oakscriptjs 0.8.0 → 0.8.2

package/dist/index.mjs

@@ -118,26 +118,86 @@ function ge(a, b2) {
   return valid(a, b2) && b2 - a <= EPSILON;
 }
 
-// src/ta/index.ts
-function sma(source, length2) {
-  const result = [];
+// src/ta/running-sum.ts
+var view = new DataView(new ArrayBuffer(8));
+function exponentOf(x) {
+  view.setFloat64(0, x);
+  const e2 = view.getUint16(0) >> 4 & 2047;
+  return e2 === 0 ? -1074 : e2 - 1023;
+}
+function compensationLost(x, c) {
+  if (c === 0 || x === 0) return false;
+  const ulp = 2 ** (exponentOf(x) - 52);
+  const q = c / ulp;
+  const mantissa = x / ulp;
+  const f = Math.floor(q);
+  const d = q - f;
+  const applied = d > 0.5 ? f + 1 : d < 0.5 ? f : (mantissa - f) % 2 === 0 ? f : f + 1;
+  return Math.abs(applied) < Math.abs(q);
+}
+function isNa(v) {
+  return v === void 0 || v === null || !Number.isFinite(v);
+}
+function runningSum(source, length2) {
   const len = Math.floor(length2);
-  const window = [];
+  const out = new Array(source.length).fill(NaN);
+  if (!(len >= 1)) return out;
+  const values2 = [];
+  const stored = [];
+  let s = 0;
+  let c = 0;
+  let previous = NaN;
+  const kahanAdd = (v) => {
+    const y = v - c;
+    const t2 = s + y;
+    c = t2 - s - y;
+    s = t2;
+    return y;
+  };
   for (let i = 0; i < source.length; i++) {
     const v = source[i];
-    if (v !== void 0 && v !== null && !Number.isNaN(v)) {
-      window.push(v);
-      if (window.length > len) window.shift();
+    if (isNa(v)) {
+      out[i] = previous;
+      continue;
     }
-    if (window.length < len) {
-      result.push(NaN);
+    const x = v;
+    const c0 = c;
+    const n = values2.length;
+    if (n >= len) kahanAdd(-stored[n - len]);
+    values2.push(x);
+    if (compensationLost(x, c0)) {
+      let fresh = 0;
+      for (let k = values2.length - 1; k >= Math.max(0, values2.length - len); k--) fresh += values2[k];
+      s = fresh;
+      c = 0;
+      stored.push(x);
     } else {
-      let sum4 = 0;
-      for (const x of window) sum4 += x;
-      result.push(sum4 / len);
+      stored.push(kahanAdd(x));
     }
+    previous = values2.length >= len ? s : NaN;
+    out[i] = previous;
   }
-  return result;
+  return out;
+}
+function runningVariance(source, length2, biased) {
+  const len = Math.floor(length2);
+  const squares = Array.from({ length: source.length }, (_, i) => {
+    const v = source[i];
+    return isNa(v) ? NaN : v * v;
+  });
+  const sums = runningSum(source, len);
+  const sumSquares = runningSum(squares, len);
+  return sums.map((sum4, i) => {
+    const mean = sum4 / len;
+    const sq = sumSquares[i];
+    return biased ? sq / len - mean * mean : sq / (len - 1) - mean * sum4 / (len - 1);
+  });
+}
+
+// src/ta/index.ts
+function sma(source, length2) {
+  const len = Math.floor(length2);
+  return runningSum(source, len).map((sum4) => sum4 / len);
 }
 function strictWindowMean(source, length2) {
   const len = Math.floor(length2);
@@ -157,7 +217,7 @@ function ema(source, length2) {
   let initSum = 0;
   for (let i = 0; i < source.length; i++) {
     const val = source[i];
-    if (val !== void 0 && !isNaN(val)) {
+    if (val !== void 0 && Number.isFinite(val)) {
       initSum += val;
       validCount++;
       if (validCount === len) {
@@ -175,7 +235,7 @@ function ema(source, length2) {
       result.push(emaValue);
     } else {
       const val = source[i];
-      if (val !== void 0 && !isNaN(val)) {
+      if (val !== void 0 && Number.isFinite(val)) {
         emaValue = (val - emaValue) * multiplier + emaValue;
         result.push(emaValue);
       } else {
@@ -232,14 +292,7 @@ function bb(series, length2, mult2) {
   return [basis, upper2, lower2];
 }
 function stdev(source, length2, biased = true) {
-  const len = Math.floor(length2);
-  return source.map((_, i) => {
-    const values2 = lastValues(source, i, len);
-    if (!values2) return NaN;
-    const mean = values2.reduce((a, b2) => a + b2, 0) / len;
-    const squares = values2.reduce((a, b2) => a + (b2 - mean) * (b2 - mean), 0);
-    return Math.sqrt(squares / (biased ? len : len - 1));
-  });
+  return variance(source, length2, biased).map((v) => Number.isNaN(v) ? NaN : v > 0 ? Math.sqrt(v) : 0);
 }
 function lastValues(source, i, length2) {
   const values2 = [];
