oakscriptjs 0.8.1 → 0.9.0

package/dist/esm/str/numberformat.d.ts

@@ -0,0 +1,19 @@
+/**
+ * Number patterns ("#.##", "#,##0.00", "0.00E0", "#.##%", "'#'#.##") as PineScript formats them.
+ *
+ * The pattern syntax is Java's DecimalFormat: `0` required digit, `#` optional digit, `,` grouping,
+ * `.` decimal point, `E0` exponent, `%` multiplies by 100, `'...'` quoted literal text.
+ * PineScript rules:
+ * - `str.tostring` rounds half away from zero on the shortest decimal form of the number
+ *   (`1.005` with "#.##" gives "1.01", `2.5` with "#" gives "3")
+ * - `str.format` rounds half to even on the exact binary value (`0.25` with "#.#" gives "0.2")
+ * - a negative number that rounds to zero loses its sign; "#.00" writes `.50` (no leading zero),
+ *   but "#.##" writes `0.5` (a pattern without any '0' shows one integer digit)
+ * - with an exponent, the value is first rounded to the fraction digits ("0.00E0": 0.125 gives "1.30E-1")
+ * - a pattern without digit characters (`format.price` is "price") formats like "#" after its text,
+ *   and keeps the sign: -0.004 gives "-price0"
+ */
+export type Rounding = 'halfUpShortest' | 'halfEvenExact';
+/** Formats a number with a DecimalFormat pattern. */
+export declare function formatNumber(value: number, pattern: string, mode: Rounding): string;
+//# sourceMappingURL=numberformat.d.ts.map

package/dist/esm/str/numberformat.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"numberformat.d.ts","sourceRoot":"","sources":["../../../src/str/numberformat.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;GAcG;AAEH,MAAM,MAAM,QAAQ,GAAG,gBAAgB,GAAG,eAAe,CAAC;AAuJ1D,qDAAqD;AACrD,wBAAgB,YAAY,CAAC,KAAK,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,EAAE,IAAI,EAAE,QAAQ,GAAG,MAAM,CA4BnF"}

package/dist/esm/str/numberformat.js

@@ -0,0 +1,189 @@
+/**
+ * Number patterns ("#.##", "#,##0.00", "0.00E0", "#.##%", "'#'#.##") as PineScript formats them.
+ *
+ * The pattern syntax is Java's DecimalFormat: `0` required digit, `#` optional digit, `,` grouping,
+ * `.` decimal point, `E0` exponent, `%` multiplies by 100, `'...'` quoted literal text.
+ * PineScript rules:
+ * - `str.tostring` rounds half away from zero on the shortest decimal form of the number
+ *   (`1.005` with "#.##" gives "1.01", `2.5` with "#" gives "3")
+ * - `str.format` rounds half to even on the exact binary value (`0.25` with "#.#" gives "0.2")
+ * - a negative number that rounds to zero loses its sign; "#.00" writes `.50` (no leading zero),
+ *   but "#.##" writes `0.5` (a pattern without any '0' shows one integer digit)
+ * - with an exponent, the value is first rounded to the fraction digits ("0.00E0": 0.125 gives "1.30E-1")
+ * - a pattern without digit characters (`format.price` is "price") formats like "#" after its text,
+ *   and keeps the sign: -0.004 gives "-price0"
+ */
+const patterns = new Map();
+function parsePattern(pattern) {
+    const cached = patterns.get(pattern);
+    if (cached)
+        return cached;
+    let prefix = '';
+    let suffix = '';
+    let number = '';
+    let percent = false;
+    let phase = 'prefix';
+    for (let i = 0; i < pattern.length; i++) {
+        const ch = pattern[i];
+        let literal;
+        if (ch === "'") {
+            const end = pattern.indexOf("'", i + 1);
+            if (end === i + 1) {
+                literal = "'";
+                i = end;
+            }
+            else {
+                literal = pattern.slice(i + 1, end === -1 ? undefined : end);
+                i = end === -1 ? pattern.length : end;
+            }
+        }
+        else if (phase !== 'suffix' && ('#0,.'.includes(ch) || (phase === 'number' && ch === 'E'))) {
+            phase = 'number';
+            number += ch;
+            continue;
+        }
+        else {
+            if (ch === '%')
+                percent = true;
+            literal = ch;
+        }
+        if (phase === 'number')
+            phase = 'suffix';
+        if (phase === 'prefix')
+            prefix += literal;
+        else
+            suffix += literal;
+    }
+    const [mantissa = '', exp] = number.split('E');
+    const [intPart = '', fracPart = ''] = mantissa.split('.');
+    const lastComma = intPart.lastIndexOf(',');
+    const parsed = {
+        prefix,
+        suffix,
+        // as in Java, a pattern with a decimal point and no '0' at all ("#.##") shows one integer digit
+        minInt: !mantissa.includes('0') && mantissa.includes('.') ? 1 : [...intPart].filter((c) => c === '0').length,
+        minFrac: [...fracPart].filter((c) => c === '0').length,
+        maxFrac: [...fracPart].filter((c) => c === '0' || c === '#').length,
+        grouping: lastComma === -1 ? 0 : intPart.length - lastComma - 1,
+        percent,
+        exponent: exp === undefined ? null : exp.length,
+        hasDigits: /[0#]/.test(mantissa),
+    };
+    patterns.set(pattern, parsed);
+    return parsed;
+}
+function shortestDigits(x) {
