openalgo-script 0.1.0-alpha.1 → 0.2.0

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

@@ -0,0 +1,57 @@
+/**
+ * The numeric library: the calculations of `stdlib.md` sections 4 to 9.
+ *
+ * **It depends on nothing else in this repository.** Not the lexer, not the
+ * checker, not the engine. A moving average is a moving average, and keeping
+ * this tier independently testable is what makes a gate on it worth anything:
+ * a number that matches a reference implementation here matches it because the
+ * arithmetic is right, not because the rest of the compiler agreed with itself.
+ *
+ * Three properties hold across everything below, and each has a file that
+ * explains it at the place it is implemented:
+ *
+ * - **Absence is not zero and never becomes zero** (`values/value.ts`). A
+ *   warmup bar is absent, anything computed from an absent value is absent, and
+ *   the three functions that deliberately ignore absent bars say so in their
+ *   names.
+ * - **The accumulation order is part of the contract** (`values/lookback.ts`).
+ *   Binary64 addition is not associative, so two engines that sum a lookback two
+ *   ways disagree in the last bits. Lookbacks are summed fresh, oldest bar first,
+ *   and where a formula could be arranged two ways the file that implements it
+ *   says which way and why.
+ * - **Every function is written once, as a step over a state region**
+ *   (`values/region.ts`): a flat record and a step that takes one bar. The tail
+ *   form is that step over a region of its own and the whole-series form is the
+ *   tail folded, so the live path and the history path cannot disagree, because
+ *   there is only one of them. The record rather than a closure is what lets an
+ *   engine drive the same step: `compiled-program.md` 2.11 requires a region to
+ *   be copyable by something that does not know what is in it, and that is the
+ *   reason there is no second copy of any of this arithmetic in the engine.
+ *
+ * **What this library does not do: raise.** A length outside its contract is
+ * OS3004 at compile time or OS4003 at run time, raised before a call reaches
+ * here. Nothing below throws, so nothing below can throw a diagnostic without a
+ * code.
+ *
+ * Two arguments appear here that no script writes, and neither is a numeric
+ * fact: the tick size `roundToTick` rounds to, which a host states, and the
+ * per-bar flag that says where a trading session begins for `vwap`, which an
+ * engine derives from the instrument's session hours. An engine supplies
+ * both.
+ */
+export type { Bar, Flag, Flags, Lookback, Recurrence, Series, StateField, StateRecord, StateSlot, Tail, Value, } from './values/index.js';
+export { NONE, at, copyState, flag, fold, held, hl2, hlc3, hlcc4, isLength, isPresent, makeLookback, newState, ohlc4, queue, result, ring, slot, smoothed, tailOf, } from './values/index.js';
+export { E, PI, abs, acos, asin, atan, atan2, boolOf, ceil, clamp, cos, exp, floor, hypot, isNone, log, log2, log10, max, min, mod, orElse, pow, round, roundHalfAway, roundTo, roundToStep, roundToTick, sign, sin, sqrt, tan, toDegrees, toRadians, trunc, } from './maths/index.js';
+export type { Boundary, Civil, DateField } from './calendar/index.js';
