openalgo-script 0.1.0-alpha.0 → 0.2.0

package/dist/core/parse/names.js.map

@@ -1 +1 @@
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package/dist/core/stdlib/averages/exponential.d.ts

@@ -0,0 +1,51 @@
+/**
+ * The exponential family: `ema`, `rma`, `dema` and `tema`.
+ *
+ * All four share one seeding rule, which `stdlib.md` section 4 states for `ema`
+ * and then refers `rma` to: the average is seeded on bar `len - 1` with the
+ * simple average of those `len` values, and is absent before it. Seeding from
+ * bar 0 instead, which is common and cheaper, draws a line where there should
+ * be a gap and stays materially wrong until the seed decays away. The seeding
+ * itself is `smoothed` in `lookback.ts`, which every seeded average here and in
+ * the studies built on them goes through.
+ *
+ * **Two arrangements, deliberately.** `ema` steps as `value * k + prev * (1 - k)`
+ * and `rma` steps as `(prev * (len - 1) + value) / len`. Those are the same
+ * function in exact arithmetic and two different numbers in binary64, and each
+ * is the arrangement its name has always meant. Writing `rma` as a weight of
+ * `1 / len` in `ema`'s shape would disagree in the last bits with every
+ * implementation of the classic oscillators, which is precisely what this
+ * project treats as a release blocker.
+ */
+import type { Series, StateRecord, Tail, Value } from '../values/index.js';
+/** `ema(src, len)`: exponential mean, weight `2 / (len + 1)`, from bar `len - 1`. */
+export declare function emaStep(state: StateRecord, key: string, value: Value, len: number | null): Value;
+/** `ema(src, len)` as a tail. */
+export declare function emaTail(len: number): Tail<Value, Value>;
+/** `ema(src, len)` over a whole series. */
+export declare function ema(src: Series, len: number): Value[];
+/** `rma(src, len)`: the smoothing the classic oscillators use, from bar `len - 1`. */
+export declare function rmaStep(state: StateRecord, key: string, value: Value, len: number | null): Value;
+/** `rma(src, len)` as a tail. */
+export declare function rmaTail(len: number): Tail<Value, Value>;
+/** `rma(src, len)` over a whole series. */
+export declare function rma(src: Series, len: number): Value[];
+/**
+ * `dema(src, len)`: `2 * ema - ema(ema)`, from bar `2 * len - 2`.
+ *
+ * The second average is fed the first one's output, absences and all, so it
+ * seeds on the first `len` values the first average produced. That is where the
+ * declared warmup comes from rather than being asserted alongside it.
+ */
+export declare function demaStep(state: StateRecord, key: string, value: Value, len: number | null): Value;
+/** `dema(src, len)` as a tail. */
+export declare function demaTail(len: number): Tail<Value, Value>;
+/** `dema(src, len)` over a whole series. */
+export declare function dema(src: Series, len: number): Value[];
+/** `tema(src, len)`: `3 * e1 - 3 * e2 + e3`, from bar `3 * len - 3`. */
+export declare function temaStep(state: StateRecord, key: string, value: Value, len: number | null): Value;
+/** `tema(src, len)` as a tail. */
+export declare function temaTail(len: number): Tail<Value, Value>;
+/** `tema(src, len)` over a whole series. */
+export declare function tema(src: Series, len: number): Value[];
+//# sourceMappingURL=exponential.d.ts.map

package/dist/core/stdlib/averages/exponential.d.ts.map

@@ -0,0 +1 @@
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package/dist/core/stdlib/averages/exponential.js

