oakscriptjs 0.9.4 → 0.9.6

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

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

@@ -11,7 +11,9 @@
  *   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).
+ * - {@link sum} / {@link sma}: `math.sum` / `ta.sma` in a `for` / `while` loop, called several times on one bar.
  *
  * 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 +52,26 @@ 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, rules of `ta.cross`: the site keeps the side of the last call where `a` was
+ * strictly above or strictly below `b` (none before such a call; equal values and na arguments do not change it),
+ * and is true when the arguments are strictly on the other side. False with an na argument.
+ */
 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 +98,35 @@ 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.
@@ -105,4 +146,81 @@ export declare function highest(): (value: number, length: number) => number;
  * ```
  */
 export declare function linreg(): (barIndex: number, value: number, length: number, offset?: number) => number;
+/**
+ * One `math.sum(source, length)` call site inside a `for` / `while` loop, called with `(barIndex, value, length)` on
+ * each call.
+ *
+ * PineScript rules (measured on calls in loops, 1 to 3 calls per bar, and bars without a call):
+ * - the call site keeps one history value per bar: the value of its last call on that bar
+ * - every call on a bar starts from the state of the earlier bars, so it gives the sum of its value and the last
+ *   `length - 1` kept values; the last call of the bar is the one kept for the later bars
+ * - the length can change from one call to the next (also on the same bar): each call first moves the kept sum to
+ *   its own length as `math.sum` with a series length does (Kahan steps of the raw values)
+ * - a bar without a call is not in the history (as a call in an `if` block)
+ * - the sum is the same compensated running sum as `math.sum` (bit for bit)
+ *
+ * An na value is skipped as in `math.sum` (it returns the sum of the last `length` earlier values); when it is the
+ * last call of a bar, the bar is not in the history (not measured).
+ *
+ * @example
+ * ```typescript
+ * // Pine:  for i = 0 to 2
+ * //            s = math.sum(close * (1 + 0.01 * i), 7)
+ * const site = callsite.sum();
+ * for (let b = 0; b < closes.length; b++) {
+ *   for (let i = 0; i <= 2; i++) {
+ *     const s = site(b, closes[b]! * (1 + 0.01 * i), 7);
+ *   }
+ * }
+ * ```
+ */
+export declare function sum(): (barIndex: number, value: number, length: number) => number;
+/**
+ * One `ta.sma(source, length)` call site inside a `for` / `while` loop, called with `(barIndex, value, length)` on
+ * each call: {@link sum} divided by the length (same rules).
+ *
+ * @example
+ * ```typescript
+ * // Pine:  evaluate(ratio) => ta.sma(gann(ratio), n)   // called once per ratio in a while loop
+ * const site = callsite.sma();
+ * for (let b = 0; b < closes.length; b++) {
+ *   for (const ratio of ratios) {
+ *     const avg = site(b, gann(b, ratio), n);
+ *   }
+ * }
+ * ```
+ */
+export declare function sma(): (barIndex: number, value: number, length: number) => number;
+/**
+ * One `ta.stdev(source, length, biased)` call site inside a `for` / `while` loop, called with
+ * `(barIndex, value, length, biased?)` on each call: the running sums of the values and of their squares follow the
+ * rules of {@link sum}; the result is computed from them as `ta.stdev` (bit for bit).
+ *
+ * @example
+ * ```typescript
+ * // Pine:  for len in lengths
+ * //            [mid, up, lo] = ta.bb(close, len, 2)
+ * const avgSite = callsite.sma();
+ * const devSite = callsite.stdev();
+ * for (let b = 0; b < closes.length; b++) {
+ *   for (const len of lengths) {
+ *     const mid = avgSite(b, closes[b]!, len);
+ *     const dev = devSite(b, closes[b]!, len);
+ *   }
+ * }
+ * ```
+ */
+export declare function stdev(): (barIndex: number, value: number, length: number, biased?: boolean) => number;
+/**
+ * One `math.random(min, max, seed)` call site: PineScript keeps one generator per call site, so two call sites
+ * with the same seed give the same sequence. Called with `(min?, max?)` once per bar.
+ *
+ * @example
+ * ```typescript
+ * // Pine: a = math.random(0, 1, 42), b = math.random(0, 1, 42)   // a == b on every bar
+ * const a = callsite.random(42);
+ * const b = callsite.random(42);
+ * ```
+ */
+export declare function random(seed: number): (min?: number, max?: number) => number;
 //# sourceMappingURL=index.d.ts.map

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

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package/dist/esm/callsite/index.js

@@ -11,7 +11,9 @@
  *   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).
