oakscriptjs 0.8.1 → 0.9.0

package/dist/cjs/runtime/series.js

@@ -0,0 +1,560 @@
+"use strict";
+var __create = Object.create;
+var __defProp = Object.defineProperty;
+var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
+var __getOwnPropNames = Object.getOwnPropertyNames;
+var __getProtoOf = Object.getPrototypeOf;
+var __hasOwnProp = Object.prototype.hasOwnProperty;
+var __export = (target, all) => {
+  for (var name in all)
+    __defProp(target, name, { get: all[name], enumerable: true });
+};
+var __copyProps = (to, from, except, desc) => {
+  if (from && typeof from === "object" || typeof from === "function") {
+    for (let key of __getOwnPropNames(from))
+      if (!__hasOwnProp.call(to, key) && key !== except)
+        __defProp(to, key, { get: () => from[key], enumerable: !(desc = __getOwnPropDesc(from, key)) || desc.enumerable });
+  }
+  return to;
+};
+var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
+  // If the importer is in node compatibility mode or this is not an ESM
+  // file that has been converted to a CommonJS file using a Babel-
+  // compatible transform (i.e. "__esModule" has not been set), then set
+  // "default" to the CommonJS "module.exports" for node compatibility.
+  isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
+  mod
+));
+var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
+var series_exports = {};
+__export(series_exports, {
+  BarData: () => BarData,
+  Series: () => Series
+});
+module.exports = __toCommonJS(series_exports);
+var compare = __toESM(require("../compare/index.js"), 1);
+class BarData {
+  _bars;
+  _version = 0;
+  /**
+   * Create a new BarData wrapper
+   * @param bars - Initial bar data (defaults to empty array)
+   */
+  constructor(bars = []) {
+    this._bars = bars;
+  }
+  /**
+   * Get the current version number
+   * Version increments whenever data is mutated
+   */
+  get version() {
+    return this._version;
+  }
+  /**
+   * Get the underlying bar array
+   * Note: Direct mutations to this array will NOT increment version
+   * Use the provided mutation methods instead
+   */
+  get bars() {
+    return this._bars;
+  }
+  /**
+   * Get the number of bars
+   */
+  get length() {
+    return this._bars.length;
+  }
+  /**
+   * Add a new bar to the end
+   * @param bar - Bar to add
+   */
+  push(bar) {
+    this._bars.push(bar);
+    this._version++;
+  }
+  /**
+   * Remove and return the last bar
+   * @returns The removed bar, or undefined if empty
+   */
+  pop() {
+    const bar = this._bars.pop();
+    if (bar !== void 0) {
+      this._version++;
+    }
+    return bar;
+  }
+  /**
+   * Replace a bar at a specific index
+   * @param index - Index to update
+   * @param bar - New bar data
+   */
+  set(index, bar) {
+    if (index >= 0 && index < this._bars.length) {
+      this._bars[index] = bar;
+      this._version++;
+    }
+  }
+  /**
+   * Update the last bar (useful for real-time/streaming updates)
+   * @param bar - New bar data
+   */
+  updateLast(bar) {
+    if (this._bars.length > 0) {
+      this._bars[this._bars.length - 1] = bar;
+      this._version++;
+    }
+  }
+  /**
+   * Replace all bars with new data
+   * @param bars - New bar array
+   */
+  setAll(bars) {
+    this._bars = bars;
+    this._version++;
+  }
+  /**
+   * Manually increment version (for advanced use cases)
+   * Call this after direct mutations to the bars array
+   */
+  invalidate() {
+    this._version++;
+  }
+  /**
+   * Get a bar at a specific index
+   * @param index - Bar index
+   * @returns Bar at that index, or undefined
+   */
+  at(index) {
+    return this._bars[index];
+  }
+  /**
+   * Create a BarData from an existing Bar array
+   * @param bars - Bar array
+   * @returns New BarData instance
+   */
+  static from(bars) {
+    return new BarData(bars);
+  }
+}
+class Series {
+  extractor;
+  dataSource;
+  cached = null;
+  cachedVersion = -1;
+  /**
+   * Create a new Series
+   *
+   * @param data - Bar data (Bar[] or BarData)
+   * @param extractor - Function to extract/compute value for each bar
+   */
+  constructor(data, extractor) {
+    this.dataSource = data instanceof BarData ? data : new BarData(data);
+    this.extractor = extractor;
+  }
+  /**
+   * Get the underlying bar data
+   * @returns Bar array
+   */
+  get bars() {
+    return this.dataSource.bars;
+  }
+  /**
+   * Get the underlying BarData source
+   * @returns BarData instance
+   */
+  get barData() {
+    return this.dataSource;
+  }
+  // ============================================
+  // Static Factory Methods
+  // ============================================
+  /**
+   * Create Series from bar data by extracting a specific field
+   * @param bars - Bar data (Bar[] or BarData)
+   * @param field - Field to extract ('open', 'high', 'low', 'close', 'volume')
