oakscriptjs 0.9.3 → 0.9.5

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

@@ -512,12 +512,13 @@ export declare function random(min?: float, max?: float, _seed?: int): float;
  * Returns the sign of a number.
  *
  * @param value - The number to check or Series
- * @returns 1 for positive, -1 for negative, 0 for zero
+ * @returns 1 for positive, -1 for negative, 0 for zero, na for na
  *
  * @remarks
  * - Returns 1 if value > 0
  * - Returns -1 if value < 0
  * - Returns 0 if value = 0
+ * - Returns na if value is na (as PineScript)
  * - Useful for determining direction or polarity
  * - If value is a Series, returns a Series; if value is a number, returns a number
  *
@@ -527,6 +528,7 @@ export declare function random(min?: float, max?: float, _seed?: int): float;
  * math.sign(-3) // Returns: -1
  * math.sign(0) // Returns: 0
  * math.sign(0.001) // Returns: 1
+ * math.sign(NaN) // Returns: NaN
  * ```
  */
 export declare function sign(value: Series): Series;

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

@@ -1 +1 @@
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+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/math/index.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;GAeG;AAEH,OAAO,KAAK,EAAE,KAAK,EAAE,GAAG,EAAE,UAAU,EAAE,YAAY,EAAE,MAAM,mBAAmB,CAAC;AAC9E,OAAO,EAAE,MAAM,EAAE,MAAM,sBAAsB,CAAC;AAG9C;;;;;;;;;;;;;;;;;GAiBG;AACH,wBAAgB,GAAG,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAC;AAC3C,wBAAgB,GAAG,CAAC,KAAK,EAAE,KAAK,GAAG,KAAK,CAAC;AAmBzC;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,IAAI,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAC;AAC5C,wBAAgB,IAAI,CAAC,KAAK,EAAE,KAAK,GAAG,GAAG,CAAC;AAmBxC;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,KAAK,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAC;AAC7C,wBAAgB,KAAK,CAAC,KAAK,EAAE,KAAK,GAAG,GAAG,CAAC;AAmBzC;;;;;;;;;;;;;;;;;;;;;GAqBG;AACH,wBAAgB,KAAK,CAAC,KAAK,EAAE,MAAM,EAAE,SAAS,CAAC,EAAE,GAAG,GAAG,MAAM,CAAC;AAC9D,wBAAgB,KAAK,CAAC,KAAK,EAAE,KAAK,EAAE,SAAS,CAAC,EAAE,GAAG,GAAG,KAAK,CAAC;AA+B5D;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,GAAG,CAAC,GAAG,MAAM,EAAE,CAAC,KAAK,GAAG,MAAM,CAAC,EAAE,GAAG,KAAK,GAAG,MAAM,CA4BjE;AAED;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,GAAG,CAAC,GAAG,MAAM,EAAE,CAAC,KAAK,GAAG,MAAM,CAAC,EAAE,GAAG,KAAK,GAAG,MAAM,CA4BjE;AAED;;;;;;;;;;;;;;;;;;GAkBG;AACH,wBAAgB,GAAG,CAAC,GAAG,MAAM,EAAE,CAAC,KAAK,GAAG,MAAM,CAAC,EAAE,GAAG,KAAK,GAAG,MAAM,CA6BjE;AAED;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,UAAU,GAAG,MAAM,CAAC;AAChE,wBAAgB,GAAG,CAAC,MAAM,EAAE,YAAY,EAAE,MAAM,EAAE,UAAU,GAAG,YAAY,CAAC;AAgB5E;;;;;;;;;;;;;;;;;;GAkBG;AACH,wBAAgB,IAAI,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAC;AAC5C,wBAAgB,IAAI,CAAC,KAAK,EAAE,KAAK,GAAG,KAAK,CAAC;AAmB1C;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAgB,GAAG,CAAC,IAAI,EAAE,MAAM,EAAE,QAAQ,EAAE,KAAK,GAAG,MAAM,CAAC;AAC3D,wBAAgB,GAAG,CAAC,IAAI,EAAE,KAAK,EAAE,QAAQ,EAAE,MAAM,GAAG,MAAM,CAAC;AAC3D,wBAAgB,GAAG,CAAC,IAAI,EAAE,MAAM,EAAE,QAAQ,EAAE,MAAM,GAAG,MAAM,CAAC;AAC5D,wBAAgB,GAAG,CAAC,IAAI,EAAE,KAAK,EAAE,QAAQ,EAAE,KAAK,GAAG,KAAK,CAAC;AA0BzD;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,GAAG,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAC;AAC3C,wBAAgB,GAAG,CAAC,KAAK,EAAE,KAAK,GAAG,KAAK,CAAC;AAmBzC;;;;;;;;;;;;;;;;;;;;;GAqBG;AACH,wBAAgB,GAAG,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAC;AAC3C,wBAAgB,GAAG,CAAC,KAAK,EAAE,KAAK,GAAG,KAAK,CAAC;AAmBzC;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAgB,KAAK,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAC;AAC7C,wBAAgB,KAAK,CAAC,KAAK,EAAE,KAAK,GAAG,KAAK,CAAC;AAmB3C;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAgB,GAAG,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAC;AAC3C,wBAAgB,GAAG,CAAC,KAAK,EAAE,KAAK,GAAG,KAAK,CAAC;AAmBzC;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAgB,GAAG,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAC;AAC3C,wBAAgB,GAAG,CAAC,KAAK,EAAE,KAAK,GAAG,KAAK,CAAC;AAmBzC;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,GAAG,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAC;AAC3C,wBAAgB,GAAG,CAAC,KAAK,EAAE,KAAK,GAAG,KAAK,CAAC;AAmBzC;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAgB,IAAI,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAC;AAC5C,wBAAgB,IAAI,CAAC,KAAK,EAAE,KAAK,GAAG,KAAK,CAAC;AAmB1C;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAgB,IAAI,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAC;AAC5C,wBAAgB,IAAI,CAAC,KAAK,EAAE,KAAK,GAAG,KAAK,CAAC;AAmB1C;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAgB,IAAI,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAC;AAC5C,wBAAgB,IAAI,CAAC,KAAK,EAAE,KAAK,GAAG,KAAK,CAAC;AAmB1C;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,SAAS,CAAC,OAAO,EAAE,MAAM,GAAG,MAAM,CAAC;AACnD,wBAAgB,SAAS,CAAC,OAAO,EAAE,KAAK,GAAG,KAAK,CAAC;AAmBjD;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,SAAS,CAAC,OAAO,EAAE,MAAM,GAAG,MAAM,CAAC;AACnD,wBAAgB,SAAS,CAAC,OAAO,EAAE,KAAK,GAAG,KAAK,CAAC;AAmBjD;;;;;;;;;;;;;;;;;;;;;GAqBG;AACH,wBAAgB,MAAM,CAAC,GAAG,CAAC,EAAE,KAAK,EAAE,GAAG,CAAC,EAAE,KAAK,EAAE,KAAK,CAAC,EAAE,GAAG,GAAG,KAAK,CAQnE;AAED;;;;;;;;;;;;;;;;;;;;;;GAsBG;AACH,wBAAgB,IAAI,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAC;AAC5C,wBAAgB,IAAI,CAAC,KAAK,EAAE,KAAK,GAAG,GAAG,CAAC;AAmBxC;;;;;;;;;;;;;;;;;;;;;;;;;GAyBG;AACH,wBAAgB,gBAAgB,CAAC,MAAM,EAAE,MAAM,EAAE,OAAO,CAAC,EAAE,KAAK,GAAG,MAAM,CAAC;AAC1E,wBAAgB,gBAAgB,CAAC,MAAM,EAAE,KAAK,EAAE,OAAO,CAAC,EAAE,KAAK,GAAG,KAAK,CAAC;AAuDxE,eAAO,MAAM,EAAE,QAAU,CAAC;AAC1B,eAAO,MAAM,CAAC,QAAS,CAAC;AACxB,eAAO,MAAM,GAAG,oBAAoB,CAAC;AACrC,eAAO,MAAM,IAAI,oBAAoB,CAAC"}

package/dist/esm/math/index.js

@@ -444,11 +444,11 @@ export function sign(value) {
         const result = [];
         for (let i = 0; i < length; i++) {
             const v = valueArray[i] ?? NaN;
-            result.push(v > 0 ? 1 : v < 0 ? -1 : 0);
+            result.push(v > 0 ? 1 : v < 0 ? -1 : v === 0 ? 0 : NaN);
         }
         return Series.fromArray(bars, result);
     }
-    return value > 0 ? 1 : value < 0 ? -1 : 0;
+    return value > 0 ? 1 : value < 0 ? -1 : value === 0 ? 0 : NaN;
 }
 export function round_to_mintick(number, mintick) {
     if (number instanceof Series) {

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

@@ -1 +1 @@
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package/dist/esm/ta/index.d.ts

@@ -142,8 +142,10 @@ export declare function stdev(source: Source, length: simple_int, biased?: simpl