@@ -0,0 +1,72 @@
+import { NONE, fold, isPresent, result, smoothed, tailOf } from '../values/index.js';
+/** `ema(src, len)`: exponential mean, weight `2 / (len + 1)`, from bar `len - 1`. */
+export function emaStep(state, key, value, len) {
+    if (len === null)
+        return NONE;
+    const weight = 2 / (len + 1);
+    const rest = 1 - weight;
+    return smoothed(state, key, len, value, (previous, next) => next * weight + previous * rest);
+}
+/** `ema(src, len)` as a tail. */
+export function emaTail(len) {
+    return tailOf((state, value) => emaStep(state, 'e', value, len));
+}
+/** `ema(src, len)` over a whole series. */
+export function ema(src, len) {
+    return fold(emaTail(len), src);
+}
+/** `rma(src, len)`: the smoothing the classic oscillators use, from bar `len - 1`. */
+export function rmaStep(state, key, value, len) {
+    if (len === null)
+        return NONE;
+    return smoothed(state, key, len, value, (previous, next) => (previous * (len - 1) + next) / len);
+}
+/** `rma(src, len)` as a tail. */
+export function rmaTail(len) {
+    return tailOf((state, value) => rmaStep(state, 'r', value, len));
+}
+/** `rma(src, len)` over a whole series. */
+export function rma(src, len) {
+    return fold(rmaTail(len), src);
+}
+/**
+ * `dema(src, len)`: `2 * ema - ema(ema)`, from bar `2 * len - 2`.
+ *
+ * The second average is fed the first one's output, absences and all, so it
+ * seeds on the first `len` values the first average produced. That is where the
+ * declared warmup comes from rather than being asserted alongside it.
+ */
+export function demaStep(state, key, value, len) {
+    const once = emaStep(state, `${key}a`, value, len);
+    const twice = emaStep(state, `${key}b`, once, len);
+    if (!isPresent(once) || !isPresent(twice))
+        return NONE;
+    return result(2 * once - twice);
+}
+/** `dema(src, len)` as a tail. */
+export function demaTail(len) {
+    return tailOf((state, value) => demaStep(state, 'e', value, len));
+}
+/** `dema(src, len)` over a whole series. */
+export function dema(src, len) {
+    return fold(demaTail(len), src);
+}
+/** `tema(src, len)`: `3 * e1 - 3 * e2 + e3`, from bar `3 * len - 3`. */
+export function temaStep(state, key, value, len) {
+    const once = emaStep(state, `${key}a`, value, len);
+    const twice = emaStep(state, `${key}b`, once, len);
+    const thrice = emaStep(state, `${key}c`, twice, len);
+    if (!isPresent(once) || !isPresent(twice) || !isPresent(thrice))
+        return NONE;
+    // Left to right, as written: 3 * e1, less 3 * e2, plus e3.
+    return result(3 * once - 3 * twice + thrice);
+}
+/** `tema(src, len)` as a tail. */
+export function temaTail(len) {
+    return tailOf((state, value) => temaStep(state, 'e', value, len));
+}
+/** `tema(src, len)` over a whole series. */
+export function tema(src, len) {
+    return fold(temaTail(len), src);
+}
+//# sourceMappingURL=exponential.js.map

package/dist/core/stdlib/averages/exponential.js.map

@@ -0,0 +1 @@
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package/dist/core/stdlib/averages/index.d.ts

@@ -0,0 +1,7 @@
+export type { Weighted } from './simple.js';
+export { sma, smaStep, smaTail, swma, swmaStep, swmaTail, vwma, vwmaStep, vwmaTail, wma, wmaStep, wmaTail, } from './simple.js';
+export { dema, demaStep, demaTail, ema, emaStep, emaTail, rma, rmaStep, rmaTail, tema, temaStep, temaTail, } from './exponential.js';
+export { alma, almaStep, almaTail, hma, hmaStep, hmaTail, linreg, linregStep, linregTail, } from './shaped.js';
+export type { MaType } from './select.js';
+export { isMaType, ma, maStep, maTail } from './select.js';
+//# sourceMappingURL=index.d.ts.map

package/dist/core/stdlib/averages/index.d.ts.map

@@ -0,0 +1 @@
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package/dist/core/stdlib/averages/index.js

@@ -0,0 +1,5 @@
+export { sma, smaStep, smaTail, swma, swmaStep, swmaTail, vwma, vwmaStep, vwmaTail, wma, wmaStep, wmaTail, } from './simple.js';
+export { dema, demaStep, demaTail, ema, emaStep, emaTail, rma, rmaStep, rmaTail, tema, temaStep, temaTail, } from './exponential.js';
+export { alma, almaStep, almaTail, hma, hmaStep, hmaTail, linreg, linregStep, linregTail, } from './shaped.js';
+export { isMaType, ma, maStep, maTail } from './select.js';
+//# sourceMappingURL=index.js.map

package/dist/core/stdlib/averages/index.js.map

@@ -0,0 +1 @@
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package/dist/core/stdlib/averages/select.d.ts

