ohlcv-indicators 3.5.1 → 3.5.2

package/dist/ohlcv-indicators.min.js

@@ -1 +1 @@
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r}mmul(t){t=x.checkMatrix(t);let e=this.rows,r=this.columns,n=t.columns,o=new x(e,n),i=new Float64Array(r);for(let s=0;s<n;s++){for(let e=0;e<r;e++)i[e]=t.get(e,s);for(let t=0;t<e;t++){let e=0;for(let n=0;n<r;n++)e+=this.get(t,n)*i[n];o.set(t,s,e)}}return o}mpow(t){if(!this.isSquare())throw new RangeError("Matrix must be square");if(!Number.isInteger(t)||t<0)throw new RangeError("Exponent must be a non-negative integer");let e=x.eye(this.rows),r=this;for(let n=t;n>=1;n/=2)1&n&&(e=e.mmul(r)),r=r.mmul(r);return e}strassen2x2(t){t=x.checkMatrix(t);let e=new x(2,2);const r=this.get(0,0),n=t.get(0,0),o=this.get(0,1),i=t.get(0,1),s=this.get(1,0),a=t.get(1,0),u=this.get(1,1),l=t.get(1,1),c=(r+u)*(n+l),h=(s+u)*n,f=r*(i-l),m=u*(a-n),p=(r+o)*l,y=c+m-p+(o-u)*(a+l),g=f+p,d=h+m,v=c-h+f+(s-r)*(n+i);return e.set(0,0,y),e.set(0,1,g),e.set(1,0,d),e.set(1,1,v),e}strassen3x3(t){t=x.checkMatrix(t);let e=new x(3,3);const r=this.get(0,0),n=this.get(0,1),o=this.get(0,2),i=this.get(1,0),s=this.get(1,1),a=this.get(1,2),u=this.get(2,0),l=this.get(2,1),c=this.get(2,2),h=t.get(0,0),f=t.get(0,1),m=t.get(0,2),p=t.get(1,0),y=t.get(1,1),g=t.get(1,2),d=t.get(2,0),v=t.get(2,1),w=t.get(2,2),b=(r-i)*(-f+y),S=(-r+i+s)*(h-f+y),M=(i+s)*(-h+f),O=r*h,E=(-r+u+l)*(h-m+g),j=(-r+u)*(m-g),A=(u+l)*(-h+m),N=(-o+l+c)*(y+d-v),P=(o-c)*(y-v),_=o*d,T=(l+c)*(-d+v),k=(-o+s+a)*(g+d-w),I=(o-a)*(g-w),R=(s+a)*(-d+w),C=O+_+n*p,D=(r+n+o-i-s-l-c)*y+S+M+O+N+_+T,F=O+E+A+(r+n+o-s-a-u-l)*g+_+k+R,V=b+s*(-h+f+p-y-g-d+w)+S+O+_+k+I,q=b+S+M+O+a*v,L=_+k+I+R+i*m,z=O+E+j+l*(-h+m+p-y-g-d+v)+N+P+_,U=N+P+_+T+u*f,$=O+E+j+A+c*w;return e.set(0,0,C),e.set(0,1,D),e.set(0,2,F),e.set(1,0,V),e.set(1,1,q),e.set(1,2,L),e.set(2,0,z),e.set(2,1,U),e.set(2,2,$),e}mmulStrassen(t){t=x.checkMatrix(t);let e=this.clone(),r=e.rows,n=e.columns,o=t.rows,i=t.columns;function s(t,e,r){let n=t.rows,o=t.columns;if(n===e&&o===r)return t;{let n=b.zeros(e,r);return 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N=N.setSubMatrix(O,0,0),N=N.setSubMatrix(E,O.rows,0),N=N.setSubMatrix(j,0,O.columns),N=N.setSubMatrix(A,O.rows,O.columns),N.subMatrix(0,n-1,0,o-1)}(e,t=s(t,a,u),a,u)}scaleRows(t={}){if("object"!=typeof t)throw new TypeError("options must be an object");const{min:e=0,max:r=1}=t;if(!Number.isFinite(e))throw new TypeError("min must be a number");if(!Number.isFinite(r))throw new TypeError("max must be a number");if(e>=r)throw new RangeError("min must be smaller than max");let n=new x(this.rows,this.columns);for(let t=0;t<this.rows;t++){const i=this.getRow(t);i.length>0&&o(i,{min:e,max:r,output:i}),n.setRow(t,i)}return n}scaleColumns(t={}){if("object"!=typeof t)throw new TypeError("options must be an object");const{min:e=0,max:r=1}=t;if(!Number.isFinite(e))throw new TypeError("min must be a number");if(!Number.isFinite(r))throw new TypeError("max must be a number");if(e>=r)throw new RangeError("min must be smaller than max");let n=new x(this.rows,this.columns);for(let t=0;t<this.columns;t++){const i=this.getColumn(t);i.length&&o(i,{min:e,max:r,output:i}),n.setColumn(t,i)}return n}flipRows(){const t=Math.ceil(this.columns/2);for(let e=0;e<this.rows;e++)for(let r=0;r<t;r++){let t=this.get(e,r),n=this.get(e,this.columns-1-r);this.set(e,r,n),this.set(e,this.columns-1-r,t)}return this}flipColumns(){const t=Math.ceil(this.rows/2);for(let e=0;e<this.columns;e++)for(let r=0;r<t;r++){let t=this.get(r,e),n=this.get(this.rows-1-r,e);this.set(r,e,n),this.set(this.rows-1-r,e,t)}return this}kroneckerProduct(t){t=x.checkMatrix(t);let e=this.rows,r=this.columns,n=t.rows,o=t.columns,i=new x(e*n,r*o);for(let s=0;s<e;s++)for(let e=0;e<r;e++)for(let r=0;r<n;r++)for(let a=0;a<o;a++)i.set(n*s+r,o*e+a,this.get(s,e)*t.get(r,a));return i}kroneckerSum(t){if(t=x.checkMatrix(t),!this.isSquare()||!t.isSquare())throw new Error("Kronecker Sum needs two Square Matrices");let e=this.rows,r=t.rows,n=this.kroneckerProduct(x.eye(r,r)),o=x.eye(e,e).kroneckerProduct(t);return n.add(o)}transpose(){let t=new x(this.columns,this.rows);for(let e=0;e<this.rows;e++)for(let r=0;r<this.columns;r++)t.set(r,e,this.get(e,r));return t}sortRows(t=S){for(let e=0;e<this.rows;e++)this.setRow(e,this.getRow(e).sort(t));return this}sortColumns(t=S){for(let e=0;e<this.columns;e++)this.setColumn(e,this.getColumn(e).sort(t));return this}subMatrix(t,e,r,n){g(this,t,e,r,n);let o=new x(e-t+1,n-r+1);for(let i=t;i<=e;i++)for(let e=r;e<=n;e++)o.set(i-t,e-r,this.get(i,e));return o}subMatrixRow(t,e,r){if(void 0===e&&(e=0),void 0===r&&(r=this.columns-1),e>r||e<0||e>=this.columns||r<0||r>=this.columns)throw new RangeError("Argument out of range");let n=new x(t.length,r-e+1);for(let o=0;o<t.length;o++)for(let i=e;i<=r;i++){if(t[o]<0||t[o]>=this.rows)throw new RangeError(`Row index out of range: ${t[o]}`);n.set(o,i-e,this.get(t[o],i))}return n}subMatrixColumn(t,e,r){if(void 0===e&&(e=0),void 0===r&&(r=this.rows-1),e>r||e<0||e>=this.rows||r<0||r>=this.rows)throw new RangeError("Argument out 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this},t.fround=function(t){return new e(t).fround()},t.prototype.log=function(){for(let t=0;t<this.rows;t++)for(let e=0;e<this.columns;e++)this.set(t,e,Math.log(this.get(t,e)));return this},t.log=function(t){return new e(t).log()},t.prototype.log1p=function(){for(let t=0;t<this.rows;t++)for(let e=0;e<this.columns;e++)this.set(t,e,Math.log1p(this.get(t,e)));return