+export { civilAt, dateField, dateOfDay, dayNumber, dayOfYearOf, fieldsIn, instantFrom, instantOf, isKnownZone, offsetAt, renderPattern, sameDay, startOf, utcInstantOf, weekOfYearOf, weekdayOfDay, } from './calendar/index.js';
+export type { MaType, Weighted } from './averages/index.js';
+export { alma, almaStep, almaTail, dema, demaStep, demaTail, ema, emaStep, emaTail, hma, hmaStep, hmaTail, isMaType, linreg, linregStep, linregTail, ma, maStep, maTail, rma, rmaStep, rmaTail, sma, smaStep, smaTail, swma, swmaStep, swmaTail, tema, temaStep, temaTail, vwma, vwmaStep, vwmaTail, wma, wmaStep, wmaTail, } from './averages/index.js';
+export type { Direction, Occasion, Pair } from './series/index.js';
+export { avgSkip, avgSkipStep, avgSkipTail, barsSince, barsSinceStep, barsSinceTail, change, changeStep, changeTail, correlation, correlationStep, correlationTail, count, countPresent, countPresentStep, countPresentTail, countStep, countTail, covariance, covarianceStep, covarianceTail, cross, crossDown, crossDownTail, crossEitherTail, crossStep, crossUp, crossUpTail, cum, cumStep, cumTail, extremeStep, falling, fallingTail, highest, highestBars, highestBarsTail, highestTail, history, historyStep, historyTail, lowest, lowestBars, lowestBarsTail, lowestTail, median, medianTail, percentRank, percentRankStep, percentRankTail, percentile, percentileStep, percentileTail, pivotHigh, pivotHighTail, pivotLow, pivotLowTail, pivotStep, rising, risingTail, runStep, sum, sumSkip, sumSkipStep, sumSkipTail, sumStep, sumTail, valueWhen, valueWhenStep, valueWhenTail, } from './series/index.js';
+export type { Gap } from './volatility/index.js';
+export { atr, atrStep, atrTail, bbPercent, bbPercentStep, bbPercentTail, bbWidth, bbWidthStep, bbWidthTail, bollinger, bollingerStep, bollingerTail, chop, chopStep, chopTail, donchian, donchianStep, donchianTail, gapOf, gapTrueRange, gapTrueRangeStep, gapTrueRangeTail, hv, hvStep, hvTail, keltner, keltnerStep, keltnerTail, meanDeviation, meanDeviationStep, meanDeviationTail, natr, natrStep, natrTail, stdev, stdevStep, stdevTail, trueRange, trueRangeOf, trueRangeTail, variance, varianceStep, varianceTail, } from './volatility/index.js';
+export { awesomeOsc, awesomeOscStep, awesomeOscTail, cci, cciStep, cciTail, cmo, cmoStep, cmoTail, dpo, dpoStep, dpoTail, macd, macdStep, macdTail, mom, momTail, ppo, ppoStep, ppoTail, roc, rocStep, rocTail, rsi, rsiStep, rsiTail, stoch, stochRsi, stochRsiStep, stochRsiTail, stochStep, stochTail, trix, trixStep, trixTail, tsi, tsiStep, tsiTail, ultimateOsc, ultimateOscStep, ultimateOscTail, williamsR, williamsRStep, williamsRTail, } from './momentum/index.js';
+export { adx, adxStep, adxTail, aroon, aroonStep, aroonTail, ichimoku, ichimokuStep, ichimokuTail, psar, psarStep, psarTail, supertrend, supertrendStep, supertrendTail, } from './trend/index.js';
+export type { Anchored } from './volume/index.js';
+export { ad, adOsc, adOscStep, adOscTail, adStep, adTail, cmf, cmfStep, cmfTail, eom, eomStep, eomTail, forceIndex, forceIndexStep, forceIndexTail, mfi, mfiStep, mfiTail, moneyFlow, obv, obvStep, obvTail, pvt, pvtStep, pvtTail, relativeVolume, relativeVolumeStep, relativeVolumeTail, vwap, vwapAnchor, vwapAnchorStep, vwapAnchorTail, vwapStep, vwapTail, } from './volume/index.js';
+//# sourceMappingURL=index.d.ts.map

