oakscriptjs 0.8.0 → 0.8.1

package/dist/index.mjs

@@ -125,7 +125,7 @@ function sma(source, length2) {
   const window = [];
   for (let i = 0; i < source.length; i++) {
     const v = source[i];
-    if (v !== void 0 && v !== null && !Number.isNaN(v)) {
+    if (v !== void 0 && v !== null && Number.isFinite(v)) {
       window.push(v);
       if (window.length > len) window.shift();
     }
@@ -469,7 +469,7 @@ function lowest(source, length2) {
 function cum(source) {
   let sum4 = 0;
   return source.map((v) => {
-    if (Number.isNaN(v)) return NaN;
+    if (!Number.isFinite(v)) return NaN;
     sum4 += v;
     return sum4;
   });
@@ -487,41 +487,24 @@ function cross(source1, source2) {
   }
   return result;
 }
-function rising(source, length2) {
+function monotonic(source, length2, step) {
   const result = [];
+  const values2 = [];
   for (let i = 0; i < source.length; i++) {
-    if (i < length2) {
-      result.push(false);
-    } else {
-      let isRising = true;
-      for (let j = 1; j <= length2; j++) {
-        if (source[i - j + 1] <= source[i - j]) {
-          isRising = false;
-          break;
-        }
-      }
-      result.push(isRising);
-    }
+    const v = source[i];
+    if (!Number.isNaN(v)) values2.push(v);
+    const n = values2.length;
+    let ok = n > length2;
+    for (let j = 1; ok && j <= length2; j++) ok = step(values2[n - j], values2[n - j - 1]);
+    result.push(ok);
   }
   return result;
 }
+function rising(source, length2) {
+  return monotonic(source, length2, gt);
+}
 function falling(source, length2) {
-  const result = [];
-  for (let i = 0; i < source.length; i++) {
-    if (i < length2) {
-      result.push(false);
-    } else {
-      let isFalling = true;
-      for (let j = 1; j <= length2; j++) {
-        if (source[i - j + 1] >= source[i - j]) {
-          isFalling = false;
-          break;
-        }
-      }
-      result.push(isFalling);
-    }
-  }
-  return result;
+  return monotonic(source, length2, lt);
 }
 function roc(source, length2) {
   const result = [];
@@ -745,33 +728,16 @@ function correlation(source1, source2, length2) {
 function percentrank(source, length2) {
   const result = [];
   for (let i = 0; i < source.length; i++) {
-    if (i < length2) {
+    const currentValue = source[i];
+    if (i < length2 || Number.isNaN(currentValue)) {
       result.push(NaN);
-    } else {
-      if (isNaN(source[i])) {
-        result.push(NaN);
-        continue;
-      }
-      let hasNaN = false;
-      for (let j = 1; j <= length2; j++) {
-        if (isNaN(source[i - j])) {
-          hasNaN = true;
-          break;
-        }
-      }
-      if (hasNaN) {
-        result.push(NaN);
-      } else {
-        const currentValue = source[i];
-        let countLessOrEqual = 0;
-        for (let j = 1; j <= length2; j++) {
-          if (source[i - j] <= currentValue) {
-            countLessOrEqual++;
-          }
-        }
-        result.push(countLessOrEqual / length2 * 100);
-      }
+      continue;
+    }
+    let countLessOrEqual = 0;
+    for (let j = 1; j <= length2; j++) {
+      if (le(source[i - j], currentValue)) countLessOrEqual++;
     }
+    result.push(countLessOrEqual / length2 * 100);
   }
   return result;
 }
@@ -1298,63 +1264,36 @@ function mode(source, length2) {
   return result;
 }
 function percentile_linear_interpolation(source, length2, percentage) {
+  return sortedWindow(source, length2, (s) => {
+    const pos2 = percentage / 100 * length2 - 0.5;
+    if (pos2 <= 0) return s[0];
+    if (pos2 >= length2 - 1) return s[length2 - 1];
+    const lo = Math.floor(pos2);
+    return s[lo] + (pos2 - lo) * (s[lo + 1] - s[lo]);
+  });
+}
+function sortedWindow(source, length2, fn) {
   const result = [];
+  const values2 = [];
+  const bars = [];
   for (let i = 0; i < source.length; i++) {
-    if (i < length2 - 1) {
-      result.push(NaN);
-      continue;
-    }
-    const values2 = [];
-    for (let j = 0; j < length2; j++) {
-      const value = source[i - j];
-      values2.push(value);
-    }
-    if (values2.some((v) => isNaN(v))) {
-      result.push(NaN);
-      continue;
-    }
-    const sorted = [...values2].sort((a, b2) => a - b2);
-    const position = percentage / 100 * (sorted.length - 1);
-    const lowerIndex = Math.floor(position);
-    const upperIndex = Math.ceil(position);
-    if (lowerIndex === upperIndex) {
-      result.push(sorted[lowerIndex]);
-    } else {
-      const fraction = position - lowerIndex;
-      const interpolated = sorted[lowerIndex] + fraction * (sorted[upperIndex] - sorted[lowerIndex]);
-      result.push(interpolated);
+    const v = source[i];
+    let k = 0;
+    while (k < values2.length && !(values2[k] >= v)) k++;
