oakscriptjs 0.9.4 → 0.9.5

package/dist/cjs/ta/running-sum.d.ts

@@ -6,7 +6,8 @@
  * - each bar first removes, with a Kahan step, the compensated value that was added for the value that leaves the
  *   window, then adds the new value with a Kahan step and keeps its compensated value;
  * - when the compensation of the previous step would be lost when applied to the new value, the sum is computed
- *   again from the window values (newest first) and the compensation is reset.
+ *   again from the window values (newest first) and the compensation is reset. The test rounds on the grid of the
+ *   new value toward +infinity: for a negative power of two, the finer grid of the binade below (#136).
  *
  * So the result can differ from the exact window sum in the last bits (e.g. a small residue on a window of zeros),
  * as in PineScript.

package/dist/cjs/ta/running-sum.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"running-sum.d.ts","sourceRoot":"","sources":["../../../src/ta/running-sum.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;GAeG;AA0CH;;;;;;;GAOG;AACH,wBAAgB,UAAU,CAAC,MAAM,EAAE,SAAS,CAAC,MAAM,GAAG,IAAI,GAAG,SAAS,CAAC,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,EAAE,CAwCjG;AAED;;;GAGG;AACH,wBAAgB,eAAe,CAC7B,MAAM,EAAE,SAAS,CAAC,MAAM,GAAG,IAAI,GAAG,SAAS,CAAC,EAC5C,MAAM,EAAE,MAAM,EACd,MAAM,EAAE,OAAO,GACd,MAAM,EAAE,CAaV"}

package/dist/cjs/ta/running-sum.js

@@ -28,14 +28,19 @@ function exponentOf(x) {
   const e = view.getUint16(0) >> 4 & 2047;
   return e === 0 ? -1074 : e - 1023;
 }
+function spacingUp(x) {
+  const e = exponentOf(x);
+  const powerOfTwo = (view.getUint16(0) & 15) === 0 && view.getUint16(2) === 0 && view.getUint32(4) === 0;
+  return 2 ** (e - (x < 0 && powerOfTwo && e > -1022 ? 53 : 52));
+}
 function compensationLost(x, c) {
   if (c === 0 || x === 0) return false;
-  const ulp = 2 ** (exponentOf(x) - 52);
+  const ulp = spacingUp(x);
   const q = c / ulp;
   const mantissa = x / ulp;
   const f = Math.floor(q);
   const d = q - f;
-  const applied = d > 0.5 ? f + 1 : d < 0.5 ? f : (mantissa - f) % 2 === 0 ? f : f + 1;
+  const applied = d > 0.5 ? f + 1 : d < 0.5 ? f : Math.abs(mantissa % 2) === Math.abs(f % 2) ? f : f + 1;
   return Math.abs(applied) < Math.abs(q);
 }
 function isNa(v) {