+    const m = /^(\d+)(?:\.(\d+))?(?:e([+-]\d+))?$/.exec(String(Math.abs(x)));
+    const all = m[1] + (m[2] ?? '');
+    let intLen = m[1].length + Number(m[3] ?? 0);
+    const lead = all.length - all.replace(/^0+/, '').length;
+    intLen -= lead;
+    const digits = all.slice(lead).replace(/0+$/, '');
+    return { digits, intLen: digits ? intLen : 0 };
+}
+/** Exact decimal expansion of the double |x|. */
+function exactDigits(x) {
+    const abs = Math.abs(x);
+    if (abs === 0)
+        return { digits: '', intLen: 0 };
+    const view = new DataView(new ArrayBuffer(8));
+    view.setFloat64(0, abs);
+    const bits = view.getBigUint64(0);
+    const expBits = Number((bits >> 52n) & 0x7ffn);
+    let mant = bits & 0xfffffffffffffn;
+    const e2 = expBits === 0 ? -1074 : expBits - 1075;
+    if (expBits !== 0)
+        mant |= 1n << 52n;
+    let str;
+    let fracDigits;
+    if (e2 >= 0) {
+        str = (mant << BigInt(e2)).toString();
+        fracDigits = 0;
+    }
+    else {
+        str = (mant * 5n ** BigInt(-e2)).toString();
+        fracDigits = -e2;
+    }
+    const intLen = str.length - fracDigits;
+    const lead = str.length - str.replace(/^0+/, '').length;
+    const digits = str.slice(lead).replace(/0+$/, '');
+    return { digits, intLen: intLen - lead };
+}
+/** Rounds to `frac` digits after the point. */
+function roundDigits(d, frac, mode) {
+    const keep = d.intLen + frac;
+    if (keep >= d.digits.length)
+        return d;
+    if (keep < 0)
+        return { digits: '', intLen: 0 };
+    const first = d.digits.charCodeAt(keep) - 48;
+    let up;
+    if (mode === 'halfUpShortest')
+        up = first >= 5;
+    else if (first !== 5)
+        up = first > 5;
+    else if (d.digits.length > keep + 1)
+        up = true;
+    else
+        up = keep > 0 && (d.digits.charCodeAt(keep - 1) - 48) % 2 === 1;
+    let kept = d.digits.slice(0, keep);
+    let intLen = d.intLen;
+    if (up) {
+        const n = (BigInt(kept || '0') + 1n).toString();
+        if (n.length > kept.length)
+            intLen += 1;
+        kept = n;
+    }
+    kept = kept.replace(/0+$/, '');
+    return { digits: kept, intLen: kept ? intLen : 0 };
+}
+function group(int, size) {
+    if (!size || int.length <= size)
+        return int;
+    const parts = [];
+    for (let end = int.length; end > 0; end -= size)
+        parts.unshift(int.slice(Math.max(0, end - size), end));
+    return parts.join(',');
+}
+function layout(d, p) {
+    let int = d.intLen > 0 ? d.digits.slice(0, d.intLen).padEnd(d.intLen, '0') : '';
+    int = int.replace(/^0+/, '').padStart(p.minInt, '0');
+    let frac = d.intLen < 0 ? '0'.repeat(-d.intLen) + d.digits : d.digits.slice(Math.max(0, d.intLen));
+    frac = frac.slice(0, p.maxFrac).replace(/0+$/, '').padEnd(p.minFrac, '0');
+    if (!int && !frac)
+        int = '0';
+    return group(int, p.grouping) + (frac ? '.' + frac : '');
+}
+/** Formats a number with a DecimalFormat pattern. */
+export function formatNumber(value, pattern, mode) {
+    if (Number.isNaN(value))
+        return 'NaN';
+    const p = parsePattern(pattern);
+    if (!Number.isFinite(value))
+        return (value < 0 ? '-' : '') + p.prefix + '∞' + p.suffix;
+    const x = p.percent ? value * 100 : value;
+    const toDigits = mode === 'halfUpShortest' ? shortestDigits : exactDigits;
+    let body;
+    let isZero;
+    if (p.exponent !== null) {
+        const rounded = roundDigits(toDigits(x), p.maxFrac, mode);
+        const intDigits = Math.max(p.minInt, 1);
+        isZero = rounded.digits === '';
+        let exponent = isZero ? 0 : rounded.intLen - intDigits;
+        let mant = roundDigits({ digits: rounded.digits, intLen: isZero ? 0 : intDigits }, p.maxFrac, mode);
+        if (mant.intLen > intDigits) {
+            exponent += 1;
+            mant = { digits: mant.digits, intLen: intDigits };
+        }
+        const e = String(Math.abs(exponent)).padStart(p.exponent, '0');
+        body = layout(mant, p) + 'E' + (exponent < 0 ? '-' : '') + e;
+    }
+    else {
+        const rounded = roundDigits(toDigits(x), p.hasDigits ? p.maxFrac : 0, mode);
+        isZero = rounded.digits === '';
+        body = p.hasDigits ? layout(rounded, p) : layout(rounded, { ...p, minInt: 0, maxFrac: 0, minFrac: 0 });
+    }
+    const negative = x < 0 && (!isZero || !p.hasDigits);
+    return (negative ? '-' : '') + p.prefix + body + p.suffix;
+}
+//# sourceMappingURL=numberformat.js.map