this},t.log1p=function(t){return new e(t).log1p()},t.prototype.log10=function(){for(let t=0;t<this.rows;t++)for(let e=0;e<this.columns;e++)this.set(t,e,Math.log10(this.get(t,e)));return this},t.log10=function(t){return new e(t).log10()},t.prototype.log2=function(){for(let t=0;t<this.rows;t++)for(let e=0;e<this.columns;e++)this.set(t,e,Math.log2(this.get(t,e)));return this},t.log2=function(t){return new e(t).log2()},t.prototype.round=function(){for(let t=0;t<this.rows;t++)for(let e=0;e<this.columns;e++)this.set(t,e,Math.round(this.get(t,e)));return this},t.round=function(t){return new e(t).round()},t.prototype.sign=function(){for(let t=0;t<this.rows;t++)for(let e=0;e<this.columns;e++)this.set(t,e,Math.sign(this.get(t,e)));return this},t.sign=function(t){return new e(t).sign()},t.prototype.sin=function(){for(let t=0;t<this.rows;t++)for(let e=0;e<this.columns;e++)this.set(t,e,Math.sin(this.get(t,e)));return this},t.sin=function(t){return new e(t).sin()},t.prototype.sinh=function(){for(let t=0;t<this.rows;t++)for(let e=0;e<this.columns;e++)this.set(t,e,Math.sinh(this.get(t,e)));return this},t.sinh=function(t){return new e(t).sinh()},t.prototype.sqrt=function(){for(let t=0;t<this.rows;t++)for(let e=0;e<this.columns;e++)this.set(t,e,Math.sqrt(this.get(t,e)));return this},t.sqrt=function(t){return new e(t).sqrt()},t.prototype.tan=function(){for(let t=0;t<this.rows;t++)for(let e=0;e<this.columns;e++)this.set(t,e,Math.tan(this.get(t,e)));return this},t.tan=function(t){return new e(t).tan()},t.prototype.tanh=function(){for(let t=0;t<this.rows;t++)for(let e=0;e<this.columns;e++)this.set(t,e,Math.tanh(this.get(t,e)));return this},t.tanh=function(t){return new e(t).tanh()},t.prototype.trunc=function(){for(let t=0;t<this.rows;t++)for(let e=0;e<this.columns;e++)this.set(t,e,Math.trunc(this.get(t,e)));return this},t.trunc=function(t){return new e(t).trunc()},t.pow=function(t,r){return new e(t).pow(r)},t.prototype.pow=function(t){return"number"==typeof t?this.powS(t):this.powM(t)},t.prototype.powS=function(t){for(let e=0;e<this.rows;e++)for(let r=0;r<this.columns;r++)this.set(e,r,this.get(e,r)**t);return this},t.prototype.powM=function(t){if(t=e.checkMatrix(t),this.rows!==t.rows||this.columns!==t.columns)throw new RangeError("Matrices dimensions must be equal");for(let e=0;e<this.rows;e++)for(let r=0;r<this.columns;r++)this.set(e,r,this.get(e,r)**t.get(e,r));return this}}(b,x);class M extends b{#e;get size(){return this.#e.size}get rows(){return this.#e.rows}get columns(){return this.#e.columns}get diagonalSize(){return this.rows}static isSymmetricMatrix(t){return x.isMatrix(t)&&"SymmetricMatrix"===t.klassType}static zeros(t){return new this(t)}static ones(t){return new this(t).fill(1)}constructor(t){if(super(),x.isMatrix(t)){if(!t.isSymmetric())throw new TypeError("not symmetric data");this.#e=x.copy(t,new x(t.rows,t.rows))}else if(Number.isInteger(t)&&t>=0)this.#e=new x(t,t);else if(this.#e=new x(t),!this.isSymmetric())throw new TypeError("not symmetric data")}clone(){const t=new M(this.diagonalSize);for(const[e,r,n]of this.upperRightEntries())t.set(e,r,n);return t}toMatrix(){return new x(this)}get(t,e){return this.#e.get(t,e)}set(t,e,r){return this.#e.set(t,e,r),this.#e.set(e,t,r),this}removeCross(t){return this.#e.removeRow(t),this.#e.removeColumn(t),this}addCross(t,e){void 0===e&&(e=t,t=this.diagonalSize);const r=e.slice();return r.splice(t,1),this.#e.addRow(t,r),this.#e.addColumn(t,e),this}applyMask(t){if(t.length!==this.diagonalSize)throw new RangeError("Mask size do not match with matrix size");const e=[];for(const[r,n]of t.entries())n||e.push(r);e.reverse();for(const t of e)this.removeCross(t);return this}toCompact(){const{diagonalSize:t}=this,e=new Array(t*(t+1)/2);for(let r=0,n=0,o=0;o<e.length;o++)e[o]=this.get(n,r),++r>=t&&(r=++n);return e}static fromCompact(t){const e=t.length,r=(Math.sqrt(8*e+1)-1)/2;if(!Number.isInteger(r))throw new TypeError(`This array is not a compact representation of a Symmetric Matrix, ${JSON.stringify(t)}`);const n=new M(r);for(let o=0,i=0,s=0;s<e;s++)n.set(o,i,t[s]),++o>=r&&(o=++i);return n}*upperRightEntries(){for(let t=0,e=0;t<this.diagonalSize;void 0){const r=this.get(t,e);yield[t,e,r],++e>=this.diagonalSize&&(e=++t)}}*upperRightValues(){for(let t=0,e=0;t<this.diagonalSize;void 0){const r=this.get(t,e);yield r,++e>=this.diagonalSize&&(e=++t)}}}M.prototype.klassType="SymmetricMatrix";class O extends M{static isDistanceMatrix(t){return M.isSymmetricMatrix(t)&&"DistanceMatrix"===t.klassSubType}constructor(t){if(super(t),!this.isDistance())throw new TypeError("Provided arguments do no produce a distance matrix")}set(t,e,r){return t===e&&(r=0),super.set(t,e,r)}addCross(t,e){return void 0===e&&(e=t,t=this.diagonalSize),(e=e.slice())[t]=0,super.addCross(t,e)}toSymmetricMatrix(){return new M(this)}clone(){const t=new O(this.diagonalSize);for(const[e,r,n]of this.upperRightEntries())e!==r&&t.set(e,r,n);return t}toCompact(){const{diagonalSize:t}=this,e=new Array((t-1)*t/2);for(let r=1,n=0,o=0;o<e.length;o++)e[o]=this.get(n,r),++r>=t&&(r=1+ ++n);return e}static fromCompact(t){const e=t.length;if(0===e)return new this(0);const r=(Math.sqrt(8*e+1)+1)/2;if(!Number.isInteger(r))throw new TypeError(`This array is not a compact representation of a DistanceMatrix, ${JSON.stringify(t)}`);const n=new this(r);for(let o=1,i=0,s=0;s<e;s++)n.set(o,i,t[s]),++o>=r&&(o=1+ ++i);return n}}O.prototype.klassSubType="DistanceMatrix";class E extends b{constructor(t,e,r){super(),this.matrix=t,this.rows=e,this.columns=r}}class j extends E{constructor(t,e,r){p(t,e),y(t,r),super(t,e.length,r.length),this.rowIndices=e,this.columnIndices=r}set(t,e,r){return this.matrix.set(this.rowIndices[t],this.columnIndices[e],r),this}get(t,e){return this.matrix.get(this.rowIndices[t],this.columnIndices[e])}}class A extends b{constructor(t,e={}){const{rows:r=1}=e;if(t.length%r!