oakscriptjs 0.9.4 → 0.9.6
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/cjs/array/index.d.ts +88 -27
- package/dist/cjs/array/index.d.ts.map +1 -1
- package/dist/cjs/array/index.js +257 -117
- package/dist/cjs/array/index.js.map +3 -3
- package/dist/cjs/callsite/index.d.ts +122 -4
- package/dist/cjs/callsite/index.d.ts.map +1 -1
- package/dist/cjs/callsite/index.js +102 -3
- package/dist/cjs/callsite/index.js.map +2 -2
- package/dist/cjs/color/index.d.ts +7 -3
- package/dist/cjs/color/index.d.ts.map +1 -1
- package/dist/cjs/color/index.js +6 -1
- package/dist/cjs/color/index.js.map +2 -2
- package/dist/cjs/index.d.ts +1 -1
- package/dist/cjs/index.js +1 -1
- package/dist/cjs/index.js.map +1 -1
- package/dist/cjs/label/index.d.ts.map +1 -1
- package/dist/cjs/label/index.js +2 -1
- package/dist/cjs/label/index.js.map +2 -2
- package/dist/cjs/linefill/index.d.ts.map +1 -1
- package/dist/cjs/linefill/index.js +1 -0
- package/dist/cjs/linefill/index.js.map +2 -2
- package/dist/cjs/math/index.d.ts +79 -22
- package/dist/cjs/math/index.d.ts.map +1 -1
- package/dist/cjs/math/index.js +157 -43
- package/dist/cjs/math/index.js.map +3 -3
- package/dist/cjs/matrix/index.d.ts.map +1 -1
- package/dist/cjs/matrix/index.js +42 -36
- package/dist/cjs/matrix/index.js.map +2 -2
- package/dist/cjs/runtime/series.d.ts +9 -0
- package/dist/cjs/runtime/series.d.ts.map +1 -1
- package/dist/cjs/runtime/series.js +16 -2
- package/dist/cjs/runtime/series.js.map +2 -2
- package/dist/cjs/script/index.d.ts +15 -31
- package/dist/cjs/script/index.d.ts.map +1 -1
- package/dist/cjs/script/index.js +32 -0
- package/dist/cjs/script/index.js.map +2 -2
- package/dist/cjs/session/calendar.d.ts.map +1 -1
- package/dist/cjs/session/calendar.js +15 -2
- package/dist/cjs/session/calendar.js.map +2 -2
- package/dist/cjs/str/index.d.ts +50 -38
- package/dist/cjs/str/index.d.ts.map +1 -1
- package/dist/cjs/str/index.js +43 -15
- package/dist/cjs/str/index.js.map +2 -2
- package/dist/cjs/str/messageformat.d.ts +2 -1
- package/dist/cjs/str/messageformat.d.ts.map +1 -1
- package/dist/cjs/str/messageformat.js +4 -1
- package/dist/cjs/str/messageformat.js.map +2 -2
- package/dist/cjs/str/numberformat.d.ts +4 -0
- package/dist/cjs/str/numberformat.d.ts.map +1 -1
- package/dist/cjs/str/numberformat.js +26 -4
- package/dist/cjs/str/numberformat.js.map +3 -3
- package/dist/cjs/ta/index.d.ts +95 -46
- package/dist/cjs/ta/index.d.ts.map +1 -1
- package/dist/cjs/ta/index.js +193 -318
- package/dist/cjs/ta/index.js.map +3 -3
- package/dist/cjs/ta/running-sum.d.ts +54 -1
- package/dist/cjs/ta/running-sum.d.ts.map +1 -1
- package/dist/cjs/ta/running-sum.js +132 -47
- package/dist/cjs/ta/running-sum.js.map +2 -2
- package/dist/cjs/ta-series.d.ts +4 -4
- package/dist/cjs/ta-series.d.ts.map +1 -1
- package/dist/cjs/ta-series.js +4 -3
- package/dist/cjs/ta-series.js.map +2 -2
- package/dist/cjs/time/datestring.d.ts +1 -0
- package/dist/cjs/time/datestring.d.ts.map +1 -1
- package/dist/cjs/time/datestring.js +7 -0
- package/dist/cjs/time/datestring.js.map +2 -2
- package/dist/cjs/time/index.d.ts.map +1 -1
- package/dist/cjs/time/index.js +2 -1
- package/dist/cjs/time/index.js.map +2 -2
- package/dist/cjs/time/session.d.ts +28 -9
- package/dist/cjs/time/session.d.ts.map +1 -1
- package/dist/cjs/time/session.js +74 -28
- package/dist/cjs/time/session.js.map +2 -2
- package/dist/cjs/time/timezone.d.ts +5 -0
- package/dist/cjs/time/timezone.d.ts.map +1 -1
- package/dist/cjs/time/timezone.js +15 -1
- package/dist/cjs/time/timezone.js.map +2 -2
- package/dist/esm/array/index.d.ts +88 -27
- package/dist/esm/array/index.d.ts.map +1 -1
- package/dist/esm/array/index.js +408 -157
- package/dist/esm/array/index.js.map +1 -1
- package/dist/esm/callsite/index.d.ts +122 -4
- package/dist/esm/callsite/index.d.ts.map +1 -1
- package/dist/esm/callsite/index.js +228 -8
- package/dist/esm/callsite/index.js.map +1 -1
- package/dist/esm/color/index.d.ts +7 -3
- package/dist/esm/color/index.d.ts.map +1 -1
- package/dist/esm/color/index.js +15 -3