package/dist/esm/str/numberformat.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"numberformat.js","sourceRoot":"","sources":["../../../src/str/numberformat.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;GAcG;AAkBH,MAAM,QAAQ,GAAG,IAAI,GAAG,EAAmB,CAAC;AAE5C,SAAS,YAAY,CAAC,OAAe;IACnC,MAAM,MAAM,GAAG,QAAQ,CAAC,GAAG,CAAC,OAAO,CAAC,CAAC;IACrC,IAAI,MAAM;QAAE,OAAO,MAAM,CAAC;IAE1B,IAAI,MAAM,GAAG,EAAE,CAAC;IAChB,IAAI,MAAM,GAAG,EAAE,CAAC;IAChB,IAAI,MAAM,GAAG,EAAE,CAAC;IAChB,IAAI,OAAO,GAAG,KAAK,CAAC;IACpB,IAAI,KAAK,GAAmC,QAAQ,CAAC;IACrD,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,OAAO,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;QACxC,MAAM,EAAE,GAAG,OAAO,CAAC,CAAC,CAAE,CAAC;QACvB,IAAI,OAAe,CAAC;QACpB,IAAI,EAAE,KAAK,GAAG,EAAE,CAAC;YACf,MAAM,GAAG,GAAG,OAAO,CAAC,OAAO,CAAC,GAAG,EAAE,CAAC,GAAG,CAAC,CAAC,CAAC;YACxC,IAAI,GAAG,KAAK,CAAC,GAAG,CAAC,EAAE,CAAC;gBAClB,OAAO,GAAG,GAAG,CAAC;gBACd,CAAC,GAAG,GAAG,CAAC;YACV,CAAC;iBAAM,CAAC;gBACN,OAAO,GAAG,OAAO,CAAC,KAAK,CAAC,CAAC,GAAG,CAAC,EAAE,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC;gBAC7D,CAAC,GAAG,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,GAAG,CAAC;YACxC,CAAC;QACH,CAAC;aAAM,IAAI,KAAK,KAAK,QAAQ,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,EAAE,CAAC,IAAI,CAAC,KAAK,KAAK,QAAQ,IAAI,EAAE,KAAK,GAAG,CAAC,CAAC,EAAE,CAAC;YAC7F,KAAK,GAAG,QAAQ,CAAC;YACjB,MAAM,IAAI,EAAE,CAAC;YACb,SAAS;QACX,CAAC;aAAM,CAAC;YACN,IAAI,EAAE,KAAK,GAAG;gBAAE,OAAO,GAAG,IAAI,CAAC;YAC/B,OAAO,GAAG,EAAE,CAAC;QACf,CAAC;QACD,IAAI,KAAK,KAAK,QAAQ;YAAE,KAAK,GAAG,QAAQ,CAAC;QACzC,IAAI,KAAK,KAAK,QAAQ;YAAE,MAAM,IAAI,OAAO,CAAC;;YACrC,MAAM,IAAI,OAAO,CAAC;IACzB,CAAC;IAED,MAAM,CAAC,QAAQ,GAAG,EAAE,EAAE,GAAG,CAAC,GAAG,MAAM,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IAC/C,MAAM,CAAC,OAAO,GAAG,EAAE,EAAE,QAAQ,GAAG,EAAE,CAAC,GAAG,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IAC1D,MAAM,SAAS,GAAG,OAAO,CAAC,WAAW,CAAC,GAAG,CAAC,CAAC;IAC3C,MAAM,MAAM,GAAY;QACtB,MAAM;QACN,MAAM;QACN,gGAAgG;QAChG,MAAM,EAAE,CAAC,QAAQ,CAAC,QAAQ,CAAC,GAAG,CAAC,IAAI,QAAQ,CAAC,QAAQ,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,OAAO,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,KAAK,GAAG,CAAC,CAAC,MAAM;QAC5G,OAAO,EAAE,CAAC,GAAG,QAAQ,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,KAAK,GAAG,CAAC,CAAC,MAAM;QACtD,OAAO,EAAE,CAAC,GAAG,QAAQ,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,KAAK,GAAG,IAAI,CAAC,KAAK,GAAG,CAAC,CAAC,MAAM;QACnE,QAAQ,EAAE,SAAS,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,MAAM,GAAG,SAAS,GAAG,CAAC;QAC/D,OAAO;QACP,QAAQ,EAAE,GAAG,KAAK,SAAS,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,GAAG,CAAC,MAAM;QAC/C,SAAS,EAAE,MAAM,CAAC,IAAI,CAAC,QAAQ,CAAC;KACjC,CAAC;IACF,QAAQ,CAAC,GAAG,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC;IAC9B,OAAO,MAAM,CAAC;AAChB,CAAC;AAQD,SAAS,cAAc,CAAC,CAAS;IAC/B,MAAM,CAAC,GAAG,oCAAoC,CAAC,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAE,CAAC;IAC1E,MAAM,GAAG,GAAG,CAAC,CAAC,CAAC,CAAE,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,EAAE,CAAC,CAAC;IACjC,IAAI,MAAM,GAAG,CAAC,CAAC,CAAC,CAAE,CAAC,MAAM,GAAG,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC;IAC9C,MAAM,IAAI,GAAG,GAAG,CAAC,MAAM,GAAG,GAAG,CAAC,OAAO,CAAC,KAAK,EAAE,EAAE,CAAC,CAAC,MAAM,CAAC;IACxD,MAAM,IAAI,IAAI,CAAC;IACf,MAAM,MAAM,GAAG,GAAG,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,EAAE,EAAE,CAAC,CAAC;IAClD,OAAO,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC;AACjD,CAAC;AAED,iDAAiD;AACjD,SAAS,WAAW,CAAC,CAAS;IAC5B,MAAM,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;IACxB,IAAI,GAAG,KAAK,CAAC;QAAE,OAAO,EAAE,MAAM,EAAE,EAAE,EAAE,MAAM,EAAE,CAAC,EAAE,CAAC;IAChD,MAAM,IAAI,GAAG,IAAI,QAAQ,CAAC,IAAI,WAAW,CAAC,CAAC,CAAC,CAAC,CAAC;IAC9C,IAAI,CAAC,UAAU,CAAC,CAAC,EAAE,GAAG,CAAC,CAAC;IACxB,MAAM,IAAI,GAAG,IAAI,CAAC,YAAY,CAAC,CAAC,CAAC,CAAC;IAClC,MAAM,OAAO,GAAG,MAAM,CAAC,CAAC,IAAI,IAAI,GAAG,CAAC,GAAG,MAAM,CAAC,CAAC;IAC/C,IAAI,IAAI,GAAG,IAAI,GAAG,gBAAgB,CAAC;IACnC,MAAM,EAAE,GAAG,OAAO,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,OAAO,GAAG,IAAI,CAAC;IAClD,IAAI,OAAO,KAAK,CAAC;QAAE,IAAI,IAAI,EAAE,IAAI,GAAG,CAAC;IACrC,IAAI,GAAW,CAAC;IAChB,IAAI,UAAkB,CAAC;IACvB,IAAI,EAAE,IAAI,CAAC,EAAE,CAAC;QACZ,GAAG,GAAG,CAAC,IAAI,IAAI,MAAM,CAAC,EAAE,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAC;QACtC,UAAU,GAAG,CAAC,CAAC;IACjB,CAAC;SAAM,CAAC;QACN,GAAG,GAAG,CAAC,IAAI,GAAG,EAAE,IAAI,MAAM,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAC;QAC5C,UAAU,GAAG,CAAC,EAAE,CAAC;IACnB,CAAC;IACD,MAAM,MAAM,GAAG,GAAG,CAAC,MAAM,GAAG,UAAU,CAAC;IACvC,MAAM,IAAI,GAAG,GAAG,CAAC,MAAM,GAAG,GAAG,CAAC,OAAO,CAAC,KAAK,EAAE,EAAE,CAAC,CAAC,MAAM,CAAC;IACxD,MAAM,MAAM,GAAG,GAAG,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,EAAE,EAAE,CAAC,CAAC;IAClD,OAAO,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,IAAI,EAAE,CAAC;AAC3C,CAAC;AAED,+CAA+C;AAC/C,SAAS,WAAW,CAAC,CAAS,EAAE,IAAY,EAAE,IAAc;IAC1D,MAAM,IAAI,GAAG,CAAC,CAAC,MAAM,GAAG,IAAI,CAAC;IAC7B,IAAI,IAAI,IAAI,CAAC,CAAC,MAAM,CAAC,MAAM;QAAE,OAAO,CAAC,CAAC;IACtC,IAAI,IAAI,GAAG,CAAC;QAAE,OAAO,EAAE,MAAM,EAAE,EAAE,EAAE,MAAM,EAAE,CAAC,EAAE,CAAC;IAC/C,MAAM,KAAK,GAAG,CAAC,CAAC,MAAM,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC;IAC7C,IAAI,EAAW,CAAC;IAChB,IAAI,IAAI,KAAK,gBAAgB;QAAE,EAAE,GAAG,KAAK,IAAI,CAAC,CAAC;SAC1C,IAAI,KAAK,KAAK,CAAC;QAAE,EAAE,GAAG,KAAK,GAAG,CAAC,CAAC;SAChC,IAAI,CAAC,CAAC,MAAM,CAAC,MAAM,GAAG,IAAI,GAAG,CAAC;QAAE,EAAE,GAAG,IAAI,CAAC;;QAC1C,EAAE,GAAG,IAAI,GAAG,CAAC,IAAI,CAAC,CAAC,CAAC,MAAM,CAAC,UAAU,CAAC,IAAI,GAAG,CAAC,CAAC,GAAG,EAAE,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC;IACrE,IAAI,IAAI,GAAG,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC,EAAE,IAAI,CAAC,CAAC;IACnC,IAAI,MAAM,GAAG,CAAC,CAAC,MAAM,CAAC;IACtB,IAAI,EAAE,EAAE,CAAC;QACP,MAAM,CAAC,GAAG,CAAC,MAAM,CAAC,IAAI,IAAI,GAAG,CAAC,GAAG,EAAE,CAAC,CAAC,QAAQ,EAAE,CAAC;QAChD,IAAI,CAAC,CAAC,MAAM,GAAG,IAAI,CAAC,MAAM;YAAE,MAAM,IAAI,CAAC,CAAC;QACxC,IAAI,GAAG,CAAC,CAAC;IACX,CAAC;IACD,IAAI,GAAG,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,EAAE,CAAC,CAAC;IAC/B,OAAO,EAAE,MAAM,EAAE,IAAI,EAAE,MAAM,EAAE,IAAI,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC;AACrD,CAAC;AAED,SAAS,KAAK,CAAC,GAAW,EAAE,IAAY;IACtC,IAAI,CAAC,IAAI,IAAI,GAAG,CAAC,MAAM,IAAI,IAAI;QAAE,OAAO,GAAG,CAAC;IAC5C,MAAM,KAAK,GAAa,EAAE,CAAC;IAC3B,KAAK,IAAI,GAAG,GAAG,GAAG,CAAC,MAAM,EAAE,GAAG,GAAG,CAAC,EAAE,GAAG,IAAI,IAAI;QAAE,KAAK,CAAC,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,GAAG,GAAG,IAAI,CAAC,EAAE,GAAG,CAAC,CAAC,CAAC;IACxG,OAAO,KAAK,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;AACzB,CAAC;AAED,SAAS,MAAM,CAAC,CAAS,EAAE,CAAU;IACnC,IAAI,GAAG,GAAG,CAAC,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,CAAC,MAAM,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,MAAM,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC;IAChF,GAAG,GAAG,GAAG,CAAC,OAAO,CAAC,KAAK,EAAE,EAAE,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,MAAM,EAAE,GAAG,CAAC,CAAC;IACrD,IAAI,IAAI,GAAG,CAAC,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC;IACnG,IAAI,GAAG,IAAI,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,KAAK,EAAE,EAAE,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,OAAO,EAAE,GAAG,CAAC,CAAC;IAC1E,IAAI,CAAC,GAAG,IAAI,CAAC,IAAI;QAAE,GAAG,GAAG,GAAG,CAAC;IAC7B,OAAO,KAAK,CAAC,GAAG,EAAE,CAAC,CAAC,QAAQ,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,CAAC,GAAG,GAAG,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC;AAC3D,CAAC;AAED,qDAAqD;AACrD,MAAM,UAAU,YAAY,CAAC,KAAa,EAAE,OAAe,EAAE,IAAc;IACzE,IAAI,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC;QAAE,OAAO,KAAK,CAAC;IACtC,MAAM,CAAC,GAAG,YAAY,CAAC,OAAO,CAAC,CAAC;IAChC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC;QAAE,OAAO,CAAC,KAAK,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,GAAG,CAAC,CAAC,MAAM,GAAG,GAAG,GAAG,CAAC,CAAC,MAAM,CAAC;IACvF,MAAM,CAAC,GAAG,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,KAAK,GAAG,GAAG,CAAC,CAAC,CAAC,KAAK,CAAC;IAC1C,MAAM,QAAQ,GAAG,IAAI,KAAK,gBAAgB,CAAC,CAAC,CAAC,cAAc,CAAC,CAAC,CAAC,WAAW,CAAC;IAE1E,IAAI,IAAY,CAAC;IACjB,IAAI,MAAe,CAAC;IACpB,IAAI,CAAC,CAAC,QAAQ,KAAK,IAAI,EAAE,CAAC;QACxB,MAAM,OAAO,GAAG,WAAW,CAAC,QAAQ,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,OAAO,EAAE,IAAI,CAAC,CAAC;QAC1D,MAAM,SAAS,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,MAAM,EAAE,CAAC,CAAC,CAAC;QACxC,MAAM,GAAG,OAAO,CAAC,MAAM,KAAK,EAAE,CAAC;QAC/B,IAAI,QAAQ,GAAG,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,MAAM,GAAG,SAAS,CAAC;QACvD,IAAI,IAAI,GAAG,WAAW,CAAC,EAAE,MAAM,EAAE,OAAO,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,SAAS,EAAE,EAAE,CAAC,CAAC,OAAO,EAAE,IAAI,CAAC,CAAC;QACpG,IAAI,IAAI,CAAC,MAAM,GAAG,SAAS,EAAE,CAAC;YAC5B,QAAQ,IAAI,CAAC,CAAC;YACd,IAAI,GAAG,EAAE,MAAM,EAAE,IAAI,CAAC,MAAM,EAAE,MAAM,EAAE,SAAS,EAAE,CAAC;QACpD,CAAC;QACD,MAAM,CAAC,GAAG,MAAM,CAAC,IAAI,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,QAAQ,EAAE,GAAG,CAAC,CAAC;QAC/D,IAAI,GAAG,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,GAAG,GAAG,GAAG,CAAC,QAAQ,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,GAAG,CAAC,CAAC;IAC/D,CAAC;SAAM,CAAC;QACN,MAAM,OAAO,GAAG,WAAW,CAAC,QAAQ,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,EAAE,IAAI,CAAC,CAAC;QAC5E,MAAM,GAAG,OAAO,CAAC,MAAM,KAAK,EAAE,CAAC;QAC/B,IAAI,GAAG,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,EAAE,EAAE,GAAG,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,OAAO,EAAE,CAAC,EAAE,OAAO,EAAE,CAAC,EAAE,CAAC,CAAC;IACzG,CAAC;IACD,MAAM,QAAQ,GAAG,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,MAAM,IAAI,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC;IACpD,OAAO,CAAC,QAAQ,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,GAAG,CAAC,CAAC,MAAM,GAAG,IAAI,GAAG,CAAC,CAAC,MAAM,CAAC;AAC5D,CAAC"}

package/dist/esm/strategy/index.d.ts

@@ -0,0 +1,245 @@
+/**
+ * @fileoverview Types and constants of the PineScript `strategy.*` API.
+ *
+ * OakScriptJS does not simulate orders. The script API (`oakscriptjs/script`) declares the strategy,
+ * forwards every `strategy.*` call to a {@link StrategyEngine} that the host supplies, and reads the
+ * `strategy.*` variables from it. The engine fills the orders, keeps the trades and computes the
+ * results.
+ *
+ * Names follow PineScript v6: option objects use the PineScript argument names, and the engine
+ * receives them unchanged. An `na` (NaN) numeric argument is removed before the call, since in
+ * PineScript it means "not given". The deprecated `when` argument does not exist: use `if`.