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

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package/dist/core/stdlib/index.js

@@ -0,0 +1,51 @@
+/**
+ * The numeric library: the calculations of `stdlib.md` sections 4 to 9.
+ *
+ * **It depends on nothing else in this repository.** Not the lexer, not the
+ * checker, not the engine. A moving average is a moving average, and keeping
+ * this tier independently testable is what makes a gate on it worth anything:
+ * a number that matches a reference implementation here matches it because the
+ * arithmetic is right, not because the rest of the compiler agreed with itself.
+ *
+ * Three properties hold across everything below, and each has a file that
+ * explains it at the place it is implemented:
+ *
+ * - **Absence is not zero and never becomes zero** (`values/value.ts`). A
+ *   warmup bar is absent, anything computed from an absent value is absent, and
+ *   the three functions that deliberately ignore absent bars say so in their
+ *   names.
+ * - **The accumulation order is part of the contract** (`values/lookback.ts`).
+ *   Binary64 addition is not associative, so two engines that sum a lookback two
+ *   ways disagree in the last bits. Lookbacks are summed fresh, oldest bar first,
+ *   and where a formula could be arranged two ways the file that implements it
+ *   says which way and why.
+ * - **Every function is written once, as a step over a state region**
+ *   (`values/region.ts`): a flat record and a step that takes one bar. The tail
+ *   form is that step over a region of its own and the whole-series form is the
+ *   tail folded, so the live path and the history path cannot disagree, because
+ *   there is only one of them. The record rather than a closure is what lets an
+ *   engine drive the same step: `compiled-program.md` 2.11 requires a region to
+ *   be copyable by something that does not know what is in it, and that is the
+ *   reason there is no second copy of any of this arithmetic in the engine.
+ *
+ * **What this library does not do: raise.** A length outside its contract is
+ * OS3004 at compile time or OS4003 at run time, raised before a call reaches
+ * here. Nothing below throws, so nothing below can throw a diagnostic without a
+ * code.
+ *
+ * Two arguments appear here that no script writes, and neither is a numeric
+ * fact: the tick size `roundToTick` rounds to, which a host states, and the
+ * per-bar flag that says where a trading session begins for `vwap`, which an
+ * engine derives from the instrument's session hours. An engine supplies
+ * both.
+ */
+export { NONE, at, copyState, flag, fold, held, hl2, hlc3, hlcc4, isLength, isPresent, makeLookback, newState, ohlc4, queue, result, ring, slot, smoothed, tailOf, } from './values/index.js';
+export { E, PI, abs, acos, asin, atan, atan2, boolOf, ceil, clamp, cos, exp, floor, hypot, isNone, log, log2, log10, max, min, mod, orElse, pow, round, roundHalfAway, roundTo, roundToStep, roundToTick, sign, sin, sqrt, tan, toDegrees, toRadians, trunc, } from './maths/index.js';
+export { civilAt, dateField, dateOfDay, dayNumber, dayOfYearOf, fieldsIn, instantFrom, instantOf, isKnownZone, offsetAt, renderPattern, sameDay, startOf, utcInstantOf, weekOfYearOf, weekdayOfDay, } from './calendar/index.js';
+export { alma, almaStep, almaTail, dema, demaStep, demaTail, ema, emaStep, emaTail, hma, hmaStep, hmaTail, isMaType, linreg, linregStep, linregTail, ma, maStep, maTail, rma, rmaStep, rmaTail, sma, smaStep, smaTail, swma, swmaStep, swmaTail, tema, temaStep, temaTail, vwma, vwmaStep, vwmaTail, wma, wmaStep, wmaTail, } from './averages/index.js';
+export { avgSkip, avgSkipStep, avgSkipTail, barsSince, barsSinceStep, barsSinceTail, change, changeStep, changeTail, correlation, correlationStep, correlationTail, count, countPresent, countPresentStep, countPresentTail, countStep, countTail, covariance, covarianceStep, covarianceTail, cross, crossDown, crossDownTail, crossEitherTail, crossStep, crossUp, crossUpTail, cum, cumStep, cumTail, extremeStep, falling, fallingTail, highest, highestBars, highestBarsTail, highestTail, history, historyStep, historyTail, lowest, lowestBars, lowestBarsTail, lowestTail, median, medianTail, percentRank, percentRankStep, percentRankTail, percentile, percentileStep, percentileTail, pivotHigh, pivotHighTail, pivotLow, pivotLowTail, pivotStep, rising, risingTail, runStep, sum, sumSkip, sumSkipStep, sumSkipTail, sumStep, sumTail, valueWhen, valueWhenStep, valueWhenTail, } from './series/index.js';
+export { atr, atrStep, atrTail, bbPercent, bbPercentStep, bbPercentTail, bbWidth, bbWidthStep, bbWidthTail, bollinger, bollingerStep, bollingerTail, chop, chopStep, chopTail, donchian, donchianStep, donchianTail, gapOf, gapTrueRange, gapTrueRangeStep, gapTrueRangeTail, hv, hvStep, hvTail, keltner, keltnerStep, keltnerTail, meanDeviation, meanDeviationStep, meanDeviationTail, natr, natrStep, natrTail, stdev, stdevStep, stdevTail, trueRange, trueRangeOf, trueRangeTail, variance, varianceStep, varianceTail, } from './volatility/index.js';
+export { awesomeOsc, awesomeOscStep, awesomeOscTail, cci, cciStep, cciTail, cmo, cmoStep, cmoTail, dpo, dpoStep, dpoTail, macd, macdStep, macdTail, mom, momTail, ppo, ppoStep, ppoTail, roc, rocStep, rocTail, rsi, rsiStep, rsiTail, stoch, stochRsi, stochRsiStep, stochRsiTail, stochStep, stochTail, trix, trixStep, trixTail, tsi, tsiStep, tsiTail, ultimateOsc, ultimateOscStep, ultimateOscTail, williamsR, williamsRStep, williamsRTail, } from './momentum/index.js';
+export { adx, adxStep, adxTail, aroon, aroonStep, aroonTail, ichimoku, ichimokuStep, ichimokuTail, psar, psarStep, psarTail, supertrend, supertrendStep, supertrendTail, } from './trend/index.js';
+export { ad, adOsc, adOscStep, adOscTail, adStep, adTail, cmf, cmfStep, cmfTail, eom, eomStep, eomTail, forceIndex, forceIndexStep, forceIndexTail, mfi, mfiStep, mfiTail, moneyFlow, obv, obvStep, obvTail, pvt, pvtStep, pvtTail, relativeVolume, relativeVolumeStep, relativeVolumeTail, vwap, vwapAnchor, vwapAnchorStep, vwapAnchorTail, vwapStep, vwapTail, } from './volume/index.js';
+//# sourceMappingURL=index.js.map

