oakscriptjs 0.8.1 → 0.9.0

package/dist/cjs/session/bars.js

@@ -0,0 +1,219 @@
+"use strict";
+var __defProp = Object.defineProperty;
+var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
+var __getOwnPropNames = Object.getOwnPropertyNames;
+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 __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
+var bars_exports = {};
+__export(bars_exports, {
+  SessionBars: () => SessionBars,
+  sessionFlags: () => sessionFlags
+});
+module.exports = __toCommonJS(bars_exports);
+var import_timeframe = require("../timeframe/index.js");
+var import_calendar = require("./calendar.js");
+function unitOf(tf) {
+  return { unit: tf.isdaily ? "D" : tf.isweekly ? "W" : "M", n: tf.multiplier };
+}
+const yearOf = (date) => Math.floor(date / 1e4);
+const firstMonday = (year) => {
+  const jan1 = year * 1e4 + 101;
+  const monday = (0, import_calendar.weekStart)(jan1);
+  return monday === jan1 ? jan1 : (0, import_calendar.addDays)(monday, 7);
+};
+class SessionBars {
+  constructor(calendar, chartTimeframe) {
+    this.calendar = calendar;
+    this.chart = (0, import_timeframe.info)(chartTimeframe);
+  }
+  calendar;
+  chart;
+  yearDays = /* @__PURE__ */ new Map();
+  /** Trading days of a calendar year, in order. */
+  tradingDaysOf(year) {
+    let days = this.yearDays.get(year);
+    if (!days) {
+      days = [];
+      for (let date = year * 1e4 + 101; yearOf(date) === year; date = (0, import_calendar.addDays)(date, 1)) {
+        if (this.calendar.isTradingDay(date)) days.push(date);
+      }
+      this.yearDays.set(year, days);
+    }
+    return days;
+  }
+  /**
+   * Dates [from, to] of the `n`-`unit` period that contains `date` (for "D": its first and last trading days).
+   * Periods restart each calendar year.
+   */
+  periodRange(date, unit, n) {
+    if (unit === "D") {
+      if (n === 1) return [date, date];
+      const days = this.tradingDaysOf(yearOf(date));
+      let k = days.findIndex((d) => d >= date);
+      if (k === -1) return this.periodRange(yearOf(date) * 1e4 + 1e4 + 101, unit, n);
+      k -= k % n;
+      return [days[k], days[Math.min(k + n, days.length) - 1]];
+    }
+    if (unit === "W") {
+      const monday = (0, import_calendar.weekStart)(date);
+      const year2 = yearOf(monday);
+      const first = firstMonday(year2);
+      const next = firstMonday(year2 + 1);
+      const k = Math.round(((0, import_calendar.dateUtcMs)(monday) - (0, import_calendar.dateUtcMs)(first)) / (7 * 864e5));
+      const from = (0, import_calendar.addDays)(first, (k - k % n) * 7);
+      const to = (0, import_calendar.addDays)(from, n * 7 - 1);
+      return [from, to < next ? to : (0, import_calendar.addDays)(next, -1)];
+    }
+    const year = yearOf(date);
+    const month = Math.floor(date / 100) % 100;
+    const firstMonth = month - (month - 1) % n;
+    const lastMonth = Math.min(firstMonth + n - 1, 12);
+    return [(0, import_calendar.monthStart)(year * 1e4 + firstMonth * 100 + 1), (0, import_calendar.monthEnd)(year * 1e4 + lastMonth * 100 + 1)];
+  }
+  dayStart(date) {
+    return this.calendar.periods(date)[0][0];
+  }
+  dayEnd(date) {
+    const p = this.calendar.periods(date);
+    return p[p.length - 1][1];
+  }
+  /** PineScript `time(tf)` for a bar that opens at `time`; NaN when no trading day is found. */
+  timeOf(time, timeframe) {
+    const tf = (0, import_timeframe.info)(timeframe);
+    const at = this.calendar.locate(time);
+    if (!at) return NaN;
+    if (tf.isintraday) {
+      if (this.chart.isdwm) return time;
+      const [start] = this.calendar.periods(at.date)[at.index];
+      const ms = (0, import_timeframe.in_seconds)(tf.period) * 1e3;
+      return start + Math.floor((time - start) / ms) * ms;
+    }
+    const { unit, n } = unitOf(tf);
+    const [from, to] = this.periodRange(at.date, unit, n);
+    const first = this.calendar.firstTradingDay(from, to);
+    return first === null ? NaN : this.dayStart(first);
+  }
+  /** PineScript `time_close(tf)` for a bar that opens at `time`. */
+  closeOf(time, timeframe) {
+    const tf = (0, import_timeframe.info)(timeframe);
+    const at = this.calendar.locate(time);
+    if (!at) return NaN;
+    if (tf.isintraday) {
+      const [, end] = this.calendar.periods(at.date)[at.index];
+      if (this.chart.isdwm) return end;
+      return Math.min(this.timeOf(time, timeframe) + (0, import_timeframe.in_seconds)(tf.period) * 1e3, end);
+    }
+    const { unit, n } = unitOf(tf);
+    const [from, to] = this.periodRange(at.date, unit, n);
+    if (this.chart.isintraday && (unit !== "D" || n > 1)) {
+      const [nextFrom, nextTo] = this.periodRange((0, import_calendar.addDays)(to, 1), unit, n);
+      const first = this.calendar.firstTradingDay(nextFrom, (0, import_calendar.addDays)(nextTo, 31));
+      return first === null ? NaN : this.dayStart(first);
+    }
+    const last = this.calendar.lastTradingDay(from, to);
+    return last === null ? NaN : this.dayEnd(last);
+  }
+  /** Trading day of a bar: on D / W / M charts the last trading day of the chart period. */
+  tradingDay(time) {
+    const at = this.calendar.locate(time);
+    if (!at) return null;
+    if (this.chart.isdwm) {
+      const { unit, n } = unitOf(this.chart);
+      const [from, to] = this.periodRange(at.date, unit, n);
+      return this.calendar.lastTradingDay(from, to);
+    }
+    return at.date;
+  }
+  /**
+   * End of the `timeframe` period that contains `time`: the intraday close, the session end of the day,
+   * or the session end of the last trading day of the period. Used to know whether the last loaded
+   * bar completes a higher-timeframe period (request.security).
