oakscriptjs 0.8.1 → 0.9.0

package/dist/esm/runtime/series.js

@@ -0,0 +1,583 @@
+/**
+ * @fileoverview Simplified Series class for lazy time-series computation
+ * Represents a time-series of values with lazy evaluation
+ * @module runtime/series
+ */
+import * as compare from '../compare/index.js';
+/**
+ * BarData - Versioned wrapper around Bar[] array for cache invalidation
+ *
+ * This class wraps a Bar[] array and tracks a version number that increments
+ * whenever the data is mutated. Series objects reference this to detect when
+ * their cached values need to be recomputed.
+ *
+ * @example
+ * ```typescript
+ * const barData = new BarData(bars);
+ * const close = Series.fromBars(barData, 'close');
+ * const values1 = close.toArray(); // Computes and caches
+ *
+ * barData.push(newBar); // Increments version
+ * const values2 = close.toArray(); // Detects stale cache, recomputes
+ * ```
+ */
+export class BarData {
+    _bars;
+    _version = 0;
+    /**
+     * Create a new BarData wrapper
+     * @param bars - Initial bar data (defaults to empty array)
+     */
+    constructor(bars = []) {
+        this._bars = bars;
+    }
+    /**
+     * Get the current version number
+     * Version increments whenever data is mutated
+     */
+    get version() {
+        return this._version;
+    }
+    /**
+     * Get the underlying bar array
+     * Note: Direct mutations to this array will NOT increment version
+     * Use the provided mutation methods instead
+     */
+    get bars() {
+        return this._bars;
+    }
+    /**
+     * Get the number of bars
+     */
+    get length() {
+        return this._bars.length;
+    }
+    /**
+     * Add a new bar to the end
+     * @param bar - Bar to add
+     */
+    push(bar) {
+        this._bars.push(bar);
+        this._version++;
+    }
+    /**
+     * Remove and return the last bar
+     * @returns The removed bar, or undefined if empty
+     */
+    pop() {
+        const bar = this._bars.pop();
+        if (bar !== undefined) {
+            this._version++;
+        }
+        return bar;
+    }
+    /**
+     * Replace a bar at a specific index
+     * @param index - Index to update
+     * @param bar - New bar data
+     */
+    set(index, bar) {
+        if (index >= 0 && index < this._bars.length) {
+            this._bars[index] = bar;
+            this._version++;
+        }
+    }
+    /**
+     * Update the last bar (useful for real-time/streaming updates)
+     * @param bar - New bar data
+     */
+    updateLast(bar) {
+        if (this._bars.length > 0) {
+            this._bars[this._bars.length - 1] = bar;
+            this._version++;
+        }
+    }
+    /**
+     * Replace all bars with new data
+     * @param bars - New bar array
+     */
+    setAll(bars) {
+        this._bars = bars;
+        this._version++;
+    }
+    /**
+     * Manually increment version (for advanced use cases)
+     * Call this after direct mutations to the bars array
+     */
+    invalidate() {
+        this._version++;
+    }
+    /**
+     * Get a bar at a specific index
+     * @param index - Bar index
+     * @returns Bar at that index, or undefined
+     */
+    at(index) {
+        return this._bars[index];
+    }
+    /**
+     * Create a BarData from an existing Bar array
+     * @param bars - Bar array
+     * @returns New BarData instance
+     */
+    static from(bars) {
+        return new BarData(bars);
+    }
+}
+/**
+ * Series - represents a time-series of values with lazy evaluation
+ *
+ * Series are lazy - they don't compute values until needed.
+ * Operations on Series return new Series with composed extractors.
+ *
+ * Now supports automatic cache invalidation via BarData versioning
+ * and memory-efficient closure chain breaking via materialize().