=0)throw new Error("the data length is not divisible by the number of rows");super(),this.rows=r,this.columns=t.length/r,this.data=t}set(t,e,r){let n=this._calculateIndex(t,e);return this.data[n]=r,this}get(t,e){let r=this._calculateIndex(t,e);return this.data[r]}_calculateIndex(t,e){return t*this.columns+e}}class N extends b{constructor(t){super(),this.data=t,this.rows=t.length,this.columns=t[0].length}set(t,e,r){return this.data[t][e]=r,this}get(t,e){return this.data[t][e]}}class P{constructor(t){let e,r,n,o,i,s,a,u,l,c=(t=N.checkMatrix(t)).clone(),h=c.rows,f=c.columns,m=new Float64Array(h),p=1;for(e=0;e<h;e++)m[e]=e;for(u=new Float64Array(h),r=0;r<f;r++){for(e=0;e<h;e++)u[e]=c.get(e,r);for(e=0;e<h;e++){for(l=Math.min(e,r),i=0,n=0;n<l;n++)i+=c.get(e,n)*u[n];u[e]-=i,c.set(e,r,u[e])}for(o=r,e=r+1;e<h;e++)Math.abs(u[e])>Math.abs(u[o])&&(o=e);if(o!==r){for(n=0;n<f;n++)s=c.get(o,n),c.set(o,n,c.get(r,n)),c.set(r,n,s);a=m[o],m[o]=m[r],m[r]=a,p=-p}if(r<h&&0!==c.get(r,r))for(e=r+1;e<h;e++)c.set(e,r,c.get(e,r)/c.get(r,r))}this.LU=c,this.pivotVector=m,this.pivotSign=p}isSingular(){let t=this.LU,e=t.columns;for(let r=0;r<e;r++)if(0===t.get(r,r))return!0;return!1}solve(t){t=x.checkMatrix(t);let e=this.LU;if(e.rows!==t.rows)throw new Error("Invalid matrix dimensions");if(this.isSingular())throw new Error("LU matrix is singular");let r,n,o,i=t.columns,s=t.subMatrixRow(this.pivotVector,0,i-1),a=e.columns;for(o=0;o<a;o++)for(r=o+1;r<a;r++)for(n=0;n<i;n++)s.set(r,n,s.get(r,n)-s.get(o,n)*e.get(r,o));for(o=a-1;o>=0;o--){for(n=0;n<i;n++)s.set(o,n,s.get(o,n)/e.get(o,o));for(r=0;r<o;r++)for(n=0;n<i;n++)s.set(r,n,s.get(r,n)-s.get(o,n)*e.get(r,o))}return s}get determinant(){let t=this.LU;if(!t.isSquare())throw new Error("Matrix must be square");let e=this.pivotSign,r=t.columns;for(let n=0;n<r;n++)e*=t.get(n,n);return e}get lowerTriangularMatrix(){let t=this.LU,e=t.rows,r=t.columns,n=new x(e,r);for(let o=0;o<e;o++)for(let e=0;e<r;e++)o>e?n.set(o,e,t.get(o,e)):o===e?n.set(o,e,1):n.set(o,e,0);return n}get upperTriangularMatrix(){let t=this.LU,e=t.rows,r=t.columns,n=new x(e,r);for(let o=0;o<e;o++)for(let e=0;e<r;e++)o<=e?n.set(o,e,t.get(o,e)):n.set(o,e,0);return n}get pivotPermutationVector(){return Array.from(this.pivotVector)}}function _(t,e){let r=0;return Math.abs(t)>Math.abs(e)?(r=e/t,Math.abs(t)*Math.sqrt(1+r*r)):0!==e?(r=t/e,Math.abs(e)*Math.sqrt(1+r*r)):0}class T{constructor(t){let e,r,n,o,i=(t=N.checkMatrix(t)).clone(),s=t.rows,a=t.columns,u=new Float64Array(a);for(n=0;n<a;n++){let t=0;for(e=n;e<s;e++)t=_(t,i.get(e,n));if(0!==t){for(i.get(n,n)<0&&(t=-t),e=n;e<s;e++)i.set(e,n,i.get(e,n)/t);for(i.set(n,n,i.get(n,n)+1),r=n+1;r<a;r++){for(o=0,e=n;e<s;e++)o+=i.get(e,n)*i.get(e,r);for(o=-o/i.get(n,n),e=n;e<s;e++)i.set(e,r,i.get(e,r)+o*i.get(e,n))}}u[n]=-t}this.QR=i,this.Rdiag=u}solve(t){t=x.checkMatrix(t);let e=this.QR,r=e.rows;if(t.rows!==r)throw new Error("Matrix row dimensions must agree");if(!this.isFullRank())throw new Error("Matrix is rank deficient");let n,o,i,s,a=t.columns,u=t.clone(),l=e.columns;for(i=0;i<l;i++)for(o=0;o<a;o++){for(s=0,n=i;n<r;n++)s+=e.get(n,i)*u.get(n,o);for(s=-s/e.get(i,i),n=i;n<r;n++)u.set(n,o,u.get(n,o)+s*e.get(n,i))}for(i=l-1;i>=0;i--){for(o=0;o<a;o++)u.set(i,o,u.get(i,o)/this.Rdiag[i]);for(n=0;n<i;n++)for(o=0;o<a;o++)u.set(n,o,u.get(n,o)-u.get(i,o)*e.get(n,i))}return u.subMatrix(0,l-1,0,a-1)}isFullRank(){let t=this.QR.columns;for(let e=0;e<t;e++)if(0===this.Rdiag[e])return!1;return!0}get upperTriangularMatrix(){let t,e,r=this.QR,n=r.columns,o=new x(n,n);for(t=0;t<n;t++)for(e=0;e<n;e++)t<e?o.set(t,e,r.get(t,e)):t===e?o.set(t,e,this.Rdiag[t]):o.set(t,e,0);return o}get orthogonalMatrix(){let t,e,r,n,o=this.QR,i=o.rows,s=o.columns,a=new x(i,s);for(r=s-1;r>=0;r--){for(t=0;t<i;t++)a.set(t,r,0);for(a.set(r,r,1),e=r;e<s;e++)if(0!==o.get(r,r)){for(n=0,t=r;t<i;t++)n+=o.get(t,r)*a.get(t,e);for(n=-n/o.get(r,r),t=r;t<i;t++)a.set(t,e,a.get(t,e)+n*o.get(t,r))}}return a}}class k{constructor(t,e={}){if((t=N.checkMatrix(t)).isEmpty())throw new Error("Matrix must be non-empty");let r=t.rows,n=t.columns;const{computeLeftSingularVectors:o=!0,computeRightSingularVectors:i=!0,autoTranspose:s=!1}=e;let a,u=Boolean(o),l=Boolean(i),c=!1;if(r<n)if(s){a=t.transpose(),r=a.rows,n=a.columns,c=!0;let e=u;u=l,l=e}else a=t.clone(),console.warn("Computing SVD on a matrix with more columns than rows. Consider enabling autoTranspose");else a=t.clone();let h=Math.min(r,n),f=Math.min(r+1,n),m=new Float64Array(f),p=new x(r,h),y=new x(n,n),g=new Float64Array(n),d=new Float64Array(r),v=new Float64Array(f);for(let t=0;t<f;t++)v[t]=t;let w=Math.min(r-1,n),b=Math.max(0,Math.min(n-2,r)),S=Math.max(w,b);for(let t=0;t<S;t++){if(t<w){m[t]=0;for(let e=t;e<r;e++)m[t]=_(m[t],a.get(e,t));if(0!==m[t]){a.get(t,t)<0&&(m[t]=-m[t]);for(let e=t;e<r;e++)a.set(e,t,a.get(e,t)/m[t]);a.set(t,t,a.get(t,t)+1)}m[t]=-m[t]}for(let e=t+1;e<n;e++){if(t<w&&0!