.from({ length: source.length }, (_, i) => {
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+ if (i < len - 1) return NaN;
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+ let sum4 = 0;
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+ for (let j = 0; j < len; j++) sum4 += source[i - j];
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+ return sum4 / len;
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+ });
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+ }
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  function ema(source, length2) {
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  const result = [];
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  const len = Math.floor(length2);
@@ -238,8 +251,10 @@ function ema(source, length2) {
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  const val = source[i];
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  if (val !== void 0 && !isNaN(val)) {
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  emaValue = (val - emaValue) * multiplier + emaValue;
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+ result.push(emaValue);
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+ } else {
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+ result.push(NaN);
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  }
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- result.push(emaValue);
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  }
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  }
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  return result;
@@ -489,19 +504,25 @@ function rma(source, length2) {
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  function wma(source, length2) {
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  const result = [];
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  const len = Math.floor(length2);
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+ const filled = [];
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+ let last2 = NaN;
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  for (let i = 0; i < source.length; i++) {
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- if (i < len - 1) {
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+ const v = source[i];
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+ const isNa = v === void 0 || v === null || Number.isNaN(v);
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+ if (!isNa) last2 = v;
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+ filled.push(last2);
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+ if (isNa || i < len - 1) {
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  result.push(NaN);
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- } else {
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- let sum4 = 0;
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- let weightSum = 0;
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- for (let j = 0; j < len; j++) {
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- const weight = len - j;
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- sum4 += source[i - j] * weight;
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- weightSum += weight;
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- }
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- result.push(sum4 / weightSum);
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+ continue;
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  }
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+ let sum4 = 0;
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+ let weightSum = 0;
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+ for (let j = 0; j < len; j++) {
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+ const weight = len - j;
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+ sum4 += filled[i - j] * weight;
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+ weightSum += weight;
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+ }
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+ result.push(sum4 / weightSum);
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  }
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  return result;
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  }
@@ -610,7 +631,7 @@ function mom(source, length2) {
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  }
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  function dev(source, length2) {
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  const result = [];
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- const meanValues = sma(source, length2);
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+ const meanValues = strictWindowMean(source, length2);
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  for (let i = 0; i < source.length; i++) {
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  if (i < length2 - 1 || isNaN(meanValues[i])) {
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  result.push(NaN);
@@ -628,23 +649,23 @@ function dev(source, length2) {
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  }
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  function variance(source, length2, biased = true) {
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  const result = [];
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- const meanValues = sma(source, length2);