+ *
+ * @example
+ * ```typescript
+ * // Basic usage (backward compatible)
+ * const close = Series.fromBars(bars, 'close');
+ * const open = Series.fromBars(bars, 'open');
+ * const range = close.sub(open);  // Creates new Series, doesn't compute yet
+ * const values = range.toArray(); // Now computes for all bars
+ *
+ * // With automatic cache invalidation
+ * const barData = new BarData(bars);
+ * const close = Series.fromBars(barData, 'close');
+ * const values1 = close.toArray(); // Computes and caches
+ * barData.push(newBar); // Version increments
+ * const values2 = close.toArray(); // Detects stale cache, recomputes
+ *
+ * // Breaking closure chains for memory efficiency
+ * const complex = a.add(b).mul(c).div(d).sub(e);
+ * const materialized = complex.materialize(); // Breaks closure chain
+ * ```
+ */
+export class Series {
+    extractor;
+    dataSource;
+    cached = null;
+    cachedVersion = -1;
+    /**
+     * Create a new Series
+     *
+     * @param data - Bar data (Bar[] or BarData)
+     * @param extractor - Function to extract/compute value for each bar
+     */
+    constructor(data, extractor) {
+        // Support both Bar[] and BarData for backward compatibility
+        this.dataSource = data instanceof BarData ? data : new BarData(data);
+        this.extractor = extractor;
+    }
+    /**
+     * Get the underlying bar data
+     * @returns Bar array
+     */
+    get bars() {
+        return this.dataSource.bars;
+    }
+    /**
+     * Get the underlying BarData source
+     * @returns BarData instance
+     */
+    get barData() {
+        return this.dataSource;
+    }
+    // ============================================
+    // Static Factory Methods
+    // ============================================
+    /**
+     * Create Series from bar data by extracting a specific field
+     * @param bars - Bar data (Bar[] or BarData)
+     * @param field - Field to extract ('open', 'high', 'low', 'close', 'volume')
+     * @returns Series with extracted field values
+     */
+    static fromBars(bars, field) {
+        return new Series(bars, (bar) => bar[field] ?? NaN);
+    }
+    /**
+     * Create a constant series (same value for all bars)
+     * @param bars - Bar data (Bar[] or BarData)
+     * @param value - Constant value
+     * @returns Series with constant value
+     */
+    static constant(bars, value) {
+        return new Series(bars, () => value);
+    }
+    /**
+     * Create series from array of values
+     * @param bars - Bar data (Bar[] or BarData) for time alignment
+     * @param values - Array of values
+     * @returns Series
+     * @throws When read on other bars with a different length than `values` (e.g. a series computed on the
+     *   chart bars and read inside a `request.security` expression, which runs on the higher-timeframe bars)
+     */
+    static fromArray(bars, values) {
+        const origin = bars instanceof BarData ? bars.bars : bars;
+        return new Series(bars, (_bar, i, data) => {
+            if (data !== origin && data.length !== values.length) {
+                throw new Error(`Series values were computed on other bars (${values.length} values, ${data.length} bars). ` +
+                    'Inside request.security(), compute the series inside the expression, e.g. () => ta.ema(close, 10).');
+            }
+            return values[i] ?? NaN;
+        });
+    }
+    // ============================================
+    // Arithmetic Operations
+    // ============================================
+    /**
+     * Add two series or a series and a number
+     * @param other - Series or number to add
+     * @returns New Series representing the sum
+     */
+    add(other) {
+        return new Series(this.dataSource, (bar, i, data) => {
+            const a = this.extractor(bar, i, data);
+            const b = typeof other === 'number' ? other : other.extractor(bar, i, data);
+            return a + b;
+        });
+    }
+    /**
+     * Subtract two series or subtract a number from a series
+     * @param other - Series or number to subtract
+     * @returns New Series representing the difference
+     */
+    sub(other) {
+        return new Series(this.dataSource, (bar, i, data) => {
+            const a = this.extractor(bar, i, data);
+            const b = typeof other === 'number' ? other : other.extractor(bar, i, data);
+            return a - b;
+        });
+    }
+    /**
+     * Multiply two series or a series by a number
+     * @param other - Series or number to multiply
+     * @returns New Series representing the product
+     */
+    mul(other) {
+        return new Series(this.dataSource, (bar, i, data) => {
+            const a = this.extractor(bar, i, data);
+            const b = typeof other === 'number' ? other : other.extractor(bar, i, data);
+            return a * b;
+        });
+    }
+    /**
+     * Raise the series to a power (PineScript math.pow on a series)
+     * @param exponent - Series or number exponent
+     * @returns New Series representing base ** exponent
+     */
+    pow(exponent) {
+        return new Series(this.dataSource, (bar, i, data) => {
+            const a = this.extractor(bar, i, data);
+            const b = typeof exponent === 'number' ? exponent : exponent.extractor(bar, i, data);
+            return Math.pow(a, b);
+        });
+    }
+    /**
+     * Divide two series or a series by a number
+     * @param other - Series or number to divide by
+     * @returns New Series representing the quotient
+     */
+    div(other) {
+        return new Series(this.dataSource, (bar, i, data) => {
