oakscriptjs 0.8.0 → 0.8.1

package/dist/script/index.cjs

@@ -26,6 +26,7 @@ __export(index_exports, {
   alertcondition: () => alertcondition,
   barcolor: () => barcolor,
   barmerge: () => barmerge,
+  barstate: () => barstate,
   bgcolor: () => bgcolor,
   box: () => box,
   chart: () => chart,
@@ -59,6 +60,7 @@ __export(index_exports, {
   ohlc4: () => ohlc4,
   open: () => open,
   plot: () => plot,
+  plotarrow: () => plotarrow,
   plotchar: () => plotchar,
   plotshape: () => plotshape,
   polyline: () => polyline,
@@ -338,7 +340,7 @@ 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;
     });
   }
   /**
@@ -711,7 +713,7 @@ 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();
     }
@@ -1055,7 +1057,7 @@ function lowest(source, length2) {
 function cum(source) {
   let sum2 = 0;
   return source.map((v) => {
-    if (Number.isNaN(v)) return NaN;
+    if (!Number.isFinite(v)) return NaN;
     sum2 += v;
     return sum2;
   });
@@ -1073,41 +1075,24 @@ function cross(source1, source2) {
   }
   return result;
 }
-function rising(source, length2) {
+function monotonic(source, length2, step) {
   const result = [];
+  const values = [];
   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)) values.push(v);
+    const n = values.length;
+    let ok = n > length2;
+    for (let j = 1; ok && j <= length2; j++) ok = step(values[n - j], values[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 = [];
@@ -1331,33 +1316,16 @@ 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;
 }
@@ -1884,63 +1852,36 @@ 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 values = [];
+  const bars2 = [];
   for (let i = 0; i < source.length; i++) {
-    if (i < length2 - 1) {
-      result.push(NaN);
-      continue;
-    }
-    const values = [];
-    for (let j = 0; j < length2; j++) {
-      const value = source[i - j];
-      values.push(value);
-    }
-    if (values.some((v) => isNaN(v))) {
-      result.push(NaN);
-      continue;
-    }
-    const sorted = [...values].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 < values.length && !(values[k] >= v)) k++;
+    values.splice(k, 0, v);
+    bars2.splice(k, 0, i);
+    if (i >= length2) {
+      const old = bars2.indexOf(i - length2);
+      values.splice(old, 1);
+      bars2.splice(old, 1);
     }
+    result.push(i < length2 - 1 ? NaN : fn(values));
   }
   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 values = [];
-    for (let j = 0; j < length2; j++) {
-      const value = source[i - j];
-      if (!isNaN(value)) {
-        values.push(value);
-      }
-    }
-    if (values.length === 0) {
-      result.push(NaN);
-      continue;
-    }
-    const sorted = [...values].sort((a, b2) => a - b2);
-    if (percentage >= 100) {
-      result.push(sorted[sorted.length - 1]);
-      continue;
-    }
-    const rank = Math.ceil(percentage / 100 * sorted.length);
-    const index = Math.max(0, rank - 1);
-    result.push(sorted[index]);
-  }
-  return result;
+  const rank = Math.min(length2, Math.max(1, Math.ceil(percentage / 100 * length2)));
+  return sortedWindow(source, length2, (s) => s[rank - 1]);
 }
 function rci(source, length2) {
   const result = [];
@@ -2806,11 +2747,13 @@ __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}, ${b2})`;
   }
@@ -2837,7 +2780,8 @@ function b(clr) {
   return parseColor(clr).b;
 }
 function t(clr) {
-  return parseColor(clr).t;
+  const alpha = Math.round((1 - parseColor(clr).t / 100) * 255);
+  return Math.round((1 - alpha / 255) * 100);
 }
 function parseColor(clr) {
   if (typeof clr === "string") {
@@ -2890,13 +2834,12 @@ function from_gradient(value, bottom_value, top_value, bottom_color, top_color)
   };
