openalgo-script 0.1.0-alpha.1 → 0.2.0

package/dist/core/engine/index.d.ts

@@ -0,0 +1,49 @@
+/**
+ * The instruction engine: a compiled program and bars in, values out.
+ *
+ * It walks an instruction list. There is no `eval`, no `Function` constructor
+ * and nothing built from text anywhere behind this door, which is what lets the
+ * language run under a content security policy that forbids turning text into
+ * code and what lets a platform run many customers' scripts in one process.
+ *
+ * Three guarantees a host is buying, each enforced by a counter in the loop
+ * rather than by hoping a script behaves:
+ *
+ * - **A runaway script stops.** The loop budget is the program's own
+ *   `limits()` and is counted in `TICK` executions, so two engines fail at the
+ *   same iteration of the same loop on the same bar. A step ceiling derived
+ *   from the program and an optional wall clock stop a bar that somehow passes
+ *   what verification proved about it.
+ * - **One script failing takes nothing else down.** Nothing on this surface
+ *   throws. A failure is a diagnostic with a catalogue code and a source
+ *   position, returned on the bar that produced it.
+ * - **A moving bar is idempotent.** The newest bar rolls back to the start of
+ *   itself before it runs again, so a live chart and a backtest of the same
+ *   data produce the same numbers.
+ */
+export { Engine } from './engine.js';
+export type { BarResult, RunResult } from './results.js';
+export { load } from './load.js';
+export type { LoadOptions, LoadResult } from './load.js';
+export type { AlertFiring } from './alerts.js';
+export type { Grid } from './grids.js';
+export type { BarFacts, BarState, HostBar } from './bars.js';
+export { BAR_FIELDS, barField, isBarField } from './bars.js';
+export type { Clock, EngineLimits } from './budget.js';
+export { DEFAULT_LIMITS, stepBound } from './budget.js';
+export type { Anchor, Drawing, DrawingKind } from './drawings.js';
+export type { PendingEffect } from './channels.js';
+export type { EffectRoute, EngineHost, Instrument, RequestAnswer, RequestProvider, RequestQuery, RequestRefusal, RoutedEffect, } from './host.js';
+export type { FrameOutcome, FrameRefusal, Identity, IntentBar, IntentKind, LedgerRow, OrderFrame, OrderIntent, OrderSide, OrderStatus, OrderType, } from './ledger/index.js';
+export type { SessionFacts, SessionHours } from './session/index.js';
+export type { Timeframe, TimeframeUnit } from './timeframe.js';
+export { bucketKeyOf, isIntraday, minutesOf, nominalMinutes, parseTimeframe } from './timeframe.js';
+export type { ResolvedInput, SettingCheck, TimeResolver } from './inputs.js';
+export { checkSetting, constantValue, utcTime } from './inputs.js';
+export { LANGUAGE_VERSIONS, capabilitiesFor, verify } from './verify.js';
+export type { VerifyOptions, VerifyResult } from './verify.js';
+export type { ArrayObject, ColourValue, DrawingObject, GridCell, HeapObject, Reference, TableObject, Value, } from './values/index.js';
+export { isAbsent, isColour, isRef, tagOf, valuesEqual } from './values/index.js';
+export type { BarView, CallContext, Effect, ManifestEntry, StateRecord } from './library/index.js';
+export { COLOUR_NAMES, manifestEntries, manifestEntry, namedColour, spell } from './library/index.js';
+//# sourceMappingURL=index.d.ts.map

package/dist/core/engine/index.d.ts.map

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package/dist/core/engine/index.js