==m[t]){let n=0;for(let o=t;o<r;o++)n+=a.get(o,t)*a.get(o,e);n=-n/a.get(t,t);for(let o=t;o<r;o++)a.set(o,e,a.get(o,e)+n*a.get(o,t))}g[e]=a.get(t,e)}if(u&&t<w)for(let e=t;e<r;e++)p.set(e,t,a.get(e,t));if(t<b){g[t]=0;for(let e=t+1;e<n;e++)g[t]=_(g[t],g[e]);if(0!==g[t]){g[t+1]<0&&(g[t]=0-g[t]);for(let e=t+1;e<n;e++)g[e]/=g[t];g[t+1]+=1}if(g[t]=-g[t],t+1<r&&0!==g[t]){for(let e=t+1;e<r;e++)d[e]=0;for(let e=t+1;e<r;e++)for(let r=t+1;r<n;r++)d[e]+=g[r]*a.get(e,r);for(let e=t+1;e<n;e++){let n=-g[e]/g[t+1];for(let o=t+1;o<r;o++)a.set(o,e,a.get(o,e)+n*d[o])}}if(l)for(let e=t+1;e<n;e++)y.set(e,t,g[e])}}let M=Math.min(n,r+1);if(w<n&&(m[w]=a.get(w,w)),r<M&&(m[M-1]=0),b+1<M&&(g[b]=a.get(b,M-1)),g[M-1]=0,u){for(let t=w;t<h;t++){for(let e=0;e<r;e++)p.set(e,t,0);p.set(t,t,1)}for(let t=w-1;t>=0;t--)if(0!==m[t]){for(let e=t+1;e<h;e++){let n=0;for(let o=t;o<r;o++)n+=p.get(o,t)*p.get(o,e);n=-n/p.get(t,t);for(let o=t;o<r;o++)p.set(o,e,p.get(o,e)+n*p.get(o,t))}for(let e=t;e<r;e++)p.set(e,t,-p.get(e,t));p.set(t,t,1+p.get(t,t));for(let e=0;e<t-1;e++)p.set(e,t,0)}else{for(let e=0;e<r;e++)p.set(e,t,0);p.set(t,t,1)}}if(l)for(let t=n-1;t>=0;t--){if(t<b&&0!==g[t])for(let e=t+1;e<n;e++){let r=0;for(let o=t+1;o<n;o++)r+=y.get(o,t)*y.get(o,e);r=-r/y.get(t+1,t);for(let o=t+1;o<n;o++)y.set(o,e,y.get(o,e)+r*y.get(o,t))}for(let e=0;e<n;e++)y.set(e,t,0);y.set(t,t,1)}let O=M-1,E=Number.EPSILON;for(;M>0;){let t,e;for(t=M-2;t>=-1&&-1!==t;t--){const e=Number.MIN_VALUE+E*Math.abs(m[t]+Math.abs(m[t+1]));if(Math.abs(g[t])<=e||Number.isNaN(g[t])){g[t]=0;break}}if(t===M-2)e=4;else{let r;for(r=M-1;r>=t&&r!==t;r--){let e=(r!==M?Math.abs(g[r]):0)+(r!==t+1?Math.abs(g[r-1]):0);if(Math.abs(m[r])<=E*e){m[r]=0;break}}r===t?e=3:r===M-1?e=1:(e=2,t=r)}switch(t++,e){case 1:{let e=g[M-2];g[M-2]=0;for(let r=M-2;r>=t;r--){let o=_(m[r],e),i=m[r]/o,s=e/o;if(m[r]=o,r!==t&&(e=-s*g[r-1],g[r-1]=i*g[r-1]),l)for(let t=0;t<n;t++)o=i*y.get(t,r)+s*y.get(t,M-1),y.set(t,M-1,-s*y.get(t,r)+i*y.get(t,M-1)),y.set(t,r,o)}break}case 2:{let e=g[t-1];g[t-1]=0;for(let n=t;n<M;n++){let o=_(m[n],e),i=m[n]/o,s=e/o;if(m[n]=o,e=-s*g[n],g[n]=i*g[n],u)for(let e=0;e<r;e++)o=i*p.get(e,n)+s*p.get(e,t-1),p.set(e,t-1,-s*p.get(e,n)+i*p.get(e,t-1)),p.set(e,n,o)}break}case 3:{const e=Math.max(Math.abs(m[M-1]),Math.abs(m[M-2]),Math.abs(g[M-2]),Math.abs(m[t]),Math.abs(g[t])),o=m[M-1]/e,i=m[M-2]/e,s=g[M-2]/e,a=m[t]/e,c=g[t]/e,h=((i+o)*(i-o)+s*s)/2,f=o*s*(o*s);let d=0;0===h&&0===f||(d=h<0?0-Math.sqrt(h*h+f):Math.sqrt(h*h+f),d=f/(h+d));let v=(a+o)*(a-o)+d,w=a*c;for(let e=t;e<M-1;e++){let o=_(v,w);0===o&&(o=Number.MIN_VALUE);let i=v/o,s=w/o;if(e!==t&&(g[e-1]=o),v=i*m[e]+s*g[e],g[e]=i*g[e]-s*m[e],w=s*m[e+1],m[e+1]=i*m[e+1],l)for(let t=0;t<n;t++)o=i*y.get(t,e)+s*y.get(t,e+1),y.set(t,e+1,-s*y.get(t,e)+i*y.get(t,e+1)),y.set(t,e,o);if(o=_(v,w),0===o&&(o=Number.MIN_VALUE),i=v/o,s=w/o,m[e]=o,v=i*g[e]+s*m[e+1],m[e+1]=-s*g[e]+i*m[e+1],w=s*g[e+1],g[e+1]=i*g[e+1],u&&e<r-1)for(let t=0;t<r;t++)o=i*p.get(t,e)+s*p.get(t,e+1),p.set(t,e+1,-s*p.get(t,e)+i*p.get(t,e+1)),p.set(t,e,o)}g[M-2]=v;break}case 4:if(m[t]<=0&&(m[t]=m[t]<0?-m[t]:0,l))for(let e=0;e<=O;e++)y.set(e,t,-y.get(e,t));for(;t<O&&!(m[t]>=m[t+1]);){let e=m[t];if(m[t]=m[t+1],m[t+1]=e,l&&t<n-1)for(let r=0;r<n;r++)e=y.get(r,t+1),y.set(r,t+1,y.get(r,t)),y.set(r,t,e);if(u&&t<r-1)for(let n=0;n<r;n++)e=p.get(n,t+1),p.set(n,t+1,p.get(n,t)),p.set(n,t,e);t++}M--}}if(c){let t=y;y=p,p=t}this.m=r,this.n=n,this.s=m,this.U=p,this.V=y}solve(t){let e=t,r=this.threshold,n=this.s.length,o=x.zeros(n,n);for(let t=0;t<n;t++)Math.abs(this.s[t])<=r?o.set(t,t,0):o.set(t,t,1/this.s[t]);let i=this.U,s=this.rightSingularVectors,a=s.mmul(o),u=s.rows,l=i.rows,c=x.zeros(u,l);for(let t=0;t<u;t++)for(let e=0;e<l;e++){let r=0;for(let o=0;o<n;o++)r+=a.get(t,o)*i.get(e,o);c.set(t,e,r)}return c.mmul(e)}solveForDiagonal(t){return this.solve(x.diag(t))}inverse(){let t=this.V,e=this.threshold,r=t.rows,n=t.columns,o=new x(r,this.s.length);for(let i=0;i<r;i++)for(let r=0;r<n;r++)Math.abs(this.s[r])>e&&o.set(i,r,t.get(i,r)/this.s[r]);let i=this.U,s=i.rows,a=i.columns,u=new x(r,s);for(let t=0;t<r;t++)for(let e=0;e<s;e++){let r=0;for(let n=0;n<a;n++)r+=o.get(t,n)*i.get(e,n);u.set(t,e,r)}return u}get condition(){return this.s[0]/this.s[Math.min(this.m,this.n)-1]}get norm2(){return this.s[0]}get rank(){let t=Math.max(this.m,this.n)*this.s[0]*Number.EPSILON,e=0,r=this.s;for(let n=0,o=r.length;n<o;n++)r[n]>t&&e++;return e}get diagonal(){return Array.from(this.s)}get threshold(){return Number.EPSILON/2*Math.max(this.m,this.n)*this.s[0]}get leftSingularVectors(){return this.U}get rightSingularVectors(){return this.V}get diagonalMatrix(){return x.diag(this.s)}}function I(t,e,r=!1){return t=N.checkMatrix(t),e=N.checkMatrix(e),r?new k(t).solve(e):t.isSquare()?new P(t).solve(e):new T(t).solve(e)}function R(t,e){let r=[];for(let n=0;n<t;n++)n!==e&&r.push(n);return r}function C(t,e,r,n=1e-9,o=1e-9){if(t>o)return new Array(e.rows+1).fill(0);{let t=e.addRow(r,[0]);for(let e=0;e<t.rows;e++)Math.abs(t.get(e,0))<n&&t.set(e,0,0);return t.to1DArray()}}class D{constructor(t,e={}){const{assumeSymmetric:r=!1}=e;if(!