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+ const len = Math.floor(length2);
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+ const window = [];
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  for (let i = 0; i < source.length; i++) {
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- if (i < length2 - 1 || isNaN(meanValues[i])) {
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+ const v = source[i];
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+ if (v !== void 0 && v !== null && !Number.isNaN(v)) {
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+ window.push(v);
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+ if (window.length > len) window.shift();
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+ }
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+ const divisor = biased ? len : len - 1;
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+ if (window.length < len || divisor <= 0) {
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  result.push(NaN);
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- } else {
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- let sumSquares = 0;
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- let count = 0;
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- for (let j = 0; j < length2; j++) {
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- if (!isNaN(source[i - j])) {
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- const diff2 = source[i - j] - meanValues[i];
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- sumSquares += diff2 * diff2;
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- count++;
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- }
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- }
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- const divisor = biased ? count : count - 1;
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- result.push(divisor > 0 ? sumSquares / divisor : NaN);
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+ continue;
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  }
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+ const mean = window.reduce((a, x) => a + x, 0) / len;
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+ let sumSquares = 0;
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+ for (const x of window) sumSquares += (x - mean) * (x - mean);
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+ result.push(sumSquares / divisor);
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  }
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  return result;
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  }
@@ -2621,14 +2642,19 @@ function avg(...values2) {
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  function sum(source, length2) {
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  const sourceArray = source instanceof Series ? source.toArray() : source;
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  const result = [];
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+ const len = Math.floor(length2);
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+ const window = [];
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  for (let i = 0; i < sourceArray.length; i++) {
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- if (i < length2 - 1) {
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+ const v = sourceArray[i];
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+ if (v !== void 0 && v !== null && !Number.isNaN(v)) {
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+ window.push(v);
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+ if (window.length > len) window.shift();
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+ }
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+ if (window.length < len) {
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  result.push(NaN);
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  } else {
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  let total = 0;
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- for (let j = 0; j < length2; j++) {
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- total += sourceArray[i - j];
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- }
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+ for (const x of window) total += x;
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  result.push(total);
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  }
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  }
@@ -7838,7 +7864,7 @@ var SimpleInputAdapter = class {
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  };
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  // src/index.ts
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- var VERSION = "0.7.0";
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+ var VERSION = "0.7.1";
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  var info2 = {
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  name: "OakScriptJS",
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  version: VERSION,
package/dist/index.d.ts CHANGED
@@ -37,7 +37,7 @@ export { input_int, input_float, input_bool, input_string, input_source, input_t
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  export type { OakScriptContext, ChartAdapter, InputAdapter, SeriesHandle, SeriesOptions, InputConfig, InputOptions, OhlcvData, PlotConfig, HLineConfig, FillConfig, } from './runtime/types';