package/dist/cjs/ta/running-sum.js.map

@@ -1,7 +1,7 @@
 {
   "version": 3,
   "sources": ["../../../src/ta/running-sum.ts"],
-  "sourcesContent": ["/**\n * Running window sum with the floating-point behaviour of PineScript `math.sum` / `ta.sma` / `ta.stdev` /\n * `ta.variance` (bit for bit).\n *\n * PineScript does not sum the window again on each bar. It keeps a compensated (Kahan) running sum:\n * - each bar first removes, with a Kahan step, the compensated value that was added for the value that leaves the\n *   window, then adds the new value with a Kahan step and keeps its compensated value;\n * - when the compensation of the previous step would be lost when applied to the new value, the sum is computed\n *   again from the window values (newest first) and the compensation is reset.\n *\n * So the result can differ from the exact window sum in the last bits (e.g. a small residue on a window of zeros),\n * as in PineScript.\n *\n * @internal\n */\n\nconst view = new DataView(new ArrayBuffer(8));\n\n/** Binary exponent of a finite non-zero number (from its bits). */\nfunction exponentOf(x: number): number {\n  view.setFloat64(0, x);\n  const e = (view.getUint16(0) >> 4) & 0x7ff;\n  return e === 0 ? -1074 : e - 1023;\n}\n\n/**\n * Whether the compensation `c` is (partly) lost when it is applied to `x`: `x - c` rounded on the grid of `x`\n * (spacing of the binade of `x`, ties to an even mantissa) applies less than `c`.\n */\nfunction compensationLost(x: number, c: number): boolean {\n  if (c === 0 || x === 0) return false;\n  const ulp = 2 ** (exponentOf(x) - 52);\n  const q = c / ulp;\n  const mantissa = x / ulp;\n  const f = Math.floor(q);\n  const d = q - f;\n  const applied = d > 0.5 ? f + 1 : d < 0.5 ? f : (mantissa - f) % 2 === 0 ? f : f + 1;\n  return Math.abs(applied) < Math.abs(q);\n}\n\n/** A value PineScript treats as na in window functions (also +/-Infinity). */\nfunction isNa(v: number | null | undefined): boolean {\n  return v === undefined || v === null || !Number.isFinite(v);\n}\n\n/**\n * The sum of the last `length` non-na values on each bar, as PineScript computes it.\n *\n * @param source - Values (na: NaN, null, undefined or +/-Infinity, skipped)\n * @param length - Number of non-na values in the window\n * @returns The running sum per bar: NaN until `length` non-na values exist; a bar with an na value keeps the\n *   previous result\n */\nexport function runningSum(source: ArrayLike<number | null | undefined>, length: number): number[] {\n  const len = Math.floor(length);\n  const out: number[] = new Array<number>(source.length).fill(NaN);\n  if (!(len >= 1)) return out;\n  const values: number[] = [];\n  const stored: number[] = [];\n  let s = 0;\n  let c = 0;\n  let previous = NaN;\n  const kahanAdd = (v: number): number => {\n    const y = v - c;\n    const t = s + y;\n    c = (t - s) - y;\n    s = t;\n    return y;\n  };\n  for (let i = 0; i < source.length; i++) {\n    const v = source[i];\n    if (isNa(v)) {\n      out[i] = previous;\n      continue;\n    }\n    const x = v as number;\n    const c0 = c;\n    const n = values.length;\n    if (n >= len) kahanAdd(-stored[n - len]!);\n    values.push(x);\n    if (compensationLost(x, c0)) {\n      let fresh = 0;\n      for (let k = values.length - 1; k >= Math.max(0, values.length - len); k--) fresh += values[k]!;\n      s = fresh;\n      c = 0;\n      stored.push(x);\n    } else {\n      stored.push(kahanAdd(x));\n    }\n    previous = values.length >= len ? s : NaN;\n    out[i] = previous;\n  }\n  return out;\n}\n\n/**\n * Window variance from the running sums of the values and of their squares, as PineScript computes it:\n * biased `sumSq / n - mean * mean`, unbiased `sumSq / (n - 1) - mean * sum / (n - 1)`, with `mean = sum / n`.\n */\nexport function runningVariance(\n  source: ArrayLike<number | null | undefined>,\n  length: number,\n  biased: boolean\n): number[] {\n  const len = Math.floor(length);\n  const squares = Array.from({ length: source.length }, (_, i) => {\n    const v = source[i];\n    return isNa(v) ? NaN : (v as number) * (v as number);\n  });\n  const sums = runningSum(source, len);\n  const sumSquares = runningSum(squares, len);\n  return sums.map((sum, i) => {\n    const mean = sum / len;\n    const sq = sumSquares[i]!;\n    return biased ? sq / len - mean * mean : sq / (len - 1) - (mean * sum) / (len - 1);\n  });\n}\n"],