+   */
+  periodEnd(time, timeframe) {
+    const tf = (0, import_timeframe.info)(timeframe);
+    const at = this.calendar.locate(time);
+    if (!at) return NaN;
+    if (tf.isintraday) {
+      const [, end] = this.calendar.periods(at.date)[at.index];
+      return Math.min(this.timeOf(time, timeframe) + (0, import_timeframe.in_seconds)(tf.period) * 1e3, end);
+    }
+    const { unit, n } = unitOf(tf);
+    const [from, to] = this.periodRange(at.date, unit, n);
+    const last = this.calendar.lastTradingDay(from, to);
+    return last === null ? NaN : this.dayEnd(last);
+  }
+  /** PineScript `time_tradingday`: 00:00 UTC of the trading day. */
+  tradingDayTime(time) {
+    const day = this.tradingDay(time);
+    return day === null ? NaN : (0, import_calendar.dateUtcMs)(day);
+  }
+  /** True when the bar at `time` is inside the session. */
+  inside(time) {
+    return this.calendar.locate(time)?.inside ?? false;
+  }
+  /** Session start and end of the trading day of `time`, or null. */
+  dayBounds(time) {
+    const at = this.calendar.locate(time);
+    return at ? { date: at.date, start: this.dayStart(at.date), end: this.dayEnd(at.date) } : null;
+  }
+}
+function sessionFlags(times, bars, regular) {
+  const n = times.length;
+  const flag = () => new Array(n).fill(false);
+  const out = {
+    isfirstbar: flag(),
+    islastbar: flag(),
+    ismarket: flag(),
+    ispremarket: flag(),
+    ispostmarket: flag(),
+    isfirstbar_regular: flag(),
+    islastbar_regular: flag()
+  };
+  const chart = bars.chart;
+  let previousPeriod = "";
+  let previousRegular = "";
+  for (let i = 0; i < n; i++) {
+    const t = times[i];
+    if (chart.isdwm) {
+      for (const k of ["isfirstbar", "islastbar", "ismarket", "isfirstbar_regular", "islastbar_regular"]) out[k][i] = true;
+      continue;
+    }
+    const at = bars.calendar.locate(t);
+    if (!at) {
+      previousPeriod = previousRegular = "";
+      continue;
+    }
+    const close = bars.closeOf(t, chart.period);
+    const [, end] = bars.calendar.periods(at.date)[at.index];
+    const period = `${at.date}/${at.index}`;
+    out.isfirstbar[i] = period !== previousPeriod;
+    out.islastbar[i] = close >= end;
+    const regularPeriods = regular.calendar.periods(at.date);
+    const r = regularPeriods.findIndex(([s, e]) => s <= t && t < e);
+    const market = r !== -1;
+    out.ismarket[i] = market;
+    if (!market && regularPeriods.length) {
+      out.ispremarket[i] = t < regularPeriods[0][0];
+      out.ispostmarket[i] = t >= regularPeriods[regularPeriods.length - 1][1];
+    }
+    const regularPeriod = market ? `${at.date}/${r}` : "";
+    out.isfirstbar_regular[i] = market && regularPeriod !== previousRegular;
+    out.islastbar_regular[i] = market && close >= regularPeriods[r][1];
+    previousPeriod = period;
+    previousRegular = regularPeriod;
+  }
+  return out;
+}
+//# sourceMappingURL=bars.js.map

package/dist/cjs/session/bars.js.map

@@ -0,0 +1,7 @@
+{
+  "version": 3,
+  "sources": ["../../../src/session/bars.ts"],
+  "sourcesContent": ["/**\n * PineScript values that depend on the chart timeframe and the symbol session (issue #100):\n * `time(tf)`, `time_close(tf)`, `timeframe.change(tf)`, `time_tradingday`, `session.*`.\n * PineScript rules:\n *\n * - intraday periods are aligned on the start of the session period of the trading day: 240 minutes from\n *   09:30 gives 09:30, 13:30; `time(tf)` is the start of the period that contains the bar open\n * - \"D\" is the session start of the trading day; \"W\" / \"M\" the session start of the first trading day\n *   of the week (Monday to Sunday) / month\n * - intraday closes are cut at the end of the session period; the \"D\" close is the session end\n * - on intraday charts the \"W\" / \"M\" (and \"nD\") close is the session start of the next period's first\n *   trading day; on D / W / M charts it is the session end of the last trading day of the week / month\n * - on D / W / M charts, intraday timeframes give the chart bar's time, and the end of the session\n *   period that contains the bar open as close\n * - `time_tradingday` is 00:00 UTC of the trading day (on W / M charts, of the last trading day)\n *\n * Multipliers above one day (issue #100 follow-up): periods restart each\n * calendar year. \"nD\" groups n trading days from the first trading day of the year; \"nW\" groups n weeks from\n * the first week whose Monday is in the year; \"nM\" groups n months from January. The last group of a year\n * can be shorter.\n */\n\nimport { info, in_seconds, type TimeframeInfo } from '../timeframe/index.js';\nimport {\n  TradingCalendar,\n  addDays,\n  dateUtcMs,\n  monthEnd,\n  monthStart,\n  weekStart,\n  type DateNum,\n} from './calendar.js';\n\ntype Unit = 'D' | 'W' | 'M';\n\nfunction unitOf(tf: TimeframeInfo): { unit: Unit; n: number } {\n  return { unit: tf.isdaily ? 