@@ -0,0 +1,35 @@
+/**
+ * `ma(src, len, type)`: one call whose shape a select input can switch.
+ *
+ * The point of it is that a study can offer its user a choice of average
+ * without the script branching six ways, and without the six branches each
+ * owning their own state. One call site, one state region, one line on the
+ * chart.
+ *
+ * The step takes a source paired with its volume because one of the types is
+ * volume weighted. A caller that will never select that type passes absence for
+ * the volume and loses nothing.
+ *
+ * **Each type keeps its own corner of the region.** The key carries the type
+ * name, so a run that switched type halfway would start the new average from
+ * its own warmup rather than from whatever the old one had left in the record.
+ */
+import type { Series, StateRecord, Tail, Value } from '../values/index.js';
+import type { Weighted } from './simple.js';
+/** The averages `ma` can be switched to, as `stdlib.md` section 4 lists them. */
+export type MaType = 'sma' | 'ema' | 'wma' | 'rma' | 'hma' | 'vwma';
+/** Whether a string names one of the six averages `ma` accepts. */
+export declare function isMaType(name: string | null): name is MaType;
+/**
+ * `ma(src, len, type)`, with the warmup of whichever type was named.
+ *
+ * An unrecognised type is absence throughout, not a silent fall back to the
+ * simple mean. A study that quietly drew a different average from the one its
+ * settings say would be wrong in a way nobody could see.
+ */
+export declare function maStep(state: StateRecord, key: string, input: Weighted, len: number | null, type: MaType | null): Value;
+/** `ma(src, len, type)` as a tail. */
+export declare function maTail(len: number, type: MaType): Tail<Weighted, Value>;
+/** `ma(src, len, type)` over a whole series. */
+export declare function ma(src: Series, volume: Series, len: number, type: MaType): Value[];
+//# sourceMappingURL=select.d.ts.map

package/dist/core/stdlib/averages/select.d.ts.map

@@ -0,0 +1 @@
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package/dist/core/stdlib/averages/select.js

@@ -0,0 +1,43 @@
+import { NONE, fold, tailOf } from '../values/index.js';
+import { smaStep, vwmaStep, wmaStep } from './simple.js';
+import { emaStep, rmaStep } from './exponential.js';
+import { hmaStep } from './shaped.js';
+const TYPES = ['sma', 'ema', 'wma', 'rma', 'hma', 'vwma'];
+/** Whether a string names one of the six averages `ma` accepts. */
+export function isMaType(name) {
+    return name !== null && TYPES.includes(name);
+}
+/**
+ * `ma(src, len, type)`, with the warmup of whichever type was named.
+ *
+ * An unrecognised type is absence throughout, not a silent fall back to the
+ * simple mean. A study that quietly drew a different average from the one its
+ * settings say would be wrong in a way nobody could see.
+ */
+export function maStep(state, key, input, len, type) {
+    if (type === null)
+        return NONE;
+    const mine = `${key}${type}`;
+    if (type === 'vwma')
+        return vwmaStep(state, mine, input, len);
+    if (type === 'sma')
+        return smaStep(state, mine, input.src, len);
+    if (type === 'ema')
+        return emaStep(state, mine, input.src, len);
+    if (type === 'wma')
+        return wmaStep(state, mine, input.src, len);
+    if (type === 'rma')
+        return rmaStep(state, mine, input.src, len);
+    if (type === 'hma')
+        return hmaStep(state, mine, input.src, len);
+    return NONE;
+}
+/** `ma(src, len, type)` as a tail. */
+export function maTail(len, type) {
+    return tailOf((state, input) => maStep(state, 'q', input, len, type));
+}
+/** `ma(src, len, type)` over a whole series. */
+export function ma(src, volume, len, type) {
+    return fold(maTail(len, type), src.map((value, index) => ({ src: value, volume: volume[index] ?? NONE })));
+}
+//# sourceMappingURL=select.js.map

package/dist/core/stdlib/averages/select.js.map

@@ -0,0 +1 @@
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package/dist/core/stdlib/averages/shaped.d.ts

