oakscriptjs 0.8.1 → 0.8.2

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

@@ -1 +1 @@
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+{"version":3,"file":"types.d.ts","sourceRoot":"","sources":["../../src/runtime/types.ts"],"names":[],"mappings":"AAMA,OAAO,KAAK,EAAE,YAAY,EAAE,MAAM,mBAAmB,CAAC;AAMtD,MAAM,WAAW,YAAY;IAE3B,OAAO,CAAC,IAAI,EAAE,KAAK,CAAC;QAAE,IAAI,EAAE,MAAM,CAAC;QAAC,KAAK,EAAE,MAAM,CAAC;QAAC,KAAK,CAAC,EAAE,MAAM,CAAA;KAAE,CAAC,GAAG,IAAI,CAAC;CAC7E;AAKD,MAAM,WAAW,aAAa;IAE5B,KAAK,CAAC,EAAE,MAAM,CAAC;IAEf,SAAS,CAAC,EAAE,MAAM,CAAC;IAEnB,SAAS,CAAC,EAAE,MAAM,CAAC;IAEnB,YAAY,CAAC,EAAE,MAAM,CAAC;IAEtB,IAAI,CAAC,EAAE,MAAM,CAAC;CACf;AAMD,MAAM,WAAW,YAAY;IAE3B,SAAS,CAAC,IAAI,EAAE,MAAM,EAAE,OAAO,CAAC,EAAE,aAAa,GAAG,YAAY,CAAC;IAE/D,YAAY,CAAC,MAAM,EAAE,YAAY,GAAG,IAAI,CAAC;IAEzC,aAAa,CAAC,IAAI,YAAY,GAAG,SAAS,CAAC;IAE3C,UAAU,CAAC,IAAI,MAAM,CAAC;CACvB;AAKD,MAAM,WAAW,WAAW;IAE1B,EAAE,EAAE,MAAM,CAAC;IAKX,IAAI,EAAE,KAAK,GAAG,OAAO,GAAG,MAAM,GAAG,QAAQ,GAAG,QAAQ,GAAG,OAAO,GAAG,WAAW,GAAG,SAAS,GAAG,MAAM,CAAC;IAElG,MAAM,EAAE,OAAO,CAAC;IAEhB,KAAK,CAAC,EAAE,MAAM,CAAC;IAEf,GAAG,CAAC,EAAE,MAAM,CAAC;IAEb,GAAG,CAAC,EAAE,MAAM,CAAC;IAEb,IAAI,CAAC,EAAE,MAAM,CAAC;IAEd,OAAO,CAAC,EAAE,MAAM,EAAE,CAAC;IAEnB,KAAK,CAAC,EAAE,MAAM,CAAC;IAEf,MAAM,CAAC,EAAE,MAAM,CAAC;IAEhB,OAAO,CAAC,EAAE,MAAM,CAAC;IAEjB,OAAO,CAAC,EAAE,OAAO,CAAC;IAKlB,OAAO,CAAC,EAAE,KAAK,GAAG,MAAM,GAAG,aAAa,GAAG,aAAa,CAAC;CAC1D;AAKD,MAAM,WAAW,UAAU;IAEvB,EAAE,EAAE,MAAM,CAAC;IAEX,KAAK,EAAE,MAAM,CAAC;IAEd,KAAK,EAAE,MAAM,CAAC;IAEd,SAAS,CAAC,EAAE,MAAM,CAAC;IAEnB,KAAK,CAAC,EAAE,MAAM,GAAG,UAAU,GAAG,WAAW,GAAG,MAAM,GAAG,SAAS,GAAG,SAAS,GAAG,OAAO,GAAG,QAAQ,GAAG,YAAY,GAAG,QAAQ,GAAG,kBAAkB,CAAC;IAE/I,OAAO,CAAC,EAAE,OAAO,GAAG,MAAM,CAAC;IAE3B,OAAO,CAAC,EAAE,KAAK,GAAG,MAAM,GAAG,aAAa,GAAG,aAAa,GAAG,MAAM,CAAC;IAElE,MAAM,CAAC,EAAE,MAAM,CAAC;IAEhB,QAAQ,CAAC,EAAE,MAAM,CAAC;IAElB,SAAS,CAAC,EAAE,OAAO,GAAG,QAAQ,GAAG,QAAQ,CAAC;IAE1C,YAAY,CAAC,EAAE,OAAO,CAAC;CAC1B;AAOD,MAAM,WAAW,WAAW;IAExB,EAAE,EAAE,MAAM,CAAC;IAEX,KAAK,CAAC,EAAE,MAAM,CAAC;IAEf,OAAO,EAAE,MAAM,CAAC;IAEhB,SAAS,EAAE,MAAM,CAAC;IAElB,SAAS,EAAE,MAAM,CAAC;IAElB,SAAS,EAAE,MAAM,CAAC;IAElB,MAAM,CAAC,EAAE,MAAM,CAAC;IAEhB,OAAO,CAAC,EAAE,KAAK,GAAG,MAAM,GAAG,aAAa,GAAG,aAAa,GAAG,MAAM,CAAC;IAElE,YAAY,CAAC,EAAE,OAAO,CAAC;CAC1B;AAMD,MAAM,WAAW,WAAW;IAExB,EAAE,EAAE,MAAM,CAAC;IAEX,KAAK,EAAE,MAAM,CAAC;IAEd,KAAK,CAAC,EAAE,MAAM,CAAC;IAEf,KAAK,CAAC,EAAE,MAAM,CAAC;IAEf,SAAS,CAAC,EAAE,OAAO,GAAG,QAAQ,GAAG,QAAQ,CAAC;IAE1C,SAAS,CAAC,EAAE,MAAM,CAAC;IAEnB,OAAO,CAAC,EAAE,KAAK,GAAG,MAAM,GAAG,aAAa,GAAG,aAAa,GAAG,MAAM,CAAC;CACrE;AAMD,MAAM,WAAW,UAAU;IAEvB,EAAE,EAAE,MAAM,CAAC;IAEX,KAAK,EAAE,MAAM,CAAC;IAEd,KAAK,EAAE,MAAM,CAAC;IAEd,KAAK,CAAC,EAAE,MAAM,CAAC;IAEf,MAAM,CAAC,EAAE,MAAM,EAAE,CAAC;IAElB,QAAQ,CAAC,EAAE,YAAY,CAAC;IAExB,KAAK,CAAC,EAAE,MAAM,CAAC;IAEf,OAAO,CAAC,EAAE,OAAO,GAAG,MAAM,CAAC;CAC9B;AAMD,MAAM,WAAW,WAAW;IAExB,EAAE,EAAE,MAAM,CAAC;IAEX,IAAI,EAAE,OAAO,GAAG,MAAM,CAAC;IAEvB,KAAK,CAAC,EAAE,MAAM,CAAC;IAEf,KAAK,CAAC,EAAE,QAAQ,GAAG,OAAO,GAAG,YAAY,GAAG,cAAc,GAAG,MAAM,GAAG,QAAQ,GAAG,SAAS,GAAG,WAAW,GAAG,SAAS,GAAG,WAAW,GAAG,QAAQ,GAAG,SAAS,CAAC;IAE1J,IAAI,CAAC,EAAE,MAAM,CAAC;IAEd,QAAQ,EAAE,UAAU,GAAG,UAAU,GAAG,KAAK,GAAG,QAAQ,GAAG,UAAU,CAAC;IAElE,KAAK,CAAC,EAAE,MAAM,CAAC;IAEf,IAAI,CAAC,EAAE,MAAM,CAAC;IAEd,SAAS,CAAC,EAAE,MAAM,CAAC;IAEnB,IAAI,CAAC,EAAE,MAAM,GAAG,MAAM,GAAG,OAAO,GAAG,QAAQ,GAAG,OAAO,GAAG,MAAM,CAAC;IAE/D,MAAM,CAAC,EAAE,MAAM,CAAC;IAEhB,YAAY,CAAC,EAAE,OAAO,CAAC;CAC1B;AAKD,MAAM,WAAW,cAAc;IAE3B,EAAE,EAAE,MAAM,CAAC;IAEX,IAAI,EAAE,SAAS,GAAG,UAAU,CAAC;IAE7B,KAAK,CAAC,EAAE,MAAM,CAAC;IAEf,MAAM,CAAC,EAAE,MAAM,CAAC;IAGhB,YAAY,CAAC,EAAE,OAAO,CAAC;CAC1B;AAKD,MAAM,WAAW,YAAY;IAE3B,GAAG,CAAC,EAAE,MAAM,CAAC;IAEb,GAAG,CAAC,EAAE,MAAM,CAAC;IAEb,IAAI,CAAC,EAAE,MAAM,CAAC;CACf;AAMD,MAAM,WAAW,YAAY;IAE3B,aAAa,CAAC,MAAM,EAAE,WAAW,GAAG,OAAO,CAAC;IAE5C,QAAQ,CAAC,EAAE,EAAE,MAAM,GAAG,OAAO,CAAC;IAE9B,QAAQ,CAAC,EAAE,EAAE,MAAM,EAAE,KAAK,EAAE,OAAO,GAAG,IAAI,CAAC;IAE3C,aAAa,CAAC,QAAQ,EAAE,CAAC,EAAE,EAAE,MAAM,EAAE,KAAK,EAAE,OAAO,KAAK,IAAI,GAAG,IAAI,CAAC;CACrE;AAMD,MAAM,WAAW,SAAS;IAExB,IAAI,EAAE,MAAM,EAAE,CAAC;IAEf,IAAI,EAAE,MAAM,EAAE,CAAC;IAEf,IAAI,EAAE,MAAM,EAAE,CAAC;IAEf,GAAG,EAAE,MAAM,EAAE,CAAC;IAEd,KAAK,EAAE,MAAM,EAAE,CAAC;IAEhB,MAAM,EAAE,MAAM,EAAE,CAAC;CAClB;AAMD,MAAM,WAAW,gBAAgB;IAE/B,KAAK,EAAE,YAAY,CAAC;IAEpB,MAAM,EAAE,YAAY,CAAC;IAErB,KAAK,EAAE,SAAS,CAAC;IAEjB,SAAS,EAAE,MAAM,CAAC;CACnB"}

