oakscriptjs 0.8.2 → 0.9.0

package/dist/esm/math/index.js

@@ -0,0 +1,495 @@
+/**
+ * Math namespace
+ * Mirrors PineScript's math.* functions for mathematical operations and calculations.
+ *
+ * @remarks
+ * All math functions in this namespace follow PineScript v6 API specifications.
+ * Functions include basic arithmetic, algebraic operations, trigonometry, and combinatorics.
+ *
+ * @version 6
+ */
+import { Series } from '../runtime/series.js';
+import { runningSum } from '../ta/running-sum.js';
+export function abs(value) {
+    if (value instanceof Series) {
+        const bars = value.bars;
+        const valueArray = value.toArray();
+        const length = bars.length;
+        const result = [];
+        for (let i = 0; i < length; i++) {
+            const v = valueArray[i] ?? NaN;
+            result.push(Math.abs(v));
+        }
+        return Series.fromArray(bars, result);
+    }
+    return Math.abs(value);
+}
+export function ceil(value) {
+    if (value instanceof Series) {
+        const bars = value.bars;
+        const valueArray = value.toArray();
+        const length = bars.length;
+        const result = [];
+        for (let i = 0; i < length; i++) {
+            const v = valueArray[i] ?? NaN;
+            result.push(Math.ceil(v));
+        }
+        return Series.fromArray(bars, result);
+    }
+    return Math.ceil(value);
+}
+export function floor(value) {
+    if (value instanceof Series) {
+        const bars = value.bars;
+        const valueArray = value.toArray();
+        const length = bars.length;
+        const result = [];
+        for (let i = 0; i < length; i++) {
+            const v = valueArray[i] ?? NaN;
+            result.push(Math.floor(v));
+        }
+        return Series.fromArray(bars, result);
+    }
+    return Math.floor(value);
+}
+export function round(value, precision) {
+    if (value instanceof Series) {
+        const bars = value.bars;
+        const valueArray = value.toArray();
+        const length = bars.length;
+        const result = [];
+        if (precision === undefined) {
+            for (let i = 0; i < length; i++) {
+                const v = valueArray[i] ?? NaN;
+                result.push(Math.round(v));
+            }
+        }
+        else {
+            const multiplier = Math.pow(10, precision);
+            for (let i = 0; i < length; i++) {
+                const v = valueArray[i] ?? NaN;
+                result.push(Math.round(v * multiplier) / multiplier);
+            }
+        }
+        return Series.fromArray(bars, result);
+    }
+    if (precision === undefined) {
+        return Math.round(value);
+    }
+    const multiplier = Math.pow(10, precision);
+    return Math.round(value * multiplier) / multiplier;
+}
+/**
+ * Returns the maximum value from the arguments.
+ *
+ * @param values - Variable number of values to compare (numbers or Series)
+ * @returns The largest value
+ *
+ * @remarks
+ * - Accepts any number of arguments
+ * - Returns -Infinity if no arguments provided
+ * - Returns NaN if any argument is NaN
+ * - If any argument is a Series, returns a Series; otherwise returns a number
+ *
+ * @example
+ * ```typescript
+ * math.max(1, 2, 3) // Returns: 3
+ * math.max(-1, -5, -2) // Returns: -1
+ * math.max(10) // Returns: 10
+ * math.max(5, 10, 3, 8) // Returns: 10
+ * ```
+ */
+export function max(...values) {
+    // Check if any value is a Series
+    const hasSeries = values.some(v => v instanceof Series);
+    if (!hasSeries) {
+        // All scalars - use native Math.max
+        return Math.max(...values);
+    }
+    // At least one Series - return a Series
+    const firstSeries = values.find(v => v instanceof Series);
+    const bars = firstSeries.bars;
+    const length = bars.length;
+    // Convert all values to arrays (scalars become constant arrays)
+    const valueArrays = values.map(v => v instanceof Series ? v.toArray() : null);
+    const result = [];
+    for (let i = 0; i < length; i++) {
+        const nums = values.map((v, idx) => valueArrays[idx] ? valueArrays[idx][i] ?? NaN : v);
+        result.push(Math.max(...nums));
+    }
+    return Series.fromArray(bars, result);
+}
+/**
+ * Returns the minimum value from the arguments.