'D' : tf.isweekly ? 'W' : 'M', n: tf.multiplier };\n}\n\nconst yearOf = (date: DateNum): number => Math.floor(date / 10000);\n\n/** Monday of the first week of `year` (the first Monday on or after 1 January). */\nconst firstMonday = (year: number): DateNum => {\n  const jan1 = year * 10000 + 101;\n  const monday = weekStart(jan1);\n  return monday === jan1 ? jan1 : addDays(monday, 7);\n};\n\n/** Values of the bars of one chart, for a trading calendar. */\nexport class SessionBars {\n  readonly chart: TimeframeInfo;\n\n  private readonly yearDays = new Map<number, DateNum[]>();\n\n  constructor(\n    readonly calendar: TradingCalendar,\n    chartTimeframe: string\n  ) {\n    this.chart = info(chartTimeframe);\n  }\n\n  /** Trading days of a calendar year, in order. */\n  private tradingDaysOf(year: number): DateNum[] {\n    let days = this.yearDays.get(year);\n    if (!days) {\n      days = [];\n      for (let date = year * 10000 + 101; yearOf(date) === year; date = addDays(date, 1)) {\n        if (this.calendar.isTradingDay(date)) days.push(date);\n      }\n      this.yearDays.set(year, days);\n    }\n    return days;\n  }\n\n  /**\n   * Dates [from, to] of the `n`-`unit` period that contains `date` (for \"D\": its first and last trading days).\n   * Periods restart each calendar year.\n   */\n  private periodRange(date: DateNum, unit: Unit, n: number): [DateNum, DateNum] {\n    if (unit === 'D') {\n      if (n === 1) return [date, date];\n      const days = this.tradingDaysOf(yearOf(date));\n      let k = days.findIndex((d) => d >= date);\n      if (k === -1) return this.periodRange(yearOf(date) * 10000 + 10000 + 101, unit, n);\n      k -= k % n;\n      return [days[k]!, days[Math.min(k + n, days.length) - 1]!];\n    }\n    if (unit === 'W') {\n      const monday = weekStart(date);\n      const year = yearOf(monday);\n      const first = firstMonday(year);\n      const next = firstMonday(year + 1);\n      const k = Math.round((dateUtcMs(monday) - dateUtcMs(first)) / (7 * 86_400_000));\n      const from = addDays(first, (k - (k % n)) * 7);\n      const to = addDays(from, n * 7 - 1);\n      return [from, to < next ? to : addDays(next, -1)];\n    }\n    const year = yearOf(date);\n    const month = Math.floor(date / 100) % 100;\n    const firstMonth = month - ((month - 1) % n);\n    const lastMonth = Math.min(firstMonth + n - 1, 12);\n    return [monthStart(year * 10000 + firstMonth * 100 + 1), monthEnd(year * 10000 + lastMonth * 100 + 1)];\n  }\n\n  private dayStart(date: DateNum): number {\n    return this.calendar.periods(date)[0]![0];\n  }\n\n  private dayEnd(date: DateNum): number {\n    const p = this.calendar.periods(date);\n    return p[p.length - 1]![1];\n  }\n\n  /** PineScript `time(tf)` for a bar that opens at `time`; NaN when no trading day is found. */\n  timeOf(time: number, timeframe: string): number {\n    const tf = info(timeframe);\n    const at = this.calendar.locate(time);\n    if (!at) return NaN;\n    if (tf.isintraday) {\n      if (this.chart.isdwm) return time;\n      const [start] = this.calendar.periods(at.date)[at.index]!;\n      const ms = in_seconds(tf.period) * 1000;\n      return start + Math.floor((time - start) / ms) * ms;\n    }\n    const { unit, n } = unitOf(tf);\n    const [from, to] = this.periodRange(at.date, unit, n);\n    const first = this.calendar.firstTradingDay(from, to);\n    return first === null ? NaN : this.dayStart(first);\n  }\n\n  /** PineScript `time_close(tf)` for a bar that opens at `time`. */\n  closeOf(time: number, timeframe: string): number {\n    const tf = info(timeframe);\n    const at = this.calendar.locate(time);\n    if (!at) return NaN;\n    if (tf.isintraday) {\n      const [, end] = this.calendar.periods(at.date)[at.index]!;\n      // on D / W / M charts: the end of the session period that contains the bar open\n      if (this.chart.isdwm) return end;\n      return Math.min(this.timeOf(time, timeframe) + in_seconds(tf.period) * 1000, end);\n    }\n    const { unit, n } = unitOf(tf);\n    const [from, to] = this.periodRange(at.date, unit, n);\n    // intraday charts: the start of the next period, except \"1D\" (the session end)\n    if (this.chart.isintraday && (unit !