+   * @returns Series with extracted field values
+   */
+  static fromBars(bars, field) {
+    return new Series(bars, (bar) => bar[field] ?? NaN);
+  }
+  /**
+   * Create a constant series (same value for all bars)
+   * @param bars - Bar data (Bar[] or BarData)
+   * @param value - Constant value
+   * @returns Series with constant value
+   */
+  static constant(bars, value) {
+    return new Series(bars, () => value);
+  }
+  /**
+   * Create series from array of values
+   * @param bars - Bar data (Bar[] or BarData) for time alignment
+   * @param values - Array of values
+   * @returns Series
+   * @throws When read on other bars with a different length than `values` (e.g. a series computed on the
+   *   chart bars and read inside a `request.security` expression, which runs on the higher-timeframe bars)
+   */
+  static fromArray(bars, values) {
+    const origin = bars instanceof BarData ? bars.bars : bars;
+    return new Series(bars, (_bar, i, data) => {
+      if (data !== origin && data.length !== values.length) {
+        throw new Error(
+          `Series values were computed on other bars (${values.length} values, ${data.length} bars). Inside request.security(), compute the series inside the expression, e.g. () => ta.ema(close, 10).`
+        );
+      }
+      return values[i] ?? NaN;
+    });
+  }
+  // ============================================
+  // Arithmetic Operations
+  // ============================================
+  /**
+   * Add two series or a series and a number
+   * @param other - Series or number to add
+   * @returns New Series representing the sum
+   */
+  add(other) {
+    return new Series(this.dataSource, (bar, i, data) => {
+      const a = this.extractor(bar, i, data);
+      const b = typeof other === "number" ? other : other.extractor(bar, i, data);
+      return a + b;
+    });
+  }
+  /**
+   * Subtract two series or subtract a number from a series
+   * @param other - Series or number to subtract
+   * @returns New Series representing the difference
+   */
+  sub(other) {
+    return new Series(this.dataSource, (bar, i, data) => {
+      const a = this.extractor(bar, i, data);
+      const b = typeof other === "number" ? other : other.extractor(bar, i, data);
+      return a - b;
+    });
+  }
+  /**
+   * Multiply two series or a series by a number
+   * @param other - Series or number to multiply
+   * @returns New Series representing the product
+   */
+  mul(other) {
+    return new Series(this.dataSource, (bar, i, data) => {
+      const a = this.extractor(bar, i, data);
+      const b = typeof other === "number" ? other : other.extractor(bar, i, data);
+      return a * b;
+    });
+  }
+  /**
+   * Raise the series to a power (PineScript math.pow on a series)
+   * @param exponent - Series or number exponent
+   * @returns New Series representing base ** exponent
+   */
+  pow(exponent) {
+    return new Series(this.dataSource, (bar, i, data) => {
+      const a = this.extractor(bar, i, data);
+      const b = typeof exponent === "number" ? exponent : exponent.extractor(bar, i, data);
+      return Math.pow(a, b);
+    });
+  }
+  /**
+   * Divide two series or a series by a number
+   * @param other - Series or number to divide by
+   * @returns New Series representing the quotient
+   */
+  div(other) {
+    return new Series(this.dataSource, (bar, i, data) => {
+      const a = this.extractor(bar, i, data);
+      const b = typeof other === "number" ? other : other.extractor(bar, i, data);
+      return a / b;
+    });
+  }
+  /**
+   * Modulo operation
+   * @param other - Series or number for modulo
+   * @returns New Series representing the remainder
+   */
+  mod(other) {
+    return new Series(this.dataSource, (bar, i, data) => {
+      const a = this.extractor(bar, i, data);
+      const b = typeof other === "number" ? other : other.extractor(bar, i, data);
+      return b !== 0 ? a % b : NaN;
+    });
+  }
+  /**
+   * Negation
+   * @returns New Series with negated values
+   */
+  neg() {
+    return new Series(this.dataSource, (bar, i, data) => {
+      return -this.extractor(bar, i, data);
+    });
+  }
+  // ============================================
+  // Comparison Operations (PineScript operators: tolerance 1e-10, false with na; see src/compare)
+  // ============================================
+  /**
+   * Greater than comparison
+   * @param other - Series or number to compare
+   * @returns New Series with 1 where true, 0 where false
+   */
+  gt(other) {
+    return new Series(this.dataSource, (bar, i, data) => {
+      const a = this.extractor(bar, i, data);
+      const b = typeof other === "number" ? other : other.extractor(bar, i, data);
+      return compare.gt(a, b) ? 1 : 0;
+    });
+  }
+  /**
+   * Greater than or equal comparison