@@ -0,0 +1,33 @@
+/**
+ * The instruction engine: a compiled program and bars in, values out.
+ *
+ * It walks an instruction list. There is no `eval`, no `Function` constructor
+ * and nothing built from text anywhere behind this door, which is what lets the
+ * language run under a content security policy that forbids turning text into
+ * code and what lets a platform run many customers' scripts in one process.
+ *
+ * Three guarantees a host is buying, each enforced by a counter in the loop
+ * rather than by hoping a script behaves:
+ *
+ * - **A runaway script stops.** The loop budget is the program's own
+ *   `limits()` and is counted in `TICK` executions, so two engines fail at the
+ *   same iteration of the same loop on the same bar. A step ceiling derived
+ *   from the program and an optional wall clock stop a bar that somehow passes
+ *   what verification proved about it.
+ * - **One script failing takes nothing else down.** Nothing on this surface
+ *   throws. A failure is a diagnostic with a catalogue code and a source
+ *   position, returned on the bar that produced it.
+ * - **A moving bar is idempotent.** The newest bar rolls back to the start of
+ *   itself before it runs again, so a live chart and a backtest of the same
+ *   data produce the same numbers.
+ */
+export { Engine } from './engine.js';
+export { load } from './load.js';
+export { BAR_FIELDS, barField, isBarField } from './bars.js';
+export { DEFAULT_LIMITS, stepBound } from './budget.js';
+export { bucketKeyOf, isIntraday, minutesOf, nominalMinutes, parseTimeframe } from './timeframe.js';
+export { checkSetting, constantValue, utcTime } from './inputs.js';
+export { LANGUAGE_VERSIONS, capabilitiesFor, verify } from './verify.js';
+export { isAbsent, isColour, isRef, tagOf, valuesEqual } from './values/index.js';
+export { COLOUR_NAMES, manifestEntries, manifestEntry, namedColour, spell } from './library/index.js';
+//# sourceMappingURL=index.js.map

package/dist/core/engine/index.js.map

@@ -0,0 +1 @@
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package/dist/core/engine/inputs.d.ts

@@ -0,0 +1,77 @@
+/**
+ * Inputs, resolved once at load, `compiled-program.md` 2.6 and 5.1.
+ *
+ * Input resolution and the substitution of every `{ "input": ... }` reference
+ * happen **once, before step 1 of bar 0**, so the declarations in `outputs` and
+ * anything built from them exist before the first bar runs. Step 5 writes
+ * already resolved values into slots and resolves nothing.
+ *
+ * **A value that fails validation is a refusal, not a fallback.** The host's
+ * value is used when it passes and the declared default when the host supplies
+ * none, and a supplied value that fails is OS6019 and the program does not run.
+ * Falling back to the default would be a settings dialog that silently ignores
+ * what a user typed, which is worse than one that says the value is out of
+ * range.
+ *
+ * **An input value is never absent.** `input()` cannot declare `none` as a
+ * default, because the default's type is what fixes the input's type.
+ */
+import type { Diagnostic } from '../diagnostics/index.js';
+import type { CompiledInput, CompiledProgram, Constant, Field } from './types.js';
+import type { Value } from './values/index.js';
+export interface ResolvedInput {
+    readonly key: string;
+    readonly slot: number;
+    /** The bar field a `"source"` input selected, which step 5 reads per bar. */
+    readonly field: string | undefined;
+    /** The effective value, for every other kind. */
+    readonly value: Value;
+}
+export type InputResult = {
+    readonly ok: true;
+    readonly inputs: readonly ResolvedInput[];
+} | {
+    readonly ok: false;
+    readonly diagnostic: Diagnostic;
+};
+/** A host's own conversion for a `"time"` input, which needs the chart's zone. */
+export type TimeResolver = (text: string) => number | null;
+/** What a stored value is worth to a declared input: the value, or the rule it breaks. */
+export type SettingCheck = {
+    readonly ok: true;
+    readonly value: Value;
+    readonly field: string | undefined;
+} | {
+    readonly ok: false;
+    readonly refusal: string;
+};
+/** The value a constant pool entry denotes. */
+export declare function constantValue(entry: Constant): Value;
+export declare function resolveInputs(program: CompiledProgram, settings: Readonly<Record<string, unknown>>, resolveTime: TimeResolver): InputResult;
+/**
+ * What the engine will run with for one stored value, or the rule it breaks.
+ *
+ * **This is exported because the question is asked outside the engine as well.**
+ * A chart builds the settings dialog and the declared shape of a study before
+ * anything is loaded, so it has to know what a stored value is worth before the
+ * run that would refuse it exists. A second copy of these rules in an adapter
+ * would be the same fact written in two files, and the two would answer
+ * differently the first time either was edited: the chart adapter had its own
+ * idea of an unusable value, and handed out a precision an input's own `max`
+ * forbade while the engine beside it refused the same map with OS6019.
+ *
+ * `resolveTime` is optional, and leaving it out narrows exactly one answer. A
+ * `"time"` input's string is read by the host's own conversion, which is the
+ * host's to supply, so a caller with none takes a string on trust and leaves
+ * that half to the load. Every other kind is decided here.
+ */
+export declare function checkSetting(declared: CompiledInput, supplied: unknown, resolveTime?: TimeResolver): SettingCheck;
+/**
+ * A declaration field with its `{ "input": key }` reference substituted.
+ *
+ * Every field of `meta`, of `meta.strategy` and of every declaration in
+ * `outputs` may hold the reference, and it is gone before bar 0.
+ */
+export declare function fieldValue(field: Field, inputs: readonly ResolvedInput[]): Value;
+export declare function utcTime(text: string): number | null;
+//# sourceMappingURL=inputs.d.ts.map

