ohlcv-indicators 3.5.85 → 3.5.86

package/dist/ohlcv-indicators.min.js

@@ -1 +1 @@
-var OHLCV_INDICATORS;(()=>{"use strict";const e={d:(t,i)=>{for(var s in i)e.o(i,s)&&!e.o(t,s)&&Object.defineProperty(t,s,{enumerable:!0,get:i[s]})},o:(e,t)=>Object.prototype.hasOwnProperty.call(e,t)};let t={};(()=>{e.d(t,{default:()=>ee});const i=(e,t)=>{if(0===e.length)return!1;for(let i=0;i<e.length;i++){const s=e[i][t];if(null==s||Number.isNaN(s))return!1}return!0},s=(e,t)=>{if(!Array.isArray(e))throw new Error('Property "inputParams" must be an "Array" or "Set".');for(const i of e){if(!i||"string"!=typeof i.key||!Array.isArray(i.params))throw new TypeError("Each inputParams entry must have an indicator key and a params array.");if(void 0!==i.order&&!Number.isFinite(i.order))throw new TypeError("Indicator order must be a finite number when provided.");const{params:e}=i;for(const i of e)if("number"==typeof i&&i>t)throw console.log(i,t),new Error("At least one of the params of the indicator is greater than the input OHLCV length. Make sure to have enough datapoints in the input OHLCV.")}},o=e=>{if(!0===e.isComputing)throw Error("You cannot add indicators while computation is in progress.");if(!0===e.isComputed)throw Error('ohlcv is already computed, you can not add new indicators after "compute", "getLastValues" or "getData" methods are called.')},n=(e,t,i)=>{if(!Array.isArray(e))throw new Error(`Param "${t}" must be an array in "${i}".`);return!0},r=(e,t,i)=>{if(e instanceof Object==0)throw new Error(`Param "${t}" must be an object in "${i}".`);return!0},a=(e,t,i,s)=>{if(n(e,"arrayOptions",`${s}.${i}.validateArrayOptions`),!e.includes(t.toString()))throw new Error(`Param "${i}" must be any of the following values [${e.join(", ")}] in "${s}".`);return!0},l=(e,t,i)=>{if("boolean"!=typeof e)throw new Error(`Param "${t}" must be an boolean in "${i}".`);return!0},c=(e,t,i,s)=>{r(t,"options",`${s}.${i}.validateNumber`);const{allowDecimals:o=!1,min:n,max:a}=t,l=o?"number":"integer";if("number"!=typeof e||!1===o&&!Number.isInteger(e))throw new Error(`Param "${i}" must be an ${l} in "${s}".`);if(void 0!==n&&"number"!=typeof n)throw new Error(`Param "min" must be a valid ${l} (if provided) in "${s}.${i}.validateNumber".`);if(void 0!==a&&"number"!=typeof a)throw new Error(`Param "max" must be a valid ${l} (if provided) in "${s}.${i}.validateNumber".`);if(void 0!==n&&void 0!==a&&n>=a)throw new Error(`Param "min" must be less than "max" in "${s}.${i}.validateNumber".`);if(void 0!==n&&e<n)throw new Error(`Param "${i}" must be an ${l} ≥ ${n} in "${s}".`);if(void 0!==a&&e>a)throw new Error(`Param "${i}" must be an ${l} ≤ ${a} in "${s}".`);return!0},h=(e,t,i)=>{if("string"!=typeof e||!e.length)throw new Error(`Invalid "${t}" property in "${i}". Only strings are accepted.`);return!0},u=(e,t,i,s)=>{if(0!==i)return!0;const o=[];for(const s of Object.keys(e)){const e=t[s]?.[i];("volume"===s?Number.isFinite(e)&&e>=0:Number.isFinite(e)&&e>0)||o.push(s)}if(o.length>0)throw new TypeError(`Invalid or missing input value(s) [${o.join(", ")}] at index ${i} in "${s}".`);return!0};class p extends Error{constructor(e="Not enough data"){super(e),this.name="NotEnoughDataError"}}class m{constructor(){this.result=void 0}get isStable(){return void 0!==this.result}getResult(){if(!this.isStable)throw new p;return this.result}}class d extends m{constructor(){super(),this.previousResult=void 0,this.highest=void 0,this.lowest=void 0,this.previousHighest=void 0,this.previousLowest=void 0}setResult(e,t=!1){return t&&(this.highest=this.previousHighest,this.lowest=this.previousLowest,this.result=this.previousResult),void 0===this.highest?this.highest=e:(this.previousHighest=this.highest,e>this.highest&&(this.highest=e)),void 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this.count<i?s[this.count++]=e:(s[this.head]=e,++this.head===i&&(this.head=0));if(this.count===i){let e=0;for(let t=this.head;t<i;t++)e+=s[t];for(let t=0;t<this.head;t++)e+=s[t];return this.setResult(e/i,t)}}}class v extends d{constructor(e){super(),this.interval=e,this.indicator=new f(e),this.smoothingFactor=1/e}update(e,t=!1){if(void 0===this.result){const i=this.indicator.update(e);if(void 0!==i)return this.indicator=void 0,this.setResult(i,t)}else{if(t&&void 0!==this.previousResult){const i=(e-this.previousResult)*this.smoothingFactor;return this.setResult(i+this.previousResult,t)}if(!t){const i=(e-this.result)*this.smoothingFactor;return this.setResult(i+this.result,t)}}}}class y extends d{constructor(e,t=v){super(),this.interval=e,this.avgGain=new t(e),this.avgLoss=new t(e),this.maxValue=100,this.priceCount=0,this.previousPrice=void 0,this.currentPrice=void 0}update(e,t=!1){if(t&&0!==this.priceCount||(this.previousPrice=this.currentPrice,this.priceCount<2&&this.priceCount++),this.currentPrice=e,this.priceCount<2)return;const i=this.previousPrice;if(e>i?(this.avgLoss.update(0,t),this.avgGain.update(e-i,t)):(this.avgLoss.update(i-e,t),this.avgGain.update(0,t)),this.avgGain.isStable){const e=this.avgLoss.getResult();if(0===e)return this.setResult(100,t);const i=this.avgGain.getResult()/e;return this.setResult(this.maxValue-this.maxValue/(i+1),t)}}}class w extends d{constructor(){super(),this.previousCandle=void 0,this.twoPreviousCandle=void 0}update(e,t=!1){const{high:i,low:s}=e,o=i-s;if(this.previousCandle&&t&&(this.previousCandle=this.twoPreviousCandle),this.previousCandle){const n=Math.abs(i-this.previousCandle.close),r=Math.abs(s-this.previousCandle.close);return this.twoPreviousCandle=this.previousCandle,this.previousCandle=e,this.setResult(Math.max(o,n,r),t)}return this.twoPreviousCandle=this.previousCandle,this.previousCandle=e,this.setResult(o,t)}}class b extends d{constructor(e,t=v){super(),this.interval=e,this.tr=new w,this.smoothing=new t(e)}update(e,t=!1){const i=this.tr.update(e,t);if(this.smoothing.update(i,t),this.smoothing.isStable)return this.setResult(this.smoothing.getResult(),t)}}class $ extends d{constructor(e,t=v){super(),this.interval=e,this.atr=new b(e,t),this.movesDown=new t(e),this.movesUp=new t(e),this.previousCandle=void 0,this.mdi=void 0,this.pdi=void 0}updateState(e,t=0,i=0){this.atr.update(e),this.movesUp.update(t),this.movesDown.update(i),this.previousCandle=e}update(e){if(!this.previousCandle)return void this.updateState(e);const t=e.high-this.previousCandle.high,i=this.previousCandle.low-e.low,s=t<0||t<i?0:t,o=i<0||i<t?0:i;if(this.updateState(e,s,o),this.movesUp.isStable){const e=this.atr.getResult();this.pdi=this.movesUp.getResult()/e,this.mdi=this.movesDown.getResult()/e;const t=Math.abs(this.pdi-this.mdi),i=this.pdi+this.mdi;return 0===i?this.setResult(0,!1):this.setResult(t/i*100,!1)}}}class _ extends d{constructor(e,t=v){super(),this.interval=e,this.adx=new t(e),this.dx=new $(e,t)}get mdi(){return this.dx.mdi}get pdi(){return this.dx.pdi}update(e,t=!1){const i=this.dx.update(e);if(void 0!==i&&this.adx.update(i),this.adx.isStable)return this.setResult(this.adx.getResult(),t)}}class N extends m{constructor(e,t=2){super(),this.interval=e,this.deviationMultiplier=t,this.prices=new Float64Array(e),this.count=0,this.head=0}update(e){if("number"==typeof e||Array.isArray(this.prices)||(this.prices=Array.from(this.prices)),this.count<this.interval)return void(this.prices[this.count++]=e);this.prices[this.head]=e,this.head=(this.head+1)%this.interval;let t=0,i=this.head;for(let e=0;e<this.count;e++)t+=this.prices[i],++i===this.interval&&(i=0);const s=this.count?t/this.count:0;let o=s;if(!o&&Array.isArray(this.prices)){t=0,i=this.head;for(let 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e.pushToMain({index:t,key:h,value:g})},H=e=>null==e||!Number.isFinite(e),B=(e,t)=>(e-t)/t,V="close",K=Symbol("lagColumns"),U=(e,t)=>{const i=new Uint8Array(t);return i[e]=1,i},z=(e,t)=>e>t,Z=(e,t)=>e<t;class G{constructor(){Object.assign(this,{interval:0,prevState:.5,prevFast:NaN,prevSlow:NaN,prevHigh:NaN,prevLow:NaN,areHighAndLowUndefined:!1})}update(e,{fast:t,high:i,slow:s,low:o}){let n=this.prevState;this.areHighAndLowUndefined||void 0!