@@ -0,0 +1,61 @@
+/**
+ * The averages with a shape to them: `hma`, `alma` and `linreg`.
+ *
+ * Each one is a weighted lookback like `wma`, and each accumulates oldest bar
+ * first, in index order, for the reason `lookback.ts` gives.
+ */
+import type { Series, StateRecord, Tail, Value } from '../values/index.js';
+/**
+ * `hma(src, len)`: from bar `len + round(sqrt(len)) - 2`.
+ *
+ * `wma` of twice the half length average less the full length one, smoothed
+ * again over the square root of the length.
+ *
+ * **The half length is not stated.** `stdlib.md` section 4 fixes the outer
+ * length as `round(sqrt(len))`, which the declared warmup confirms, and says
+ * nothing about the inner one. `floor(len / 2)` is used here, held at a minimum
+ * of 1 so a length of 1 or 2 still has a lookback, and the declared warmup holds
+ * for any inner length at or below `len`, so nothing in the warmup column
+ * settles it. This is recorded as a gap rather than presented as a reading.
+ */
+export declare function hmaStep(state: StateRecord, key: string, value: Value, len: number | null): Value;
+/** `hma(src, len)` as a tail. */
+export declare function hmaTail(len: number): Tail<Value, Value>;
+/** `hma(src, len)` over a whole series. */
+export declare function hma(src: Series, len: number): Value[];
+/**
+ * `alma(src, len, offset, sigma)`: the Gaussian weighted mean, from bar `len - 1`.
+ *
+ * `offset` slides the kernel's peak between lag and smoothness and `sigma` sets
+ * how sharply it falls away.
+ *
+ * The kernel depends only on the position in the lookback, so it could be built
+ * once; it is rebuilt each bar instead, because the region 2.11 requires holds
+ * numbers and queues and not a cached array of weights, and a step that reads
+ * its own arguments every bar is the only form an engine can drive. The
+ * accumulation is over the lookback in index order either way, so the number is
+ * the same one.
+ */
+export declare function almaStep(state: StateRecord, key: string, value: Value, len: number | null, offset: number | null, sigma: number | null): Value;
+/** `alma(src, len, offset, sigma)` as a tail. */
+export declare function almaTail(len: number, offset?: number, sigma?: number): Tail<Value, Value>;
+/** `alma(src, len, offset, sigma)` over a whole series. */
+export declare function alma(src: Series, len: number, offset?: number, sigma?: number): Value[];
+/**
+ * `linreg(src, len, offset)`: the least squares line through the last `len`
+ * points, read `offset` bars back along it, from bar `len - 1`.
+ *
+ * `x` runs 0 at the oldest bar of the lookback to `len - 1` at the current one,
+ * so the value at the current bar is `intercept + slope * (len - 1)` and a
+ * positive `offset` steps back down the line without refitting it.
+ *
+ * A length of 1 has no line through it: the normal equations are singular, and
+ * the answer is absence rather than the single point, because a line fitted to
+ * one point is not a fit.
+ */
+export declare function linregStep(state: StateRecord, key: string, value: Value, len: number | null, offset: number | null): Value;
+/** `linreg(src, len, offset)` as a tail. */
+export declare function linregTail(len: number, offset?: number): Tail<Value, Value>;
+/** `linreg(src, len, offset)` over a whole series. */
+export declare function linreg(src: Series, len: number, offset?: number): Value[];
+//# sourceMappingURL=shaped.d.ts.map

package/dist/core/stdlib/averages/shaped.d.ts.map

@@ -0,0 +1 @@
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package/dist/core/stdlib/averages/shaped.js

