openalgo-script 0.1.0-alpha.0 → 0.2.0

package/dist/core/engine/ledger/sizing.js

@@ -0,0 +1,223 @@
+/**
+ * How much each order of a call sends, and which position it is sent against,
+ * `stdlib.md` 17.1.
+ *
+ * **This is the half of a call that is arithmetic.** `place.ts` says what each
+ * call means and dispatches to the two functions here; these two decide how many
+ * orders the call becomes, how large each is, and which position reference each
+ * one carries. They were one file with the dispatch until the second question
+ * arrived: issue 0018 is about attachment rather than about quantity, and the
+ * two answers are long enough written down that keeping them beside the
+ * vocabulary of the calls made one file out of two subjects.
+ *
+ * The two entry points are `entering`, for a call that states a side and a size,
+ * and `flattening`, for one that reduces what the leg holds. What they differ
+ * about is not the split but the budget, and the difference is the whole of
+ * `holdings.ts`: an entry sends the size the script wrote whatever the leg holds,
+ * so the only question is where its units land; a close chooses its own number,
+ * so it may only choose one that has settled.
+ */
+import { closableUnits } from './closable.js';
+import { divide, holdings, joining, opposing, outgoingFor } from './holdings.js';
+/** An order that adds to a position, or whose size the engine cannot count. */
+export function adding(placement) {
+    return { placement, reduces: null };
+}
+/** The fields every placement states, so each case below states only its own. */
+export const NOTHING = {
+    side: null,
+    qty: null,
+    qtyType: 'units',
+    type: null,
+    limit: null,
+    trigger: null,
+    target: null,
+    stop: null,
+    profit: null,
+    loss: null,
+};
+/** One order of an entry, at the quantity and the position it is given. */
+function placing(entry, qty, qtyType, positionRef) {
+    return {
+        ...NOTHING,
+        kind: 'place',
+        side: entry.side,
+        qty,
+        qtyType,
+        type: entry.type,
+        limit: entry.limit,
+        trigger: entry.trigger,
+        tag: entry.tag,
+        positionRef,
+    };
+}
+/**
+ * The orders an entry sends, which is two where it crosses zero.
+ *
+ * **An instruction that would take a leg from long to short is sent as two
+ * orders** (`stdlib.md` 17.1), one that closes the outgoing position and one
+ * that opens the replacement, each carrying its own position reference. The
+ * reason is not tidiness: a single order that crossed zero would leave a late
+ * fill with no way to say which of the two positions it settled, and during a
+ * flip a leg holds both at once. `sell(qty = abs(pos.size) + more)` is the
+ * spelling the documentation teaches, and it is `order.reverse` with the
+ * arithmetic written out.
+ *
+ * **The closing half is what is left to close, not what the leg holds.** An
+ * order the destination has not answered has filled nothing, so a leg with a
+ * close already going has nothing left for the outgoing half to take, whether
+ * that close was sent on this bar or on one before it.
+ *
+ * **What it crosses is decided per position, not from the leg's net.** The net
+ * is folded from settled fills, so on a silent destination it reads zero while
+ * an entry is still going and an opposing entry is not seen as opposing
+ * anything at all: `buy(qty = 6)` and then `sell(qty = 9)` a bar later put both
+ * orders on reference 1, which opened six long and settled three short. The
+ * question is about one position rather than about the leg, so it is asked of
+ * one position (`holdings.ts`), and the answer is the same whether or not the
+ * destination has answered yet.
+ *
+ * **An order that spans two positions is that many orders.** A leg holds more
+ * than one position whenever an order that opposes it is outstanding, and each
+ * of them is reduced by an order of its own, oldest first, for the same reason
+ * the flip is two orders: a late fill has to be able to say which position it
+ * settled.