==i&&void 0!==o||(this.areHighAndLowUndefined=!0),Number.isNaN(t)||Number.isNaN(s)||((e,t)=>e===t)(t,s)?n=.5:z(t,s)?n=this.areHighAndLowUndefined?1:[o,s,this.prevLow,this.prevSlow].every(e=>!Number.isNaN(e))&&Z(o,s)&&z(this.prevLow,this.prevSlow)?0:1:Z(t,s)&&(n=this.areHighAndLowUndefined?0:[i,s,this.prevHigh,this.prevSlow].every(e=>!Number.isNaN(e))&&z(i,s)&&Z(this.prevHigh,this.prevSlow)?1:0),.5===n?this.interval=0:1===n?this.prevState<=.5?this.interval=1:this.interval++:0===n&&(this.prevState>=.5?this.interval=-1:this.interval--),Object.assign(this,{prevState:n,prevFast:t,prevSlow:s,prevHigh:i,prevLow:o})}getResult(){return this.interval}}const Y=["Sun","Mon","Tue","Wed","Thu","Fri","Sat"],q=e=>null==e||!Number.isFinite(e),J={candleFeatures:(e,t,{lag:i,colKeys:s,retLogs:o})=>{const{verticalOhlcv:n,priceBased:r,scaledGroups:a}=e,l=(e,t)=>o?Math.log(e/t):(e-t)/t,c=o?"ret_log_":"ret_";if(0===t){u({open:!0,high:!0,low:!0,close:!0},n,t,"candleFeatures");const 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e.pushToMain({index:t,key:`${c}change`,value:$}),e.pushToMain({index:t,key:`${c}mid_price_change`,value:_}),e.pushToMain({index:t,key:`${c}upper_wick`,value:N}),e.pushToMain({index:t,key:`${c}lower_wick`,value:x}),e.pushToMain({index:t,key:`${c}gap`,value:k}),e.pushToMain({index:t,key:`${c}body`,value:O}),void e.pushToMain({index:t,key:`${c}range`,value:T});const M={[`${c}change`]:$,[`${c}mid_price_change`]:_,[`${c}upper_wick`]:N,[`${c}lower_wick`]:x,[`${c}gap`]:k,[`${c}body`]:O,[`${c}range`]:T};let S=!1;for(const e of s){const i=n[e][t];if(q(i)){S=!0;break}const s=l(f,i);M[`${c}${e}`]=s}if(!S)for(const[i,s]of Object.entries(M))e.pushToMain({index:t,key:i,value:s})},dateTime:(e,t,{lag:i,oneHot:s,precompute:o})=>{const{instances:n,verticalOhlcv:r}=e,{prefix:a}=o;if(0===t){const{dateType:t}=e;if(!t)throw Error('dateTime method found and invalid "date" in input ohlcv');Object.assign(n,{dateTime:{formatter:new 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e.pushToMain({index:t,key:`${p}_position${g}`,value:s})}e.pushToMain({index:t,key:`${p}_upper${g}`,value:w}),e.pushToMain({index:t,key:`${p}_middle${g}`,value:b}),e.pushToMain({index:t,key:`${p}_lower${g}`,value:$})},volumeOscillator:(e,t,i,s,{lag:o,retLogs:n})=>{const{verticalOhlcv:r,instances:a}=e,l=n?`ret_log_volume_oscillator_${i}_${s}`:`volume_oscillator_${i}_${s}`;0===t&&(u({volume:!0},r,t,"volumeOscillator"),Object.assign(a,{[l]:{fastEMA:new g(i),slowEMA:new g(s)}}),I(e,[{key:l}],{lag:o}));const{fastEMA:c,slowEMA:h}=a[l],p=r.volume[t];if(0===p)return;c.update(p),h.update(p);const m=c.isStable?c.getResult():NaN,d=h.isStable?h.getResult():NaN;let f=NaN;Number.isNaN(m)||Number.isNaN(d)||(f=n?O(m,d):100*(m-d)/d,e.pushToMain({index:t,key:l,value:f}))},crossPairs:(e,t,i,{oneHot:s,limit:o})=>{const{verticalOhlcv:n,verticalOhlcvTempCols:r,instances:a,len:l,precision:c,precisionMultiplier:h,priceBased:u}=e;for(const{fast:p,slow:m}of i){const i=`${p}_x_${m}`;if(0===t){if("number"==typeof m){const e=m.toString();r.add(e);const t=c&&("price"===p||u.has(p)),i=t?M(e,h):m,s=m>=-125&&m<=125&&!1===t?"Int8Array":"Float64Array";n[e]=L(s,l,i)}a.hasOwnProperty("crossPairs")||(a.crossPairs={}),a.crossPairs[i]={run:new G,min:1/0,max:-1/0},I(e,[{key:i,type:null!==o&&o<=125?"Int8Array":"Float64Array",fill:0},{key:`one_hot_${i}`,type:"Array",enabled:s}])}else if(t+1===l){if("price"!==p&&!n.hasOwnProperty(p))throw new Error(`crossPairs invalid param: fast "${p}" not found in "verticalOhlcv": ${JSON.stringify(Object.keys(n))}`);if(!n.hasOwnProperty(m))throw new Error(`crossPairs invalid param: slow "${m}" not found in "verticalOhlcv": ${JSON.stringify(Object.keys(n))}`)}if("price"!==p&&!n.hasOwnProperty(p))return;if(!n.hasOwnProperty(m))return;const{run:d}=a.crossPairs[i];if("price"===p){const e=n.close[t],i=n[m][t];d.update(t,{fast:e,slow:i,high:n.high[t],low:n.low[t]})}else{const e=n[p][t],i=n[m][t];d.update(t,{fast:e,slow:i})}const g=d.getResult(),f=null!==o?Math.min(Math.max(g,-o),o):g;if(e.pushToMain({index:t,key:i,value:f}),s){const s=f+o,n=2*o+1;e.pushToMain({index:t,key:`one_hot_${i}`,value:U(s,n)})}}},lag:(e,t,i,s)=>{const{verticalOhlcv:o,priceBased:n,instances:r}=e;if(0===t){const t=new Map;for(const r of i){if(!o.hasOwnProperty(r))throw new Error(`Lag processing invoked by col "${r}" was not found in "verticalOhlcv".`);const i=n.has(r),a=Array.isArray(o[r])?"Array":"Float64Array",l=[],c=[];for(let e=1;e<=s;e++){const t=`${r}_lag_${e}`;l.push({key:t,type:a,priceBased:i,includeInLag:!1}),c.push(t)}I(e,l),t.set(r,c)}r[K]||(r[K]=new WeakMap),r[K].set(i,t)}const a=r[K]?.get(i);for(const n of i){const i=a?.get(n),r=o[n],l=Array.isArray(r)?null:NaN;for(let o=1;o<=s;o++){const s=i?.[o-1]??`${n}_lag_${o}`,a=t-o,c=a<0||null==r[a]?l:r[a];e.pushToMain({index:t,key:s,value:c})}}}},W=({main:e,skipNull:t=!1,startIndex:i=0,dateFormat:s})=>{const{verticalOhlcv:o,invalidValueIndex:n,len:r,verticalOhlcvKeyNames:a,verticalOhlcvTempCols:l,priceBased:c,precision:h,precisionMultiplier:u}=e;if(0===a.length)return[];const p=h&&"number"==typeof u?T(u):void 0,m=t&&n>=0?n+1:0,d=Math.max(m,i),g=r-d,f=Array.from({length:g},()=>({}));for(const[e,t]of Object.entries(o))if(!l.has(e))if("date"===e){const i=C[s];for(let s=d;s<r;s++)f[s-d][e]=i(t[s])}else if(h&&c.has(e)){const i=P;for(let s=d;s<r;s++){const o=t[s];f[s-d][e]=null==o||Number.isNaN(o)?o:i(o,u,p)}}else for(let i=d;i<r;i++)f[i-d][e]=t[i];return f},Q=(e,t=new Set)=>{if(null===e||"string"==typeof e||"boolean"==typeof e)return e;if("number"==typeof e&&Number.isFinite(e))return e;if("object"!=typeof e||null===e)throw new TypeError("Configuration values must be JSON-safe: no undefined, non-finite numbers, or functions.");if(t.has(e))throw new TypeError("Configuration must not contain circular references.");const i=Object.getPrototypeOf(e);if(!Array.isArray(e)&&i!==Object.prototype&&null!==i)throw new TypeError("Configuration must contain only plain objects and arrays.");if(Object.getOwnPropertySymbols(e).length)throw new TypeError("Configuration must not contain symbol keys.");t.add(e);const s=Array.isArray(e)?Array.from(e,e=>Q(e,t)):Object.fromEntries(Object.entries(e).map(([e,i])=>[e,Q(i,t)]));return t.delete(e),s},X=e=>{if(null!==e&&"object"==typeof e){for(const t of Object.values(e))X(t);Object.freeze(e)}return e};class ee{constructor({input:e,ticker:t=null,chunkProcess:i=2e3,config:o={}}){if(null===o||Array.isArray(o)||"object"!=typeof o)throw new TypeError('Constructor "config" must be a plain object.');const r=Q(o),u=["schemaVersion","precision","useFullNames","inputParams","dateFormat","skipNull","timeZone"];for(const e of Object.keys(r))if(!u.includes(e))throw new Error(`Unknown configuration option "${e}".`);const{schemaVersion:p=1,precision:m=!1,useFullNames:d=!1,inputParams:g=null,dateFormat:f="milliseconds",skipNull:v=!0,timeZone:y=Intl.DateTimeFormat().resolvedOptions().timeZone}=r;if(1!==p)throw new Error(`Unsupported configuration schemaVersion: ${p}.`);l(v,"config.skipNull","constructor"),h(f,"config.dateFormat","constructor"),a(Object.keys(C),f,"config.dateFormat","constructor"),h(y,"config.timeZone","constructor");const w=new Intl.DateTimeFormat("en-US",{timeZone:y}).resolvedOptions().timeZone;if(this.config=Object.freeze({schemaVersion:p,precision:m,useFullNames:d,dateFormat:f,skipNull:v,timeZone:w}),this.timeZone=w,n(e,"input",null!==t?`contructor ${t}`:"constuctor"),0===e.length)throw Error("input OHLCV must not be empty: "+t);c(i,{min:100,max:5e4,allowDecimals:!1},"chunkProcess","constructor"),l(m,"precision","contructor"),l(d,"config.useFullNames","constructor"),this.chunkProcess=i,this.input=[...e],this.len=this.input.length,this.firstRow=this.input[0],this.precision=m,this.useFullNames=d;const b=["open","high","low","close","mid_price"];this.initialPriceBased=new Set(b),this.priceBased=new Set(b),this.precisionMultiplier=(e=>{const{precision:t,firstRow:i,initialPriceBased:s}=e;if(!1===t)return 1;let o=1;for(const[e,t]of Object.entries(i)){if(!s.has(e))continue;if("string"!