- package/dist/esm/color/index.js.map +1 -1
- package/dist/esm/index.d.ts +1 -1
- package/dist/esm/index.js +1 -1
- package/dist/esm/label/index.d.ts.map +1 -1
- package/dist/esm/label/index.js +2 -1
- package/dist/esm/label/index.js.map +1 -1
- package/dist/esm/linefill/index.d.ts.map +1 -1
- package/dist/esm/linefill/index.js +3 -0
- package/dist/esm/linefill/index.js.map +1 -1
- package/dist/esm/math/index.d.ts +79 -22
- package/dist/esm/math/index.d.ts.map +1 -1
- package/dist/esm/math/index.js +229 -63
- package/dist/esm/math/index.js.map +1 -1
- package/dist/esm/matrix/index.d.ts.map +1 -1
- package/dist/esm/matrix/index.js +57 -43
- package/dist/esm/matrix/index.js.map +1 -1
- package/dist/esm/runtime/series.d.ts +9 -0
- package/dist/esm/runtime/series.d.ts.map +1 -1
- package/dist/esm/runtime/series.js +18 -1
- package/dist/esm/runtime/series.js.map +1 -1
- package/dist/esm/script/index.d.ts +15 -31
- package/dist/esm/script/index.d.ts.map +1 -1
- package/dist/esm/script/index.js +44 -1
- package/dist/esm/script/index.js.map +1 -1
- package/dist/esm/session/calendar.d.ts.map +1 -1
- package/dist/esm/session/calendar.js +22 -2
- package/dist/esm/session/calendar.js.map +1 -1
- package/dist/esm/str/index.d.ts +50 -38
- package/dist/esm/str/index.d.ts.map +1 -1
- package/dist/esm/str/index.js +103 -52
- package/dist/esm/str/index.js.map +1 -1
- package/dist/esm/str/messageformat.d.ts +2 -1
- package/dist/esm/str/messageformat.d.ts.map +1 -1
- package/dist/esm/str/messageformat.js +7 -2
- package/dist/esm/str/messageformat.js.map +1 -1
- package/dist/esm/str/numberformat.d.ts +4 -0
- package/dist/esm/str/numberformat.d.ts.map +1 -1
- package/dist/esm/str/numberformat.js +38 -4
- package/dist/esm/str/numberformat.js.map +1 -1
- package/dist/esm/ta/index.d.ts +95 -46
- package/dist/esm/ta/index.d.ts.map +1 -1
- package/dist/esm/ta/index.js +341 -414
- package/dist/esm/ta/index.js.map +1 -1
- package/dist/esm/ta/running-sum.d.ts +54 -1
- package/dist/esm/ta/running-sum.d.ts.map +1 -1
- package/dist/esm/ta/running-sum.js +166 -60
- package/dist/esm/ta/running-sum.js.map +1 -1
- package/dist/esm/ta-series.d.ts +4 -4
- package/dist/esm/ta-series.d.ts.map +1 -1
- package/dist/esm/ta-series.js +5 -4
- package/dist/esm/ta-series.js.map +1 -1
- package/dist/esm/time/datestring.d.ts +1 -0
- package/dist/esm/time/datestring.d.ts.map +1 -1
- package/dist/esm/time/datestring.js +12 -0
- package/dist/esm/time/datestring.js.map +1 -1
- package/dist/esm/time/index.d.ts.map +1 -1
- package/dist/esm/time/index.js +3 -1
- package/dist/esm/time/index.js.map +1 -1
- package/dist/esm/time/session.d.ts +28 -9
- package/dist/esm/time/session.d.ts.map +1 -1
- package/dist/esm/time/session.js +113 -42
- package/dist/esm/time/session.js.map +1 -1
- package/dist/esm/time/timezone.d.ts +5 -0
- package/dist/esm/time/timezone.d.ts.map +1 -1
- package/dist/esm/time/timezone.js +21 -1
- package/dist/esm/time/timezone.js.map +1 -1
- package/package.json +2 -2
- package/src/array/index.ts +382 -174
- package/src/callsite/index.ts +232 -8
- package/src/color/index.ts +15 -5
- package/src/index.ts +1 -1
- package/src/label/index.ts +2 -1
- package/src/linefill/index.ts +2 -0
- package/src/math/index.ts +261 -77
- package/src/matrix/index.ts +52 -52
- package/src/runtime/series.ts +22 -1
- package/src/script/index.ts +53 -1
- package/src/session/calendar.ts +22 -2
- package/src/str/index.ts +95 -51
- package/src/str/messageformat.ts +7 -2
- package/src/str/numberformat.ts +39 -4
- package/src/ta/index.ts +356 -458
- package/src/ta/running-sum.ts +187 -62
- package/src/ta-series.ts +8 -7
- package/src/time/datestring.ts +10 -0
- package/src/time/index.ts +3 -1
- package/src/time/session.ts +97 -47
- package/src/time/timezone.ts +21 -1
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@@ -12,11 +12,17 @@ export declare function new_array<T>(size?: simple_int, initial_value?: T): Pine
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*/