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+  "sourcesContent": ["/**\n * Running window sum with the floating-point behaviour of PineScript `math.sum` / `ta.sma` / `ta.stdev` /\n * `ta.variance` (bit for bit).\n *\n * PineScript does not sum the window again on each bar. It keeps a compensated (Kahan) running sum:\n * - each bar first removes, with a Kahan step, the compensated value that was added for the value that leaves the\n *   window, then adds the new value with a Kahan step and keeps its compensated value;\n * - when the compensation of the previous step would be lost when applied to the new value, the sum is computed\n *   again from the window values (newest first) and the compensation is reset. The test rounds on the grid of the\n *   new value toward +infinity: for a negative power of two, the finer grid of the binade below (#136).\n *\n * So the result can differ from the exact window sum in the last bits (e.g. a small residue on a window of zeros),\n * as in PineScript.\n *\n * @internal\n */\n\nconst view = new DataView(new ArrayBuffer(8));\n\n/** Binary exponent of a finite non-zero number (from its bits). */\nfunction exponentOf(x: number): number {\n  view.setFloat64(0, x);\n  const e = (view.getUint16(0) >> 4) & 0x7ff;\n  return e === 0 ? -1074 : e - 1023;\n}\n\n/**\n * Distance from a finite non-zero `x` to the next number toward +infinity: the spacing of the binade of `x`, or half\n * of it when `x` is a negative power of two (the next number up is in the binade below).\n */\nfunction spacingUp(x: number): number {\n  const e = exponentOf(x);\n  const powerOfTwo = (view.getUint16(0) & 0xf) === 0 && view.getUint16(2) === 0 && view.getUint32(4) === 0;\n  return 2 ** (e - (x < 0 && powerOfTwo && e > -1022 ? 53 : 52));\n}\n\n/**\n * Whether the compensation `c` is (partly) lost when it is applied to `x`: `x - c` rounded on the grid of `x`\n * (spacing {@link spacingUp}, ties to an even mantissa) applies less than `c`.\n */\nfunction compensationLost(x: number, c: number): boolean {\n  if (c === 0 || x === 0) return false;\n  const ulp = spacingUp(x);\n  const q = c / ulp;\n  const mantissa = x / ulp;\n  const f = Math.floor(q);\n  const d = q - f;\n  // parity of mantissa - f from each part: the mantissa can be 2^53 (half spacing), where mantissa - f is not exact\n  const applied = d > 0.5 ? f + 1 : d < 0.5 ? f : Math.abs(mantissa % 2) === Math.abs(f % 2) ? f : f + 1;\n  return Math.abs(applied) < Math.abs(q);\n}\n\n/** A value PineScript treats as na in window functions (also +/-Infinity). */\nfunction isNa(v: number | null | undefined): boolean {\n  return v === undefined || v === null || !Number.isFinite(v);\n}\n\n/**\n * The sum of the last `length` non-na values on each bar, as PineScript computes it.\n *\n * @param source - Values (na: NaN, null, undefined or +/-Infinity, skipped)\n * @param length - Number of non-na values in the window\n * @returns The running sum per bar: NaN until `length` non-na values exist; a bar with an na value keeps the\n *   previous result\n */\nexport function runningSum(source: ArrayLike<number | null | undefined>, length: number): number[] {\n  const len = Math.floor(length);\n  const out: number[] = new Array<number>(source.length).fill(NaN);\n  if (!(len >= 1)) return out;\n  const values: number[] = [];\n  const stored: number[] = [];\n  let s = 0;\n  let c = 0;\n  let previous = NaN;\n  const kahanAdd = (v: number): number => {\n    const y = v - c;\n    const t = s + y;\n    c = (t - s) - y;\n    s = t;\n    return y;\n  };\n  for (let i = 0; i < source.length; i++) {\n    const v = source[i];\n    if (isNa(v)) {\n      out[i] = previous;\n      continue;\n    }\n    const x = v as number;\n    const c0 = c;\n    const n = values.length;\n    if (n >= len) kahanAdd(-stored[n - len]!);\n    values.push(x);\n    if (compensationLost(x, c0)) {\n      let fresh = 0;\n      for (let k = values.length - 1; k >= Math.max(0, values.length - len); k--) fresh += values[k]!;\n      s = fresh;\n      c = 0;\n      stored.push(x);\n    } else {\n      stored.push(kahanAdd(x));\n    }\n    previous = values.length >= len ? s : NaN;\n    out[i] = previous;\n  }\n  return out;\n}\n\n/**\n * Window variance from the running sums of the values and of their squares, as PineScript computes it:\n * biased `sumSq / n - mean * mean`, unbiased `sumSq / (n - 1) - mean * sum / (n - 1)`, with `mean = sum / n`.\n */\nexport function runningVariance(\n  source: ArrayLike<number | null | undefined>,\n  length: number,\n  biased: boolean\n): number[] {\n  const len = Math.floor(length);\n  const squares = Array.from({ length: source.length }, (_, i) => {\n    const v = source[i];\n    return isNa(v) ? NaN : (v as number) * (v as number);\n  });\n  const sums = runningSum(source, len);\n  const sumSquares = runningSum(squares, len);\n  return sums.map((sum, i) => {\n    const mean = sum / len;\n    const sq = sumSquares[i]!;\n    return biased ? sq / len - mean * mean : sq / (len - 1) - (mean * sum) / (len - 1);\n  });\n}\n"],
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   "names": []
 }

