oakscriptjs 0.9.1 → 0.9.2

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@@ -54,7 +54,7 @@ export type * from './strategy/index.js';
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  export { LightweightChartsAdapter } from './runtime/adapters/LightweightChartsAdapter.js';
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  export type { LightweightSeriesDefinitions } from './runtime/adapters/LightweightChartsAdapter.js';
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  export { SimpleInputAdapter } from './runtime/adapters/SimpleInputAdapter.js';
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- export declare const VERSION = "0.9.1";
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+ export declare const VERSION = "0.9.2";
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  /**
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  * Library information
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  */
package/dist/cjs/index.js CHANGED
@@ -160,7 +160,7 @@ var import_inputs = require("./runtime/inputs.js");
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  var import_strategy = require("./strategy/index.js");
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  var import_LightweightChartsAdapter = require("./runtime/adapters/LightweightChartsAdapter.js");
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  var import_SimpleInputAdapter = require("./runtime/adapters/SimpleInputAdapter.js");
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- const VERSION = "0.9.1";
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+ const VERSION = "0.9.2";
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  const info = {
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  name: "OakScriptJS",
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  version: VERSION,
@@ -1,7 +1,7 @@
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  {
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  "version": 3,
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  "sources": ["../../src/index.ts"],
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- "sourcesContent": ["/**\n * OakScriptJS - Simplified PineScript-like library for JavaScript\n *\n * This library provides Series-based lazy evaluation and technical analysis functions\n * for building trading indicators. The PineScript-style script API is in `oakscriptjs/script`.\n *\n * Key features:\n * - Series class for lazy evaluation and method chaining\n * - Core TA functions (array-based)\n * - TA-Series wrappers (Series-based)\n *\n * @packageDocumentation\n */\n\n// Export all types\nexport * from './types/index.js';\nexport * from './types/metadata.js';\n\n// Export core namespaces (array-based functions)\nimport * as taCore from './ta/index.js';\nimport * as math from './math/index.js';\nimport * as array from './array/index.js';\nimport * as map from './map/index.js';\nimport * as str from './str/index.js';\nimport * as color from './color/index.js';\nimport * as time from './time/index.js';\nimport * as timeframe from './timeframe/index.js';\nimport * as matrix from './matrix/index.js';\nimport * as line from './line/index.js';\nimport * as box from './box/index.js';\nimport * as label from './label/index.js';\nimport * as linefill from './linefill/index.js';\nimport * as chartPoint from './chartpoint/index.js';\nimport * as polyline from './polyline/index.js';\nimport * as text from './text/index.js';\nimport * as compare from './compare/index.js';\nimport * as callsite from './callsite/index.js';\n\nexport { taCore, math, array, map, str, color, time, timeframe, matrix, line, box, label, linefill, chartPoint, polyline, text, compare, callsite };\n\n// Export Series class (self-contained, no context)\nexport { Series, BarData } from './runtime/series.js';\nexport type { SeriesExtractor } from './runtime/series.js';\n\n// Export TA-Series namespace (Series-based wrappers)\nimport * as ta from './ta-series.js';\nexport { ta };\n\n// Export metadata types for indicator return values\nexport type {\n PlotOptions,\n HLineOptions,\n FillOptions,\n InputMetadata,\n PlotMetadata,\n IndicatorMetadata,\n TimeValue,\n PlotData,\n HLineData,\n FillData,\n FillGradient,\n IndicatorResult,\n IndicatorFactory,\n PlotStyle,\n LineStyle,\n PlotDisplay,\n InputType\n} from './types/metadata.js';\n\n// Re-export commonly used functions for convenience\nexport { sma, ema, rsi, macd, bb, stdev, crossover, crossunder, change, tr, atr, cum, vwap } from './ta-series.js';\nexport { abs, ceil, floor, round, max, min, avg, sum, sqrt, pow, exp, log, sin, cos, tan } from './math/index.js';\nexport { rgb, from_hex as color_from_hex, new_color } from './color/index.js';\n\n// Export chart data utilities\nexport { ohlcFromBars, getClose, getHigh, getLow, getOpen, getSource, getSourceSeries, at, div } from './utils/index.js';\n\n// Export libraries (ZigZag, etc.)\nexport * from './lib/index.js';\n\n// Export helper functions for generated indicators (PineScript compatibility)\nexport {isNA as na, nz, fixnan} from './utils/index.js';\n\n// Export indicator infrastructure\nexport {\n indicator,\n type IndicatorMetadataConfig,\n type InputDefinition,\n type IndicatorContext,\n type IndicatorInstance,\n type IndicatorConstructor,\n} from './indicator.js';\n\nexport {\n input,\n type InputValue,\n type IntInputOptions,\n type FloatInputOptions,\n type SourceInputOptions,\n type BoolInputOptions,\n type StringInputOptions,\n type TimeInputOptions,\n type SourceType,\n} from './input.js';\n\nexport {\n plot as plotHelper,\n createPlot,\n type Time,\n type TimeValuePair,\n type PlotOptions as PlotHelperOptions,\n type PlotResult,\n} from './plot.js';\n\n// Runtime exports - global context runtime (setContext, plot, hline) drawing through a ChartAdapter\nexport {\n setContext,\n clearContext,\n getContext,\n registerCalculate,\n recalculate,\n plot,\n hline,\n clearPlots,\n} from './runtime/runtime.js';\n\nexport {\n input_int,\n input_float,\n input_bool,\n input_string,\n input_source,\n input_timeframe,\n input_session,\n input_time,\n} from './runtime/inputs.js';\n\nexport type {\n OakScriptContext,\n ChartAdapter,\n InputAdapter,\n SeriesHandle,\n SeriesOptions,\n InputConfig,\n InputOptions,\n OhlcvData,\n PlotConfig,\n HLineConfig,\n FillConfig,\n ArrowConfig,\n} from './runtime/types.js';\n\n// Strategy types and constants (the script API forwards strategy.* calls to a host engine)\nexport {\n STRATEGY_CONSTANTS,\n STRATEGY_DEFAULTS,\n STRATEGY_NUMBER_VARIABLES,\n STRATEGY_TEXT_VARIABLES,\n} from './strategy/index.js';\nexport type * from './strategy/index.js';\n\nexport { LightweightChartsAdapter } from './runtime/adapters/LightweightChartsAdapter.js';\nexport type { LightweightSeriesDefinitions } from './runtime/adapters/LightweightChartsAdapter.js';\nexport { SimpleInputAdapter } from './runtime/adapters/SimpleInputAdapter.js';\n\n// Version\nexport const VERSION = '0.9.1';\n\n/**\n * Library information\n */\nexport const info = {\n name: 'OakScriptJS',\n version: VERSION,\n description: 'Simplified PineScript-like library - Series + TA functions',\n features: {\n series: 'Lazy evaluation with Series class',\n ta: 'Technical analysis functions (Series and array-based)',\n script: 'PineScript-style script API (oakscriptjs/script): indicator, strategy, inputs, plots, request.security',\n runtime: 'Global context runtime drawing through a ChartAdapter',\n indicator: 'Indicator function with automatic pane management'\n },\n namespaces: {\n core: ['ta', 'math', 'array', 'map', 'str', 'color', 'time', 'timeframe', 'matrix'],\n drawing: ['line', 'box', 'label', 'linefill', 'chartPoint', 'polyline', 'text'],\n runtime: ['setContext', 'plot', 'hline', 'input_*'],\n indicator: ['indicator', 'input', 'plotHelper', 'createPlot']\n }\n};\n\n// PineScript compatibility stubs - functions that have no runtime effect\n// These are no-ops so that PineScript-style code runs without modification\n\n/**\n * alertcondition() - Stub for PineScript alert configuration\n * In PineScript, this registers an alert condition. In oakscriptjs, it's a no-op\n * since alert configuration is handled by the host application.