oakscriptjs 0.9.5 → 0.9.6

package/dist/cjs/time/session.js.map

@@ -1,7 +1,7 @@
 {
   "version": 3,
   "sources": ["../../../src/time/session.ts"],
-  "sourcesContent": ["/**\n * Session strings (\"0930-1600\", \"0930-1600:23456\", \"1000-1100,1400-1500:23456\", \"24x7\").\n *\n * Format `<periods>[:<days>]`:\n * - a period is \"HHmm-HHmm\"; several periods are separated by commas\n * - days are digits 1 (Sunday) to 7 (Saturday). Without days, a single period covers every\n *   day, and several periods cover Monday to Friday (\"23456\"), as in PineScript\n * - an end before the start is an overnight period that ends on the next day, and it\n *   belongs to the day it ends: \"1700-1700:23456\" starts Sunday 17:00 and covers Monday\n * - \"0000-0000\" and \"24x7\" are the 24-hour session of every day\n */\n\nimport { zonedFields } from './timezone.js';\n\ninterface Period {\n  /** Minutes after midnight, 0-1439 */\n  start: number;\n  end: number;\n}\n\ninterface ParsedSession {\n  periods: Period[];\n  /** Included days, indexed 1 (Sunday) to 7 (Saturday) */\n  days: boolean[];\n}\n\nconst PERIOD = /^(\\d{2})(\\d{2})-(\\d{2})(\\d{2})$/;\n\nconst sessions = new Map<string, ParsedSession>();\n\nfunction parseSession(session: string): ParsedSession {\n  let parsed = sessions.get(session);\n  if (parsed) return parsed;\n\n  const invalid = () => new SyntaxError(`Invalid session \"${session}\": expected \"HHmm-HHmm[,HHmm-HHmm...][:days]\"`);\n  const text = session.trim() === '24x7' ? '0000-0000' : session.replace(/\\s+/g, '');\n  const [periodText = '', dayText, extra] = text.split(':');\n  if (extra !== undefined || periodText === '') throw invalid();\n\n  const periods = periodText.split(',').map((p) => {\n    const m = PERIOD.exec(p);\n    if (!m) throw invalid();\n    const [h1, m1, h2, m2] = [m[1], m[2], m[3], m[4]].map(Number) as [number, number, number, number];\n    if (h1 > 23 || h2 > 23 || m1 > 59 || m2 > 59) throw invalid();\n    return { start: h1 * 60 + m1, end: h2 * 60 + m2 };\n  });\n\n  const dayDigits = dayText ?? (periods.length > 1 ? '23456' : '1234567');\n  if (!/^[1-7]+$/.test(dayDigits)) throw invalid();\n  const days = new Array<boolean>(8).fill(false);\n  for (const d of dayDigits) days[Number(d)] = true;\n\n  parsed = { periods, days };\n  sessions.set(session, parsed);\n  return parsed;\n}\n\n/**\n * True when `time` falls inside `session`, with the session hours read in `timezone`.\n * A period includes its start minute and excludes its end minute.\n */\nexport function inSession(time: number, session: string, timezone: string): boolean {\n  if (Number.isNaN(time)) return false;\n  const { periods, days } = parseSession(session);\n  const f = zonedFields(time, timezone);\n  const minute = f.hour * 60 + f.minute;\n  const nextDay = (f.dayOfWeek % 7) + 1;\n\n  for (const { start, end } of periods) {\n    if (start < end || (start === 0 && end === 0)) {\n      if (minute >= start && (minute < end || end === 0) && days[f.dayOfWeek]) return true;\n    } else {\n      // Overnight (24 hours when start === end): the part from `start` belongs to the next day.\n      if (minute >= start && days[nextDay]) return true;\n      if (minute < end && days[f.dayOfWeek]) return true;\n    }\n  }\n  return false;\n}\n"],
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+  "sourcesContent": ["/**\n * PineScript session strings (\"0930-1600\", \"0930-1600:23456\", \"1000-1100,1400-1500:23456\", \"0930-1600|1000-1300:7\",\n * \"24x7\").\n *\n * Grammar (measured on PineScript): `range[,range...][:days]`, several sections joined by \"|\".\n * - a range is exactly \"HHMM-HHMM\"; hours and minutes are minute counts taken modulo one day (\"0930-2500\" runs\n *   09:30 to 01:00, \"0960-1600\" 10:00 to 16:00); a start of 24:00 or later must open a run of at most a day\n * - days are digits 1 (Sunday) to 7 (Saturday), the day each run ends on\n * - a lone range without days runs every day; otherwise a section without days is the default section, which runs\n *   on the weekdays (2-6) no other section names, and a later section naming a day replaces the earlier ones on that\n *   day (\"1100-1400|1200-1300:7\": 11:00-14:00 Monday to Friday, 12:00-13:00 Saturday)\n * - a trailing \",\", \":\" or \"|\" ends its list (\"1100-1400,\" is \"1100-1400\" Monday to Friday)\n * - an end before the start is an overnight run that belongs to the day it ends; equal ends are 24 hours;\n *   \"0000-0000\" and \"24x7\" are the whole day, every day\n * - a string that is empty or does not start with a digit (\"regular\", \"extended\") is the symbol's own session\n * - a malformed string (\"1100 -1400\", \"0930-16\", \":8\") is an error, as the PineScript runtime error\n */\n\nimport { zonedFields } from './timezone.js';\n\nconst MINUTES_PER_DAY = 1440;\nconst WEEKDAYS = [2, 3, 4, 5, 6];\nconst ALL_DAYS = [1, 2, 3, 4, 5, 6, 7];\n\n/** A run of a session: minutes after midnight (0-1439) and the days it ends on (1 = Sunday ... 