oakscriptjs 0.9.0 → 0.9.2

package/src/index.ts

@@ -164,7 +164,7 @@ export type { LightweightSeriesDefinitions } from './runtime/adapters/Lightweigh
 export { SimpleInputAdapter } from './runtime/adapters/SimpleInputAdapter.js';
 
 // Version
-export const VERSION = '0.9.0';
+export const VERSION = '0.9.2';
 
 /**
  * Library information

package/src/script/index.ts

@@ -58,6 +58,7 @@ import type {
 import { BarData, Series } from '../runtime/series.js';
 import * as taSeries from '../ta-series.js';
 import * as colorCore from '../color/index.js';
+import { inputColorDefault } from '../color/parse.js';
 import { fixnan as fixnanValues, isNA, nz } from '../utils/index.js';
 import * as lineCore from '../line/index.js';
 import * as labelCore from '../label/index.js';
@@ -404,8 +405,12 @@ export const input = {
   string(defval: string, title?: string, opts: StringInputOptions = {}): string {
     return registerInput<string>({ type: 'string', defval, title, options: opts.options, ...common(opts) }, 'input_string');
   },
+  /**
+   * Declares a colour input. As in PineScript, the default keeps an alpha of 2 decimals: an input default
+   * `color.new(c, 90)` has the alpha byte 26 (25 in the script). A value given by the host is not changed.
+   */
   color(defval: string, title?: string, opts: InputOptions = {}): string {
-    return registerInput<string>({ type: 'color', defval, title, ...common(opts) }, 'input_color');
+    return registerInput<string>({ type: 'color', defval: inputColorDefault(defval), title, ...common(opts) }, 'input_color');
   },
   /** Declares a source input and returns it as a Series. */
   source(defval: string = 'close', title?: string, opts: InputOptions = {}): Series {

package/src/ta/index.ts

@@ -127,6 +127,8 @@ export function ema(source: Source, length: simple_int): series_float {
  * - RSI values below 30 typically indicate oversold conditions
  * - Uses `ta.rma()` (Relative Moving Average) for smoothing, matching PineScript v6
  * - Formula: RSI = 100 - (100 / (1 + RS)), where RS = Average Gain / Average Loss
+ * - As in PineScript (`down == 0 ? 100 : up == 0 ? 0 : ...`): 100 when the average loss is 0, else 0 when the
+ *   average gain is 0, both with the 1e-10 tolerance of the comparison operators
  * - Average Gain and Average Loss are calculated using RMA (alpha = 1 / length)
  * - `na` values in the source series are ignored
  *
@@ -158,8 +160,10 @@ export function rsi(source: Source, length: simple_int): series_float {
   result.push(NaN); // First value is NaN
 