+ *
+ * @param values - Variable number of values to compare (numbers or Series)
+ * @returns The smallest value
+ *
+ * @remarks
+ * - Accepts any number of arguments
+ * - Returns Infinity if no arguments provided
+ * - Returns NaN if any argument is NaN
+ * - If any argument is a Series, returns a Series; otherwise returns a number
+ *
+ * @example
+ * ```typescript
+ * math.min(1, 2, 3) // Returns: 1
+ * math.min(-1, -5, -2) // Returns: -5
+ * math.min(10) // Returns: 10
+ * math.min(5, 10, 3, 8) // Returns: 3
+ * ```
+ */
+export function min(...values) {
+    // Check if any value is a Series
+    const hasSeries = values.some(v => v instanceof Series);
+    if (!hasSeries) {
+        // All scalars - use native Math.min
+        return Math.min(...values);
+    }
+    // At least one Series - return a Series
+    const firstSeries = values.find(v => v instanceof Series);
+    const bars = firstSeries.bars;
+    const length = bars.length;
+    // Convert all values to arrays (scalars become constant arrays)
+    const valueArrays = values.map(v => v instanceof Series ? v.toArray() : null);
+    const result = [];
+    for (let i = 0; i < length; i++) {
+        const nums = values.map((v, idx) => valueArrays[idx] ? valueArrays[idx][i] ?? NaN : v);
+        result.push(Math.min(...nums));
+    }
+    return Series.fromArray(bars, result);
+}
+/**
+ * Returns the average (arithmetic mean) of the arguments.
+ *
+ * @param values - Variable number of values (numbers or Series)
+ * @returns The arithmetic mean
+ *
+ * @remarks
+ * - Calculates sum of all values divided by count
+ * - Returns NaN if no arguments provided (division by zero)
+ * - If any argument is a Series, returns a Series; otherwise returns a number
+ *
+ * @example
+ * ```typescript
+ * math.avg(1, 2, 3) // Returns: 2
+ * math.avg(10, 20) // Returns: 15
+ * math.avg(5) // Returns: 5
+ * math.avg(1, 2, 3, 4, 5) // Returns: 3
+ * ```
+ */
+export function avg(...values) {
+    // Check if any value is a Series
+    const hasSeries = values.some(v => v instanceof Series);
+    if (!hasSeries) {
+        // All scalars - calculate simple average
+        return values.reduce((a, b) => a + b, 0) / values.length;
+    }
+    // At least one Series - return a Series
+    const firstSeries = values.find(v => v instanceof Series);
+    const bars = firstSeries.bars;
+    const length = bars.length;
+    // Convert all values to arrays (scalars become constant arrays)
+    const valueArrays = values.map(v => v instanceof Series ? v.toArray() : null);
+    const result = [];
+    for (let i = 0; i < length; i++) {
+        const nums = values.map((v, idx) => valueArrays[idx] ? valueArrays[idx][i] ?? NaN : v);
+        const sum = nums.reduce((a, b) => a + b, 0);
+        result.push(sum / nums.length);
+    }
+    return Series.fromArray(bars, result);
+}
+export function sum(source, length) {
+    // Handle Series objects - extract to array first
+    const sourceArray = source instanceof Series ? source.toArray() : source;
+    // PineScript: the sum of the last `length` non-na values (also +/-Infinity skipped); an na bar keeps the previous
+    // result. A compensated running sum, bit for bit as PineScript.