+   * @param other - Series or number to compare
+   * @returns New Series with 1 where true, 0 where false
+   */
+  gte(other) {
+    return new Series(this.dataSource, (bar, i, data) => {
+      const a = this.extractor(bar, i, data);
+      const b = typeof other === "number" ? other : other.extractor(bar, i, data);
+      return compare.ge(a, b) ? 1 : 0;
+    });
+  }
+  /**
+   * Less than comparison
+   * @param other - Series or number to compare
+   * @returns New Series with 1 where true, 0 where false
+   */
+  lt(other) {
+    return new Series(this.dataSource, (bar, i, data) => {
+      const a = this.extractor(bar, i, data);
+      const b = typeof other === "number" ? other : other.extractor(bar, i, data);
+      return compare.lt(a, b) ? 1 : 0;
+    });
+  }
+  /**
+   * Less than or equal comparison
+   * @param other - Series or number to compare
+   * @returns New Series with 1 where true, 0 where false
+   */
+  lte(other) {
+    return new Series(this.dataSource, (bar, i, data) => {
+      const a = this.extractor(bar, i, data);
+      const b = typeof other === "number" ? other : other.extractor(bar, i, data);
+      return compare.le(a, b) ? 1 : 0;
+    });
+  }
+  /**
+   * Equality comparison
+   * @param other - Series or number to compare
+   * @returns New Series with 1 where true, 0 where false
+   */
+  eq(other) {
+    return new Series(this.dataSource, (bar, i, data) => {
+      const a = this.extractor(bar, i, data);
+      const b = typeof other === "number" ? other : other.extractor(bar, i, data);
+      return compare.eq(a, b) ? 1 : 0;
+    });
+  }
+  /**
+   * Not equal comparison
+   * @param other - Series or number to compare
+   * @returns New Series with 1 where true, 0 where false
+   */
+  neq(other) {
+    return new Series(this.dataSource, (bar, i, data) => {
+      const a = this.extractor(bar, i, data);
+      const b = typeof other === "number" ? other : other.extractor(bar, i, data);
+      return compare.ne(a, b) ? 1 : 0;
+    });
+  }
+  // ============================================
+  // Logical Operations (for boolean series)
+  // ============================================
+  /**
+   * Logical AND
+   * @param other - Series or number (truthy/falsy)
+   * @returns New Series with 1 where both true, 0 otherwise
+   */
+  and(other) {
+    return new Series(this.dataSource, (bar, i, data) => {
+      const a = this.extractor(bar, i, data);
+      const b = typeof other === "number" ? other : other.extractor(bar, i, data);
+      return a && b ? 1 : 0;
+    });
+  }
+  /**
+   * Logical OR
+   * @param other - Series or number (truthy/falsy)
+   * @returns New Series with 1 where either true, 0 otherwise
+   */
+  or(other) {
+    return new Series(this.dataSource, (bar, i, data) => {
+      const a = this.extractor(bar, i, data);
+      const b = typeof other === "number" ? other : other.extractor(bar, i, data);
+      return a || b ? 1 : 0;
+    });
+  }
+  /**
+   * Logical NOT
+   * @returns New Series with inverted boolean values
+   */
+  not() {
+    return new Series(this.dataSource, (bar, i, data) => {
+      const a = this.extractor(bar, i, data);
+      return !a ? 1 : 0;
+    });
+  }
+  // ============================================
+  // Conditional Selection
+  // ============================================
+  /**
+   * Bar-by-bar conditional selection (ternary operator for Series)
+   * Uses this Series as the condition (truthy = nonzero, falsy = zero/NaN)
+   *
+   * @param trueValue - Value or Series to use when condition is truthy
+   * @param falseValue - Value or Series to use when condition is falsy
+   * @returns New Series with bar-by-bar selected values
+   *
+   * @example
+   * ```typescript
+   * // PineScript: result = condition ? trueVal : falseVal
+   * const result = condition.iff(trueVal, falseVal);
+   *
+   * // Example: RSI formula uses ternary for edge cases
+   * // rsi = down == 0 ? 100 : up == 0 ? 0 : formula
+   * const rsi = down.eq(0).iff(100, up.eq(0).iff(0, formula));
+   * ```
+   */
+  iff(trueValue, falseValue) {
+    return new Series(this.dataSource, (bar, i, data) => {
+      const condition = this.extractor(bar, i, data);
+      const isTruthy = condition !== 0 && !Number.isNaN(condition);
+      if (isTruthy) {
+        return typeof trueValue === "number" ? trueValue : trueValue.extractor(bar, i, data);
+      } else {
+        return typeof falseValue === "number" ? falseValue : falseValue.extractor(bar, i, data);
+      }
+    });
+  }
+  // ============================================
+  // Offset/History
+  // ============================================
+  /**
+   * Access previous bars (like close[1] in PineScript)
+   * @param offset - Number of bars back (0 or more)
+   * @returns New Series with offset values
