oakscriptjs 0.8.1 → 0.9.0

package/dist/esm/lib/zigzag/zigzag.js

@@ -0,0 +1,229 @@
+/**
+ * ZigZag Library
+ *
+ * Identifies trend reversals by connecting pivot highs and lows
+ * that exceed a specified percentage deviation threshold.
+ *
+ * Based on the PineScript ZigZag library v8.
+ */
+// ============ Default Settings ============
+export const defaultSettings = {
+    devThreshold: 5.0,
+    depth: 10,
+    lineColor: '#2962FF',
+    extendLast: true,
+    displayReversalPrice: true,
+    displayCumulativeVolume: true,
+    displayReversalPriceChange: true,
+    differencePriceMode: 'Absolute',
+    allowZigZagOnOneBar: true,
+};
+// ============ ZigZag Class ============
+export class ZigZag {
+    settings;
+    pivots = [];
+    sumVol = 0;
+    highBuffer = [];
+    lowBuffer = [];
+    timeBuffer = [];
+    barCount = 0;
+    constructor(settings) {
+        this.settings = { ...defaultSettings, ...settings };
+    }
+    /**
+     * Process a single bar, detecting pivots.
+     * Must be called sequentially for each bar.
+     * @returns true if a new pivot was detected or updated
+     */
+    update(bar, barIndex) {
+        // Store price data in buffers for lookback
+        this.highBuffer.push(bar.high);
+        this.lowBuffer.push(bar.low);
+        this.timeBuffer.push(bar.time);
+        this.barCount++;
+        const depth = Math.max(2, Math.floor(this.settings.depth / 2));
+        this.sumVol += bar.volume ?? 0;
+        // Need enough bars for pivot detection (depth bars before and after)
+        if (this.barCount < depth * 2 + 1)
+            return false;
+        let somethingChanged = this.tryFindPivot(true, depth, barIndex);
+        somethingChanged = this.tryFindPivot(false, depth, barIndex, this.settings.allowZigZagOnOneBar || !somethingChanged) || somethingChanged;
+        return somethingChanged;
+    }
+    /**
+     * Get the last confirmed pivot
+     */
+    lastPivot() {
+        if (this.pivots.length === 0)
+            return null;
+        const last = this.pivots[this.pivots.length - 1];
+        return last !== undefined ? last : null;
+    }
+    /**
+     * Get extension line to current bar (if extendLast enabled)
+     */
+    getExtension(currentBar, barIndex) {
+        if (!this.settings.extendLast)
+            return null;
+        const last = this.lastPivot();
+        if (!last)
+            return null;
+        // Extension goes opposite direction from last pivot
+        const isHigh = !last.isHigh;
+        const price = isHigh ? currentBar.high : currentBar.low;
+        return {
+            isHigh,
+            volume: this.sumVol,
+            start: last.end,
+            end: { time: currentBar.time, barIndex, price },
+        };
+    }
+    // ============ Private Methods ============
+    tryFindPivot(isHigh, depth, currentBarIndex, registerPivot = true) {
+        const point = this.findPivotPoint(isHigh, depth, currentBarIndex);
+        if (!point || !registerPivot)
+            return false;
+        return this.newPivotPointFound(isHigh, point);
+    }
+    /**
+     * Check if a bar from `depth` bars back is a pivot point.
+     * A pivot high has prices below it on both sides.
+     * A pivot low has prices above it on both sides.