  * @returns Boolean series (true at crossover points)
  *
  * @remarks
- * - True when: series1[i]! > series2[i]! AND series1[i-1] <= series2[i-1]
+ * - True when: series1[i] > series2[i] AND series1[j] <= series2[j], where j is the last bar before i where both
+ *   values were not na (PineScript rule: a crossing right after an na bar is not missed)
  * - First value is always false (no previous value to compare)
+ * - Comparisons are exact (no tolerance)
  * - Useful for detecting bullish signals (e.g., fast MA crossing over slow MA)
  *
  * @example
@@ -160,8 +162,10 @@ export declare function crossover(series1: Source, series2: Source): series_bool
  * @returns Boolean series (true at crossunder points)
  *
  * @remarks
- * - True when: series1[i]! < series2[i]! AND series1[i-1] >= series2[i-1]
+ * - True when: series1[i] < series2[i] AND series1[j] >= series2[j], where j is the last bar before i where both
+ *   values were not na
  * - First value is always false (no previous value to compare)
+ * - Comparisons are exact (no tolerance)
  * - Useful for detecting bearish signals (e.g., fast MA crossing under slow MA)
  *
  * @example
@@ -378,8 +382,9 @@ export declare function cum(source: Source): series_float;
  * @returns Boolean series (true at cross points)
  *
  * @remarks
- * - True when: (source1[i]! > source2[i]! AND source1[i-1] <= source2[i-1]) OR
- *              (source1[i]! < source2[i]! AND source1[i-1] >= source2[i-1])
+ * - True when: (source1[i] > source2[i] AND source1[j] <= source2[j]) OR
+ *              (source1[i] < source2[i] AND source1[j] >= source2[j]),
+ *   where j is the last bar before i where both values were not na
  * - First value is always false (no previous value to compare)
  * - Detects any crossing (either over or under)
  * - Use `ta.crossover()` or `ta.crossunder()` for directional crosses
@@ -655,7 +660,7 @@ export declare function correlation(source1: Source, source2: Source, length: si
  * - Useful for identifying relative strength within a period
  *
  * PineScript rules:
- * - percentrank = count(source[k] <= source, k = 1..length) / length * 100
+ * - percentrank = count(source[k] <= source, k = 1..length) * 100 / length (in this order: the PineScript bits)
  * - a value from bar `length` on, when the current source is not `na`; an `na` value in the window counts as not
  *   `<=` the current value
  * - the comparison uses the 1e-10 tolerance
@@ -930,7 +935,8 @@ export declare function tsi(source: Source, shortLength: simple_int, longLength:
  * - 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
+ * - As in PineScript: the sums are the running sums of `math.sum` (bit for bit), and a flat window (every change 0)
+ *   is `0 / 0` = na
  * - More volatile than RSI
  *
  * @example

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

@@ -1 +1 @@
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package/dist/esm/ta/index.js

@@ -70,24 +70,19 @@ export function ema(source, length) {
     const result = [];
     const len = Math.floor(length);
     const multiplier = 2 / (len + 1);
-    // SMA seed: slide past leading NaN, then collect `len` valid values.
-    // An infinite value is na, as in PineScript.