(t=N.checkMatrix(t)).isSquare())throw new Error("Matrix is not a square matrix");if(t.isEmpty())throw new Error("Matrix must be non-empty");let n,o,i=t.columns,s=new x(i,i),a=new Float64Array(i),u=new Float64Array(i),l=t,c=!1;if(c=!!r||t.isSymmetric(),c){for(n=0;n<i;n++)for(o=0;o<i;o++)s.set(n,o,l.get(n,o));!function(t,e,r,n){let o,i,s,a,u,l,c,h;for(u=0;u<t;u++)r[u]=n.get(t-1,u);for(a=t-1;a>0;a--){for(h=0,s=0,l=0;l<a;l++)h+=Math.abs(r[l]);if(0===h)for(e[a]=r[a-1],u=0;u<a;u++)r[u]=n.get(a-1,u),n.set(a,u,0),n.set(u,a,0);else{for(l=0;l<a;l++)r[l]/=h,s+=r[l]*r[l];for(o=r[a-1],i=Math.sqrt(s),o>0&&(i=-i),e[a]=h*i,s-=o*i,r[a-1]=o-i,u=0;u<a;u++)e[u]=0;for(u=0;u<a;u++){for(o=r[u],n.set(u,a,o),i=e[u]+n.get(u,u)*o,l=u+1;l<=a-1;l++)i+=n.get(l,u)*r[l],e[l]+=n.get(l,u)*o;e[u]=i}for(o=0,u=0;u<a;u++)e[u]/=s,o+=e[u]*r[u];for(c=o/(s+s),u=0;u<a;u++)e[u]-=c*r[u];for(u=0;u<a;u++){for(o=r[u],i=e[u],l=u;l<=a-1;l++)n.set(l,u,n.get(l,u)-(o*e[l]+i*r[l]));r[u]=n.get(a-1,u),n.set(a,u,0)}}r[a]=s}for(a=0;a<t-1;a++){if(n.set(t-1,a,n.get(a,a)),n.set(a,a,1),s=r[a+1],0!==s){for(l=0;l<=a;l++)r[l]=n.get(l,a+1)/s;for(u=0;u<=a;u++){for(i=0,l=0;l<=a;l++)i+=n.get(l,a+1)*n.get(l,u);for(l=0;l<=a;l++)n.set(l,u,n.get(l,u)-i*r[l])}}for(l=0;l<=a;l++)n.set(l,a+1,0)}for(u=0;u<t;u++)r[u]=n.get(t-1,u),n.set(t-1,u,0);n.set(t-1,t-1,1),e[0]=0}(i,u,a,s),function(t,e,r,n){let o,i,s,a,u,l,c,h,f,m,p,y,g,d,v,w;for(s=1;s<t;s++)e[s-1]=e[s];e[t-1]=0;let b=0,S=0,x=Number.EPSILON;for(l=0;l<t;l++){for(S=Math.max(S,Math.abs(r[l])+Math.abs(e[l])),c=l;c<t&&!(Math.abs(e[c])<=x*S);)c++;if(c>l)do{for(o=r[l],h=(r[l+1]-o)/(2*e[l]),f=_(h,1),h<0&&(f=-f),r[l]=e[l]/(h+f),r[l+1]=e[l]*(h+f),m=r[l+1],i=o-r[l],s=l+2;s<t;s++)r[s]-=i;for(b+=i,h=r[c],p=1,y=p,g=p,d=e[l+1],v=0,w=0,s=c-1;s>=l;s--)for(g=y,y=p,w=v,o=p*e[s],i=p*h,f=_(h,e[s]),e[s+1]=v*f,v=e[s]/f,p=h/f,h=p*r[s]-v*o,r[s+1]=i+v*(p*o+v*r[s]),u=0;u<t;u++)i=n.get(u,s+1),n.set(u,s+1,v*n.get(u,s)+p*i),n.set(u,s,p*n.get(u,s)-v*i);h=-v*w*g*d*e[l]/m,e[l]=v*h,r[l]=p*h}while(Math.abs(e[l])>x*S);r[l]=r[l]+b,e[l]=0}for(s=0;s<t-1;s++){for(u=s,h=r[s],a=s+1;a<t;a++)r[a]<h&&(u=a,h=r[a]);if(u!==s)for(r[u]=r[s],r[s]=h,a=0;a<t;a++)h=n.get(a,s),n.set(a,s,n.get(a,u)),n.set(a,u,h)}}(i,u,a,s)}else{let t=new x(i,i),e=new Float64Array(i);for(o=0;o<i;o++)for(n=0;n<i;n++)t.set(n,o,l.get(n,o));!function(t,e,r,n){let o,i,s,a,u,l,c,h=t-1;for(l=1;l<=h-1;l++){for(c=0,a=l;a<=h;a++)c+=Math.abs(e.get(a,l-1));if(0!==c){for(s=0,a=h;a>=l;a--)r[a]=e.get(a,l-1)/c,s+=r[a]*r[a];for(i=Math.sqrt(s),r[l]>0&&(i=-i),s-=r[l]*i,r[l]=r[l]-i,u=l;u<t;u++){for(o=0,a=h;a>=l;a--)o+=r[a]*e.get(a,u);for(o/=s,a=l;a<=h;a++)e.set(a,u,e.get(a,u)-o*r[a])}for(a=0;a<=h;a++){for(o=0,u=h;u>=l;u--)o+=r[u]*e.get(a,u);for(o/=s,u=l;u<=h;u++)e.set(a,u,e.get(a,u)-o*r[u])}r[l]=c*r[l],e.set(l,l-1,c*i)}}for(a=0;a<t;a++)for(u=0;u<t;u++)n.set(a,u,a===u?1:0);for(l=h-1;l>=1;l--)if(0!==e.get(l,l-1)){for(a=l+1;a<=h;a++)r[a]=e.get(a,l-1);for(u=l;u<=h;u++){for(i=0,a=l;a<=h;a++)i+=r[a]*n.get(a,u);for(i=i/r[l]/e.get(l,l-1),a=l;a<=h;a++)n.set(a,u,n.get(a,u)+i*r[a])}}}(i,t,e,s),function(t,e,r,n,o){let i,s,a,u,l,c,h,f,m,p,y,g,d,v,w,b=t-1,S=t-1,x=Number.EPSILON,M=0,O=0,E=0,j=0,A=0,N=0,P=0,_=0;for(i=0;i<t;i++)for((i<0||i>S)&&(r[i]=o.get(i,i),e[i]=0),s=Math.max(i-1,0);s<t;s++)O+=Math.abs(o.get(i,s));for(;b>=0;){for(u=b;u>0&&(N=Math.abs(o.get(u-1,u-1))+Math.abs(o.get(u,u)),0===N&&(N=O),!(Math.abs(o.get(u,u-1))<x*N));)u--;if(u===b)o.set(b,b,o.get(b,b)+M),r[b]=o.get(b,b),e[b]=0,b--,_=0;else if(u===b-1){if(h=o.get(b,b-1)*o.get(b-1,b),E=(o.get(b-1,b-1)-o.get(b,b))/2,j=E*E+h,P=Math.sqrt(Math.abs(j)),o.set(b,b,o.get(b,b)+M),o.set(b-1,b-1,o.get(b-1,b-1)+M),f=o.get(b,b),j>=0){for(P=E>=0?E+P:E-P,r[b-1]=f+P,r[b]=r[b-1],0!==P&&(r[b]=f-h/P),e[b-1]=0,e[b]=0,f=o.get(b,b-1),N=Math.abs(f)+Math.abs(P),E=f/N,j=P/N,A=Math.sqrt(E*E+j*j),E/=A,j/=A,s=b-1;s<t;s++)P=o.get(b-1,s),o.set(b-1,s,j*P+E*o.get(b,s)),o.set(b,s,j*o.get(b,s)-E*P);for(i=0;i<=b;i++)P=o.get(i,b-1),o.set(i,b-1,j*P+E*o.get(i,b)),o.set(i,b,j*o.get(i,b)-E*P);for(i=0;i<=S;i++)P=n.get(i,b-1),n.set(i,b-1,j*P+E*n.get(i,b)),n.set(i,b,j*n.get(i,b)-E*P)}else r[b-1]=f+E,r[b]=f+E,e[b-1]=P,e[b]=-P;b-=2,_=0}else{if(f=o.get(b,b),m=0,h=0,u<b&&(m=o.get(b-1,b-1),h=o.get(b,b-1)*o.get(b-1,b)),10===_){for(M+=f,i=0;i<=b;i++)o.set(i,i,o.get(i,i)-f);N=Math.abs(o.get(b,b-1))+Math.abs(o.get(b-1,b-2)),f=m=.75*N,h=-.4375*N*N}if(30===_&&(N=(m-f)/2,N=N*N+h,N>0)){for(N=Math.sqrt(N),m<f&&(N=-N),N=f-h/((m-f)/2+N),i=0;i<=b;i++)o.set(i,i,o.get(i,i)-N);M+=N,f=m=h=.964}for(_+=1,l=b-2;l>=u&&(P=o.get(l,l),A=f-P,N=m-P,E=(A*N-h)/o.get(l+1,l)+o.get(l,l+1),j=o.get(l+1,l+1)-P-A-N,A=o.get(l+2,l+1),N=Math.abs(E)+Math.abs(j)+Math.abs(A),E/=N,j/=N,A/=N,l!==u)&&!(Math.abs(o.get(l,l-1))*(Math.abs(j)+Math.abs(A))<x*(Math.abs(E)*(Math.abs(o.get(l-1,l-1))+Math.abs(P)+Math.abs(o.get(l+1,l+1)))));)l--;for(i=l+2;i<=b;i++)o.set(i,i-2,0),i>l+2&&o.set(i,i-3,0);for(a=l;a<=b-1&&(v=a!==b-1,a!==l&&(E=o.get(a,a-1),j=o.get(a+1,a-1),A=v?o.get(a+2,a-1):0,f=Math.abs(E)+Math.abs(j)+Math.abs(A),0!==f&&(E/=f,j/=f,A/=f)),0!==f);a++)if(N=Math.sqrt(E*E+j*j+A*A),E<0&&(N=-N),0!==N){for(a!==l?o.set(a,a-1,-N*f):u!==l&&o.set(a,a-1,-o.get(a,a-1)),E+=N,f=E/N,m=j/N,P=A/N,j/=E,A/=E,s=a;s<t;s++)E=o.get(a,s)+j*o.get(a+1,s),v&&(E+=A*o.get(a+2,s),o.set(a+2,s,o.get(a+2,s)-E*P)),o.set(a,s,o.get(a,s)-E*f),o.set(a+1,s,o.get(a+1,s)-E*m);for(i=0;i<=Math.min(b,a+3);i++)E=f*o.get(i,a)+m*o.get(i,a+1),v&&(E+=P*o.get(i,a+2),o.set(i,a+2,o.get(i,a+2)-E*A)),o.set(i,a,o.get(i,a)-E),o.set(i,a+1,o.get(i,a+1)-E*j);for(i=0;i<=S;i++)E=f*n.get(i,a)+m*n.get(i,a+1),v&&(E+=P*n.get(i,a+2),n.set(i,a+2,n.get(i,a+2)-E*A)),n.set(i,a,n.get(i,a)-E),n.set(i,a+1,n.get(i,a+1)-E*j)}}}if(0!==O){for(b=t-1;b>=0;b--)if(E=r[b],j=e[b],0===j)for(u=b,o.set(b,b,1),i=b-1;i>=0;i--){for(h=o.get(i,i)-E,A=0,s=u;s<=b;s++)A+=o.get(i,s)*o.get(s,b);if(e[i]<0)P=h,N=A;else if(u=i,0===e[i]?o.set(i,b,0!==h?-A/h:-A/(x*O)):(f=o.get(i,i+1),m=o.get(i+1,i),j=(r[i]-E)*(r[i]-E)+e[i]*e[i],c=(f*N-P*A)/j,o.set(i,b,c),o.set(i+1,b,Math.abs(f)>Math.abs(P)?