+     */
+    findPivotPoint(isHigh, depth, currentBarIndex) {
+        const buffer = isHigh ? this.highBuffer : this.lowBuffer;
+        const pivotBufferIdx = buffer.length - 1 - depth;
+        if (pivotBufferIdx < depth)
+            return null;
+        const pivotPrice = buffer[pivotBufferIdx];
+        if (pivotPrice === undefined)
+            return null;
+        // Check bars AFTER the potential pivot (more recent bars)
+        // For a pivot high, subsequent bars must be strictly lower
+        // For a pivot low, subsequent bars must be strictly higher
+        for (let i = pivotBufferIdx + 1; i < buffer.length; i++) {
+            const price = buffer[i];
+            if (price === undefined)
+                return null;
+            if (isHigh) {
+                if (price > pivotPrice)
+                    return null;
+            }
+            else {
+                if (price < pivotPrice)
+                    return null;
+            }
+        }
+        // Check bars BEFORE the potential pivot (older bars)
+        // For a pivot high, previous bars must be lower or equal
+        // For a pivot low, previous bars must be higher or equal
+        for (let i = pivotBufferIdx - depth; i < pivotBufferIdx; i++) {
+            const price = buffer[i];
+            if (price === undefined)
+                return null;
+            if (isHigh) {
+                if (price >= pivotPrice)
+                    return null;
+            }
+            else {
+                if (price <= pivotPrice)
+                    return null;
+            }
+        }
+        // It's a valid pivot
+        const pivotBarIndex = currentBarIndex - depth;
+        const pivotTime = this.timeBuffer[pivotBufferIdx];
+        if (pivotTime === undefined)
+            return null;
+        return {
+            time: pivotTime,
+            barIndex: pivotBarIndex,
+            price: pivotPrice,
+        };
+    }
+    /**
+     * Calculate percentage deviation from base price to new price
+     */
+    calcDev(basePrice, price) {
+        return 100 * (price - basePrice) / Math.abs(basePrice);
+    }
+    /**
+     * Handle a newly detected pivot point.
+     * Either updates existing pivot (if same direction) or adds new pivot (if direction changed).
+     */
+    newPivotPointFound(isHigh, point) {
+        const last = this.lastPivot();
+        if (!last) {
+            // First pivot - create initial entry
+            this.pivots.push({
+                isHigh,
+                volume: this.sumVol,
+                start: point,
+                end: point,
+            });
+            this.sumVol = 0;
+            return true;
+        }
+        if (last.isHigh === isHigh) {
+            // Same direction - check if this is a more extreme price
+            const isMoreExtreme = isHigh
+                ? point.price > last.end.price
+                : point.price < last.end.price;
+            if (isMoreExtreme) {
+                // Update the existing pivot to the new extreme
+                last.end = point;
+                last.volume += this.sumVol;
+                this.sumVol = 0;
+                return true;
+            }
+        }
+        else {
+            // Direction change - check if deviation threshold is met
+            const dev = this.calcDev(last.end.price, point.price);
+            const threshold = this.settings.devThreshold;
+            // For pivot high -> low transition, need negative deviation
+            // For pivot low -> high transition, need positive deviation
+            const meetsThreshold = last.isHigh
+                ? dev <= -threshold
+                : dev >= threshold;
+            if (meetsThreshold) {
+                // Add new pivot
+                this.pivots.push({
+                    isHigh,
+                    volume: this.sumVol,
+                    start: last.end,
+                    end: point,
+                });
+                this.sumVol = 0;
+                return true;
+            }
+        }
+        return false;
+    }
+}
+/**
+ * Convenience function to calculate ZigZag on an array of bars.
+ * Processes all bars and returns the resulting pivots and extension.
+ */
+export function calculateZigZag(bars, settings) {
+    if (bars.length === 0) {
+        return { pivots: [], extension: null };
+    }
+    const zz = new ZigZag(settings);
+    for (let i = 0; i < bars.length; i++) {
+        const bar = bars[i];
+        if (bar !== undefined) {
+            zz.update(bar, i);
+        }
+    }
+    const lastBar = bars[bars.length - 1];
+    if (lastBar === undefined) {
+        return { pivots: zz.pivots, extension: null };
+    }
+    const extension = zz.getExtension(lastBar, bars.length - 1);
+    return {
+        pivots: zz.pivots,
+        extension,
+    };
+}
+//# sourceMappingURL=zigzag.js.map

package/dist/esm/lib/zigzag/zigzag.js.map

@@ -0,0 +1 @@
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package/dist/esm/line/index.d.ts

@@ -0,0 +1,342 @@
+/**
+ * Line namespace
+ * Functions for creating and manipulating line drawing objects.