@@ -0,0 +1,126 @@
+import { NONE, fold, isLength, isPresent, result, ring, tailOf, } from '../values/index.js';
+import { roundHalfAway } from '../maths/index.js';
+import { wmaStep } from './simple.js';
+/**
+ * `hma(src, len)`: from bar `len + round(sqrt(len)) - 2`.
+ *
+ * `wma` of twice the half length average less the full length one, smoothed
+ * again over the square root of the length.
+ *
+ * **The half length is not stated.** `stdlib.md` section 4 fixes the outer
+ * length as `round(sqrt(len))`, which the declared warmup confirms, and says
+ * nothing about the inner one. `floor(len / 2)` is used here, held at a minimum
+ * of 1 so a length of 1 or 2 still has a lookback, and the declared warmup holds
+ * for any inner length at or below `len`, so nothing in the warmup column
+ * settles it. This is recorded as a gap rather than presented as a reading.
+ */
+export function hmaStep(state, key, value, len) {
+    if (len === null)
+        return NONE;
+    const half = Math.max(1, Math.floor(len / 2));
+    const outer = Math.max(1, roundHalfAway(Math.sqrt(len)));
+    const near = wmaStep(state, `${key}f`, value, half);
+    const far = wmaStep(state, `${key}s`, value, len);
+    const raw = isPresent(near) && isPresent(far) ? result(2 * near - far) : NONE;
+    return wmaStep(state, `${key}o`, raw, outer);
+}
+/** `hma(src, len)` as a tail. */
+export function hmaTail(len) {
+    return tailOf((state, value) => hmaStep(state, '', value, len));
+}
+/** `hma(src, len)` over a whole series. */
+export function hma(src, len) {
+    return fold(hmaTail(len), src);
+}
+/**
+ * `alma(src, len, offset, sigma)`: the Gaussian weighted mean, from bar `len - 1`.
+ *
+ * `offset` slides the kernel's peak between lag and smoothness and `sigma` sets
+ * how sharply it falls away.
+ *
+ * The kernel depends only on the position in the lookback, so it could be built
+ * once; it is rebuilt each bar instead, because the region 2.11 requires holds
+ * numbers and queues and not a cached array of weights, and a step that reads
+ * its own arguments every bar is the only form an engine can drive. The
+ * accumulation is over the lookback in index order either way, so the number is
+ * the same one.
+ */
+export function almaStep(state, key, value, len, offset, sigma) {
+    const lookback = ring(state, key, len);
+    lookback.push(value);
+    if (len === null || offset === null || sigma === null)
+        return NONE;
+    if (!lookback.complete())
+        return NONE;
+    if (!(sigma > 0) || !isLength(len))
+        return NONE;
+    const peak = offset * (len - 1);
+    const spread = len / sigma;
+    const weights = [];
+    let norm = 0;
+    // Index order: position 0 is the oldest bar in the lookback.
+    for (let position = 0; position < len; position += 1) {
+        const gap = position - peak;
+        const weight = Math.exp(-(gap * gap) / (2 * spread * spread));
+        weights.push(weight);
+        norm += weight;
+    }
+    if (norm === 0)
+        return NONE;
+    let total = 0;
+    for (let position = 0; position < len; position += 1) {
+        total += lookback.at(len - 1 - position) * weights[position];
+    }
+    return result(total / norm);
+}
+/** `alma(src, len, offset, sigma)` as a tail. */
+export function almaTail(len, offset = 0.85, sigma = 6) {
+    return tailOf((state, value) => almaStep(state, 'q', value, len, offset, sigma));
+}
+/** `alma(src, len, offset, sigma)` over a whole series. */
+export function alma(src, len, offset = 0.85, sigma = 6) {
+    return fold(almaTail(len, offset, sigma), src);
+}
+/**
+ * `linreg(src, len, offset)`: the least squares line through the last `len`
+ * points, read `offset` bars back along it, from bar `len - 1`.
+ *
+ * `x` runs 0 at the oldest bar of the lookback to `len - 1` at the current one,
+ * so the value at the current bar is `intercept + slope * (len - 1)` and a
+ * positive `offset` steps back down the line without refitting it.
+ *
+ * A length of 1 has no line through it: the normal equations are singular, and
+ * the answer is absence rather than the single point, because a line fitted to
+ * one point is not a fit.
+ */
+export function linregStep(state, key, value, len, offset) {
+    const lookback = ring(state, key, len);
+    lookback.push(value);
+    if (len === null || offset === null || !lookback.complete())
+        return NONE;
+    // The x values are the same lookback every bar, so their sums are constants.
+    const sumX = ((len - 1) * len) / 2;
+    const sumXSquared = ((len - 1) * len * (2 * len - 1)) / 6;
+    const divisor = len * sumXSquared - sumX * sumX;
+    if (divisor === 0)
+        return NONE;
+    let sumY = 0;
+    let sumXY = 0;
+    for (let position = 0; position < len; position += 1) {
+        const y = lookback.at(len - 1 - position);
+        sumY += y;
+        sumXY += y * position;
+    }
+    const slope = (len * sumXY - sumX * sumY) / divisor;
+    const intercept = (sumY - slope * sumX) / len;
+    return result(intercept + slope * (len - 1 - offset));
+}
+/** `linreg(src, len, offset)` as a tail. */
+export function linregTail(len, offset = 0) {
+    return tailOf((state, value) => linregStep(state, 'q', value, len, offset));
+}
+/** `linreg(src, len, offset)` over a whole series. */
+export function linreg(src, len, offset = 0) {
+    return fold(linregTail(len, offset), src);
+}
+//# sourceMappingURL=shaped.js.map