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

@@ -0,0 +1 @@
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package/dist/core/stdlib/maths/arithmetic.d.ts

@@ -0,0 +1,38 @@
+/**
+ * The bare arithmetic of `stdlib.md` section 8.1.
+ *
+ * None of these has a warmup: they read this bar's values only, so each
+ * produces a value on bar 0 whenever its arguments do. Every one is absent when
+ * any argument is absent, and every result goes through `result`, so a value
+ * with no finite real answer is absence rather than an infinity.
+ */
+import type { Value } from '../values/index.js';
+/** `abs(x)`: magnitude without sign. */
+export declare function abs(x: Value): Value;
+/** `sign(x)`: -1, 0 or 1. */
+export declare function sign(x: Value): Value;
+/** `min(a, b)`: the smaller of two. */
+export declare function min(a: Value, b: Value): Value;
+/** `max(a, b)`: the larger of two. */
+export declare function max(a: Value, b: Value): Value;
+/** `clamp(x, lo, hi)`: `x` held inside a range. */
+export declare function clamp(x: Value, lo: Value, hi: Value): Value;
+/**
+ * `mod(a, b)`: `a - b * floor(a / b)`, the floored remainder, whose sign
+ * follows `b`.
+ *
+ * Written out rather than described because "the modulo" names two different
+ * functions in common use. This is the floored one and the `%` operator is the
+ * truncated one: `mod(-7, 3)` is 2 where `-7 % 3` is -1. The two agree for
+ * every positive `b`, which is every use that wraps an index or a bar count.
+ * `mod(a, 0)` is absent, on the rule that a result with no finite real value is
+ * absent.
+ */
+export declare function mod(a: Value, b: Value): Value;
+/** True when the value is absent. */
+export declare function isNone(x: Value): boolean;
+/** `x` when present, `fallback` when absent. */
+export declare function orElse(x: Value, fallback: Value): Value;
+/** `toBool(x)`: absence to false, a bool to itself. Numbers are a type error. */
+export declare function boolOf(x: boolean | null): boolean;
+//# sourceMappingURL=arithmetic.d.ts.map

package/dist/core/stdlib/maths/arithmetic.d.ts.map

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package/dist/core/stdlib/maths/arithmetic.js