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

@@ -465,6 +465,8 @@ export declare function binary_search(id: PineArray<float>, val: float): int;
  * - Array must be sorted in ascending order
  * - For duplicate values, returns leftmost occurrence
  * - When value not found, returns position of next smaller element
+ * - PineScript rules: a value below every element gives 0; `na` counts as greater than every number (an array
+ *   without na gives `size - 1`); the comparison is exact (no 1e-10 tolerance)
  */
 export declare function binary_search_leftmost(id: PineArray<float>, val: float): int;
 /**
@@ -495,6 +497,8 @@ export declare function binary_search_leftmost(id: PineArray<float>, val: float)
  * - Array must be sorted in ascending order
  * - For duplicate values, returns rightmost occurrence
  * - When value not found, returns position of next larger element
+ * - PineScript rules: a value above every element gives `size` (the position after the last element); `na` counts
+ *   as greater than every number (an array without na gives `size`); the comparison is exact (no 1e-10 tolerance)
  */
 export declare function binary_search_rightmost(id: PineArray<float>, val: float): int;
 /**

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

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

@@ -608,32 +608,38 @@ export function binary_search(id, val) {
  * - Array must be sorted in ascending order
  * - For duplicate values, returns leftmost occurrence
  * - When value not found, returns position of next smaller element
+ * - PineScript rules: a value below every element gives 0; `na` counts as greater than every number (an array
+ *   without na gives `size - 1`); the comparison is exact (no 1e-10 tolerance)
  */
 export function binary_search_leftmost(id, val) {
-    let left = 0;
-    let right = id.length - 1;
-    let result = -1;
-    let found = false;
-    while (left <= right) {
-        const mid = Math.floor((left + right) / 2);
-        if (id[mid] < val) {
-            if (!found) {
-                result = mid; // Track the last element smaller than val (only if not found)
-            }
-            left = mid + 1;
-        }
-        else if (id[mid] === val) {
-            result = mid;
-            found = true;
-            // Continue searching to the left for leftmost occurrence
-            right = mid - 1;
-        }
-        else {
-            // id[mid] > val
-            right = mid - 1;
-        }
+    if (id.length === 0)
+        return -1;
+    const at = searchBound(id, val, false);
+    return at < id.length && compareSorted(id[at], val) === 0 ? at : Math.max(0, at - 1);
+}
+/**
+ * Order of the PineScript binary searches: numbers in ascending order, na above every number (equal to na).
+ */
+function compareSorted(a, b) {
+    const an = Number.isNaN(a);
+    const bn = Number.isNaN(b);
+    if (an || bn)
+        return an === bn ? 0 : an ? 1 : -1;
+    return a < b ? -1 : a > b ? 1 : 0;
+}
+/** First index whose element is >= `val` (`after` false) or > `val` (`after` true); `id.length` when none. */
+function searchBound(id, val, after) {
+    let lo = 0;
+    let hi = id.length;
+    while (lo < hi) {
+        const mid = (lo + hi) >>> 1;
+        const c = compareSorted(id[mid], val);
+        if (c < 0 || (after && c === 0))
+            lo = mid + 1;
+        else
+            hi = mid;
     }
-    return result;
+    return lo;
 }
 /**
  * Binary Search Rightmost
@@ -663,31 +669,14 @@ export function binary_search_leftmost(id, val) {
  * - Array must be sorted in ascending order
  * - For duplicate values, returns rightmost occurrence
  * - When value not found, returns position of next larger element
+ * - PineScript rules: a value above every element gives `size` (the position after the last element); `na` counts
+ *   as greater than every number (an array without na gives `size`); the comparison is exact (no 1e-10 tolerance)
  */
 export function binary_search_rightmost(id, val) {
-    let left = 0;
-    let right = id.length - 1;
-    let result = -1;
-    let found = false;
-    while (left <= right) {
-        const mid = Math.floor((left + right) / 2);
-        if (id[mid] <= val) {
-            if (id[mid] === val) {
-                result = mid;
-                found = true;
-            }
-            // Continue searching to the right for rightmost occurrence
-            left = mid + 1;
-        }
-        else {
-            // id[mid] > val
-            if (!found) {
-                result = mid; // Track the first element greater than val (only if not found)
-            }
-            right = mid - 1;
-        }
-    }
-    return result;
+    if (id.length === 0)
+        return -1;
+    const at = searchBound(id, val, true);
+    return at > 0 && compareSorted(id[at - 1], val) === 0 ? at - 1 : at;
 }
 /**
  * Covariance