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  export { LightweightChartsAdapter } from './runtime/adapters/LightweightChartsAdapter';
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  export { SimpleInputAdapter } from './runtime/adapters/SimpleInputAdapter';
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- export declare const VERSION = "0.7.0";
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+ export declare const VERSION = "0.7.1";
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  export declare const info: {
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  name: string;
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  version: string;
package/dist/index.mjs CHANGED
@@ -88,19 +88,32 @@ __export(ta_exports, {
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  function sma(source, length2) {
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  const result = [];
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  const len = Math.floor(length2);
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+ const window = [];
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  for (let i = 0; i < source.length; i++) {
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- if (i < len - 1) {
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+ const v = source[i];
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+ if (v !== void 0 && v !== null && !Number.isNaN(v)) {
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+ window.push(v);
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+ if (window.length > len) window.shift();
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+ }
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+ if (window.length < len) {
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  result.push(NaN);
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  } else {
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  let sum4 = 0;
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- for (let j = 0; j < len; j++) {
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- sum4 += source[i - j];
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- }
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+ for (const x of window) sum4 += x;
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  result.push(sum4 / len);
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  }
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  }
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  return result;
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  }
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+ function strictWindowMean(source, length2) {
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+ const len = Math.floor(length2);
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+ return Array.from({ length: source.length }, (_, i) => {
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+ if (i < len - 1) return NaN;
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+ let sum4 = 0;
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+ for (let j = 0; j < len; j++) sum4 += source[i - j];
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+ return sum4 / len;
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+ });
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+ }
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  function ema(source, length2) {
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  const result = [];
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  const len = Math.floor(length2);
@@ -130,8 +143,10 @@ function ema(source, length2) {
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  const val = source[i];
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  if (val !== void 0 && !isNaN(val)) {
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  emaValue = (val - emaValue) * multiplier + emaValue;
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+ result.push(emaValue);
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+ } else {
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+ result.push(NaN);
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  }
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- result.push(emaValue);
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  }
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  }
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  return result;
@@ -381,19 +396,25 @@ function rma(source, length2) {
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  function wma(source, length2) {
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  const result = [];
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  const len = Math.floor(length2);
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+ const filled = [];
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+ let last2 = NaN;
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  for (let i = 0; i < source.length; i++) {
385
- if (i < len - 1) {
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+ const v = source[i];
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+ const isNa = v === void 0 || v === null || Number.isNaN(v);
404
+ if (!isNa) last2 = v;
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+ filled.push(last2);
406
+ if (isNa || i < len - 1) {
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  result.push(NaN);
387
- } else {