+ *
+ * @module strategy
+ */
+export type StrategyDirection = 'long' | 'short';
+export type StrategyQtyType = 'fixed' | 'cash' | 'percent_of_equity';
+export type StrategyCommissionType = 'percent' | 'cash_per_contract' | 'cash_per_order';
+export type StrategyOcaType = 'none' | 'cancel' | 'reduce';
+/** `strategy.direction.*`, for `strategy.risk.allow_entry_in`. */
+export type StrategyRiskDirection = 'all' | 'long' | 'short';
+export type StrategyRiskValueType = 'percent_of_equity' | 'cash';
+/** PineScript `strategy.*` constants. */
+export declare const STRATEGY_CONSTANTS: {
+    readonly long: "long";
+    readonly short: "short";
+    readonly fixed: "fixed";
+    readonly cash: "cash";
+    readonly percent_of_equity: "percent_of_equity";
+    readonly commission: {
+        readonly percent: "percent";
+        readonly cash_per_contract: "cash_per_contract";
+        readonly cash_per_order: "cash_per_order";
+    };
+    readonly direction: {
+        readonly all: "all";
+        readonly long: "long";
+        readonly short: "short";
+    };
+    readonly oca: {
+        readonly none: "none";
+        readonly cancel: "cancel";
+        readonly reduce: "reduce";
+    };
+};
+/** Arguments of the PineScript `strategy()` declaration, after `title`. */
+export interface StrategyOptions {
+    shorttitle?: string;
+    overlay?: boolean;
+    format?: string;
+    precision?: number;
+    scale?: string;
+    pyramiding?: number;
+    calc_on_order_fills?: boolean;
+    calc_on_every_tick?: boolean;
+    max_bars_back?: number;
+    backtest_fill_limits_assumption?: number;
+    default_qty_type?: StrategyQtyType;
+    default_qty_value?: number;
+    initial_capital?: number;
+    /** Account currency; default: the symbol currency. */
+    currency?: string;
+    /** Ticks added to market and stop fills. */
+    slippage?: number;
+    commission_type?: StrategyCommissionType;
+    commission_value?: number;
+    process_orders_on_close?: boolean;
+    close_entries_rule?: 'FIFO' | 'ANY';
+    margin_long?: number;
+    margin_short?: number;
+    explicit_plot_zorder?: boolean;
+    max_lines_count?: number;
+    max_labels_count?: number;
+    max_boxes_count?: number;
+    calc_bars_count?: number;
+    risk_free_rate?: number;
+    use_bar_magnifier?: boolean;
+    fill_orders_on_standard_ohlc?: boolean;
+    max_polylines_count?: number;
+}
+/** Strategy properties passed to the engine: the declared values, else the PineScript defaults. */
+export interface StrategyProperties {
+    pyramiding: number;
+    calc_on_order_fills: boolean;
+    calc_on_every_tick: boolean;
+    backtest_fill_limits_assumption: number;
+    default_qty_type: StrategyQtyType;
+    default_qty_value: number;
+    initial_capital: number;
+    /** undefined: the symbol currency. */
+    currency?: string;
+    slippage: number;
+    commission_type: StrategyCommissionType;
+    commission_value: number;
+    process_orders_on_close: boolean;
+    close_entries_rule: 'FIFO' | 'ANY';
+    margin_long: number;
+    margin_short: number;
+    calc_bars_count: number;
+    risk_free_rate: number;
+    use_bar_magnifier: boolean;
+    fill_orders_on_standard_ohlc: boolean;
+}
+/** PineScript defaults of the `strategy()` arguments (v6 reference). */
+export declare const STRATEGY_DEFAULTS: StrategyProperties;
+/** `strategy.entry()` / `strategy.order()` arguments after `id` and `direction`. */
+export interface StrategyEntryOptions {
+    qty?: number;
+    limit?: number;
+    stop?: number;
+    oca_name?: string;
+    oca_type?: StrategyOcaType;
+    comment?: string;
+    alert_message?: string;
+    disable_alert?: boolean;
+}
+/** `strategy.exit()` arguments after `id`. `profit`, `loss`, `trail_points` and `trail_offset` are in ticks. */
+export interface StrategyExitOptions {
+    from_entry?: string;
+    qty?: number;
+    qty_percent?: number;
+    profit?: number;
+    limit?: number;
+    loss?: number;
+    stop?: number;
+    trail_price?: number;
+    trail_points?: number;
+    trail_offset?: number;
+    oca_name?: string;
+    comment?: string;
+    comment_profit?: string;
+    comment_loss?: string;
+    comment_trailing?: string;
+    alert_message?: string;
+    alert_profit?: string;
+    alert_loss?: string;
+    alert_trailing?: string;
+    disable_alert?: boolean;
+}
+/** `strategy.close()` arguments after `id`. */
+export interface StrategyCloseOptions {
+    comment?: string;
+    qty?: number;
+    qty_percent?: number;
+    alert_message?: string;
+    immediately?: boolean;
+    disable_alert?: boolean;
+}
+/** `strategy.close_all()` arguments. */
+export interface StrategyCloseAllOptions {
+    comment?: string;
+    alert_message?: string;
+    immediately?: boolean;
+    disable_alert?: boolean;
+}
+/** A `strategy.risk.*` rule. */
+export type StrategyRiskRule = {
+    rule: 'allow_entry_in';
+    direction: StrategyRiskDirection;
+} | {
+    rule: 'max_cons_loss_days';
+    count: number;
+    alert_message?: string;
+} | {
+    rule: 'max_drawdown';
+    value: number;
+    type: StrategyRiskValueType;
+    alert_message?: string;
+} | {
+    rule: 'max_intraday_filled_orders';
+    count: number;
+    alert_message?: string;
+} | {
+    rule: 'max_intraday_loss';
+    value: number;
+    type: StrategyRiskValueType;
+    alert_message?: string;
+} | {
+    rule: 'max_position_size';
+    contracts: number;
+};
+/**
+ * One trade, as the PineScript `strategy.opentrades.*(i)` / `strategy.closedtrades.*(i)` functions
+ * return it. Times are UNIX milliseconds. The `exit_*` fields are for closed trades only; `exit_id` and the
+ * comments are undefined when the engine does not provide them.
+ */
+export interface StrategyTrade {
+    entry_id: string;
+    entry_price: number;
+    entry_bar_index: number;
+    entry_time: number;
+    /** undefined when the order had no comment, or when the engine does not keep it apart from the id. */
+    entry_comment?: string;
+    /** Signed quantity: positive for a long trade, negative for a short trade. */
+    size: number;
+    profit: number;
+    profit_percent: number;
+    commission: number;
+    max_runup: number;
+    max_runup_percent: number;
+    max_drawdown: number;
+    max_drawdown_percent: number;
+    exit_id?: string;
+    exit_price?: number;
+    exit_bar_index?: number;
+    exit_time?: number;
+    exit_comment?: string;
+}
+/** Numeric `strategy.*` variables. */
+export declare const STRATEGY_NUMBER_VARIABLES: readonly ["position_size", "position_avg_price", "equity", "initial_capital", "netprofit", "netprofit_percent", "openprofit", "openprofit_percent", "grossprofit", "grossprofit_percent", "grossloss", "grossloss_percent", "opentrades", "closedtrades", "wintrades", "losstrades", "eventrades", "avg_trade", "avg_trade_percent", "avg_winning_trade", "avg_winning_trade_percent", "avg_losing_trade", "avg_losing_trade_percent", "max_drawdown", "max_drawdown_percent", "max_runup", "max_runup_percent", "max_contracts_held_all", "max_contracts_held_long", "max_contracts_held_short", "margin_liquidation_price"];
+/** Text `strategy.*` variables. */
+export declare const STRATEGY_TEXT_VARIABLES: readonly ["position_entry_name", "account_currency"];
+export type StrategyNumberVariable = (typeof STRATEGY_NUMBER_VARIABLES)[number];
+export type StrategyTextVariable = (typeof STRATEGY_TEXT_VARIABLES)[number];
+export type StrategyVariable = StrategyNumberVariable | StrategyTextVariable;
+/**
+ * The order engine the host supplies. OakScriptJS calls it in this order on each bar `i` of
+ * `strategy.eachBar()`:
+ *
+ * 1. `processBar(i)`: fill the orders placed before bar `i` (at the open and inside the bar);
+ * 2. the script runs at the close of bar `i`: order calls and variable reads;
+ * 3. `processClose(i)`: after the script; with `process_orders_on_close`, fill the new market orders
+ *    at the close.
