oakscriptjs 0.8.1 → 0.9.0

package/dist/cjs/utils/index.js

@@ -0,0 +1,209 @@
+"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 utils_exports = {};
+__export(utils_exports, {
+  at: () => at,
+  clamp: () => clamp,
+  createNaNSeries: () => createNaNSeries,
+  div: () => div,
+  fixnan: () => fixnan,
+  formatOutput: () => formatOutput,
+  getClose: () => getClose,
+  getHigh: () => getHigh,
+  getLow: () => getLow,
+  getOpen: () => getOpen,
+  getSource: () => getSource,
+  getSourceSeries: () => getSourceSeries,
+  isNA: () => isNA,
+  lerp: () => lerp,
+  normalize: () => normalize,
+  nz: () => nz,
+  ohlcFromBars: () => ohlcFromBars,
+  shift: () => shift,
+  smooth: () => smooth,
+  validateSeriesLength: () => validateSeriesLength
+});
+module.exports = __toCommonJS(utils_exports);
+var import_ta = require("../ta/index.js");
+var import_series = require("../runtime/series.js");
+var import_registry = require("../drawing/registry.js");
+function validateSeriesLength(source, length, functionName) {
+  if (source.length < length) {
+    console.warn(`${functionName}: Source length (${source.length}) is less than required length (${length})`);
+  }
+}
+function createNaNSeries(length) {
+  return new Array(length).fill(NaN);
+}
+function isNA(value) {
+  return value === null || value === void 0 || Number.isNaN(value) || value === Infinity || value === -Infinity || (0, import_registry.isDeleted)(value);
+}
+function nz(value, defaultValue = 0) {
+  return isNA(value) ? defaultValue : value;
+}
+function fixnan(source) {
+  let last;
+  let seen = false;
+  return source.map((v) => {
+    if (!(v === null || v === void 0 || Number.isNaN(v) || (0, import_registry.isDeleted)(v))) {
+      last = v;
+      seen = true;
+      return v;
+    }
+    return seen ? last : v;
+  });
+}
+function at(source, i, offset = 0) {
+  if (offset < 0) {
+    throw new RangeError(`at(): the offset must be >= 0 (got ${offset}); a negative offset reads a later bar.`);
+  }
+  const j = i - offset;
+  return j >= 0 && j < source.length ? source[j] ?? NaN : NaN;
+}
+function div(a, b) {
+  return a / b;
+}
+function clamp(value, min, max) {
+  return Math.max(min, Math.min(max, value));
+}
+function lerp(start, end, t) {
+  return start + (end - start) * t;
+}
+function normalize(value, min, max, newMin = 0, newMax = 1) {
+  return newMin + (value - min) * (newMax - newMin) / (max - min);
+}
+function ohlcFromBars(bars) {
+  return {
+    open: bars.map((b) => b.open),
+    high: bars.map((b) => b.high),
+    low: bars.map((b) => b.low),
+    close: bars.map((b) => b.close)
+  };
+}
+function getClose(ohlc) {
+  return ohlc.close;
+}
+function getHigh(ohlc) {
+  return ohlc.high;
+}
+function getLow(ohlc) {
+  return ohlc.low;
+}
+function getOpen(ohlc) {
+  return ohlc.open;
+}
+function getSource(data, source = "close") {
+  const isOHLC = "open" in data && Array.isArray(data.open);
+  if (isOHLC) {
+    const ohlc = data;
+    switch (source) {
+      case "close":
+        return ohlc.close;
+      case "open":
+        return ohlc.open;
+      case "high":
+        return ohlc.high;
+      case "low":
+        return ohlc.low;
+      case "hl2":
+        return ohlc.high.map((h, i) => (h + ohlc.low[i]) / 2);
+      case "hlc3":
+        return ohlc.high.map((h, i) => (h + ohlc.low[i] + ohlc.close[i]) / 3);
+      case "ohlc4":
+        return ohlc.open.map((o, i) => (o + ohlc.high[i] + ohlc.low[i] + ohlc.close[i]) / 4);
+      case "hlcc4":
+        return ohlc.high.map((h, i) => (h + ohlc.low[i] + ohlc.close[i] + ohlc.close[i]) / 4);
+    }
+  } else {
+    const bars = data;
+    switch (source) {
+      case "close":
+        return bars.map((b) => b.close);
+      case "open":
+        return bars.map((b) => b.open);
+      case "high":
+        return bars.map((b) => b.high);
+      case "low":
+        return bars.map((b) => b.low);
+      case "hl2":
+        return bars.map((b) => (b.high + b.low) / 2);
+      case "hlc3":
+        return bars.map((b) => (b.high + b.low + b.close) / 3);
+      case "ohlc4":
+        return bars.map((b) => (b.open + b.high + b.low + b.close) / 4);
+      case "hlcc4":