+ *
+ * @remarks
+ * While lines are primarily visual in PineScript, the line.get_price() function provides
+ * computational value for algorithmic trading - calculating trend line breakouts,
+ * support/resistance levels, and pattern recognition.
+ *
+ * @version 6
+ */
+import type { ChartPoint, Line, color } from '../types/index.js';
+type LineXloc = 'bar_index' | 'bar_time';
+type LineExtend = 'none' | 'left' | 'right' | 'both';
+type LineStyle = 'solid' | 'dotted' | 'dashed' | 'arrow_left' | 'arrow_right' | 'arrow_both';
+/**
+ * Creates a new line (PineScript `line.new`), with two chart points or with coordinates:
+ *
+ * - `line.new(first_point, second_point, xloc?, extend?, color?, style?, width?, force_overlay?)`
+ * - `line.new(x1, y1, x2, y2, xloc?, extend?, color?, style?, width?, force_overlay?)`
+ *
+ * With chart points, x is `point.index` for `bar_index` lines and `point.time` for `bar_time` lines.
+ *
+ * @example
+ * ```typescript
+ * // Create a trend line from bar 0 (price 100) to bar 50 (price 150)
+ * const trendLine = line.new(0, 100, 50, 150, 'bar_index', 'right');
+ * const fromPoints = line.new(chartPoint.from_index(0, 100), chartPoint.from_index(50, 150));
+ *
+ * // Calculate price at bar 75 (extrapolated)
+ * const price = line.get_price(trendLine, 75); // Returns 175
+ * ```
+ */
+export declare function new_line(first_point: ChartPoint, second_point: ChartPoint, xloc?: LineXloc, extend?: LineExtend, lineColor?: color, style?: LineStyle, width?: number, force_overlay?: boolean): Line;
+export declare function new_line(x1: number, y1: number, x2: number, y2: number, xloc?: LineXloc, extend?: LineExtend, lineColor?: color, style?: LineStyle, width?: number, force_overlay?: boolean): Line;
+/**
+ * Returns the price level of a line at a given bar index.
+ *
+ * @param id - Line object
+ * @param x - Bar index to calculate price at
+ * @returns Price level at the given bar index, or NaN if outside bounds and not extended
+ *
+ * @remarks
+ * - **CRITICAL COMPUTATIONAL FUNCTION** - Enables trend line breakout detection
+ * - Uses linear interpolation: y = y1 + (y2 - y1) * (x - x1) / (x2 - x1)
+ * - Respects extend mode:
+ *   - 'none': Returns NaN if x is outside [x1, x2]
+ *   - 'left': Extends infinitely to the left (x < x1)
+ *   - 'right': Extends infinitely to the right (x > x2)
+ *   - 'both': Extends infinitely in both directions
+ * - Only works with xloc='bar_index' lines (not xloc='bar_time')
+ * - In PineScript, this function treats all lines as if extend='both' regardless of actual setting
+ *   For compatibility, we follow the actual extend setting
+ *
+ * @example
+ * ```typescript
+ * const trendLine = line.new(0, 100, 50, 150, 'bar_index', 'right');
+ *
+ * // Within segment
+ * line.get_price(trendLine, 25);  // Returns 125
+ *
+ * // Extended right
+ * line.get_price(trendLine, 100); // Returns 200
+ *
+ * // Not extended left (with extend='right')
+ * line.get_price(trendLine, -10); // Returns NaN
+ *
+ * // Use for breakout detection
+ * const currentPrice = close[close.length - 1];
+ * const linePrice = line.get_price(trendLine, close.length - 1);
+ * if (currentPrice > linePrice) {
+ *   console.log('Breakout above trend line!');
+ * }
+ * ```
+ */
+export declare function get_price(id: Line, x: number): number;
+/**
+ * Returns the first point's x coordinate.
+ *
+ * @param id - Line object
+ * @returns X coordinate of the first point
+ *
+ * @example
+ * ```typescript
+ * const line = line.new(10, 100, 50, 150);
+ * const x1 = line.get_x1(line); // Returns 10
+ * ```
+ */
+export declare function get_x1(id: Line): number;
+/**
+ * Returns the second point's x coordinate.