+ *
+ * **The reference is minted in every unit; only the arithmetic waits.** The
+ * split subtracts a position folded from filled quantities from a quantity the
+ * script stated, and those are the same kind of number only in a declaration
+ * counting in units: in lots, cash or an equity percent the engine cannot say
+ * how much of the instruction closes and how much opens, and the lot size that
+ * would tell it is the fact OS7005 is deferred on. Minting a reference needs
+ * none of that arithmetic. So an order the engine cannot size against the leg
+ * is still sent on a position of its own rather than on the outgoing one:
+ * `buy(qty = 3)` then `sell(qty = 9)` under a declaration counting in lots took
+ * reference 1 from seventy five units to minus one hundred and fifty, which is
+ * the crossing 17.1 is unconditional about and the late fill with no owner the
+ * split exists to prevent. What does not hold, and what has to exist before it
+ * can, is written where a reader meets it: `stdlib.md` 17.1 and OS7005.
+ */
+export function entering(ctx, entry, qty) {
+    // The declaration's own size where the call named none, `stdlib.md` 17.2.
+    const wanted = qty ?? ctx.declaredQty;
+    const book = holdings(ctx);
+    // Nothing to cross: the leg holds no position this order opposes, so it opens
+    // one or joins the one it is on the side of.
+    if (opposing(book, entry.side).length === 0) {
+        return [adding(placing(entry, wanted, ctx.qtyType, openingOn(ctx, book, entry.side)))];
+    }
+    if (ctx.qtyType !== 'units') {
+        return [
+            {
+                // A position of its own, in every unit, because minting one needs no
+                // lot size. On the outgoing reference this order was the crossing
+                // 17.1 refuses outright: one order taking one position from one sign
+                // to the other, with a late fill on the entry it replaced settling
+                // against a book that had already gone the other way.
+                placement: placing(entry, wanted, ctx.qtyType, ctx.mint()),
+                // Unreadable in units, so it is taken to have reduced the whole of what
+                // was left: see `closable.ts` on why that is the only safe reading.
+                reduces: { part: null, claimed: closableUnits(ctx, null), counted: false },
+            },
+        ];
+    }
+    // What each position it opposes can absorb, oldest first. A position holding
+    // six is sent six of the nine, whether those six have settled or are still
+    // going, because six of this order is what brings that position back to zero.
+    const split = divide(book, entry.side, wanted, (one) => one.units);
+    const out = split.shares.map((share) => ({
+        placement: placing(entry, share.units, 'units', share.ref),
+        reduces: { part: null, claimed: share.units, counted: true },
+    }));
+    if (split.left === 0)
+        return out;
+    // The replacement is a position of its own where the leg holds none on this
+    // side, so that a fill on an outgoing order settles the position it
+    // belonged to.
+    out.push(adding(placing(entry, split.left, 'units', openingOn(ctx, book, entry.side))));
+    return out;
+}
+/** The reference an order that opens or adds to a position carries. */
+function openingOn(ctx, book, side) {
+    return joining(book, side) ?? ctx.mint();
+}
+/** One order of a flattening call, at the quantity and position it is given. */
+function reducing(side, qty, qtyType, tag, positionRef) {
+    return { ...NOTHING, kind: 'place', side, qty, qtyType, type: 'market', tag, positionRef };
+}
+/**
+ * The orders a flattening call sends, which is one per position it reduces.
+ *
+ * A quantity the script stated is in the declaration's own unit and is passed
+ * through as written. A quantity the engine worked out is in units, because a
+ * filled quantity is what it was folded from.
+ *
+ * **It is divided across the positions holding it, oldest first.** A leg holds