+        return bars.map((b) => (b.high + b.low + b.close + b.close) / 4);
+    }
+  }
+}
+function getSourceSeries(bars, source = "close") {
+  const open = new import_series.Series(bars, (bar) => bar.open);
+  const high = new import_series.Series(bars, (bar) => bar.high);
+  const low = new import_series.Series(bars, (bar) => bar.low);
+  const close = new import_series.Series(bars, (bar) => bar.close);
+  switch (source) {
+    case "open":
+      return open;
+    case "high":
+      return high;
+    case "low":
+      return low;
+    case "close":
+      return close;
+    case "hl2":
+      return high.add(low).div(2);
+    case "hlc3":
+      return high.add(low).add(close).div(3);
+    case "ohlc4":
+      return open.add(high).add(low).add(close).div(4);
+    case "hlcc4":
+      return high.add(low).add(close).add(close).div(4);
+    default:
+      return close;
+  }
+}
+function shift(series, offset) {
+  if (offset === 0) return series;
+  if (offset > 0) {
+    return Array(offset).fill(NaN).concat(series.slice(0, -offset));
+  } else {
+    return series.slice(-offset).concat(Array(-offset).fill(NaN));
+  }
+}
+function smooth(series, method, length) {
+  switch (method.toUpperCase()) {
+    case "SMA":
+      return (0, import_ta.sma)(series, length);
+    case "EMA":
+      return (0, import_ta.ema)(series, length);
+    case "WMA":
+      return (0, import_ta.wma)(series, length);
+    case "RMA":
+      return (0, import_ta.rma)(series, length);
+    default:
+      throw new Error(`Unknown smoothing method: ${method}`);
+  }
+}
+function formatOutput(values, timestamps) {
+  return values.map((value, index) => ({
+    time: timestamps ? timestamps[index] : index,
+    value: isNaN(value) ? null : value
+  }));
+}
+//# sourceMappingURL=index.js.map

package/dist/cjs/utils/index.js.map

@@ -0,0 +1,7 @@
+{
+  "version": 3,
+  "sources": ["../../../src/utils/index.ts"],
+  "sourcesContent": ["/**\n * Utility functions for OakScriptJS\n * These are internal helpers and not part of the PineScript API\n */\n\nimport type { series_float, int, float, Source, Bar, OHLC } from '../types/index.js';\nimport { sma, ema, wma, rma } from '../ta/index.js';\nimport { Series } from '../runtime/series.js';\nimport { isDeleted } from '../drawing/registry.js';\n\n/**\n * Validates that a series has sufficient data for a given length\n */\nexport function validateSeriesLength(source: Source, length: int, functionName: string): void {\n  if (source.length < length) {\n    console.warn(`${functionName}: Source length (${source.length}) is less than required length (${length})`);\n  }\n}\n\n/**\n * Creates a series filled with NaN values\n */\nexport function createNaNSeries(length: int): series_float {\n  return new Array(length).fill(NaN);\n}\n\n/**\n * Checks if a value is `na`: NaN, null, undefined, +/-Infinity, or a deleted drawing object\n * (as in PineScript, `na(l)` is true after `line.delete(l)`, and `na(1 / 0)` is true).\n */\nexport function isNA(value: any): boolean {\n  return (\n    value === null ||\n    value === undefined ||\n    Number.isNaN(value) ||\n    value === Infinity ||\n    value === -Infinity ||\n    isDeleted(value)\n  );\n}\n\n/**\n * Returns the value or a default if it's NA\n */\nexport function nz(value: any, defaultValue: any = 0): any {\n  return isNA(value) ? defaultValue : value;\n}\n\n/**\n * PineScript `fixnan(source)`: replaces each `na` value (NaN, null or undefined) with the\n * previous non-`na` value. Values before the first non-`na` value stay `na`.\n * Works for numeric series and for color series (arrays of color strings with `undefined` for `na`).\n */\nexport function fixnan<T>(source: T[]): T[] {\n  let last: T | undefined;\n  let seen = false;\n  return source.map((v) => {\n    // PineScript fixnan keeps +/-Infinity (only NaN / null / undefined are replaced)\n    if (!(v === null || v === undefined || Number.isNaN(v) || isDeleted(v))) {\n      last = v;\n      seen = true;\n      return v;\n    }\n    return seen ? (last as T) : v;\n  });\n}\n\n/**\n * PineScript history reference `x[offset]` at bar `i` of an array: the value `offset` bars back,\n * `na` (NaN) before the first bar. A negative offset (a later bar) throws, as in PineScript.