   const c1 = rgba(bottom_color);
   const c2 = rgba(top_color);
-  const w1 = c1.a * (1 - k);
-  const w2 = c2.a * k;
-  const a = w1 + w2;
+  const a = c1.a * (1 - k) + c2.a * k;
   if (a === 0) return transparent;
-  const mix = (x1, x2) => Math.floor((x1 * w1 + x2 * w2) / a);
+  const mix = (x1, x2) => Math.floor((x1 / 255 * c1.a * (1 - k) + x2 / 255 * c2.a * k) / (a / 255));
   const [r2, g2, b2] = [mix(c1.r, c2.r), mix(c1.g, c2.g), mix(c1.b, c2.b)];
-  return a === 255 ? `rgb(${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/drawing/registry.ts
@@ -2960,7 +2903,7 @@ function setDrawingLimits(newLimits) {
 
 // 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;
@@ -2969,7 +2912,7 @@ function fixnan(source) {
   let last;
   let seen = false;
   return source.map((v) => {
-    if (!isNA(v)) {
+    if (!(v === null || v === void 0 || Number.isNaN(v) || isDeleted(v))) {
       last = v;
       seen = true;
       return v;
@@ -5344,9 +5287,10 @@ 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,
@@ -5420,6 +5364,8 @@ function freshCollector(inputValues) {
     fillConfig: [],
     shapeConfig: [],
     markers: [],
+    arrowConfig: [],
+    arrows: [],
     barColorConfig: [],
     bgcolors: [],
     barcolors: [],
@@ -5457,6 +5403,7 @@ function executeScript(body, barsInput, inputs = {}, chart2 = {}, options = {})
       hlineConfig: c.hlineConfig,
       fillConfig: c.fillConfig,
       shapeConfig: c.shapeConfig,
+      arrowConfig: c.arrowConfig,
       barColorConfig: c.barColorConfig,
       defaultInputs: c.defaultInputs,
       alertConfig: c.alertConfig,
@@ -5466,6 +5413,7 @@ function executeScript(body, barsInput, inputs = {}, chart2 = {}, options = {})
         plots: c.plots,
         fills: c.fills.length ? c.fills : void 0,
         markers: c.markers.length ? c.markers : void 0,
+        arrows: c.arrows.length ? c.arrows : void 0,
         bgcolors: c.bgcolors.length ? c.bgcolors : void 0,
         barcolors: c.barcolors.length ? c.barcolors : void 0,
         alerts: c.alerts.length ? c.alerts : void 0
@@ -5496,6 +5444,15 @@ function declare(c, kind) {
   }
   c.declaration = kind;
 }
+function common(opts) {
+  const out = {};
+  if (opts.group !== void 0) out.group = opts.group;
+  if (opts.inline !== void 0) out.inline = opts.inline;
+  if (opts.tooltip !== void 0) out.tooltip = opts.tooltip;
+  if (opts.confirm !== void 0) out.confirm = opts.confirm;
+  if (opts.display !== void 0) out.display = opts.display;
+  return out;
+}
 function registerInput(config, fallbackId) {
   const c = collector();
   const id = slugId(config.title, fallbackId, c.inputIds);
@@ -5506,7 +5463,7 @@ function registerInput(config, fallbackId) {
 }
 function registerNumeric(type, defval, title, opts = {}) {
   const v = registerInput(
-    { type, defval, title, min: opts.minval, max: opts.maxval, step: opts.step },
+    { type, defval, title, min: opts.minval, max: opts.maxval, step: opts.step, ...common(opts) },
     `input_${type}`
   );
   return typeof v === "number" ? v : defval;
@@ -5518,31 +5475,37 @@ var input = {
   float(defval, title, opts = {}) {
     return registerNumeric("float", defval, title, opts);
   },
-  bool(defval, title) {
-    return registerInput({ type: "bool", defval, title }, "input_bool");
+  bool(defval, title, opts = {}) {
+    return registerInput({ type: "bool", defval, title, ...common(opts) }, "input_bool");
   },
   string(defval, title, opts = {}) {
-    return registerInput({ type: "string", defval, title, options: opts.options }, "input_string");
+    return registerInput({ type: "string", defval, title, options: opts.options, ...common(opts) }, "input_string");