+   * @throws RangeError when `offset` is negative
+   */
+  offset(offset) {
+    if (offset < 0) throw new RangeError(`Series.offset(${offset}): the offset cannot be negative (it would read a future bar).`);
+    return new Series(this.dataSource, (_bar, i, data) => {
+      const targetIndex = i - offset;
+      if (targetIndex < 0 || targetIndex >= data.length) {
+        return NaN;
+      }
+      return this.extractor(data[targetIndex], targetIndex, data);
+    });
+  }
+  // ============================================
+  // Computation & Access
+  // ============================================
+  /**
+   * Compute all values for the series
+   * 
+   * Now includes automatic cache invalidation:
+   * - Checks if dataSource version has changed since cache was computed
+   * - Recomputes if version mismatch detected
+   * - Stores version when cache is created
+   * 
+   * @returns Array of computed values
+   */
+  toArray() {
+    if (this.cached !== null && this.cachedVersion === this.dataSource.version) {
+      return this.cached;
+    }
+    const bars = this.dataSource.bars;
+    this.cached = bars.map((bar, i) => this.extractor(bar, i, bars));
+    this.cachedVersion = this.dataSource.version;
+    return this.cached;
+  }
+  /**
+   * Materialize this Series by eagerly computing values and breaking closure chain
+   * 
+   * This method addresses the closure chain memory leak issue:
+   * - Computes all values immediately
+   * - Creates a new Series that stores values directly
+   * - Breaks references to parent Series objects
+   * - Useful for complex expressions to free intermediate Series memory
+   * 
+   * @example
+   * ```typescript
+   * // Without materialize: keeps a, b, c, d in memory via closures
+   * const result = a.add(b).mul(c).div(d).sub(e);
+   * 
+   * // With materialize: breaks chain, frees a, b, c memory
+   * const result = a.add(b).mul(c).materialize().div(d).sub(e);
+   * ```
+   * 
+   * @returns New Series with computed values and no closure dependencies
+   */
+  materialize() {
+    const values = this.toArray();
+    const valuesCopy = [...values];
+    return Series.fromArray(this.dataSource, valuesCopy);
+  }
+  /**
+   * Invalidate cache (when data changes)
+   * 
+   * Note: With BarData versioning, manual invalidation is rarely needed.
+   * The cache is automatically invalidated when the underlying BarData changes.
+   * This method is kept for backward compatibility and advanced use cases.
+   * 
+   * @internal
+   */
+  _invalidate() {
+    this.cached = null;
+    this.cachedVersion = -1;
+  }
+  /**
+   * Compute all values (alias for toArray)
+   * @returns Array of computed values
+   * @internal
+   */
+  _compute() {
+    return this.toArray();
+  }
+  /**
+   * Get value at specific index
+   * @param index - Bar index
+   * @returns Value at that index
+   */
+  get(index) {
+    const values = this.toArray();
+    return values[index] ?? NaN;
+  }
+  /**
+   * Get the last value (most recent bar)
+   * @returns Most recent value
+   */
+  last() {
+    const values = this.toArray();
+    return values[values.length - 1] ?? NaN;
+  }
+  /**
+   * Get number of values
+   * @returns Length of series
+   */
+  length() {
+    return this.dataSource.length;
+  }
+  /**
+   * Convert series to time-value pairs for charting
+   * @returns Array of { time, value } objects
+   */
+  toTimeValuePairs() {
+    const values = this.toArray();
+    const bars = this.dataSource.bars;
+    return bars.map((bar, i) => ({
+      time: bar.time,
+      value: values[i]
+    })).filter((point) => !Number.isNaN(point.value));
+  }
+}
+//# sourceMappingURL=series.js.map

package/dist/cjs/runtime/series.js.map

@@ -0,0 +1,7 @@
+{
+  "version": 3,
+  "sources": ["../../../src/runtime/series.ts"],
+  "sourcesContent": ["/**\n * @fileoverview Simplified Series class for lazy time-series computation\n * Represents a time-series of values with lazy evaluation\n * @module runtime/series\n */\n\nimport * as compare from '../compare/index.js';\nimport type { Bar } from '../types/index.js';\n\n/**\n * Function that computes a value for each bar\n */\nexport type SeriesExtractor = (bar: Bar, index: number, data: Bar[]) => number;\n\n/**\n * BarData - Versioned wrapper around Bar[] array for cache invalidation\n * \n * This class wraps a Bar[] array and tracks a version number that increments\n * whenever the data is mutated. Series objects reference this to detect when\n * their cached values need to be recomputed.