\n */\nexport function at(source: ArrayLike<number>, i: int, offset: int = 0): float {\n  if (offset < 0) {\n    throw new RangeError(`at(): the offset must be >= 0 (got ${offset}); a negative offset reads a later bar.`);\n  }\n  const j = i - offset;\n  return j >= 0 && j < source.length ? (source[j] ?? NaN) : NaN;\n}\n\n/**\n * PineScript division: `a / 0` is +/-Infinity (0 / 0 is NaN), as in JavaScript. PineScript keeps the infinite value\n * in comparisons (`1 / 0 > 0` is true) and treats it as `na` in `na()`, `nz()` and plots.\n */\nexport function div(a: float, b: float): float {\n  return a / b;\n}\n\n/**\n * Ensures a value is within bounds\n */\nexport function clamp(value: float, min: float, max: float): float {\n  return Math.max(min, Math.min(max, value));\n}\n\n/**\n * Linear interpolation\n */\nexport function lerp(start: float, end: float, t: float): float {\n  return start + (end - start) * t;\n}\n\n/**\n * Normalize a value from one range to another\n */\nexport function normalize(value: float, min: float, max: float, newMin: float = 0, newMax: float = 1): float {\n  return newMin + ((value - min) * (newMax - newMin)) / (max - min);\n}\n\n// ===== Chart Data Utilities =====\n// These functions help convert between bar arrays and OHLC data structures\n\n/**\n * Creates OHLC data from bar array\n * @param bars - Array of bar data\n * @returns OHLC data structure\n */\nexport function ohlcFromBars(bars: Bar[]): OHLC {\n  return {\n    open: bars.map(b => b.open),\n    high: bars.map(b => b.high),\n    low: bars.map(b => b.low),\n    close: bars.map(b => b.close),\n  };\n}\n\n/**\n * Gets close prices from OHLC\n * @param ohlc - OHLC data\n * @returns Close price series\n */\nexport function getClose(ohlc: OHLC): series_float {\n  return ohlc.close;\n}\n\n/**\n * Gets high prices from OHLC\n * @param ohlc - OHLC data\n * @returns High price series\n */\nexport function getHigh(ohlc: OHLC): series_float {\n  return ohlc.high;\n}\n\n/**\n * Gets low prices from OHLC\n * @param ohlc - OHLC data\n * @returns Low price series\n */\nexport function getLow(ohlc: OHLC): series_float {\n  return ohlc.low;\n}\n\n/**\n * Gets open prices from OHLC\n * @param ohlc - OHLC data\n * @returns Open price series\n */\nexport function getOpen(ohlc: OHLC): series_float {\n  return ohlc.open;\n}\n\n// ===== Source Extraction Utilities =====\n\n/**\n * Extract a specific source from OHLC data or bar array\n *\n * @param data - Bar array or OHLC data\n * @param source - Source type: 'close', 'open', 'high', 'low', 'hl2', 'hlc3', 'ohlc4'\n * @returns Series of the requested source\n *\n * @example\n * ```typescript\n * const bars = [{ open: 100, high: 105, low: 98, close: 102 }, ...];\n * const closes = getSource(bars, 'close'); // [102, ...]\n * const hl2 = getSource(bars, 'hl2'); // [(105+98)/2, ...]\n * ```\n */\nexport function getSource(\n  data: Bar[] | OHLC,\n  source: 'close' | 'open' | 'high' | 'low' | 'hl2' | 'hlc3' | 'ohlc4' | 'hlcc4' = 'close'\n): series_float {\n  // Check if data is OHLC structure\n  const isOHLC = 'open' in data && Array.isArray(data.open);\n\n  if (isOHLC) {\n    const ohlc = data as OHLC;\n    switch (source) {\n      case 'close': return ohlc.close;\n      case 'open': return ohlc.open;\n      case 'high': return ohlc.high;\n      case 'low': return ohlc.low;\n      case 'hl2': return ohlc.high.map((h, i) => (h + ohlc.low[i]!) / 2);\n      case 'hlc3': return ohlc.high.map((h, i) => (h + ohlc.low[i]! + ohlc.close[i]!) / 3);\n      case 'ohlc4': return ohlc.open.map((o, i) => (o + ohlc.high[i]! + ohlc.low[i]! + ohlc.close[i]!) / 4);\n      case 'hlcc4': return ohlc.high.map((h, i) => (h + ohlc.low[i]! + ohlc.close[i]! + ohlc.close[i]!) / 4);\n    }\n  } else {\n    const bars = data as Bar[];\n    switch (source) {\n      case 'close': return bars.map(b => b.close);\n      case 'open': return bars.map(b => b.open);\n      case 'high': return bars.map(b => b.high);\n      case 'low': return bars.map(b => b.low);\n      case 'hl2': return bars.map(b => (b.high + b.low) / 2);\n      case 'hlc3': return bars.map(b => (b.high + b.low + b.close) / 3);\n      case 'ohlc4': return bars.map(b => (b.open + b.high + b.low + b.close) / 4);\n      case 'hlcc4': return bars.map(b => (b.high + b.low + b.close + b.close) / 4);\n    }\n  }\n}\n\n/**\n * Creates a Series from bars based on the specified source type.