=typeof t||!/^\d+(\.\d+)?$/.test(t))throw new Error(`If "precision" is set to true all the "open", "high", "low" and "close" values must be numeric strings like "123.45" with no commas or currency symbols. Property "${e}" had the value "${t}" type ${typeof t}.`);const[i,n=""]=t.split("."),r=Number(i);let a=4;if(0===Math.abs(r)){const e=n.length,t=Math.max(4,e),i=n.search(/[1-9]/);if(-1===i)a=t;else{const e=i+1+5;a=Math.max(t,e)}}const l=10**a;l>o&&(o=l)}return o})(this);const{inputTypes:$,arrayTypes:_}=(e=>{const{firstRow:t,precision:i,initialPriceBased:s}=e,o={},n={},r=new Map;for(const[e,a]of Object.entries(t))if("date"===e)o[e]=D(a),n[e]="Array";else if("volume"===e)o[e]=F(a,!0),n[e]="Float64Array";else if(s.has(e))o[e]=F(a,!0,i),n[e]="Float64Array",r.set(e,o[e]);else{const t=F(a,!1,i);o[e]=t,n[e]="number"===t?"Float64Array":"Array"}if(new Set(r.values()).size>1){const e=[...r.entries()].map(([e,t])=>`${e}: "${t}"`).join(", ");throw new Error(`Inconsistent types among price-based columns — ${e}. All initialPriceBased columns must share the same numeric type.`)}return n.hasOwnProperty("open")&&n.hasOwnProperty("close")&&(n.mid_price=n.open,o.mid_price=o.open),{inputTypes:o,arrayTypes:n}})(this);if(this.inputTypes=$,this.arrayTypes=_,!this.firstRow.hasOwnProperty("close"))throw Error(`input OHLCV array objects require at least "close" property: ${t}`);return this.dateType=this.inputTypes.date?this.inputTypes.date:null,this.isComputed=!1,this.isComputing=!1,this.executionParams=[],this.instances={},this.verticalOhlcv={},this.verticalOhlcvKeyNames=[],this.verticalOhlcvTempCols=new Set,this.utilities={},this.invalidValueIndex=-1,this.scaledGroups={},this.isAlreadyComputed=new Set,this.pushToMain=({index:e,key:t,value:i})=>{this.verticalOhlcv[t][e]=i},null!==g?(s(g,this.len),this.inputParams=X(Q(g)),this.compute()):this.inputParams=Object.freeze([]),this}exportConfig(){return{...this.config,inputParams:Q(this.inputParams)}}_registerIndicator(e){return o(this),this.inputParams=Object.freeze([...this.inputParams,X(Q(e))]),this}getData(e={}){this.compute();const{skipNull:t=this.config.skipNull,dateFormat:i=this.config.dateFormat}=e;return a(Object.keys(C),i,"dateFormat","getData"),r(e,"options","getData"),W({main:this,skipNull:t,startIndex:0,dateFormat:i})}getLastValues(e={}){this.compute();const{dateFormat:t=this.config.dateFormat}=e;return a(Object.keys(C),t,"dateFormat","getData"),W({skipNull:!1,main:this,startIndex:this.len-1,dateFormat:t})[0]}compute(){if(this.isComputed)return this;if(this.isComputing)throw new Error("Computation is already in progress.");if(this.executionParams=Q(this.inputParams).sort((e,t)=>(e.order??0)-(t.order??0)),this.isComputed=!1,this.len>0){this.isComputing=!0;try{((e,t)=>{const{len:o,arrayTypes:n,verticalOhlcv:r,verticalOhlcvKeyNames:a,inputTypes:l,chunkProcess:c,precisionMultiplier:h,executionParams:u}=t;s(u,o);for(const{key:e}of u)if(!Object.prototype.hasOwnProperty.call(J,e))throw new Error(`Unknown indicator "${e}" in configuration.`);for(const e of Object.keys(l))r[e]=L(n[e],o);const p=Object.entries(l).map(([e,t])=>{const i=S.hasOwnProperty(t);return{key:e,formatter:i?S[t]:A.hasOwnProperty(t)?A[t]:null,numeric:i}}),m="number"==typeof h?T(h):void 0;let d=null;for(let s=0;s<o;s+=c){const n=Math.min(s+c,o);for(let o=s;o<n;o++){const s=e[o];for(const{key:e,formatter:i,numeric:n}of p){const r=s[e];if(void 0===r)continue;const a=null===i?r:n?i(r,h,m):i(r);t.pushToMain({index:o,key:e,value:a})}const n=(r.open[o]+r.close[o])/2;t.pushToMain({index:o,key:"mid_price",value:n});for(const{key:e,params:i}of u)J[e](t,o,...i);e[o]=null,null===d&&(d=Object.values(r)),i(d,o)||(t.invalidValueIndex=o)}}a.push(...Object.keys(r))})(this.input,this)}finally{this.isComputing=!1}this.isComputed=!0,this.input=[],this.instances={},this.firstRow=[]}return this}crossPairs(e=[],t={}){const i="crossPairs";o(this),n(e,"arr",i),r(t,"options",i);const{limit:s=null,oneHot:a=!1}=t;null!==s&&c(s,{min:2,max:this.len},"options.limit",i),l(a,"options.oneHot",i);const h=[];for(const{fast:t="",slow:i=""}of e){if(""===t||""===i)throw new Error(`Invalid crossPairs[${t}_${i}]: Object property “fast” must be a non-null column name and “slow” must be a non-null column name or integer.`);h.push(t.toString(),i.toString())}if(this.isAlreadyComputed.has(i))throw new Error(`You can only call the "${i}" method once.`);return this.isAlreadyComputed.add(i),this._registerIndicator({key:i,params:[e,{limit:s,oneHot:a}]}),this}lag(e=["close"],t=1){const i="lag";o(this),n(e,"colKeys",i);const s=e.find(e=>"string"!=typeof e||""===e);if(void 0!==s)throw new Error(`Invalid item "${s}" (column name) in "colKeys" array param of "${i}()".`);return c(t,{min:1,max:this.len,allowDecimals:!1},"lookback",i),this._registerIndicator({key:i,params:[e,t]}),this}relativeVolume(e=10,t={}){const i="relativeVolume";if(!this.inputTypes.hasOwnProperty("volume"))throw new Error('If "relativeVolume" is called the input ohlcv must contain valid volume properties.');o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"size",i),r(t,"options",i);const{lag:s=0,retLogs:n=!1}=t;return c(s,{min:0,max:this.len,allowDecimals:!1},"options.lag",i),l(n,"options.retLogs",i),this._registerIndicator({key:i,order:0,params:[e,{lag:s,retLogs:n}]}),this}volumeDelta(e={}){const t="volumeDelta";if(!this.inputTypes.hasOwnProperty("volume"))throw new Error('If "volumeDelta" is called the input ohlcv must contain valid volume properties.');o(this),r(e,"options",t);const{lag:i=0}=e;return c(i,{min:0,max:this.len,allowDecimals:!1},"options.lag",t),this._registerIndicator({key:t,order:0,params:[{lag:i}]}),this}atr(e=14,t={}){const i="atr";o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"size",i),r(t,"options",i);const{lag:s=0,retLogs:n=!1}=t;return c(s,{min:0,max:this.len,allowDecimals:!1},"options.lag",i),l(n,"options.retLogs",i),this._registerIndicator({key:i,order:0,params:[e,{lag:s,retLogs:n}]}),this}adx(e=14,t={}){const i="adx";o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"size",i),r(t,"options",i);const{lag:s=0,retLogs:n=!1}=t;return c(s,{min:0,max:this.len,allowDecimals:!1},"options.lag",i),l(n,"options.retLogs",i),this._registerIndicator({key:i,order:0,params:[e,{lag:s,retLogs:n}]}),this}ema(e=5,t={}){const i="ema";o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"size",i),r(t,"options",i);const{target:s="close",lag:n=0,retLogs:a=!1}=t;return h(s,"options.target",i),c(n,{min:0,max:this.len,allowDecimals:!1},"options.lag",i),l(a,"options.retLogs",i),this._registerIndicator({key:i,params:[i,e,{target:s,lag:n,retLogs:a}]}),this}sma(e=5,t={}){const i="sma";o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"size",i),r(t,"options",i);const{target:s="close",lag:n=0,retLogs:a=!1}=t;return h(s,"options.target",i),c(n,{min:0,max:this.len,allowDecimals:!1},"options.lag",i),l(a,"options.retLogs",i),this._registerIndicator({key:i,params:[i,e,{target:s,lag:n,retLogs:a}]}),this}heikenAshi(e=null,t=null,i={}){const s="heikenAshi";o(this);const n=null===e&&null===t;!1===n&&(c(e,{min:1,max:this.len,allowDecimals:!1},"smoothLength",s),c(t,{min:1,max:this.len,allowDecimals:!1},"afterSmoothLength",s)),r(i,"options",s);const{lag:a=0,retLogs:h=!1}=i;return c(a,{min:0,max:this.len,allowDecimals:!1},"options.lag",s),l(h,"option.retLogs",s),this._registerIndicator({key:s,order:0,params:[e,t,{lag:a,noSmoothing:n,retLogs:h}]}),this}stochastic(e=14,t=3,i=3,s={}){const n="stochastic";o(this);const{len:a}=this;c(e,{min:1,max:a,allowDecimals:!1},"kPeriod",n),c(t,{min:1,max:a,allowDecimals:!1},"kSlowingPeriod",n),c(i,{min:1,max:a,allowDecimals:!1},"dPeriod",n),r(s,"options",n);const{lag:h=0,retLogs:u}=s;return c(h,{min:0,max:a,allowDecimals:!1},"options.lag",n),l(u,"retLogs",n),this._registerIndicator({key:n,params:[e,t,i,{lag:h,retLogs:u}]}),this}macd(e=12,t=26,i=9,s={}){const