\n * \n * @example\n * ```typescript\n * const barData = new BarData(bars);\n * const close = Series.fromBars(barData, 'close');\n * const values1 = close.toArray(); // Computes and caches\n * \n * barData.push(newBar); // Increments version\n * const values2 = close.toArray(); // Detects stale cache, recomputes\n * ```\n */\nexport class BarData {\n  private _bars: Bar[];\n  private _version: number = 0;\n\n  /**\n   * Create a new BarData wrapper\n   * @param bars - Initial bar data (defaults to empty array)\n   */\n  constructor(bars: Bar[] = []) {\n    this._bars = bars;\n  }\n\n  /**\n   * Get the current version number\n   * Version increments whenever data is mutated\n   */\n  get version(): number {\n    return this._version;\n  }\n\n  /**\n   * Get the underlying bar array\n   * Note: Direct mutations to this array will NOT increment version\n   * Use the provided mutation methods instead\n   */\n  get bars(): Bar[] {\n    return this._bars;\n  }\n\n  /**\n   * Get the number of bars\n   */\n  get length(): number {\n    return this._bars.length;\n  }\n\n  /**\n   * Add a new bar to the end\n   * @param bar - Bar to add\n   */\n  push(bar: Bar): void {\n    this._bars.push(bar);\n    this._version++;\n  }\n\n  /**\n   * Remove and return the last bar\n   * @returns The removed bar, or undefined if empty\n   */\n  pop(): Bar | undefined {\n    const bar = this._bars.pop();\n    if (bar !== undefined) {\n      this._version++;\n    }\n    return bar;\n  }\n\n  /**\n   * Replace a bar at a specific index\n   * @param index - Index to update\n   * @param bar - New bar data\n   */\n  set(index: number, bar: Bar): void {\n    if (index >= 0 && index < this._bars.length) {\n      this._bars[index] = bar;\n      this._version++;\n    }\n  }\n\n  /**\n   * Update the last bar (useful for real-time/streaming updates)\n   * @param bar - New bar data\n   */\n  updateLast(bar: Bar): void {\n    if (this._bars.length > 0) {\n      this._bars[this._bars.length - 1] = bar;\n      this._version++;\n    }\n  }\n\n  /**\n   * Replace all bars with new data\n   * @param bars - New bar array\n   */\n  setAll(bars: Bar[]): void {\n    this._bars = bars;\n    this._version++;\n  }\n\n  /**\n   * Manually increment version (for advanced use cases)\n   * Call this after direct mutations to the bars array\n   */\n  invalidate(): void {\n    this._version++;\n  }\n\n  /**\n   * Get a bar at a specific index\n   * @param index - Bar index\n   * @returns Bar at that index, or undefined\n   */\n  at(index: number): Bar | undefined {\n    return this._bars[index];\n  }\n\n  /**\n   * Create a BarData from an existing Bar array\n   * @param bars - Bar array\n   * @returns New BarData instance\n   */\n  static from(bars: Bar[]): BarData {\n    return new BarData(bars);\n  }\n}\n\n/**\n * Series - represents a time-series of values with lazy evaluation\n *\n * Series are lazy - they don't compute values until needed.\n * Operations on Series return new Series with composed extractors.\n *\n * Now supports automatic cache invalidation via BarData versioning\n * and memory-efficient closure chain breaking via materialize().\n *\n * @example\n * ```typescript\n * // Basic usage (backward compatible)\n * const close = Series.fromBars(bars, 'close');\n * const open = Series.fromBars(bars, 'open');\n * const range = close.sub(open);  // Creates new Series, doesn't compute yet\n * const values = range.toArray(); // Now computes for all bars\n * \n * // With automatic cache invalidation\n * const barData = new BarData(bars);\n * const close = Series.fromBars(barData, 'close');\n * const values1 = close.toArray(); // Computes and caches\n * barData.push(newBar); // Version increments\n * const values2 = close.toArray(); // Detects stale cache, recomputes\n * \n * // Breaking closure chains for memory efficiency\n * const complex = a.add(b).mul(c).div(d).sub(e);\n * const materialized = complex.materialize(); // Breaks closure chain\n * ```\n */\nexport class Series {\n  private extractor: SeriesExtractor;\n  private dataSource: BarData;\n  private cached: number[] | null = null;\n  private cachedVersion: number = -1;\n\n  /**\n   * Create a new Series\n   *\n   * @param data - Bar data (Bar[] or BarData)\n   * @param extractor - Function to extract/compute value for each bar\n   */\n  constructor(data: Bar[] | BarData, extractor: SeriesExtractor) {\n    // Support both Bar[] and BarData for backward compatibility\n    this.dataSource = data instanceof BarData ? data : new BarData(data);\n    this.extractor = extractor;\n  }\n\n  /**\n   * Get the underlying bar data\n   * @returns Bar array\n   */\n  get bars(): Bar[] {\n    return this.dataSource.bars;\n  }\n\n  /**\n   * Get the underlying BarData source\n   * @returns BarData instance\n   */\n  get barData(): BarData {\n    return this.dataSource;\n  }\n\n  // ============================================\n  // Static Factory Methods\n  // ============================================\n\n  /**\n   * Create Series from bar data by extracting a specific field\n   * @param bars - Bar