(-A-h*c)/f:(-N-m*c)/P)),c=Math.abs(o.get(i,b)),x*c*c>1)for(s=i;s<=b;s++)o.set(s,b,o.get(s,b)/c)}else if(j<0)for(u=b-1,Math.abs(o.get(b,b-1))>Math.abs(o.get(b-1,b))?(o.set(b-1,b-1,j/o.get(b,b-1)),o.set(b-1,b,-(o.get(b,b)-E)/o.get(b,b-1))):(w=F(0,-o.get(b-1,b),o.get(b-1,b-1)-E,j),o.set(b-1,b-1,w[0]),o.set(b-1,b,w[1])),o.set(b,b-1,0),o.set(b,b,1),i=b-2;i>=0;i--){for(p=0,y=0,s=u;s<=b;s++)p+=o.get(i,s)*o.get(s,b-1),y+=o.get(i,s)*o.get(s,b);if(h=o.get(i,i)-E,e[i]<0)P=h,A=p,N=y;else if(u=i,0===e[i]?(w=F(-p,-y,h,j),o.set(i,b-1,w[0]),o.set(i,b,w[1])):(f=o.get(i,i+1),m=o.get(i+1,i),g=(r[i]-E)*(r[i]-E)+e[i]*e[i]-j*j,d=2*(r[i]-E)*j,0===g&&0===d&&(g=x*O*(Math.abs(h)+Math.abs(j)+Math.abs(f)+Math.abs(m)+Math.abs(P))),w=F(f*A-P*p+j*y,f*N-P*y-j*p,g,d),o.set(i,b-1,w[0]),o.set(i,b,w[1]),Math.abs(f)>Math.abs(P)+Math.abs(j)?(o.set(i+1,b-1,(-p-h*o.get(i,b-1)+j*o.get(i,b))/f),o.set(i+1,b,(-y-h*o.get(i,b)-j*o.get(i,b-1))/f)):(w=F(-A-m*o.get(i,b-1),-N-m*o.get(i,b),P,j),o.set(i+1,b-1,w[0]),o.set(i+1,b,w[1]))),c=Math.max(Math.abs(o.get(i,b-1)),Math.abs(o.get(i,b))),x*c*c>1)for(s=i;s<=b;s++)o.set(s,b-1,o.get(s,b-1)/c),o.set(s,b,o.get(s,b)/c)}for(i=0;i<t;i++)if(i<0||i>S)for(s=i;s<t;s++)n.set(i,s,o.get(i,s));for(s=t-1;s>=0;s--)for(i=0;i<=S;i++){for(P=0,a=0;a<=Math.min(s,S);a++)P+=n.get(i,a)*o.get(a,s);n.set(i,s,P)}}}(i,u,a,s,t)}this.n=i,this.e=u,this.d=a,this.V=s}get realEigenvalues(){return Array.from(this.d)}get imaginaryEigenvalues(){return Array.from(this.e)}get 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c(Object.keys(xe),r,"dateFormat","getData"),yr({skipNull:!1,main:this,startIndex:this.len-1,dateFormat:r})[0]}},{key:"compute",value:function(){return this.isComputed||(this.isComputed=!1,this.len>0&&(hr(this.input,this),this.isComputed=!0,this.input=[],this.instances={},this.firstRow=[])),this}},{key:"crossPairs",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:[],e="crossPairs";return a(this),u(t,"arr",e),this.crossPairsList=[].concat(br(this.crossPairsList),br(t)),this.inputParams.push({key:e,params:[this.crossPairsList]}),this}},{key:"lag",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:["close"],e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:1,r="lag";a(this),u(t,"colKeys",r),f(e,{min:1,max:this.len,allowDecimals:!1},"lookback",r),this.inputParams.push({key:r,params:[t,e]});var n,o=function(t,e){var r="undefined"!=typeof Symbol&&t[Symbol.iterator]||t["@@iterator"];if(!r){if(Array.isArray(t)||(r=xr(t))){r&&(t=r);var n=0,o=function(){};return{s:o,n:function(){return n>=t.length?{done:!0}:{done:!1,value:t[n++]}},e:function(t){throw t},f:o}}throw new TypeError("Invalid attempt to iterate non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method.")}var i,s=!0,a=!1;return{s:function(){r=r.call(t)},n:function(){var t=r.next();return s=t.done,t},e:function(t){a=!0,i=t},f:function(){try{s||null==r.return||r.return()}finally{if(a)throw i}}}}(t);try{for(o.s();!(n=o.n()).done;){var i=n.value;this.priceBased.has(i)&&this.priceBased.add(i)}}catch(t){o.e(t)}finally{o.f()}return this}},{key:"relativeVolume",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:10,e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:{},r="relativeVolume";if(!this.inputTypes.hasOwnProperty("volume"))throw new Error('If "relativeVolume" is called the input ohlcv must contain valid volume properties.');a(this),f(t,{min:1,max:this.len,allowDecimals:!1},"size",r),l(e,"options",r);var n=e.lag,o=void 0===n?0:n;return f(o,{min:0,max:this.len,allowDecimals:!1},"options.lag",r),this.inputParams.push({key:r,params:[t,{lag:o}]}),this}},{key:"atr",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:14,e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:{},r="atr";a(this),f(t,{min:1,max:this.len,allowDecimals:!1},"size",r),l(e,"options",r);var n=e.lag,o=void 0===n?0:n,i=e.percentage,s=void 0!==i&&i,u=e.upper,c=void 0===u?null:u,m=e.lower,p=void 0===m?null:m;return f(o,{min:0,max:this.len,allowDecimals:!1},"options.lag",r),h(s,"options.percentage","atr"),null!==c&&f(c,{min:.001,max:100,allowDecimals:!0},"options.upper","atr"),null!==p&&f(p,{min:.001,max:100,allowDecimals:!0},"options.lower","atr"),this.inputParams.push({key:r,params:[t,{lag:o,percentage:s,upper:c,lower:p}]}),this}},{key:"ema",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:5,e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:{},r="ema";a(this),f(t,{min:1,max:this.len,allowDecimals:!1},"size",r),l(e,"options",r);var n=e.target,o=void 0===n?"close":n,i=e.lag,s=void 0===i?0:i;f(s,{min:0,max:this.len,allowDecimals:!1},"options.lag",r);var u=ne({main:this,size:t,target:o,lag:s,methodName:r});return this.inputParams.push({key:r,params:[r,t,{target:o,lag:s,precomputed:u}]}),this}},{key:"sma",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:5,e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:{},r="sma";a(this),f(t,{min:1,max:this.len,allowDecimals:!1},"size",r),l(e,"options",r);var n=e.target,o=void 0===n?"close":n,i=e.lag,s=void 0===i?0:i;f(s,{min:0,max:this.len,allowDecimals:!1},"options.lag",r);var u=ne({main:this,size:t,target:o,lag:s,methodName:r});return this.inputParams.push({key:r,params:[r,t,{target:o,lag:s,precomputed:u}]}),this}},{key:"macd",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:12,e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:26,r=arguments.length>2&&void 0!==arguments[2]?arguments[2]:9,n=arguments.length>3&&void 0!