7 = Saturday). */\nexport interface SessionRange {\n  start: number;\n  end: number;\n  days: Set<number>;\n}\n\nfunction invalid(session: string): SyntaxError {\n  return new SyntaxError(`Invalid session \"${session}\": expected \"HHMM-HHMM[,HHMM-HHMM...][:days][|...]\"`);\n}\n\nfunction parseRanges(text: string, session: string): Array<[number, number]> {\n  if (!text) return [];\n  const entries = text.split(',');\n  if (entries.length > 1 && entries[entries.length - 1] === '') entries.pop();\n  return entries.map((entry) => {\n    if (!/^\\d{4}-\\d{4}$/.test(entry)) throw invalid(session);\n    let start = Number(entry.slice(0, 2)) * 60 + Number(entry.slice(2, 4));\n    let end = Number(entry.slice(5, 7)) * 60 + Number(entry.slice(7, 9));\n    if (start >= MINUTES_PER_DAY) {\n      const endOfRun = end || MINUTES_PER_DAY;\n      if (!(start - MINUTES_PER_DAY < endOfRun && endOfRun <= start && start < 2 * MINUTES_PER_DAY)) throw invalid(session);\n    }\n    start %= MINUTES_PER_DAY;\n    end %= MINUTES_PER_DAY;\n    return [start, end];\n  });\n}\n\nfunction parseDays(text: string, session: string): Set<number> {\n  if (!/^[1-7]+$/.test(text)) throw invalid(session);\n  return new Set([...text].map(Number));\n}\n\nconst parsed = new Map<string, SessionRange[] | null>();\n\n/**\n * Runs of a PineScript session string, or null for the symbol's own session (empty or not starting with a digit).\n * @throws SyntaxError when the string is malformed (a PineScript runtime error)\n */\nexport function parsePineSession(session: string): SessionRange[] | null {\n  const cached = parsed.get(session);\n  if (cached !== undefined) return cached;\n  const spec = session.trim();\n  let out: SessionRange[] | null;\n  if (!spec || !/^\\d/.test(spec)) {\n    out = null;\n  } else if (spec === '24x7') {\n    out = [{ start: 0, end: 0, days: new Set(ALL_DAYS) }];\n  } else if (!/[:,|]/.test(spec)) {\n    out = parseRanges(spec, session).map(([start, end]) => ({ start, end, days: new Set(ALL_DAYS) }));\n  } else {\n    const sections = spec.split('|');\n    if (sections.length > 1 && sections[sections.length - 1] === '') sections.pop();\n    const items = sections.map((section) => {\n      const parts = section.split(':');\n      if (parts.length > 2) throw invalid(session);\n      const ranges = parseRanges(parts[0]!, session);\n      const days = parts.length === 1 || parts[1] === '' ? null : parseDays(parts[1]!, session);\n      return { ranges, days };\n    });\n    if (items.filter((it) => it.days === null).length > 1) throw invalid(session);\n    // a later section naming a day replaces the earlier ones on that day; the default section takes the weekdays\n    // no other section names\n    const own: Set<number>[] = items.map(() => new Set<number>());\n    const claimed = new Set<number>();\n    for (let i = items.length - 1; i >= 0; i--) {\n      const days = items[i]!.days;\n      if (days === null) continue;\n      for (const d of days) if (!claimed.has(d)) own[i]!.add(d);\n      for (const d of days) claimed.add(d);\n    }\n    items.forEach((it, i) => {\n      if (it.days === null) for (const d of WEEKDAYS) if (!claimed.has(d)) own[i]!.add(d);\n    });\n    out = items.flatMap((it, i) => (own[i]!.size ? it.ranges.map(([start, end]) => ({ start, end, days: own[i]! })) : []));\n  }\n  parsed.set(session, out);\n  return out;\n}\n\n/**\n * True when `time` falls inside `session`, with the session hours read in `timezone`.\n * A run includes its start minute and excludes its end minute.\n * @throws Error for the symbol's own session (\"regular\", \"extended\", \"\"), which this function does not know: use\n * `time(timeframe, session)` in a script with the chart session\n */\nexport function inSession(time: number, session: string, timezone: string): boolean {\n  if (Number.isNaN(time)) return false;\n  const ranges = parsePineSession(session);\n  if (ranges === null) throw new Error(`Session \"${session}\" is the symbol session: it needs the chart session (time(timeframe, session) in a script)`);\n  const f = zonedFields(time, timezone);\n  const minute = f.hour * 60 + f.minute;\n  const nextDay = (f.dayOfWeek % 7) + 1;\n  for (const { start, end, days } of ranges) {\n    if (start < end || (start === 0 && end === 0)) {\n      if (minute >= start && (minute < end || end === 0) && days.has(f.dayOfWeek)) return true;\n    } else {\n      // Overnight (24 hours when start === end): the part from `start` belongs to the next day.\n      if (minute >= start && days.has(nextDay)) return true;\n      if (minute < end && days.has(f.dayOfWeek)) return true;\n    }\n  }\n  return false;\n}\n"],
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   "names": []
 }

package/dist/cjs/time/timezone.d.ts

@@ -36,5 +36,10 @@ export declare function zonedFields(time: number, timezone: string): ZonedFields
  * resolve to the later instant, and wall-clock times that do not exist (start of
  * daylight saving time) are shifted forward by the length of the gap.