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- let sum4 = 0;
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- let weightSum = 0;
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- for (let j = 0; j < len; j++) {
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- const weight = len - j;
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- sum4 += source[i - j] * weight;
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- weightSum += weight;
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- }
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- result.push(sum4 / weightSum);
408
+ continue;
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  }
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+ let sum4 = 0;
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+ let weightSum = 0;
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+ for (let j = 0; j < len; j++) {
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+ const weight = len - j;
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+ sum4 += filled[i - j] * weight;
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+ weightSum += weight;
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+ }
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+ result.push(sum4 / weightSum);
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  }
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  return result;
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  }
@@ -502,7 +523,7 @@ function mom(source, length2) {
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  }
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  function dev(source, length2) {
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  const result = [];
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- const meanValues = sma(source, length2);
526
+ const meanValues = strictWindowMean(source, length2);
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  for (let i = 0; i < source.length; i++) {
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  if (i < length2 - 1 || isNaN(meanValues[i])) {
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  result.push(NaN);
@@ -520,23 +541,23 @@ function dev(source, length2) {
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541
  }
521
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  function variance(source, length2, biased = true) {
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  const result = [];
523
- const meanValues = sma(source, length2);
544
+ const len = Math.floor(length2);
545
+ const window = [];
524
546
  for (let i = 0; i < source.length; i++) {
525
- if (i < length2 - 1 || isNaN(meanValues[i])) {
547
+ const v = source[i];
548
+ if (v !== void 0 && v !== null && !Number.isNaN(v)) {
549
+ window.push(v);
550
+ if (window.length > len) window.shift();
551
+ }
552
+ const divisor = biased ? len : len - 1;
553
+ if (window.length < len || divisor <= 0) {
526
554
  result.push(NaN);
527
- } else {
528
- let sumSquares = 0;
529
- let count = 0;
530
- for (let j = 0; j < length2; j++) {
531
- if (!isNaN(source[i - j])) {
532
- const diff2 = source[i - j] - meanValues[i];
533
- sumSquares += diff2 * diff2;
534
- count++;
535
- }
536
- }
537
- const divisor = biased ? count : count - 1;
538
- result.push(divisor > 0 ? sumSquares / divisor : NaN);
555
+ continue;
539
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  }
557
+ const mean = window.reduce((a, x) => a + x, 0) / len;
558
+ let sumSquares = 0;
559
+ for (const x of window) sumSquares += (x - mean) * (x - mean);
560
+ result.push(sumSquares / divisor);
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  }
541
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  return result;
542
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  }
@@ -2513,14 +2534,19 @@ function avg(...values2) {
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  function sum(source, length2) {
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  const sourceArray = source instanceof Series ? source.toArray() : source;
2515
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  const result = [];
2537
+ const len = Math.floor(length2);
2538
+ const window = [];
2516
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  for (let i = 0; i < sourceArray.length; i++) {
2517
- if (i < length2 - 1) {
2540
+ const v = sourceArray[i];
2541
+ if (v !== void 0 && v !== null && !Number.isNaN(v)) {
2542
+ window.push(v);
2543
+ if (window.length > len) window.shift();
2544
+ }
2545
+ if (window.length < len) {
2518
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  result.push(NaN);
2519
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  } else {
2520
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  let total = 0;
2521
- for (let j = 0; j < length2; j++) {
2522
- total += sourceArray[i - j];
2523
- }
2549
+ for (const x of window) total += x;
2524
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  result.push(total);
2525
2551
  }
2526
2552
  }
@@ -7730,7 +7756,7 @@ var SimpleInputAdapter = class {
7730
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  };
7731
7757
 
7732
7758
  // src/index.ts
7733
- var VERSION = "0.7.0";
7759
+ var VERSION = "0.7.1";
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  var info2 = {
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  name: "OakScriptJS",
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  version: VERSION,
package/dist/math/index.d.ts.map CHANGED