+ */
+export interface StrategyEngine {
+    processBar(bar: number): void;
+    processClose(bar: number): void;
+    entry(id: string, direction: StrategyDirection, options: StrategyEntryOptions): void;
+    order(id: string, direction: StrategyDirection, options: StrategyEntryOptions): void;
+    exit(id: string, options: StrategyExitOptions): void;
+    close(id: string, options: StrategyCloseOptions): void;
+    close_all(options: StrategyCloseAllOptions): void;
+    cancel(id: string): void;
+    cancel_all(): void;
+    /** Current value of a `strategy.*` variable; undefined when the engine does not provide it. */
+    get(variable: StrategyVariable): number | string | undefined;
+    /** Open trade number `index` (0 = oldest); undefined when it does not exist. */
+    openTrade(index: number): StrategyTrade | undefined;
+    /** Closed trade number `index` (0 = oldest); undefined when it does not exist. */
+    closedTrade(index: number): StrategyTrade | undefined;
+    /** `strategy.risk.*` rules; optional. */
+    risk?(rule: StrategyRiskRule): void;
+    /** `strategy.default_entry_qty(fill_price)`; optional. */
+    defaultEntryQty?(fillPrice: number): number;
+}
+//# sourceMappingURL=index.d.ts.map

package/dist/esm/strategy/index.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/strategy/index.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;GAaG;AAEH,MAAM,MAAM,iBAAiB,GAAG,MAAM,GAAG,OAAO,CAAC;AACjD,MAAM,MAAM,eAAe,GAAG,OAAO,GAAG,MAAM,GAAG,mBAAmB,CAAC;AACrE,MAAM,MAAM,sBAAsB,GAAG,SAAS,GAAG,mBAAmB,GAAG,gBAAgB,CAAC;AACxF,MAAM,MAAM,eAAe,GAAG,MAAM,GAAG,QAAQ,GAAG,QAAQ,CAAC;AAC3D,kEAAkE;AAClE,MAAM,MAAM,qBAAqB,GAAG,KAAK,GAAG,MAAM,GAAG,OAAO,CAAC;AAC7D,MAAM,MAAM,qBAAqB,GAAG,mBAAmB,GAAG,MAAM,CAAC;AAEjE,yCAAyC;AACzC,eAAO,MAAM,kBAAkB;;;;;;;;;;;;;;;;;;;;;CASrB,CAAC;AAEX,2EAA2E;AAC3E,MAAM,WAAW,eAAe;IAC9B,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,OAAO,CAAC,EAAE,OAAO,CAAC;IAClB,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,mBAAmB,CAAC,EAAE,OAAO,CAAC;IAC9B,kBAAkB,CAAC,EAAE,OAAO,CAAC;IAC7B,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,+BAA+B,CAAC,EAAE,MAAM,CAAC;IACzC,gBAAgB,CAAC,EAAE,eAAe,CAAC;IACnC,iBAAiB,CAAC,EAAE,MAAM,CAAC;IAC3B,eAAe,CAAC,EAAE,MAAM,CAAC;IACzB,sDAAsD;IACtD,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,4CAA4C;IAC5C,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,eAAe,CAAC,EAAE,sBAAsB,CAAC;IACzC,gBAAgB,CAAC,EAAE,MAAM,CAAC;IAC1B,uBAAuB,CAAC,EAAE,OAAO,CAAC;IAClC,kBAAkB,CAAC,EAAE,MAAM,GAAG,KAAK,CAAC;IACpC,WAAW,CAAC,EAAE,MAAM,CAAC;IACrB,YAAY,CAAC,EAAE,MAAM,CAAC;IACtB,oBAAoB,CAAC,EAAE,OAAO,CAAC;IAC/B,eAAe,CAAC,EAAE,MAAM,CAAC;IACzB,gBAAgB,CAAC,EAAE,MAAM,CAAC;IAC1B,eAAe,CAAC,EAAE,MAAM,CAAC;IACzB,eAAe,CAAC,EAAE,MAAM,CAAC;IACzB,cAAc,CAAC,EAAE,MAAM,CAAC;IACxB,iBAAiB,CAAC,EAAE,OAAO,CAAC;IAC5B,4BAA4B,CAAC,EAAE,OAAO,CAAC;IACvC,mBAAmB,CAAC,EAAE,MAAM,CAAC;CAC9B;AAED,mGAAmG;AACnG,MAAM,WAAW,kBAAkB;IACjC,UAAU,EAAE,MAAM,CAAC;IACnB,mBAAmB,EAAE,OAAO,CAAC;IAC7B,kBAAkB,EAAE,OAAO,CAAC;IAC5B,+BAA+B,EAAE,MAAM,CAAC;IACxC,gBAAgB,EAAE,eAAe,CAAC;IAClC,iBAAiB,EAAE,MAAM,CAAC;IAC1B,eAAe,EAAE,MAAM,CAAC;IACxB,sCAAsC;IACtC,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,QAAQ,EAAE,MAAM,CAAC;IACjB,eAAe,EAAE,sBAAsB,CAAC;IACxC,gBAAgB,EAAE,MAAM,CAAC;IACzB,uBAAuB,EAAE,OAAO,CAAC;IACjC,kBAAkB,EAAE,MAAM,GAAG,KAAK,CAAC;IACnC,WAAW,EAAE,MAAM,CAAC;IACpB,YAAY,EAAE,MAAM,CAAC;IACrB,eAAe,EAAE,MAAM,CAAC;IACxB,cAAc,EAAE,MAAM,CAAC;IACvB,iBAAiB,EAAE,OAAO,CAAC;IAC3B,4BAA4B,EAAE,OAAO,CAAC;CACvC;AAED,wEAAwE;AACxE,eAAO,MAAM,iBAAiB,EAAE,kBAoB/B,CAAC;AAEF,oFAAoF;AACpF,MAAM,WAAW,oBAAoB;IACnC,GAAG,CAAC,EAAE,MAAM,CAAC;IACb,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,QAAQ,CAAC,EAAE,eAAe,CAAC;IAC3B,OAAO,CAAC,EAAE,MAAM,CAAC;IACjB,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