data (Bar[] or BarData)\n   * @param field - Field to extract ('open', 'high', 'low', 'close', 'volume')\n   * @returns Series with extracted field values\n   */\n  static fromBars(bars: Bar[] | BarData, field: 'open' | 'high' | 'low' | 'close' | 'volume'): Series {\n    return new Series(bars, (bar) => bar[field] ?? NaN);\n  }\n\n  /**\n   * Create a constant series (same value for all bars)\n   * @param bars - Bar data (Bar[] or BarData)\n   * @param value - Constant value\n   * @returns Series with constant value\n   */\n  static constant(bars: Bar[] | BarData, value: number): Series {\n    return new Series(bars, () => value);\n  }\n\n  /**\n   * Create series from array of values\n   * @param bars - Bar data (Bar[] or BarData) for time alignment\n   * @param values - Array of values\n   * @returns Series\n   * @throws When read on other bars with a different length than `values` (e.g. a series computed on the\n   *   chart bars and read inside a `request.security` expression, which runs on the higher-timeframe bars)\n   */\n  static fromArray(bars: Bar[] | BarData, values: number[]): Series {\n    const origin = bars instanceof BarData ? bars.bars : bars;\n    return new Series(bars, (_bar, i, data) => {\n      if (data !== origin && data.length !== values.length) {\n        throw new Error(\n          `Series values were computed on other bars (${values.length} values, ${data.length} bars). ` +\n            'Inside request.security(), compute the series inside the expression, e.g. () => ta.ema(close, 10).'\n        );\n      }\n      return values[i] ?? NaN;\n    });\n  }\n\n  // ============================================\n  // Arithmetic Operations\n  // ============================================\n\n  /**\n   * Add two series or a series and a number\n   * @param other - Series or number to add\n   * @returns New Series representing the sum\n   */\n  add(other: Series | number): Series {\n    return new Series(this.dataSource, (bar, i, data) => {\n      const a = this.extractor(bar, i, data);\n      const b = typeof other === 'number' ? other : other.extractor(bar, i, data);\n      return a + b;\n    });\n  }\n\n  /**\n   * Subtract two series or subtract a number from a series\n   * @param other - Series or number to subtract\n   * @returns New Series representing the difference\n   */\n  sub(other: Series | number): Series {\n    return new Series(this.dataSource, (bar, i, data) => {\n      const a = this.extractor(bar, i, data);\n      const b = typeof other === 'number' ? other : other.extractor(bar, i, data);\n      return a - b;\n    });\n  }\n\n  /**\n   * Multiply two series or a series by a number\n   * @param other - Series or number to multiply\n   * @returns New Series representing the product\n   */\n  mul(other: Series | number): Series {\n    return new Series(this.dataSource, (bar, i, data) => {\n      const a = this.extractor(bar, i, data);\n      const b = typeof other === 'number' ? other : other.extractor(bar, i, data);\n      return a * b;\n    });\n  }\n\n  /**\n   * Raise the series to a power (PineScript math.pow on a series)\n   * @param exponent - Series or number exponent\n   * @returns New Series representing base ** exponent\n   */\n  pow(exponent: Series | number): Series {\n    return new Series(this.dataSource, (bar, i, data) => {\n      const a = this.extractor(bar, i, data);\n      const b = typeof exponent === 'number' ? exponent : exponent.extractor(bar, i, data);\n      return Math.pow(a, b);\n    });\n  }\n\n  /**\n   * Divide two series or a series by a number\n   * @param other - Series or number to divide by\n   * @returns New Series representing the quotient\n   */\n  div(other: Series | number): Series {\n    return new Series(this.dataSource, (bar, i, data) => {\n      const a = this.extractor(bar, i, data);\n      const b = typeof other === 'number' ? other : other.extractor(bar, i, data);\n      return a / b; // PineScript: x / 0 is +/-Infinity (na() is true for it), 0 / 0 is na\n    });\n  }\n\n  /**\n   * Modulo operation\n   * @param other - Series or number for modulo\n   * @returns New Series representing the remainder\n   */\n  mod(other: Series | number): Series {\n    return new Series(this.dataSource, (bar, i, data) => {\n      const a = this.extractor(bar, i, data);\n      const b = typeof other === 'number' ? other : other.extractor(bar, i, data);\n      return b !