+    values2.splice(k, 0, v);
+    bars.splice(k, 0, i);
+    if (i >= length2) {
+      const old = bars.indexOf(i - length2);
+      values2.splice(old, 1);
+      bars.splice(old, 1);
     }
+    result.push(i < length2 - 1 ? NaN : fn(values2));
   }
   return result;
 }
 function percentile_nearest_rank(source, length2, percentage) {
-  const result = [];
-  for (let i = 0; i < source.length; i++) {
-    if (i < length2 - 1) {
-      result.push(NaN);
-      continue;
-    }
-    const values2 = [];
-    for (let j = 0; j < length2; j++) {
-      const value = source[i - j];
-      if (!isNaN(value)) {
-        values2.push(value);
-      }
-    }
-    if (values2.length === 0) {
-      result.push(NaN);
-      continue;
-    }
-    const sorted = [...values2].sort((a, b2) => a - b2);
-    if (percentage >= 100) {
-      result.push(sorted[sorted.length - 1]);
-      continue;
-    }
-    const rank2 = Math.ceil(percentage / 100 * sorted.length);
-    const index = Math.max(0, rank2 - 1);
-    result.push(sorted[index]);
-  }
-  return result;
+  const rank2 = Math.min(length2, Math.max(1, Math.ceil(percentage / 100 * length2)));
+  return sortedWindow(source, length2, (s) => s[rank2 - 1]);
 }
 function rci(source, length2) {
   const result = [];
@@ -2072,7 +2011,7 @@ var Series = class _Series {
     return new _Series(this.dataSource, (bar, i, data) => {
       const a = this.extractor(bar, i, data);
       const b2 = typeof other === "number" ? other : other.extractor(bar, i, data);
-      return b2 !== 0 ? a / b2 : NaN;
+      return a / b2;
     });
   }
   /**
@@ -3079,15 +3018,27 @@ function percentile_linear_interpolation2(id, percentage) {
   if (id.length === 0) {
     return NaN;
   }
-  const result = percentile_linear_interpolation(id, id.length, percentage);
-  return result[result.length - 1];
+  const s = sortedNaLast(id);
+  const n = s.length;
+  const pos2 = percentage / 100 * n - 0.5;
+  if (pos2 <= 0) return s[0];
+  if (pos2 >= n - 1) return s[n - 1];
+  const lo = Math.floor(pos2);
+  const f = pos2 - lo;
+  if (f === 0) return s[lo];
+  return Number.isNaN(s[n - 1]) ? NaN : s[lo] + f * (s[lo + 1] - s[lo]);
+}
+function sortedNaLast(id) {
+  const numbers = id.filter((v) => !Number.isNaN(v)).sort((a, b2) => a - b2);
+  return [...numbers, ...Array(id.length - numbers.length).fill(NaN)];
 }
 function percentile_nearest_rank2(id, percentage) {
   if (id.length === 0) {
     return NaN;
   }
-  const result = percentile_nearest_rank(id, id.length, percentage);
-  return result[result.length - 1];
+  const s = sortedNaLast(id);
+  const rank2 = Math.min(s.length, Math.max(1, Math.ceil(percentage / 100 * s.length)));
+  return s[rank2 - 1];
 }
 function percentrank2(id, index) {
   if (id.length === 0 || index < 0 || index >= id.length) {
@@ -3798,11 +3749,13 @@ __export(color_exports, {
   white: () => white,
   yellow: () => yellow
 });
+var channel = (v) => v === null || v === void 0 || Number.isNaN(v) ? 0 : Math.max(0, Math.min(255, Math.trunc(v)));
+var alphaOf = (transp) => transp === null || Number.isNaN(transp) ? 0 : 1 - Math.max(0, Math.min(100, transp)) / 100;
 function rgb(red2, green2, blue2, transp) {
-  const r2 = Math.max(0, Math.min(255, red2));
-  const g2 = Math.max(0, Math.min(255, green2));
-  const b2 = Math.max(0, Math.min(255, blue2));
-  const a = transp !== void 0 ? 1 - transp / 100 : 1;
+  const r2 = channel(red2);
+  const g2 = channel(green2);
+  const b2 = channel(blue2);
+  const a = transp !== void 0 ? alphaOf(transp) : 1;
   if (a === 1) {
     return `rgb(${r2}, ${g2}, ${b2})`;
   }
@@ -3829,7 +3782,8 @@ function b(clr) {
   return parseColor(clr).b;
 }
 function t(clr) {
-  return parseColor(clr).t;
+  const alpha = Math.round((1 - parseColor(clr).t / 100) * 255);
+  return Math.round((1 - alpha / 255) * 100);
 }
 function parseColor(clr) {
   if (typeof clr === "string") {
@@ -3882,13 +3836,12 @@ function from_gradient(value, bottom_value, top_value, bottom_color, top_color)
   };
   const c1 = rgba(bottom_color);
   const c2 = rgba(top_color);
-  const w1 = c1.a * (1 - k);
-  const w2 = c2.a * k;
-  const a = w1 + w2;
+  const a = c1.a * (1 - k) + c2.a * k;
   if (a === 0) return transparent;
-  const mix = (x1, x2) => Math.floor((x1 * w1 + x2 * w2) / a);
+  const mix = (x1, x2) => Math.floor((x1 / 255 * c1.a * (1 - k) + x2 / 255 * c2.a * k) / (a / 255));
   const [r2, g2, b2] = [mix(c1.r, c2.r), mix(c1.g, c2.g), mix(c1.b, c2.b)];
-  return a === 255 ? `rgb(${r2}, ${g2}, ${b2})` : `rgba(${r2}, ${g2}, ${b2}, ${a / 255})`;
+  const alpha = Math.floor(a);
+  return alpha === 255 ? `rgb(${r2}, ${g2}, ${b2})` : `rgba(${r2}, ${g2}, ${b2}, ${alpha / 255})`;
 }
 
