oakscriptjs 0.8.1 → 0.9.0

package/dist/cjs/ta-series.js

@@ -0,0 +1,606 @@
+"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 ta_series_exports = {};
+__export(ta_series_exports, {
+  accdist: () => accdist,
+  alma: () => alma,
+  atr: () => atr,
+  barssince: () => barssince,
+  bb: () => bb,
+  bbw: () => bbw,
+  cci: () => cci,
+  change: () => change,
+  cmo: () => cmo,
+  cog: () => cog,
+  correlation: () => correlation,
+  cross: () => cross,
+  crossover: () => crossover,
+  crossunder: () => crossunder,
+  cum: () => cum,
+  dev: () => dev,
+  dmi: () => dmi,
+  ema: () => ema,
+  falling: () => falling,
+  highest: () => highest,
+  highestbars: () => highestbars,
+  hma: () => hma,
+  ichimoku: () => ichimoku,
+  iii: () => iii,
+  kc: () => kc,
+  kcw: () => kcw,
+  linreg: () => linreg,
+  lowest: () => lowest,
+  lowestbars: () => lowestbars,
+  macd: () => macd,
+  max: () => max,
+  median: () => median,
+  mfi: () => mfi,
+  min: () => min,
+  mode: () => mode,
+  mom: () => mom,
+  nvi: () => nvi,
+  obv: () => obv,
+  percentile_linear_interpolation: () => percentile_linear_interpolation,
+  percentile_nearest_rank: () => percentile_nearest_rank,
+  percentrank: () => percentrank,
+  pivothigh: () => pivothigh,
+  pivotlow: () => pivotlow,
+  pvi: () => pvi,
+  pvt: () => pvt,
+  range: () => range,
+  rci: () => rci,
+  rising: () => rising,
+  rma: () => rma,
+  roc: () => roc,
+  rsi: () => rsi,
+  sar: () => sar,
+  sma: () => sma,
+  stdev: () => stdev,
+  stoch: () => stoch,
+  supertrend: () => supertrend,
+  swma: () => swma,
+  ta: () => ta,
+  tr: () => tr,
+  tsi: () => tsi,
+  valuewhen: () => valuewhen,
+  variance: () => variance,
+  vwap: () => vwap,
+  vwapBands: () => vwapBands,
+  vwma: () => vwma,
+  wad: () => wad,
+  wma: () => wma,
+  wpr: () => wpr,
+  wvad: () => wvad,
+  zigzag: () => zigzag
+});
+module.exports = __toCommonJS(ta_series_exports);
+var taCore = __toESM(require("./ta/index.js"), 1);
+var import_series = require("./runtime/series.js");
+function sma(source, length) {
+  const bars = source.bars;
+  const sourceValues = source.toArray();
+  const result = taCore.sma(sourceValues, length);
+  return import_series.Series.fromArray(bars, result);
+}
+function ema(source, length) {
+  const bars = source.bars;
+  const sourceValues = source.toArray();
+  const result = taCore.ema(sourceValues, length);
+  return import_series.Series.fromArray(bars, result);
+}
+function wma(source, length) {
+  const bars = source.bars;
+  const sourceValues = source.toArray();
+  const result = taCore.wma(sourceValues, length);
+  return import_series.Series.fromArray(bars, result);
+}
+function rma(source, length) {
+  const bars = source.bars;
+  const sourceValues = source.toArray();
+  const result = taCore.rma(sourceValues, length);
+  return import_series.Series.fromArray(bars, result);
+}
+function rsi(source, length) {
+  const bars = source.bars;
+  const sourceValues = source.toArray();
+  const result = taCore.rsi(sourceValues, length);
+  return import_series.Series.fromArray(bars, result);
+}
+function macd(source, fastLength, slowLength, signalLength) {
+  const bars = source.bars;
+  const sourceValues = source.toArray();
+  const [macdVals, signalVals, histVals] = taCore.macd(sourceValues, fastLength, slowLength, signalLength);
+  const macdSeries = import_series.Series.fromArray(bars, macdVals);
+  const signalSeries = import_series.Series.fromArray(bars, signalVals);
+  const histSeries = import_series.Series.fromArray(bars, histVals);
+  return [macdSeries, signalSeries, histSeries];
+}
+function bb(source, length, mult) {
+  const bars = source.bars;
+  const sourceValues = source.toArray();
+  const [upperVals, basisVals, lowerVals] = taCore.bb(sourceValues, length, mult);
+  const upperSeries = import_series.Series.fromArray(bars, upperVals);
+  const basisSeries = import_series.Series.fromArray(bars, basisVals);
+  const lowerSeries = import_series.Series.fromArray(bars, lowerVals);