+ * more than one position whenever an order that opposes it is outstanding, and
+ * this sized against the whole leg and attached the result to a single
+ * reference with nothing asking whether that reference could absorb it: a leg
+ * holding two positions was flattened by one order large enough to take the
+ * first of them through zero and out the other side. Each position gets an
+ * order of its own, bounded by what has settled on it and is not already
+ * working against it, which is `closable.ts`'s rule read per position.
+ *
+ * **Only what has settled on a position**, never what is working into it. A
+ * close chooses its own quantity, so a close counting an entry that has not
+ * settled would send units that may never exist. That is the one place this
+ * differs from an opposing entry, which is sent at the size the script wrote
+ * whatever the leg holds, and whose only open question is where its units land.
+ *
+ * **A quantity the engine cannot read is one order.** It cannot be divided at
+ * all, so it goes on the position it is closing, oldest first, and that
+ * position is what it may take past zero: the one shape of 17.1 an engine does
+ * not keep, named there and in OS7005 and waiting on the same lot size. Which
+ * position that is, is not the question the two numbers above answer, and
+ * `outgoingFor` is where it is asked: an order that is not choosing a quantity
+ * is not held back by a position having no quantity left to give.
+ *
+ * `part` is what the order is counted against afterwards: the tag a close
+ * named, or the leg as a whole. A stated quantity is counted only where the
+ * declaration counts in units, for the reason `Reduction` gives.
+ */
+export function flattening(ctx, units, side, qty, tag, part) {
+    // Nothing to flatten and no size named: an instruction about a position the
+    // strategy does not hold, which is not an error and is not an order either.
+    if (units <= 0 && qty === null)
+        return [];
+    const sending = qty ?? units;
+    // A quantity the engine worked out is counted as itself. One the script
+    // stated in a unit the engine cannot read is counted as the whole of what was
+    // left, which is what keeps a close after it from sending the position again.
+    const counted = qty === null || ctx.qtyType === 'units';
+    const book = holdings(ctx);
+    if (!counted) {
+        // The position it is closing, which is the oldest one holding the side this
+        // order reduces (`holdings.ts`). **Where the leg holds no such position the
+        // call sends nothing**, which is the same answer the division below gives
+        // for the same reason: a close is never minted a position of its own
+        // (`stdlib.md` 17.1), and an order sent against a position on its own side
+        // would be a close adding to one. A part can read as holding something
+        // while no reference does, because a part is netted over the rows carrying
+        // one tag and a reference is not.
+        const outgoing = outgoingFor(ctx, book, side);
+        if (outgoing === null)
+            return [];
+        return [
+            {
+                placement: reducing(side, sending, ctx.qtyType, tag, outgoing),
+                reduces: { part, claimed: units, counted: false },
+            },
+        ];
+    }
+    // Anything left when every position it reduces is full is left unsent rather
+    // than pushed onto one of them past its own size. A close states no quantity
+    // of its own, so the next one measures what is left and sends it, which is
+    // 17.2's idempotence and not a silence. By construction there is nothing
+    // left: what a close may send is the leg's settled net less what is working
+    // against it, and that is never more than the positions on that side hold.
+    return divide(book, side, sending, (one) => one.settled).shares.map((share) => ({
+        placement: reducing(side, share.units, 'units', tag, share.ref),
+        reduces: { part, claimed: share.units, counted: true },
+    }));
+}
+//# sourceMappingURL=sizing.js.map