package/dist/script/index.cjs

@@ -706,26 +706,86 @@ __export(ta_series_exports, {
   zigzag: () => zigzag2
 });
 
-// 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 values = [];
+  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.isFinite(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 = values.length;
+    if (n >= len) kahanAdd(-stored[n - len]);
+    values.push(x);
+    if (compensationLost(x, c0)) {
+      let fresh = 0;
+      for (let k = values.length - 1; k >= Math.max(0, values.length - len); k--) fresh += values[k];
+      s = fresh;
+      c = 0;
+      stored.push(x);
     } else {
-      let sum2 = 0;
-      for (const x of window) sum2 += x;
-      result.push(sum2 / len);
+      stored.push(kahanAdd(x));
     }
+    previous = values.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((sum2, i) => {
+    const mean = sum2 / len;
+    const sq = sumSquares[i];
+    return biased ? sq / len - mean * mean : sq / (len - 1) - mean * sum2 / (len - 1);
+  });
+}
+
+// src/ta/index.ts
+function sma(source, length2) {
+  const len = Math.floor(length2);
+  return runningSum(source, len).map((sum2) => sum2 / len);
 }
 function strictWindowMean(source, length2) {
   const len = Math.floor(length2);
@@ -745,7 +805,7 @@ 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) {
@@ -763,7 +823,7 @@ 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 {
@@ -820,14 +880,7 @@ function bb(series, length2, mult) {
   return [basis, upper2, lower2];
 }
 function stdev(source, length2, biased = true) {
-  const len = Math.floor(length2);
-  return source.map((_, i) => {
-    const values = lastValues(source, i, len);
-    if (!values) return NaN;
-    const mean = values.reduce((a, b2) => a + b2, 0) / len;
-    const squares = values.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 values = [];
@@ -981,13 +1034,12 @@ function supertrend(factor, atrPeriod, high2, low2, close2, 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) {
@@ -1005,8 +1057,8 @@ 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);
@@ -1020,18 +1072,22 @@ function wma(source, length2) {
   const len = Math.floor(length2);
   const filled = [];
   let last = 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) last = v;
+    const isNa2 = v === void 0 || v === null || !Number.isFinite(v);
+    if (!isNa2) {
+      last = v;
+      count++;
+    }
     filled.push(last);
-    if (isNa || i < len - 1) {
+    if (isNa2 || count < len) {
       result.push(NaN);
       continue;
     }
     let sum2 = 0;
     let weightSum = 0;
-    for (let j = 0; j < len; j++) {
+    for (let j = len - 1; j >= 0; j--) {
       const weight = len - j;
       sum2 += filled[i - j] * weight;
       weightSum += weight;
@@ -1145,53 +1201,19 @@ 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 values = [];
-      for (let j = 0; j < length2; j++) {
-        if (!isNaN(source[i - j])) {
-          values.push(source[i - j]);
-        }
-      }
-      if (values.length === 0) {
-        result.push(NaN);
-      } else {
-        values.sort((a, b2) => a - b2);
-        const mid = Math.floor(values.length / 2);
-        if (values.length % 2 === 0) {
-          result.push((values[mid - 1] + values[mid]) / 2);
-        } else {
-          result.push(values[mid]);
-        }
-      }
-    }
-  }
-  return result;
+  const len = Math.floor(length2);
+  return source.map((_, i) => {
+    const values = lastValues(source, i, len);
+    if (!values) return NaN;
+    values.sort((a, b2) => a - b2);
+    const mid = Math.floor(len / 2);
+    return len % 2 === 0 ? (values[mid - 1] + values[mid]) / 2 : values[mid];
+  });
 }
 function swma(source) {
   const result = [];
@@ -1376,12 +1398,8 @@ function mfi(source, length2, volume2) {