\n * Unlike getSource() which returns number[], this returns a Series\n * with chainable methods like .add(), .sub(), .mul(), .div()\n *\n * @param bars - Array of bar data\n * @param source - Source type (default: 'close')\n * @returns Series object for the requested source\n *\n * @example\n * ```typescript\n * const bars = [{ time: 1, open: 100, high: 105, low: 98, close: 102, volume: 1000 }, ...];\n * const source = getSourceSeries(bars, 'hlc3');\n * const smaResult = ta.sma(source, 14);\n * ```\n */\nexport function getSourceSeries(\n  bars: Bar[],\n  source: 'open' | 'high' | 'low' | 'close' | 'hl2' | 'hlc3' | 'ohlc4' | 'hlcc4' = 'close'\n): Series {\n  const open = new Series(bars, (bar) => bar.open);\n  const high = new Series(bars, (bar) => bar.high);\n  const low = new Series(bars, (bar) => bar.low);\n  const close = new Series(bars, (bar) => bar.close);\n\n  switch (source) {\n    case 'open': return open;\n    case 'high': return high;\n    case 'low': return low;\n    case 'close': return close;\n    case 'hl2': return high.add(low).div(2);\n    case 'hlc3': return high.add(low).add(close).div(3);\n    case 'ohlc4': return open.add(high).add(low).add(close).div(4);\n    case 'hlcc4': return high.add(low).add(close).add(close).div(4);\n    default: return close;\n  }\n}\n\n// ===== Series Manipulation Utilities =====\n\n/**\n * Shift (offset) a series forward or backward in time\n *\n * @param series - Series to shift\n * @param offset - Number of bars to shift (positive = forward/right, negative = backward/left)\n * @returns Shifted series with NaN padding\n *\n * @example\n * ```typescript\n * const values = [1, 2, 3, 4, 5];\n * shift(values, 2);  // [NaN, NaN, 1, 2, 3]  (shift forward)\n * shift(values, -2); // [3, 4, 5, NaN, NaN]  (shift backward)\n * ```\n */\nexport function shift(series: series_float, offset: int): series_float {\n  if (offset === 0) return series;\n\n  if (offset > 0) {\n    // Shift forward: add NaN at start, remove from end\n    return Array(offset).fill(NaN).concat(series.slice(0, -offset));\n  } else {\n    // Shift backward: remove from start, add NaN at end\n    return series.slice(-offset).concat(Array(-offset).fill(NaN));\n  }\n}\n\n/**\n * Apply smoothing to a series using a specified method\n *\n * @param series - Series to smooth\n * @param method - Smoothing method: 'SMA', 'EMA', 'WMA', 'RMA'\n * @param length - Smoothing length\n * @returns Smoothed series\n *\n * @example\n * ```typescript\n * const values = [10, 11, 12, 13, 14];\n * const smoothed = smooth(values, 'EMA', 3);\n * ```\n *\n * @remarks\n * This is a convenience function that delegates to the appropriate ta function.\n * Import this from utils, not from ta namespace.\n */\nexport function smooth(\n  series: series_float,\n  method: 'SMA' | 'EMA' | 'WMA' | 'RMA',\n  length: int\n): series_float {\n  switch (method.toUpperCase()) {\n    case 'SMA': return sma(series, length);\n    case 'EMA': return ema(series, length);\n    case 'WMA': return wma(series, length);\n    case 'RMA': return rma(series, length);\n    default:\n      throw new Error(`Unknown smoothing method: ${method}`);\n  }\n}\n\n/**\n * Format series values with timestamps for output\n *\n * @param values - Series of values to format\n * @param timestamps - Array of timestamps (optional)\n * @returns Array of objects with time and value properties\n *\n * @example\n * ```typescript\n * const values = [100, 101, NaN, 103];\n * const times = [1, 2, 3, 4];\n * const formatted = formatOutput(values, times);\n * // [{ time: 1, value: 100 }, { time: 2, value: 101 }, { time: 3, value: null }, { time: 4, value: 103 }]\n * ```\n */\nexport function formatOutput(\n  values: series_float,\n  timestamps?: number[]\n): Array<{ time: number; value: number | null }> {\n  return values.map((value, index) => ({\n    time: timestamps ? timestamps[index]! : index,\n    value: isNaN(value) ? null : value\n  }));\n}\n"],
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