@@ -1 +1 @@
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1
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package/dist/script/index.cjs CHANGED
@@ -706,19 +706,32 @@ __export(ta_series_exports, {
706
706
  function sma(source, length2) {
707
707
  const result = [];
708
708
  const len = Math.floor(length2);
709
+ const window = [];
709
710
  for (let i = 0; i < source.length; i++) {
710
- if (i < len - 1) {
711
+ const v = source[i];
712
+ if (v !== void 0 && v !== null && !Number.isNaN(v)) {
713
+ window.push(v);
714
+ if (window.length > len) window.shift();
715
+ }
716
+ if (window.length < len) {
711
717
  result.push(NaN);
712
718
  } else {
713
719
  let sum2 = 0;
714
- for (let j = 0; j < len; j++) {
715
- sum2 += source[i - j];
716
- }
720
+ for (const x of window) sum2 += x;
717
721
  result.push(sum2 / len);
718
722
  }
719
723
  }
720
724
  return result;
721
725
  }
726
+ function strictWindowMean(source, length2) {
727
+ const len = Math.floor(length2);
728
+ return Array.from({ length: source.length }, (_, i) => {
729
+ if (i < len - 1) return NaN;
730
+ let sum2 = 0;
731
+ for (let j = 0; j < len; j++) sum2 += source[i - j];
732
+ return sum2 / len;
733
+ });
734
+ }
722
735
  function ema(source, length2) {
723
736
  const result = [];
724
737
  const len = Math.floor(length2);
@@ -748,8 +761,10 @@ function ema(source, length2) {
748
761
  const val = source[i];
749
762
  if (val !== void 0 && !isNaN(val)) {
750
763
  emaValue = (val - emaValue) * multiplier + emaValue;
764
+ result.push(emaValue);
765
+ } else {
766
+ result.push(NaN);
751
767
  }
752
- result.push(emaValue);
753
768
  }
754
769
  }
755
770
  return result;
@@ -999,19 +1014,25 @@ function rma(source, length2) {
999
1014
  function wma(source, length2) {
1000
1015
  const result = [];
1001
1016
  const len = Math.floor(length2);
1017
+ const filled = [];
1018
+ let last = NaN;
1002
1019
  for (let i = 0; i < source.length; i++) {
1003
- if (i < len - 1) {
1020
+ const v = source[i];
1021
+ const isNa = v === void 0 || v === null || Number.isNaN(v);
1022
+ if (!isNa) last = v;
1023
+ filled.push(last);
1024
+ if (isNa || i < len - 1) {
1004
1025
  result.push(NaN);
1005
- } else {
1006
- let sum2 = 0;
1007
- let weightSum = 0;
1008
- for (let j = 0; j < len; j++) {
1009
- const weight = len - j;
1010
- sum2 += source[i - j] * weight;
1011
- weightSum += weight;
1012
- }
1013
- result.push(sum2 / weightSum);
1026
+ continue;
1014
1027
  }
1028
+ let sum2 = 0;
1029
+ let weightSum = 0;
1030
+ for (let j = 0; j < len; j++) {
1031
+ const weight = len - j;
1032
+ sum2 += filled[i - j] * weight;
1033
+ weightSum += weight;
1034
+ }
1035
+ result.push(sum2 / weightSum);
1015
1036
  }
1016
1037
  return result;
1017
1038
  }
@@ -1120,7 +1141,7 @@ function mom(source, length2) {
1120
1141
  }
1121
1142
  function dev(source, length2) {
1122
1143
  const result = [];
1123
- const meanValues = sma(source, length2);
1144
+ const meanValues = strictWindowMean(source, length2);
1124
1145
  for (let i = 0; i < source.length; i++) {
1125
1146
  if (i < length2 - 1 || isNaN(meanValues[i])) {
1126
1147
  result.push(NaN);
@@ -1138,23 +1159,23 @@ function dev(source, length2) {
1138
1159
  }
1139
1160
  function variance(source, length2, biased = true) {
1140
1161
  const result = [];
1141
- const meanValues = sma(source, length2);
1162
+ const len = Math.floor(length2);
1163
+ const window = [];
1142
1164
  for (let i = 0; i < source.length; i++) {
1143
- if (i < length2 - 1 || isNaN(meanValues[i])) {
1165
+ const v = source[i];
1166
+ if (v !== void 0 && v !== null && !Number.isNaN(v)) {
1167
+ window.push(v);
1168
+ if (window.length > len) window.shift();
1169
+ }
1170
+ const divisor = biased ? len : len - 1;
1171
+ if (window.length < len || divisor <= 0) {
1144
1172
  result.push(NaN);
1145
- } else {
1146
- let sumSquares = 0;
1147
- let count = 0;
1148
- for (let j = 0; j < length2; j++) {
1149
- if (!isNaN(source[i - j])) {
1150
- const diff = source[i - j] - meanValues[i];
1151
- sumSquares += diff * diff;
1152
- count++;
1153
- }
1154
- }
1155
- const divisor = biased ? count : count - 1;
1156
- result.push(divisor > 0 ? sumSquares / divisor : NaN);
1173
+ continue;
1157
1174
  }
1175
+ const mean = window.reduce((a, x) => a + x, 0) / len;
1176
+ let sumSquares = 0;
1177
+ for (const x of window) sumSquares += (x - mean) * (x - mean);
1178
+ result.push(sumSquares / divisor);
1158
1179
  }
1159
1180
  return result;
1160
1181
  }
@@ -5072,14 +5093,19 @@ function avg(...values) {
5072
5093
  function sum(source, length2) {
5073
5094
  const sourceArray = source instanceof Series ? source.toArray() : source;
5074
5095
  const result = [];
5096
+ const len = Math.floor(length2);
5097
+ const window = [];
5075
5098
  for (let i = 0; i < sourceArray.length; i++) {
5076
- if (i < length2 - 1) {
5099
+ const v = sourceArray[i];
5100
+ if (v !== void 0 && v !== null && !Number.isNaN(v)) {
5101
+ window.push(v);
5102
+ if (window.length > len) window.shift();
5103
+ }
5104
+ if (window.length < len) {
5077
5105
  result.push(NaN);
5078
5106
  } else {
5079
5107
  let total = 0;
5080
- for (let j = 0; j < length2; j++) {
5081
- total += sourceArray[i - j];
5082
- }
5108
+ for (const x of window) total += x;
5083
5109
  result.push(total);
5084
5110
  }
5085
5111
  }
package/dist/script/index.mjs CHANGED
@@ -629,19 +629,32 @@ __export(ta_series_exports, {
629
629
  function sma(source, length2) {
630
630
