openalgo-script 0.1.0-alpha.1 → 0.2.0

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

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

@@ -0,0 +1,92 @@
+import { copyState } from './library/index.js';
+import { ABSENT } from './values/index.js';
+export class Memory {
+    values;
+    initialised;
+    live;
+    regions;
+    undoCells = new Map();
+    undoRegions = new Map();
+    constructor(cells, states) {
+        this.values = new Array(cells.length).fill(ABSENT);
+        this.initialised = new Array(cells.length).fill(false);
+        this.live = cells.map((one) => one.kind === 'live');
+        this.regions = new Array(states.length).fill(undefined);
+    }
+    /**
+     * `CELL_INIT`: whether the cell is already initialised.
+     *
+     * The cell is marked before the initialiser runs, not after. The two differ
+     * only if the initialiser could reach the same `CELL_INIT` again, which needs
+     * recursion, which is an error; marking first means the flag is set by one
+     * instruction rather than by a pair that must stay together across a jump.
+     */
+    initialise(cell) {
+        if (this.initialised[cell] === true)
+            return true;
+        this.recordCell(cell);
+        this.initialised[cell] = true;
+        return false;
+    }
+    load(cell) {
+        return this.values[cell] ?? ABSENT;
+    }
+    store(cell, value) {
+        this.recordCell(cell);
+        this.values[cell] = value;
+    }
+    /** The region a `CALL_LIB` names, created on first use and kept across bars. */
+    region(index) {
+        const known = this.regions[index];
+        if (known !== undefined) {
+            if (!this.undoRegions.has(index))
+                this.undoRegions.set(index, copyState(known));
+            return known;
+        }
+        if (!this.undoRegions.has(index))
+            this.undoRegions.set(index, undefined);
+        const made = {};
+        this.regions[index] = made;
+        return made;
+    }
+    recordCell(cell) {
+        if (this.undoCells.has(cell))
+            return;
+        this.undoCells.set(cell, {
+            value: this.values[cell] ?? ABSENT,
+            initialised: this.initialised[cell] === true,
+        });
+    }
+    /** What each cell held when this bar began, which is what a debugger shows. */
+    previousCells() {
+        const out = new Map();
+        for (const [cell, snapshot] of this.undoCells)
+            out.set(cell, snapshot.value);
+        return out;
+    }
+    /** 6.3: restore the checkpoint, except that `"live"` cells keep their value. */
+    rollback() {
+        for (const [cell, snapshot] of this.undoCells) {
+            if (this.live[cell] === true)
+                continue;
+            this.values[cell] = snapshot.value;
+            this.initialised[cell] = snapshot.initialised;
+        }
+        this.undoCells.clear();
+        for (const [index, region] of this.undoRegions) {
+            this.regions[index] = region;
+        }
+        this.undoRegions.clear();
+    }
+    /** The checkpoint at the end of this bar: everything since is accepted. */
+    commit() {
+        this.undoCells.clear();
+        this.undoRegions.clear();
+    }
+    /** Every value a cell holds, for the heap's reachability walk. */
+    walk(visit) {
+        for (const value of this.values)
+            visit(value);
+    }
+}
+//# sourceMappingURL=memory.js.map