   },
-  color(defval, title) {
-    return registerInput({ type: "color", defval, title }, "input_color");
+  color(defval, title, opts = {}) {
+    return registerInput({ type: "color", defval, title, ...common(opts) }, "input_color");
   },
   /** Declares a source input and returns it as a Series. */
-  source(defval = "close", title) {
-    const name = registerInput({ type: "source", defval, title }, "input_source");
+  source(defval = "close", title, opts = {}) {
+    const name = registerInput({ type: "source", defval, title, ...common(opts) }, "input_source");
     return sourceSeries(name);
   },
   /** Timeframe string ("60", "1D", "W"). As in PineScript, "" means the chart timeframe. */
   timeframe(defval, title, opts = {}) {
-    return registerInput({ type: "timeframe", defval, title, options: opts.options }, "input_timeframe");
+    return registerInput(
+      { type: "timeframe", defval, title, options: opts.options, ...common(opts) },
+      "input_timeframe"
+    );
   },
   /** Session string ("0930-1600", "0930-1600:23456"). */
   session(defval, title, opts = {}) {
-    return registerInput({ type: "session", defval, title, options: opts.options }, "input_session");
+    return registerInput(
+      { type: "session", defval, title, options: opts.options, ...common(opts) },
+      "input_session"
+    );
   },
   /** Date and time as a UNIX time in milliseconds, e.g. `input.time(timestamp('2024-01-01'), 'Start')`. */
-  time(defval, title) {
-    const v = registerInput({ type: "time", defval, title }, "input_time");
+  time(defval, title, opts = {}) {
+    const v = registerInput({ type: "time", defval, title, ...common(opts) }, "input_time");
     return typeof v === "number" ? v : defval;
   }
 };
@@ -5596,6 +5559,8 @@ var ta2 = {
     const a = anchor ?? changeOf("1D");
     return stdev_mult === void 0 ? vwap2(source, volume, a) : vwapBands(source, volume, a, stdev_mult);
   }),
+  /** `ta.mfi(source, length)` with the chart volume (PineScript takes 2 arguments). */
+  mfi: (source, length2) => mfi2(source, length2, volume),
   /** `ta.pivothigh(source, leftbars, rightbars)` or `ta.pivothigh(leftbars, rightbars)` (source = high).
    *  The value appears `rightbars` bars after the pivot bar, as in PineScript. */
   pivothigh: (sourceOrLeft, leftOrRight, rightbars) => typeof sourceOrLeft === "number" ? pivothigh2(high, sourceOrLeft, leftOrRight) : pivothigh2(sourceOrLeft, leftOrRight, rightbars),
@@ -5622,7 +5587,7 @@ var color = {
   new: new_color,
   when: colorWhen
 };
-function plot(series, title, options = {}) {
+function plotImpl(series, title, options = {}) {
   const c = collector();
   const id = `plot${c.plotConfig.length}`;
   const perBar2 = Array.isArray(options.color) ? options.color : void 0;
@@ -5633,6 +5598,7 @@ function plot(series, title, options = {}) {
     color: staticColor,
     lineWidth: options.linewidth,
     style: options.style,
+    linestyle: options.linestyle,
     display: options.display,
     histbase: options.histbase
   });
@@ -5641,13 +5607,29 @@ function plot(series, title, options = {}) {
   const data = [];
   for (let i = 0; i < b2.length; i++) {
     const value = values[i];
-    if (value === void 0 || Number.isNaN(value)) continue;
+    if (value === void 0 || !Number.isFinite(value)) continue;
     data.push(perBar2 ? { time: b2[i].time, value, color: perBar2[i] } : { time: b2[i].time, value });
   }
   c.plots[id] = data;
   return { id, kind: "plot" };
 }
-function hline(price, title, options = {}) {
+var plot = Object.assign(plotImpl, {
+  style_line: "line",
+  style_linebr: "linebr",
+  style_stepline: "stepline",
+  style_steplinebr: "steplinebr",