  */
+/**
+ * UNIX time (ms) of a UTC wall-clock date: Gregorian calendar from 1582-10-15, Julian calendar before it (as
+ * PineScript: 1582-10-05 is 1582-10-15). Out-of-range fields roll over like `Date.UTC`.
+ */
+export declare function civilToUnix(year: number, month: number, day: number, hour?: number, minute?: number, second?: number): number;
 export declare function zonedToUnix(timezone: string, year: number, month: number, day: number, hour?: number, minute?: number, second?: number): number;
 //# sourceMappingURL=timezone.d.ts.map

package/dist/cjs/time/timezone.d.ts.map

@@ -1 +1 @@
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package/dist/cjs/time/timezone.js

@@ -18,6 +18,7 @@ var __copyProps = (to, from, except, desc) => {
 var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
 var timezone_exports = {};
 __export(timezone_exports, {
+  civilToUnix: () => civilToUnix,
   zoneOffset: () => zoneOffset,
   zonedFields: () => zonedFields,
   zonedToUnix: () => zonedToUnix
@@ -112,9 +113,22 @@ function zonedFields(time, timezone) {
     dayOfWeek: local.getUTCDay() + 1
   };
 }
+function civilToUnix(year, month, day, hour = 0, minute = 0, second = 0) {
+  const gregorian = Date.UTC(year, month - 1, day, hour, minute, second);
+  const d = new Date(Date.UTC(year, month - 1, 1));
+  const y = d.getUTCFullYear();
+  const m = d.getUTCMonth() + 1;
+  if (y > 1582 || y === 1582 && (m > 10 || m === 10 && day >= 15)) return gregorian;
+  const a = Math.floor((14 - m) / 12);
+  const yy = y + 4800 - a;
+  const mm = m + 12 * a - 3;
+  const jdn = 1 + Math.floor((153 * mm + 2) / 5) + 365 * yy + Math.floor(yy / 4) - 32083;
+  const days = jdn - 2440588 + (day - 1);
+  return days * MS_PER_DAY + Date.UTC(1970, 0, 1, hour, minute, second);
+}
 function zonedToUnix(timezone, year, month, day, hour = 0, minute = 0, second = 0) {
   const zone = resolveZone(timezone);
-  const local = Date.UTC(year, month - 1, day, hour, minute, second);
+  const local = civilToUnix(year, month, day, hour, minute, second);
   if (zone.kind === "fixed") return local - zone.offsetMs;
   const before = offsetAt(zone, local - MS_PER_DAY);
   const after = offsetAt(zone, local + MS_PER_DAY);

package/dist/cjs/time/timezone.js.map

@@ -1,7 +1,7 @@
 {
   "version": 3,
   "sources": ["../../../src/time/timezone.ts"],
-  "sourcesContent": ["/**\n * Time zone resolution for the calendar functions.\n *\n * PineScript accepts two time zone notations:\n * - UTC/GMT offset notation: \"UTC\", \"UTC-5\", \"UTC+05:30\", \"GMT+0530\", \"GMT+05:30:00\", up to \u00B118:00\n * - IANA time zone database names, case-sensitive: \"America/New_York\", \"Etc/UTC\", \"US/Eastern\", \"CET\"\n *\n * \"utc+2\", \"america/new_york\", \"UTC+5:3\", \"UTC+5:30:15\", \"GMT+18:01\", \"EST\", \"MST\" and \"HST\" are\n * errors in PineScript, and so here.\n *\n * Offsets of IANA zones (daylight saving time and historical changes included)\n * come from the host's `Intl.DateTimeFormat`, so no time zone data ships with the library.\n */\n\nconst MS_PER_SECOND = 1000;\nconst MS_PER_DAY = 86_400_000;\nconst MAX_OFFSET_SECONDS = 18 * 3600;\n\nconst OFFSET_NOTATION = /^(?:UTC|GMT)(?:([+-])(\\d{1,2})(?::?(\\d{2})(?::?(\\d{2}))?)?)?$/;\n\n/** Time zone database names that PineScript rejects although `Intl` accepts them. */\nconst REJECTED_NAMES = new Set(['EST', 'MST', 'HST']);\n\nlet canonicalNames: Map<string, string> | undefined;\n\n/** False when `name` is a wrong-case spelling of a time zone name (`Intl` matches names case-insensitively). */\nfunction hasTimeZoneCase(name: string): boolean {\n  if (name.split('/').some((segment) => !/^[A-Z]/.test(segment))) return false;\n  canonicalNames ??= new Map(Intl.supportedValuesOf('timeZone').map((n) => [n.toLowerCase(), n]));\n  const canonical = canonicalNames.get(name.toLowerCase());\n  return canonical === undefined || canonical === name;\n}\n\ntype Zone =\n  | { readonly kind: 'fixed'; readonly offsetMs: number }\n  | {\n      readonly kind: 'iana';\n      readonly format: Intl.DateTimeFormat;\n      /** Offset of each UTC hour (`floor(time / 1 h)`); null for an hour with an offset change inside */\n      readonly hours: Map<number, number | null>;\n    };\n\nconst MS_PER_HOUR = 3_600_000;\n/** Cached hours per zone before the cache restarts (about 11 years of hours) */\nconst MAX_CACHED_HOURS = 100_000;\n\nconst zones = new Map<string, Zone>();\n\nfunction resolveZone(timezone: string): Zone {\n  let zone = zones.get(timezone);\n  if (zone) return zone;\n\n  const invalid = () =>\n    new RangeError(\n      `Invalid time zone \"${timezone}\": use UTC/GMT offset notation (\"UTC-5\", \"GMT+0530\") or an IANA name (\"America/New_York\")`\n    );\n  const m = OFFSET_NOTATION.exec(timezone);\n  if (m) {\n    const [, sign, h = '0', mi = '0', s] = m;\n    const minutes = Number(mi);\n    const seconds = s === undefined ? 