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

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

@@ -0,0 +1,62 @@
+/**
+ * The instructions whose behaviour is more than one line, lifted out of the
+ * dispatch loop.
+ *
+ * Four of the forty-one have rules a reader has to be able to find: the two
+ * history reads, the array subscript and the numeric `for`. Each is written
+ * here as a plain function of what it needs, so the loop stays a switch that
+ * can be read top to bottom and each rule sits beside the part of
+ * `compiled-program.md` section 4 that states it.
+ */
+import type { Span } from '../span/index.js';
+import type { Frame } from './frames.js';
+import type { Memory } from './memory.js';
+import type { Registers } from './registers.js';
+import type { CompiledProgram, Constant, Instruction } from './types.js';
+import type { Heap, Value } from './values/index.js';
+/** What the operations below need from the machine, and nothing more. */
+export interface Ops {
+    readonly program: CompiledProgram;
+    readonly registers: Registers;
+    readonly memory: Memory;
+    readonly heap: Heap;
+    readonly slots: Value[];
+    here(): Span;
+    barIndex(): number;
+}
+/** A pool entry as a machine value. Entries 0, 1 and 2 are fixed by 2.9. */
+export declare function constantValueOf(held: Constant | undefined): Value;
+/**
+ * `HIST`, resolved in the order 4.4 gives and in no other.
+ *
+ * Case 3 and case 4 are different on purpose. A depth past the start of the
+ * dataset is absence, because the value never existed; a depth past the
+ * retained history is OS4002, because it existed and the engine threw it away.
+ * Returning absence for both would hide a real bug behind a plausible gap.
+ */
+export declare function historyRead(ops: Ops, register: number, back: Value): Value;
+/** `ELEM`: an index outside the array is a mistake, not a missing measurement. */
+export declare function elementRead(ops: Ops, array: Value, index: Value): Value;
+/**
+ * `FOR_INIT`: pops the step, then the limit, then the start, in that order.
+ *
+ * An absent bound is OS4013 rather than zero iterations. Treating absence as
+ * "do not run" was rejected because a `for` loop whose bound is absent during
+ * warmup would silently produce nothing and the script would look correct.
+ */
+export declare function forInit(ops: Ops, instruction: Instruction, frame: Frame): void;
+/** `FOR_NEXT`: advance, and jump back to the `TICK` when another turn is due. */
+export declare function forNext(instruction: Instruction, frame: Frame): void;
+/**
+ * The name a value goes by, for a diagnostic that has to say which array.
+ *
+ * The scan is over the named slots and cells of frame 0, which is where a
+ * script's own names live. A value held only inside another object has no name
+ * in the program, and the message says "the array" rather than inventing one: a
+ * fix that named something the reader cannot find in their file is worse than a
+ * fix that names nothing.
+ */
+export declare function nameOf(ops: Ops, value: Value): string;
+/** A value as a diagnostic has to print it. */
+export declare function describe(value: Value): string;
+//# sourceMappingURL=operations.d.ts.map