== 'D' || n > 1)) {\n      const [nextFrom, nextTo] = this.periodRange(addDays(to, 1), unit, n);\n      const first = this.calendar.firstTradingDay(nextFrom, addDays(nextTo, 31));\n      return first === null ? NaN : this.dayStart(first);\n    }\n    const last = this.calendar.lastTradingDay(from, to);\n    return last === null ? NaN : this.dayEnd(last);\n  }\n\n  /** Trading day of a bar: on D / W / M charts the last trading day of the chart period. */\n  tradingDay(time: number): DateNum | null {\n    const at = this.calendar.locate(time);\n    if (!at) return null;\n    if (this.chart.isdwm) {\n      const { unit, n } = unitOf(this.chart);\n      const [from, to] = this.periodRange(at.date, unit, n);\n      return this.calendar.lastTradingDay(from, to);\n    }\n    return at.date;\n  }\n\n  /**\n   * End of the `timeframe` period that contains `time`: the intraday close, the session end of the day,\n   * or the session end of the last trading day of the period. Used to know whether the last loaded\n   * bar completes a higher-timeframe period (request.security).\n   */\n  periodEnd(time: number, timeframe: string): number {\n    const tf = info(timeframe);\n    const at = this.calendar.locate(time);\n    if (!at) return NaN;\n    if (tf.isintraday) {\n      const [, end] = this.calendar.periods(at.date)[at.index]!;\n      return Math.min(this.timeOf(time, timeframe) + in_seconds(tf.period) * 1000, end);\n    }\n    const { unit, n } = unitOf(tf);\n    const [from, to] = this.periodRange(at.date, unit, n);\n    const last = this.calendar.lastTradingDay(from, to);\n    return last === null ? NaN : this.dayEnd(last);\n  }\n\n  /** PineScript `time_tradingday`: 00:00 UTC of the trading day. */\n  tradingDayTime(time: number): number {\n    const day = this.tradingDay(time);\n    return day === null ? NaN : dateUtcMs(day);\n  }\n\n  /** True when the bar at `time` is inside the session. */\n  inside(time: number): boolean {\n    return this.calendar.locate(time)?.inside ?? false;\n  }\n\n  /** Session start and end of the trading day of `time`, or null. */\n  dayBounds(time: number): { date: DateNum; start: number; end: number } | null {\n    const at = this.calendar.locate(time);\n    return at ? { date: at.date, start: this.dayStart(at.date), end: this.dayEnd(at.date) } : null;\n  }\n}\n\n/** PineScript `session.*` flags of each bar. */\nexport interface SessionFlags {\n  isfirstbar: boolean[];\n  islastbar: boolean[];\n  ismarket: boolean[];\n  ispremarket: boolean[];\n  ispostmarket: boolean[];\n  isfirstbar_regular: boolean[];\n  islastbar_regular: boolean[];\n}\n\n/**\n * `session.*` flags for bars that open at `times` (in order). `regular` gives the regular trading\n * hours when the bars include extended hours. PineScript rules: flags use the bar open\n * time; first and last bars are per session period (a trading day can have two periods, e.g. after a\n * futures holiday); pre / post market compare with the regular hours of the same trading day; on\n * D / W / M charts every bar is its own session (first, last, market, first and last regular).\n */\nexport function sessionFlags(times: number[], bars: SessionBars, regular: SessionBars): SessionFlags {\n  const n = times.length;\n  const flag = () => new Array<boolean>(n).fill(false);\n  const out: SessionFlags = {\n    isfirstbar: flag(), islastbar: flag(), ismarket: flag(), ispremarket: flag(), ispostmarket: flag(),\n    isfirstbar_regular: flag(), islastbar_regular: flag(),\n  };\n  const chart = bars.chart;\n  let previousPeriod = '';\n  let previousRegular = '';\n  for (let i = 0; i < n; i++) {\n    const t = times[i]!;\n    if (chart.isdwm) {\n      for (const k of ['isfirstbar', 'islastbar', 'ismarket', 'isfirstbar_regular', 'islastbar_regular'] as const) out[k][i] = true;\n      continue;\n    }\n    const at = bars.calendar.locate(t);\n    if (!at) {\n      previousPeriod = previousRegular = '';\n      continue;\n    }\n    const close = bars.closeOf(t, chart.period);\n    const [, end] = bars.calendar.periods(at.date)[at.index]!;\n    const period = `${at.date}/${at.index}`;\n    out.isfirstbar[i] = period !== previousPeriod;\n    out.islastbar[i] = close >= end;\n    const regularPeriods = regular.calendar.periods(at.date);\n    const r = regularPeriods.findIndex(([s, e]) => s <= t && t < e);\n    const market = r !== -1;\n    out.ismarket[i] = market;\n    if (!market && regularPeriods.length) {\n      out.ispremarket[i] = t < regularPeriods[0]![0];\n      out.ispostmarket[i] = t >= regularPeriods[regularPeriods.length - 1]![1];\n    }\n    const regularPeriod = market ? `${at.date}/${r}` : '';\n    out.isfirstbar_regular[i] = market && regularPeriod !== previousRegular;\n    out.islastbar_regular[i] = market && close >= regularPeriods[r]![1];\n    previousPeriod = period;\n    previousRegular = regularPeriod;\n  }\n  return out;\n}\n"],
+  "mappings": 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+  "names": ["year"]
+}

package/dist/cjs/session/calendar.d.ts

@@ -0,0 +1,70 @@
+/**
+ * Trading calendar: the session periods of each trading day of a symbol, from the symbol session
+ * information (issue #100).