+ * - {@link sum} / {@link sma}: `math.sum` / `ta.sma` in a `for` / `while` loop, called several times on one bar.
  *
  * 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
@@ -40,6 +42,8 @@
  * @module callsite
  */
 import { linreg as linregSeries } from '../ta/index.js';
+import { RunningSum, isNa } from '../ta/running-sum.js';
+import { seededRandom } from '../math/index.js';
 /**
  * Runs `fn` on the bars where `called` is true only, like a ta.* call inside an `if` block.
  * `fn` receives the values of `sources` on those bars, in order; its results are placed back on
@@ -61,22 +65,33 @@ 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);
 }
@@ -94,9 +109,23 @@ 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, rules of `ta.cross`: the site keeps the side of the last call where `a` was
+ * strictly above or strictly below `b` (none before such a call; equal values and na arguments do not change it),
+ * and is true when the arguments are strictly on the other side. False with an na argument.
+ */
 export function cross() {
-    return twoSeriesSite((a, b, pa, pb) => (a > b && pa <= pb) || (a < b && pa >= pb));
+    let side = 0; // -1: last strictly below, 1: last strictly above, 0: none yet
+    return (a, b) => {
+        if (Number.isNaN(a) || Number.isNaN(b))
+            return false;
+        const result = (side < 0 && a > b) || (side > 0 && a < b);
+        if (a < b)
+            side = -1;
+        else if (a > b)
+            side = 1;
+        return result;
+    };
 }
 /** One `ta.lowest` / `ta.highest` call site with a series length; rules in {@link lowest}. */
 function extremeSite(isLowest) {
@@ -175,6 +204,69 @@ 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.
@@ -206,4 +298,132 @@ export function linreg() {
         return linregSeries(window, len, offset)[len - 1];
     };
 }
+/**
+ * One `math.sum` call site in a loop; rules in {@link sum}. With `squares`, it also keeps the running sum of the
+ * squared values (for {@link stdev}). Returns `[sum, sumOfSquares]` (NaN when not kept).
+ */
+function loopSumSite(name, squares) {
+    const running = new RunningSum();
+    const runningSq = new RunningSum();
+    let lastBar = NaN;
+    let pending = false;
+    return (barIndex, value, length) => {
+        const len = Math.floor(length);
+        if (!(len >= 1))
+            throw new Error(`callsite.${name}: length must be at least 1 (got ${length})`);
+        if (barIndex !== lastBar) {
+            if (pending) {
+                running.commit();
+                if (squares)
+                    runningSq.commit();
+            }
+            pending = false;
+            lastBar = barIndex;
+        }
+        if (isNa(value)) {
+            pending = false;
+            return [running.stepNa(len), squares ? runningSq.stepNa(len) : NaN];
+        }
+        const x = value;
+        const out = [running.step(x, len), squares ? runningSq.step(x * x, len) : NaN];
+        pending = true;
+        return out;
+    };
+}
+/**
+ * One `math.sum(source, length)` call site inside a `for` / `while` loop, called with `(barIndex, value, length)` on
+ * each call.
+ *
+ * PineScript rules (measured on calls in loops, 1 to 3 calls per bar, and bars without a call):
+ * - the call site keeps one history value per bar: the value of its last call on that bar
+ * - every call on a bar starts from the state of the earlier bars, so it gives the sum of its value and the last
+ *   `length - 1` kept values; the last call of the bar is the one kept for the later bars
+ * - the length can change from one call to the next (also on the same bar): each call first moves the kept sum to
+ *   its own length as `math.sum` with a series length does (Kahan steps of the raw values)
+ * - a bar without a call is not in the history (as a call in an `if` block)
+ * - the sum is the same compensated running sum as `math.sum` (bit for bit)
+ *
+ * An na value is skipped as in `math.sum` (it returns the sum of the last `length` earlier values); when it is the
+ * last call of a bar, the bar is not in the history (not measured).
+ *
+ * @example
+ * ```typescript
+ * // Pine:  for i = 0 to 2
+ * //            s = math.sum(close * (1 + 0.01 * i), 7)
+ * const site = callsite.sum();
+ * for (let b = 0; b < closes.length; b++) {
+ *   for (let i = 0; i <= 2; i++) {
+ *     const s = site(b, closes[b]! * (1 + 0.01 * i), 7);
+ *   }
+ * }
+ * ```
+ */
+export function sum() {
+    const site = loopSumSite('sum', false);
+    return (barIndex, value, length) => site(barIndex, value, length)[0];
+}
+/**
+ * One `ta.sma(source, length)` call site inside a `for` / `while` loop, called with `(barIndex, value, length)` on
+ * each call: {@link sum} divided by the length (same rules).