n="macd";o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"fast",n),c(t,{min:1,max:this.len,allowDecimals:!1},"slow",n),c(i,{min:1,max:this.len,allowDecimals:!1},"signal",n),r(s,"options",n);const{target:a="close",lag:l=0}=s;h(a,"options.target",n),c(l,{min:0,max:this.len,allowDecimals:!1},"options.lag",n);const u={instanceKey:`${e}_${t}_${i}${"close"===a?"":`_${a}`}`};return this._registerIndicator({key:n,params:[e,t,i,{target:a,lag:l,precomputed:u}]}),this}bollingerBands(e=20,t=2,i={}){const s="bollingerBands";o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"size",s),c(t,{min:.01,max:50,allowDecimals:!0},"stdDev",s),r(i,"options",s);const{lag:n=0,retLogs:a=!1}=i;return c(n,{min:0,max:this.len,allowDecimals:!1},"options.lag",s),l(a,"options.retLogs",s),this._registerIndicator({key:s,params:[e,t,{lag:n,retLogs:a}]}),this}rsi(e=14,t={}){const i="rsi";o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"size",i),r(t,"options",i);const{target:s="close",lag:n=0,retLogs:a=!1}=t;return h(s,"options.target",i),c(n,{min:0,max:this.len,allowDecimals:!1},"options.lag",i),l(a,"retLogs",i),this._registerIndicator({key:i,params:[e,{target:s,lag:n,retLogs:a}]}),this}mfi(e=14,t={}){const i="mfi";o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"size",i),r(t,"options",i);const{lag:s=0,retLogs:n=!1}=t;return c(s,{min:0,max:this.len,allowDecimals:!1},"options.lag",i),l(n,"options.retLogs",i),this._registerIndicator({key:i,params:[e,{lag:s,retLogs:n}]}),this}cmf(e=20,t={}){const i="cmf";if(!this.inputTypes.hasOwnProperty("volume"))throw new Error('If "cmf" is called the input ohlcv must contain valid volume properties.');o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"size",i),r(t,"options",i);const s=Object.keys(t).find(e=>"lag"!==e);if(s)throw new Error(`Unsupported option "${s}" in "cmf"; only "lag" is available.`);const{lag:n=0}=t;return c(n,{min:0,max:this.len,allowDecimals:!1},"options.lag",i),this._registerIndicator({key:i,params:[e,{lag:n}]}),this}donchianChannels(e=20,t=0,i={}){const s="donchianChannels";o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"size",s),c(t,{min:0,max:this.len,allowDecimals:!1},"offset",s),r(i,"options",s);const{lag:n=0,retLogs:a=!1}=i;return c(n,{min:0,max:this.len,allowDecimals:!1},"options.lag",s),l(a,"options.retLogs",s),this._registerIndicator({key:s,order:0,params:[e,t,{lag:n,retLogs:a}]}),this}volumeOscillator(e=5,t=10,i={}){const s="volumeOscillator";if(!this.inputTypes.hasOwnProperty("volume"))throw new Error('If "volumeOscillator" is called the input ohlcv must contain valid volume properties.');o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"fastsize",s),c(t,{min:e,max:this.len,allowDecimals:!1},"slowsize",s),r(i,"options",s);const{lag:n=0,retLogs:a=!1}=i;return c(n,{min:0,max:this.len,allowDecimals:!1},"options.lag",s),l(a,"retLogs",s),this._registerIndicator({key:s,order:0,params:[e,t,{lag:n,retLogs:a}]}),this}dateTime(e={}){const t="dateTime";o(this),r(e,"options",t);const{lag:i=0,oneHot:s=!1}=e;c(i,{min:0,max:this.len,allowDecimals:!1},"options.lag",t),l(s,"options.oneHot",t);const n=s?"one_hot_":"",a={[`${n}month`]:12,[`${n}day_of_the_month`]:31,[`${n}day_of_the_week`]:7,[`${n}hour`]:24,[`${n}minute`]:60},h={prefix:n,colKeySizes:a,colKeys:Object.keys(a)};return this._registerIndicator({key:t,order:0,params:[{lag:i,oneHot:s,precompute:h}]}),this}candleFeatures(e={}){let t="candleFeatures";o(this),r(e,"options",t);const{lag:i=0,colKeys:s=[],retLogs:a=!1}=e;return c(i,{min:0,max:this.len,allowDecimals:!1},"options.lag",t),n(s,"options.colKeys",t),l(a,"retLogs",t),this._registerIndicator({key:t,params:[{lag:i,colKeys:s,retLogs:a}]}),this}}})(),OHLCV_INDICATORS=t.default})();
+var OHLCV_INDICATORS;(()=>{"use strict";const e={d:(t,s)=>{for(var i in s)e.o(s,i)&&!e.o(t,i)&&Object.defineProperty(t,i,{enumerable:!0,get:s[i]})},o:(e,t)=>Object.prototype.hasOwnProperty.call(e,t)};let t={};(()=>{e.d(t,{default:()=>ie});const s=(e,t)=>{if(0===e.length)return!1;for(let s=0;s<e.length;s++){const i=e[s][t];if(null==i||Number.isNaN(i))return!1}return!0},i=(e,t)=>{if(!Array.isArray(e))throw new Error('Property "inputParams" must be an "Array" or "Set".');for(const s of e){if(!s||"string"!=typeof s.key||!Array.isArray(s.params))throw new TypeError("Each inputParams entry must have an indicator key and a params array.");if(void 0!==s.order&&!Number.isFinite(s.order))throw new TypeError("Indicator order must be a finite number when provided.");const{params:e}=s;for(const s of e)if("number"==typeof s&&s>t)throw console.log(s,t),new Error("At least one of the params of the indicator is greater than the input OHLCV length. Make sure to have enough datapoints in the input OHLCV.")}},o=e=>{if(!0===e.isComputing)throw Error("You cannot add indicators while computation is in progress.");if(!0===e.isComputed)throw Error('ohlcv is already computed, you can not add new indicators after "compute", "getLastValues" or "getData" methods are called.')},r=(e,t,s)=>{if(!Array.isArray(e))throw new Error(`Param "${t}" must be an array in "${s}".`);return!0},n=(e,t,s)=>{if(e instanceof Object==0)throw new Error(`Param "${t}" must be an object in "${s}".`);return!0},a=(e,t,s,i)=>{if(r(e,"arrayOptions",`${i}.${s}.validateArrayOptions`),!e.includes(t.toString()))throw new Error(`Param "${s}" must be any of the following values [${e.join(", ")}] in "${i}".`);return!0},l=(e,t,s)=>{if("boolean"!=typeof e)throw new Error(`Param "${t}" must be an boolean in "${s}".`);return!0},c=(e,t,s,i)=>{n(t,"options",`${i}.${s}.validateNumber`);const{allowDecimals:o=!1,min:r,max:a}=t,l=o?"number":"integer";if("number"!=typeof e||!1===o&&!Number.isInteger(e))throw new Error(`Param "${s}" must be an ${l} in "${i}".`);if(void 0!==r&&"number"!=typeof r)throw new Error(`Param "min" must be a valid ${l} (if provided) in "${i}.${s}.validateNumber".`);if(void 0!==a&&"number"!=typeof a)throw new Error(`Param "max" must be a valid ${l} (if provided) in "${i}.${s}.validateNumber".`);if(void 0!==r&&void 0!==a&&r>=a)throw new Error(`Param "min" must be less than "max" in "${i}.${s}.validateNumber".`);if(void 0!==r&&e<r)throw new Error(`Param "${s}" must be an ${l} ≥ ${r} in "${i}".`);if(void 0!==a&&e>a)throw new Error(`Param "${s}" must be an ${l} ≤ ${a} in "${i}".`);return!0},h=(e,t,s)=>{if("string"!=typeof e||!e.length)throw new Error(`Invalid "${t}" property in "${s}". Only strings are accepted.`);return!0},u=(e,t,s,i)=>{if(0!==s)return!0;const o=[];for(const i of Object.keys(e)){const e=t[i]?.[s];("volume"===i?Number.isFinite(e)&&e>=0:Number.isFinite(e)&&e>0)||o.push(i)}if(o.length>0)throw new TypeError(`Invalid or missing input value(s) [${o.join(", ")}] at index ${s} in "${i}".`);return!0};class p extends Error{constructor(e="Not enough data"){super(e),this.name="NotEnoughDataError"}}class m{constructor(){this.result=void 0}get isStable(){return void 0!==this.result}getResult(){if(!this.isStable)throw new p;return this.result}}class d extends m{constructor(){super(),this.previousResult=void 0,this.highest=void 0,this.lowest=void 0,this.previousHighest=void 0,this.previousLowest=void 0}setResult(e,t=!1){return t&&(this.highest=this.previousHighest,this.lowest=this.previousLowest,this.result=this.previousResult),void 0===this.highest?this.highest=e:(this.previousHighest=this.highest,e>this.highest&&(this.highest=e)),void 0===this.lowest?this.lowest=e:(this.previousLowest=this.lowest,e<this.lowest&&(this.lowest=e)),this.previousResult=this.result,this.result=e,e}replace(e){return this.update(e,!0)}updates(e){return e.forEach(e=>this.update(e)),this.result}}class g extends d{constructor(e){super(),this.interval=e,this.pricesCounter=0,this.weightFactor=2/(e+1)}update(e,t=!1){t&&0!==this.pricesCounter||this.pricesCounter++;const s=t&&void 0!==this.previousResult?this.previousResult:void 0!