   for (let i = 0; i < avgGains.length; i++) {
-    if (avgLosses[i]! === 0) {
+    if (eq(avgLosses[i]!, 0)) {
       result.push(100);
+    } else if (eq(avgGains[i]!, 0)) {
+      result.push(0);
     } else {
       const rs = avgGains[i]! / avgLosses[i]!;
       result.push(100 - (100 / (1 + rs)));
@@ -569,6 +573,7 @@ export function atr(length: simple_int, high?: Source, low?: Source, close?: Sou
  * - Direction: 1 = downtrend (red), -1 = uptrend (green)
  * - Uses hl2 (average of high and low) as the source
  * - SuperTrend helps identify the current market trend and potential reversal points
+ * - As in PineScript (`nz` of the previous bands): 0 on bar 0, na on the next bars while the ATR is na
  *
  * @example
  * ```typescript
@@ -608,41 +613,35 @@ export function supertrend(
   // Calculate ATR
   const atrValues = atr(atrPeriod, high, low, close);
 
-  // Track previous values across iterations
-  let prevLowerBand = NaN;
-  let prevUpperBand = NaN;
+  // PineScript reference implementation (bar by bar):
+  //   prevLowerBand = nz(lowerBand[1]), prevUpperBand = nz(upperBand[1])
+  //   lowerBand := lowerBand > prevLowerBand or close[1] < prevLowerBand ? lowerBand : prevLowerBand
+  //   upperBand := upperBand < prevUpperBand or close[1] > prevUpperBand ? upperBand : prevUpperBand
+  //   direction = na(atr[1]) ? 1 : prevSuperTrend == prevUpperBand ? (close > upperBand ? -1 : 1) : (close < lowerBand ? 1 : -1)
+  // A comparison with na is false: on bar 0 (close[1] na) both bands take nz(na) = 0, so the supertrend is 0.
+  const nz = (v: number) => (isNaN(v) ? 0 : v);
+  let lastLowerBand = NaN;
+  let lastUpperBand = NaN;
   let prevSuperTrend = NaN;
 
   for (let i = 0; i < source.length; i++) {
     const atrValue = atrValues[i]! * factor;
-
-    // Skip calculation if ATR is not available yet
-    if (isNaN(atrValue)) {
-      supertrendValues.push(NaN);
-      directions.push(1);
-      continue;
-    }
-
-    // Calculate initial bands
     let upperBand = source[i]! + atrValue;
     let lowerBand = source[i]! - atrValue;
+    const prevLowerBand = nz(lastLowerBand);
+    const prevUpperBand = nz(lastUpperBand);
 
-    // Determine which price to use for comparison
+    // Price compared with the bands: close, or low / high with wicks
     const highPrice = wicks ? high[i]! : close[i]!;
     const lowPrice = wicks ? low[i]! : close[i]!;
-    const prevLowPrice = i > 0 ? (wicks ? low[i - 1]! : close[i - 1]!) : 0;
-    const prevHighPrice = i > 0 ? (wicks ? high[i - 1]! : close[i - 1]!) : 0;
+    const prevLowPrice = i > 0 ? (wicks ? low[i - 1]! : close[i - 1]!) : NaN;
+    const prevHighPrice = i > 0 ? (wicks ? high[i - 1]! : close[i - 1]!) : NaN;
 
-    // Update bands conditionally (trailing behavior) - only if previous bands are valid
-    if (i > 0 && !isNaN(prevLowerBand) && !isNaN(prevUpperBand)) {
-      lowerBand = (lowerBand > prevLowerBand || prevLowPrice < prevLowerBand) ? lowerBand : prevLowerBand;
-      upperBand = (upperBand < prevUpperBand || prevHighPrice > prevUpperBand) ? upperBand : prevUpperBand;
-    }
+    lowerBand = lowerBand > prevLowerBand || prevLowPrice < prevLowerBand ? lowerBand : prevLowerBand;
+    upperBand = upperBand < prevUpperBand || prevHighPrice > prevUpperBand ? upperBand : prevUpperBand;
 
-    // Determine trend direction
     let currentDirection: int;
-    if (isNaN(prevSuperTrend)) {
-      // Initial direction when we don't have previous supertrend
+    if (i === 0 || isNaN(atrValues[i - 1]!)) {
       currentDirection = 1;
     } else if (prevSuperTrend === prevUpperBand) {
       // Was in downtrend (following upper band)
@@ -652,15 +651,12 @@ export function supertrend(
       currentDirection = lowPrice < lowerBand ? 1 : -1;
     }
 
-    // Calculate supertrend value based on direction
     const superTrendValue = currentDirection === -1 ? lowerBand : upperBand;
-
     supertrendValues.push(superTrendValue);
     directions.push(currentDirection);
 
-    // Update previous values for next iteration
-    prevLowerBand = lowerBand;
-    prevUpperBand = upperBand;
+    lastLowerBand = lowerBand;
+    lastUpperBand = upperBand;
     prevSuperTrend = superTrendValue;
   }
 
@@ -1476,6 +1472,7 @@ export function percentrank(source: Source, length: simple_int): series_float {
  * - Typical Price = (High + Low + Close) / 3
  * - Mean Deviation = Average of absolute differences from mean
  * - Scaled by 0.015 to provide more readable numbers
+ * - As in PineScript: when the mean deviation is 0 (1e-10 tolerance, a flat window), the CCI of the previous bar
  * - Values above +100 indicate overbought conditions
  * - Values below -100 indicate oversold conditions
  * - \`na\` values in the source series are ignored
@@ -1493,8 +1490,10 @@ export function cci(source: Source, length: simple_int): series_float {
   const devValues = dev(source, length);
 
   for (let i = 0; i < source.length; i++) {
-    if (isNaN(smaValues[i]!) || isNaN(devValues[i]!) || devValues[i]! === 0) {
+    if (isNaN(smaValues[i]!) || isNaN(devValues[i]!)) {
       result.push(NaN);
+    } else if (eq(devValues[i]!, 0)) {
+      result.push(i > 0 ? result[i - 1]! : NaN);
     } else {
       const cci = (source[i]! - smaValues[i]!) / (0.015 * devValues[i]!);
       result.push(cci);
@@ -2079,6 +2078,7 @@ export function tsi(source: Source, shortLength: simple_int, longLength: simple_
  * - CMO > +50: overbought conditions
  * - CMO < -50: oversold conditions
  * - Unlike RSI, CMO uses sum of gains/losses instead of averages
+ * - na on a flat window (every change 0), as in PineScript
  * - More volatile than RSI
  *
  * @example
@@ -2109,9 +2109,10 @@ export function cmo(source: Source, length: simple_int): series_float {
       }
     }
 
+    // PineScript: 100 * (sm1 - sm2) / (sm1 + sm2), so a flat window (0 / 0) is na
     const totalMovement = sumGains + sumLosses;
     if (totalMovement === 0) {
-      result.push(0);
+      result.push(NaN);
     } else {
       const cmoValue = ((sumGains - sumLosses) / totalMovement) * 100;
       result.push(cmoValue);