@@ -0,0 +1,66 @@
+import { NONE, isPresent, result } from '../values/index.js';
+/** `abs(x)`: magnitude without sign. */
+export function abs(x) {
+    return isPresent(x) ? result(Math.abs(x)) : NONE;
+}
+/** `sign(x)`: -1, 0 or 1. */
+export function sign(x) {
+    if (!isPresent(x))
+        return NONE;
+    if (x > 0)
+        return 1;
+    if (x < 0)
+        return -1;
+    return 0;
+}
+/** `min(a, b)`: the smaller of two. */
+export function min(a, b) {
+    if (!isPresent(a) || !isPresent(b))
+        return NONE;
+    return result(a < b ? a : b);
+}
+/** `max(a, b)`: the larger of two. */
+export function max(a, b) {
+    if (!isPresent(a) || !isPresent(b))
+        return NONE;
+    return result(a > b ? a : b);
+}
+/** `clamp(x, lo, hi)`: `x` held inside a range. */
+export function clamp(x, lo, hi) {
+    if (!isPresent(x) || !isPresent(lo) || !isPresent(hi))
+        return NONE;
+    if (x < lo)
+        return result(lo);
+    if (x > hi)
+        return result(hi);
+    return result(x);
+}
+/**
+ * `mod(a, b)`: `a - b * floor(a / b)`, the floored remainder, whose sign
+ * follows `b`.
+ *
+ * Written out rather than described because "the modulo" names two different
+ * functions in common use. This is the floored one and the `%` operator is the
+ * truncated one: `mod(-7, 3)` is 2 where `-7 % 3` is -1. The two agree for
+ * every positive `b`, which is every use that wraps an index or a bar count.
+ * `mod(a, 0)` is absent, on the rule that a result with no finite real value is
+ * absent.
+ */
+export function mod(a, b) {
+    if (!isPresent(a) || !isPresent(b) || b === 0)
+        return NONE;
+    return result(a - b * Math.floor(a / b));
+}
+/** True when the value is absent. */
+export function isNone(x) {
+    return !isPresent(x);
+}
+/** `x` when present, `fallback` when absent. */
+export function orElse(x, fallback) {
+    return isPresent(x) ? x : fallback;
+}
+/** `toBool(x)`: absence to false, a bool to itself. Numbers are a type error. */
+export function boolOf(x) {
+    return x === null ? false : x;
+}
+//# sourceMappingURL=arithmetic.js.map

package/dist/core/stdlib/maths/arithmetic.js.map

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package/dist/core/stdlib/maths/elementary.d.ts

@@ -0,0 +1,65 @@
+/**
+ * Square root, the logarithms, the powers and the trigonometry.
+ *
+ * **A gap, stated here rather than discovered later.**
+ * `compiled-program.md` section 8.3 requires that the transcendental functions
+ * not use the platform's own maths library, because a platform implementation
+ * is correct to within an ulp or so and differs between platforms in the last
+ * bit, which this project has declared a release blocker. It names the portable
+ * reference algorithm as living in the library manifest. **That manifest does
+ * not exist yet**, so there is nothing to implement against, and the functions
+ * below call the host until it does. Everything in this file except `sqrt` is
+ * therefore portable in value but not yet guaranteed in the last bit.
+ *
+ * `sqrt` is the exception and is not affected: IEEE-754 requires it to be
+ * correctly rounded, so every conforming platform returns the same bits.
+ *
+ * The consequence is worth stating plainly, because it decides what is safe to
+ * gate on today. Of the five gate studies, EMA, RSI, MACD, Bollinger Bands and
+ * Supertrend, four use only addition, subtraction, multiplication and division,
+ * and Bollinger Bands adds `sqrt`. None of them reaches this file's uncertain
+ * half. The functions that do are `alma` (exp), `hv` (log) and `chop` (log10).
+ */
+import type { Value } from '../values/index.js';
+/**
+ * `sqrt(x)`: square root, absent below zero.
+ *
+ * Correctly rounded on every conforming platform, so this one is bit-identical
+ * everywhere without a portable implementation of its own.
+ */
+export declare function sqrt(x: Value): Value;
+/** `pow(x, y)`: absent where the result is not a finite real. */
+export declare function pow(x: Value, y: Value): Value;
+/** `exp(x)`: e to the power x. */
+export declare function exp(x: Value): Value;
+/** `log(x)`: natural logarithm, absent at or below zero. */
+export declare function log(x: Value): Value;
+/** `log10(x)`: base ten logarithm, absent at or below zero. */
+export declare function log10(x: Value): Value;
+/** `math.log2(x)`: base two logarithm, absent at or below zero. */
+export declare function log2(x: Value): Value;
+/** The circle constant. */
+export declare const PI: number;
+/** The base of the natural logarithm. */
+export declare const E: number;
+/** `math.hypot(x, y)`: `sqrt(x * x + y * y)` without intermediate overflow. */
+export declare function hypot(x: Value, y: Value): Value;
+/** `math.toDegrees(x)`: radians to degrees. */
+export declare function toDegrees(x: Value): Value;
+/** `math.toRadians(x)`: degrees to radians. */
+export declare function toRadians(x: Value): Value;
+/** `math.sin(x)`: sine of an angle in radians. */
+export declare function sin(x: Value): Value;
+/** `math.cos(x)`: cosine. */
+export declare function cos(x: Value): Value;
+/** `math.tan(x)`: tangent. */
+export declare function tan(x: Value): Value;
+/** `math.asin(x)`: inverse sine, absent outside -1 to 1. */
+export declare function asin(x: Value): Value;
+/** `math.acos(x)`: inverse cosine, absent outside -1 to 1. */
+export declare function acos(x: Value): Value;
+/** `math.atan(x)`: inverse tangent. */
+export declare function atan(x: Value): Value;
+/** `math.atan2(y, x)`: angle of a vector, correct in all four quadrants. */
+export declare function atan2(y: Value, x: Value): Value;
+//# sourceMappingURL=elementary.d.ts.map