0 : Number(s);\n    if (minutes > 59 || seconds > 59 || (s !== undefined && h.length !== 2)) throw invalid();\n    const offsetSeconds = Number(h) * 3600 + minutes * 60 + seconds;\n    if (offsetSeconds > MAX_OFFSET_SECONDS) throw invalid();\n    zone = { kind: 'fixed', offsetMs: (sign === '-' ? -offsetSeconds : offsetSeconds) * MS_PER_SECOND };\n  } else {\n    if (REJECTED_NAMES.has(timezone) || !hasTimeZoneCase(timezone)) throw invalid();\n    let format: Intl.DateTimeFormat;\n    try {\n      format = new Intl.DateTimeFormat('en-US', {\n        timeZone: timezone,\n        hourCycle: 'h23',\n        year: 'numeric',\n        month: 'numeric',\n        day: 'numeric',\n        hour: 'numeric',\n        minute: 'numeric',\n        second: 'numeric',\n      });\n    } catch {\n      throw invalid();\n    }\n    zone = { kind: 'iana', format, hours: new Map() };\n  }\n  zones.set(timezone, zone);\n  return zone;\n}\n\n/**\n * Offset of the zone from UTC at instant `time`, in milliseconds (local = UTC + offset).\n * An offset change happens at most once in a UTC hour, so when the first and the last second of the hour have the\n * same offset, the whole hour has it: it is computed once and cached.\n */\nfunction offsetAt(zone: Zone, time: number): number {\n  if (zone.kind === 'fixed') return zone.offsetMs;\n  const hour = Math.floor(time / MS_PER_HOUR);\n  let offset = zone.hours.get(hour);\n  if (offset === undefined) {\n    const first = formattedOffset(zone.format, hour * MS_PER_HOUR);\n    const last = formattedOffset(zone.format, hour * MS_PER_HOUR + MS_PER_HOUR - MS_PER_SECOND);\n    offset = first === last ? first : null;\n    if (zone.hours.size >= MAX_CACHED_HOURS) zone.hours.clear();\n    zone.hours.set(hour, offset);\n  }\n  return offset ?? formattedOffset(zone.format, time);\n}\n\n/** Offset of the zone at instant `time` (whole second), from the host's `Intl` time zone data. */\nfunction formattedOffset(format: Intl.DateTimeFormat, time: number): number {\n  const wholeSecond = Math.floor(time / 1000) * 1000;\n  const f: Record<string, number> = {};\n  for (const part of format.formatToParts(wholeSecond)) {\n    if (part.type !== 'literal') f[part.type] = Number(part.value);\n  }\n  const local = Date.UTC(f.year!, f.month! - 1, f.day!, f.hour!, f.minute!, f.second!);\n  return local - wholeSecond;\n}\n\n/** Calendar fields of a UNIX time in a time zone. */\nexport interface ZonedFields {\n  year: number;\n  /** 1-12 */\n  month: number;\n  /** 1-31 */\n  day: number;\n  hour: number;\n  minute: number;\n  second: number;\n  /** 1 = Sunday ... 7 = Saturday (PineScript dayofweek numbering) */\n  dayOfWeek: number;\n}\n\n/** Offset of `timezone` from UTC at `time`, in milliseconds (local = UTC + offset). */\nexport function zoneOffset(time: number, timezone: string): number {\n  return offsetAt(resolveZone(timezone), time);\n}\n\n/** Splits a UNIX time (ms) into calendar fields in `timezone`. */\nexport function zonedFields(time: number, timezone: string): ZonedFields {\n  const local = new Date(time + offsetAt(resolveZone(timezone), time));\n  return {\n    year: local.getUTCFullYear(),\n    month: local.getUTCMonth() + 1,\n    day: local.getUTCDate(),\n    hour: local.getUTCHours(),\n    minute: local.getUTCMinutes(),\n    second: local.getUTCSeconds(),\n    dayOfWeek: local.getUTCDay() + 1,\n  };\n}\n\n/**\n * Converts a wall-clock date and time in `timezone` to a UNIX time (ms).\n * Out-of-range fields roll over like `Date.UTC` (month 13 is January of the next year).\n *\n * As in PineScript: wall-clock times that occur twice (end of daylight saving time)\n * resolve to the later instant, and wall-clock times that do not exist (start of\n * daylight saving time) are shifted forward by the length of the gap.\n */\nexport function zonedToUnix(\n  timezone: string,\n  year: number,\n  month: number,\n  day: number,\n  hour: number = 0,\n  minute: number = 0,\n  second: number = 0\n): number {\n  const zone = resolveZone(timezone);\n  const local = Date.UTC(year, month - 1, day, hour, minute, second);\n  if (zone.kind === 'fixed') return local - zone.offsetMs;\n\n  // At most one offset transition happens within a day of `local`: the offsets\n  // one day before and one day after are the two candidates.\n  const before = offsetAt(zone, local - MS_PER_DAY);\n  const after = offsetAt(zone, local + MS_PER_DAY);\n  const candidates = [local - before, local - after].filter((t) => local - offsetAt(zone, t) === t);\n  if (candidates.length) return Math.max(...candidates);\n  return local - before;\n}\n"],