+ *
+ * Session format (symbol session information, also PineScript session strings):
+ * - periods "HHMM-HHMM", several separated by commas; "24x7" is the whole day, every day
+ * - a period whose end is not after its start ("1700-1600", "1700-1700") starts the day before the
+ *   trading day: the session that opens Sunday 17:00 is Monday's
+ * - "HHMMF<n>" moves a time <n> days before the trading day ("1700F2-1200F1")
+ * - optional days after ":" (1 = Sunday ... 7 = Saturday); without days a symbol session trades Monday to
+ *   Friday ("24x7": every day), and a PineScript session string follows PineScript's rules (one period:
+ *   every day; several periods: Monday to Friday)
+ * - "#YYYYMMDD/<session>" changes the session from that date ("0900-1746#20251201/0800-2200")
+ * - corrections ("session-correction"): "<session>:<dates>;dayoff:<dates>" replace the session of these
+ *   dates (early closes, days off); holidays ("session_holidays") are dates without session
+ */
+/** Session information of a symbol (hours, corrections, holidays). */
+export interface SessionSpec {
+    /** Session hours: "0930-1600", "1700-1600", "24x7", "0400-2000" ... */
+    session: string;
+    /** Exceptions by date (symbol info "session-correction"): "0930-1300:20251128,20251224;dayoff:20250109" */
+    corrections?: string;
+    /** Exchange holidays as "YYYYMMDD" (symbol info "session_holidays"), comma-separated or as an array */
+    holidays?: string | string[];
+}
+/** Date as YYYYMMDD. */
+export type DateNum = number;
+export declare const toDateNum: (y: number, m: number, d: number) => DateNum;
+export declare const addDays: (date: DateNum, n: number) => DateNum;
+/** 1 = Sunday ... 7 = Saturday */
+export declare const weekdayOf: (date: DateNum) => number;
+/** 00:00 UTC of the date, in ms (PineScript `time_tradingday`). */
+export declare const dateUtcMs: (date: DateNum) => number;
+/** Session periods of every trading day of a symbol, as UNIX times (ms). */
+export declare class TradingCalendar {
+    readonly timezone: string;
+    private readonly versions;
+    private readonly corrections;
+    private readonly holidays;
+    private readonly cache;
+    /**
+     * @param timezone - Time zone of the session hours (the exchange time zone)
+     * @param spec - Session information (hours, corrections, holidays)
+     * @param rule - Days without ":days": 'symbol' (Monday to Friday) or 'pine' (PineScript session strings)
+     */
+    constructor(timezone: string, spec: SessionSpec, rule?: 'symbol' | 'pine');
+    /** Session periods [start, end) of the trading day `date`; empty when the day has no session. */
+    periods(date: DateNum): Array<[number, number]>;
+    isTradingDay(date: DateNum): boolean;
+    /**
+     * Trading day and period of a time: the period that contains it, else the last period that started
+     * before it. Null when no trading day is found near the time.
+     */
+    locate(time: number): {
+        date: DateNum;
+        index: number;
+        inside: boolean;
+    } | null;
+    /** First trading day in [from, to] (dates), or null. */
+    firstTradingDay(from: DateNum, to: DateNum): DateNum | null;
+    /** Last trading day in [from, to] (dates), or null. */
+    lastTradingDay(from: DateNum, to: DateNum): DateNum | null;
+}
+/** Monday of the week of `date` (weeks run Monday to Sunday). */
+export declare const weekStart: (date: DateNum) => DateNum;
+/** First day of the month of `date`. */
+export declare const monthStart: (date: DateNum) => DateNum;
+/** Last day of the month of `date`. */
+export declare const monthEnd: (date: DateNum) => DateNum;
+//# sourceMappingURL=calendar.d.ts.map

package/dist/cjs/session/calendar.d.ts.map

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package/dist/cjs/session/calendar.js

@@ -0,0 +1,164 @@
+"use strict";
+var __defProp = Object.defineProperty;
+var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
+var __getOwnPropNames = Object.getOwnPropertyNames;
+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 __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
+var calendar_exports = {};
+__export(calendar_exports, {
+  TradingCalendar: () => TradingCalendar,
+  addDays: () => addDays,
+  dateUtcMs: () => dateUtcMs,
+  monthEnd: () => monthEnd,
+  monthStart: () => monthStart,
+  toDateNum: () => toDateNum,
+  weekStart: () => weekStart,
+  weekdayOf: () => weekdayOf
+});
+module.exports = __toCommonJS(calendar_exports);
+var import_timezone = require("../time/timezone.js");
+const toDateNum = (y, m, d) => y * 1e4 + m * 100 + d;
+const utcOf = (date) => Date.UTC(Math.floor(date / 1e4), Math.floor(date / 100) % 100 - 1, date % 100);
+const fromUtc = (ms) => {
+  const d = new Date(ms);
+  return toDateNum(d.getUTCFullYear(), d.getUTCMonth() + 1, d.getUTCDate());
+};
+const addDays = (date, n) => fromUtc(utcOf(date) + n * 864e5);
+const weekdayOf = (date) => new Date(utcOf(date)).getUTCDay() + 1;
+const dateUtcMs = utcOf;
+function parseTime(token, spec) {
+  const m = /^(\d{2})(\d{2})(?:F(\d+))?$/.exec(token.trim());
+  if (!m) throw new SyntaxError(`Invalid session "${spec}"`);
+  return { minutes: Number(m[1]) * 60 + Number(m[2]), offset: m[3] === void 0 ? void 0 : Number(m[3]) };