     upperFlow.push(le(change3, 0) ? 0 : flow);
     lowerFlow.push(ge(change3, 0) ? 0 : flow);
   }
-  const sumAt = (flow, i) => {
-    const values = lastValues(flow, i, Math.floor(length2));
-    return values ? values.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;
@@ -3799,23 +3817,7 @@ function avg(...values) {
 }
 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);
   }
@@ -4491,9 +4493,9 @@ function shortestDigits(x) {
 function exactDigits(x) {
   const abs2 = Math.abs(x);
   if (abs2 === 0) return { digits: "", intLen: 0 };
-  const view = new DataView(new ArrayBuffer(8));
-  view.setFloat64(0, abs2);
-  const bits = view.getBigUint64(0);
+  const view2 = new DataView(new ArrayBuffer(8));
+  view2.setFloat64(0, abs2);
+  const bits = view2.getBigUint64(0);
   const expBits = Number(bits >> 52n & 0x7ffn);
   let mant = bits & 0xfffffffffffffn;
   const e2 = expBits === 0 ? -1074 : expBits - 1075;
@@ -5600,7 +5602,8 @@ function plotImpl(series, title, options = {}) {
     style: options.style,
     linestyle: options.linestyle,
     display: options.display,
-    histbase: options.histbase
+    histbase: options.histbase,
+    forceOverlay: options.force_overlay
   });
   const values = series.toArray();
   const b2 = bars();
@@ -5718,7 +5721,8 @@ function emitMarkers(kind, condition, title, options) {
     text: options.text,
     textcolor: options.textcolor,
     size: options.size,
-    offset: options.offset
+    offset: options.offset,
+    forceOverlay: options.force_overlay
   });
   const values = condition.toArray();
   const b2 = bars();
@@ -5763,7 +5767,8 @@ function plotarrow(series, title, options = {}) {
     minheight: options.minheight ?? 5,
     maxheight: options.maxheight ?? 100,
     offset: options.offset,
-    display: options.display
+    display: options.display,
+    forceOverlay: options.force_overlay
   });
   const values = series.toArray();
   const b2 = bars();
@@ -5781,7 +5786,7 @@ function plotarrow(series, title, options = {}) {
 function emitBarColors(kind, colors, options) {
   const c = collector();
   const id = `${kind}${c.barColorConfig.filter((x) => x.kind === kind).length}`;
-  c.barColorConfig.push({ id, kind, title: options.title, offset: options.offset });
+  c.barColorConfig.push({ id, kind, title: options.title, offset: options.offset, forceOverlay: options.force_overlay });
   const b2 = bars();
   const off = options.offset ?? 0;
   const target = kind === "bgcolor" ? c.bgcolors : c.barcolors;

package/dist/script/index.d.ts

@@ -293,6 +293,7 @@ export interface ScriptPlotOptions {
     linestyle?: PlotConfig['linestyle'];
     display?: PlotConfig['display'];
     histbase?: number;
+    force_overlay?: boolean;
 }
 declare function plotImpl(series: Series, title?: string, options?: ScriptPlotOptions): PlotHandle;
 export declare const plot: typeof plotImpl & {
@@ -340,6 +341,7 @@ export interface PlotShapeOptions {
     size?: MarkerSize;
     offset?: number;
     tooltip?: string;
+    force_overlay?: boolean;
 }
 export interface PlotCharOptions extends Omit<PlotShapeOptions, 'style'> {
     char?: string;
@@ -353,11 +355,13 @@ export interface PlotArrowOptions {
     minheight?: number;
     maxheight?: number;
     display?: ArrowConfig['display'];
+    force_overlay?: boolean;
 }
 export declare function plotarrow(series: Series, title?: string, options?: PlotArrowOptions): void;
 export declare function bgcolor(colors: string | Array<string | undefined>, options?: {
     offset?: number;
     title?: string;
+    force_overlay?: boolean;
 }): void;
 export declare function barcolor(colors: string | Array<string | undefined>, options?: {
     title?: string;

package/dist/script/index.d.ts.map

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