==arguments[3]?arguments[3]:{},o="macd";a(this),f(t,{min:1,max:this.len,allowDecimals:!1},"fast",o),f(e,{min:1,max:this.len,allowDecimals:!1},"slow",o),f(r,{min:1,max:this.len,allowDecimals:!1},"signal",o),l(n,"options",o);var i=n.target,s=void 0===i?"close":i,u=n.lag,c=void 0===u?0:u;f(c,{min:0,max:this.len,allowDecimals:!1},"options.lag",o);var h={instanceKey:"".concat(t,"_").concat(e,"_").concat(r).concat("close"===s?"":"_".concat(s))};return this.inputParams.push({key:o,params:[t,e,r,{target:s,lag:c,precomputed:h}]}),this}},{key:"bollingerBands",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:20,e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:2,r=arguments.length>2&&void 0!==arguments[2]?arguments[2]:{},n="bollingerBands";a(this),f(t,{min:1,max:this.len,allowDecimals:!1},"size",n),f(e,{min:.01,max:50,allowDecimals:!0},"stdDev",n),l(r,"options",n);var o=r.target,i=void 0===o?"close":o,s=r.height,c=void 0!==s&&s,m=r.range,p=void 0===m?[]:m,y=r.lag,g=void 0===y?0:y,d=r.decimals,v=void 0===d?null:d;return u(p,"options.range",n),f(g,{min:0,max:this.len,allowDecimals:!1},"options.lag",n),h(c,"options.height",n),null!==v&&f(v,{min:1,max:15,allowDecimals:!1},"decimals",n),this.inputParams.push({key:n,params:[t,e,{target:i,height:c,range:p,lag:g,decimals:v}]}),this}},{key:"rsi",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:14,e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:{},r="rsi";a(this),f(t,{min:1,max:this.len,allowDecimals:!1},"size",r),l(e,"options",r);var n=e.target,o=void 0===n?"close":n,i=e.lag,s=void 0===i?0:i;return f(s,{min:0,max:this.len,allowDecimals:!1},"options.lag",r),this.inputParams.push({key:r,params:[t,{target:o,lag:s}]}),this}},{key:"donchianChannels",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:20,e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:0,r=arguments.length>2&&void 0!==arguments[2]?arguments[2]:{},n="donchianChannels";a(this),f(t,{min:1,max:this.len,allowDecimals:!1},"size",n),f(e,{min:0,max:this.len,allowDecimals:!1},"offset",n),l(r,"options",n);var o=r.height,i=void 0!==o&&o,s=r.range,c=void 0===s?[]:s,m=r.lag,p=void 0===m?0:m,y=r.decimals,g=void 0===y?null:y;return u(c,"options.range",n),f(p,{min:0,max:this.len,allowDecimals:!1},"options.lag",n),h(i,"options.height",n),null!==g&&f(g,{min:1,max:15,allowDecimals:!1},"decimals",n),this.inputParams.push({key:n,params:[t,e,{height:i,range:c,lag:p,decimals:g}]}),this}},{key:"volumeOscillator",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:5,e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:10,r=arguments.length>2&&void 0!==arguments[2]?arguments[2]:{},n="volumeOscillator";if(!this.inputTypes.hasOwnProperty("volume"))throw new Error('If "volumeOscillator" is called the input ohlcv must contain valid volume properties.');a(this),f(t,{min:1,max:this.len,allowDecimals:!1},"fastSize",n),f(e,{min:t,max:this.len,allowDecimals:!1},"slowSize",n),l(r,"options",n);var o=r.lag,i=void 0===o?0:o;return f(i,{min:0,max:this.len,allowDecimals:!1},"options.lag",n),this.inputParams.push({key:n,params:[t,e,{lag:i}]}),this}},{key:"dateTime",value:function(){var t=arguments.length>0&&void 0!==arguments[0]?arguments[0]:{},e="dateTime";a(this),l(t,"options",e);var r=t.lag,n=void 0===r?0:r;return f(n,{min:0,max:this.len,allowDecimals:!1},"options.lag",e),this.inputParams.push({key:e,params:[{lag:n}]}),this}},{key:"scaler",value:function(t){var e=arguments.length>1&&void 0!==arguments[1]?arguments[1]:[],r=arguments.length>2&&void 0!==arguments[2]?arguments[2]:{},n="scaler";a(this),f(t,{min:1,max:this.len,allowDecimals:!1},"size",n),u(e,"colKeys",n);var i=r.group,s=void 0!==i&&i,l=r.range,m=void 0===l?[0,1]:l,p=r.lag,y=void 0===p?0:p,g=r.type,d=void 0===g?"zscore":g,v=r.decimals,w=void 0===v?null:v,b=r.pca,S=void 0!==b&&b,x=r.pcaSource,M=void 0!==x&&x;h(s,"options.group",n),h(S,"options.pca",n),h(M,"options.pcaSource",n),function(t,e,r){if(u(t,e,r),2!==t.length)throw new Error('Invalid "'.concat(e,'" array length: expected 2 items, but got ').concat(t.length,' in "').concat(r,".").concat(e,'".'));var n=function(t,e){return function(t){if(Array.isArray(t))return t}(t)||function(t,e){var r=null==t?null:"undefined"!=typeof Symbol&&t[Symbol.iterator]||t["@@iterator"];if(null!=r){var n,o,i,s,a=[],u=!0,l=!1;try{if(i=(r=r.call(t)).next,0===e){if(Object(r)!==r)return;u=!1}else for(;!(u=(n=i.call(r)).done)&&(a.push(n.value),a.length!==e);u=!0);}catch(t){l=!0,o=t}finally{try{if(!u&&null!=r.return&&(s=r.return(),Object(s)!==s))return}finally{if(l)throw o}}return a}}(t,e)||o(t,e)||function(){throw new TypeError("Invalid attempt to destructure non-iterable instance.\nIn order to be iterable, non-array objects must have a [Symbol.iterator]() method.")}()}(t,2),i=n[0],s=n[1];if(f(i,{min:-100,max:s,allowDecimals:!1},"min",r),f(s,{min:i,max:100,allowDecimals:!1},"max",r),i===s)throw new Error('Invalid "min" can not be equal to "max" property in "'.concat(r,".").concat(e,'".'))}(m,"options.range",n),c(["minmax","zscore"],d,"options.type",n),null!==w&&f(w,{min:1,max:15,allowDecimals:!1},"decimals",n);var O={groupKey:s?"".concat(d,"_").concat(t,"_group_").concat(e.join("_")):"",groupKeyLen:e.length};return this.inputParams.push({key:n,params:[t,e,{type:d,group:s,range:m,lag:y,precomputed:O,decimals:w,pca:S,pcaSource:M}]}),this}}],e&&Or(t.prototype,e),Object.defineProperty(t,"prototype",{writable:!1}),t;var t,e}()})(),OHLCV_INDICATORS=n})();