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export declare function size<T>(id: PineArray<T>): int;
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/**
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* Returns the element at the specified index
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* Returns the element at the specified index.
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*
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* PineScript rules: a negative index counts from the end (`get(a, -1)` is the last element); an index outside
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* `-size .. size - 1` is a runtime error (throws); an `na` index gives `na`.
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*/
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export declare function get<T>(id: PineArray<T>, index: simple_int): T;
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/**
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* Sets the value of the element at the specified index
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* Sets the value of the element at the specified index.
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*
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* PineScript rules: a negative index counts from the end; an index outside `-size .. size - 1` is a runtime error
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* (throws); an `na` index does nothing.
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*/
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export declare function set<T>(id: PineArray<T>, index: simple_int, value: T): void;
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/**
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@@ -40,23 +46,35 @@ export declare function shift<T>(id: PineArray<T>): T;
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*/
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export declare function clear<T>(id: PineArray<T>): void;
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/**
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* Inserts a value at the specified index
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* Inserts a value at the specified index.
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*
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* PineScript rules: a negative index counts from the end and `size` appends, so `-size .. size` is valid; any other
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* index is a runtime error (throws); an `na` index appends.
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*/
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export declare function insert<T>(id: PineArray<T>, index: simple_int, value: T): void;
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/**
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* Removes the element at the specified index
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* Removes the element at the specified index and returns it.
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*
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* PineScript rules: a negative index counts from the end; an index outside `-size .. size - 1` is a runtime error
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* (throws); an `na` index removes nothing and gives `na`.
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*/
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export declare function remove<T>(id: PineArray<T>, index: simple_int): T;
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/**
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* Returns true if the array contains the value
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* Returns true if the array contains the value.
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*
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* PineScript rules: numbers are compared with a 1e-10 tolerance (|a - b| <= 1e-10); `na` is never found.