package/dist/core/engine/inputs.d.ts.map

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package/dist/core/engine/inputs.js

@@ -0,0 +1,205 @@
+import { isBarField } from './bars.js';
+import { NO_POSITION, failure } from './errors.js';
+/** The eight built-in series a `"source"` input may select, 2.6. */
+const SOURCES = [
+    'open',
+    'high',
+    'low',
+    'close',
+    'hl2',
+    'hlc3',
+    'ohlc4',
+    'volume',
+];
+/** The value a constant pool entry denotes. */
+export function constantValue(entry) {
+    switch (entry[0]) {
+        case 'z':
+            return null;
+        case 'b':
+        case 'n':
+        case 's':
+            return entry[1];
+        default:
+            return { tag: 'color', r: entry[1][0], g: entry[1][1], b: entry[1][2], a: entry[1][3] };
+    }
+}
+export function resolveInputs(program, settings, resolveTime) {
+    const inputs = [];
+    for (const declared of program.inputs) {
+        const resolved = resolveOne(declared, settings, resolveTime);
+        if ('diagnostic' in resolved)
+            return { ok: false, diagnostic: resolved.diagnostic };
+        inputs.push(resolved.input);
+    }
+    return { ok: true, inputs };
+}
+function refuse(key, value, validation) {
+    return {
+        diagnostic: failure('OS6019', NO_POSITION, { value: describe(value), key, validation }),
+    };
+}
+function resolveOne(declared, settings, resolveTime) {
+    const supplied = Object.prototype.hasOwnProperty.call(settings, declared.key)
+        ? settings[declared.key]
+        : undefined;
+    const fallback = constantValue(declared.default);
+    // A source and a time are checked even where the host stored nothing, because
+    // each declares its value as text that this engine still has to read. Every
+    // other kind takes its declared default unexamined, which is this engine's
+    // behaviour as it stands: a default is written in the source and validation
+    // here is about a value that arrived from outside it.
+    const askAnyway = declared.kind === 'source' || declared.kind === 'time';
+    if (supplied === undefined && !askAnyway) {
+        return { input: { key: declared.key, slot: declared.slot, field: undefined, value: fallback } };
+    }
+    const held = supplied === undefined ? fallback : supplied;
+    const checked = checkSetting(declared, held, resolveTime);
+    if (!checked.ok)
+        return refuse(declared.key, held, checked.refusal);
+    return {
+        input: {
+            key: declared.key,
+            slot: declared.slot,
+            field: checked.field,
+            value: checked.value,
+        },
+    };
+}
+/**
+ * What the engine will run with for one stored value, or the rule it breaks.
+ *
+ * **This is exported because the question is asked outside the engine as well.**
+ * A chart builds the settings dialog and the declared shape of a study before
+ * anything is loaded, so it has to know what a stored value is worth before the
+ * run that would refuse it exists. A second copy of these rules in an adapter
+ * would be the same fact written in two files, and the two would answer
+ * differently the first time either was edited: the chart adapter had its own
+ * idea of an unusable value, and handed out a precision an input's own `max`
+ * forbade while the engine beside it refused the same map with OS6019.
+ *
+ * `resolveTime` is optional, and leaving it out narrows exactly one answer. A
+ * `"time"` input's string is read by the host's own conversion, which is the
+ * host's to supply, so a caller with none takes a string on trust and leaves
+ * that half to the load. Every other kind is decided here.
+ */
+export function checkSetting(declared, supplied, resolveTime) {
+    if (declared.kind === 'source') {
+        if (typeof supplied !== 'string' || !SOURCES.includes(supplied)) {
+            return { ok: false, refusal: `a source names one of ${SOURCES.join(', ')}` };
+        }
+        if (!isBarField(supplied)) {
+            return { ok: false, refusal: 'this engine has no bar field of that name' };
+        }
+        return { ok: true, value: null, field: supplied };
+    }
+    if (declared.kind === 'time') {
+        const unreadable = 'a time is a timestamp or a date and time the host can read';
+        if (typeof supplied === 'number')
+            return { ok: true, value: supplied, field: undefined };
+        if (typeof supplied !== 'string')