package/dist/core/stdlib/averages/shaped.js.map

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package/dist/core/stdlib/averages/simple.d.ts

@@ -0,0 +1,58 @@
+/**
+ * The lookback averages: `sma`, `wma`, `swma` and `vwma`.
+ *
+ * Each is a fresh accumulation over the lookback in index order, oldest bar
+ * first, for the reason `lookback.ts` sets out: a sum has an order as well as a
+ * value, and a running total that subtracts the bar leaving the lookback is a
+ * different number.
+ *
+ * Each is written once, as a step over a state region, and its tail is that
+ * step over a region of its own. An engine calls the same step against the
+ * region it holds for the call site, so there is no second arrangement of the
+ * arithmetic anywhere for the two to drift apart in.
+ */
+import type { Series, StateRecord, Tail, Value } from '../values/index.js';
+/** A bar's source value paired with its volume, for the volume weighted forms. */
+export interface Weighted {
+    readonly src: Value;
+    readonly volume: Value;
+}
+/** `sma(src, len)`: the arithmetic mean of the last `len` values, from bar `len - 1`. */
+export declare function smaStep(state: StateRecord, key: string, value: Value, len: number | null): Value;
+/** `sma(src, len)` as a tail. */
+export declare function smaTail(len: number): Tail<Value, Value>;
+/** `sma(src, len)` over a whole series. */
+export declare function sma(src: Series, len: number): Value[];
+/**
+ * `wma(src, len)`: linearly weighted, the newest value weighted `len`, from bar
+ * `len - 1`.
+ *
+ * `stdlib.md` section 4 fixes the weights and not the order they are summed in,
+ * so the order is this library's own and is the one stated in `lookback.ts`:
+ * oldest bar first, which is weight 1 first and weight `len` last.
+ */
+export declare function wmaStep(state: StateRecord, key: string, value: Value, len: number | null): Value;
+/** `wma(src, len)` as a tail. */
+export declare function wmaTail(len: number): Tail<Value, Value>;
+/** `wma(src, len)` over a whole series. */
+export declare function wma(src: Series, len: number): Value[];
+/** `swma(src)`: the fixed four bar symmetric mean, weights 1, 2, 2, 1 over 6, from bar 3. */
+export declare function swmaStep(state: StateRecord, key: string, value: Value): Value;
+/** `swma(src)` as a tail. */
+export declare function swmaTail(): Tail<Value, Value>;
+/** `swma(src)` over a whole series. */
+export declare function swma(src: Series): Value[];
+/**
+ * `vwma(src, len)`: the mean weighted by each bar's volume, from bar `len - 1`.
+ *
+ * The total of `src * volume` over the total of `volume`, which is what "mean
+ * weighted by volume" says. Dividing two means by `len` first and then dividing
+ * one by the other is the same quantity with two extra roundings in it, and
+ * this is the arrangement without them.
+ */
+export declare function vwmaStep(state: StateRecord, key: string, input: Weighted, len: number | null): Value;
+/** `vwma(src, len)` as a tail. */
+export declare function vwmaTail(len: number): Tail<Weighted, Value>;
+/** `vwma(src, len)` over a whole series. */
+export declare function vwma(src: Series, volume: Series, len: number): Value[];
+//# sourceMappingURL=simple.d.ts.map

package/dist/core/stdlib/averages/simple.d.ts.map

@@ -0,0 +1 @@
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package/dist/core/stdlib/averages/simple.js