package/dist/core/engine/ledger/sizing.js.map

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package/dist/core/engine/library/arrays.d.ts

@@ -0,0 +1,14 @@
+import type { Value } from '../values/index.js';
+import type { CallContext, ManifestEntry } from './binding.js';
+export declare const ARRAY_ENTRIES: readonly ManifestEntry[];
+/**
+ * Emptying an array, which shares its name and its arity with emptying a grid.
+ *
+ * `stdlib.md` 14.3 gives `clear` two signatures, and both take one argument, so
+ * the compiled program's `lib.functions` carries one entry for the pair and the
+ * engine is the place that tells them apart. It does it by asking the heap what
+ * the handle points at, which is the only run-time dispatch in the whole
+ * library and is here because the format leaves it nowhere else to be.
+ */
+export declare function clearArray(ctx: CallContext, args: readonly Value[]): boolean;
+//# sourceMappingURL=arrays.d.ts.map

package/dist/core/engine/library/arrays.d.ts.map

@@ -0,0 +1 @@
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package/dist/core/engine/library/arrays.js

@@ -0,0 +1,285 @@
+import { isNumber, reference, valuesEqual } from '../values/index.js';
+import { entry, refAt, stringAt, valueAt, wholeAt } from './binding.js';
+import { result } from '../../stdlib/index.js';
+/** The array a handle names, or nothing when the handle is absent or stale. */
+function held(ctx, args, index) {
+    const handle = refAt(args, index);
+    if (handle === null)
+        return undefined;
+    const object = ctx.heap.get(handle.id);
+    return object !== undefined && object.kind === 'array' ? object : undefined;
+}
+/** Announces a change before making it, so the bar's undo journal has the old one. */
+function changing(ctx, args, index) {
+    const handle = refAt(args, index);
+    if (handle === null)
+        return undefined;
+    const object = ctx.heap.get(handle.id);
+    if (object === undefined || object.kind !== 'array')
+        return undefined;
+    ctx.heap.touch(handle.id);
+    return object;
+}
+function grew(ctx, array, args, by) {
+    ctx.heap.countElements(by);
+    ctx.guard.array(ctx.span, ctx.nameOf(valueAt(args, 0)), array.items.length);
+}
+/** The index an array call was given, checked against the array's own extent. */
+function within(ctx, args, at, array, limit) {
+    const index = args[at];
+    if (index === undefined || index === null || !isNumber(index) || !Number.isInteger(index) ||
+        index < 0 || index >= limit) {
+        ctx.guard.badIndex(ctx.span, ctx.nameOf(valueAt(args, 0)), index === undefined || index === null ? 'none' : String(index), array.items.length);
+    }
+    return index;
+}
+/** The order `sort` uses, written down so two engines cannot differ. */
+function rank(a, b) {
+    if (a === null)
+        return b === null ? 0 : 1;
+    if (b === null)
+        return -1;
+    if (typeof a === 'number' && typeof b === 'number')
+        return a < b ? -1 : a > b ? 1 : 0;
+    if (typeof a === 'string' && typeof b === 'string')
+        return a < b ? -1 : a > b ? 1 : 0;
+    if (typeof a === 'boolean' && typeof b === 'boolean')
+        return a === b ? 0 : a ? 1 : -1;
+    return 0;
+}
+function numbersOf(array) {
+    return array.items.map((item) => (isNumber(item) ? item : null));
+}
+/**
+ * The five reductions over an array's contents.
+ *
+ * These are the array forms of names the numeric library also carries over a
+ * series, and they are written here rather than called through because the
+ * library's forms take a length and a lookback and these take an extent the
+ * script chose. The accumulation order is the same one: index order, oldest
+ * first, summed fresh.
+ *
+ * An absent element makes the answer absent rather than being skipped, on the
+ * same rule as every lookback: a mean over an array with a hole in it is a mean
+ * over fewer values than the script thinks it has. `sum` of an empty array is
+ * zero, and `avg`, `min`, `max` and `stdev` of one are absent, because there is