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+  "sourcesContent": ["/**\n * Time zone resolution for the calendar functions.\n *\n * PineScript accepts two time zone notations:\n * - UTC/GMT offset notation: \"UTC\", \"UTC-5\", \"UTC+05:30\", \"GMT+0530\", \"GMT+05:30:00\", up to \u00B118:00\n * - IANA time zone database names, case-sensitive: \"America/New_York\", \"Etc/UTC\", \"US/Eastern\", \"CET\"\n *\n * \"utc+2\", \"america/new_york\", \"UTC+5:3\", \"UTC+5:30:15\", \"GMT+18:01\", \"EST\", \"MST\" and \"HST\" are\n * errors in PineScript, and so here.\n *\n * Offsets of IANA zones (daylight saving time and historical changes included)\n * come from the host's `Intl.DateTimeFormat`, so no time zone data ships with the library.\n */\n\nconst MS_PER_SECOND = 1000;\nconst MS_PER_DAY = 86_400_000;\nconst MAX_OFFSET_SECONDS = 18 * 3600;\n\nconst OFFSET_NOTATION = /^(?:UTC|GMT)(?:([+-])(\\d{1,2})(?::?(\\d{2})(?::?(\\d{2}))?)?)?$/;\n\n/** Time zone database names that PineScript rejects although `Intl` accepts them. */\nconst REJECTED_NAMES = new Set(['EST', 'MST', 'HST']);\n\nlet canonicalNames: Map<string, string> | undefined;\n\n/** False when `name` is a wrong-case spelling of a time zone name (`Intl` matches names case-insensitively). */\nfunction hasTimeZoneCase(name: string): boolean {\n  if (name.split('/').some((segment) => !/^[A-Z]/.test(segment))) return false;\n  canonicalNames ??= new Map(Intl.supportedValuesOf('timeZone').map((n) => [n.toLowerCase(), n]));\n  const canonical = canonicalNames.get(name.toLowerCase());\n  return canonical === undefined || canonical === name;\n}\n\ntype Zone =\n  | { readonly kind: 'fixed'; readonly offsetMs: number }\n  | {\n      readonly kind: 'iana';\n      readonly format: Intl.DateTimeFormat;\n      /** Offset of each UTC hour (`floor(time / 1 h)`); null for an hour with an offset change inside */\n      readonly hours: Map<number, number | null>;\n    };\n\nconst MS_PER_HOUR = 3_600_000;\n/** Cached hours per zone before the cache restarts (about 11 years of hours) */\nconst MAX_CACHED_HOURS = 100_000;\n\nconst zones = new Map<string, Zone>();\n\nfunction resolveZone(timezone: string): Zone {\n  let zone = zones.get(timezone);\n  if (zone) return zone;\n\n  const invalid = () =>\n    new RangeError(\n      `Invalid time zone \"${timezone}\": use UTC/GMT offset notation (\"UTC-5\", \"GMT+0530\") or an IANA name (\"America/New_York\")`\n    );\n  const m = OFFSET_NOTATION.exec(timezone);\n  if (m) {\n    const [, sign, h = '0', mi = '0', s] = m;\n    const minutes = Number(mi);\n    const seconds = s === undefined ? 0 : Number(s);\n    if (minutes > 59 || seconds > 59 || (s !== undefined && h.length !== 2)) throw invalid();\n    const offsetSeconds = Number(h) * 3600 + minutes * 60 + seconds;\n    if (offsetSeconds > MAX_OFFSET_SECONDS) throw invalid();\n    zone = { kind: 'fixed', offsetMs: (sign === '-' ? -offsetSeconds : offsetSeconds) * MS_PER_SECOND };\n  } else {\n    if (REJECTED_NAMES.has(timezone) || !hasTimeZoneCase(timezone)) throw invalid();\n    let format: Intl.DateTimeFormat;\n    try {\n      format = new Intl.DateTimeFormat('en-US', {\n        timeZone: timezone,\n        hourCycle: 'h23',\n        year: 'numeric',\n        month: 'numeric',\n        day: 'numeric',\n        hour: 'numeric',\n        minute: 'numeric',\n        second: 'numeric',\n      });\n    } catch {\n      throw invalid();\n    }\n    zone = { kind: 'iana', format, hours: new Map() };\n  }\n  zones.set(timezone, zone);\n  return zone;\n}\n\n/**\n * Offset of the zone from UTC at instant `time`, in milliseconds (local = UTC + offset).\n * An offset change happens at most once in a UTC hour, so when the first and the last second of the hour have the\n * same offset, the whole hour has it: it is computed once and cached.\n */\nfunction offsetAt(zone: Zone, time: number): number {\n  if (zone.kind === 'fixed') return zone.offsetMs;\n  const hour = Math.floor(time / MS_PER_HOUR);\n  let offset = zone.hours.get(hour);\n  if (offset === undefined) {\n    const first = formattedOffset(zone.format, hour * MS_PER_HOUR);\n    const last = formattedOffset(zone.format, hour * MS_PER_HOUR + MS_PER_HOUR - MS_PER_SECOND);\n    offset = first === last ? first : null;\n    if (zone.hours.size >= MAX_CACHED_HOURS) zone.hours.clear();\n    zone.hours.set(hour, offset);\n  }\n  return offset ?? formattedOffset(zone.format, time);\n}\n\n/** Offset of the zone at instant `time` (whole second), from the host's `Intl` time zone data. */\nfunction formattedOffset(format: Intl.DateTimeFormat, time: number): number {\n  const wholeSecond = Math.floor(time / 1000) * 1000;\n  const f: Record<string, number> = {};\n  for (const part of format.formatToParts(wholeSecond)) {\n    if (part.type !== 'literal') f[part.type] = Number(part.value);\n  }\n  const local = Date.UTC(f.year!, f.month! - 1, f.day!, f.hour!, f.minute!, f.second!);\n  return local - wholeSecond;\n}\n\n/** Calendar fields of a UNIX time in a time zone. */\nexport interface ZonedFields {\n  year: number;\n  /** 1-12 */\n  month: number;\n  /** 1-31 */\n  day: number;\n  hour: number;\n  minute: number;\n  second: number;\n  /** 1 = Sunday ... 