+            const a = this.extractor(bar, i, data);
+            const b = typeof other === 'number' ? other : other.extractor(bar, i, data);
+            return a / b; // PineScript: x / 0 is +/-Infinity (na() is true for it), 0 / 0 is na
+        });
+    }
+    /**
+     * Modulo operation
+     * @param other - Series or number for modulo
+     * @returns New Series representing the remainder
+     */
+    mod(other) {
+        return new Series(this.dataSource, (bar, i, data) => {
+            const a = this.extractor(bar, i, data);
+            const b = typeof other === 'number' ? other : other.extractor(bar, i, data);
+            return b !== 0 ? a % b : NaN;
+        });
+    }
+    /**
+     * Negation
+     * @returns New Series with negated values
+     */
+    neg() {
+        return new Series(this.dataSource, (bar, i, data) => {
+            return -this.extractor(bar, i, data);
+        });
+    }
+    // ============================================
+    // Comparison Operations (PineScript operators: tolerance 1e-10, false with na; see src/compare)
+    // ============================================
+    /**
+     * Greater than comparison
+     * @param other - Series or number to compare
+     * @returns New Series with 1 where true, 0 where false
+     */
+    gt(other) {
+        return new Series(this.dataSource, (bar, i, data) => {
+            const a = this.extractor(bar, i, data);
+            const b = typeof other === 'number' ? other : other.extractor(bar, i, data);
+            return compare.gt(a, b) ? 1 : 0;
+        });
+    }
+    /**
+     * Greater than or equal comparison
+     * @param other - Series or number to compare
+     * @returns New Series with 1 where true, 0 where false
+     */
+    gte(other) {
+        return new Series(this.dataSource, (bar, i, data) => {
+            const a = this.extractor(bar, i, data);
+            const b = typeof other === 'number' ? other : other.extractor(bar, i, data);
+            return compare.ge(a, b) ? 1 : 0;
+        });
+    }
+    /**
+     * Less than comparison
+     * @param other - Series or number to compare
+     * @returns New Series with 1 where true, 0 where false
+     */
+    lt(other) {
+        return new Series(this.dataSource, (bar, i, data) => {
+            const a = this.extractor(bar, i, data);
+            const b = typeof other === 'number' ? other : other.extractor(bar, i, data);
+            return compare.lt(a, b) ? 1 : 0;
+        });
+    }
+    /**
+     * Less than or equal comparison
+     * @param other - Series or number to compare
+     * @returns New Series with 1 where true, 0 where false
+     */
+    lte(other) {
+        return new Series(this.dataSource, (bar, i, data) => {
+            const a = this.extractor(bar, i, data);
+            const b = typeof other === 'number' ? other : other.extractor(bar, i, data);
+            return compare.le(a, b) ? 1 : 0;
+        });
+    }
+    /**
+     * Equality comparison
+     * @param other - Series or number to compare
+     * @returns New Series with 1 where true, 0 where false
+     */
+    eq(other) {
+        return new Series(this.dataSource, (bar, i, data) => {
+            const a = this.extractor(bar, i, data);
+            const b = typeof other === 'number' ? other : other.extractor(bar, i, data);
+            return compare.eq(a, b) ? 1 : 0;
+        });
+    }
+    /**
+     * Not equal comparison
+     * @param other - Series or number to compare
+     * @returns New Series with 1 where true, 0 where false
+     */
+    neq(other) {
+        return new Series(this.dataSource, (bar, i, data) => {
+            const a = this.extractor(bar, i, data);
+            const b = typeof other === 'number' ? other : other.extractor(bar, i, data);
+            return compare.ne(a, b) ? 1 : 0;
+        });
+    }
+    // ============================================
+    // Logical Operations (for boolean series)
+    // ============================================
+    /**
+     * Logical AND
+     * @param other - Series or number (truthy/falsy)
+     * @returns New Series with 1 where both true, 0 otherwise
+     */
+    and(other) {
+        return new Series(this.dataSource, (bar, i, data) => {
+            const a = this.extractor(bar, i, data);
+            const b = typeof other === 'number' ? other : other.extractor(bar, i, data);
+            return a && b ? 1 : 0;
+        });
+    }
+    /**
+     * Logical OR
+     * @param other - Series or number (truthy/falsy)
+     * @returns New Series with 1 where either true, 0 otherwise
+     */
+    or(other) {
+        return new Series(this.dataSource, (bar, i, data) => {
+            const a = this.extractor(bar, i, data);
+            const b = typeof other === 'number' ? other : other.extractor(bar, i, data);
+            return a || b ? 1 : 0;
+        });
+    }
+    /**
+     * Logical NOT
+     * @returns New Series with inverted boolean values
+     */
+    not() {
+        return new Series(this.dataSource, (bar, i, data) => {
+            const a = this.extractor(bar, i, data);
+            return !a ? 1 : 0;
+        });
+    }
+    // ============================================
+    // Conditional Selection
+    // ============================================
+    /**
+     * Bar-by-bar conditional selection (ternary operator for Series)
+     * Uses this Series as the condition (truthy = nonzero, falsy = zero/NaN)
+     *
+     * @param trueValue - Value or Series to use when condition is truthy
+     * @param falseValue - Value or Series to use when condition is falsy