+ * a sum of nothing and there is no mean of nothing.
+ */
+function reduce(array) {
+    const values = numbersOf(array);
+    for (const value of values)
+        if (value === null)
+            return null;
+    return values;
+}
+function sumOf(array) {
+    const values = reduce(array);
+    if (values === null)
+        return null;
+    let total = 0;
+    for (const value of values)
+        total += value;
+    return result(total);
+}
+function extremeOf(array, wantHigh) {
+    const values = reduce(array);
+    if (values === null || values.length === 0)
+        return null;
+    let best = values[0];
+    for (const value of values) {
+        const one = value;
+        if (wantHigh ? one > best : one < best)
+            best = one;
+    }
+    return result(best);
+}
+function meanOf(array) {
+    const values = reduce(array);
+    if (values === null || values.length === 0)
+        return null;
+    const total = sumOf(array);
+    return total === null ? null : result(total / values.length);
+}
+function spreadOf(array) {
+    const values = reduce(array);
+    const mean = meanOf(array);
+    if (values === null || mean === null)
+        return null;
+    let squares = 0;
+    for (const value of values) {
+        const deviation = value - mean;
+        squares += deviation * deviation;
+    }
+    const variance = result(squares / values.length);
+    return variance === null || variance < 0 ? null : result(Math.sqrt(variance));
+}
+function newArray(ctx, items) {
+    ctx.guard.array(ctx.span, 'the array', items.length);
+    return reference(ctx.heap.allocate({ kind: 'array', items }));
+}
+export const ARRAY_ENTRIES = [
+    entry('size', 'arr', (ctx, args) => held(ctx, args, 0)?.items.length ?? null),
+    entry('element', 'arr i', (ctx, args) => {
+        const array = held(ctx, args, 0);
+        if (array === undefined)
+            return null;
+        return array.items[within(ctx, args, 1, array, array.items.length)] ?? null;
+    }),
+    entry('set', 'arr i v', (ctx, args) => {
+        const array = changing(ctx, args, 0);
+        if (array === undefined)
+            return null;
+        array.items[within(ctx, args, 1, array, array.items.length)] = valueAt(args, 2);
+        return null;
+    }),
+    entry('push', 'arr v', (ctx, args) => {
+        const array = changing(ctx, args, 0);
+        if (array === undefined)
+            return null;
+        array.items.push(valueAt(args, 1));
+        grew(ctx, array, args, 1);
+        return null;
+    }),
+    entry('pop', 'arr', (ctx, args) => {
+        const array = changing(ctx, args, 0);
+        if (array === undefined)
+            return null;
+        if (array.items.length === 0) {
+            ctx.guard.badIndex(ctx.span, ctx.nameOf(valueAt(args, 0)), 'the last element', 0);
+        }
+        const value = array.items.pop() ?? null;
+        ctx.heap.countElements(-1);
+        return value;
+    }),
+    entry('shift', 'arr', (ctx, args) => {
+        const array = changing(ctx, args, 0);
+        if (array === undefined)
+            return null;
+        if (array.items.length === 0) {
+            ctx.guard.badIndex(ctx.span, ctx.nameOf(valueAt(args, 0)), 'the first element', 0);
+        }
+        const value = array.items.shift() ?? null;
+        ctx.heap.countElements(-1);
+        return value;
+    }),
+    entry('unshift', 'arr v', (ctx, args) => {
+        const array = changing(ctx, args, 0);
+        if (array === undefined)
+            return null;
+        array.items.unshift(valueAt(args, 1));
+        grew(ctx, array, args, 1);
+        return null;
+    }),
+    // Insert accepts the position one past the end, which is an append: a loop
+    // that inserts at `size(arr)` is how a script builds a list in order, and
+    // refusing it would make the last element a special case.
+    entry('insert', 'arr i v', (ctx, args) => {
+        const array = changing(ctx, args, 0);
+        if (array === undefined)
+            return null;