7 = Saturday (PineScript dayofweek numbering) */\n  dayOfWeek: number;\n}\n\n/** Offset of `timezone` from UTC at `time`, in milliseconds (local = UTC + offset). */\nexport function zoneOffset(time: number, timezone: string): number {\n  return offsetAt(resolveZone(timezone), time);\n}\n\n/** Splits a UNIX time (ms) into calendar fields in `timezone`. */\nexport function zonedFields(time: number, timezone: string): ZonedFields {\n  const local = new Date(time + offsetAt(resolveZone(timezone), time));\n  return {\n    year: local.getUTCFullYear(),\n    month: local.getUTCMonth() + 1,\n    day: local.getUTCDate(),\n    hour: local.getUTCHours(),\n    minute: local.getUTCMinutes(),\n    second: local.getUTCSeconds(),\n    dayOfWeek: local.getUTCDay() + 1,\n  };\n}\n\n/**\n * Converts a wall-clock date and time in `timezone` to a UNIX time (ms).\n * Out-of-range fields roll over like `Date.UTC` (month 13 is January of the next year).\n *\n * As in PineScript: wall-clock times that occur twice (end of daylight saving time)\n * resolve to the later instant, and wall-clock times that do not exist (start of\n * daylight saving time) are shifted forward by the length of the gap.\n */\n/**\n * UNIX time (ms) of a UTC wall-clock date: Gregorian calendar from 1582-10-15, Julian calendar before it (as\n * PineScript: 1582-10-05 is 1582-10-15). Out-of-range fields roll over like `Date.UTC`.\n */\nexport function civilToUnix(year: number, month: number, day: number, hour = 0, minute = 0, second = 0): number {\n  const gregorian = Date.UTC(year, month - 1, day, hour, minute, second);\n  // normalized year / month / day of the Gregorian reading decides the calendar\n  const d = new Date(Date.UTC(year, month - 1, 1));\n  const y = d.getUTCFullYear();\n  const m = d.getUTCMonth() + 1;\n  if (y > 1582 || (y === 1582 && (m > 10 || (m === 10 && day >= 15)))) return gregorian;\n  // Julian day number of y-m-1, then the day offset and the time of day\n  const a = Math.floor((14 - m) / 12);\n  const yy = y + 4800 - a;\n  const mm = m + 12 * a - 3;\n  const jdn = 1 + Math.floor((153 * mm + 2) / 5) + 365 * yy + Math.floor(yy / 4) - 32083;\n  const days = jdn - 2440588 + (day - 1);\n  return days * MS_PER_DAY + Date.UTC(1970, 0, 1, hour, minute, second);\n}\n\nexport function zonedToUnix(\n  timezone: string,\n  year: number,\n  month: number,\n  day: number,\n  hour: number = 0,\n  minute: number = 0,\n  second: number = 0\n): number {\n  const zone = resolveZone(timezone);\n  const local = civilToUnix(year, month, day, hour, minute, second);\n  if (zone.kind === 'fixed') return local - zone.offsetMs;\n\n  // At most one offset transition happens within a day of `local`: the offsets\n  // one day before and one day after are the two candidates.\n  const before = offsetAt(zone, local - MS_PER_DAY);\n  const after = offsetAt(zone, local + MS_PER_DAY);\n  const candidates = [local - before, local - after].filter((t) => local - offsetAt(zone, t) === t);\n  if (candidates.length) return Math.max(...candidates);\n  return local - before;\n}\n"],
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package/dist/esm/array/index.d.ts

@@ -12,11 +12,17 @@ export declare function new_array<T>(size?: simple_int, initial_value?: T): Pine
  */
 export declare function size<T>(id: PineArray<T>): int;
 /**
- * Returns the element at the specified index
+ * Returns the element at the specified index.
+ *
+ * PineScript rules: a negative index counts from the end (`get(a, -1)` is the last element); an index outside
+ * `-size .. size - 1` is a runtime error (throws); an `na` index gives `na`.
  */
 export declare function get<T>(id: PineArray<T>, index: simple_int): T;
 /**
- * Sets the value of the element at the specified index
+ * Sets the value of the element at the specified index.
+ *
+ * PineScript rules: a negative index counts from the end; an index outside `-size .. size - 1` is a runtime error
+ * (throws); an `na` index does nothing.
  */
 export declare function set<T>(id: PineArray<T>, index: simple_int, value: T): void;
 /**
@@ -40,23 +46,35 @@ export declare function shift<T>(id: PineArray<T>): T;
  */
 export declare function clear<T>(id: PineArray<T>): void;
 /**
- * Inserts a value at the specified index
+ * Inserts a value at the specified index.
+ *
+ * PineScript rules: a negative index counts from the end and `size` appends, so `-size .. size` is valid; any other
+ * index is a runtime error (throws); an `na` index appends.
  */
 export declare function insert<T>(id: PineArray<T>, index: simple_int, value: T): void;
 /**
- * Removes the element at the specified index
+ * Removes the element at the specified index and returns it.