\n */\nexport function alertcondition(_condition: unknown, _title?: string, _message?: string): void {\n // No-op: Alert conditions are handled by the host application\n}\n"],
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+ "sourcesContent": ["/**\n * OakScriptJS - Simplified PineScript-like library for JavaScript\n *\n * This library provides Series-based lazy evaluation and technical analysis functions\n * for building trading indicators. The PineScript-style script API is in `oakscriptjs/script`.\n *\n * Key features:\n * - Series class for lazy evaluation and method chaining\n * - Core TA functions (array-based)\n * - TA-Series wrappers (Series-based)\n *\n * @packageDocumentation\n */\n\n// Export all types\nexport * from './types/index.js';\nexport * from './types/metadata.js';\n\n// Export core namespaces (array-based functions)\nimport * as taCore from './ta/index.js';\nimport * as math from './math/index.js';\nimport * as array from './array/index.js';\nimport * as map from './map/index.js';\nimport * as str from './str/index.js';\nimport * as color from './color/index.js';\nimport * as time from './time/index.js';\nimport * as timeframe from './timeframe/index.js';\nimport * as matrix from './matrix/index.js';\nimport * as line from './line/index.js';\nimport * as box from './box/index.js';\nimport * as label from './label/index.js';\nimport * as linefill from './linefill/index.js';\nimport * as chartPoint from './chartpoint/index.js';\nimport * as polyline from './polyline/index.js';\nimport * as text from './text/index.js';\nimport * as compare from './compare/index.js';\nimport * as callsite from './callsite/index.js';\n\nexport { taCore, math, array, map, str, color, time, timeframe, matrix, line, box, label, linefill, chartPoint, polyline, text, compare, callsite };\n\n// Export Series class (self-contained, no context)\nexport { Series, BarData } from './runtime/series.js';\nexport type { SeriesExtractor } from './runtime/series.js';\n\n// Export TA-Series namespace (Series-based wrappers)\nimport * as ta from './ta-series.js';\nexport { ta };\n\n// Export metadata types for indicator return values\nexport type {\n PlotOptions,\n HLineOptions,\n FillOptions,\n InputMetadata,\n PlotMetadata,\n IndicatorMetadata,\n TimeValue,\n PlotData,\n HLineData,\n FillData,\n FillGradient,\n IndicatorResult,\n IndicatorFactory,\n PlotStyle,\n LineStyle,\n PlotDisplay,\n InputType\n} from './types/metadata.js';\n\n// Re-export commonly used functions for convenience\nexport { sma, ema, rsi, macd, bb, stdev, crossover, crossunder, change, tr, atr, cum, vwap } from './ta-series.js';\nexport { abs, ceil, floor, round, max, min, avg, sum, sqrt, pow, exp, log, sin, cos, tan } from './math/index.js';\nexport { rgb, from_hex as color_from_hex, new_color } from './color/index.js';\n\n// Export chart data utilities\nexport { ohlcFromBars, getClose, getHigh, getLow, getOpen, getSource, getSourceSeries, at, div } from './utils/index.js';\n\n// Export libraries (ZigZag, etc.)