+            return { ok: false, refusal: unreadable };
+        if (resolveTime === undefined)
+            return { ok: true, value: supplied, field: undefined };
+        const time = resolveTime(supplied);
+        if (time === null)
+            return { ok: false, refusal: unreadable };
+        return { ok: true, value: time, field: undefined };
+    }
+    const wrong = validate(declared, supplied);
+    if (wrong !== undefined)
+        return { ok: false, refusal: wrong };
+    return { ok: true, value: supplied, field: undefined };
+}
+/** What rule the host's value broke, or nothing when it passes. */
+function validate(declared, supplied) {
+    switch (declared.kind) {
+        case 'number': {
+            if (typeof supplied !== 'number' || !Number.isFinite(supplied)) {
+                return 'this input takes a number';
+            }
+            if (declared.min !== null && supplied < declared.min) {
+                return `the minimum is ${declared.min}`;
+            }
+            if (declared.max !== null && supplied > declared.max) {
+                return `the maximum is ${declared.max}`;
+            }
+            return undefined;
+        }
+        case 'bool':
+            return typeof supplied === 'boolean' ? undefined : 'this input takes true or false';
+        case 'color':
+            return isColourValue(supplied) ? undefined : 'this input takes a colour';
+        case 'select': {
+            if (typeof supplied !== 'string')
+                return 'this input takes one of its listed values';
+            const allowed = (declared.options ?? []).map((one) => constantValue(one));
+            if (!allowed.includes(supplied)) {
+                return `the choices are ${allowed.map((one) => String(one)).join(', ')}`;
+            }
+            return undefined;
+        }
+        default:
+            return typeof supplied === 'string' ? undefined : 'this input takes a string';
+    }
+}
+function isColourValue(value) {
+    if (typeof value !== 'object' || value === null)
+        return false;
+    const held = value;
+    return (held['tag'] === 'color' &&
+        typeof held['r'] === 'number' &&
+        typeof held['g'] === 'number' &&
+        typeof held['b'] === 'number' &&
+        typeof held['a'] === 'number');
+}
+/**
+ * A declaration field with its `{ "input": key }` reference substituted.
+ *
+ * Every field of `meta`, of `meta.strategy` and of every declaration in
+ * `outputs` may hold the reference, and it is gone before bar 0.
+ */
+export function fieldValue(field, inputs) {
+    if (field === null)
+        return null;
+    if (typeof field === 'object' && !Array.isArray(field)) {
+        const key = field.input;
+        const found = inputs.find((one) => one.key === key);
+        return found === undefined ? null : found.value;
+    }
+    if (Array.isArray(field)) {
+        const [r, g, b, a] = field;
+        if (r === undefined || g === undefined || b === undefined || a === undefined)
+            return null;
+        return { tag: 'color', r, g, b, a };
+    }
+    return field;
+}
+/**
+ * A date and time read as if it were UTC.
+ *
+ * **This is a stand-in.** `stdlib.md` 12.1 reads every calendar field in the
+ * chart's timezone, which is an IANA zone name the host states, and an engine
+ * that has not been given one cannot apply it. A host with a zone supplies its
+ * own resolver; this one is what a test and a host with no zone get, and it is
+ * deterministic, which is the property that matters most here.
+ */
+const STAMP = /^(\d{4})-(\d{2})-(\d{2})(?:[ T](\d{2}):(\d{2})(?::(\d{2}))?)?$/;
+export function utcTime(text) {
+    const parsed = STAMP.exec(text.trim());
+    if (parsed === null)
+        return null;
+    const at = (index) => Number(parsed[index] ?? '0');
+    const value = Date.UTC(at(1), at(2) - 1, at(3), at(4), at(5), at(6));
+    return Number.isFinite(value) ? value : null;
+}
+function describe(value) {
+    if (value === undefined || value === null)
+        return 'none';
+    if (typeof value === 'string')
+        return JSON.stringify(value);
+    if (typeof value === 'number' || typeof value === 'boolean')
+        return String(value);
+    return 'a value of another type';
+}
+//# sourceMappingURL=inputs.js.map

package/dist/core/engine/inputs.js.map

@@ -0,0 +1 @@
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package/dist/core/engine/ledger/call.d.ts