+ *
+ * PineScript rules: a negative index counts from the end; an index outside `-size .. size - 1` is a runtime error
+ * (throws); an `na` index removes nothing and gives `na`.
  */
 export declare function remove<T>(id: PineArray<T>, index: simple_int): T;
 /**
- * Returns true if the array contains the value
+ * Returns true if the array contains the value.
+ *
+ * PineScript rules: numbers are compared with a 1e-10 tolerance (|a - b| <= 1e-10); `na` is never found.
  */
 export declare function includes<T>(id: PineArray<T>, value: T): bool;
 /**
- * Returns the index of the first occurrence of the value
+ * Returns the index of the first occurrence of the value, -1 when not found.
+ *
+ * PineScript rules: numbers are compared with a 1e-10 tolerance (|a - b| <= 1e-10); `na` is never found.
  */
 export declare function indexof<T>(id: PineArray<T>, value: T): int;
 /**
- * Returns the index of the last occurrence of the value
+ * Returns the index of the last occurrence of the value, -1 when not found.
+ *
+ * PineScript rules: numbers are compared with a 1e-10 tolerance (|a - b| <= 1e-10); `na` is never found.
  */
 export declare function lastindexof<T>(id: PineArray<T>, value: T): int;
 /**
@@ -64,7 +82,7 @@ export declare function lastindexof<T>(id: PineArray<T>, value: T): int;
  */
 export declare function copy<T>(id: PineArray<T>): PineArray<T>;
 /**
- * Concatenates two arrays
+ * Appends the elements of `id2` to `id1` and returns `id1` (PineScript `array.concat` changes `id1`).
  */
 export declare function concat<T>(id1: PineArray<T>, id2: PineArray<T>): PineArray<T>;
 /**
@@ -76,15 +94,29 @@ export declare function join(id: PineArray<any>, separator?: string): string;
  */
 export declare function reverse<T>(id: PineArray<T>): void;
 /**
- * Returns a slice of the array
+ * Returns the elements from `index_from` (included) to `index_to` (excluded, default: the size) as a live view of
+ * the array (PineScript `array.slice`).
+ *
+ * PineScript rules:
+ * - the slice shares the elements of the original array: a change of an element of the slice changes the original
+ *   array, and adding / removing elements of the slice adds / removes them in the original array, inside the slice
+ *   bounds (a push to the slice inserts at the end of the slice)
+ * - `index_from` must address an element (`0 .. size - 1`) and `index_to` may be `size`; other bounds, or
+ *   `index_from > index_to`, are a runtime error (throws); an `na` bound means the start / the end of the array
  */
 export declare function slice<T>(id: PineArray<T>, index_from: simple_int, index_to?: simple_int): PineArray<T>;
+/** Sort order of array.sort / array.sort_indices (PineScript `order.ascending` / `order.descending`). */
+export type SortOrder = 'asc' | 'desc' | 'ascending' | 'descending';
 /**
- * Sorts array elements (numeric)
+ * Sorts the array in place.
+ *
+ * PineScript rules: `na` goes after the numbers in ascending order and before them in descending order (the
+ * ascending result reversed); in a string array `na` goes first in ascending order.
  */
-export declare function sort<T>(id: PineArray<T>, order?: 'asc' | 'desc'): void;
+export declare function sort<T>(id: PineArray<T>, order?: SortOrder): void;
 /**
- * Returns the sum of all elements (numeric arrays only)
+ * Sum of the non-na elements (PineScript `array.sum(id)`), added from left to right; an array without values gives NaN.
+ * As PineScript, the running sum is set to 0 after a step when its absolute value is <= 1e-10.
  */
 export declare function sum(id: PineArray<float>): float;
 /**
@@ -93,30 +125,40 @@ export declare function sum(id: PineArray<float>): float;
 export declare function avg(id: PineArray<float>): float;
 /**
  * The `nth` smallest value (0 = the smallest) of the non-na elements (PineScript `array.min(id, nth)`).
- * An `nth` past the end gives the greatest value; an array without values gives NaN.
+ *
+ * PineScript rules: an `nth` past the non-na values but inside the array size gives the greatest value; an `nth`
+ * outside `0 .. size - 1` is a runtime error (throws); an `na` nth counts as 0; an array without values gives NaN.
  */
 export declare function min(id: PineArray<float>, nth?: simple_int): float;
 /**
  * The `nth` greatest value (0 = the greatest) of the non-na elements (PineScript `array.max(id, nth)`).
- * An `nth` past the end gives the smallest value; an array without values gives NaN.
+ *
+ * PineScript rules: an `nth` past the non-na values but inside the array size gives the smallest value; an `nth`
+ * outside `0 .. size - 1` is a runtime error (throws); an `na` nth counts as 0; an array without values gives NaN.
  */
 export declare function max(id: PineArray<float>, nth?: simple_int): float;
 /**
- * Returns the median value (numeric arrays only)
+ * Median of the non-na elements (PineScript `array.median(id)`): the middle value, or the mean of the two middle
+ * values for an even count; an array without values gives NaN.
  */
 export declare function median(id: PineArray<float>): float;
 /**
- * Returns the mode (most frequent value)
+ * Most frequent non-na element (PineScript `array.mode(id)`), compared exactly.
+ *
+ * PineScript rules: with several values of the same frequency, the smallest one; an array without values gives NaN.
  */
 export declare function mode(id: PineArray<float>): float;
 /**
- * Standard deviation of the non-na elements (PineScript `array.stdev(id, biased)`).