+  return [upperSeries, basisSeries, lowerSeries];
+}
+function stdev(source, length, biased = true) {
+  const bars = source.bars;
+  return import_series.Series.fromArray(bars, taCore.stdev(source.toArray(), length, biased));
+}
+function atr(bars, length) {
+  const high = bars.map((b) => b.high);
+  const low = bars.map((b) => b.low);
+  const close = bars.map((b) => b.close);
+  const result = taCore.atr(length, high, low, close);
+  return import_series.Series.fromArray(bars, result);
+}
+function tr(bars, handle_na = false) {
+  const high = bars.map((b) => b.high);
+  const low = bars.map((b) => b.low);
+  const close = bars.map((b) => b.close);
+  const result = taCore.tr(handle_na, high, low, close);
+  return import_series.Series.fromArray(bars, result);
+}
+const col = (bars, f) => bars.map((b) => b[f] ?? NaN);
+function obv(bars) {
+  return import_series.Series.fromArray(bars, taCore.obv(col(bars, "close"), col(bars, "volume")));
+}
+function pvt(bars) {
+  return import_series.Series.fromArray(bars, taCore.pvt(col(bars, "close"), col(bars, "volume")));
+}
+function accdist(bars) {
+  return import_series.Series.fromArray(
+    bars,
+    taCore.accdist(col(bars, "high"), col(bars, "low"), col(bars, "close"), col(bars, "volume"))
+  );
+}
+function nvi(bars) {
+  return import_series.Series.fromArray(bars, taCore.nvi(col(bars, "close"), col(bars, "volume")));
+}
+function pvi(bars) {
+  return import_series.Series.fromArray(bars, taCore.pvi(col(bars, "close"), col(bars, "volume")));
+}
+function iii(bars) {
+  return import_series.Series.fromArray(
+    bars,
+    taCore.iii(col(bars, "high"), col(bars, "low"), col(bars, "close"), col(bars, "volume"))
+  );
+}
+function wad(bars) {
+  return import_series.Series.fromArray(bars, taCore.wad(col(bars, "high"), col(bars, "low"), col(bars, "close")));
+}
+function wvad(bars) {
+  return import_series.Series.fromArray(
+    bars,
+    taCore.wvad(col(bars, "open"), col(bars, "high"), col(bars, "low"), col(bars, "close"), col(bars, "volume"))
+  );
+}
+function stoch(source, high, low, length) {
+  const bars = source.bars;
+  const sourceValues = source.toArray();
+  const highValues = high.toArray();
+  const lowValues = low.toArray();
+  const result = taCore.stoch(sourceValues, highValues, lowValues, length);
+  return import_series.Series.fromArray(bars, result);
+}
+function crossover(source1, source2) {
+  const bars = source1.bars;
+  const vals1 = source1.toArray();
+  const vals2 = typeof source2 === "number" ? Array(bars.length).fill(source2) : source2.toArray();
+  const result = taCore.crossover(vals1, vals2);
+  const numResult = result.map((b) => b ? 1 : 0);
+  return import_series.Series.fromArray(bars, numResult);
+}
+function crossunder(source1, source2) {
+  const bars = source1.bars;
+  const vals1 = source1.toArray();
+  const vals2 = typeof source2 === "number" ? Array(bars.length).fill(source2) : source2.toArray();
+  const result = taCore.crossunder(vals1, vals2);
+  const numResult = result.map((b) => b ? 1 : 0);
+  return import_series.Series.fromArray(bars, numResult);
+}
+function cross(source1, source2) {
+  const bars = source1.bars;
+  const vals1 = source1.toArray();
+  const vals2 = typeof source2 === "number" ? Array(bars.length).fill(source2) : source2.toArray();
+  const result = taCore.cross(vals1, vals2);
+  const numResult = result.map((b) => b ? 1 : 0);
+  return import_series.Series.fromArray(bars, numResult);
+}
+function change(source, length = 1) {
+  const bars = source.bars;
+  const sourceValues = source.toArray();
+  const result = taCore.change(sourceValues, length);
+  return import_series.Series.fromArray(bars, result);
+}
+function mom(source, length) {
+  const bars = source.bars;
+  const sourceValues = source.toArray();
+  const result = taCore.mom(sourceValues, length);
+  return import_series.Series.fromArray(bars, result);
+}
+function roc(source, length) {
+  const bars = source.bars;