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

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

@@ -11,7 +11,8 @@
  *   loops, called only on the bars where the Pine call runs.
  * - {@link lowest} / {@link highest}: `ta.lowest` / `ta.highest` with a series length (a different length on each
  *   call), which PineScript computes with a state kept between calls.
- * - {@link linreg}: `ta.linreg` in a conditional block, whose window is kept by bar (not by call).
+ * - {@link lowestByBar} / {@link highestByBar} / {@link linreg}: `ta.lowest` / `ta.highest` / `ta.linreg` in a
+ *   conditional block, whose history is kept by bar (not by call).
  *
  * Since PineScript v6, `and` / `or` are lazy: the right operand runs only when the left operand does not decide
  * the result. A ta.* call in the right operand of `a or b` runs on the bars where `a` is false, in `a and b` on the
@@ -50,16 +51,25 @@ import type { Source } from '../types/index.js';
  * @param sources - the arguments of the call, one value per chart bar
  */
 export declare function whenCalled<T extends number | boolean>(called: ArrayLike<boolean | number>, fn: (...values: number[][]) => ArrayLike<T>, ...sources: Source[]): Array<T | number>;
-/** One `ta.crossover(a, b)` call site: false on its first call, as its history is na. */
+/**
+ * One `ta.crossover(a, b)` call site: compared with the last call where both arguments were not na; false before
+ * such a call.
+ */
 export declare function crossover(): (a: number, b: number) => boolean;
-/** One `ta.crossunder(a, b)` call site: false on its first call, as its history is na. */
+/**
+ * One `ta.crossunder(a, b)` call site: compared with the last call where both arguments were not na; false before
+ * such a call.
+ */
 export declare function crossunder(): (a: number, b: number) => boolean;
 /**
  * One `ta.barssince(condition)` call site: the number of calls since the condition was true on a call (0 on that
  * call), na before the first true condition. An na condition counts as false.
  */
 export declare function barssince(): (condition: boolean | number) => number;
-/** One `ta.cross(a, b)` call site: false on its first call, as its history is na. */
+/**
+ * One `ta.cross(a, b)` call site: compared with the last call where both arguments were not na; false before such
+ * a call.
+ */
 export declare function cross(): (a: number, b: number) => boolean;
 /**
  * One `ta.lowest(source, length)` call site with a series length (a different length on each call), called with
@@ -86,6 +96,35 @@ export declare function lowest(): (value: number, length: number) => number;
  * `(value, length)`. Same rules as {@link lowest}.
  */
 export declare function highest(): (value: number, length: number) => number;
+/**
+ * One `ta.lowest(source, length)` call site in a conditional block whose history is kept by bar (not by call), called
+ * with `(barIndex, value, length)` on the bars where the Pine call runs.
+ *
+ * PineScript rules (measured on a call in a ternary branch, length 6):
+ * - the values are kept in a ring of `length + 1` slots indexed by the bar index, filled with 0 at the start and