  const result = [];
631
631
  const len = Math.floor(length2);
632
+ const window = [];
632
633
  for (let i = 0; i < source.length; i++) {
633
- if (i < len - 1) {
634
+ const v = source[i];
635
+ if (v !== void 0 && v !== null && !Number.isNaN(v)) {
636
+ window.push(v);
637
+ if (window.length > len) window.shift();
638
+ }
639
+ if (window.length < len) {
634
640
  result.push(NaN);
635
641
  } else {
636
642
  let sum2 = 0;
637
- for (let j = 0; j < len; j++) {
638
- sum2 += source[i - j];
639
- }
643
+ for (const x of window) sum2 += x;
640
644
  result.push(sum2 / len);
641
645
  }
642
646
  }
643
647
  return result;
644
648
  }
649
+ function strictWindowMean(source, length2) {
650
+ const len = Math.floor(length2);
651
+ return Array.from({ length: source.length }, (_, i) => {
652
+ if (i < len - 1) return NaN;
653
+ let sum2 = 0;
654
+ for (let j = 0; j < len; j++) sum2 += source[i - j];
655
+ return sum2 / len;
656
+ });
657
+ }
645
658
  function ema(source, length2) {
646
659
  const result = [];
647
660
  const len = Math.floor(length2);
@@ -671,8 +684,10 @@ function ema(source, length2) {
671
684
  const val = source[i];
672
685
  if (val !== void 0 && !isNaN(val)) {
673
686
  emaValue = (val - emaValue) * multiplier + emaValue;
687
+ result.push(emaValue);
688
+ } else {
689
+ result.push(NaN);
674
690
  }
675
- result.push(emaValue);
676
691
  }
677
692
  }
678
693
  return result;
@@ -922,19 +937,25 @@ function rma(source, length2) {
922
937
  function wma(source, length2) {
923
938
  const result = [];
924
939
  const len = Math.floor(length2);
940
+ const filled = [];
941
+ let last = NaN;
925
942
  for (let i = 0; i < source.length; i++) {
926
- if (i < len - 1) {
943
+ const v = source[i];
944
+ const isNa = v === void 0 || v === null || Number.isNaN(v);
945
+ if (!isNa) last = v;
946
+ filled.push(last);
947
+ if (isNa || i < len - 1) {
927
948
  result.push(NaN);
928
- } else {
929
- let sum2 = 0;
930
- let weightSum = 0;
931
- for (let j = 0; j < len; j++) {
932
- const weight = len - j;
933
- sum2 += source[i - j] * weight;
934
- weightSum += weight;
935
- }
936
- result.push(sum2 / weightSum);
949
+ continue;
937
950
  }
951
+ let sum2 = 0;
952
+ let weightSum = 0;
953
+ for (let j = 0; j < len; j++) {
954
+ const weight = len - j;
955
+ sum2 += filled[i - j] * weight;
956
+ weightSum += weight;
957
+ }
958
+ result.push(sum2 / weightSum);
938
959
  }
939
960
  return result;
940
961
  }
@@ -1043,7 +1064,7 @@ function mom(source, length2) {
1043
1064
  }
1044
1065
  function dev(source, length2) {
1045
1066
  const result = [];
1046
- const meanValues = sma(source, length2);
1067
+ const meanValues = strictWindowMean(source, length2);
1047
1068
  for (let i = 0; i < source.length; i++) {
1048
1069
  if (i < length2 - 1 || isNaN(meanValues[i])) {
1049
1070
  result.push(NaN);
@@ -1061,23 +1082,23 @@ function dev(source, length2) {
1061
1082
  }
1062
1083
  function variance(source, length2, biased = true) {
1063
1084
  const result = [];
1064
- const meanValues = sma(source, length2);
1085
+ const len = Math.floor(length2);
1086
+ const window = [];
1065
1087
  for (let i = 0; i < source.length; i++) {
1066
- if (i < length2 - 1 || isNaN(meanValues[i])) {
1088
+ const v = source[i];
1089
+ if (v !== void 0 && v !== null && !Number.isNaN(v)) {
1090
+ window.push(v);
1091
+ if (window.length > len) window.shift();
1092
+ }
1093
+ const divisor = biased ? len : len - 1;
1094
+ if (window.length < len || divisor <= 0) {
1067
1095
  result.push(NaN);
1068
- } else {
1069
- let sumSquares = 0;
1070
- let count = 0;
1071
- for (let j = 0; j < length2; j++) {
1072
- if (!isNaN(source[i - j])) {
1073
- const diff = source[i - j] - meanValues[i];
1074
- sumSquares += diff * diff;
1075
- count++;
1076
- }
1077
- }
1078
- const divisor = biased ? count : count - 1;
1079
- result.push(divisor > 0 ? sumSquares / divisor : NaN);
1096
+ continue;
1080
1097
  }
1098
+ const mean = window.reduce((a, x) => a + x, 0) / len;
1099
+ let sumSquares = 0;
1100
+ for (const x of window) sumSquares += (x - mean) * (x - mean);
1101
+ result.push(sumSquares / divisor);
1081
1102
  }
1082
1103
  return result;
1083
1104
  }
@@ -4995,14 +5016,19 @@ function avg(...values) {
4995
5016
  function sum(source, length2) {
4996
5017
  const sourceArray = source instanceof Series ? source.toArray() : source;
4997
5018
  const result = [];
5019
+ const len = Math.floor(length2);
5020
+ const window = [];
4998
5021
  for (let i = 0; i < sourceArray.length; i++) {
4999
- if (i < length2 - 1) {
5022
+ const v = sourceArray[i];
5023
+ if (v !== void 0 && v !== null && !Number.isNaN(v)) {
5024
+ window.push(v);
5025
+ if (window.length > len) window.shift();
5026
+ }
5027
+ if (window.length < len) {
5000
5028
  result.push(NaN);
5001
5029
  } else {
5002
5030
  let total = 0;
5003
- for (let j = 0; j < length2; j++) {
5004
- total += sourceArray[i - j];
5005
- }
5031
+ for (const x of window) total += x;
5006
5032
  result.push(total);
5007
5033
  }
5008
5034
  }
package/dist/ta/index.d.ts.map CHANGED
@@ -1 +1 @@
1
- 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1
+ 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package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "oakscriptjs",
3
- "version": "0.7.0",
3
+ "version": "0.7.1",
4
4
  "type": "module",
5
5
  "description": "PineScript v6 compatible technical analysis library for JavaScript/TypeScript",
6
6
  "main": "dist/index.cjs",