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

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

@@ -0,0 +1,149 @@
+import { raise } from './errors.js';
+import { ABSENT, isRef } from './values/index.js';
+/** A pool entry as a machine value. Entries 0, 1 and 2 are fixed by 2.9. */
+export function constantValueOf(held) {
+    if (held === undefined)
+        return ABSENT;
+    switch (held[0]) {
+        case 'z':
+            return ABSENT;
+        case 'b':
+        case 'n':
+        case 's':
+            return held[1];
+        default:
+            return { tag: 'color', r: held[1][0], g: held[1][1], b: held[1][2], a: held[1][3] };
+    }
+}
+/**
+ * `HIST`, resolved in the order 4.4 gives and in no other.
+ *
+ * Case 3 and case 4 are different on purpose. A depth past the start of the
+ * dataset is absence, because the value never existed; a depth past the
+ * retained history is OS4002, because it existed and the engine threw it away.
+ * Returning absence for both would hide a real bug behind a plausible gap.
+ */
+export function historyRead(ops, register, back) {
+    if (back === null)
+        return ABSENT;
+    if (typeof back !== 'number' || !Number.isInteger(back) || back < 0) {
+        raise('OS4001', ops.here(), { index: describe(back) });
+    }
+    const bar = ops.barIndex();
+    if (back > bar)
+        return ABSENT;
+    const depth = ops.program.limits.history;
+    if (depth !== null && back > depth) {
+        raise('OS4002', ops.here(), { index: back, depth, suggested: back });
+    }
+    return ops.registers.at(register, bar, back);
+}
+/** `ELEM`: an index outside the array is a mistake, not a missing measurement. */
+export function elementRead(ops, array, index) {
+    const object = ops.heap.deref(array);
+    const size = object !== undefined && object.kind === 'array' ? object.items.length : 0;
+    if (object === undefined ||
+        object.kind !== 'array' ||
+        typeof index !== 'number' ||
+        !Number.isInteger(index) ||
+        index < 0 ||
+        index >= size) {
+        raise('OS4004', ops.here(), { index: describe(index), name: nameOf(ops, array), size });
+    }
+    return object.items[index] ?? ABSENT;
+}
+/**
+ * `FOR_INIT`: pops the step, then the limit, then the start, in that order.
+ *
+ * An absent bound is OS4013 rather than zero iterations. Treating absence as
+ * "do not run" was rejected because a `for` loop whose bound is absent during
+ * warmup would silently produce nothing and the script would look correct.
+ */
+export function forInit(ops, instruction, frame) {
+    const step = frame.stack.pop() ?? ABSENT;
+    const limit = frame.stack.pop() ?? ABSENT;
+    const start = frame.stack.pop() ?? ABSENT;
+    const bounds = [
+        [start, 'start'],
+        [limit, 'limit'],
+        [step, 'step'],
+    ];
+    for (const [value, bound] of bounds) {
+        if (value === null)
+            raise('OS4013', ops.here(), { bound });
+    }
+    for (const [value] of bounds) {
+        if (typeof value !== 'number')
+            raise('OS4001', ops.here(), { index: describe(value) });
+    }
+    if (step === 0) {
+        raise('OS3004', ops.here(), {
+            name: 'this loop',
+            argument: 'step',
+            range: 'anything but zero',
+            found: 0,
+        });
+    }
+    frame.slots[instruction[2]] = start;
+    frame.slots[instruction[3]] = limit;
+    frame.slots[instruction[4]] = step;
+    // A descending range with a positive step runs zero times and is never
+    // silently reversed.
+    const from = start;
+    const to = limit;
+    const by = step;
+    if (by > 0 ? from > to : from < to)
+        frame.pc = instruction[5];
+}
+/** `FOR_NEXT`: advance, and jump back to the `TICK` when another turn is due. */
+export function forNext(instruction, frame) {
+    const variable = instruction[2];
+    const limit = frame.slots[instruction[3]];
+    const step = frame.slots[instruction[4]];
+    const next = frame.slots[variable] + step;
+    frame.slots[variable] = next === 0 ? 0 : next;
+    if (step > 0 ? next <= limit : next >= limit)
+        frame.pc = instruction[5];
+}
+/**
+ * The name a value goes by, for a diagnostic that has to say which array.
+ *
+ * The scan is over the named slots and cells of frame 0, which is where a
+ * script's own names live. A value held only inside another object has no name
+ * in the program, and the message says "the array" rather than inventing one: a
+ * fix that named something the reader cannot find in their file is worse than a
+ * fix that names nothing.
+ */
+export function nameOf(ops, value) {
+    if (!isRef(value))
+        return 'the value';
+    const names = ops.program.debug.names;
+    for (let i = 0; i < ops.slots.length; i += 1) {
+        const held = ops.slots[i];
+        if (held !== undefined && isRef(held) && held.id === value.id) {
+            const name = names.slots[i];
+            if (name !== undefined && name !== '')
+                return name;
+        }
+    }
+    for (let i = 0; i < ops.program.cells.length; i += 1) {
+        const held = ops.memory.load(i);
+        if (isRef(held) && held.id === value.id) {
+            const name = names.cells[i];
+            if (name !== undefined && name !== '')
+                return name;
+        }
+    }
+    return 'the array';
+}
+/** A value as a diagnostic has to print it. */
+export function describe(value) {
+    if (value === null)
+        return 'none';
+    if (typeof value === 'string')
+        return JSON.stringify(value);
+    if (typeof value === 'number' || typeof value === 'boolean')
+        return String(value);
+    return value.tag === 'color' ? 'a colour' : 'an object';
+}
+//# sourceMappingURL=operations.js.map