+  style_stepline_diamond: "stepline_diamond",
+  style_histogram: "histogram",
+  style_columns: "columns",
+  style_area: "area",
+  style_areabr: "areabr",
+  style_circles: "circles",
+  style_cross: "cross",
+  linestyle_solid: "solid",
+  linestyle_dotted: "dotted",
+  linestyle_dashed: "dashed"
+});
+function hlineImpl(price, title, options = {}) {
   const c = collector();
   const id = `hline${c.hlineConfig.length}`;
   c.hlineConfig.push({
@@ -5655,11 +5637,16 @@ function hline(price, title, options = {}) {
     price,
     title,
     color: options.color,
-    linestyle: options.linestyle,
+    linestyle: options.linestyle ?? "dashed",
     linewidth: options.linewidth
   });
   return { id, kind: "hline" };
 }
+var hline = Object.assign(hlineImpl, {
+  style_solid: "solid",
+  style_dotted: "dotted",
+  style_dashed: "dashed"
+});
 function perBarValues(v, n) {
   return v instanceof Series ? v.toArray().slice(0, n) : new Array(n).fill(v);
 }
@@ -5762,6 +5749,35 @@ function plotshape(condition, title, options = {}) {
 function plotchar(condition, title, options = {}) {
   emitMarkers("char", condition, title, options);
 }
+function plotarrow(series, title, options = {}) {
+  const c = collector();
+  const id = `arrow${c.arrowConfig.length}`;
+  const pick = (col2, fallback, i) => col2 === void 0 ? fallback : typeof col2 === "string" ? col2 : col2[i];
+  const colorup = typeof options.colorup === "string" ? options.colorup : "#00FF00";
+  const colordown = typeof options.colordown === "string" ? options.colordown : "#FF0000";
+  c.arrowConfig.push({
+    id,
+    title,
+    colorup,
+    colordown,
+    minheight: options.minheight ?? 5,
+    maxheight: options.maxheight ?? 100,
+    offset: options.offset,
+    display: options.display
+  });
+  const values = series.toArray();
+  const b2 = bars();
+  const off = options.offset ?? 0;
+  for (let i = 0; i < b2.length; i++) {
+    const v = values[i];
+    if (v === void 0 || Number.isNaN(v) || v === 0) continue;
+    const j = i + off;
+    if (j < 0 || j >= b2.length) continue;
+    const color2 = v > 0 ? pick(options.colorup, "#00FF00", i) : pick(options.colordown, "#FF0000", i);
+    if (color2 === void 0) continue;
+    c.arrows.push({ time: b2[j].time, id, value: v, color: color2 });
+  }
+}
 function emitBarColors(kind, colors, options) {
   const c = collector();
   const id = `${kind}${c.barColorConfig.filter((x) => x.kind === kind).length}`;
@@ -6163,6 +6179,37 @@ function flag(key) {
   const values = sessionFlags(ctxBars.bars.map(barTime), bars2, regular)[key];
   return Series.fromArray(ctxBars, values.map((v) => v ? 1 : 0));
 }
+function barFlag(test) {
+  const n = ctxBars.bars.length;
+  return Series.fromArray(ctxBars, Array.from({ length: n }, (_, i) => test(i, n) ? 1 : 0));
+}
+var lastRealtime = (i, n) => i === n - 1 && chartCtx.realtime === true;
+var barstate = {
+  get isfirst() {
+    return barFlag((i) => i === 0);
+  },
+  get islast() {
+    return barFlag((i, n) => i === n - 1);
+  },
+  get isconfirmed() {
+    return barFlag((i, n) => i < n - 1 || chartCtx.lastBarConfirmed === true);
+  },
+  get isrealtime() {
+    return barFlag(lastRealtime);
+  },
+  get ishistory() {
+    return barFlag((i, n) => !lastRealtime(i, n));
+  },
+  get isnew() {
+    return barFlag((i, n) => !lastRealtime(i, n) || chartCtx.lastBarNew !== false);
+  },
+  get islastconfirmedhistory() {
+    return barFlag((i, n) => {
+      const lastConfirmed = chartCtx.lastBarConfirmed === true && chartCtx.realtime !== true;
+      return i === (lastConfirmed ? n - 1 : n - 2);
+    });
+  }
+};
 var session = {
   regular: "regular",
   extended: "extended",