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export declare function includes<T>(id: PineArray<T>, value: T): bool;
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/**
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* Returns the index of the first occurrence of the value
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* Returns the index of the first occurrence of the value, -1 when not found.
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*
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* PineScript rules: numbers are compared with a 1e-10 tolerance (|a - b| <= 1e-10); `na` is never found.
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export declare function indexof<T>(id: PineArray<T>, value: T): int;
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/**
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* Returns the index of the last occurrence of the value
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* Returns the index of the last occurrence of the value, -1 when not found.
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*
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* PineScript rules: numbers are compared with a 1e-10 tolerance (|a - b| <= 1e-10); `na` is never found.
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*/
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export declare function lastindexof<T>(id: PineArray<T>, value: T): int;
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/**
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export declare function copy<T>(id: PineArray<T>): PineArray<T>;
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/**
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*
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* Appends the elements of `id2` to `id1` and returns `id1` (PineScript `array.concat` changes `id1`).
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*/
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export declare function concat<T>(id1: PineArray<T>, id2: PineArray<T>): PineArray<T>;
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/**
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export declare function reverse<T>(id: PineArray<T>): void;
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/**
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* Returns
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* Returns the elements from `index_from` (included) to `index_to` (excluded, default: the size) as a live view of
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* the array (PineScript `array.slice`).
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*
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* - the slice shares the elements of the original array: a change of an element of the slice changes the original
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* array, and adding / removing elements of the slice adds / removes them in the original array, inside the slice
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* bounds (a push to the slice inserts at the end of the slice)
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* - `index_from` must address an element (`0 .. size - 1`) and `index_to` may be `size`; other bounds, or
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* `index_from > index_to`, are a runtime error (throws); an `na` bound means the start / the end of the array
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export declare function slice<T>(id: PineArray<T>, index_from: simple_int, index_to?: simple_int): PineArray<T>;
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/** Sort order of array.sort / array.sort_indices (PineScript `order.ascending` / `order.descending`). */
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export type SortOrder = 'asc' | 'desc' | 'ascending' | 'descending';
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/**
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* Sorts array
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* Sorts the array in place.
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*
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* PineScript rules: `na` goes after the numbers in ascending order and before them in descending order (the
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* ascending result reversed); in a string array `na` goes first in ascending order.
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export declare function sort<T>(id: PineArray<T>, order?:
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export declare function sort<T>(id: PineArray<T>, order?: SortOrder): void;
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/**
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*
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* Sum of the non-na elements (PineScript `array.sum(id)`), added from left to right; an array without values gives NaN.
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* As PineScript, the running sum is set to 0 after a step when its absolute value is <= 1e-10.
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*/
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export declare function sum(id: PineArray<float>): float;
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/**
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export declare function avg(id: PineArray<float>): float;
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/**
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* The `nth` smallest value (0 = the smallest) of the non-na elements (PineScript `array.min(id, nth)`).
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* PineScript rules: an `nth` past the non-na values but inside the array size gives the greatest value; an `nth`
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* outside `0 .. size - 1` is a runtime error (throws); an `na` nth counts as 0; an array without values gives NaN.
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export declare function min(id: PineArray<float>, nth?: simple_int): float;
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/**
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* The `nth` greatest value (0 = the greatest) of the non-na elements (PineScript `array.max(id, nth)`).
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* outside `0 .. size - 1` is a runtime error (throws); an `na` nth counts as 0; an array without values gives NaN.
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export declare function max(id: PineArray<float>, nth?: simple_int): float;
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* Median of the non-na elements (PineScript `array.median(id)`): the middle value, or the mean of the two middle
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* values for an even count; an array without values gives NaN.
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export declare function median(id: PineArray<float>): float;
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/**
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* Most frequent non-na element (PineScript `array.mode(id)`), compared exactly.
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*
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* PineScript rules: with several values of the same frequency, the smallest one; an array without values gives NaN.
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*/
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export declare function mode(id: PineArray<float>): float;
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/**
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* Standard deviation of the non-na elements (PineScript `array.stdev(id, biased)`)
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* `
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* Standard deviation of the non-na elements (PineScript `array.stdev(id, biased)`): the square root of
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* `array.variance(id, biased)`.