@@ -393,13 +446,12 @@ function supertrend(factor, atrPeriod, high, low, close, wicks = false) {
 function rma(source, length2) {
   const result = [];
   const len = Math.floor(length2);
-  const alpha = 1 / len;
   let firstValidIndex = -1;
   let validCount = 0;
   let initSum = 0;
   for (let i = 0; i < source.length; i++) {
     const val = source[i];
-    if (val !== void 0 && !isNaN(val)) {
+    if (val !== void 0 && Number.isFinite(val)) {
       initSum += val;
       validCount++;
       if (validCount === len) {
@@ -417,8 +469,8 @@ function rma(source, length2) {
       result.push(rmaValue);
     } else {
       const val = source[i];
-      if (val !== void 0 && !isNaN(val)) {
-        rmaValue = alpha * val + (1 - alpha) * rmaValue;
+      if (val !== void 0 && Number.isFinite(val)) {
+        rmaValue = (val + (len - 1) * rmaValue) / len;
         result.push(rmaValue);
       } else {
         result.push(NaN);
@@ -432,18 +484,22 @@ function wma(source, length2) {
   const len = Math.floor(length2);
   const filled = [];
   let last2 = NaN;
+  let count = 0;
   for (let i = 0; i < source.length; i++) {
     const v = source[i];
-    const isNa = v === void 0 || v === null || Number.isNaN(v);
-    if (!isNa) last2 = v;
+    const isNa2 = v === void 0 || v === null || !Number.isFinite(v);
+    if (!isNa2) {
+      last2 = v;
+      count++;
+    }
     filled.push(last2);
-    if (isNa || i < len - 1) {
+    if (isNa2 || count < len) {
       result.push(NaN);
       continue;
     }
     let sum4 = 0;
     let weightSum = 0;
-    for (let j = 0; j < len; j++) {
+    for (let j = len - 1; j >= 0; j--) {
       const weight = len - j;
       sum4 += filled[i - j] * weight;
       weightSum += weight;
@@ -469,7 +525,7 @@ 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 +543,24 @@ 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 = [];
@@ -574,53 +613,19 @@ function dev(source, length2) {
   return result;
 }
 function variance(source, length2, biased = true) {
-  const result = [];
   const len = Math.floor(length2);
-  const window = [];
-  for (let i = 0; i < source.length; i++) {
-    const v = source[i];
-    if (v !== void 0 && v !== null && !Number.isNaN(v)) {
-      window.push(v);
-      if (window.length > len) window.shift();
-    }
-    const divisor = biased ? len : len - 1;
-    if (window.length < len || divisor <= 0) {
-      result.push(NaN);
-      continue;
-    }
-    const mean = window.reduce((a, x) => a + x, 0) / len;
-    let sumSquares = 0;
-    for (const x of window) sumSquares += (x - mean) * (x - mean);
-    result.push(sumSquares / divisor);
-  }
-  return result;
+  if ((biased ? len : len - 1) <= 0) return source.map(() => NaN);
+  return runningVariance(source, len, biased);
 }
 function median(source, length2) {
-  const result = [];
-  for (let i = 0; i < source.length; i++) {
-    if (i < length2 - 1) {
-      result.push(NaN);
-    } else {
-      const values2 = [];
-      for (let j = 0; j < length2; j++) {
-        if (!isNaN(source[i - j])) {
-          values2.push(source[i - j]);
-        }
-      }
-      if (values2.length === 0) {
-        result.push(NaN);
-      } else {
-        values2.sort((a, b2) => a - b2);
-        const mid = Math.floor(values2.length / 2);
-        if (values2.length % 2 === 0) {
-          result.push((values2[mid - 1] + values2[mid]) / 2);
-        } else {
-          result.push(values2[mid]);
-        }
-      }
-    }
-  }
-  return result;
+  const len = Math.floor(length2);
+  return source.map((_, i) => {
+    const values2 = lastValues(source, i, len);
+    if (!values2) return NaN;
+    values2.sort((a, b2) => a - b2);
+    const mid = Math.floor(len / 2);
+    return len % 2 === 0 ? (values2[mid - 1] + values2[mid]) / 2 : values2[mid];
+  });
 }
 function swma(source) {
   const result = [];
@@ -745,33 +750,16 @@ 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;
 }
@@ -822,12 +810,8 @@ function mfi(source, length2, volume) {
     upperFlow.push(le(change3, 0) ? 0 : flow);
     lowerFlow.push(ge(change3, 0) ? 0 : flow);
   }
-  const sumAt = (flow, i) => {
-    const values2 = lastValues(flow, i, Math.floor(length2));
-    return values2 ? values2.reduce((a, b2) => a + b2, 0) : NaN;
-  };