,aAAa,CAAC,EAAE,OAAO,CAAC;CACzB;AAED,gHAAgH;AAChH,MAAM,WAAW,mBAAmB;IAClC,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,GAAG,CAAC,EAAE,MAAM,CAAC;IACb,WAAW,CAAC,EAAE,MAAM,CAAC;IACrB,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,WAAW,CAAC,EAAE,MAAM,CAAC;IACrB,YAAY,CAAC,EAAE,MAAM,CAAC;IACtB,YAAY,CAAC,EAAE,MAAM,CAAC;IACtB,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,OAAO,CAAC,EAAE,MAAM,CAAC;IACjB,cAAc,CAAC,EAAE,MAAM,CAAC;IACxB,YAAY,CAAC,EAAE,MAAM,CAAC;IACtB,gBAAgB,CAAC,EAAE,MAAM,CAAC;IAC1B,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,YAAY,CAAC,EAAE,MAAM,CAAC;IACtB,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,cAAc,CAAC,EAAE,MAAM,CAAC;IACxB,aAAa,CAAC,EAAE,OAAO,CAAC;CACzB;AAED,+CAA+C;AAC/C,MAAM,WAAW,oBAAoB;IACnC,OAAO,CAAC,EAAE,MAAM,CAAC;IACjB,GAAG,CAAC,EAAE,MAAM,CAAC;IACb,WAAW,CAAC,EAAE,MAAM,CAAC;IACrB,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,WAAW,CAAC,EAAE,OAAO,CAAC;IACtB,aAAa,CAAC,EAAE,OAAO,CAAC;CACzB;AAED,wCAAwC;AACxC,MAAM,WAAW,uBAAuB;IACtC,OAAO,CAAC,EAAE,MAAM,CAAC;IACjB,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,WAAW,CAAC,EAAE,OAAO,CAAC;IACtB,aAAa,CAAC,EAAE,OAAO,CAAC;CACzB;AAED,gCAAgC;AAChC,MAAM,MAAM,gBAAgB,GACxB;IAAE,IAAI,EAAE,gBAAgB,CAAC;IAAC,SAAS,EAAE,qBAAqB,CAAA;CAAE,GAC5D;IAAE,IAAI,EAAE,oBAAoB,CAAC;IAAC,KAAK,EAAE,MAAM,CAAC;IAAC,aAAa,CAAC,EAAE,MAAM,CAAA;CAAE,GACrE;IAAE,IAAI,EAAE,cAAc,CAAC;IAAC,KAAK,EAAE,MAAM,CAAC;IAAC,IAAI,EAAE,qBAAqB,CAAC;IAAC,aAAa,CAAC,EAAE,MAAM,CAAA;CAAE,GAC5F;IAAE,IAAI,EAAE,4BAA4B,CAAC;IAAC,KAAK,EAAE,MAAM,CAAC;IAAC,aAAa,CAAC,EAAE,MAAM,CAAA;CAAE,GAC7E;IAAE,IAAI,EAAE,mBAAmB,CAAC;IAAC,KAAK,EAAE,MAAM,CAAC;IAAC,IAAI,EAAE,qBAAqB,CAAC;IAAC,aAAa,CAAC,EAAE,MAAM,CAAA;CAAE,GACjG;IAAE,IAAI,EAAE,mBAAmB,CAAC;IAAC,SAAS,EAAE,MAAM,CAAA;CAAE,CAAC;AAErD;;;;GAIG;AACH,MAAM,WAAW,aAAa;IAC5B,QAAQ,EAAE,MAAM,CAAC;IACjB,WAAW,EAAE,MAAM,CAAC;IACpB,eAAe,EAAE,MAAM,CAAC;IACxB,UAAU,EAAE,MAAM,CAAC;IACnB,sGAAsG;IACtG,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,8EAA8E;IAC9E,IAAI,EAAE,MAAM,CAAC;IACb,MAAM,EAAE,MAAM,CAAC;IACf,cAAc,EAAE,MAAM,CAAC;IACvB,UAAU,EAAE,MAAM,CAAC;IACnB,SAAS,EAAE,MAAM,CAAC;IAClB,iBAAiB,EAAE,MAAM,CAAC;IAC1B,YAAY,EAAE,MAAM,CAAC;IACrB,oBAAoB,EAAE,MAAM,CAAC;IAC7B,OAAO,CAAC,EAAE,MAAM,CAAC;IACjB,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,cAAc,CAAC,EAAE,MAAM,CAAC;IACxB,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,YAAY,CAAC,EAAE,MAAM,CAAC;CACvB;AAED,sCAAsC;AACtC,eAAO,MAAM,yBAAyB,+lBAgC5B,CAAC;AAEX,mCAAmC;AACnC,eAAO,MAAM,uBAAuB,sDAAuD,CAAC;AAE5F,MAAM,MAAM,sBAAsB,GAAG,CAAC,OAAO,yBAAyB,CAAC,CAAC,MAAM,CAAC,CAAC;AAChF,MAAM,MAAM,oBAAoB,GAAG,CAAC,OAAO,uBAAuB,CAAC,CAAC,MAAM,CAAC,CAAC;AAC5E,MAAM,MAAM,gBAAgB,GAAG,sBAAsB,GAAG,oBAAoB,CAAC;AAE7E;;;;;;;;GAQG;AACH,MAAM,WAAW,cAAc;IAC7B,UAAU,CAAC,GAAG,EAAE,MAAM,GAAG,IAAI,CAAC;IAC9B,YAAY,CAAC,GAAG,EAAE,MAAM,GAAG,IAAI,CAAC;IAChC,KAAK,CAAC,EAAE,EAAE,MAAM,EAAE,SAAS,EAAE,iBAAiB,EAAE,OAAO,EAAE,oBAAoB,GAAG,IAAI,CAAC;IACrF,KAAK,CAAC,EAAE,EAAE,MAAM,EAAE,SAAS,EAAE,iBAAiB,EAAE,OAAO,EAAE,oBAAoB,GAAG,IAAI,CAAC;IACrF,IAAI,CAAC,EAAE,EAAE,MAAM,EAAE,OAAO,EAAE,mBAAmB,GAAG,IAAI,CAAC;IACrD,KAAK,CAAC,EAAE,EAAE,MAAM,EAAE,OAAO,EAAE,oBAAoB,GAAG,IAAI,CAAC;IACvD,SAAS,CAAC,OAAO,EAAE,uBAAuB,GAAG,IAAI,CAAC;IAClD,MAAM,CAAC,EAAE,EAAE,MAAM,GAAG,IAAI,CAAC;IACzB,UAAU,IAAI,IAAI,CAAC;IACnB,+FAA+F;IAC/F,GAAG,CAAC,QAAQ,EAAE,gBAAgB,GAAG,MAAM,GAAG,MAAM,GAAG,SAAS,CAAC;IAC7D,gFAAgF;IAChF,SAAS,CAAC,KAAK,EAAE,MAAM,GAAG,aAAa,GAAG,SAAS,CAAC;IACpD,kFAAkF;IAClF,WAAW,CAAC,KAAK,EAAE,MAAM,GAAG,aAAa,GAAG,SAAS,CAAC;IACtD,yCAAyC;IACzC,IAAI,CAAC,CAAC,IAAI,EAAE,gBAAgB,GAAG,IAAI,CAAC;IACpC,0DAA0D;IAC1D,eAAe,CAAC,CAAC,SAAS,EAAE,MAAM,GAAG,MAAM,CAAC;CAC7C"}

package/dist/esm/strategy/index.js

@@ -0,0 +1,84 @@
+/**
+ * @fileoverview Types and constants of the PineScript `strategy.*` API.