+}
+function parsePeriods(text, spec) {
+  if (text.trim() === "24x7") return [{ start: 0, end: 1440, startOffset: 0, endOffset: 0 }];
+  return text.split(",").map((p) => {
+    const [a = "", b = ""] = p.split("-");
+    const s = parseTime(a, spec);
+    const e = parseTime(b, spec);
+    if (s.minutes === 0 && e.minutes === 0 && s.offset === void 0 && e.offset === void 0) {
+      return { start: 0, end: 1440, startOffset: 0, endOffset: 0 };
+    }
+    return {
+      start: s.minutes,
+      end: e.minutes,
+      startOffset: s.offset ?? (e.minutes <= s.minutes ? 1 : 0),
+      endOffset: e.offset ?? 0
+    };
+  });
+}
+function parseVersion(text, from, spec, rule) {
+  const [periodText = "", dayText] = text.trim().split(":");
+  const periods = parsePeriods(periodText, spec);
+  const allDays = periodText.trim() === "24x7" || rule === "pine" && periods.length === 1;
+  const digits = dayText ?? (allDays ? "1234567" : "23456");
+  if (!/^[1-7]+$/.test(digits)) throw new SyntaxError(`Invalid session days in "${spec}"`);
+  const days = new Array(8).fill(false);
+  for (const d of digits) days[Number(d)] = true;
+  return { from, periods, days };
+}
+class TradingCalendar {
+  /**
+   * @param timezone - Time zone of the session hours (the exchange time zone)
+   * @param spec - Session information (hours, corrections, holidays)
+   * @param rule - Days without ":days": 'symbol' (Monday to Friday) or 'pine' (PineScript session strings)
+   */
+  constructor(timezone, spec, rule = "symbol") {
+    this.timezone = timezone;
+    const [first = "", ...changes] = spec.session.split("#");
+    this.versions = [parseVersion(first, 0, spec.session, rule)];
+    for (const change of changes) {
+      const m = /^(\d{8})\/(.+)$/.exec(change.trim());
+      if (!m) throw new SyntaxError(`Invalid session change in "${spec.session}"`);
+      this.versions.push(parseVersion(m[2], Number(m[1]), spec.session, rule));
+    }
+    for (const part of (spec.corrections ?? "").split(";").filter((p) => p.trim())) {
+      const i = part.lastIndexOf(":");
+      const text = part.slice(0, i).trim();
+      const periods = text === "dayoff" ? null : parsePeriods(text, part);
+      for (const date of part.slice(i + 1).split(",")) this.corrections.set(Number(date), periods);
+    }
+    const holidays = Array.isArray(spec.holidays) ? spec.holidays : (spec.holidays ?? "").split(",");
+    this.holidays = new Set(holidays.filter((h) => h.trim()).map(Number));
+  }
+  timezone;
+  versions;
+  corrections = /* @__PURE__ */ new Map();
+  holidays;
+  cache = /* @__PURE__ */ new Map();
+  /** Session periods [start, end) of the trading day `date`; empty when the day has no session. */
+  periods(date) {
+    let out = this.cache.get(date);
+    if (out) return out;
+    let periods = [];
+    const correction = this.corrections.get(date);
+    if (correction !== void 0) {
+      periods = correction ?? [];
+    } else if (!this.holidays.has(date)) {
+      const version = [...this.versions].reverse().find((v) => v.from <= date);
+      if (version.days[weekdayOf(date)]) periods = version.periods;
+    }
+    const y = Math.floor(date / 1e4);
+    const m = Math.floor(date / 100) % 100;
+    const d = date % 100;
+    out = periods.map((p) => [
+      (0, import_timezone.zonedToUnix)(this.timezone, y, m, d - p.startOffset, Math.floor(p.start / 60), p.start % 60),
+      (0, import_timezone.zonedToUnix)(this.timezone, y, m, d - p.endOffset, Math.floor(p.end / 60), p.end % 60)
+    ]);
+    this.cache.set(date, out);
+    return out;
+  }
+  isTradingDay(date) {
+    return this.periods(date).length > 0;
+  }
+  /**
+   * Trading day and period of a time: the period that contains it, else the last period that started
+   * before it. Null when no trading day is found near the time.
+   */
+  locate(time) {
+    const f = (0, import_timezone.zonedFields)(time, this.timezone);
+    const local = toDateNum(f.year, f.month, f.day);
+    for (let k = 0; k <= 5; k++) {
+      const date = addDays(local, k);
+      const index = this.periods(date).findIndex(([s, e]) => s <= time && time < e);
+      if (index !== -1) return { date, index, inside: true };
+    }
+    for (let k = 5; k >= -7; k--) {
+      const date = addDays(local, k);
+      const periods = this.periods(date);
+      let index = -1;
+      periods.forEach(([s], i) => {
+        if (s <= time) index = i;
+      });
+      if (index !== -1) return { date, index, inside: false };
+    }
+    return null;
+  }
+  /** First trading day in [from, to] (dates), or null. */
+  firstTradingDay(from, to) {
+    for (let date = from; date <= to; date = addDays(date, 1)) if (this.isTradingDay(date)) return date;
+    return null;
+  }
+  /** Last trading day in [from, to] (dates), or null. */
+  lastTradingDay(from, to) {
+    for (let date = to; date >= from; date = addDays(date, -1)) if (this.isTradingDay(date)) return date;
+    return null;
+  }
+}
+const weekStart = (date) => addDays(date, -((weekdayOf(date) + 5) % 7));
+const monthStart = (date) => Math.floor(date / 100) * 100 + 1;
+const monthEnd = (date) => addDays(monthStart(addDays(monthStart(date), 32)), -1);