+    // SMA seed on the bar of the `len`-th valid value. An infinite value is na, as in PineScript.
     let firstValidIndex = -1;
     let validCount = 0;
-    let initSum = 0;
     for (let i = 0; i < source.length; i++) {
         const val = source[i];
-        if (val !== undefined && Number.isFinite(val)) {
-            initSum += val;
-            validCount++;
-            if (validCount === len) {
-                firstValidIndex = i;
-                break;
-            }
+        if (val !== undefined && Number.isFinite(val) && ++validCount === len) {
+            firstValidIndex = i;
+            break;
         }
     }
-    let emaValue = validCount > 0 ? initSum / validCount : NaN;
     const emaInitialized = firstValidIndex >= 0;
+    // The seed is ta.sma on that bar: the running sum of math.sum (PineScript bits), not a plain loop sum
+    let emaValue = emaInitialized ? runningSum(source.slice(0, firstValidIndex + 1), len)[firstValidIndex] / len : NaN;
     for (let i = 0; i < source.length; i++) {
         if (!emaInitialized || i < firstValidIndex) {
             result.push(NaN);
@@ -321,6 +316,27 @@ function extremeValue(source, length, lowest) {
         return v === 0 && zeros[i] ? (lowest ? -0 : 0) : v;
     });
 }
+/**
+ * Compares each bar with the last earlier bar where both values were not na (PineScript rule for ta.crossover,
+ * ta.crossunder and ta.cross): false while there is no such bar, and false on a bar with an na value.
+ *
+ * @internal
+ */
+function crossTest(series1, series2, test) {
+    const result = [];
+    let prevA = NaN;
+    let prevB = NaN;
+    for (let i = 0; i < series1.length; i++) {
+        const a = series1[i];
+        const b = series2[i];
+        result.push(test(a, b, prevA, prevB));
+        if (!Number.isNaN(a) && !Number.isNaN(b)) {
+            prevA = a;
+            prevB = b;
+        }
+    }
+    return result;
+}
 /**
  * Crossover - returns true when series1 crosses over series2 (moves from below to above).
  *
@@ -329,8 +345,10 @@ function extremeValue(source, length, lowest) {
  * @returns Boolean series (true at crossover points)
  *
  * @remarks
- * - True when: series1[i]! > series2[i]! AND series1[i-1] <= series2[i-1]
+ * - True when: series1[i] > series2[i] AND series1[j] <= series2[j], where j is the last bar before i where both
+ *   values were not na (PineScript rule: a crossing right after an na bar is not missed)
  * - First value is always false (no previous value to compare)
+ * - Comparisons are exact (no tolerance)
  * - Useful for detecting bullish signals (e.g., fast MA crossing over slow MA)
  *
  * @example
@@ -339,16 +357,7 @@ function extremeValue(source, length, lowest) {
  * ```
  */
 export function crossover(series1, series2) {
-    const result = [];
-    for (let i = 0; i < series1.length; i++) {
-        if (i === 0) {
-            result.push(false);
-        }
-        else {
-            result.push(series1[i] > series2[i] && series1[i - 1] <= series2[i - 1]);
-        }
-    }
-    return result;
+    return crossTest(series1, series2, (a, b, pa, pb) => a > b && pa <= pb);
 }
 /**
  * Crossunder - returns true when series1 crosses under series2 (moves from above to below).
@@ -358,8 +367,10 @@ export function crossover(series1, series2) {
  * @returns Boolean series (true at crossunder points)
  *
  * @remarks
- * - True when: series1[i]! < series2[i]! AND series1[i-1] >= series2[i-1]
+ * - True when: series1[i] < series2[i] AND series1[j] >= series2[j], where j is the last bar before i where both
+ *   values were not na
  * - First value is always false (no previous value to compare)
+ * - Comparisons are exact (no tolerance)
  * - Useful for detecting bearish signals (e.g., fast MA crossing under slow MA)
  *
  * @example
@@ -368,16 +379,7 @@ export function crossover(series1, series2) {
  * ```
  */
 export function crossunder(series1, series2) {
-    const result = [];
-    for (let i = 0; i < series1.length; i++) {
-        if (i === 0) {
-            result.push(false);
-        }
-        else {
-            result.push(series1[i] < series2[i] && series1[i - 1] >= series2[i - 1]);
-        }
-    }
-    return result;
+    return crossTest(series1, series2, (a, b, pa, pb) => a < b && pa >= pb);
 }
 /**
  * Change - calculates the difference between the current value and its value length bars ago.