@@ -0,0 +1,92 @@
+import { NONE, fold, isPresent, result, ring, tailOf } from '../values/index.js';
+/** `sma(src, len)`: the arithmetic mean of the last `len` values, from bar `len - 1`. */
+export function smaStep(state, key, value, len) {
+    const lookback = ring(state, key, len);
+    lookback.push(value);
+    return lookback.mean();
+}
+/** `sma(src, len)` as a tail. */
+export function smaTail(len) {
+    return tailOf((state, value) => smaStep(state, 'q', value, len));
+}
+/** `sma(src, len)` over a whole series. */
+export function sma(src, len) {
+    return fold(smaTail(len), src);
+}
+/**
+ * `wma(src, len)`: linearly weighted, the newest value weighted `len`, from bar
+ * `len - 1`.
+ *
+ * `stdlib.md` section 4 fixes the weights and not the order they are summed in,
+ * so the order is this library's own and is the one stated in `lookback.ts`:
+ * oldest bar first, which is weight 1 first and weight `len` last.
+ */
+export function wmaStep(state, key, value, len) {
+    const lookback = ring(state, key, len);
+    lookback.push(value);
+    if (len === null || !lookback.complete())
+        return NONE;
+    const divisor = (len * (len + 1)) / 2;
+    let total = 0;
+    for (let back = len - 1; back >= 0; back -= 1) {
+        total += lookback.at(back) * (len - back);
+    }
+    return result(total / divisor);
+}
+/** `wma(src, len)` as a tail. */
+export function wmaTail(len) {
+    return tailOf((state, value) => wmaStep(state, 'w', value, len));
+}
+/** `wma(src, len)` over a whole series. */
+export function wma(src, len) {
+    return fold(wmaTail(len), src);
+}
+/** `swma(src)`: the fixed four bar symmetric mean, weights 1, 2, 2, 1 over 6, from bar 3. */
+export function swmaStep(state, key, value) {
+    const lookback = ring(state, key, 4);
+    lookback.push(value);
+    if (!lookback.complete())
+        return NONE;
+    const oldest = lookback.at(3);
+    const second = lookback.at(2);
+    const third = lookback.at(1);
+    const newest = lookback.at(0);
+    return result((oldest + 2 * second + 2 * third + newest) / 6);
+}
+/** `swma(src)` as a tail. */
+export function swmaTail() {
+    return tailOf((state, value) => swmaStep(state, 'q', value));
+}
+/** `swma(src)` over a whole series. */
+export function swma(src) {
+    return fold(swmaTail(), src);
+}
+/**
+ * `vwma(src, len)`: the mean weighted by each bar's volume, from bar `len - 1`.
+ *
+ * The total of `src * volume` over the total of `volume`, which is what "mean
+ * weighted by volume" says. Dividing two means by `len` first and then dividing
+ * one by the other is the same quantity with two extra roundings in it, and
+ * this is the arrangement without them.
+ */
+export function vwmaStep(state, key, input, len) {
+    const flow = ring(state, `${key}f`, len);
+    const quantity = ring(state, `${key}v`, len);
+    const product = isPresent(input.src) && isPresent(input.volume) ? result(input.src * input.volume) : NONE;
+    flow.push(product);
+    quantity.push(input.volume);
+    const numerator = flow.sum();
+    const denominator = quantity.sum();
+    if (!isPresent(numerator) || !isPresent(denominator) || denominator === 0)
+        return NONE;
+    return result(numerator / denominator);
+}
+/** `vwma(src, len)` as a tail. */
+export function vwmaTail(len) {
+    return tailOf((state, input) => vwmaStep(state, 'q', input, len));
+}
+/** `vwma(src, len)` over a whole series. */
+export function vwma(src, volume, len) {
+    return fold(vwmaTail(len), src.map((value, index) => ({ src: value, volume: volume[index] ?? NONE })));
+}
+//# sourceMappingURL=simple.js.map

package/dist/core/stdlib/averages/simple.js.map

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