oakscriptjs 0.8.1 → 0.9.0

package/dist/esm/types/metadata.d.ts.map

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package/dist/esm/types/metadata.js

@@ -0,0 +1,7 @@
+/**
+ * @fileoverview Type definitions for indicator metadata
+ * These types define the structure of data returned by indicators
+ * @module types/metadata
+ */
+export {};
+//# sourceMappingURL=metadata.js.map

package/dist/esm/types/metadata.js.map

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

@@ -0,0 +1,167 @@
+/**
+ * Utility functions for OakScriptJS
+ * These are internal helpers and not part of the PineScript API
+ */
+import type { series_float, int, float, Source, Bar, OHLC } from '../types/index.js';
+import { Series } from '../runtime/series.js';
+/**
+ * Validates that a series has sufficient data for a given length
+ */
+export declare function validateSeriesLength(source: Source, length: int, functionName: string): void;
+/**
+ * Creates a series filled with NaN values
+ */
+export declare function createNaNSeries(length: int): series_float;
+/**
+ * Checks if a value is `na`: NaN, null, undefined, +/-Infinity, or a deleted drawing object
+ * (as in PineScript, `na(l)` is true after `line.delete(l)`, and `na(1 / 0)` is true).
+ */
+export declare function isNA(value: any): boolean;
+/**
+ * Returns the value or a default if it's NA
+ */
+export declare function nz(value: any, defaultValue?: any): any;
+/**
+ * PineScript `fixnan(source)`: replaces each `na` value (NaN, null or undefined) with the
+ * previous non-`na` value. Values before the first non-`na` value stay `na`.
+ * Works for numeric series and for color series (arrays of color strings with `undefined` for `na`).
+ */
+export declare function fixnan<T>(source: T[]): T[];
+/**
+ * PineScript history reference `x[offset]` at bar `i` of an array: the value `offset` bars back,
+ * `na` (NaN) before the first bar. A negative offset (a later bar) throws, as in PineScript.
+ */
+export declare function at(source: ArrayLike<number>, i: int, offset?: int): float;
+/**
+ * PineScript division: `a / 0` is +/-Infinity (0 / 0 is NaN), as in JavaScript. PineScript keeps the infinite value
+ * in comparisons (`1 / 0 > 0` is true) and treats it as `na` in `na()`, `nz()` and plots.
+ */
+export declare function div(a: float, b: float): float;
+/**
+ * Ensures a value is within bounds
+ */
+export declare function clamp(value: float, min: float, max: float): float;
+/**
+ * Linear interpolation
+ */
+export declare function lerp(start: float, end: float, t: float): float;
+/**
+ * Normalize a value from one range to another
+ */
+export declare function normalize(value: float, min: float, max: float, newMin?: float, newMax?: float): float;
+/**
+ * Creates OHLC data from bar array
+ * @param bars - Array of bar data
+ * @returns OHLC data structure
+ */
+export declare function ohlcFromBars(bars: Bar[]): OHLC;
+/**
+ * Gets close prices from OHLC
+ * @param ohlc - OHLC data
+ * @returns Close price series
+ */
+export declare function getClose(ohlc: OHLC): series_float;
+/**
+ * Gets high prices from OHLC
+ * @param ohlc - OHLC data
+ * @returns High price series
+ */
+export declare function getHigh(ohlc: OHLC): series_float;
+/**
+ * Gets low prices from OHLC
+ * @param ohlc - OHLC data
+ * @returns Low price series
+ */
+export declare function getLow(ohlc: OHLC): series_float;