package/index.js

@@ -67,6 +67,7 @@ export default class OHLCV_INDICATORS {
         this.precision = precision
         this.precisionMultiplier = calcPrecisionMultiplier(this, this.firstRow)
         this.scaledGroups = {}
+        this.scaledLabels = new Set()
 
         this.pushToMain = ({index, key, value}) => pushToMain({main: this, index, key, value})
         
@@ -456,9 +457,11 @@ export default class OHLCV_INDICATORS {
         validateNumber(size, {min: 1, max: this.len, allowDecimals: false}, 'size', methodName)
         validateArray(colKeys, 'colKeys', methodName)
 
-        const {group = false, range = [0, 1], lag = 0, type = 'minmax', decimals = null} = options
+        const {group = false, range = [0, 1], lag = 0, type = 'zscore', decimals = null, pca = false, pcaSource = false} = options
 
         validateBoolean(group, 'options.group', methodName)
+        validateBoolean(pca, 'options.pca', methodName)
+        validateBoolean(pcaSource, 'options.pcaSource', methodName)
         validateArrayOfRanges(range, 'options.range', methodName)
         validateArrayOptions(['minmax', 'zscore'], type, 'options.type', methodName)
 
@@ -468,7 +471,7 @@ export default class OHLCV_INDICATORS {
         const groupKeyLen = colKeys.length
         const precomputed = {groupKey, groupKeyLen}
 
-        this.inputParams.push({key: methodName, params: [size, colKeys, {type, group, range, lag, precomputed, decimals}]})
+        this.inputParams.push({key: methodName, params: [size, colKeys, {type, group, range, lag, precomputed, decimals, pca, pcaSource}]})
         return this
     }
 }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "3.5.1",
+  "version": "3.5.2",
   "description": "A JavaScript library featuring optimized trading indicators for OHLCV arrays [{open, high, low, close, value}]. This library is optimized for backtesting and trading bot development.",
   "main": "index.js",
   "type": "module",
@@ -12,7 +12,9 @@
   "author": "https://jaimelias.com/",
   "license": "ISC",
   "dependencies": {
-    "trading-signals": "^5.0.4"
+    "ml-pca": "^4.1.1",
+    "trading-signals": "^5.0.4",
+    "xy-scale": "^1.4.1"
   },
   "devDependencies": {
     "@babel/core": "^7.25.2",

package/src/core-functions/mainLoop.js

@@ -9,13 +9,15 @@ import { volumeOscillator } from "../oscillators/volumeOscillator.js";
 import { lag } from "../studies/lag.js";
 import { crossPairs } from "../studies/findCrosses.js";
 import { dateTime } from "../studies/dateTime.js";
-import { scaler } from "../studies/scaler.js";
+import { scaler } from "../machine-learning/scaler.js";
 import { atr } from "../volatility/atr.js";
 
 import { buildArray } from "../utilities/assignTypes.js";
 import {  numberFormater } from "../utilities/numberUtilities.js";
 import { dateFormaters } from "../utilities/dateUtilities.js";
 
+import { pca } from "../machine-learning/pca.js";
+
 // Map indicator keys to their respective functions
 const indicatorFunctions = {
   dateTime,
@@ -33,7 +35,7 @@ const indicatorFunctions = {
 
 
 export const mainLoop = (input, main) => {
-  const { len, inputParams, priceBased, precisionMultiplier, arrayTypes, verticalOhlcv, verticalOhlcvKeyNames, inputTypes, chunkProcess } = main;
+  const { len, inputParams, priceBased, precisionMultiplier, arrayTypes, verticalOhlcv, verticalOhlcvKeyNames, inputTypes, chunkProcess, scaledGroups } = main;
 
   validateInputParams(inputParams, len)
 
@@ -89,5 +91,7 @@ export const mainLoop = (input, main) => {
       }
   }
 
+  pca(main)
+
   verticalOhlcvKeyNames.push(...Object.keys(verticalOhlcv))
 }

package/src/machine-learning/pca.js

@@ -0,0 +1,69 @@
+import { PCA } from "ml-pca";
+
+export const pca = main => {
+
+    const {inputParams, invalidValueIndex, len, verticalOhlcv} = main
+    const startIndex = invalidValueIndex + 1
+
+    for(const rowParams of inputParams)
+    {
+        const {key: indicatorName, params} = rowParams
+
+        if(indicatorName !== 'scaler') continue
+
+        const [size, keyNames, options] = params
+
+        const {type, group, lag, pca: pcaBoolean, pcaSource} = options
+
+        if(!group || !pcaBoolean) continue
+
+        const scaledKeyNames = keyNames.map(v => `${type}_${size}_${v}`)
+        const laggedKeys = []
+
+        for (const k of scaledKeyNames) {
+            for (let step = 1; step <= lag; step++) {
+                laggedKeys.push(`${k}_lag_${step}`)
+            }
+        }
+
+        scaledKeyNames.push(...laggedKeys)
+
+
+        const diffLen = len - startIndex
+        const numCols = scaledKeyNames.length
+        const tempArr = new Array(diffLen)
+
+        for (let i = startIndex; i < len; i++) {
+
+            const row = new Float64Array(numCols);
+
+            let j = 0
+
+            for (const key of scaledKeyNames) {
+                row[j++] = verticalOhlcv[key][i]
+            }
+
+            tempArr[i - startIndex] = row
+        }
+
+        if(!pcaSource)
+        {
+            for (const key of scaledKeyNames) {
+                delete verticalOhlcv[key]
+            }
+        }
+
+        const pca = new PCA(tempArr)
+        const predictions = [...pca.predict(tempArr)]
+
+        const verticalKey = `pca_${type}_${size}`
+        verticalOhlcv[verticalKey] = new Array(len).fill(null)
+
+        for(let x = 0; x < predictions.length; x++)
+        {
+            verticalOhlcv[verticalKey][x + startIndex + 1] = predictions[x]
+        }
+
+    }
+
+}

package/src/{studies → machine-learning}/scaler.js

@@ -19,7 +19,13 @@ export const scaler = (main, index, size, colKeys, {type, group, range, lag, pre
     const prefix = `${type}_${size}`;
   
     if (index === 0) {
-      const { len } = main;
+      const { len, scaledLabels } = main;
+
+      if(scaledLabels.has(prefix))
+      {
+        throw new Error(`Method "scaler" cannot have both "size" and "options.type" parameters specified together.`)
+      }
+      scaledLabels.add(prefix)
   
       if(!instances.hasOwnProperty('scaler'))
       {