package/dist/core/stdlib/maths/elementary.d.ts.map

@@ -0,0 +1 @@
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package/dist/core/stdlib/maths/elementary.js

@@ -0,0 +1,93 @@
+import { NONE, isPresent, result } from '../values/index.js';
+/**
+ * `sqrt(x)`: square root, absent below zero.
+ *
+ * Correctly rounded on every conforming platform, so this one is bit-identical
+ * everywhere without a portable implementation of its own.
+ */
+export function sqrt(x) {
+    if (!isPresent(x) || x < 0)
+        return NONE;
+    return result(Math.sqrt(x));
+}
+/** `pow(x, y)`: absent where the result is not a finite real. */
+export function pow(x, y) {
+    if (!isPresent(x) || !isPresent(y))
+        return NONE;
+    return result(Math.pow(x, y));
+}
+/** `exp(x)`: e to the power x. */
+export function exp(x) {
+    return isPresent(x) ? result(Math.exp(x)) : NONE;
+}
+/** `log(x)`: natural logarithm, absent at or below zero. */
+export function log(x) {
+    if (!isPresent(x) || x <= 0)
+        return NONE;
+    return result(Math.log(x));
+}
+/** `log10(x)`: base ten logarithm, absent at or below zero. */
+export function log10(x) {
+    if (!isPresent(x) || x <= 0)
+        return NONE;
+    return result(Math.log10(x));
+}
+/** `math.log2(x)`: base two logarithm, absent at or below zero. */
+export function log2(x) {
+    if (!isPresent(x) || x <= 0)
+        return NONE;
+    return result(Math.log2(x));
+}
+/** The circle constant. */
+export const PI = Math.PI;
+/** The base of the natural logarithm. */
+export const E = Math.E;
+/** `math.hypot(x, y)`: `sqrt(x * x + y * y)` without intermediate overflow. */
+export function hypot(x, y) {
+    if (!isPresent(x) || !isPresent(y))
+        return NONE;
+    return result(Math.hypot(x, y));
+}
+/** `math.toDegrees(x)`: radians to degrees. */
+export function toDegrees(x) {
+    return isPresent(x) ? result((x * 180) / Math.PI) : NONE;
+}
+/** `math.toRadians(x)`: degrees to radians. */
+export function toRadians(x) {
+    return isPresent(x) ? result((x * Math.PI) / 180) : NONE;
+}
+/** `math.sin(x)`: sine of an angle in radians. */
+export function sin(x) {
+    return isPresent(x) ? result(Math.sin(x)) : NONE;
+}
+/** `math.cos(x)`: cosine. */
+export function cos(x) {
+    return isPresent(x) ? result(Math.cos(x)) : NONE;
+}
+/** `math.tan(x)`: tangent. */
+export function tan(x) {
+    return isPresent(x) ? result(Math.tan(x)) : NONE;
+}
+/** `math.asin(x)`: inverse sine, absent outside -1 to 1. */
+export function asin(x) {
+    if (!isPresent(x) || x < -1 || x > 1)
+        return NONE;
+    return result(Math.asin(x));
+}
+/** `math.acos(x)`: inverse cosine, absent outside -1 to 1. */
+export function acos(x) {
+    if (!isPresent(x) || x < -1 || x > 1)
+        return NONE;
+    return result(Math.acos(x));
+}
+/** `math.atan(x)`: inverse tangent. */
+export function atan(x) {
+    return isPresent(x) ? result(Math.atan(x)) : NONE;
+}
+/** `math.atan2(y, x)`: angle of a vector, correct in all four quadrants. */
+export function atan2(y, x) {
+    if (!isPresent(y) || !isPresent(x))
+        return NONE;
+    return result(Math.atan2(y, x));
+}
+//# sourceMappingURL=elementary.js.map

package/dist/core/stdlib/maths/elementary.js.map

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package/dist/core/stdlib/maths/index.d.ts