-  const upper2 = upperFlow.map((_, i) => sumAt(upperFlow, i));
-  const lower2 = lowerFlow.map((_, i) => sumAt(lowerFlow, i));
+  const upper2 = runningSum(upperFlow, length2);
+  const lower2 = runningSum(lowerFlow, length2);
   return upper2.map((u, i) => {
     const l = lower2[i];
     if (Number.isNaN(u) || Number.isNaN(l)) return NaN;
@@ -1298,63 +1282,36 @@ 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 +2029,7 @@ 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;
     });
   }
   /**
@@ -2495,23 +2452,7 @@ function avg(...values2) {
 }
 function sum(source, length2) {
   const sourceArray = source instanceof Series ? source.toArray() : source;
-  const result = [];
-  const len = Math.floor(length2);
-  const window = [];
-  for (let i = 0; i < sourceArray.length; i++) {
-    const v = sourceArray[i];
-    if (v !== void 0 && v !== null && !Number.isNaN(v)) {
-      window.push(v);
-      if (window.length > len) window.shift();
-    }
-    if (window.length < len) {
-      result.push(NaN);
-    } else {
-      let total = 0;
-      for (const x of window) total += x;
-      result.push(total);
-    }
-  }
+  const result = runningSum(sourceArray, length2);
   if (source instanceof Series) {
     return Series.fromArray(source.bars, result);
   }
@@ -3079,15 +3020,27 @@ 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) {
@@ -3284,9 +3237,9 @@ function shortestDigits(x) {
 function exactDigits(x) {
   const abs3 = Math.abs(x);
   if (abs3 === 0) return { digits: "", intLen: 0 };
-  const view = new DataView(new ArrayBuffer(8));
-  view.setFloat64(0, abs3);
-  const bits = view.getBigUint64(0);
+  const view2 = new DataView(new ArrayBuffer(8));
+  view2.setFloat64(0, abs3);
+  const bits = view2.getBigUint64(0);
   const expBits = Number(bits >> 52n & 0x7ffn);
   let mant = bits & 0xfffffffffffffn;
   const e2 = expBits === 0 ? -1074 : expBits - 1075;
@@ -3798,11 +3751,13 @@ __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}, ${b2})`;
   }
@@ -3829,7 +3784,8 @@ function b(clr) {
   return parseColor(clr).b;
 }
 function t(clr) {
-  return parseColor(clr).t;
+  const alpha = Math.round((1 - parseColor(clr).t / 100) * 255);
+  return Math.round((1 - alpha / 255) * 100);
 }
 function parseColor(clr) {
   if (typeof clr === "string") {
@@ -3882,13 +3838,12 @@ function from_gradient(value, bottom_value, top_value, bottom_color, top_color)
   };
   const c1 = rgba(bottom_color);
   const c2 = rgba(top_color);
-  const w1 = c1.a * (1 - k);
-  const w2 = c2.a * k;
-  const a = w1 + w2;
+  const a = c1.a * (1 - k) + c2.a * k;
   if (a === 0) return transparent;
-  const mix = (x1, x2) => Math.floor((x1 * w1 + x2 * w2) / a);
+  const mix = (x1, x2) => Math.floor((x1 / 255 * c1.a * (1 - k) + x2 / 255 * c2.a * k) / (a / 255));
   const [r2, g2, b2] = [mix(c1.r, c2.r), mix(c1.g, c2.g), mix(c1.b, c2.b)];
-  return a === 255 ? `rgb(${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 +6054,7 @@ var format_italic = 2;
 // src/callsite/index.ts
 var callsite_exports = {};
 __export(callsite_exports, {
+  barssince: () => barssince2,
   cross: () => cross2,
   crossover: () => crossover2,
   crossunder: () => crossunder2,
@@ -6130,6 +6086,14 @@ 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 +6104,7 @@ __export(ta_series_exports, {
   accdist: () => accdist2,
   alma: () => alma2,
   atr: () => atr2,
-  barssince: () => barssince2,
+  barssince: () => barssince3,
   bb: () => bb2,
   bbw: () => bbw2,
   cci: () => cci2,
@@ -6528,7 +6492,7 @@ 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 +6644,7 @@ var ta = {
   hma: hma2,
   pivothigh: pivothigh2,
   pivotlow: pivotlow2,
-  barssince: barssince2,
+  barssince: barssince3,
   valuewhen: valuewhen2,
   dmi: dmi2,
   tsi: tsi2,
@@ -6712,7 +6676,7 @@ 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 +6685,7 @@ 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 +6701,7 @@ 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 +7335,7 @@ 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 +7582,10 @@ 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 +7841,7 @@ var SimpleInputAdapter = class {
 };
 
 // src/index.ts
-var VERSION = "0.8.0";
+var VERSION = "0.8.2";
 var info2 = {
   name: "OakScriptJS",
   version: VERSION,