@@ -784,8 +786,9 @@ export function cum(source) {
  * @returns Boolean series (true at cross points)
  *
  * @remarks
- * - True when: (source1[i]! > source2[i]! AND source1[i-1] <= source2[i-1]) OR
- *              (source1[i]! < source2[i]! AND source1[i-1] >= source2[i-1])
+ * - True when: (source1[i] > source2[i] AND source1[j] <= source2[j]) OR
+ *              (source1[i] < source2[i] AND source1[j] >= source2[j]),
+ *   where j is the last bar before i where both values were not na
  * - First value is always false (no previous value to compare)
  * - Detects any crossing (either over or under)
  * - Use `ta.crossover()` or `ta.crossunder()` for directional crosses
@@ -797,18 +800,7 @@ export function cum(source) {
  * ```
  */
 export function cross(source1, source2) {
-    const result = [];
-    for (let i = 0; i < source1.length; i++) {
-        if (i === 0) {
-            result.push(false);
-        }
-        else {
-            const crossedUp = source1[i] > source2[i] && source1[i - 1] <= source2[i - 1];
-            const crossedDown = source1[i] < source2[i] && source1[i - 1] >= source2[i - 1];
-            result.push(crossedUp || crossedDown);
-        }
-    }
-    return result;
+    return crossTest(source1, source2, (a, b, pa, pb) => (a > b && pa <= pb) || (a < b && pa >= pb));
 }
 /**
  * ta.rising / ta.falling: true when each of the `length` steps between the last `length + 1` non-na values (up to
@@ -1331,7 +1323,7 @@ export function correlation(source1, source2, length) {
  * - Useful for identifying relative strength within a period
  *
  * PineScript rules:
- * - percentrank = count(source[k] <= source, k = 1..length) / length * 100
+ * - percentrank = count(source[k] <= source, k = 1..length) * 100 / length (in this order: the PineScript bits)
  * - a value from bar `length` on, when the current source is not `na`; an `na` value in the window counts as not
  *   `<=` the current value
  * - the comparison uses the 1e-10 tolerance
@@ -1357,7 +1349,7 @@ export function percentrank(source, length) {
             if (le(source[i - j], currentValue))
                 countLessOrEqual++;
         }
-        result.push((countLessOrEqual / length) * 100);
+        result.push((countLessOrEqual * 100) / length);
     }
     return result;
 }
@@ -1926,7 +1918,8 @@ export function tsi(source, shortLength, longLength) {
  * - 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
+ * - As in PineScript: the sums are the running sums of `math.sum` (bit for bit), and a flat window (every change 0)
+ *   is `0 / 0` = na
  * - More volatile than RSI
  *
  * @example
@@ -1937,34 +1930,20 @@ export function tsi(source, shortLength, longLength) {
  * ```
  */
 export function cmo(source, length) {
-    const result = [];
+    // PineScript definition: mom = ta.change(src), sm1 = math.sum(mom >= 0 ? mom : 0, length),
+    // sm2 = math.sum(mom >= 0 ? 0 : -mom, length), cmo = 100 * (sm1 - sm2) / (sm1 + sm2), with the running sums of
+    // math.sum (bit for bit). A comparison with na is false: an na change adds 0 to sm1 and na (skipped) to sm2.
+    const up = [];
+    const down = [];
     for (let i = 0; i < source.length; i++) {
-        if (i < length) {
-            result.push(NaN);
-            continue;
-        }
-        let sumGains = 0;
-        let sumLosses = 0;
-        for (let j = 0; j < length; j++) {
-            const change = source[i - j] - source[i - j - 1];
-            if (change > 0) {
-                sumGains += change;
-            }
-            else {
-                sumLosses += Math.abs(change);
-            }
-        }
-        // PineScript: 100 * (sm1 - sm2) / (sm1 + sm2), so a flat window (0 / 0) is na
-        const totalMovement = sumGains + sumLosses;
-        if (totalMovement === 0) {
-            result.push(NaN);
-        }
-        else {
-            const cmoValue = ((sumGains - sumLosses) / totalMovement) * 100;
-            result.push(cmoValue);
-        }
-    }
-    return result;
+        const mom = i > 0 ? source[i] - source[i - 1] : NaN;
+        up.push(mom >= 0 ? mom : 0);
+        down.push(mom >= 0 ? 0 : -mom);
+    }
+    const sm1 = runningSum(up, length);
+    const sm2 = runningSum(down, length);
+    // a flat window is 0 / 0 = na
+    return sm1.map((s1, i) => (100 * (s1 - sm2[i])) / (s1 + sm2[i]));
 }
 /**
  * Keltner Channels - volatility-based envelope indicator.