 // src/time/index.ts
@@ -6099,6 +6052,7 @@ var format_italic = 2;
 // src/callsite/index.ts
 var callsite_exports = {};
 __export(callsite_exports, {
+  barssince: () => barssince2,
   cross: () => cross2,
   crossover: () => crossover2,
   crossunder: () => crossunder2,
@@ -6130,6 +6084,14 @@ function crossover2() {
 function crossunder2() {
   return twoSeriesSite((a, b2, pa, pb) => a < b2 && pa >= pb);
 }
+function barssince2() {
+  let count = NaN;
+  return (condition) => {
+    if (condition && !Number.isNaN(condition)) count = 0;
+    else if (!Number.isNaN(count)) count++;
+    return count;
+  };
+}
 function cross2() {
   return twoSeriesSite((a, b2, pa, pb) => a > b2 && pa <= pb || a < b2 && pa >= pb);
 }
@@ -6140,7 +6102,7 @@ __export(ta_series_exports, {
   accdist: () => accdist2,
   alma: () => alma2,
   atr: () => atr2,
-  barssince: () => barssince2,
+  barssince: () => barssince3,
   bb: () => bb2,
   bbw: () => bbw2,
   cci: () => cci2,
@@ -6528,7 +6490,7 @@ function pivotlow2(source, leftbars, rightbars) {
   const result = pivotlow(source.toArray(), leftbars, rightbars);
   return Series.fromArray(bars, result);
 }
-function barssince2(condition) {
+function barssince3(condition) {
   const bars = condition.bars;
   const boolValues = condition.toArray().map((v) => v === 1);
   const result = barssince(boolValues);
@@ -6680,7 +6642,7 @@ var ta = {
   hma: hma2,
   pivothigh: pivothigh2,
   pivotlow: pivotlow2,
-  barssince: barssince2,
+  barssince: barssince3,
   valuewhen: valuewhen2,
   dmi: dmi2,
   tsi: tsi2,
@@ -6712,7 +6674,7 @@ var ta = {
 