==this.result?this.result:e;return this.setResult(e*this.weightFactor+s*(1-this.weightFactor),t)}get isStable(){return this.pricesCounter>=this.interval}}class f extends d{constructor(e){super(),this.interval=e,this.prices=new Float64Array(e),this.count=0,this.head=0}update(e,t=!1){"number"==typeof e||Array.isArray(this.prices)||(this.prices=Array.from(this.prices));const{interval:s,prices:i}=this;if(t&&this.count){let t=this.head+this.count-1;t>=s&&(t-=s),i[t]=e}else this.count<s?i[this.count++]=e:(i[this.head]=e,++this.head===s&&(this.head=0));if(this.count===s){let e=0;for(let t=this.head;t<s;t++)e+=i[t];for(let t=0;t<this.head;t++)e+=i[t];return this.setResult(e/s,t)}}}class v extends d{constructor(e){super(),this.interval=e,this.indicator=new f(e),this.smoothingFactor=1/e}update(e,t=!1){if(void 0===this.result){const s=this.indicator.update(e);if(void 0!==s)return this.indicator=void 0,this.setResult(s,t)}else{if(t&&void 0!==this.previousResult){const s=(e-this.previousResult)*this.smoothingFactor;return this.setResult(s+this.previousResult,t)}if(!t){const s=(e-this.result)*this.smoothingFactor;return this.setResult(s+this.result,t)}}}}class y extends d{constructor(e,t=v){super(),this.interval=e,this.avgGain=new t(e),this.avgLoss=new t(e),this.maxValue=100,this.priceCount=0,this.previousPrice=void 0,this.currentPrice=void 0}update(e,t=!1){if(t&&0!==this.priceCount||(this.previousPrice=this.currentPrice,this.priceCount<2&&this.priceCount++),this.currentPrice=e,this.priceCount<2)return;const s=this.previousPrice;if(e>s?(this.avgLoss.update(0,t),this.avgGain.update(e-s,t)):(this.avgLoss.update(s-e,t),this.avgGain.update(0,t)),this.avgGain.isStable){const e=this.avgLoss.getResult();if(0===e)return this.setResult(100,t);const s=this.avgGain.getResult()/e;return this.setResult(this.maxValue-this.maxValue/(s+1),t)}}}class w extends d{constructor(){super(),this.previousCandle=void 0,this.twoPreviousCandle=void 0}update(e,t=!1){const{high:s,low:i}=e,o=s-i;if(this.previousCandle&&t&&(this.previousCandle=this.twoPreviousCandle),this.previousCandle){const r=Math.abs(s-this.previousCandle.close),n=Math.abs(i-this.previousCandle.close);return this.twoPreviousCandle=this.previousCandle,this.previousCandle=e,this.setResult(Math.max(o,r,n),t)}return this.twoPreviousCandle=this.previousCandle,this.previousCandle=e,this.setResult(o,t)}}class b extends d{constructor(e,t=v){super(),this.interval=e,this.tr=new w,this.smoothing=new t(e)}update(e,t=!1){const s=this.tr.update(e,t);if(this.smoothing.update(s,t),this.smoothing.isStable)return this.setResult(this.smoothing.getResult(),t)}}class $ extends d{constructor(e,t=v){super(),this.interval=e,this.atr=new b(e,t),this.movesDown=new t(e),this.movesUp=new t(e),this.previousCandle=void 0,this.mdi=void 0,this.pdi=void 0}updateState(e,t=0,s=0){this.atr.update(e),this.movesUp.update(t),this.movesDown.update(s),this.previousCandle=e}update(e){if(!this.previousCandle)return void this.updateState(e);const t=e.high-this.previousCandle.high,s=this.previousCandle.low-e.low,i=t<0||t<s?0:t,o=s<0||s<t?0:s;if(this.updateState(e,i,o),this.movesUp.isStable){const e=this.atr.getResult();this.pdi=this.movesUp.getResult()/e,this.mdi=this.movesDown.getResult()/e;const t=Math.abs(this.pdi-this.mdi),s=this.pdi+this.mdi;return 0===s?this.setResult(0,!1):this.setResult(t/s*100,!1)}}}class N extends d{constructor(e,t=v){super(),this.interval=e,this.adx=new t(e),this.dx=new $(e,t)}get mdi(){return this.dx.mdi}get pdi(){return this.dx.pdi}update(e,t=!1){const s=this.dx.update(e);if(void 0!==s&&this.adx.update(s),this.adx.isStable)return this.setResult(this.adx.getResult(),t)}}class _ extends m{constructor(e,t=2){super(),this.interval=e,this.deviationMultiplier=t,this.prices=new Float64Array(e),this.count=0,this.head=0}update(e){if("number"==typeof e||Array.isArray(this.prices)||(this.prices=Array.from(this.prices)),this.count<this.interval)return void(this.prices[this.count++]=e);this.prices[this.head]=e,this.head=(this.head+1)%this.interval;let t=0,s=this.head;for(let e=0;e<this.count;e++)t+=this.prices[s],++s===this.interval&&(s=0);const i=this.count?t/this.count:0;let o=i;if(!o&&Array.isArray(this.prices)){t=0,s=this.head;for(let e=0;e<this.count;e++)t+=this.prices[s],++s===this.interval&&(s=0);o=this.count?t/this.count:0}let r=0;s=this.head;for(let e=0;e<this.count;e++){const e=this.prices[s]-o;r+=e*e,++s===this.interval&&(s=0)}const n=Math.sqrt(this.count?r/this.count:0);return this.result={lower:i-n*this.deviationMultiplier,middle:i,upper:i+n*this.deviationMultiplier}}}class k extends m{constructor(e,t,s){super(),this.short=e,this.long=t,this.signal=s,this.pricesCounter=0}update(e,t=!1){t&&0!==this.pricesCounter||this.pricesCounter++;const s=this.short.update(e,t),i=this.long.update(e,t);if(this.pricesCounter>this.long.interval&&this.pricesCounter--,this.pricesCounter===this.long.interval){const e=s-i,o=this.signal.update(e,t);return this.result={histogram:e-o,macd:e,signal:o}}}}class x extends m{constructor(e,t,s){super(),this.n=e,this.m=t,this.p=s,this.periodM=new f(t),this.periodP=new f(s),this.candles=new Array(e),this.count=0,this.head=0}update(e){if(this.count<this.n?this.candles[this.count++]=e:(this.candles[this.head]=e,this.head=(this.head+1)%this.n),this.count===this.n){let t=-1/0,s=1/0,i=this.head;for(let e=0;e<this.count;e++)t=Math.max(t,this.candles[i].high),++i===this.n&&(i=0);i=this.head;for(let e=0;e<this.count;e++)s=Math.min(s,this.candles[i].low),++i===this.n&&(i=0);const o=t-s,r=100*(e.close-s)/(0===o?1:o),n=this.periodM.update(r),a=n&&this.periodP.update(n);if(void 0!==n&&void 0!==a)return this.result={stochD:a,stochK:n}}}}const O=(e,t)=>{if(0===e&&(e=.001),0===t&&(t=.001),Math.sign(e)!==Math.sign(t))throw new Error(`[BUG] Params must have the same sign in mathLog a=${e} b=${t}.`);e<0&&(e=-e,t=-t);const s=Math.log(e/t);if(null==(i=s)||!Number.isFinite(i))throw new Error(`[BUG] Invalid params passed to mathLog a=${e} b=${t}.`);var i;return s},T=e=>{const t=String(e);return 1===e?0:t.length-1},M=(e,t,s)=>{if("string"!=typeof e)throw new Error("addPrecisionExact expects a 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e.pushToMain({index:t,key:h,value:g})},H=e=>null==e||!Number.isFinite(e),B=(e,t)=>(e-t)/t,V="close",z=Symbol("lagColumns"),K=(e,t)=>{const s=new Uint8Array(t);return s[e]=1,s},U=(e,t)=>e>t,Z=(e,t)=>e<t;class G{constructor(){Object.assign(this,{interval:0,prevState:.5,prevFast:NaN,prevSlow:NaN,prevHigh:NaN,prevLow:NaN,areHighAndLowUndefined:!1})}update(e,{fast:t,high:s,slow:i,low:o}){let r=this.prevState;this.areHighAndLowUndefined||void 0!==s&&void 0!==o||(this.areHighAndLowUndefined=!0),Number.isNaN(t)||Number.isNaN(i)||((e,t)=>e===t)(t,i)?r=.5:U(t,i)?r=this.areHighAndLowUndefined?1:[o,i,this.prevLow,this.prevSlow].every(e=>!Number.isNaN(e))&&Z(o,i)&&U(this.prevLow,this.prevSlow)?0:1:Z(t,i)&&(r=this.areHighAndLowUndefined?0:[s,i,this.prevHigh,this.prevSlow].every(e=>!Number.isNaN(e))&&U(s,i)&&Z(this.prevHigh,this.prevSlow)?1:0),.5===r?this.interval=0:1===r?this.prevState<=.5?this.interval=1:this.interval++:0===r&&(this.prevState>=.5?this.interval=-1:this.interval--),Object.assign(this,{prevState:r,prevFast:t,prevSlow:i,prevHigh:s,prevLow:o})}getResult(){return this.interval}}const Y=["Sun","Mon","Tue","Wed","Thu","Fri","Sat"],q=e=>null==e||!Number.isFinite(e),J=(e,t=new Set)=>{if(null===e||"string"==typeof e||"boolean"==typeof e)return e;if("number"==typeof e&&Number.isFinite(e))return e;if("object"!=typeof e||null===e)throw new TypeError("Configuration values must be JSON-safe: no undefined, non-finite numbers, or 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o=S/F;if(F>0&&S>=F&&Number.isFinite(S)&&Number.isFinite(o)){const e=O(o,1);s=e/2;const n=r.close[t],a=n/F;if(e>0&&n>0&&a>0&&Number.isFinite(a)){const t=2*O(a,1)/e-1;Number.isFinite(t)&&(i=t)}}return e.pushToMain({index:t,key:w("width"),value:s}),void e.pushToMain({index:t,key:w("position"),value:i})}const P=M?