+     * @returns New Series with bar-by-bar selected values
+     *
+     * @example
+     * ```typescript
+     * // PineScript: result = condition ? trueVal : falseVal
+     * const result = condition.iff(trueVal, falseVal);
+     *
+     * // Example: RSI formula uses ternary for edge cases
+     * // rsi = down == 0 ? 100 : up == 0 ? 0 : formula
+     * const rsi = down.eq(0).iff(100, up.eq(0).iff(0, formula));
+     * ```
+     */
+    iff(trueValue, falseValue) {
+        return new Series(this.dataSource, (bar, i, data) => {
+            const condition = this.extractor(bar, i, data);
+            // Truthy: nonzero and not NaN
+            const isTruthy = condition !== 0 && !Number.isNaN(condition);
+            if (isTruthy) {
+                return typeof trueValue === 'number' ? trueValue : trueValue.extractor(bar, i, data);
+            }
+            else {
+                return typeof falseValue === 'number' ? falseValue : falseValue.extractor(bar, i, data);
+            }
+        });
+    }
+    // ============================================
+    // Offset/History
+    // ============================================
+    /**
+     * Access previous bars (like close[1] in PineScript)
+     * @param offset - Number of bars back (0 or more)
+     * @returns New Series with offset values
+     * @throws RangeError when `offset` is negative
+     */
+    offset(offset) {
+        if (offset < 0)
+            throw new RangeError(`Series.offset(${offset}): the offset cannot be negative (it would read a future bar).`);
+        return new Series(this.dataSource, (_bar, i, data) => {
+            const targetIndex = i - offset;
+            if (targetIndex < 0 || targetIndex >= data.length) {
+                return NaN;
+            }
+            return this.extractor(data[targetIndex], targetIndex, data);
+        });
+    }
+    // ============================================
+    // Computation & Access
+    // ============================================
+    /**
+     * Compute all values for the series
+     *
+     * Now includes automatic cache invalidation:
+     * - Checks if dataSource version has changed since cache was computed
+     * - Recomputes if version mismatch detected
+     * - Stores version when cache is created
+     *
+     * @returns Array of computed values
+     */
+    toArray() {
+        // Check if cache is valid by comparing versions
+        if (this.cached !== null && this.cachedVersion === this.dataSource.version) {
+            return this.cached;
+        }
+        // Recompute and update cache
+        const bars = this.dataSource.bars;
+        this.cached = bars.map((bar, i) => this.extractor(bar, i, bars));
+        this.cachedVersion = this.dataSource.version;
+        return this.cached;
+    }
+    /**
+     * Materialize this Series by eagerly computing values and breaking closure chain
+     *
+     * This method addresses the closure chain memory leak issue:
+     * - Computes all values immediately
+     * - Creates a new Series that stores values directly
+     * - Breaks references to parent Series objects
+     * - Useful for complex expressions to free intermediate Series memory
+     *
+     * @example
+     * ```typescript
+     * // Without materialize: keeps a, b, c, d in memory via closures
+     * const result = a.add(b).mul(c).div(d).sub(e);
+     *
+     * // With materialize: breaks chain, frees a, b, c memory
+     * const result = a.add(b).mul(c).materialize().div(d).sub(e);
+     * ```
+     *
+     * @returns New Series with computed values and no closure dependencies
+     */
+    materialize() {
+        const values = this.toArray();
+        // Create a copy of values to ensure no shared references
+        const valuesCopy = [...values];
+        return Series.fromArray(this.dataSource, valuesCopy);
+    }
+    /**
+     * Invalidate cache (when data changes)
+     *
+     * Note: With BarData versioning, manual invalidation is rarely needed.
+     * The cache is automatically invalidated when the underlying BarData changes.
+     * This method is kept for backward compatibility and advanced use cases.
+     *
+     * @internal
+     */
+    _invalidate() {
+        this.cached = null;
+        this.cachedVersion = -1;
+    }
+    /**
+     * Compute all values (alias for toArray)
+     * @returns Array of computed values
+     * @internal
+     */
+    _compute() {
+        return this.toArray();
+    }
+    /**
+     * Get value at specific index
+     * @param index - Bar index
+     * @returns Value at that index
+     */
+    get(index) {
+        const values = this.toArray();
+        return values[index] ?? NaN;
+    }
+    /**
+     * Get the last value (most recent bar)
+     * @returns Most recent value
+     */
+    last() {
+        const values = this.toArray();
+        return values[values.length - 1] ?? NaN;
+    }
+    /**
+     * Get number of values
+     * @returns Length of series
+     */
+    length() {
+        return this.dataSource.length;
+    }
+    /**
+     * Convert series to time-value pairs for charting
+     * @returns Array of { time, value } objects
+     */
+    toTimeValuePairs() {
+        const values = this.toArray();
+        const bars = this.dataSource.bars;
+        return bars.map((bar, i) => ({
+            time: bar.time,
+            value: values[i]
+        })).filter(point => !Number.isNaN(point.value));
+    }
+}
+//# sourceMappingURL=series.js.map

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

@@ -0,0 +1 @@
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