@@ -0,0 +1,4 @@
+export { abs, boolOf, clamp, isNone, max, min, mod, orElse, sign, } from './arithmetic.js';
+export { ceil, floor, round, roundHalfAway, roundTo, roundToStep, roundToTick, trunc, } from './rounding.js';
+export { E, PI, acos, asin, atan, atan2, cos, exp, hypot, log, log2, log10, pow, sin, sqrt, tan, toDegrees, toRadians, } from './elementary.js';
+//# sourceMappingURL=index.d.ts.map

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

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

@@ -0,0 +1,4 @@
+export { abs, boolOf, clamp, isNone, max, min, mod, orElse, sign, } from './arithmetic.js';
+export { ceil, floor, round, roundHalfAway, roundTo, roundToStep, roundToTick, trunc, } from './rounding.js';
+export { E, PI, acos, asin, atan, atan2, cos, exp, hypot, log, log2, log10, pow, sin, sqrt, tan, toDegrees, toRadians, } from './elementary.js';
+//# sourceMappingURL=index.js.map

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

@@ -0,0 +1 @@
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package/dist/core/stdlib/maths/rounding.d.ts

@@ -0,0 +1,43 @@
+/**
+ * Rounding, and the one rule that decides every case.
+ *
+ * **Halves go away from zero, never to even.** `stdlib.md` section 8.1 fixes it
+ * there and the reason is legibility: a price rounded for display should agree
+ * with what a trader would write down, and round-half-to-even surprises people
+ * at exactly the values that matter. Fixing it also means two engines cannot
+ * differ by one tick.
+ *
+ * The implementation does not add a half and take the floor. That is the usual
+ * shortcut and it is wrong for the value just below a half, where adding 0.5
+ * rounds up to the next representable number before the floor ever runs. The
+ * fractional part is compared instead, which has no such case.
+ */
+import type { Value } from '../values/index.js';
+/** The nearest whole number, halves away from zero. */
+export declare function roundHalfAway(x: number): number;
+/** `round(x)`: to the nearest whole number, halves away from zero. */
+export declare function round(x: Value): Value;
+/**
+ * `round(x, decimals)`: to a fixed number of decimals, halves away from zero.
+ *
+ * A digit count is a whole number of zero or more; anything else is OS3004 or
+ * OS4003 before the call reaches here, and absence is the backstop.
+ */
+export declare function roundTo(x: Value, decimals: number): Value;
+/** `floor(x)`: toward negative infinity. */
+export declare function floor(x: Value): Value;
+/** `ceil(x)`: toward positive infinity. */
+export declare function ceil(x: Value): Value;
+/** `trunc(x)`: toward zero. */
+export declare function trunc(x: Value): Value;
+/** `roundToStep(x, step)`: to the nearest multiple of `step`. */
+export declare function roundToStep(x: Value, step: Value): Value;
+/**
+ * `roundToTick(price)`: to the instrument's tick.
+ *
+ * Absent when the host supplied no tick size, rather than the price unrounded.
+ * Returning the input would produce an order price that looks rounded and is
+ * not, which is a defect nothing downstream can see.
+ */
+export declare function roundToTick(price: Value, tickSize: Value): Value;
+//# sourceMappingURL=rounding.d.ts.map

package/dist/core/stdlib/maths/rounding.d.ts.map

@@ -0,0 +1 @@
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package/dist/core/stdlib/maths/rounding.js