+  const sourceValues = source.toArray();
+  const result = taCore.roc(sourceValues, length);
+  return import_series.Series.fromArray(bars, result);
+}
+function highest(source, length) {
+  const bars = source.bars;
+  const sourceValues = source.toArray();
+  const result = taCore.highest(sourceValues, length);
+  return import_series.Series.fromArray(bars, result);
+}
+function lowest(source, length) {
+  const bars = source.bars;
+  const sourceValues = source.toArray();
+  const result = taCore.lowest(sourceValues, length);
+  return import_series.Series.fromArray(bars, result);
+}
+function rising(source, length) {
+  const bars = source.bars;
+  const sourceValues = source.toArray();
+  const result = taCore.rising(sourceValues, length);
+  const numResult = result.map((b) => b ? 1 : 0);
+  return import_series.Series.fromArray(bars, numResult);
+}
+function falling(source, length) {
+  const bars = source.bars;
+  const sourceValues = source.toArray();
+  const result = taCore.falling(sourceValues, length);
+  const numResult = result.map((b) => b ? 1 : 0);
+  return import_series.Series.fromArray(bars, numResult);
+}
+function cum(source) {
+  const bars = source.bars;
+  const sourceValues = source.toArray();
+  const result = taCore.cum(sourceValues);
+  return import_series.Series.fromArray(bars, result);
+}
+function supertrend(bars, factor, atrLength) {
+  const high = bars.map((b) => b.high);
+  const low = bars.map((b) => b.low);
+  const close = bars.map((b) => b.close);
+  const [trendVals, dirVals] = taCore.supertrend(factor, atrLength, high, low, close);
+  const trendSeries = import_series.Series.fromArray(bars, trendVals);
+  const dirSeries = import_series.Series.fromArray(bars, dirVals);
+  return [trendSeries, dirSeries];
+}
+function vwap(source, volume, anchor) {
+  const bars = source.bars;
+  return import_series.Series.fromArray(bars, taCore.vwap(source.toArray(), volume.toArray(), anchor?.toArray()));
+}
+function vwapBands(source, volume, anchor, stdev_mult) {
+  const bars = source.bars;
+  const [m, u, l] = taCore.vwap(source.toArray(), volume.toArray(), anchor?.toArray(), stdev_mult);
+  return [import_series.Series.fromArray(bars, m), import_series.Series.fromArray(bars, u), import_series.Series.fromArray(bars, l)];
+}
+function ichimoku(bars, conversionPeriods, basePeriods, laggingSpan2Periods, displacement) {
+  const high = bars.map((b) => b.high);
+  const low = bars.map((b) => b.low);
+  const close = bars.map((b) => b.close);
+  const [tenkan, kijun, senkouA, senkouB, chikou] = taCore.ichimoku(
+    conversionPeriods,
+    basePeriods,
+    laggingSpan2Periods,
+    displacement,
+    high,
+    low,
+    close
+  );
+  return [
+    import_series.Series.fromArray(bars, tenkan),
+    import_series.Series.fromArray(bars, kijun),
+    import_series.Series.fromArray(bars, senkouA),
+    import_series.Series.fromArray(bars, senkouB),
+    import_series.Series.fromArray(bars, chikou)
+  ];
+}
+function vwma(source, length, volume) {
+  const bars = source.bars;
+  const sourceValues = source.toArray();
+  const volumeValues = volume.toArray();
+  const result = taCore.vwma(sourceValues, length, volumeValues);
+  return import_series.Series.fromArray(bars, result);
+}
+function linreg(source, length, offset = 0) {
+  const bars = source.bars;
+  const sourceValues = source.toArray();
+  const result = taCore.linreg(sourceValues, length, offset);
+  return import_series.Series.fromArray(bars, result);
+}
+function alma(source, length = 9, offset = 0.85, sigma = 6, floor = false) {
+  const bars = source.bars;
+  const sourceValues = source.toArray();
+  const result = taCore.alma(sourceValues, length, offset, sigma, floor);
+  return import_series.Series.fromArray(bars, result);
+}
+function zigzag(bars, deviation = 5, depth = 10, backstep = 3) {
+  const high = bars.map((b) => b.high);
+  const low = bars.map((b) => b.low);
+  const [zigzagVals, dirVals, pivotVals] = taCore.zigzag(