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

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

@@ -0,0 +1,56 @@
+/**
+ * The order path at step 9: what the run's ledger is built from, and what an
+ * applied order call becomes.
+ *
+ * Two things live here rather than in the bar cycle, because neither is about
+ * the cycle. **A ledger is built from the declaration**, whose `product`,
+ * `qtyType` and `qty` are fixed before bar 0 like every other declaration
+ * field, and **an order call becomes intents** at the one step that is allowed
+ * to reach the outside world.
+ *
+ * The ledger module knows nothing about a compiled program, which is what keeps
+ * the fold of a frame free of the shape of the file it came from, so the
+ * reading of the declaration is here, on the engine's side of that door.
+ */
+import type { Diagnostic } from '../diagnostics/index.js';
+import type { PendingEffect } from './channels.js';
+import type { EffectRoute, RoutedEffect } from './host.js';
+import type { Instrument } from './host.js';
+import type { ResolvedInput } from './inputs.js';
+import { Ledger } from './ledger/index.js';
+import type { IntentBar } from './ledger/index.js';
+import type { CompiledProgram } from './types.js';
+export declare function ledgerFor(program: CompiledProgram, inputs: readonly ResolvedInput[], instrument: Instrument | undefined): Ledger;
+/** What one bar's step 9 did with its order calls. */
+export interface AppliedOrders {
+    /** The effects the bar applied, each carrying what it sent. */
+    readonly effects: readonly RoutedEffect[];
+    /** Why the bar sent nothing at all, where an order was refused. */
+    readonly refusal: Diagnostic | undefined;
+}
+/**
+ * The effects a bar applied, mapped and then routed.
+ *
+ * An order call becomes intents here and nowhere else, because the ledger is
+ * what mints the id every frame about the order carries back, and a call an
+ * execution threw away never reached this step at all.
+ *
+ * **Mapping the whole bar and routing it are two passes, and that is what keeps
+ * a refused order away from the destination.** A rule like OS7013 is about two
+ * calls at once, so the second call is what refuses the pair, and a loop that
+ * routed each call as it mapped it would already have sent the first. Every
+ * call is therefore mapped before any of them is handed over, and a refusal
+ * anywhere on the bar hands over none of them.
+ *
+ * **Which is why a refusal here discards the bar's rows.** Mapping a call
+ * appends its row, because the calls after it on the same bar are measured
+ * against the rows before them: a cancellation asks whether a tag is working, a
+ * close asks what one tag entered, and pyramiding counts what a position
+ * already holds. So the rows of a bar that is then refused have to be taken
+ * back, or `engine.orders()` reports an order at `placed` that no destination
+ * was ever handed, and a host reconciling after a stopped run sees an order it
+ * never received. The bar's intents and the bar's rows cannot disagree, because
+ * they are made and unmade together.
+ */
+export declare function routedEffects(ledger: Ledger, applied: readonly PendingEffect[], at: IntentBar, route: EffectRoute | undefined): AppliedOrders;
+//# sourceMappingURL=orders.d.ts.map