+ *
+ * @example
+ * ```typescript
+ * // Pine:  evaluate(ratio) => ta.sma(gann(ratio), n)   // called once per ratio in a while loop
+ * const site = callsite.sma();
+ * for (let b = 0; b < closes.length; b++) {
+ *   for (const ratio of ratios) {
+ *     const avg = site(b, gann(b, ratio), n);
+ *   }
+ * }
+ * ```
+ */
+export function sma() {
+    const site = loopSumSite('sma', false);
+    return (barIndex, value, length) => site(barIndex, value, length)[0] / Math.floor(length);
+}
+/**
+ * One `ta.stdev(source, length, biased)` call site inside a `for` / `while` loop, called with
+ * `(barIndex, value, length, biased?)` on each call: the running sums of the values and of their squares follow the
+ * rules of {@link sum}; the result is computed from them as `ta.stdev` (bit for bit).
+ *
+ * @example
+ * ```typescript
+ * // Pine:  for len in lengths
+ * //            [mid, up, lo] = ta.bb(close, len, 2)
+ * const avgSite = callsite.sma();
+ * const devSite = callsite.stdev();
+ * for (let b = 0; b < closes.length; b++) {
+ *   for (const len of lengths) {
+ *     const mid = avgSite(b, closes[b]!, len);
+ *     const dev = devSite(b, closes[b]!, len);
+ *   }
+ * }
+ * ```
+ */
+export function stdev() {
+    const site = loopSumSite('stdev', true);
+    return (barIndex, value, length, biased = true) => {
+        const len = Math.floor(length);
+        const [s, sq] = site(barIndex, value, length);
+        const mean = s / len;
+        const variance = biased ? sq / len - mean * mean : sq / (len - 1) - (mean * s) / (len - 1);
+        if (!biased && len <= 1)
+            return NaN;
+        return Number.isNaN(variance) ? NaN : variance > 0 ? Math.sqrt(variance) : 0;
+    };
+}
+/**
+ * One `math.random(min, max, seed)` call site: PineScript keeps one generator per call site, so two call sites
+ * with the same seed give the same sequence. Called with `(min?, max?)` once per bar.
+ *
+ * @example
+ * ```typescript
+ * // Pine: a = math.random(0, 1, 42), b = math.random(0, 1, 42)   // a == b on every bar
+ * const a = callsite.random(42);
+ * const b = callsite.random(42);
+ * ```
+ */
+export function random(seed) {
+    return seededRandom(seed);
+}
 //# sourceMappingURL=index.js.map

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

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

@@ -72,7 +72,10 @@ export declare function from_hex(hex: string, transp?: simple_float): string;
  * - Replaces the transparency with the new value
  * - Useful for creating semi-transparent versions of existing colors
  * - PineScript clamps the transparency to 0..100 (`color.new(c, 140)` is fully transparent, `color.new(c, -5)` is
- *   opaque); an `na` transparency is fully transparent
+ *   opaque); an `na` transparency is fully transparent (measured: the colour is not na, its RGB is kept)
+ * - an `na` colour (null / undefined) gives black with the new transparency: `color.new(na, 30)` is
+ *   `rgba(0, 0, 0, 0.7)`, as PineScript does for an na colour variable (measured, #150). In PineScript, the constant
+ *   `color.new(color(na), 30)` is computed at compile time and stays na; a JS function cannot tell the two apart.
  *
  * @example
  * ```typescript
@@ -82,7 +85,7 @@ export declare function from_hex(hex: string, transp?: simple_float): string;
  * color.new_color(red, 100) // Returns: "rgba(255, 0, 0, 0)" - Fully transparent
  * ```
  */
-export declare function new_color(baseColor: color, transp: simple_float): string;
+export declare function new_color(baseColor: color | null | undefined, transp: simple_float): string;
 /**
  * Extracts the red component from a color.
  *
@@ -136,6 +139,7 @@ export declare function b(clr: color): int;
  * - Converts alpha channel (0-1) to transparency (0-100)
  * - PineScript stores the alpha as a byte (0-255) and returns an integer transparency:
  *   `color.t(color.new(c, 33.3))` is 33
+ * - an `na` colour (null / undefined) is fully transparent: 100
  *
  * @example
  * ```typescript
@@ -144,7 +148,7 @@ export declare function b(clr: color): int;
  * color.t(color.rgb(255, 0, 0, 100)) // Returns: 100 (fully transparent)
  * ```
  */
-export declare function t(clr: color): float;
+export declare function t(clr: color | null | undefined): float;
 /**
  * Aqua/Cyan color constant
  * @constant {string} #00BCD4 - RGB(0, 188, 212)

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

@@ -1 +1 @@
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