+/**
+ * Gets open prices from OHLC
+ * @param ohlc - OHLC data
+ * @returns Open price series
+ */
+export declare function getOpen(ohlc: OHLC): series_float;
+/**
+ * Extract a specific source from OHLC data or bar array
+ *
+ * @param data - Bar array or OHLC data
+ * @param source - Source type: 'close', 'open', 'high', 'low', 'hl2', 'hlc3', 'ohlc4'
+ * @returns Series of the requested source
+ *
+ * @example
+ * ```typescript
+ * const bars = [{ open: 100, high: 105, low: 98, close: 102 }, ...];
+ * const closes = getSource(bars, 'close'); // [102, ...]
+ * const hl2 = getSource(bars, 'hl2'); // [(105+98)/2, ...]
+ * ```
+ */
+export declare function getSource(data: Bar[] | OHLC, source?: 'close' | 'open' | 'high' | 'low' | 'hl2' | 'hlc3' | 'ohlc4' | 'hlcc4'): series_float;
+/**
+ * Creates a Series from bars based on the specified source type.
+ * Unlike getSource() which returns number[], this returns a Series
+ * with chainable methods like .add(), .sub(), .mul(), .div()
+ *
+ * @param bars - Array of bar data
+ * @param source - Source type (default: 'close')
+ * @returns Series object for the requested source
+ *
+ * @example
+ * ```typescript
+ * const bars = [{ time: 1, open: 100, high: 105, low: 98, close: 102, volume: 1000 }, ...];
+ * const source = getSourceSeries(bars, 'hlc3');
+ * const smaResult = ta.sma(source, 14);
+ * ```
+ */
+export declare function getSourceSeries(bars: Bar[], source?: 'open' | 'high' | 'low' | 'close' | 'hl2' | 'hlc3' | 'ohlc4' | 'hlcc4'): Series;
+/**
+ * Shift (offset) a series forward or backward in time
+ *
+ * @param series - Series to shift
+ * @param offset - Number of bars to shift (positive = forward/right, negative = backward/left)
+ * @returns Shifted series with NaN padding
+ *
+ * @example
+ * ```typescript
+ * const values = [1, 2, 3, 4, 5];
+ * shift(values, 2);  // [NaN, NaN, 1, 2, 3]  (shift forward)
+ * shift(values, -2); // [3, 4, 5, NaN, NaN]  (shift backward)
+ * ```
+ */
+export declare function shift(series: series_float, offset: int): series_float;
+/**
+ * Apply smoothing to a series using a specified method
+ *
+ * @param series - Series to smooth
+ * @param method - Smoothing method: 'SMA', 'EMA', 'WMA', 'RMA'
+ * @param length - Smoothing length
+ * @returns Smoothed series
+ *
+ * @example
+ * ```typescript
+ * const values = [10, 11, 12, 13, 14];
+ * const smoothed = smooth(values, 'EMA', 3);
+ * ```
+ *
+ * @remarks
+ * This is a convenience function that delegates to the appropriate ta function.
+ * Import this from utils, not from ta namespace.
+ */
+export declare function smooth(series: series_float, method: 'SMA' | 'EMA' | 'WMA' | 'RMA', length: int): series_float;
+/**
+ * Format series values with timestamps for output
+ *
+ * @param values - Series of values to format
+ * @param timestamps - Array of timestamps (optional)
+ * @returns Array of objects with time and value properties
+ *
+ * @example
+ * ```typescript
+ * const values = [100, 101, NaN, 103];
+ * const times = [1, 2, 3, 4];
+ * const formatted = formatOutput(values, times);
+ * // [{ time: 1, value: 100 }, { time: 2, value: 101 }, { time: 3, value: null }, { time: 4, value: 103 }]
+ * ```
+ */
+export declare function formatOutput(values: series_float, timestamps?: number[]): Array<{
+    time: number;
+    value: number | null;
+}>;
+//# sourceMappingURL=index.d.ts.map