@@ -0,0 +1,63 @@
+/**
+ * One order call, read once into the fields `stdlib.md` 17.2 and 17.3 name.
+ *
+ * **The positions the arguments arrive in are read here and nowhere else.**
+ * Which slot holds a quantity and which holds a trigger is a fact about the
+ * library surface, and a fact read in two places is one that has to be corrected
+ * in two places. The mapping to orders and the refusals both read this record,
+ * so neither of them counts arguments.
+ *
+ * **An argument the script left out and an argument it wrote as absent are not
+ * the same thing, and an order is where the difference matters most.** `buy()`
+ * means "use the size I declared" and takes the declaration's own quantity.
+ * `buy(qty = none)` means "I computed a size and it came out absent", which is a
+ * sizing calculation that has not warmed up or a divisor that was zero, and it
+ * is OS7002: an order is the one place in the language where doing nothing
+ * quietly is worse than stopping loudly (`language.md` 6.8).
+ *
+ * The two used to arrive here as one value, because two of an order call's
+ * defaults are absence itself and the compiler filled them in. So an order call
+ * now carries one argument more than the language surface shows, and it is the
+ * last one: the names of the arguments the script wrote, in parameter order
+ * (`compiled-program.md` 4.10). `absent` is read from it, and names every
+ * argument the script wrote that came out absent. Everything the script did not
+ * write is left absent here and takes the default `stdlib.md` documents, which
+ * the mapping applies.
+ */
+import type { Span } from '../../span/index.js';
+import type { OrderSide, OrderType } from './intent.js';
+/**
+ * An order call, with every argument under the name its signature gives it.
+ *
+ * `trigger` is an order's stop price, which `buy` and `sell` spell `stop` and
+ * `order.place` spells `trigger`. `stop` and `target` are a bracket's two
+ * levels, which `exit` spells `stop` and `limit`. The two are separate fields
+ * because they are separate things: one rests at a venue and one is a level the
+ * strategy holds.
+ */
+export interface OrderCall {
+    readonly name: string;
+    /** Where the call is written, so a refusal points at it. */
+    readonly at: Span;
+    /** Arguments the script wrote that came out absent, in signature order. */
+    readonly absent: readonly string[];
+    readonly side: OrderSide | null;
+    /** The quantity the script stated, absent where it stated none. */
+    readonly qty: number | null;
+    /** The type the script named, on the one call that takes one. */
+    readonly type: OrderType | null;
+    readonly limit: number | null;
+    readonly trigger: number | null;
+    /** A bracket's target, as a price. */
+    readonly target: number | null;
+    /** A bracket's stop, as a price. */
+    readonly stop: number | null;
+    /** A bracket's target and stop as distances from the entry. */
+    readonly profit: number | null;
+    readonly loss: number | null;
+    /** The tag the call named, absent where it named none. */
+    readonly tag: string | null;
+}
+/** Reads one call, whichever of the nine it is. */
+export declare function callOf(name: string, params: readonly string[], args: readonly unknown[], at: Span): OrderCall;
+//# sourceMappingURL=call.d.ts.map

package/dist/core/engine/ledger/call.d.ts.map

@@ -0,0 +1 @@
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package/dist/core/engine/ledger/call.js