(S+F)/2:NaN;e.pushToMain({index:t,key:w("upper"),value:S}),e.pushToMain({index:t,key:w("basis"),value:P}),e.pushToMain({index:t,key:w("lower"),value:F})},bollingerBands:(e,t,s,i,{lag:o,retLogs:r=!1}={})=>{const{verticalOhlcv:n,instances:a,useFullNames:l}=e,c=`${s}_${i}`,h=`${r?"ret_log_":""}${c}`,p=(r?"ret_log_":"")+"bollinger_bands",m="close";if(0===t){const{inputParams:n,verticalOhlcv:d,priceBased:g}=e;if(u({[m]:!0},d,t,"bollingerBands"),!(m in d))throw new Error(`bollingerBands could not find target "${m}"`);let f=0;for(const e of n)"bollingerBands"===e.key&&f++;a.bollinger_bands||(a.bollinger_bands={numberOfIndicators:f,settings:{}}),a.bollinger_bands.settings[h]=new _(s,i);const v=f>1||l?`_${c}`:"";I(e,(r?[`${p}_width${v}`,`${p}_position${v}`]:[`${p}_upper${v}`,`${p}_middle${v}`,`${p}_lower${v}`]).map(e=>({key:e,priceBased:!r&&g.has(m)})),{lag:o})}const{numberOfIndicators:d}=a.bollinger_bands,g=d>1||l?`_${c}`:"",f=a.bollinger_bands.settings[h],v=n[m][t];f.update(v);const y=f.isStable?f.getResult():null,w=y?.upper??NaN,b=y?.middle??NaN,$=y?.lower??NaN;if(r){let s=NaN,i=NaN;const o=w/$;if($>0&&w>=$&&Number.isFinite(w)&&Number.isFinite(o)){const e=O(o,1);s=e/2;const t=v/$;if(e>0&&v>0&&t>0&&Number.isFinite(t)){const s=2*O(t,1)/e-1;Number.isFinite(s)&&(i=s)}}return e.pushToMain({index:t,key:`${p}_width${g}`,value:s}),void e.pushToMain({index:t,key:`${p}_position${g}`,value:i})}e.pushToMain({index:t,key:`${p}_upper${g}`,value:w}),e.pushToMain({index:t,key:`${p}_middle${g}`,value:b}),e.pushToMain({index:t,key:`${p}_lower${g}`,value:$})},volumeOscillator:(e,t,s,i,{lag:o,retLogs:r})=>{const{verticalOhlcv:n,instances:a}=e,l=r?`ret_log_volume_oscillator_${s}_${i}`:`volume_oscillator_${s}_${i}`;0===t&&(u({volume:!0},n,t,"volumeOscillator"),Object.assign(a,{[l]:{fastEMA:new g(s),slowEMA:new g(i)}}),I(e,[{key:l}],{lag:o}));const{fastEMA:c,slowEMA:h}=a[l],p=n.volume[t];if(0===p)return;c.update(p),h.update(p);const m=c.isStable?c.getResult():NaN,d=h.isStable?h.getResult():NaN;let f=NaN;Number.isNaN(m)||Number.isNaN(d)||(f=r?O(m,d):100*(m-d)/d,e.pushToMain({index:t,key:l,value:f}))},crossPairs:(e,t,s,{oneHot:i,limit:o})=>{const{verticalOhlcv:r,verticalOhlcvTempCols:n,instances:a,len:l,precision:c,precisionMultiplier:h,priceBased:u}=e;for(const{fast:p,slow:m}of s){const s=`${p}_x_${m}`;if(0===t){if("number"==typeof m){const e=m.toString();n.add(e);const t=c&&("price"===p||u.has(p)),s=t?M(e,h):m,i=m>=-125&&m<=125&&!1===t?"Int8Array":"Float64Array";r[e]=E(i,l,s)}a.hasOwnProperty("crossPairs")||(a.crossPairs={}),a.crossPairs[s]={run:new G,min:1/0,max:-1/0},I(e,[{key:s,type:null!==o&&o<=125?"Int8Array":"Float64Array",fill:0},{key:`one_hot_${s}`,type:"Array",enabled:i}])}else if(t+1===l){if("price"!==p&&!r.hasOwnProperty(p))throw new Error(`crossPairs invalid param: fast "${p}" not found in "verticalOhlcv": ${JSON.stringify(Object.keys(r))}`);if(!r.hasOwnProperty(m))throw new Error(`crossPairs invalid param: slow "${m}" not found in "verticalOhlcv": ${JSON.stringify(Object.keys(r))}`)}if("price"!==p&&!r.hasOwnProperty(p))return;if(!r.hasOwnProperty(m))return;const{run:d}=a.crossPairs[s];if("price"===p){const e=r.close[t],s=r[m][t];d.update(t,{fast:e,slow:s,high:r.high[t],low:r.low[t]})}else{const e=r[p][t],s=r[m][t];d.update(t,{fast:e,slow:s})}const g=d.getResult(),f=null!==o?Math.min(Math.max(g,-o),o):g;if(e.pushToMain({index:t,key:s,value:f}),i){const i=f+o,r=2*o+1;e.pushToMain({index:t,key:`one_hot_${s}`,value:K(i,r)})}}},lag:(e,t,s,i)=>{const{verticalOhlcv:o,priceBased:r,instances:n}=e;if(0===t){const t=new Map;for(const n of s){if(!o.hasOwnProperty(n))throw new Error(`Lag processing invoked by col "${n}" was not found in "verticalOhlcv".`);const s=r.has(n),a=Array.isArray(o[n])?"Array":"Float64Array",l=[],c=[];for(let e=1;e<=i;e++){const t=`${n}_lag_${e}`;l.push({key:t,type:a,priceBased:s,includeInLag:!1}),c.push(t)}I(e,l),t.set(n,c)}n[z]||(n[z]=new WeakMap),n[z].set(s,t)}const a=n[z]?.get(s);for(const r of s){const s=a?.get(r),n=o[r],l=Array.isArray(n)?null:NaN;for(let o=1;o<=i;o++){const i=s?.[o-1]??`${r}_lag_${o}`,a=t-o,c=a<0||null==n[a]?l:n[a];e.pushToMain({index:t,key:i,value:c})}}}},se=({main:e,skipNull:t=!1,startIndex:s=0,dateFormat:i})=>{const{verticalOhlcv:o,invalidValueIndex:r,len:n,verticalOhlcvKeyNames:a,verticalOhlcvTempCols:l,priceBased:c,precision:h,precisionMultiplier:u}=e;if(0===a.length)return[];const p=h&&"number"==typeof u?T(u):void 0,m=t&&r>=0?r+1:0,d=Math.max(m,s),g=n-d,f=Array.from({length:g},()=>({}));for(const[e,t]of Object.entries(o))if(!l.has(e))if("date"===e){const s=A[i];for(let i=d;i<n;i++)f[i-d][e]=s(t[i])}else if(h&&c.has(e)){const s=F;for(let i=d;i<n;i++){const o=t[i];f[i-d][e]=null==o||Number.isNaN(o)?o:s(o,u,p)}}else for(let s=d;s<n;s++)f[s-d][e]=t[s];return f};class ie{constructor({input:e,ticker:t=null,chunkProcess:s=2e3,config:o={}}){if(null===o||Array.isArray(o)||"object"!=typeof o)throw new TypeError('Constructor "config" must be a plain object.');const n=J(o),u=["schemaVersion","precision","useFullNames","inputParams","dateFormat","skipNull","timeZone"];for(const e of Object.keys(n))if(!u.includes(e))throw new Error(`Unknown configuration option "${e}".`);const{schemaVersion:p=1,precision:m=!1,useFullNames:d=!1,inputParams:g=null,dateFormat:f="milliseconds",skipNull:v=!0,timeZone:y=Intl.DateTimeFormat().resolvedOptions().timeZone}=n;if(1!==p)throw new Error(`Unsupported configuration schemaVersion: ${p}.`);l(v,"config.skipNull","constructor"),h(f,"config.dateFormat","constructor"),a(Object.keys(A),f,"config.dateFormat","constructor"),h(y,"config.timeZone","constructor");const w=new Intl.DateTimeFormat("en-US",{timeZone:y}).resolvedOptions().timeZone;if(this.config=Object.freeze({schemaVersion:p,precision:m,useFullNames:d,dateFormat:f,skipNull:v,timeZone:w}),this.timeZone=w,r(e,"input",null!==t?`contructor ${t}`:"constuctor"),0===e.length)throw Error("input OHLCV must not be empty: "+t);c(s,{min:100,max:5e4,allowDecimals:!1},"chunkProcess","constructor"),l(m,"precision","contructor"),l(d,"config.useFullNames","constructor"),this.chunkProcess=s,this.input=[...e],this.len=this.input.length,this.firstRow=this.input[0],this.precision=m,this.useFullNames=d;const b=["open","high","low","close","mid_price"];this.initialPriceBased=new Set(b),this.priceBased=new Set(b),this.precisionMultiplier=(e=>{const{precision:t,firstRow:s,initialPriceBased:i}=e;if(!1===t)return 1;let o=1;for(const[e,t]of Object.entries(s)){if(!i.has(e))continue;if("string"!=typeof t||!/^\d+(\.\d+)?$/.test(t))throw new Error(`If "precision" is set to true all the "open", "high", "low" and "close" values must be numeric strings like "123.45" with no commas or currency symbols. Property "${e}" had the value "${t}" type ${typeof t}.`);const[s,r=""]=t.split("."),n=Number(s);let a=4;if(0===Math.abs(n)){const e=r.length,t=Math.max(4,e),s=r.search(/[1-9]/);if(-1===s)a=t;else{const e=s+1+5;a=Math.max(t,e)}}const l=10**a;l>o&&(o=l)}return o})(this);const{inputTypes:$,arrayTypes:N}=(e=>{const{firstRow:t,precision:s,initialPriceBased:i}=e,o={},r={},n=new Map;for(const[e,a]of Object.entries(t))if("date"===e)o[e]=D(a),r[e]="Array";else if("volume"===e)o[e]=P(a,!0),r[e]="Float64Array";else if(i.has(e))o[e]=P(a,!0,s),r[e]="Float64Array",n.set(e,o[e]);else{const t=P(a,!1,s);o[e]=t,r[e]="number"===t?"Float64Array":"Array"}if(new Set(n.values()).size>1){const e=[...n.entries()].map(([e,t])=>`${e}: "${t}"`).join(", ");throw new Error(`Inconsistent types among price-based columns — ${e}. All initialPriceBased columns must share the same numeric type.`)}return r.hasOwnProperty("open")&&r.hasOwnProperty("close")&&(r.mid_price=r.open,o.mid_price=o.open),{inputTypes:o,arrayTypes:r}})(this);if(this.inputTypes=$,this.arrayTypes=N,!this.firstRow.hasOwnProperty("close"))throw Error(`input OHLCV array objects require at least "close" property: ${t}`);return this.dateType=this.inputTypes.date?this.inputTypes.date:null,this.isComputed=!1,this.isComputing=!1,this.executionParams=[],this.instances={},this.verticalOhlcv={},this.verticalOhlcvKeyNames=[],this.verticalOhlcvTempCols=new Set,this.utilities={},this.invalidValueIndex=-1,this.scaledGroups={},this.isAlreadyComputed=new Set,this.pushToMain=({index:e,key:t,value:s})=>{this.verticalOhlcv[t][e]=s},null!