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

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

@@ -0,0 +1,83 @@
+import { fieldValue } from './inputs.js';
+import { Ledger } from './ledger/index.js';
+/**
+ * One field of the `strategy()` declaration, resolved the way every other
+ * declaration field is: once, at load, against the inputs.
+ *
+ * The fallback is the documented default rather than a guess. A study has no
+ * strategy declaration at all and never places an order, so the values it takes
+ * here are never read.
+ */
+function declared(field, inputs) {
+    return field === undefined ? null : fieldValue(field, inputs);
+}
+export function ledgerFor(program, inputs, instrument) {
+    const strategy = program.meta.strategy;
+    const product = declared(strategy?.product, inputs);
+    const qtyType = declared(strategy?.qtyType, inputs);
+    const qty = declared(strategy?.qty, inputs);
+    const pyramiding = declared(strategy?.pyramiding, inputs);
+    return new Ledger({
+        // The file's only leg is the instrument its chart is showing (`stdlib.md`
+        // 17.1), and its identity is the host's own, carried and never parsed. The
+        // leg declarations that name any other contract are planned.
+        instrument: { symbol: instrument?.symbol ?? null, exchange: instrument?.exchange ?? null },
+        product: typeof product === 'string' ? product : 'intraday',
+        qtyType: typeof qtyType === 'string' ? qtyType : 'units',
+        declaredQty: typeof qty === 'number' ? qty : 1,
+        // The instrument's own arithmetic, read from the record the host stated and
+        // never guessed at: a tick size the host does not know is absent, and a
+        // price is then refused against nothing rather than against a default.
+        tickSize: typeof instrument?.tickSize === 'number' ? instrument.tickSize : null,
+        pyramiding: typeof pyramiding === 'number' ? pyramiding : 1,
+    });
+}
+/**
+ * The effects a bar applied, mapped and then routed.
+ *
+ * An order call becomes intents here and nowhere else, because the ledger is
+ * what mints the id every frame about the order carries back, and a call an
+ * execution threw away never reached this step at all.
+ *
+ * **Mapping the whole bar and routing it are two passes, and that is what keeps
+ * a refused order away from the destination.** A rule like OS7013 is about two
+ * calls at once, so the second call is what refuses the pair, and a loop that
+ * routed each call as it mapped it would already have sent the first. Every
+ * call is therefore mapped before any of them is handed over, and a refusal
+ * anywhere on the bar hands over none of them.
+ *
+ * **Which is why a refusal here discards the bar's rows.** Mapping a call
+ * appends its row, because the calls after it on the same bar are measured
+ * against the rows before them: a cancellation asks whether a tag is working, a
+ * close asks what one tag entered, and pyramiding counts what a position
+ * already holds. So the rows of a bar that is then refused have to be taken
+ * back, or `engine.orders()` reports an order at `placed` that no destination
+ * was ever handed, and a host reconciling after a stopped run sees an order it
+ * never received. The bar's intents and the bar's rows cannot disagree, because
+ * they are made and unmade together.
+ */
+export function routedEffects(ledger, applied, at, route) {
+    // Where this pass found the ledger, so a refusal can take back exactly the
+    // rows this pass appended and no others: a bar declared `onUnconfirmed`
+    // routes on every execution of itself, and an earlier one really did hand its
+    // orders over.
+    const appended = ledger.rows().length;
+    const effects = [];
+    for (const effect of applied) {
+        if (effect.effect !== 'order') {
+            effects.push({ ...effect, intents: [] });
+            continue;
+        }
+        const placed = ledger.place(effect.name, effect.params, effect.args, at, effect.at);
+        if (placed.refusal !== undefined) {
+            ledger.discard(appended);
+            return { effects: [], refusal: placed.refusal };
+        }
+        effects.push({ ...effect, intents: placed.intents });
+    }
+    if (route !== undefined)
+        for (const effect of effects)
+            route(effect, at.index);
+    return { effects, refusal: undefined };
+}
+//# sourceMappingURL=orders.js.map