+//# sourceMappingURL=calendar.js.map

package/dist/cjs/session/calendar.js.map

@@ -0,0 +1,7 @@
+{
+  "version": 3,
+  "sources": ["../../../src/session/calendar.ts"],
+  "sourcesContent": ["/**\n * Trading calendar: the session periods of each trading day of a symbol, from the symbol session\n * information (issue #100).\n *\n * Session format (symbol session information, also PineScript session strings):\n * - periods \"HHMM-HHMM\", several separated by commas; \"24x7\" is the whole day, every day\n * - a period whose end is not after its start (\"1700-1600\", \"1700-1700\") starts the day before the\n *   trading day: the session that opens Sunday 17:00 is Monday's\n * - \"HHMMF<n>\" moves a time <n> days before the trading day (\"1700F2-1200F1\")\n * - optional days after \":\" (1 = Sunday ... 7 = Saturday); without days a symbol session trades Monday to\n *   Friday (\"24x7\": every day), and a PineScript session string follows PineScript's rules (one period:\n *   every day; several periods: Monday to Friday)\n * - \"#YYYYMMDD/<session>\" changes the session from that date (\"0900-1746#20251201/0800-2200\")\n * - corrections (\"session-correction\"): \"<session>:<dates>;dayoff:<dates>\" replace the session of these\n *   dates (early closes, days off); holidays (\"session_holidays\") are dates without session\n */\n\nimport { zonedFields, zonedToUnix } from '../time/timezone.js';\n\n/** Session information of a symbol (hours, corrections, holidays). */\nexport interface SessionSpec {\n  /** Session hours: \"0930-1600\", \"1700-1600\", \"24x7\", \"0400-2000\" ... */\n  session: string;\n  /** Exceptions by date (symbol info \"session-correction\"): \"0930-1300:20251128,20251224;dayoff:20250109\" */\n  corrections?: string;\n  /** Exchange holidays as \"YYYYMMDD\" (symbol info \"session_holidays\"), comma-separated or as an array */\n  holidays?: string | string[];\n}\n\n/** Date as YYYYMMDD. */\nexport type DateNum = number;\n\ninterface Period {\n  /** Minutes after midnight */\n  start: number;\n  end: number;\n  /** Days before the trading day */\n  startOffset: number;\n  endOffset: number;\n}\n\ninterface Version {\n  from: DateNum;\n  periods: Period[];\n  /** Index 1 (Sunday) to 7 (Saturday) */\n  days: boolean[];\n}\n\nexport const toDateNum = (y: number, m: number, d: number): DateNum => y * 10000 + m * 100 + d;\nconst utcOf = (date: DateNum): number => Date.UTC(Math.floor(date / 10000), Math.floor(date / 100) % 100 - 1, date % 100);\nconst fromUtc = (ms: number): DateNum => {\n  const d = new Date(ms);\n  return toDateNum(d.getUTCFullYear(), d.getUTCMonth() + 1, d.getUTCDate());\n};\nexport const addDays = (date: DateNum, n: number): DateNum => fromUtc(utcOf(date) + n * 86_400_000);\n/** 1 = Sunday ... 7 = Saturday */\nexport const weekdayOf = (date: DateNum): number => new Date(utcOf(date)).getUTCDay() + 1;\n/** 00:00 UTC of the date, in ms (PineScript `time_tradingday`). */\nexport const dateUtcMs = utcOf;\n\nfunction parseTime(token: string, spec: string): { minutes: number; offset?: number } {\n  const m = /^(\\d{2})(\\d{2})(?:F(\\d+))?$/.exec(token.trim());\n  if (!m) throw new SyntaxError(`Invalid session \"${spec}\"`);\n  return { minutes: Number(m[1]) * 60 + Number(m[2]), offset: m[3] === undefined ? undefined : Number(m[3]) };\n}\n\nfunction parsePeriods(text: string, spec: string): Period[] {\n  if (text.trim() === '24x7') return [{ start: 0, end: 1440, startOffset: 0, endOffset: 0 }];\n  return text.split(',').map((p) => {\n    const [a = '', b = ''] = p.split('-');\n    const s = parseTime(a, spec);\n    const e = parseTime(b, spec);\n    if (s.minutes === 0 && e.minutes === 0 && s.offset === undefined && e.offset === undefined) {\n      return { start: 0, end: 1440, startOffset: 0, endOffset: 0 };\n    }\n    return {\n      start: s.minutes,\n      end: e.minutes,\n      startOffset: s.offset ?? (e.minutes <= s.minutes ? 1 : 0),\n      endOffset: e.offset ?? 0,\n    };\n  });\n}\n\nfunction parseVersion(text: string, from: DateNum, spec: string, rule: 'symbol' | 'pine'): Version {\n  const [periodText = '', dayText] = text.trim().split(':');\n  const periods = parsePeriods(periodText, spec);\n  const allDays = periodText.trim() === '24x7' || (rule === 'pine' && periods.length === 1);\n  const digits = dayText ?? (allDays ? '1234567' : '23456');\n  if (!/^[1-7]+$/.test(digits)) throw new SyntaxError(`Invalid session days in \"${spec}\"`);\n  const days = new Array<boolean>(8).fill(false);\n  for (const d of digits) days[Number(d)] = true;\n  return { from, periods, days };\n}\n\n/** Session periods of every trading day of a symbol, as UNIX times (ms). */\nexport class TradingCalendar {\n  private readonly versions: Version[];\n  private readonly corrections = new Map<DateNum, Period[] | null>();\n  private readonly holidays: Set<DateNum>;\n  private readonly cache = new Map<DateNum, Array<[number, number]>>();\n\n  /**\n   * @param timezone - Time zone of the session hours (the exchange time zone)\n   * @param spec - Session information (hours, corrections, holidays)\n   * @param rule - Days without \":days\": 'symbol' (Monday to Friday) or 'pine' (PineScript session strings)\n   */\n  constructor(\n    readonly timezone: string,\n    spec: SessionSpec,\n    rule: 'symbol' | 'pine' = 'symbol'\n  ) {\n    const [first = '', ...changes] = spec.session.split('#');\n    this.versions = [parseVersion(first, 0, spec.session, rule)];\n    for (const change of changes) {\n      const m = /^(\\d{8})\\/(.