@@ -0,0 +1,62 @@
+import { NONE, isPresent, result } from '../values/index.js';
+/** The nearest whole number, halves away from zero. */
+export function roundHalfAway(x) {
+    const below = Math.floor(x);
+    const fraction = x - below;
+    if (fraction > 0.5)
+        return below + 1;
+    if (fraction < 0.5)
+        return below;
+    // Exactly a half. Away from zero: upward above zero, and `below` already is
+    // the downward answer for a negative, since floor(-2.5) is -3.
+    return x > 0 ? below + 1 : below;
+}
+/** `round(x)`: to the nearest whole number, halves away from zero. */
+export function round(x) {
+    return isPresent(x) ? result(roundHalfAway(x)) : NONE;
+}
+/**
+ * `round(x, decimals)`: to a fixed number of decimals, halves away from zero.
+ *
+ * A digit count is a whole number of zero or more; anything else is OS3004 or
+ * OS4003 before the call reaches here, and absence is the backstop.
+ */
+export function roundTo(x, decimals) {
+    if (!isPresent(x))
+        return NONE;
+    if (!Number.isInteger(decimals) || decimals < 0)
+        return NONE;
+    const scale = Math.pow(10, decimals);
+    return result(roundHalfAway(x * scale) / scale);
+}
+/** `floor(x)`: toward negative infinity. */
+export function floor(x) {
+    return isPresent(x) ? result(Math.floor(x)) : NONE;
+}
+/** `ceil(x)`: toward positive infinity. */
+export function ceil(x) {
+    return isPresent(x) ? result(Math.ceil(x)) : NONE;
+}
+/** `trunc(x)`: toward zero. */
+export function trunc(x) {
+    return isPresent(x) ? result(Math.trunc(x)) : NONE;
+}
+/** `roundToStep(x, step)`: to the nearest multiple of `step`. */
+export function roundToStep(x, step) {
+    if (!isPresent(x) || !isPresent(step) || step <= 0)
+        return NONE;
+    return result(roundHalfAway(x / step) * step);
+}
+/**
+ * `roundToTick(price)`: to the instrument's tick.
+ *
+ * Absent when the host supplied no tick size, rather than the price unrounded.
+ * Returning the input would produce an order price that looks rounded and is
+ * not, which is a defect nothing downstream can see.
+ */
+export function roundToTick(price, tickSize) {
+    if (!isPresent(tickSize) || tickSize <= 0)
+        return NONE;
+    return roundToStep(price, tickSize);
+}
+//# sourceMappingURL=rounding.js.map

package/dist/core/stdlib/maths/rounding.js.map

@@ -0,0 +1 @@
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package/dist/core/stdlib/momentum/convergence.d.ts

@@ -0,0 +1,36 @@
+/**
+ * `macd` and `ppo`: the gap between a fast and a slow exponential mean, once as
+ * a difference and once as a percentage.
+ *
+ * Both return an array holding this bar's outputs, per `stdlib.md` section 2.3.
+ * One call, one state region: the alternative of three named functions would be
+ * three call sites and therefore three independent states, and the shared
+ * smoothing would be computed three times per bar.
+ *
+ * The signal average is fed the difference series, absences and all, so it
+ * seeds on the first `signal` values the difference produced. That is where the
+ * declared warmup of bar `slow + signal - 2` comes from.
+ */
+import type { Series, StateRecord, Tail, Value } from '../values/index.js';
+/**
+ * `macd(src, fast, slow, signal)`: `[macd, signal, histogram]`, element 0 from
+ * bar `slow - 1` and the other two from bar `slow + signal - 2`.
+ */
+export declare function macdStep(state: StateRecord, key: string, value: Value, fast: number | null, slow: number | null, signal: number | null): Value[];
+/** `macd(src, fast, slow, signal)` as a tail. */
+export declare function macdTail(fast?: number, slow?: number, signal?: number): Tail<Value, Value[]>;
+/** `macd(src, fast, slow, signal)` over a whole series. */
+export declare function macd(src: Series, fast?: number, slow?: number, signal?: number): Value[][];
+/**
+ * `ppo(src, fast, slow, signal)`: `[ppo, signal, histogram]`, on the same
+ * warmups as `macd`.
+ *
+ * The same gap divided by the slow average, so the reading is a percentage and
+ * two instruments at different price levels can be compared.
+ */
+export declare function ppoStep(state: StateRecord, key: string, value: Value, fast: number | null, slow: number | null, signal: number | null): Value[];
+/** `ppo(src, fast, slow, signal)` as a tail. */
+export declare function ppoTail(fast?: number, slow?: number, signal?: number): Tail<Value, Value[]>;
+/** `ppo(src, fast, slow, signal)` over a whole series. */
+export declare function ppo(src: Series, fast?: number, slow?: number, signal?: number): Value[][];
+//# sourceMappingURL=convergence.d.ts.map

package/dist/core/stdlib/momentum/convergence.d.ts.map

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