+ *   written only on the bars where the call runs: a bar before the first call counts as 0, and a bar without a call
+ *   holds the value of the call `length + 1` bars earlier (0 if there was none)
+ * - on a call, the value replaces the kept extreme when there is none or when it is strictly lower; only otherwise,
+ *   when the kept extreme is `length` bars old, the last `length` bars are read again from the ring (the oldest bar
+ *   wins a tie)
+ * - na before bar `length - 1` (by bar, not by call)
+ *
+ * {@link lowest} keeps the history by call instead; both rules were measured, on different scripts.
+ *
+ * @example
+ * ```typescript
+ * // Pine:  lo = cond ? ta.lowest(low, 6) : na
+ * const site = callsite.lowestByBar();
+ * const lo = lows.map((v, i) => (cond[i] ? site(i, v, 6) : NaN));
+ * ```
+ */
+export declare function lowestByBar(): (barIndex: number, value: number, length: number) => number;
+/**
+ * One `ta.highest(source, length)` call site in a conditional block whose history is kept by bar, called with
+ * `(barIndex, value, length)`. Same rules as {@link lowestByBar} (a value replaces the kept extreme when it is
+ * strictly higher).
+ */
+export declare function highestByBar(): (barIndex: number, value: number, length: number) => number;
 /**
  * One `ta.linreg(source, length, offset)` call site in a conditional block, called with
  * `(barIndex, value, length, offset)` on the bars where the Pine call runs.

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

@@ -1 +1 @@
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+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/callsite/index.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAyCG;AAEH,OAAO,KAAK,EAAE,MAAM,EAAE,MAAM,mBAAmB,CAAC;AAGhD;;;;;;;;GAQG;AACH,wBAAgB,UAAU,CAAC,CAAC,SAAS,MAAM,GAAG,OAAO,EACnD,MAAM,EAAE,SAAS,CAAC,OAAO,GAAG,MAAM,CAAC,EACnC,EAAE,EAAE,CAAC,GAAG,MAAM,EAAE,MAAM,EAAE,EAAE,KAAK,SAAS,CAAC,CAAC,CAAC,EAC3C,GAAG,OAAO,EAAE,MAAM,EAAE,GACnB,KAAK,CAAC,CAAC,GAAG,MAAM,CAAC,CASnB;AAmBD;;;GAGG;AACH,wBAAgB,SAAS,IAAI,CAAC,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,MAAM,KAAK,OAAO,CAE7D;AAED;;;GAGG;AACH,wBAAgB,UAAU,IAAI,CAAC,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,MAAM,KAAK,OAAO,CAE9D;AAED;;;GAGG;AACH,wBAAgB,SAAS,IAAI,CAAC,SAAS,EAAE,OAAO,GAAG,MAAM,KAAK,MAAM,CAOnE;AAED;;;GAGG;AACH,wBAAgB,KAAK,IAAI,CAAC,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,MAAM,KAAK,OAAO,CAEzD;AA2CD;;;;;;;;;;;;;;;;;;GAkBG;AACH,wBAAgB,MAAM,IAAI,CAAC,KAAK,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,KAAK,MAAM,CAElE;AAED;;;GAGG;AACH,wBAAgB,OAAO,IAAI,CAAC,KAAK,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,KAAK,MAAM,CAEnE;AAgCD;;;;;;;;;;;;;;;;;;;;;GAqBG;AACH,wBAAgB,WAAW,IAAI,CAAC,QAAQ,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,KAAK,MAAM,CAEzF;AAED;;;;GAIG;AACH,wBAAgB,YAAY,IAAI,CAAC,QAAQ,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,KAAK,MAAM,CAE1F;AAED;;;;;;;;;;;;;;;;;GAiBG;AACH,wBAAgB,MAAM,IAAI,CAAC,QAAQ,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,CAAC,EAAE,MAAM,KAAK,MAAM,CAUrG"}