+)$/.exec(change.trim());\n      if (!m) throw new SyntaxError(`Invalid session change in \"${spec.session}\"`);\n      this.versions.push(parseVersion(m[2]!, Number(m[1]), spec.session, rule));\n    }\n    for (const part of (spec.corrections ?? '').split(';').filter((p) => p.trim())) {\n      const i = part.lastIndexOf(':');\n      const text = part.slice(0, i).trim();\n      const periods = text === 'dayoff' ? null : parsePeriods(text, part);\n      for (const date of part.slice(i + 1).split(',')) this.corrections.set(Number(date), periods);\n    }\n    const holidays = Array.isArray(spec.holidays) ? spec.holidays : (spec.holidays ?? '').split(',');\n    this.holidays = new Set(holidays.filter((h) => h.trim()).map(Number));\n  }\n\n  /** Session periods [start, end) of the trading day `date`; empty when the day has no session. */\n  periods(date: DateNum): Array<[number, number]> {\n    let out = this.cache.get(date);\n    if (out) return out;\n    let periods: Period[] = [];\n    const correction = this.corrections.get(date);\n    if (correction !== undefined) {\n      periods = correction ?? [];\n    } else if (!this.holidays.has(date)) {\n      const version = [...this.versions].reverse().find((v) => v.from <= date)!;\n      if (version.days[weekdayOf(date)]) periods = version.periods;\n    }\n    const y = Math.floor(date / 10000);\n    const m = Math.floor(date / 100) % 100;\n    const d = date % 100;\n    out = periods.map((p) => [\n      zonedToUnix(this.timezone, y, m, d - p.startOffset, Math.floor(p.start / 60), p.start % 60),\n      zonedToUnix(this.timezone, y, m, d - p.endOffset, Math.floor(p.end / 60), p.end % 60),\n    ]);\n    this.cache.set(date, out);\n    return out;\n  }\n\n  isTradingDay(date: DateNum): boolean {\n    return this.periods(date).length > 0;\n  }\n\n  /**\n   * Trading day and period of a time: the period that contains it, else the last period that started\n   * before it. Null when no trading day is found near the time.\n   */\n  locate(time: number): { date: DateNum; index: number; inside: boolean } | null {\n    const f = zonedFields(time, this.timezone);\n    const local = toDateNum(f.year, f.month, f.day);\n    for (let k = 0; k <= 5; k++) {\n      const date = addDays(local, k);\n      const index = this.periods(date).findIndex(([s, e]) => s <= time && time < e);\n      if (index !== -1) return { date, index, inside: true };\n    }\n    for (let k = 5; k >= -7; k--) {\n      const date = addDays(local, k);\n      const periods = this.periods(date);\n      let index = -1;\n      periods.forEach(([s], i) => {\n        if (s <= time) index = i;\n      });\n      if (index !== -1) return { date, index, inside: false };\n    }\n    return null;\n  }\n\n  /** First trading day in [from, to] (dates), or null. */\n  firstTradingDay(from: DateNum, to: DateNum): DateNum | null {\n    for (let date = from; date <= to; date = addDays(date, 1)) if (this.isTradingDay(date)) return date;\n    return null;\n  }\n\n  /** Last trading day in [from, to] (dates), or null. */\n  lastTradingDay(from: DateNum, to: DateNum): DateNum | null {\n    for (let date = to; date >= from; date = addDays(date, -1)) if (this.isTradingDay(date)) return date;\n    return null;\n  }\n}\n\n/** Monday of the week of `date` (weeks run Monday to Sunday). */\nexport const weekStart = (date: DateNum): DateNum => addDays(date, -((weekdayOf(date) + 5) % 7));\n/** First day of the month of `date`. */\nexport const monthStart = (date: DateNum): DateNum => Math.floor(date / 100) * 100 + 1;\n/** Last day of the month of `date`. */\nexport const monthEnd = (date: DateNum): DateNum => addDays(monthStart(addDays(monthStart(date), 32)), -1);\n"],
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+  "names": []
+}

package/dist/cjs/str/dateformat.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Date patterns of `str.format_time` and `str.format("{0,date,...}")`, as PineScript formats them
+ * (Java SimpleDateFormat letters, English names):
+ *
+ * y year, M month (M, MM, MMM, MMMM), d day, E weekday (EEE, EEEE), u weekday number (1 = Monday),
+ * D day of year, w week of year (weeks start on Sunday, week 1 contains 1 January), H hour 0-23,
+ * k hour 1-24, K hour 0-11, h hour 1-12, a AM/PM, m minute, s second, S millisecond,
+ * Z offset (+0530), z time zone name, 'text' literal text ('' is a quote).
+ *
+ * `z` gives "UTC" for Etc/UTC, "GMT" for "UTC"/"GMT", "GMT+05:00" for other offsets, and the
+ * host's short English name for IANA zones (PineScript's names can differ, e.g. "IST" for Asia/Kolkata).
+ */
+/** Formats a UNIX time (ms) with a SimpleDateFormat pattern in `timezone`. */
+export declare function formatDate(time: number, pattern: string, timezone: string): string;
+//# sourceMappingURL=dateformat.d.ts.map

package/dist/cjs/str/dateformat.d.ts.map

@@ -0,0 +1 @@
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