+    deviation,
+    depth,
+    backstep,
+    void 0,
+    high,
+    low
+  );
+  return [
+    import_series.Series.fromArray(bars, zigzagVals),
+    import_series.Series.fromArray(bars, dirVals),
+    import_series.Series.fromArray(bars, pivotVals.map((b) => b ? 1 : 0))
+  ];
+}
+function cci(source, length) {
+  const bars = source.bars;
+  const sourceValues = source.toArray();
+  const result = taCore.cci(sourceValues, length);
+  return import_series.Series.fromArray(bars, result);
+}
+function sar(bars, start = 0.02, inc = 0.02, max2 = 0.2) {
+  const high = bars.map((b) => b.high);
+  const low = bars.map((b) => b.low);
+  const close = bars.map((b) => b.close);
+  const result = taCore.sar(start, inc, max2, high, low, close);
+  return import_series.Series.fromArray(bars, result);
+}
+function dev(source, length) {
+  const bars = source.bars;
+  const result = taCore.dev(source.toArray(), length);
+  return import_series.Series.fromArray(bars, result);
+}
+function variance(source, length, biased = true) {
+  const bars = source.bars;
+  const result = taCore.variance(source.toArray(), length, biased);
+  return import_series.Series.fromArray(bars, result);
+}
+function median(source, length) {
+  const bars = source.bars;
+  const result = taCore.median(source.toArray(), length);
+  return import_series.Series.fromArray(bars, result);
+}
+function swma(source) {
+  const bars = source.bars;
+  const result = taCore.swma(source.toArray());
+  return import_series.Series.fromArray(bars, result);
+}
+function correlation(source1, source2, length) {
+  const bars = source1.bars;
+  const result = taCore.correlation(source1.toArray(), source2.toArray(), length);
+  return import_series.Series.fromArray(bars, result);
+}
+function percentrank(source, length) {
+  const bars = source.bars;
+  const result = taCore.percentrank(source.toArray(), length);
+  return import_series.Series.fromArray(bars, result);
+}
+function mfi(source, length, volume) {
+  const bars = source.bars;
+  const result = taCore.mfi(source.toArray(), length, volume.toArray());
+  return import_series.Series.fromArray(bars, result);
+}
+function hma(source, length) {
+  const bars = source.bars;
+  const result = taCore.hma(source.toArray(), length);
+  return import_series.Series.fromArray(bars, result);
+}
+function pivothigh(source, leftbars, rightbars) {
+  const bars = source.bars;
+  const result = taCore.pivothigh(source.toArray(), leftbars, rightbars);
+  return import_series.Series.fromArray(bars, result);
+}
+function pivotlow(source, leftbars, rightbars) {
+  const bars = source.bars;
+  const result = taCore.pivotlow(source.toArray(), leftbars, rightbars);
+  return import_series.Series.fromArray(bars, result);
+}
+function barssince(condition) {
+  const bars = condition.bars;
+  const boolValues = condition.toArray().map((v) => v === 1);
+  const result = taCore.barssince(boolValues);
+  return import_series.Series.fromArray(bars, result);
+}
+function valuewhen(condition, source, occurrence) {
+  const bars = condition.bars;
+  const boolValues = condition.toArray().map((v) => v === 1);
+  const result = taCore.valuewhen(boolValues, source.toArray(), occurrence);
+  return import_series.Series.fromArray(bars, result);
+}
+function dmi(bars, diLength, adxSmoothing) {
+  const high = bars.map((b) => b.high);
+  const low = bars.map((b) => b.low);
+  const close = bars.map((b) => b.close);
+  const [plusDI, minusDI, adx] = taCore.dmi(diLength, adxSmoothing, high, low, close);
+  return [
+    import_series.Series.fromArray(bars, plusDI),
+    import_series.Series.fromArray(bars, minusDI),
+    import_series.Series.fromArray(bars, adx)
+  ];
+}
+function tsi(source, shortLength, longLength) {
+  const bars = source.bars;
+  const result = taCore.tsi(source.toArray(), shortLength, longLength);
+  return import_series.Series.fromArray(bars, result);
+}
+function cmo(source, length) {
+  const bars = source.bars;