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*/
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export declare function stdev(id: PineArray<float>, biased?: bool): float;
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/**
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* Variance of the non-na elements (PineScript `array.variance(id, biased)`).
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*
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* PineScript rule (moment form): with `p` the sum of the values, `q` the sum of their squares, `n` the count and
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* `m = p / n`: biased (default) `max(0, q / n - m * m)`, unbiased `max(0, q / (n - 1) - (p / (n - 1)) * m)`.
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+
* One value gives 0 biased and NaN unbiased; an array without values gives NaN.
|
|
120
162
|
*/
|
|
121
163
|
export declare function variance(id: PineArray<float>, biased?: bool): float;
|
|
122
164
|
/**
|
|
@@ -465,6 +507,8 @@ export declare function binary_search(id: PineArray<float>, val: float): int;
|
|
|
465
507
|
* - Array must be sorted in ascending order
|
|
466
508
|
* - For duplicate values, returns leftmost occurrence
|
|
467
509
|
* - When value not found, returns position of next smaller element
|
|
510
|
+
* - PineScript rules: a value below every element gives 0; `na` counts as greater than every number (an array
|
|
511
|
+
* without na gives `size - 1`); the comparison is exact (no 1e-10 tolerance)
|
|
468
512
|
*/
|
|
469
513
|
export declare function binary_search_leftmost(id: PineArray<float>, val: float): int;
|
|
470
514
|
/**
|
|
@@ -495,6 +539,8 @@ export declare function binary_search_leftmost(id: PineArray<float>, val: float)
|
|
|
495
539
|
* - Array must be sorted in ascending order
|
|
496
540
|
* - For duplicate values, returns rightmost occurrence
|
|
497
541
|
* - When value not found, returns position of next larger element
|
|
542
|
+
* - PineScript rules: a value above every element gives `size` (the position after the last element); `na` counts
|
|
543
|
+
* as greater than every number (an array without na gives `size`); the comparison is exact (no 1e-10 tolerance)
|
|
498
544
|
*/
|
|
499
545
|
export declare function binary_search_rightmost(id: PineArray<float>, val: float): int;
|
|
500
546
|
/**
|
|
@@ -520,6 +566,9 @@ export declare function binary_search_rightmost(id: PineArray<float>, val: float
|
|
|
520
566
|
* - Unbiased (false): divides by n-1 (sample covariance)
|
|
521
567
|
* - Returns NaN if arrays are empty or have different lengths
|
|
522
568
|
* - Formula: Cov(X,Y) = E[(X - μX)(Y - μY)]
|
|
569
|
+
*
|
|
570
|
+
* PineScript rules: a pair where either value is `na` is skipped and the count is the number of pairs kept; both
|
|
571
|
+
* means first, then the sum of the products from the first to the last pair. One pair gives 0 biased, NaN unbiased.
|
|
523
572
|
*/
|
|
524
573
|
export declare function covariance(id1: PineArray<float>, id2: PineArray<float>, biased?: bool): float;
|
|
525
574
|
/**
|
|
@@ -545,9 +594,10 @@ export declare function covariance(id1: PineArray<float>, id2: PineArray<float>,
|
|
|
545
594
|
* - Returns NaN if array is empty
|
|
546
595
|
*
|
|
547
596
|
* PineScript rules:
|
|
548
|
-
* - position in the sorted array: `percentage / 100
|
|
549
|
-
*
|
|
597
|
+
* - 1-based position in the sorted array: `size * percentage / 100 + 0.5` (snapped to an integer within 1e-9),
|
|
598
|
+
* clamped to the first / last value; between two values `lo * (1 - frac) + hi * frac`
|
|
550
599
|
* - `na` values are sorted after all numbers; with an `na` in the array, a position between two values gives `na`
|
|
600
|
+