package/dist/esm/callsite/index.js

@@ -11,7 +11,8 @@
  *   loops, called only on the bars where the Pine call runs.
  * - {@link lowest} / {@link highest}: `ta.lowest` / `ta.highest` with a series length (a different length on each
  *   call), which PineScript computes with a state kept between calls.
- * - {@link linreg}: `ta.linreg` in a conditional block, whose window is kept by bar (not by call).
+ * - {@link lowestByBar} / {@link highestByBar} / {@link linreg}: `ta.lowest` / `ta.highest` / `ta.linreg` in a
+ *   conditional block, whose history is kept by bar (not by call).
  *
  * Since PineScript v6, `and` / `or` are lazy: the right operand runs only when the left operand does not decide
  * the result. A ta.* call in the right operand of `a or b` runs on the bars where `a` is false, in `a and b` on the
@@ -61,22 +62,33 @@ export function whenCalled(called, fn, ...sources) {
     });
     return out;
 }
-/** A call site that keeps the two previous arguments (na before the first call). */
+/**
+ * A call site that keeps the arguments of the last call where both were not na (na before such a call), as
+ * ta.crossover / ta.crossunder / ta.cross.
+ */
 function twoSeriesSite(test) {
     let prevA = NaN;
     let prevB = NaN;
     return (a, b) => {
         const result = test(a, b, prevA, prevB);
-        prevA = a;
-        prevB = b;
+        if (!Number.isNaN(a) && !Number.isNaN(b)) {
+            prevA = a;
+            prevB = b;
+        }
         return result;
     };
 }
-/** One `ta.crossover(a, b)` call site: false on its first call, as its history is na. */
+/**
+ * One `ta.crossover(a, b)` call site: compared with the last call where both arguments were not na; false before
+ * such a call.
+ */
 export function crossover() {
     return twoSeriesSite((a, b, pa, pb) => a > b && pa <= pb);
 }
-/** One `ta.crossunder(a, b)` call site: false on its first call, as its history is na. */
+/**
+ * One `ta.crossunder(a, b)` call site: compared with the last call where both arguments were not na; false before
+ * such a call.
+ */
 export function crossunder() {
     return twoSeriesSite((a, b, pa, pb) => a < b && pa >= pb);
 }
@@ -94,7 +106,10 @@ export function barssince() {
         return count;
     };
 }
-/** One `ta.cross(a, b)` call site: false on its first call, as its history is na. */
+/**
+ * One `ta.cross(a, b)` call site: compared with the last call where both arguments were not na; false before such
+ * a call.
+ */
 export function cross() {
     return twoSeriesSite((a, b, pa, pb) => (a > b && pa <= pb) || (a < b && pa >= pb));
 }
@@ -175,6 +190,69 @@ export function lowest() {
 export function highest() {
     return extremeSite(false);
 }
+/** One `ta.lowest` / `ta.highest` call site whose history is kept by bar; rules in {@link lowestByBar}. */
+function extremeByBarSite(isLowest) {
+    const better = isLowest ? (a, b) => a < b : (a, b) => a > b;
+    let ring = [];
+    let extreme = NaN;
+    let extremeAt = -1;
+    return (barIndex, value, length) => {
+        const len = Math.floor(length);
+        if (ring.length !== len + 1) {
+            ring = new Array(len + 1).fill(0);
+            extreme = NaN;
+        }
+        ring[barIndex % (len + 1)] = value;
+        if (Number.isNaN(extreme) || better(value, extreme)) {
+            extreme = value;