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package/dist/esm/utils/index.js

@@ -0,0 +1,295 @@
+/**
+ * Utility functions for OakScriptJS
+ * These are internal helpers and not part of the PineScript API
+ */
+import { sma, ema, wma, rma } from '../ta/index.js';
+import { Series } from '../runtime/series.js';
+import { isDeleted } from '../drawing/registry.js';
+/**
+ * Validates that a series has sufficient data for a given length
+ */
+export function validateSeriesLength(source, length, functionName) {
+    if (source.length < length) {
+        console.warn(`${functionName}: Source length (${source.length}) is less than required length (${length})`);
+    }
+}
+/**
+ * Creates a series filled with NaN values
+ */
+export function createNaNSeries(length) {
+    return new Array(length).fill(NaN);
+}
+/**
+ * Checks if a value is `na`: NaN, null, undefined, +/-Infinity, or a deleted drawing object
+ * (as in PineScript, `na(l)` is true after `line.delete(l)`, and `na(1 / 0)` is true).
+ */
+export function isNA(value) {
+    return (value === null ||
+        value === undefined ||
+        Number.isNaN(value) ||
+        value === Infinity ||
+        value === -Infinity ||
+        isDeleted(value));
+}
+/**
+ * Returns the value or a default if it's NA
+ */
+export function nz(value, defaultValue = 0) {
+    return isNA(value) ? defaultValue : value;
+}
+/**
+ * PineScript `fixnan(source)`: replaces each `na` value (NaN, null or undefined) with the
+ * previous non-`na` value. Values before the first non-`na` value stay `na`.
+ * Works for numeric series and for color series (arrays of color strings with `undefined` for `na`).
+ */
+export function fixnan(source) {
+    let last;
+    let seen = false;
+    return source.map((v) => {
+        // PineScript fixnan keeps +/-Infinity (only NaN / null / undefined are replaced)
+        if (!(v === null || v === undefined || Number.isNaN(v) || isDeleted(v))) {
+            last = v;
+            seen = true;
+            return v;
+        }
+        return seen ? last : v;
+    });
+}
+/**
+ * PineScript history reference `x[offset]` at bar `i` of an array: the value `offset` bars back,
+ * `na` (NaN) before the first bar. A negative offset (a later bar) throws, as in PineScript.
+ */
+export 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;
+}
+/**
+ * PineScript division: `a / 0` is +/-Infinity (0 / 0 is NaN), as in JavaScript. PineScript keeps the infinite value
+ * in comparisons (`1 / 0 > 0` is true) and treats it as `na` in `na()`, `nz()` and plots.
+ */
+export function div(a, b) {
+    return a / b;
+}
+/**
+ * Ensures a value is within bounds
+ */
+export function clamp(value, min, max) {
+    return Math.max(min, Math.min(max, value));
+}
+/**
+ * Linear interpolation
+ */
+export function lerp(start, end, t) {
+    return start + (end - start) * t;
+}
+/**
+ * Normalize a value from one range to another
+ */
+export function normalize(value, min, max, newMin = 0, newMax = 1) {
+    return newMin + ((value - min) * (newMax - newMin)) / (max - min);
+}
+// ===== Chart Data Utilities =====
+// These functions help convert between bar arrays and OHLC data structures
+/**
+ * Creates OHLC data from bar array
+ * @param bars - Array of bar data
+ * @returns OHLC data structure
+ */
+export 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),
+    };
+}
+/**
+ * Gets close prices from OHLC
+ * @param ohlc - OHLC data
+ * @returns Close price series
+ */
+export function getClose(ohlc) {
+    return ohlc.close;
+}
+/**
+ * Gets high prices from OHLC
+ * @param ohlc - OHLC data
+ * @returns High price series
+ */
+export function getHigh(ohlc) {
+    return ohlc.high;
+}
+/**
+ * Gets low prices from OHLC
+ * @param ohlc - OHLC data
+ * @returns Low price series
+ */
+export function getLow(ohlc) {
+    return ohlc.low;
+}
+/**
+ * Gets open prices from OHLC
+ * @param ohlc - OHLC data
+ * @returns Open price series
+ */
+export function getOpen(ohlc) {
+    return ohlc.open;
+}
+// ===== Source Extraction Utilities =====
+/**