+ *
+ * OakScriptJS does not simulate orders. The script API (`oakscriptjs/script`) declares the strategy,
+ * forwards every `strategy.*` call to a {@link StrategyEngine} that the host supplies, and reads the
+ * `strategy.*` variables from it. The engine fills the orders, keeps the trades and computes the
+ * results.
+ *
+ * Names follow PineScript v6: option objects use the PineScript argument names, and the engine
+ * receives them unchanged. An `na` (NaN) numeric argument is removed before the call, since in
+ * PineScript it means "not given". The deprecated `when` argument does not exist: use `if`.
+ *
+ * @module strategy
+ */
+/** PineScript `strategy.*` constants. */
+export const STRATEGY_CONSTANTS = {
+    long: 'long',
+    short: 'short',
+    fixed: 'fixed',
+    cash: 'cash',
+    percent_of_equity: 'percent_of_equity',
+    commission: { percent: 'percent', cash_per_contract: 'cash_per_contract', cash_per_order: 'cash_per_order' },
+    direction: { all: 'all', long: 'long', short: 'short' },
+    oca: { none: 'none', cancel: 'cancel', reduce: 'reduce' },
+};
+/** PineScript defaults of the `strategy()` arguments (v6 reference). */
+export const STRATEGY_DEFAULTS = {
+    pyramiding: 0,
+    calc_on_order_fills: false,
+    calc_on_every_tick: false,
+    backtest_fill_limits_assumption: 0,
+    // v6 values; PineScript v5: fixed / 1 / 1000000 and margins 0
+    default_qty_type: 'percent_of_equity',
+    default_qty_value: 100,
+    initial_capital: 100000,
+    slippage: 0,
+    commission_type: 'percent',
+    commission_value: 0,
+    process_orders_on_close: false,
+    close_entries_rule: 'FIFO',
+    margin_long: 100,
+    margin_short: 100,
+    calc_bars_count: 0,
+    risk_free_rate: 2,
+    use_bar_magnifier: false,
+    fill_orders_on_standard_ohlc: false,
+};
+/** Numeric `strategy.*` variables. */
+export const STRATEGY_NUMBER_VARIABLES = [
+    'position_size',
+    'position_avg_price',
+    'equity',
+    'initial_capital',
+    'netprofit',
+    'netprofit_percent',
+    'openprofit',
+    'openprofit_percent',
+    'grossprofit',
+    'grossprofit_percent',
+    'grossloss',
+    'grossloss_percent',
+    'opentrades',
+    'closedtrades',
+    'wintrades',
+    'losstrades',
+    'eventrades',
+    'avg_trade',
+    'avg_trade_percent',
+    'avg_winning_trade',
+    'avg_winning_trade_percent',
+    'avg_losing_trade',
+    'avg_losing_trade_percent',
+    'max_drawdown',
+    'max_drawdown_percent',
+    'max_runup',
+    'max_runup_percent',
+    'max_contracts_held_all',
+    'max_contracts_held_long',
+    'max_contracts_held_short',
+    'margin_liquidation_price',
+];
+/** Text `strategy.*` variables. */
+export const STRATEGY_TEXT_VARIABLES = ['position_entry_name', 'account_currency'];
+//# sourceMappingURL=index.js.map

package/dist/esm/strategy/index.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../src/strategy/index.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;GAaG;AAUH,yCAAyC;AACzC,MAAM,CAAC,MAAM,kBAAkB,GAAG;IAChC,IAAI,EAAE,MAAM;IACZ,KAAK,EAAE,OAAO;IACd,KAAK,EAAE,OAAO;IACd,IAAI,EAAE,MAAM;IACZ,iBAAiB,EAAE,mBAAmB;IACtC,UAAU,EAAE,EAAE,OAAO,EAAE,SAAS,EAAE,iBAAiB,EAAE,mBAAmB,EAAE,cAAc,EAAE,gBAAgB,EAAE;IAC5G,SAAS,EAAE,EAAE,GAAG,EAAE,KAAK,EAAE,IAAI,EAAE,MAAM,EAAE,KAAK,EAAE,OAAO,EAAE;IACvD,GAAG,EAAE,EAAE,IAAI,EAAE,MAAM,EAAE,MAAM,EAAE,QAAQ,EAAE,MAAM,EAAE,QAAQ,EAAE;CACjD,CAAC;AA8DX,wEAAwE;AACxE,MAAM,CAAC,MAAM,iBAAiB,GAAuB;IACnD,UAAU,EAAE,CAAC;IACb,mBAAmB,EAAE,KAAK;IAC1B,kBAAkB,EAAE,KAAK;IACzB,+BAA+B,EAAE,CAAC;IAClC,8DAA8D;IAC9D,gBAAgB,EAAE,mBAAmB;IACrC,iBAAiB,EAAE,GAAG;IACtB,eAAe,EAAE,MAAM;IACvB,QAAQ,EAAE,CAAC;IACX,eAAe,EAAE,SAAS;IAC1B,gBAAgB,EAAE,CAAC;IACnB,uBAAuB,EAAE,KAAK;IAC9B,kBAAkB,EAAE,MAAM;IAC1B,WAAW,EAAE,GAAG;IAChB,YAAY,EAAE,GAAG;IACjB,eAAe,EAAE,CAAC;IAClB,cAAc,EAAE,CAAC;IACjB,iBAAiB,EAAE,KAAK;IACxB,4BAA4B,EAAE,KAAK;CACpC,CAAC;AA6FF,sCAAsC;AACtC,MAAM,CAAC,MAAM,yBAAyB,GAAG;IACvC,eAAe;IACf,oBAAoB;IACpB,QAAQ;IACR,iBAAiB;IACjB,WAAW;IACX,mBAAmB;IACnB,YAAY;IACZ,oBAAoB;IACpB,aAAa;IACb,qBAAqB;IACrB,WAAW;IACX,mBAAmB;IACnB,YAAY;IACZ,cAAc;IACd,WAAW;IACX,YAAY;IACZ,YAAY;IACZ,WAAW;IACX,mBAAmB;IACnB,mBAAmB;IACnB,2BAA2B;IAC3B,kBAAkB;IAClB,0BAA0B;IAC1B,cAAc;IACd,sBAAsB;IACtB,WAAW;IACX,mBAAmB;IACnB,wBAAwB;IACxB,yBAAyB;IACzB,0BAA0B;IAC1B,0BAA0B;CAClB,CAAC;AAEX,mCAAmC;AACnC,MAAM,CAAC,MAAM,uBAAuB,GAAG,CAAC,qBAAqB,EAAE,kBAAkB,CAAU,CAAC"}