+            extremeAt = barIndex;
+        }
+        else if (barIndex - extremeAt >= len) {
+            extreme = NaN;
+            for (let b = barIndex - len + 1; b <= barIndex; b++) {
+                const v = ring[b % (len + 1)];
+                if (!Number.isNaN(v) && (Number.isNaN(extreme) || better(v, extreme))) {
+                    extreme = v;
+                    extremeAt = b;
+                }
+            }
+        }
+        return barIndex < len - 1 ? NaN : extreme;
+    };
+}
+/**
+ * One `ta.lowest(source, length)` call site in a conditional block whose history is kept by bar (not by call), called
+ * with `(barIndex, value, length)` on the bars where the Pine call runs.
+ *
+ * PineScript rules (measured on a call in a ternary branch, length 6):
+ * - the values are kept in a ring of `length + 1` slots indexed by the bar index, filled with 0 at the start and
+ *   written only on the bars where the call runs: a bar before the first call counts as 0, and a bar without a call
+ *   holds the value of the call `length + 1` bars earlier (0 if there was none)
+ * - on a call, the value replaces the kept extreme when there is none or when it is strictly lower; only otherwise,
+ *   when the kept extreme is `length` bars old, the last `length` bars are read again from the ring (the oldest bar
+ *   wins a tie)
+ * - na before bar `length - 1` (by bar, not by call)
+ *
+ * {@link lowest} keeps the history by call instead; both rules were measured, on different scripts.
+ *
+ * @example
+ * ```typescript
+ * // Pine:  lo = cond ? ta.lowest(low, 6) : na
+ * const site = callsite.lowestByBar();
+ * const lo = lows.map((v, i) => (cond[i] ? site(i, v, 6) : NaN));
+ * ```
+ */
+export function lowestByBar() {
+    return extremeByBarSite(true);
+}
+/**
+ * One `ta.highest(source, length)` call site in a conditional block whose history is kept by bar, called with
+ * `(barIndex, value, length)`. Same rules as {@link lowestByBar} (a value replaces the kept extreme when it is
+ * strictly higher).
+ */
+export function highestByBar() {
+    return extremeByBarSite(false);
+}
 /**
  * One `ta.linreg(source, length, offset)` call site in a conditional block, called with
  * `(barIndex, value, length, offset)` on the bars where the Pine call runs.

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package/dist/esm/index.d.ts

@@ -54,7 +54,7 @@ export type * from './strategy/index.js';
 export { LightweightChartsAdapter } from './runtime/adapters/LightweightChartsAdapter.js';
 export type { LightweightSeriesDefinitions } from './runtime/adapters/LightweightChartsAdapter.js';
 export { SimpleInputAdapter } from './runtime/adapters/SimpleInputAdapter.js';
-export declare const VERSION = "0.9.4";
+export declare const VERSION = "0.9.5";
 /**
  * Library information
  */

package/dist/esm/index.js

@@ -61,7 +61,7 @@ export { STRATEGY_CONSTANTS, STRATEGY_DEFAULTS, STRATEGY_NUMBER_VARIABLES, STRAT
 export { LightweightChartsAdapter } from './runtime/adapters/LightweightChartsAdapter.js';
 export { SimpleInputAdapter } from './runtime/adapters/SimpleInputAdapter.js';
 // Version
-export const VERSION = '0.9.4';
+export const VERSION = '0.9.5';
 /**
  * Library information
  */

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

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