- * `biased` true (default) divides by the count, false by the count - 1.
+ * Standard deviation of the non-na elements (PineScript `array.stdev(id, biased)`): the square root of
+ * `array.variance(id, biased)`.
  */
 export declare function stdev(id: PineArray<float>, biased?: bool): float;
 /**
  * Variance of the non-na elements (PineScript `array.variance(id, biased)`).
- * `biased` true (default) divides by the count, false by the count - 1.
+ *
+ * PineScript rule (moment form): with `p` the sum of the values, `q` the sum of their squares, `n` the count and
+ * `m = p / n`: biased (default) `max(0, q / n - m * m)`, unbiased `max(0, q / (n - 1) - (p / (n - 1)) * m)`.
+ * One value gives 0 biased and NaN unbiased; an array without values gives NaN.
  */
 export declare function variance(id: PineArray<float>, biased?: bool): float;
 /**
@@ -524,6 +566,9 @@ export declare function binary_search_rightmost(id: PineArray<float>, val: float
  * - Unbiased (false): divides by n-1 (sample covariance)
  * - Returns NaN if arrays are empty or have different lengths
  * - Formula: Cov(X,Y) = E[(X - μX)(Y - μY)]
+ *
+ * PineScript rules: a pair where either value is `na` is skipped and the count is the number of pairs kept; both
+ * means first, then the sum of the products from the first to the last pair. One pair gives 0 biased, NaN unbiased.
  */
 export declare function covariance(id1: PineArray<float>, id2: PineArray<float>, biased?: bool): float;
 /**
@@ -549,9 +594,10 @@ export declare function covariance(id1: PineArray<float>, id2: PineArray<float>,
  * - Returns NaN if array is empty
  *
  * PineScript rules:
- * - position in the sorted array: `percentage / 100 * size - 0.5`, clamped to the first / last value, linear
- *   interpolation between the two neighbours
+ * - 1-based position in the sorted array: `size * percentage / 100 + 0.5` (snapped to an integer within 1e-9),
+ *   clamped to the first / last value; between two values `lo * (1 - frac) + hi * frac`
  * - `na` values are sorted after all numbers; with an `na` in the array, a position between two values gives `na`
+ * - an `na` percentage gives `na`; a percentage outside 0 .. 100 is a runtime error (throws)
  */
 export declare function percentile_linear_interpolation(id: PineArray<float>, percentage: float): float;
 /**
@@ -577,8 +623,9 @@ export declare function percentile_linear_interpolation(id: PineArray<float>, pe
  * - Returns NaN if array is empty
  *
  * PineScript rules:
- * - the value at rank `ceil(percentage / 100 * size)` of the sorted array
+ * - the value at rank `ceil(percentage * size / 100)` (clamped to 1 .. size) of the sorted array
  * - `na` values are sorted after all numbers (na when that rank holds an `na`)
+ * - an `na` percentage counts as 0; a percentage outside 0 .. 100 is a runtime error (throws)
  */
 export declare function percentile_nearest_rank(id: PineArray<float>, percentage: float): float;
 /**
@@ -596,13 +643,17 @@ export declare function percentile_nearest_rank(id: PineArray<float>, percentage
  * ```typescript
  * const arr = [1, 2, 3, 4, 5];
  * const rank = array.percentrank(arr, 2); // Value at index 2 is 3
- * // Returns: 40 (40% of values <= 3)
+ * // Returns: 50 ((3 - 1) * 100 / (5 - 1))
  * ```
  *
  * @remarks
- * - Returns percentage of elements <= the value at given index
  * - Range: 0 to 100
- * - Returns NaN if array is empty or index out of bounds
+ *
+ * PineScript rules:
+ * - `(count - 1) * 100 / (size - 1)`, with `count` the number of non-na elements <= the element (exact
+ *   comparison, no 1e-10 tolerance); `na` elements count in the size
+ * - an `na` element, a one-element array or an empty array gives NaN
+ * - an `na` index counts as 0; an index outside `0 .. size - 1` is a runtime error (throws)
  */
 export declare function percentrank(id: PineArray<float>, index: int): float;
 /**
@@ -630,8 +681,10 @@ export declare function percentrank(id: PineArray<float>, index: int): float;
  * - Original array is not modified
  * - Returns indices that would sort the array
  * - Useful for maintaining correspondence with other arrays
+ * - PineScript rule: the indices of `na` elements go where `array.sort` puts them (after the numbers in ascending
+ *   order, in their original order: `sort_indices([na, na, 5, 1])` is `[3, 2, 0, 1]`)
  */
-export declare function sort_indices(id: PineArray<float>, order?: 'asc' | 'desc'): PineArray<int>;
+export declare function sort_indices<T>(id: PineArray<T>, order?: SortOrder): PineArray<int>;
 /**
  * Standardize
  *
@@ -652,8 +705,12 @@ export declare function sort_indices(id: PineArray<float>, order?: 'asc' | 'desc
  * @remarks
  * - Formula: z = (x - μ) / σ
  * - Result has mean of 0 and standard deviation of 1
- * - Returns array of NaN if standard deviation is 0
  * - Useful for comparing values on different scales
+ *
+ * PineScript rules:
+ * - μ and σ are the population mean and standard deviation of the non-na elements, as `array.variance` (moment
+ *   form); `na` elements stay `na`
+ * - when σ is 0 (all values equal) every non-na element gives 1
  */
 export declare function standardize(id: PineArray<float>): PineArray<float>;
 /**

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

@@ -1 +1 @@
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