+ *
+ * @param id - Line object
+ * @returns X coordinate of the second point
+ *
+ * @example
+ * ```typescript
+ * const line = line.new(10, 100, 50, 150);
+ * const x2 = line.get_x2(line); // Returns 50
+ * ```
+ */
+export declare function get_x2(id: Line): number;
+/**
+ * Returns the first point's y coordinate (price level).
+ *
+ * @param id - Line object
+ * @returns Y coordinate (price) of the first point
+ *
+ * @example
+ * ```typescript
+ * const line = line.new(10, 100, 50, 150);
+ * const y1 = line.get_y1(line); // Returns 100
+ * ```
+ */
+export declare function get_y1(id: Line): number;
+/**
+ * Returns the second point's y coordinate (price level).
+ *
+ * @param id - Line object
+ * @returns Y coordinate (price) of the second point
+ *
+ * @example
+ * ```typescript
+ * const line = line.new(10, 100, 50, 150);
+ * const y2 = line.get_y2(line); // Returns 150
+ * ```
+ */
+export declare function get_y2(id: Line): number;
+/**
+ * Creates a copy of the line object.
+ *
+ * @param id - Line object to copy
+ * @returns New line object with same properties
+ *
+ * @remarks
+ * Creates a shallow copy of the line. Modifications to the copy won't affect the original.
+ *
+ * @example
+ * ```typescript
+ * const originalLine = line.new(0, 100, 50, 150);
+ * const copiedLine = line.copy(originalLine);
+ *
+ * // Modify copy without affecting original
+ * copiedLine.y2 = 200;
+ * ```
+ */
+export declare function copy(id: Line): Line;
+/**
+ * Sets the first point's x coordinate.
+ *
+ * @param id - Line object to modify
+ * @param x - New x coordinate (bar index or timestamp)
+ * @returns Modified line object
+ *
+ * @example
+ * ```typescript
+ * const line = line.new(0, 100, 50, 150);
+ * line.set_x1(line, 10); // Move first point to bar 10
+ * ```
+ */
+export declare function set_x1(id: Line, x: number): Line;
+/**
+ * Sets the second point's x coordinate.
+ *
+ * @param id - Line object to modify
+ * @param x - New x coordinate (bar index or timestamp)
+ * @returns Modified line object
+ *
+ * @example
+ * ```typescript
+ * const line = line.new(0, 100, 50, 150);
+ * line.set_x2(line, 60); // Move second point to bar 60
+ * ```
+ */
+export declare function set_x2(id: Line, x: number): Line;
+/**
+ * Sets the first point's y coordinate (price level).
+ *
+ * @param id - Line object to modify
+ * @param y - New y coordinate (price)
+ * @returns Modified line object
+ *
+ * @example
+ * ```typescript
+ * const line = line.new(0, 100, 50, 150);
+ * line.set_y1(line, 110); // Move first point to price 110
+ * ```
+ */
+export declare function set_y1(id: Line, y: number): Line;
+/**
+ * Sets the second point's y coordinate (price level).
+ *
+ * @param id - Line object to modify
+ * @param y - New y coordinate (price)
+ * @returns Modified line object
+ *
+ * @example
+ * ```typescript
+ * const line = line.new(0, 100, 50, 150);
+ * line.set_y2(line, 160); // Move second point to price 160
+ * ```
+ */
+export declare function set_y2(id: Line, y: number): Line;
+/**
+ * Sets both coordinates of the first point.
+ *
+ * @param id - Line object to modify
+ * @param x - New x coordinate
+ * @param y - New y coordinate
+ * @returns Modified line object
+ *
+ * @example
+ * ```typescript
+ * const line = line.new(0, 100, 50, 150);
+ * line.set_xy1(line, 5, 105); // Move first point to (5, 105)
+ * ```
+ */
+export declare function set_xy1(id: Line, x: number, y: number): Line;
+/**
+ * Sets both coordinates of the second point.