\nexport * from './lib/index.js';\n\n// Export helper functions for generated indicators (PineScript compatibility)\nexport {isNA as na, nz, fixnan} from './utils/index.js';\n\n// Export indicator infrastructure\nexport {\n indicator,\n type IndicatorMetadataConfig,\n type InputDefinition,\n type IndicatorContext,\n type IndicatorInstance,\n type IndicatorConstructor,\n} from './indicator.js';\n\nexport {\n input,\n type InputValue,\n type IntInputOptions,\n type FloatInputOptions,\n type SourceInputOptions,\n type BoolInputOptions,\n type StringInputOptions,\n type TimeInputOptions,\n type SourceType,\n} from './input.js';\n\nexport {\n plot as plotHelper,\n createPlot,\n type Time,\n type TimeValuePair,\n type PlotOptions as PlotHelperOptions,\n type PlotResult,\n} from './plot.js';\n\n// Runtime exports - global context runtime (setContext, plot, hline) drawing through a ChartAdapter\nexport {\n setContext,\n clearContext,\n getContext,\n registerCalculate,\n recalculate,\n plot,\n hline,\n clearPlots,\n} from './runtime/runtime.js';\n\nexport {\n input_int,\n input_float,\n input_bool,\n input_string,\n input_source,\n input_timeframe,\n input_session,\n input_time,\n} from './runtime/inputs.js';\n\nexport type {\n OakScriptContext,\n ChartAdapter,\n InputAdapter,\n SeriesHandle,\n SeriesOptions,\n InputConfig,\n InputOptions,\n OhlcvData,\n PlotConfig,\n HLineConfig,\n FillConfig,\n ArrowConfig,\n} from './runtime/types.js';\n\n// Strategy types and constants (the script API forwards strategy.* calls to a host engine)\nexport {\n STRATEGY_CONSTANTS,\n STRATEGY_DEFAULTS,\n STRATEGY_NUMBER_VARIABLES,\n STRATEGY_TEXT_VARIABLES,\n} from './strategy/index.js';\nexport type * from './strategy/index.js';\n\nexport { LightweightChartsAdapter } from './runtime/adapters/LightweightChartsAdapter.js';\nexport type { LightweightSeriesDefinitions } from './runtime/adapters/LightweightChartsAdapter.js';\nexport { SimpleInputAdapter } from './runtime/adapters/SimpleInputAdapter.js';\n\n// Version\nexport const VERSION = '0.9.2';\n\n/**\n * Library information\n */\nexport const info = {\n name: 'OakScriptJS',\n version: VERSION,\n description: 'Simplified PineScript-like library - Series + TA functions',\n features: {\n series: 'Lazy evaluation with Series class',\n ta: 'Technical analysis functions (Series and array-based)',\n script: 'PineScript-style script API (oakscriptjs/script): indicator, strategy, inputs, plots, request.security',\n runtime: 'Global context runtime drawing through a ChartAdapter',\n indicator: 'Indicator function with automatic pane management'\n },\n namespaces: {\n core: ['ta', 'math', 'array', 'map', 'str', 'color', 'time', 'timeframe', 'matrix'],\n drawing: ['line', 'box', 'label', 'linefill', 'chartPoint', 'polyline', 'text'],\n runtime: ['setContext', 'plot', 'hline', 'input_*'],\n indicator: ['indicator', 'input', 'plotHelper', 'createPlot']\n }\n};\n\n// PineScript compatibility stubs - functions that have no runtime effect\n// These are no-ops so that PineScript-style code runs without modification\n\n/**\n * alertcondition() - Stub for PineScript alert configuration\n * In PineScript, this registers an alert condition. In oakscriptjs, it's a no-op\n * since alert configuration is handled by the host application.\n */\nexport function alertcondition(_condition: unknown, _title?: string, _message?: string): void {\n // No-op: Alert conditions are handled by the host application\n}\n"],
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  "names": ["import_utils"]
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  }
@@ -264,6 +264,7 @@ export declare function atr(length: simple_int, high?: Source, low?: Source, clo
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  * - Direction: 1 = downtrend (red), -1 = uptrend (green)
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  * - Uses hl2 (average of high and low) as the source
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  * - SuperTrend helps identify the current market trend and potential reversal points
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+ * - As in PineScript (`nz` of the previous bands): 0 on bar 0, na on the next bars while the ATR is na