==g?(i(g,this.len),this.inputParams=W(J(g)),this.compute()):this.inputParams=Object.freeze([]),this}exportConfig(){return{...this.config,inputParams:J(this.inputParams)}}_registerIndicator(e){return o(this),this.inputParams=Object.freeze([...this.inputParams,W(J(e))]),this}getData(e={}){this.compute();const{skipNull:t=this.config.skipNull,dateFormat:s=this.config.dateFormat}=e;return a(Object.keys(A),s,"dateFormat","getData"),n(e,"options","getData"),se({main:this,skipNull:t,startIndex:0,dateFormat:s})}getLastValues(e={}){this.compute();const{dateFormat:t=this.config.dateFormat}=e;return a(Object.keys(A),t,"dateFormat","getData"),se({skipNull:!1,main:this,startIndex:this.len-1,dateFormat:t})[0]}compute(){if(this.isComputed)return this;if(this.isComputing)throw new Error("Computation is already in progress.");if(this.executionParams=J(this.inputParams).sort((e,t)=>(e.order??0)-(t.order??0)),this.isComputed=!1,this.len>0){this.isComputing=!0;try{((e,t)=>{const{len:o,arrayTypes:r,verticalOhlcv:n,verticalOhlcvKeyNames:a,inputTypes:l,chunkProcess:c,precisionMultiplier:h,executionParams:u}=t;i(u,o);for(const{key:e}of u)if(!Object.prototype.hasOwnProperty.call(te,e))throw new Error(`Unknown indicator "${e}" in configuration.`);for(const e of Object.keys(l))n[e]=E(r[e],o);const p=Object.entries(l).map(([e,t])=>{const s=S.hasOwnProperty(t);return{key:e,formatter:s?S[t]:C.hasOwnProperty(t)?C[t]:null,numeric:s}}),m="number"==typeof h?T(h):void 0;let d=null;for(let i=0;i<o;i+=c){const r=Math.min(i+c,o);for(let o=i;o<r;o++){const i=e[o];for(const{key:e,formatter:s,numeric:r}of p){const n=i[e];if(void 0===n)continue;const a=null===s?n:r?s(n,h,m):s(n);t.pushToMain({index:o,key:e,value:a})}const r=(n.open[o]+n.close[o])/2;t.pushToMain({index:o,key:"mid_price",value:r});for(const{key:e,params:s}of u)te[e](t,o,...s);e[o]=null,null===d&&(d=Object.values(n)),s(d,o)||(t.invalidValueIndex=o)}}a.push(...Object.keys(n))})(this.input,this)}finally{this.isComputing=!1}this.isComputed=!0,this.input=[],this.instances={},this.firstRow=[]}return this}crossPairs(e=[],t={}){const s="crossPairs";o(this),r(e,"arr",s),n(t,"options",s);const{limit:i=null,oneHot:a=!1}=t;null!==i&&c(i,{min:2,max:this.len},"options.limit",s),l(a,"options.oneHot",s);const h=[];for(const{fast:t="",slow:s=""}of e){if(""===t||""===s)throw new Error(`Invalid crossPairs[${t}_${s}]: Object property “fast” must be a non-null column name and “slow” must be a non-null column name or integer.`);h.push(t.toString(),s.toString())}if(this.isAlreadyComputed.has(s))throw new Error(`You can only call the "${s}" method once.`);return this.isAlreadyComputed.add(s),this._registerIndicator({key:s,params:[e,{limit:i,oneHot:a}]}),this}lag(e=["close"],t=1){const s="lag";o(this),r(e,"colKeys",s);const i=e.find(e=>"string"!=typeof e||""===e);if(void 0!==i)throw new Error(`Invalid item "${i}" (column name) in "colKeys" array param of "${s}()".`);return c(t,{min:1,max:this.len,allowDecimals:!1},"lookback",s),this._registerIndicator({key:s,params:[e,t]}),this}relativeVolume(e=10,t={}){const s="relativeVolume";if(!this.inputTypes.hasOwnProperty("volume"))throw new Error('If "relativeVolume" is called the input ohlcv must contain valid volume properties.');o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"size",s),n(t,"options",s);const{lag:i=0,retLogs:r=!1}=t;return c(i,{min:0,max:this.len,allowDecimals:!1},"options.lag",s),l(r,"options.retLogs",s),this._registerIndicator({key:s,order:0,params:[e,{lag:i,retLogs:r}]}),this}volumeDelta(e={}){const t="volumeDelta";if(!this.inputTypes.hasOwnProperty("volume"))throw new Error('If "volumeDelta" is called the input ohlcv must contain valid volume properties.');o(this),n(e,"options",t);const{lag:s=0}=e;return c(s,{min:0,max:this.len,allowDecimals:!1},"options.lag",t),this._registerIndicator({key:t,order:0,params:[{lag:s}]}),this}atr(e=14,t={}){const s="atr";o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"size",s),n(t,"options",s);const{lag:i=0,retLogs:r=!1}=t;return c(i,{min:0,max:this.len,allowDecimals:!1},"options.lag",s),l(r,"options.retLogs",s),this._registerIndicator({key:s,order:0,params:[e,{lag:i,retLogs:r}]}),this}adx(e=14,t={}){const s="adx";o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"size",s),n(t,"options",s);const{lag:i=0,retLogs:r=!1}=t;return c(i,{min:0,max:this.len,allowDecimals:!1},"options.lag",s),l(r,"options.retLogs",s),this._registerIndicator({key:s,order:0,params:[e,{lag:i,retLogs:r}]}),this}ema(e=5,t={}){const s="ema";o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"size",s),n(t,"options",s);const{target:i="close",lag:r=0,retLogs:a=!1}=t;return h(i,"options.target",s),c(r,{min:0,max:this.len,allowDecimals:!1},"options.lag",s),l(a,"options.retLogs",s),this._registerIndicator({key:s,params:[s,e,{target:i,lag:r,retLogs:a}]}),this}sma(e=5,t={}){const s="sma";o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"size",s),n(t,"options",s);const{target:i="close",lag:r=0,retLogs:a=!1}=t;return h(i,"options.target",s),c(r,{min:0,max:this.len,allowDecimals:!1},"options.lag",s),l(a,"options.retLogs",s),this._registerIndicator({key:s,params:[s,e,{target:i,lag:r,retLogs:a}]}),this}heikenAshi(e=null,t=null,s={}){const i="heikenAshi";o(this);const r=null===e&&null===t;!1===r&&(c(e,{min:1,max:this.len,allowDecimals:!1},"smoothLength",i),c(t,{min:1,max:this.len,allowDecimals:!1},"afterSmoothLength",i)),n(s,"options",i);const{lag:a=0,retLogs:h=!1}=s;return c(a,{min:0,max:this.len,allowDecimals:!1},"options.lag",i),l(h,"option.retLogs",i),this._registerIndicator({key:i,order:0,params:[e,t,{lag:a,noSmoothing:r,retLogs:h}]}),this}stochastic(e=14,t=3,s=3,i={}){const r="stochastic";o(this);const{len:a}=this;c(e,{min:1,max:a,allowDecimals:!1},"kPeriod",r),c(t,{min:1,max:a,allowDecimals:!1},"kSlowingPeriod",r),c(s,{min:1,max:a,allowDecimals:!1},"dPeriod",r),n(i,"options",r);const{lag:h=0,retLogs:u}=i;return c(h,{min:0,max:a,allowDecimals:!1},"options.lag",r),l(u,"retLogs",r),this._registerIndicator({key:r,params:[e,t,s,{lag:h,retLogs:u}]}),this}macd(e=12,t=26,s=9,i={}){const r="macd";o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"fast",r),c(t,{min:1,max:this.len,allowDecimals:!1},"slow",r),c(s,{min:1,max:this.len,allowDecimals:!1},"signal",r),n(i,"options",r);const{target:a="close",lag:l=0}=i;h(a,"options.target",r),c(l,{min:0,max:this.len,allowDecimals:!1},"options.lag",r);const u={instanceKey:`${e}_${t}_${s}${"close"===a?"":`_${a}`}`};return this._registerIndicator({key:r,params:[e,t,s,{target:a,lag:l,precomputed:u}]}),this}bollingerBands(e=20,t=2,s={}){const i="bollingerBands";o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"size",i),c(t,{min:.01,max:50,allowDecimals:!0},"stdDev",i),n(s,"options",i);const{lag:r=0,retLogs:a=!1}=s;return c(r,{min:0,max:this.len,allowDecimals:!1},"options.lag",i),l(a,"options.retLogs",i),this._registerIndicator({key:i,params:[e,t,{lag:r,retLogs:a}]}),this}rsi(e=14,t={}){const s="rsi";o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"size",s),n(t,"options",s);const{target:i="close",lag:r=0,retLogs:a=!1}=t;return h(i,"options.target",s),c(r,{min:0,max:this.len,allowDecimals:!1},"options.lag",s),l(a,"retLogs",s),this._registerIndicator({key:s,params:[e,{target:i,lag:r,retLogs:a}]}),this}mfi(e=14,t={}){const s="mfi";o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"size",s),n(t,"options",s);const{lag:i=0,retLogs:r=!1}=t;return c(i,{min:0,max:this.len,allowDecimals:!1},"options.lag",s),l(r,"options.retLogs",s),this._registerIndicator({key:s,params:[e,{lag:i,retLogs:r}]}),this}cmf(e=20,t={}){const s="cmf";if(!this.inputTypes.hasOwnProperty("volume"))throw new Error('If "cmf" is called the input ohlcv must contain valid volume properties.');o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"size",s),n(t,"options",s);const i=Object.keys(t).find(e=>"lag"!==e);if(i)throw new Error(`Unsupported option "${i}" in "cmf"; only "lag" is available.