+        const at = within(ctx, args, 1, array, array.items.length + 1);
+        array.items.splice(at, 0, valueAt(args, 2));
+        grew(ctx, array, args, 1);
+        return null;
+    }),
+    entry('remove', 'arr i', (ctx, args) => {
+        const array = changing(ctx, args, 0);
+        if (array === undefined)
+            return null;
+        const at = within(ctx, args, 1, array, array.items.length);
+        const removed = array.items.splice(at, 1)[0] ?? null;
+        ctx.heap.countElements(-1);
+        return removed;
+    }),
+    entry('slice', 'arr from to', (ctx, args) => {
+        const array = held(ctx, args, 0);
+        if (array === undefined)
+            return null;
+        const from = wholeAt(ctx, 'slice', 'from', args, 1);
+        const to = wholeAt(ctx, 'slice', 'to', args, 2);
+        if (from === null || to === null)
+            return null;
+        return newArray(ctx, array.items.slice(from, to));
+    }),
+    entry('copy', 'arr', (ctx, args) => {
+        const array = held(ctx, args, 0);
+        return array === undefined ? null : newArray(ctx, [...array.items]);
+    }),
+    entry('indexOf', 'arr v', (ctx, args) => {
+        const array = held(ctx, args, 0);
+        if (array === undefined)
+            return null;
+        const wanted = valueAt(args, 1);
+        for (let i = 0; i < array.items.length; i += 1) {
+            if (valuesEqual(array.items[i] ?? null, wanted))
+                return i;
+        }
+        return -1;
+    }),
+    entry('arrayEqual', 'a b', (ctx, args) => {
+        const a = held(ctx, args, 0);
+        const b = held(ctx, args, 1);
+        if (a === undefined || b === undefined)
+            return null;
+        if (a.items.length !== b.items.length)
+            return false;
+        for (let i = 0; i < a.items.length; i += 1) {
+            if (!valuesEqual(a.items[i] ?? null, b.items[i] ?? null))
+                return false;
+        }
+        return true;
+    }),
+    entry('sort', 'arr order', (ctx, args) => {
+        const array = changing(ctx, args, 0);
+        if (array === undefined)
+            return null;
+        const descending = stringAt(args, 1) === 'desc';
+        array.items.sort((a, b) => (descending ? rank(b, a) : rank(a, b)));
+        return null;
+    }),
+    entry('reverse', 'arr', (ctx, args) => {
+        const array = changing(ctx, args, 0);
+        if (array === undefined)
+            return null;
+        array.items.reverse();
+        return null;
+    }),
+    entry('sum', 'arr', (ctx, args) => {
+        const array = held(ctx, args, 0);
+        return array === undefined ? null : sumOf(array);
+    }),
+    entry('avg', 'arr', (ctx, args) => {
+        const array = held(ctx, args, 0);
+        return array === undefined ? null : meanOf(array);
+    }),
+    entry('min', 'arr', (ctx, args) => {
+        const array = held(ctx, args, 0);
+        return array === undefined ? null : extremeOf(array, false);
+    }),
+    entry('max', 'arr', (ctx, args) => {
+        const array = held(ctx, args, 0);
+        return array === undefined ? null : extremeOf(array, true);
+    }),
+    entry('stdev', 'arr', (ctx, args) => {
+        const array = held(ctx, args, 0);
+        return array === undefined ? null : spreadOf(array);
+    }),
+];
+/**
+ * Emptying an array, which shares its name and its arity with emptying a grid.
+ *
+ * `stdlib.md` 14.3 gives `clear` two signatures, and both take one argument, so
+ * the compiled program's `lib.functions` carries one entry for the pair and the
+ * engine is the place that tells them apart. It does it by asking the heap what
+ * the handle points at, which is the only run-time dispatch in the whole
+ * library and is here because the format leaves it nowhere else to be.
+ */
+export function clearArray(ctx, args) {
+    const array = changing(ctx, args, 0);
+    if (array === undefined)
+        return false;
+    ctx.heap.countElements(-array.items.length);
+    array.items.length = 0;
+    return true;
+}
+//# sourceMappingURL=arrays.js.map