* - an `na` percentage gives `na`; a percentage outside 0 .. 100 is a runtime error (throws)
|
|
551
601
|
*/
|
|
552
602
|
export declare function percentile_linear_interpolation(id: PineArray<float>, percentage: float): float;
|
|
553
603
|
/**
|
|
@@ -573,8 +623,9 @@ export declare function percentile_linear_interpolation(id: PineArray<float>, pe
|
|
|
573
623
|
* - Returns NaN if array is empty
|
|
574
624
|
*
|
|
575
625
|
* PineScript rules:
|
|
576
|
-
* - the value at rank `ceil(percentage / 100
|
|
626
|
+
* - the value at rank `ceil(percentage * size / 100)` (clamped to 1 .. size) of the sorted array
|
|
577
627
|
* - `na` values are sorted after all numbers (na when that rank holds an `na`)
|
|
628
|
+
* - an `na` percentage counts as 0; a percentage outside 0 .. 100 is a runtime error (throws)
|
|
578
629
|
*/
|
|
579
630
|
export declare function percentile_nearest_rank(id: PineArray<float>, percentage: float): float;
|
|
580
631
|
/**
|
|
@@ -592,13 +643,17 @@ export declare function percentile_nearest_rank(id: PineArray<float>, percentage
|
|
|
592
643
|
* ```typescript
|
|
593
644
|
* const arr = [1, 2, 3, 4, 5];
|
|
594
645
|
* const rank = array.percentrank(arr, 2); // Value at index 2 is 3
|
|
595
|
-
* // Returns:
|
|
646
|
+
* // Returns: 50 ((3 - 1) * 100 / (5 - 1))
|
|
596
647
|
* ```
|
|
597
648
|
*
|
|
598
649
|
* @remarks
|
|
599
|
-
* - Returns percentage of elements <= the value at given index
|
|
600
650
|
* - Range: 0 to 100
|
|
601
|
-
*
|
|
651
|
+
*
|
|
652
|
+
* PineScript rules:
|
|
653
|
+
* - `(count - 1) * 100 / (size - 1)`, with `count` the number of non-na elements <= the element (exact
|
|
654
|
+
* comparison, no 1e-10 tolerance); `na` elements count in the size
|
|
655
|
+
* - an `na` element, a one-element array or an empty array gives NaN
|
|
656
|
+
* - an `na` index counts as 0; an index outside `0 .. size - 1` is a runtime error (throws)
|
|
602
657
|
*/
|
|
603
658
|
export declare function percentrank(id: PineArray<float>, index: int): float;
|
|
604
659
|
/**
|
|
@@ -626,8 +681,10 @@ export declare function percentrank(id: PineArray<float>, index: int): float;
|
|
|
626
681
|
* - Original array is not modified
|
|
627
682
|
* - Returns indices that would sort the array
|
|
628
683
|
* - Useful for maintaining correspondence with other arrays
|
|
684
|
+
* - PineScript rule: the indices of `na` elements go where `array.sort` puts them (after the numbers in ascending
|
|
685
|
+
* order, in their original order: `sort_indices([na, na, 5, 1])` is `[3, 2, 0, 1]`)
|
|
629
686
|
*/
|
|
630
|
-
export declare function sort_indices(id: PineArray<
|
|
687
|
+
export declare function sort_indices<T>(id: PineArray<T>, order?: SortOrder): PineArray<int>;
|
|
631
688
|
/**
|
|
632
689
|
* Standardize
|
|
633
690
|
*
|
|
@@ -648,8 +705,12 @@ export declare function sort_indices(id: PineArray<float>, order?: 'asc' | 'desc
|
|
|
648
705
|
* @remarks
|
|
649
706
|
* - Formula: z = (x - μ) / σ
|
|
650
707
|
* - Result has mean of 0 and standard deviation of 1
|
|
651
|
-
* - Returns array of NaN if standard deviation is 0
|
|
652
708
|
* - Useful for comparing values on different scales
|
|
709
|
+
*
|
|
710
|
+
* PineScript rules:
|
|
711
|
+
* - μ and σ are the population mean and standard deviation of the non-na elements, as `array.variance` (moment
|
|
712
|
+
* form); `na` elements stay `na`
|
|
713
|
+
* - when σ is 0 (all values equal) every non-na element gives 1
|
|
653
714
|
*/
|
|
654
715
|
export declare function standardize(id: PineArray<float>): PineArray<float>;
|
|
655
716
|
/**
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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|
|
1
|
+
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|