+  const result = taCore.cmo(source.toArray(), length);
+  return import_series.Series.fromArray(bars, result);
+}
+function kc(bars, source, length, mult, useTrueRange = true) {
+  const high = bars.map((b) => b.high);
+  const low = bars.map((b) => b.low);
+  const close = bars.map((b) => b.close);
+  const [middle, upper, lower] = taCore.kc(source.toArray(), length, mult, useTrueRange, high, low, close);
+  return [
+    import_series.Series.fromArray(bars, middle),
+    import_series.Series.fromArray(bars, upper),
+    import_series.Series.fromArray(bars, lower)
+  ];
+}
+function bbw(source, length, mult) {
+  const bars = source.bars;
+  const result = taCore.bbw(source.toArray(), length, mult);
+  return import_series.Series.fromArray(bars, result);
+}
+function wpr(bars, length = 14) {
+  const high = bars.map((b) => b.high);
+  const low = bars.map((b) => b.low);
+  const close = bars.map((b) => b.close);
+  const result = taCore.wpr(high, low, close, length);
+  return import_series.Series.fromArray(bars, result);
+}
+function kcw(bars, source, length = 20, mult = 2, useTrueRange = true) {
+  const high = bars.map((b) => b.high);
+  const low = bars.map((b) => b.low);
+  const close = bars.map((b) => b.close);
+  const result = taCore.kcw(source.toArray(), length, mult, useTrueRange, high, low, close);
+  return import_series.Series.fromArray(bars, result);
+}
+function range(source, length) {
+  const bars = source.bars;
+  return import_series.Series.fromArray(bars, taCore.range(source.toArray(), length));
+}
+function highestbars(source, length) {
+  const bars = source.bars;
+  const result = taCore.highestbars(source.toArray(), length);
+  return import_series.Series.fromArray(bars, result);
+}
+function lowestbars(source, length) {
+  const bars = source.bars;
+  const result = taCore.lowestbars(source.toArray(), length);
+  return import_series.Series.fromArray(bars, result);
+}
+function max(source) {
+  const bars = source.bars;
+  return import_series.Series.fromArray(bars, taCore.max(source.toArray()));
+}
+function min(source) {
+  const bars = source.bars;
+  return import_series.Series.fromArray(bars, taCore.min(source.toArray()));
+}
+function cog(source, length = 10) {
+  const bars = source.bars;
+  const result = taCore.cog(source.toArray(), length);
+  return import_series.Series.fromArray(bars, result);
+}
+function mode(source, length) {
+  const bars = source.bars;
+  const result = taCore.mode(source.toArray(), length);
+  return import_series.Series.fromArray(bars, result);
+}
+function percentile_linear_interpolation(source, length, percentage) {
+  const bars = source.bars;
+  const result = taCore.percentile_linear_interpolation(source.toArray(), length, percentage);
+  return import_series.Series.fromArray(bars, result);
+}
+function percentile_nearest_rank(source, length, percentage) {
+  const bars = source.bars;
+  const result = taCore.percentile_nearest_rank(source.toArray(), length, percentage);
+  return import_series.Series.fromArray(bars, result);
+}
+function rci(source, length) {
+  const bars = source.bars;
+  const result = taCore.rci(source.toArray(), length);
+  return import_series.Series.fromArray(bars, result);
+}
+const ta = {
+  sma,
+  ema,
+  wma,
+  vwma,
+  rma,
+  rsi,
+  macd,
+  bb,
+  stdev,
+  atr,
+  tr,
+  stoch,
+  crossover,
+  crossunder,
+  cross,
+  change,
+  mom,
+  roc,
+  highest,
+  lowest,
+  rising,
+  falling,
+  cum,
+  supertrend,
+  vwap,
+  ichimoku,
+  linreg,
+  alma,
+  zigzag,
+  cci,
+  sar,
+  dev,
+  variance,
+  median,
+  swma,
+  correlation,
+  percentrank,
+  mfi,
+  hma,
+  pivothigh,
+  pivotlow,
+  barssince,
+  valuewhen,
+  dmi,
+  tsi,
+  cmo,
+  kc,
+  bbw,
+  wpr,
+  kcw,
+  range,
+  highestbars,
+  lowestbars,
+  max,
+  min,
+  vwapBands,
+  obv,
+  pvt,
+  accdist,
+  nvi,
+  pvi,
+  iii,
+  wad,
+  wvad,
+  cog,
+  mode,
+  percentile_linear_interpolation,
+  percentile_nearest_rank,
+  rci
+};
+//# sourceMappingURL=ta-series.js.map