package/dist/core/engine/library/arrays.js.map

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package/dist/core/engine/library/averages.d.ts

@@ -0,0 +1,9 @@
+import type { MaType, Weighted } from '../../stdlib/index.js';
+import type { CallContext, ManifestEntry } from './binding.js';
+import type { Value } from '../values/index.js';
+/** The named average, or absence for a string that is not one of the six. */
+export declare function typeAt(args: readonly Value[], index: number): MaType | null;
+/** A source paired with the bar's volume, which is what the weighted forms take. */
+export declare function weighted(ctx: CallContext, src: number | null): Weighted;
+export declare const AVERAGE_ENTRIES: readonly ManifestEntry[];
+//# sourceMappingURL=averages.d.ts.map

package/dist/core/engine/library/averages.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"averages.d.ts","sourceRoot":"","sources":["../../../../src/core/engine/library/averages.ts"],"names":[],"mappings":"AAwBA,OAAO,KAAK,EAAE,MAAM,EAAE,QAAQ,EAAE,MAAM,uBAAuB,CAAC;AAE9D,OAAO,KAAK,EAAE,WAAW,EAAE,aAAa,EAAE,MAAM,cAAc,CAAC;AAC/D,OAAO,KAAK,EAAE,KAAK,EAAE,MAAM,oBAAoB,CAAC;AAGhD,6EAA6E;AAC7E,wBAAgB,MAAM,CAAC,IAAI,EAAE,SAAS,KAAK,EAAE,EAAE,KAAK,EAAE,MAAM,GAAG,MAAM,GAAG,IAAI,CAG3E;AAED,oFAAoF;AACpF,wBAAgB,QAAQ,CAAC,GAAG,EAAE,WAAW,EAAE,GAAG,EAAE,MAAM,GAAG,IAAI,GAAG,QAAQ,CAEvE;AAED,eAAO,MAAM,eAAe,EAAE,SAAS,aAAa,EAuDnD,CAAC"}

package/dist/core/engine/library/averages.js

@@ -0,0 +1,41 @@
+/**
+ * The moving averages that take more than a source and a length, `stdlib.md`
+ * section 4.
+ *
+ * **Every number here is the numeric library's**, for the reason `series.ts`
+ * sets out beside the same wiring. This file is a table of call sites: it hands
+ * each step the arguments a call supplied and the state region the machine
+ * holds for that call site, and nothing more.
+ *
+ * Two of them read the bar as well as their arguments. `vwma` weights by the
+ * bar's volume and `ma` may be switched to it, so both are given the volume
+ * from the bar being executed rather than from a source argument; a script
+ * cannot pass a volume to either, and `stdlib.md` writes neither with one.
+ */
+import { almaStep, demaStep, isMaType, linregStep, maStep, swmaStep, temaStep, vwmaStep, } from '../../stdlib/index.js';
+import { lengthAt, numberAt, stringAt } from './binding.js';
+import { stateful } from './state.js';
+/** The named average, or absence for a string that is not one of the six. */
+export function typeAt(args, index) {
+    const named = stringAt(args, index);
+    return isMaType(named) ? named : null;
+}
+/** A source paired with the bar's volume, which is what the weighted forms take. */
+export function weighted(ctx, src) {
+    return { src, volume: ctx.bar.volume };
+}
+export const AVERAGE_ENTRIES = [
+    stateful('dema', 'src len', (ctx, args) => demaStep(ctx.state, '', numberAt(args, 0), lengthAt(ctx, 'dema', 'len', args, 1))),
+    stateful('tema', 'src len', (ctx, args) => temaStep(ctx.state, '', numberAt(args, 0), lengthAt(ctx, 'tema', 'len', args, 1))),
+    stateful('vwma', 'src len', (ctx, args) => vwmaStep(ctx.state, '', weighted(ctx, numberAt(args, 0)), lengthAt(ctx, 'vwma', 'len', args, 1))),
+    stateful('swma', 'src', (ctx, args) => swmaStep(ctx.state, 'q', numberAt(args, 0))),
+    stateful('alma', 'src len offset sigma', (ctx, args) => almaStep(ctx.state, 'q', numberAt(args, 0), lengthAt(ctx, 'alma', 'len', args, 1), numberAt(args, 2), numberAt(args, 3))),
+    stateful('linreg', 'src len offset', (ctx, args) => linregStep(ctx.state, 'q', numberAt(args, 0), lengthAt(ctx, 'linreg', 'len', args, 1), numberAt(args, 2))),
+    // An unrecognised type is absence on every bar rather than a fall back to the
+    // simple mean, which `select.ts` gives the reason for: a study that quietly
+    // drew a different average from the one its settings name would be wrong in a
+    // way nobody could see. A literal is refused at compile time (OS3008); this
+    // is the computed case.
+    stateful('ma', 'src len type', (ctx, args) => maStep(ctx.state, '', weighted(ctx, numberAt(args, 0)), lengthAt(ctx, 'ma', 'len', args, 1), typeAt(args, 2))),
+];
+//# sourceMappingURL=averages.js.map

package/dist/core/engine/library/averages.js.map

@@ -0,0 +1 @@
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