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

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

@@ -0,0 +1,50 @@
+/**
+ * Series registers: the per-bar history of one value, `compiled-program.md`
+ * 2.10 and 3.2.
+ *
+ * Only a register has history, and `HIST` and `HISTP` are the only way to read
+ * it. A register holds one entry per bar plus a cell for the bar currently
+ * executing; the current cell is set to absent at step 3, `SSTORE` writes it,
+ * `HIST` at offset 0 reads it, and at step 7 it becomes the history entry for
+ * that bar, **replacing whatever a previous execution of the same bar left
+ * there**. That replacement is half of what makes a moving bar idempotent; step
+ * 2's truncation is the other half.
+ *
+ * **Trimming is amortised rather than done per bar.** Step 10 drops entries
+ * older than `limits.history`, and dropping from the front of an array every bar
+ * is quadratic over a long dataset. The registers share one base index, so a
+ * trim is one splice across every register, and it runs only once the stale
+ * entries are worth a pass. Retaining a little more than the declared depth
+ * cannot be observed, because a read past the depth is OS4002 before it ever
+ * reaches the array.
+ */
+import type { Value } from './values/index.js';
+export declare class Registers {
+    private readonly histories;
+    private readonly current;
+    /** The bar index that sits at position 0 of every history. */
+    private base;
+    constructor(count: number);
+    count(): number;
+    /** Step 2: discard any entry a previous execution of bar `bar` wrote. */
+    truncate(bar: number): void;
+    /** Step 3: every register's current bar cell starts absent. */
+    clearCurrent(): void;
+    set(register: number, value: Value): void;
+    /** `SLOAD`: the register's value for the bar being executed. */
+    get(register: number): Value;
+    /** Step 7: the current bar cell becomes this bar's history entry. */
+    close(bar: number): void;
+    /**
+     * The value a register held `back` bars before `bar`.
+     *
+     * Offset 0 is the bar being executed and reads the current cell, which is why
+     * `close` has not run yet when a script reads `x[0]`.
+     */
+    at(register: number, bar: number, back: number): Value;
+    /** Step 10: drop entries older than the retained depth. */
+    trim(bar: number, depth: number | null): void;
+    /** Every value a register holds, for the heap's reachability walk. */
+    walk(visit: (value: Value) => void): void;
+}
+//# sourceMappingURL=registers.d.ts.map

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

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package/dist/core/engine/registers.js

@@ -0,0 +1,85 @@
+import { ABSENT } from './values/index.js';
+export class Registers {
+    histories;
+    current;
+    /** The bar index that sits at position 0 of every history. */
+    base = 0;
+    constructor(count) {
+        this.histories = [];
+        for (let i = 0; i < count; i += 1)
+            this.histories.push([]);
+        this.current = new Array(count).fill(ABSENT);
+    }
+    count() {
+        return this.current.length;
+    }
+    /** Step 2: discard any entry a previous execution of bar `bar` wrote. */
+    truncate(bar) {
+        const keep = Math.max(bar - this.base, 0);
+        for (const history of this.histories) {
+            if (history.length > keep)
+                history.length = keep;
+        }
+    }
+    /** Step 3: every register's current bar cell starts absent. */
+    clearCurrent() {
+        this.current.fill(ABSENT);
+    }
+    set(register, value) {
+        this.current[register] = value;
+    }
+    /** `SLOAD`: the register's value for the bar being executed. */
+    get(register) {
+        return this.current[register] ?? ABSENT;
+    }
+    /** Step 7: the current bar cell becomes this bar's history entry. */
+    close(bar) {
+        const at = bar - this.base;
+        for (let r = 0; r < this.histories.length; r += 1) {
+            const history = this.histories[r];
+            if (history === undefined)
+                continue;
+            history[at] = this.current[r] ?? ABSENT;
+        }
+    }
+    /**
+     * The value a register held `back` bars before `bar`.
+     *
+     * Offset 0 is the bar being executed and reads the current cell, which is why
+     * `close` has not run yet when a script reads `x[0]`.
+     */
+    at(register, bar, back) {
+        if (back === 0)
+            return this.current[register] ?? ABSENT;
+        const history = this.histories[register];
+        if (history === undefined)
+            return ABSENT;
+        const at = bar - back - this.base;
+        if (at < 0 || at >= history.length)
+            return ABSENT;
+        return history[at] ?? ABSENT;
+    }
+    /** Step 10: drop entries older than the retained depth. */
+    trim(bar, depth) {
+        if (depth === null)
+            return;
+        const wanted = bar + 1 - depth;
+        const drop = wanted - this.base;
+        // One pass only when the stale entries have paid for it, so a long run
+        // stays linear rather than splicing every register on every bar.
+        if (drop < depth || drop <= 0)
+            return;
+        for (const history of this.histories)
+            history.splice(0, drop);
+        this.base += drop;
+    }
+    /** Every value a register holds, for the heap's reachability walk. */
+    walk(visit) {
+        for (const history of this.histories)
+            for (const value of history)
+                visit(value);
+        for (const value of this.current)
+            visit(value);
+    }
+}
+//# sourceMappingURL=registers.js.map

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