+ * Extract a specific source from OHLC data or bar array
+ *
+ * @param data - Bar array or OHLC data
+ * @param source - Source type: 'close', 'open', 'high', 'low', 'hl2', 'hlc3', 'ohlc4'
+ * @returns Series of the requested source
+ *
+ * @example
+ * ```typescript
+ * const bars = [{ open: 100, high: 105, low: 98, close: 102 }, ...];
+ * const closes = getSource(bars, 'close'); // [102, ...]
+ * const hl2 = getSource(bars, 'hl2'); // [(105+98)/2, ...]
+ * ```
+ */
+export function getSource(data, source = 'close') {
+    // Check if data is OHLC structure
+    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);
+        }
+    }
+}
+/**
+ * Creates a Series from bars based on the specified source type.
+ * Unlike getSource() which returns number[], this returns a Series
+ * with chainable methods like .add(), .sub(), .mul(), .div()
+ *
+ * @param bars - Array of bar data
+ * @param source - Source type (default: 'close')
+ * @returns Series object for the requested source
+ *
+ * @example
+ * ```typescript
+ * const bars = [{ time: 1, open: 100, high: 105, low: 98, close: 102, volume: 1000 }, ...];
+ * const source = getSourceSeries(bars, 'hlc3');
+ * const smaResult = ta.sma(source, 14);
+ * ```
+ */
+export function getSourceSeries(bars, source = 'close') {
+    const open = new Series(bars, (bar) => bar.open);
+    const high = new Series(bars, (bar) => bar.high);
+    const low = new Series(bars, (bar) => bar.low);
+    const close = new 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;
+    }
+}
+// ===== Series Manipulation Utilities =====
+/**
+ * Shift (offset) a series forward or backward in time
+ *
+ * @param series - Series to shift
+ * @param offset - Number of bars to shift (positive = forward/right, negative = backward/left)
+ * @returns Shifted series with NaN padding
+ *
+ * @example
+ * ```typescript
+ * const values = [1, 2, 3, 4, 5];
+ * shift(values, 2);  // [NaN, NaN, 1, 2, 3]  (shift forward)
+ * shift(values, -2); // [3, 4, 5, NaN, NaN]  (shift backward)
+ * ```
+ */
+export function shift(series, offset) {
+    if (offset === 0)
+        return series;
+    if (offset > 0) {
+        // Shift forward: add NaN at start, remove from end
+        return Array(offset).fill(NaN).concat(series.slice(0, -offset));
+    }
+    else {
+        // Shift backward: remove from start, add NaN at end
+        return series.slice(-offset).concat(Array(-offset).fill(NaN));
+    }
+}
+/**
+ * Apply smoothing to a series using a specified method
+ *
+ * @param series - Series to smooth
+ * @param method - Smoothing method: 'SMA', 'EMA', 'WMA', 'RMA'
+ * @param length - Smoothing length
+ * @returns Smoothed series
+ *
+ * @example
+ * ```typescript
+ * const values = [10, 11, 12, 13, 14];
+ * const smoothed = smooth(values, 'EMA', 3);
+ * ```
+ *
+ * @remarks
+ * This is a convenience function that delegates to the appropriate ta function.
+ * Import this from utils, not from ta namespace.
+ */
+export function smooth(series, method, length) {
+    switch (method.toUpperCase()) {
+        case 'SMA': return sma(series, length);
+        case 'EMA': return ema(series, length);
+        case 'WMA': return wma(series, length);
+        case 'RMA': return rma(series, length);
+        default:
+            throw new Error(`Unknown smoothing method: ${method}`);
+    }
+}
+/**
+ * Format series values with timestamps for output
+ *
+ * @param values - Series of values to format
+ * @param timestamps - Array of timestamps (optional)
+ * @returns Array of objects with time and value properties
+ *
+ * @example
+ * ```typescript
+ * const values = [100, 101, NaN, 103];
+ * const times = [1, 2, 3, 4];
+ * const formatted = formatOutput(values, times);
+ * // [{ time: 1, value: 100 }, { time: 2, value: 101 }, { time: 3, value: null }, { time: 4, value: 103 }]
+ * ```
+ */
+export function formatOutput(values, timestamps) {
+    return values.map((value, index) => ({
+        time: timestamps ? timestamps[index] : index,
+        value: isNaN(value) ? null : value
+    }));
+}
+//# sourceMappingURL=index.js.map