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  *
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  * @example
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  * ```typescript
@@ -929,6 +930,7 @@ export declare function tsi(source: Source, shortLength: simple_int, longLength:
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  * - CMO > +50: overbought conditions
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  * - CMO < -50: oversold conditions
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  * - Unlike RSI, CMO uses sum of gains/losses instead of averages
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+ * - na on a flat window (every change 0), as in PineScript
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  * - More volatile than RSI
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  *
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  * @example
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1
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@@ -333,28 +333,24 @@ function supertrend(factor, atrPeriod, high, low, close, wicks = false) {
333
333
  source.push((high[i] + low[i]) / 2);
334
334
  }
335
335
  const atrValues = atr(atrPeriod, high, low, close);
336
- let prevLowerBand = NaN;
337
- let prevUpperBand = NaN;
336
+ const nz = (v) => isNaN(v) ? 0 : v;
337
+ let lastLowerBand = NaN;
338
+ let lastUpperBand = NaN;
338
339
  let prevSuperTrend = NaN;
339
340
  for (let i = 0; i < source.length; i++) {
340
341
  const atrValue = atrValues[i] * factor;
341
- if (isNaN(atrValue)) {
342
- supertrendValues.push(NaN);
343
- directions.push(1);
344
- continue;
345
- }
346
342
  let upperBand = source[i] + atrValue;
347
343
  let lowerBand = source[i] - atrValue;
344
+ const prevLowerBand = nz(lastLowerBand);
345
+ const prevUpperBand = nz(lastUpperBand);
348
346
  const highPrice = wicks ? high[i] : close[i];
349
347
  const lowPrice = wicks ? low[i] : close[i];
350
- const prevLowPrice = i > 0 ? wicks ? low[i - 1] : close[i - 1] : 0;
351
- const prevHighPrice = i > 0 ? wicks ? high[i - 1] : close[i - 1] : 0;
352
- if (i > 0 && !isNaN(prevLowerBand) && !isNaN(prevUpperBand)) {
353
- lowerBand = lowerBand > prevLowerBand || prevLowPrice < prevLowerBand ? lowerBand : prevLowerBand;
354
- upperBand = upperBand < prevUpperBand || prevHighPrice > prevUpperBand ? upperBand : prevUpperBand;
355
- }
348
+ const prevLowPrice = i > 0 ? wicks ? low[i - 1] : close[i - 1] : NaN;
349
+ const prevHighPrice = i > 0 ? wicks ? high[i - 1] : close[i - 1] : NaN;
350
+ lowerBand = lowerBand > prevLowerBand || prevLowPrice < prevLowerBand ? lowerBand : prevLowerBand;
351
+ upperBand = upperBand < prevUpperBand || prevHighPrice > prevUpperBand ? upperBand : prevUpperBand;
356
352
  let currentDirection;
357
- if (isNaN(prevSuperTrend)) {
353
+ if (i === 0 || isNaN(atrValues[i - 1])) {
358
354
  currentDirection = 1;
359
355
  } else if (prevSuperTrend === prevUpperBand) {
360
356
  currentDirection = highPrice > upperBand ? -1 : 1;
@@ -364,8 +360,8 @@ function supertrend(factor, atrPeriod, high, low, close, wicks = false) {
364
360
  const superTrendValue = currentDirection === -1 ? lowerBand : upperBand;
365
361
  supertrendValues.push(superTrendValue);
366
362
  directions.push(currentDirection);
367
- prevLowerBand = lowerBand;
368
- prevUpperBand = upperBand;
363
+ lastLowerBand = lowerBand;
364
+ lastUpperBand = upperBand;
369
365
  prevSuperTrend = superTrendValue;
370
366
  }
371
367
  return [supertrendValues, directions];
@@ -994,7 +990,7 @@ function cmo(source, length) {
994
990
  }
995
991
  const totalMovement = sumGains + sumLosses;
996
992
  if (totalMovement === 0) {
997
- result.push(0);
993
+ result.push(NaN);
998
994
  } else {
999
995
  const cmoValue = (sumGains - sumLosses) / totalMovement * 100;
1000
996
  result.push(cmoValue);