+    const result = runningSum(sourceArray, length);
+    // If input was a Series, return a Series
+    if (source instanceof Series) {
+        return Series.fromArray(source.bars, result);
+    }
+    return result;
+}
+export function sqrt(value) {
+    if (value instanceof Series) {
+        const bars = value.bars;
+        const valueArray = value.toArray();
+        const length = bars.length;
+        const result = [];
+        for (let i = 0; i < length; i++) {
+            const v = valueArray[i] ?? NaN;
+            result.push(Math.sqrt(v));
+        }
+        return Series.fromArray(bars, result);
+    }
+    return Math.sqrt(value);
+}
+export function pow(base, exponent) {
+    const baseIsSeries = base instanceof Series;
+    const expIsSeries = exponent instanceof Series;
+    // Pure scalar case
+    if (!baseIsSeries && !expIsSeries) {
+        return Math.pow(base, exponent);
+    }
+    // At least one is a Series - return a Series
+    const bars = baseIsSeries ? base.bars : exponent.bars;
+    const baseArray = baseIsSeries ? base.toArray() : null;
+    const expArray = expIsSeries ? exponent.toArray() : null;
+    const length = bars.length;
+    const result = [];
+    for (let i = 0; i < length; i++) {
+        const b = baseArray ? baseArray[i] ?? NaN : base;
+        const e = expArray ? expArray[i] ?? NaN : exponent;
+        result.push(Math.pow(b, e));
+    }
+    return Series.fromArray(bars, result);
+}
+export function exp(value) {
+    if (value instanceof Series) {
+        const bars = value.bars;
+        const valueArray = value.toArray();
+        const length = bars.length;
+        const result = [];
+        for (let i = 0; i < length; i++) {
+            const v = valueArray[i] ?? NaN;
+            result.push(Math.exp(v));
+        }
+        return Series.fromArray(bars, result);
+    }
+    return Math.exp(value);
+}
+export function log(value) {
+    if (value instanceof Series) {
+        const bars = value.bars;
+        const valueArray = value.toArray();
+        const length = bars.length;
+        const result = [];
+        for (let i = 0; i < length; i++) {
+            const v = valueArray[i] ?? NaN;
+            result.push(Math.log(v));
+        }
+        return Series.fromArray(bars, result);
+    }
+    return Math.log(value);
+}
+export function log10(value) {
+    if (value instanceof Series) {
+        const bars = value.bars;
+        const valueArray = value.toArray();
+        const length = bars.length;
+        const result = [];
+        for (let i = 0; i < length; i++) {
+            const v = valueArray[i] ?? NaN;
+            result.push(Math.log10(v));
+        }
+        return Series.fromArray(bars, result);
+    }
+    return Math.log10(value);
+}
+export function sin(value) {
+    if (value instanceof Series) {
+        const bars = value.bars;
+        const valueArray = value.toArray();
+        const length = bars.length;
+        const result = [];
+        for (let i = 0; i < length; i++) {
+            const v = valueArray[i] ?? NaN;
+            result.push(Math.sin(v));
+        }
+        return Series.fromArray(bars, result);
+    }
+    return Math.sin(value);
+}
+export function cos(value) {
+    if (value instanceof Series) {
+        const bars = value.bars;
+        const valueArray = value.toArray();
+        const length = bars.length;
+        const result = [];
+        for (let i = 0; i < length; i++) {
+            const v = valueArray[i] ?? NaN;
+            result.push(Math.cos(v));
+        }
+        return Series.fromArray(bars, result);
+    }
+    return Math.cos(value);
+}
+export function tan(value) {
+    if (value instanceof Series) {
+        const bars = value.bars;
+        const valueArray = value.toArray();
+        const length = bars.length;
+        const result = [];
+        for (let i = 0; i < length; i++) {
+            const v = valueArray[i] ?? NaN;
+            result.push(Math.tan(v));
+        }
+        return Series.fromArray(bars, result);
+    }
+    return Math.tan(value);
+}
+export function asin(value) {
+    if (value instanceof Series) {
+        const bars = value.bars;
+        const valueArray = value.toArray();
+        const length = bars.length;
+        const result = [];
+        for (let i = 0; i < length; i++) {
+            const v = valueArray[i] ?? NaN;
+            result.push(Math.asin(v));
+        }
+        return Series.fromArray(bars, result);
+    }
+    return Math.asin(value);
+}
+export function acos(value) {
+    if (value instanceof Series) {
+        const bars = value.bars;
+        const valueArray = value.toArray();
+        const length = bars.length;
+        const result = [];
+        for (let i = 0; i < length; i++) {
+            const v = valueArray[i] ?? NaN;
+            result.push(Math.acos(v));
+        }
+        return Series.fromArray(bars, result);
+    }
+    return Math.acos(value);
+}
+export function atan(value) {
+    if (value instanceof Series) {
+        const bars = value.bars;
+        const valueArray = value.toArray();
+        const length = bars.length;
+        const result = [];
+        for (let i = 0; i < length; i++) {
+            const v = valueArray[i] ?? NaN;
+            result.push(Math.atan(v));
+        }
+        return Series.fromArray(bars, result);
+    }
+    return Math.atan(value);
+}
+export function toradians(degrees) {
+    if (degrees instanceof Series) {
+        const bars = degrees.bars;
+        const valueArray = degrees.toArray();
+        const length = bars.length;
+        const result = [];
+        for (let i = 0; i < length; i++) {
+            const v = valueArray[i] ?? NaN;
+            result.push(v * (Math.PI / 180));
+        }
+        return Series.fromArray(bars, result);
+    }
+    return degrees * (Math.PI / 180);
+}
+export function todegrees(radians) {
+    if (radians instanceof Series) {
+        const bars = radians.bars;
+        const valueArray = radians.toArray();
+        const length = bars.length;
+        const result = [];
+        for (let i = 0; i < length; i++) {
+            const v = valueArray[i] ?? NaN;
+            result.push(v * (180 / Math.PI));
+        }
+        return Series.fromArray(bars, result);
+    }
+    return radians * (180 / Math.PI);
+}
+/**
+ * Returns a pseudo-random number.