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package/package.json

@@ -1,43 +1,56 @@
 {
   "name": "oakscriptjs",
-  "version": "0.8.1",
+  "version": "0.9.0",
   "type": "module",
   "description": "PineScript v6 compatible technical analysis library for JavaScript/TypeScript",
-  "main": "dist/index.cjs",
-  "module": "dist/index.mjs",
-  "types": "dist/index.d.ts",
+  "main": "./dist/cjs/index.js",
+  "module": "./dist/esm/index.js",
+  "types": "./dist/cjs/index.d.ts",
   "exports": {
     ".": {
-      "types": "./dist/index.d.ts",
-      "import": "./dist/index.mjs",
-      "require": "./dist/index.cjs"
+      "import": {
+        "types": "./dist/esm/index.d.ts",
+        "default": "./dist/esm/index.js"
+      },
+      "require": {
+        "types": "./dist/cjs/index.d.ts",
+        "default": "./dist/cjs/index.js"
+      }
     },
     "./runtime": {
-      "types": "./dist/runtime/index.d.ts",
-      "import": "./dist/runtime/index.mjs",
-      "require": "./dist/runtime/index.cjs"
+      "import": {
+        "types": "./dist/esm/runtime/index.d.ts",
+        "default": "./dist/esm/runtime/index.js"
+      },
+      "require": {
+        "types": "./dist/cjs/runtime/index.d.ts",
+        "default": "./dist/cjs/runtime/index.js"
+      }
     },
     "./script": {
-      "types": "./dist/script/index.d.ts",
-      "import": "./dist/script/index.mjs",
-      "require": "./dist/script/index.cjs"
-    }
+      "import": {
+        "types": "./dist/esm/script/index.d.ts",
+        "default": "./dist/esm/script/index.js"
+      },
+      "require": {
+        "types": "./dist/cjs/script/index.d.ts",
+        "default": "./dist/cjs/script/index.js"
+      }
+    },
+    "./package.json": "./package.json"
   },
   "files": [
     "dist",
+    "src",
     "README.md",
     "LICENSE"
   ],
   "scripts": {
     "prepublishOnly": "npm run build",
-    "build": "npm run clean && npm run build:esm && npm run build:cjs && npm run build:runtime:esm && npm run build:runtime:cjs && npm run build:script:esm && npm run build:script:cjs && npm run build:types",
-    "build:esm": "esbuild src/index.ts --bundle --format=esm --outfile=dist/index.mjs --platform=neutral --external:@types/* --external:lightweight-charts",
-    "build:cjs": "esbuild src/index.ts --bundle --format=cjs --outfile=dist/index.cjs --platform=neutral --external:@types/* --external:lightweight-charts",
-    "build:runtime:esm": "esbuild src/runtime/index.ts --bundle --format=esm --outfile=dist/runtime/index.mjs --platform=neutral --external:@types/* --external:lightweight-charts",
-    "build:runtime:cjs": "esbuild src/runtime/index.ts --bundle --format=cjs --outfile=dist/runtime/index.cjs --platform=neutral --external:@types/* --external:lightweight-charts",
-    "build:script:esm": "esbuild src/script/index.ts --bundle --format=esm --outfile=dist/script/index.mjs --platform=neutral --external:@types/* --external:lightweight-charts",
-    "build:script:cjs": "esbuild src/script/index.ts --bundle --format=cjs --outfile=dist/script/index.cjs --platform=neutral --external:@types/* --external:lightweight-charts",
-    "build:types": "tsc --emitDeclarationOnly --outDir dist",
+    "build": "npm run clean && npm run build:esm && npm run build:cjs",
+    "build:esm": "tsc -p tsconfig.json --outDir dist/esm",
+    "build:cjs": "esbuild \"src/**/*.ts\" --outdir=dist/cjs --format=cjs --platform=neutral --target=es2022 --sourcemap --log-level=warning && tsc -p tsconfig.json --emitDeclarationOnly --outDir dist/cjs && node -e \"require('fs').writeFileSync('dist/cjs/package.json', JSON.stringify({ type: 'commonjs' }))\"",
+    "check:package": "attw --pack .",
     "clean": "rimraf dist",
     "dev": "tsc --watch",
     "test": "jest",
@@ -74,7 +87,13 @@
   "peerDependencies": {
     "lightweight-charts": "^5.0.0"
   },
+  "peerDependenciesMeta": {
+    "lightweight-charts": {
+      "optional": true
+    }
+  },
   "devDependencies": {
+    "@arethetypeswrong/cli": "^0.18.5",
     "@eslint/js": "^10.0.1",
     "@types/jest": "^29.5.11",
     "@types/node": "^22.10.0",
@@ -90,5 +109,16 @@
   },
   "engines": {
     "node": ">=18.0.0"
-  }
+  },
+  "typesVersions": {
+    "*": {
+      "runtime": [
+        "./dist/cjs/runtime/index.d.ts"
+      ],
+      "script": [
+        "./dist/cjs/script/index.d.ts"
+      ]
+    }
+  },
+  "sideEffects": false
 }