 // src/utils/index.ts
 function isNA(value) {
-  return value === null || value === void 0 || Number.isNaN(value) || isDeleted(value);
+  return value === null || value === void 0 || Number.isNaN(value) || value === Infinity || value === -Infinity || isDeleted(value);
 }
 function nz(value, defaultValue = 0) {
   return isNA(value) ? defaultValue : value;
@@ -6721,7 +6683,7 @@ function fixnan(source) {
   let last2;
   let seen = false;
   return source.map((v) => {
-    if (!isNA(v)) {
+    if (!(v === null || v === void 0 || Number.isNaN(v) || isDeleted(v))) {
       last2 = v;
       seen = true;
       return v;
@@ -6737,7 +6699,7 @@ function at(source, i, offset = 0) {
   return j >= 0 && j < source.length ? source[j] ?? NaN : NaN;
 }
 function div(a, b2) {
-  return b2 === 0 ? NaN : a / b2;
+  return a / b2;
 }
 function ohlcFromBars(bars) {
   return {
@@ -7371,7 +7333,7 @@ function hline(price, title, color, linestyle, linewidth) {
   const options = {
     color,
     lineWidth: linewidth,
-    lineStyle: getLineStyle(linestyle)
+    lineStyle: getLineStyle(linestyle ?? "dashed")
   };
   const seriesHandle = context.chart.addSeries("line", options);
   const data = context.ohlcv.time.map((time) => ({
@@ -7618,9 +7580,10 @@ var STRATEGY_DEFAULTS = {
   calc_on_order_fills: false,
   calc_on_every_tick: false,
   backtest_fill_limits_assumption: 0,
-  default_qty_type: "fixed",
-  default_qty_value: 1,
-  initial_capital: 1e6,
+  // v6 values; PineScript v5: fixed / 1 / 1000000 and margins 0
+  default_qty_type: "percent_of_equity",
+  default_qty_value: 100,
+  initial_capital: 1e5,
   slippage: 0,
   commission_type: "percent",
   commission_value: 0,
@@ -7876,7 +7839,7 @@ var SimpleInputAdapter = class {
 };
 
 // src/index.ts
-var VERSION = "0.8.0";
+var VERSION = "0.8.1";
 var info2 = {
   name: "OakScriptJS",
   version: VERSION,

package/dist/runtime/index.cjs

@@ -148,7 +148,7 @@ function hline(price, title, color, linestyle, linewidth) {
   const options = {
     color,
     lineWidth: linewidth,
-    lineStyle: getLineStyle(linestyle)
+    lineStyle: getLineStyle(linestyle ?? "dashed")
   };
   const seriesHandle = context.chart.addSeries("line", options);
   const data = context.ohlcv.time.map((time) => ({

package/dist/runtime/index.mjs

@@ -101,7 +101,7 @@ function hline(price, title, color, linestyle, linewidth) {
   const options = {
     color,
     lineWidth: linewidth,
-    lineStyle: getLineStyle(linestyle)
+    lineStyle: getLineStyle(linestyle ?? "dashed")
   };
   const seriesHandle = context.chart.addSeries("line", options);
   const data = context.ohlcv.time.map((time) => ({

package/dist/runtime/types.d.ts

@@ -28,17 +28,33 @@ export interface InputConfig {
     max?: number;
     step?: number;
     options?: string[];
+    group?: string;
+    inline?: string;
+    tooltip?: string;
+    confirm?: boolean;
+    display?: 'all' | 'none' | 'data_window' | 'status_line';
 }
 export interface PlotConfig {
     id: string;
     title: string;
     color: string;
     lineWidth?: number;
-    style?: 'line' | 'stepline' | 'histogram' | 'area' | 'circles' | 'columns' | 'cross' | 'areabr' | 'steplinebr' | 'linebr';
+    style?: 'line' | 'stepline' | 'histogram' | 'area' | 'circles' | 'columns' | 'cross' | 'areabr' | 'steplinebr' | 'linebr' | 'stepline_diamond';
     visible?: boolean | string;
     display?: 'all' | 'none' | 'data_window' | 'status_line' | 'pane';
     offset?: number;
     histbase?: number;
+    linestyle?: 'solid' | 'dashed' | 'dotted';
+}
+export interface ArrowConfig {
+    id: string;
+    title?: string;
+    colorup: string;
+    colordown: string;
+    minheight: number;
+    maxheight: number;
+    offset?: number;
+    display?: 'all' | 'none' | 'data_window' | 'status_line' | 'pane';
 }
 export interface HLineConfig {
     id: string;

package/dist/runtime/types.d.ts.map

@@ -1 +1 @@
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