@@ -0,0 +1,136 @@
+/** The two sides, `stdlib.md` 17.2. */
+const SIDES = ['buy', 'sell'];
+/** The four types, `stdlib.md` 17.2. */
+const TYPES = ['market', 'limit', 'stop', 'stopLimit'];
+/** The fields every call states, so each case below states only its own. */
+const NOTHING = {
+    absent: [],
+    side: null,
+    qty: null,
+    type: null,
+    limit: null,
+    trigger: null,
+    target: null,
+    stop: null,
+    profit: null,
+    loss: null,
+    tag: null,
+};
+/** A number the script stated, or nothing where it stated none. */
+function number(args, index) {
+    const value = args[index];
+    return typeof value === 'number' && Number.isFinite(value) ? value : null;
+}
+function text(args, index) {
+    const value = args[index];
+    return typeof value === 'string' ? value : null;
+}
+/**
+ * Whether this argument holds no value.
+ *
+ * Absence and nothing at the position are the same answer, because a program
+ * that supplied fewer arguments than the signature declares would have been
+ * refused at load (`compiled-program.md` 2.5) and cannot reach here.
+ */
+function missing(args, index) {
+    const value = args[index];
+    return value === null || value === undefined;
+}
+/**
+ * The arguments the script wrote that came out absent, in signature order.
+ *
+ * The last argument of an order call is the names of the arguments the script
+ * wrote, so this is the whole of telling a default apart from a value nobody
+ * computed. It reads the names rather than a list of its own, because the
+ * signature is the manifest's and a second copy of it here is one more thing to
+ * correct when a signature changes.
+ */
+function absentOf(params, args) {
+    const last = params.length - 1;
+    if (last < 0)
+        return [];
+    const value = args[last];
+    const written = new Set(typeof value === 'string' ? value.split(' ') : []);
+    const found = [];
+    for (let i = 0; i < last; i += 1) {
+        const name = params[i];
+        if (name !== undefined && written.has(name) && missing(args, i))
+            found.push(name);
+    }
+    return found;
+}
+/** A word that is one of a set, or nothing where it is not. */
+function oneOf(set, word) {
+    return set.find((one) => one === word) ?? null;
+}
+/** `buy` and `sell`, whose name is their side. */
+function placing(side, args, at) {
+    return {
+        ...NOTHING,
+        name: side,
+        at,
+        side,
+        qty: number(args, 0),
+        limit: number(args, 1),
+        trigger: number(args, 2),
+        tag: text(args, 3),
+    };
+}
+/** Reads one call, whichever of the nine it is. */
+export function callOf(name, params, args, at) {
+    const absent = absentOf(params, args);
+    const read = readCall(name, args, at);
+    return absent.length === 0 ? read : { ...read, absent };
+}
+function readCall(name, args, at) {
+    switch (name) {
+        case 'buy':
+            return placing('buy', args, at);
+        case 'sell':
+            return placing('sell', args, at);
+        case 'close':
+            // tag, qty. The tag defaults to absence rather than to the empty string,
+            // because a call that names none flattens the whole leg and the empty
+            // string is a tag an order can carry.
+            return { ...NOTHING, name, at, qty: number(args, 1), tag: text(args, 0) };
+        case 'exit':
+            // tag, qty, limit, stop, profit, loss. An absolute price and a distance
+            // for the same side cannot both be given, which the checker refuses at
+            // the call with OS3010.
+            return {
+                ...NOTHING,
+                name,
+                at,
+                qty: number(args, 1),
+                target: number(args, 2),
+                stop: number(args, 3),
+                profit: number(args, 4),
+                loss: number(args, 5),
+                tag: text(args, 0),
+            };
+        case 'cancel':
+            return { ...NOTHING, name, at, tag: text(args, 0) };
+        case 'order.place': {
+            // side, qty, type, price, trigger, tag.
+            return {
+                ...NOTHING,
+                name,
+                at,
+                side: oneOf(SIDES, text(args, 0)),
+                qty: number(args, 1),
+                type: oneOf(TYPES, text(args, 2)),
+                limit: number(args, 3),
+                trigger: number(args, 4),
+                tag: text(args, 5),
+            };
+        }
+        case 'order.reverse':
+            return { ...NOTHING, name, at, qty: number(args, 0), tag: text(args, 1) };
+        case 'order.bracket':
+            // tag, profit, loss: distances only, which is the whole of this spelling.
+            return { ...NOTHING, name, at, profit: number(args, 1), loss: number(args, 2), tag: text(args, 0) };
+        default:
+            return { ...NOTHING, name, at };
+    }
+}
+//# sourceMappingURL=call.js.map

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

@@ -0,0 +1 @@
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