`);const{lag:r=0}=t;return c(r,{min:0,max:this.len,allowDecimals:!1},"options.lag",s),this._registerIndicator({key:s,params:[e,{lag:r}]}),this}donchianChannels(e=20,t=0,s={}){const i="donchianChannels";o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"size",i),c(t,{min:0,max:this.len,allowDecimals:!1},"offset",i),n(s,"options",i);const{lag:r=0,retLogs:a=!1}=s;return c(r,{min:0,max:this.len,allowDecimals:!1},"options.lag",i),l(a,"options.retLogs",i),this._registerIndicator({key:i,order:0,params:[e,t,{lag:r,retLogs:a}]}),this}volumeOscillator(e=5,t=10,s={}){const i="volumeOscillator";if(!this.inputTypes.hasOwnProperty("volume"))throw new Error('If "volumeOscillator" is called the input ohlcv must contain valid volume properties.');o(this),c(e,{min:1,max:this.len,allowDecimals:!1},"fastsize",i),c(t,{min:e,max:this.len,allowDecimals:!1},"slowsize",i),n(s,"options",i);const{lag:r=0,retLogs:a=!1}=s;return c(r,{min:0,max:this.len,allowDecimals:!1},"options.lag",i),l(a,"retLogs",i),this._registerIndicator({key:i,order:0,params:[e,t,{lag:r,retLogs:a}]}),this}dateTime(e={}){const t="dateTime";o(this),n(e,"options",t);const{lag:s=0,oneHot:i=!1}=e;c(s,{min:0,max:this.len,allowDecimals:!1},"options.lag",t),l(i,"options.oneHot",t);const r=i?"one_hot_":"",a={[`${r}month`]:12,[`${r}day_of_the_month`]:31,[`${r}day_of_the_week`]:7,[`${r}hour`]:24,[`${r}minute`]:60},h={prefix:r,colKeySizes:a,colKeys:Object.keys(a)};return this._registerIndicator({key:t,order:0,params:[{lag:s,oneHot:i,precompute:h}]}),this}scoreMomentum(e=Q){return o(this),ee(e),this._registerIndicator({key:"scoreMomentum",params:[e]}),this}candleFeatures(e={}){let t="candleFeatures";o(this),n(e,"options",t);const{lag:s=0,colKeys:i=[],retLogs:a=!1}=e;return c(s,{min:0,max:this.len,allowDecimals:!1},"options.lag",t),r(i,"options.colKeys",t),l(a,"retLogs",t),this._registerIndicator({key:t,params:[{lag:s,colKeys:i,retLogs:a}]}),this}}})(),OHLCV_INDICATORS=t.default})();

package/index.js

@@ -14,6 +14,7 @@ import { assignTypes } from './src/utilities/assignTypes.js'
 import { dateOutputFormaters } from './src/utilities/dateUtilities.js'
 import { calcPrecisionMultiplier } from './src/utilities/precisionMultiplier.js'
 import { CONFIG_VERSION, copyConfig, freezeConfig } from './src/utilities/config.js'
+import { DEFAULT_LOOKBACKS, validateScoreMomentumParams } from './src/studies/scoreMomentum.js'
 
 /**
  * Class OHLCV_INDICATORS
@@ -609,6 +610,14 @@ export default class OHLCV_INDICATORS {
         return this           
     }
 
+    scoreMomentum(lookbacks = DEFAULT_LOOKBACKS) {
+        isAlreadyComputed(this)
+        validateScoreMomentumParams(lookbacks)
+
+        this._registerIndicator({key: 'scoreMomentum', params: [lookbacks]})
+        return this
+    }
+
     candleFeatures(options = {}) {
         let methodName = 'candleFeatures'
 

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "3.5.85",
+  "version": "3.5.86",
   "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",

package/src/core-functions/mainLoop.js

@@ -22,12 +22,14 @@ import { buildArray } from "../utilities/assignTypes.js";
 import {  inputNumberFormatter } from "../utilities/numberUtilities.js";
 import { dateFormaters } from "../utilities/dateUtilities.js";
 import { candleFeatures } from "../studies/candleFeatures.js";
+import { scoreMomentum } from "../studies/scoreMomentum.js";
 import { getPrecisionDecimals } from "../utilities/precisionMultiplier.js";
 
 
 // Map indicator keys to their respective functions
 const mainFunctions = {
   candleFeatures,
+  scoreMomentum,
   dateTime,
   heikenAshi,
   rsi,

package/src/studies/scoreMomentum.js

@@ -0,0 +1,98 @@
+import { initializeColumns } from '../core-functions/initializeColumns.js';
+import { copyConfig } from '../utilities/config.js';
+import { mathLog } from '../utilities/math.js';
+import { validateInputValues } from '../utilities/validators.js';
+
+export const DEFAULT_LOOKBACKS = Object.freeze([
+    Object.freeze({ sessions: 21, weight: 0.10 }),
+    Object.freeze({ sessions: 63, weight: 0.30 }),
+    Object.freeze({ sessions: 126, weight: 0.40 }),
+    Object.freeze({ sessions: 252, weight: 0.20 })
+]);
+
+const MIN_WEIGHT = 0.1;
+const MAX_WEIGHT = 1;
+const MAX_WEIGHT_SUM = 1;
+const EPSILON = 1e-9;
+const scoreMomentumStates = Symbol('scoreMomentumStates');
+
+// Shared by public registration and row-zero initialization for config replay.
+export const validateScoreMomentumParams = lookbacks => {
+    copyConfig(lookbacks);
+
+    if (!Array.isArray(lookbacks) || lookbacks.length === 0) {
+        throw new TypeError('lookbacks must be a non-empty array.');
+    }
+
+    const seenSessions = new Set();
+    let weightSum = 0;
+
+    for (const [index, item] of lookbacks.entries()) {
+        if (item === null || typeof item !== 'object' || Array.isArray(item)) {
+            throw new TypeError(`lookbacks[${index}] must be an object.`);
+        }
+
+        const { sessions, weight } = item;
+        if (!Number.isInteger(sessions) || sessions < 1) {
+            throw new RangeError(`lookbacks[${index}].sessions must be a positive integer, got ${sessions}.`);
+        }
+        if (seenSessions.has(sessions)) {
+            throw new RangeError(`lookbacks[${index}].sessions is duplicated: ${sessions}.`);
+        }
+        if (typeof weight !== 'number' || !Number.isFinite(weight)) {
+            throw new TypeError(`lookbacks[${index}].weight must be a finite number, got ${weight}.`);
+        }
+        if (weight < MIN_WEIGHT - EPSILON || weight > MAX_WEIGHT + EPSILON) {
+            throw new RangeError(`lookbacks[${index}].weight must be between ${MIN_WEIGHT} and ${MAX_WEIGHT}, got ${weight}.`);
+        }
+
+        seenSessions.add(sessions);
+        weightSum += weight;
+    }
+
+    if (weightSum > MAX_WEIGHT_SUM + EPSILON) {
+        throw new RangeError(`The sum of weights must not exceed ${MAX_WEIGHT_SUM}, got ${weightSum}.`);
+    }
+};
+
+export const scoreMomentum = (main, index, lookbacks = DEFAULT_LOOKBACKS) => {
+    const { verticalOhlcv, instances } = main;
+
+    if (index === 0) {
+        validateScoreMomentumParams(lookbacks);
+        validateInputValues({ close: true }, verticalOhlcv, index, 'scoreMomentum');
+
+        let maxSessions = 0;
+        for (const { sessions } of lookbacks) maxSessions = Math.max(maxSessions, sessions);
+
+        const useIndexedKey = main.useFullNames || main.inputParams.filter(job => job.key === 'scoreMomentum').length > 1;
+        const suffix = useIndexedKey
+            ? `_${lookbacks.map(({ sessions, weight }) => `${sessions}_${weight}`).join('_')}` : '';
+        const key = `score_momentum${suffix}`;
+
+        // Allocation rejects duplicate output keys before sharing runtime state.
+        initializeColumns(main, [{ key }]);
+        if (!instances[scoreMomentumStates]) instances[scoreMomentumStates] = new WeakMap();
+        instances[scoreMomentumStates].set(lookbacks, { key, maxSessions });
+    }
+
+    const { key, maxSessions } = instances[scoreMomentumStates].get(lookbacks);
+    // N sessions compare today's close with index - N, requiring N + 1 rows.
+    if (index < maxSessions) return;
+
+    const closes = verticalOhlcv.close;
+    const currentClose = closes[index];
+    if (!Number.isFinite(currentClose) || currentClose <= 0) return;
+
+    let score = 0;
+    for (const { sessions, weight } of lookbacks) {
+        const previousClose = closes[index - sessions];
+        const ratio = currentClose / previousClose;
+        // Preserve NaN for invalid inputs and unrepresentable ratios; do not
+        // let mathLog's zero/sign handling change the positive-close formula.
+        if (!Number.isFinite(previousClose) || previousClose <= 0 || !Number.isFinite(ratio) || ratio <= 0) return;
+        score += weight * mathLog(currentClose, previousClose);
+    }
+
+    if (Number.isFinite(score)) main.pushToMain({ index, key, value: score });
+};