+ *
+ * @param min - Optional minimum value (inclusive)
+ * @param max - Optional maximum value (exclusive)
+ * @param seed - Optional seed for deterministic random
+ * @returns A random number in the specified range, or [0, 1) if no range specified
+ *
+ * @remarks
+ * - Without arguments: returns value in [0, 1)
+ * - With min and max: returns value in [min, max)
+ * - **WARNING**: The seed parameter is accepted for API compatibility but NOT currently implemented
+ * - This implementation always generates non-deterministic random values
+ * - PineScript's version supports deterministic seeding for repeatable sequences
+ *
+ * @example
+ * ```typescript
+ * math.random() // Returns: value between 0 and 1 (e.g., 0.234...)
+ * math.random(0, 10) // Returns: value between 0 and 10 (e.g., 7.45...)
+ * math.random(5, 15) // Returns: value between 5 and 15 (e.g., 11.82...)
+ * ```
+ */
+export function random(min, max, _seed) {
+    // TODO: Implement deterministic seeding to match PineScript behavior
+    // Currently _seed parameter is ignored
+    const rand = Math.random();
+    if (min !== undefined && max !== undefined) {
+        return min + rand * (max - min);
+    }
+    return rand;
+}
+export function sign(value) {
+    if (value instanceof Series) {
+        const bars = value.bars;
+        const valueArray = value.toArray();
+        const length = bars.length;
+        const result = [];
+        for (let i = 0; i < length; i++) {
+            const v = valueArray[i] ?? NaN;
+            result.push(v > 0 ? 1 : v < 0 ? -1 : 0);
+        }
+        return Series.fromArray(bars, result);
+    }
+    return value > 0 ? 1 : value < 0 ? -1 : 0;
+}
+export function round_to_mintick(number, mintick) {
+    if (number instanceof Series) {
+        const bars = number.bars;
+        const valueArray = number.toArray();
+        const length = bars.length;
+        if (mintick === undefined) {
+            throw new Error('math.round_to_mintick() requires mintick value. ' +
+                'Either pass it explicitly or use createContext({ syminfo: { mintick } }) for implicit data.');
+        }
+        const result = [];
+        if (mintick === 0) {
+            // No rounding needed
+            for (let i = 0; i < length; i++) {
+                result.push(valueArray[i] ?? NaN);
+            }
+        }
+        else {
+            for (let i = 0; i < length; i++) {
+                const v = valueArray[i];
+                if (v === undefined || isNaN(v)) {
+                    result.push(NaN);
+                }
+                else {
+                    result.push(Math.round(v / mintick) * mintick);
+                }
+            }
+        }
+        return Series.fromArray(bars, result);
+    }
+    // Scalar case
+    if (isNaN(number)) {
+        return NaN;
+    }
+    if (mintick === undefined) {
+        throw new Error('math.round_to_mintick() requires mintick value. ' +
+            'Either pass it explicitly or use createContext({ syminfo: { mintick } }) for implicit data.');
+    }
+    if (mintick === 0) {
+        return number;
+    }
+    // Round to nearest tick
+    return Math.round(number / mintick) * mintick;
+}
+// Constants
+export const pi = Math.PI;
+export const e = Math.E;
+export const phi = 1.618033988749895; // Golden ratio
+export const rphi = 0.618033988749895; // Reciprocal of golden ratio
+//# sourceMappingURL=index.js.map

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

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