== 0 ? a % b : NaN;\n    });\n  }\n\n  /**\n   * Negation\n   * @returns New Series with negated values\n   */\n  neg(): Series {\n    return new Series(this.dataSource, (bar, i, data) => {\n      return -this.extractor(bar, i, data);\n    });\n  }\n\n  // ============================================\n  // Comparison Operations (PineScript operators: tolerance 1e-10, false with na; see src/compare)\n  // ============================================\n\n  /**\n   * Greater than comparison\n   * @param other - Series or number to compare\n   * @returns New Series with 1 where true, 0 where false\n   */\n  gt(other: Series | number): Series {\n    return new Series(this.dataSource, (bar, i, data) => {\n      const a = this.extractor(bar, i, data);\n      const b = typeof other === 'number' ? other : other.extractor(bar, i, data);\n      return compare.gt(a, b) ? 1 : 0;\n    });\n  }\n\n  /**\n   * Greater than or equal comparison\n   * @param other - Series or number to compare\n   * @returns New Series with 1 where true, 0 where false\n   */\n  gte(other: Series | number): Series {\n    return new Series(this.dataSource, (bar, i, data) => {\n      const a = this.extractor(bar, i, data);\n      const b = typeof other === 'number' ? other : other.extractor(bar, i, data);\n      return compare.ge(a, b) ? 1 : 0;\n    });\n  }\n\n  /**\n   * Less than comparison\n   * @param other - Series or number to compare\n   * @returns New Series with 1 where true, 0 where false\n   */\n  lt(other: Series | number): Series {\n    return new Series(this.dataSource, (bar, i, data) => {\n      const a = this.extractor(bar, i, data);\n      const b = typeof other === 'number' ? other : other.extractor(bar, i, data);\n      return compare.lt(a, b) ? 1 : 0;\n    });\n  }\n\n  /**\n   * Less than or equal comparison\n   * @param other - Series or number to compare\n   * @returns New Series with 1 where true, 0 where false\n   */\n  lte(other: Series | number): Series {\n    return new Series(this.dataSource, (bar, i, data) => {\n      const a = this.extractor(bar, i, data);\n      const b = typeof other === 'number' ? other : other.extractor(bar, i, data);\n      return compare.le(a, b) ? 1 : 0;\n    });\n  }\n\n  /**\n   * Equality comparison\n   * @param other - Series or number to compare\n   * @returns New Series with 1 where true, 0 where false\n   */\n  eq(other: Series | number): Series {\n    return new Series(this.dataSource, (bar, i, data) => {\n      const a = this.extractor(bar, i, data);\n      const b = typeof other === 'number' ? other : other.extractor(bar, i, data);\n      return compare.eq(a, b) ? 1 : 0;\n    });\n  }\n\n  /**\n   * Not equal comparison\n   * @param other - Series or number to compare\n   * @returns New Series with 1 where true, 0 where false\n   */\n  neq(other: Series | number): Series {\n    return new Series(this.dataSource, (bar, i, data) => {\n      const a = this.extractor(bar, i, data);\n      const b = typeof other === 'number' ? other : other.extractor(bar, i, data);\n      return compare.ne(a, b) ? 1 : 0;\n    });\n  }\n\n  // ============================================\n  // Logical Operations (for boolean series)\n  // ============================================\n\n  /**\n   * Logical AND\n   * @param other - Series or number (truthy/falsy)\n   * @returns New Series with 1 where both true, 0 otherwise\n   */\n  and(other: Series | number): Series {\n    return new Series(this.dataSource, (bar, i, data) => {\n      const a = this.extractor(bar, i, data);\n      const b = typeof other === 'number' ? other : other.extractor(bar, i, data);\n      return a && b ? 1 : 0;\n    });\n  }\n\n  /**\n   * Logical OR\n   * @param other - Series or number (truthy/falsy)\n   * @returns New Series with 1 where either true, 0 otherwise\n   */\n  or(other: Series | number): Series {\n    return new Series(this.dataSource, (bar, i, data) => {\n      const a = this.extractor(bar, i, data);\n      const b = typeof other === 'number' ? other : other.extractor(bar, i, data);\n      return a || b ? 1 : 0;\n    });\n  }\n\n  /**\n   * Logical NOT\n   * @returns New Series with inverted boolean values\n   */\n  not(): Series {\n    return new Series(this.dataSource, (bar, i, data) => {\n      const a = this.extractor(bar, i, data);\n      return !a ? 1 : 0;\n    });\n  }\n\n  // ============================================\n  // Conditional Selection\n  // ============================================\n\n  /**\n   * Bar-by-bar conditional selection (ternary operator for Series)\n   * Uses this Series as the condition (truthy = nonzero, falsy = zero/NaN)\n   *\n   * @param trueValue - Value or Series to use when condition is truthy\n   * @param falseValue - Value or Series to use when condition is falsy\n   * @returns New Series with bar-by-bar selected values\n   *\n   * @example\n   * ```typescript\n   * // PineScript: result = condition ? trueVal : falseVal\n   * const result = condition.iff(trueVal, falseVal);\n   *\n   * // Example: RSI formula uses ternary for edge cases\n   * // rsi = down == 0 ? 100 : up == 0 ? 