+ *
+ * @param id - Line object to modify
+ * @param x - New x coordinate
+ * @param y - New y coordinate
+ * @returns Modified line object
+ *
+ * @example
+ * ```typescript
+ * const line = line.new(0, 100, 50, 150);
+ * line.set_xy2(line, 60, 160); // Move second point to (60, 160)
+ * ```
+ */
+export declare function set_xy2(id: Line, x: number, y: number): Line;
+/**
+ * Sets the coordinate system for the line.
+ *
+ * @param id - Line object to modify
+ * @param x1 - New first point x coordinate
+ * @param x2 - New second point x coordinate
+ * @param xloc - New coordinate system ('bar_index' or 'bar_time')
+ * @returns Modified line object
+ *
+ * @remarks
+ * When changing xloc, you must provide appropriate x coordinates for the new system.
+ *
+ * @example
+ * ```typescript
+ * const line = line.new(0, 100, 50, 150);
+ * // Change to timestamp-based coordinates
+ * line.set_xloc(line, 1609459200000, 1609545600000, 'bar_time');
+ * ```
+ */
+export declare function set_xloc(id: Line, x1: number, x2: number, xloc: 'bar_index' | 'bar_time'): Line;
+/**
+ * Sets the extension mode of the line.
+ *
+ * @param id - Line object to modify
+ * @param extend - New extension mode
+ * @returns Modified line object
+ *
+ * @example
+ * ```typescript
+ * const line = line.new(0, 100, 50, 150);
+ * line.set_extend(line, 'right'); // Extend line to the right
+ * ```
+ */
+export declare function set_extend(id: Line, extend: 'none' | 'left' | 'right' | 'both'): Line;
+/**
+ * Sets the line color.
+ *
+ * @param id - Line object to modify
+ * @param color - New line color
+ * @returns Modified line object
+ *
+ * @example
+ * ```typescript
+ * const line = line.new(0, 100, 50, 150);
+ * line.set_color(line, '#FF0000'); // Change to red
+ * ```
+ */
+export declare function set_color(id: Line, lineColor: color): Line;
+/**
+ * Sets the line style.
+ *
+ * @param id - Line object to modify
+ * @param style - New line style
+ * @returns Modified line object
+ *
+ * @example
+ * ```typescript
+ * const line = line.new(0, 100, 50, 150);
+ * line.set_style(line, 'dashed'); // Change to dashed line
+ * ```
+ */
+export declare function set_style(id: Line, style: 'solid' | 'dotted' | 'dashed' | 'arrow_left' | 'arrow_right' | 'arrow_both'): Line;
+/**
+ * Sets the line width.
+ *
+ * @param id - Line object to modify
+ * @param width - New line width in pixels
+ * @returns Modified line object
+ *
+ * @example
+ * ```typescript
+ * const line = line.new(0, 100, 50, 150);
+ * line.set_width(line, 3); // Make line thicker
+ * ```
+ */
+export declare function set_width(id: Line, width: number): Line;
+/**
+ * Deletes the line object.
+ *
+ * @param id - Line object to delete
+ *
+ * @remarks
+ * Removes the line from `line.all()`. As in PineScript, the deleted line is `na`: its getters
+ * return NaN and its setters do nothing. Deleting it twice has no effect. Deleting a line also deletes the linefills that use it.
+ *
+ * @example
+ * ```typescript
+ * const line = line.new(0, 100, 50, 150);
+ * line.delete(line);
+ * // line.all() no longer contains it
+ * ```
+ */
+export declare function delete_line(id: Line): void;
+/**
+ * All live lines, in creation order (PineScript `line.all`). A new array: later changes do not affect it.
+ */
+export declare function all(): Line[];
+/**
+ * Sets the first point of the line from a chart point: `point.index` for `bar_index` lines,
+ * `point.time` for `bar_time` lines (`na` when the point does not have it), and `point.price`.
+ */
+export declare function set_first_point(id: Line, point: ChartPoint): Line;
+/**
+ * Sets the second point of the line from a chart point (see {@link set_first_point}).
+ */
+export declare function set_second_point(id: Line, point: ChartPoint): Line;
+export { new_line as new };
+export { delete_line as delete };
+//# sourceMappingURL=index.d.ts.map

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