0 : formula\n   * const rsi = down.eq(0).iff(100, up.eq(0).iff(0, formula));\n   * ```\n   */\n  iff(trueValue: Series | number, falseValue: Series | number): Series {\n    return new Series(this.dataSource, (bar, i, data) => {\n      const condition = this.extractor(bar, i, data);\n      // Truthy: nonzero and not NaN\n      const isTruthy = condition !== 0 && !Number.isNaN(condition);\n\n      if (isTruthy) {\n        return typeof trueValue === 'number' ? trueValue : trueValue.extractor(bar, i, data);\n      } else {\n        return typeof falseValue === 'number' ? falseValue : falseValue.extractor(bar, i, data);\n      }\n    });\n  }\n\n  // ============================================\n  // Offset/History\n  // ============================================\n\n  /**\n   * Access previous bars (like close[1] in PineScript)\n   * @param offset - Number of bars back (0 or more)\n   * @returns New Series with offset values\n   * @throws RangeError when `offset` is negative\n   */\n  offset(offset: number): Series {\n    if (offset < 0) throw new RangeError(`Series.offset(${offset}): the offset cannot be negative (it would read a future bar).`);\n    return new Series(this.dataSource, (_bar, i, data) => {\n      const targetIndex = i - offset;\n      if (targetIndex < 0 || targetIndex >= data.length) {\n        return NaN;\n      }\n      return this.extractor(data[targetIndex]!, targetIndex, data);\n    });\n  }\n\n  // ============================================\n  // Computation & Access\n  // ============================================\n\n  /**\n   * Compute all values for the series\n   * \n   * Now includes automatic cache invalidation:\n   * - Checks if dataSource version has changed since cache was computed\n   * - Recomputes if version mismatch detected\n   * - Stores version when cache is created\n   * \n   * @returns Array of computed values\n   */\n  toArray(): number[] {\n    // Check if cache is valid by comparing versions\n    if (this.cached !== null && this.cachedVersion === this.dataSource.version) {\n      return this.cached;\n    }\n\n    // Recompute and update cache\n    const bars = this.dataSource.bars;\n    this.cached = bars.map((bar, i) => this.extractor(bar, i, bars));\n    this.cachedVersion = this.dataSource.version;\n    return this.cached;\n  }\n\n  /**\n   * Materialize this Series by eagerly computing values and breaking closure chain\n   * \n   * This method addresses the closure chain memory leak issue:\n   * - Computes all values immediately\n   * - Creates a new Series that stores values directly\n   * - Breaks references to parent Series objects\n   * - Useful for complex expressions to free intermediate Series memory\n   * \n   * @example\n   * ```typescript\n   * // Without materialize: keeps a, b, c, d in memory via closures\n   * const result = a.add(b).mul(c).div(d).sub(e);\n   * \n   * // With materialize: breaks chain, frees a, b, c memory\n   * const result = a.add(b).mul(c).materialize().div(d).sub(e);\n   * ```\n   * \n   * @returns New Series with computed values and no closure dependencies\n   */\n  materialize(): Series {\n    const values = this.toArray();\n    // Create a copy of values to ensure no shared references\n    const valuesCopy = [...values];\n    return Series.fromArray(this.dataSource, valuesCopy);\n  }\n\n  /**\n   * Invalidate cache (when data changes)\n   * \n   * Note: With BarData versioning, manual invalidation is rarely needed.\n   * The cache is automatically invalidated when the underlying BarData changes.\n   * This method is kept for backward compatibility and advanced use cases.\n   * \n   * @internal\n   */\n  _invalidate(): void {\n    this.cached = null;\n    this.cachedVersion = -1;\n  }\n\n  /**\n   * Compute all values (alias for toArray)\n   * @returns Array of computed values\n   * @internal\n   */\n  _compute(): number[] {\n    return this.toArray();\n  }\n\n  /**\n   * Get value at specific index\n   * @param index - Bar index\n   * @returns Value at that index\n   */\n  get(index: number): number {\n    const values = this.toArray();\n    return values[index] ?? NaN;\n  }\n\n  /**\n   * Get the last value (most recent bar)\n   * @returns Most recent value\n   */\n  last(): number {\n    const values = this.toArray();\n    return values[values.length - 1] ?? NaN;\n  }\n\n  /**\n   * Get number of values\n   * @returns Length of series\n   */\n  length(): number {\n    return this.dataSource.length;\n  }\n\n  /**\n   * Convert series to time-value pairs for charting\n   * @returns Array of { time, value } objects\n   */\n  toTimeValuePairs(): Array<{ time: any; value: number }> {\n    const values = this.toArray();\n    const bars = this.dataSource.bars;\n    return bars.map((bar, i) => ({\n      time: bar.time,\n      value: values[i]!\n    })).filter(point => !Number.isNaN(point.value));\n  }\n}\n"],
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