openalgo-script 0.1.0-alpha.1 → 0.4.0

package/dist/core/emit/pool.js

@@ -0,0 +1,79 @@
+export const ABSENT_INDEX = 0;
+export const FALSE_INDEX = 1;
+export const TRUE_INDEX = 2;
+export class ConstantPool {
+    entries = [
+        ['z', null],
+        ['b', false],
+        ['b', true],
+    ];
+    byKey = new Map([
+        ['z', ABSENT_INDEX],
+        ['b:false', FALSE_INDEX],
+        ['b:true', TRUE_INDEX],
+    ]);
+    get all() {
+        return this.entries;
+    }
+    absent() {
+        return ABSENT_INDEX;
+    }
+    bool(value) {
+        return value ? TRUE_INDEX : FALSE_INDEX;
+    }
+    number(value) {
+        // A negative zero is normalised on every store (3.1), so the pool never
+        // holds one and two scripts writing 0 and -0 share an entry.
+        return this.intern(['n', value === 0 ? 0 : value], `n:${value === 0 ? 0 : value}`);
+    }
+    string(value) {
+        return this.intern(['s', value], `s:${value}`);
+    }
+    colour(value) {
+        return this.intern(['c', value], `c:${value.join(',')}`);
+    }
+    /** The pool index for a folded value, or nothing when it is not poolable. */
+    of(value) {
+        switch (value.kind) {
+            case 'absent':
+                return this.absent();
+            case 'bool':
+                return this.bool(value.value);
+            case 'number':
+                return this.number(value.value);
+            case 'string':
+                return this.string(value.value);
+            case 'colour':
+                return this.colour(value.value);
+            default:
+                return undefined;
+        }
+    }
+    intern(entry, key) {
+        const found = this.byKey.get(key);
+        if (found !== undefined)
+            return found;
+        const index = this.entries.length;
+        this.entries.push(entry);
+        this.byKey.set(key, index);
+        return index;
+    }
+}
+/** A folded value as a constant entry, for an input's default and its options. */
+export function constantOf(value) {
+    switch (value.kind) {
+        case 'absent':
+            return ['z', null];
+        case 'bool':
+            return ['b', value.value];
+        case 'number':
+            return ['n', value.value];
+        case 'string':
+            return ['s', value.value];
+        case 'colour':
+            return ['c', value.value];
+        default:
+            return undefined;
+    }
+}
+//# sourceMappingURL=pool.js.map

package/dist/core/emit/pool.js.map

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package/dist/core/emit/program.d.ts

@@ -0,0 +1,333 @@
+/**
+ * The compiled program, as `compiled-program.md` section 2 defines it.
+ *
+ * This file is the artifact's shape and nothing else: no logic, no defaults, no
+ * decisions. It is separate because the artifact is the public contract of the
+ * project. Somebody implementing an engine in another language reads the
+ * specification and then reads this to check the two agree, and a type with a
+ * field the specification does not have, or missing one it does, is the defect
+ * no test of our own engine would ever catch.
+ *
+ * Field order here follows the specification's. It is not the order canonical
+ * encoding writes: that one sorts keys, and `canonical.ts` is where it happens.
+ */
+/** One entry of the constant pool, `compiled-program.md` 2.9. */
+export type Constant = readonly ['z', null] | readonly ['b', boolean] | readonly ['n', number] | readonly ['s', string] | readonly ['c', Colour];
+/** Red, green and blue as whole numbers 0 to 255, alpha as a number 0 to 1. */
+export type Colour = readonly [number, number, number, number];
+/**
+ * One instruction: the opcode name, then its operands.
+ *
+ * The opcode is a string because the format says so (2.14), so a program is
+ * readable and diffable by hand and a format that adds an opcode renumbers
+ * nothing.
+ */
+export type Instruction = readonly [string, ...number[]];
+/**
+ * A declaration field a script wrote with an `input()`, 2.3.
+ *
+ * The engine resolves it once at load and substitutes the value, so nothing of
+ * this form survives to bar 0.
+ */
+export interface InputReference {
+    readonly input: string;
+}
+/**
+ * A fact the host states at load, named where a request's identity is fixed.
+ *
+ * `req.symbol(leg, chart.interval, ...)` reads the chart's own interval, and
+ * `exchange = chart.exchange` is the default `stdlib.md` 15.1 writes out. Both
+ * are settled before bar 0 and neither is a value this compiler can know, so
+ * the request names the fact and the engine resolves it at load (2.16).
+ */
+export interface ChartReference {
+    readonly chart: 'symbol' | 'exchange' | 'interval';
+}
+/** Anything a declaration field may hold: a value, or a reference to an input. */
+export type Field = null | boolean | number | string | Colour | readonly number[] | InputReference;
+/** What fixes one part of a request's identity, 2.16. */
+export type RequestField = Field | ChartReference;
+export interface FormatVersion {
+    readonly format: string;
+    readonly language: number;
+}
+export interface CompilerStamp {
+    readonly name: string;
+    readonly version: string;
+}
+export interface SourceStamp {
+    readonly hash: string;
+    readonly lines: number;
+    readonly file: string | null;
+}
+export interface StrategyMeta {
+    readonly capital: Field;
+    readonly currency: Field;
+    readonly qty: Field;
+    readonly qtyType: Field;
+    readonly product: Field;
+    readonly fillOn: Field;
+    readonly slippage: Field;
+    readonly commission: Field;
+    readonly commissionType: Field;
+    readonly pyramiding: Field;
+    readonly closeOnSessionEnd: Field;
+}
+export interface Meta {
+    readonly kind: 'study' | 'strategy';
+    readonly title: Field;
+    readonly short: Field;
+    readonly overlay: Field;
+    readonly precision: Field;
+    readonly format: Field;
+    readonly range: Field;
+    readonly scale: Field;
+    readonly group: Field;
+    readonly onUnconfirmed: Field;
+    /** Present only when `kind` is `"strategy"`, 2.3. */
+    readonly strategy?: StrategyMeta;
+}
+export interface Limits {
+    readonly loops: number;
+    readonly history: number | null;
+}
+export interface LibraryFunction {
+    readonly name: string;
+    readonly arity: number;
+    readonly state: boolean;
+    readonly effect: 'none' | 'signal' | 'order' | 'draw' | 'log';
+}
+export interface Library {
+    readonly manifest: number;
+    readonly functions: readonly LibraryFunction[];
+}
+export interface CompiledInput {
+    readonly key: string;
+    readonly kind: string;
+    readonly label: string;
+    readonly default: Constant;
+    readonly min: number | null;
+    readonly max: number | null;
+    readonly step: number | null;
+    readonly options: readonly Constant[] | null;
+    readonly group: string;
+    readonly tooltip: string | null;
+    readonly slot: number;
+}
+export interface Channel {
+    readonly id: number;
+    readonly type: 'number' | 'string' | 'color' | 'bool';
+    readonly defer: boolean;
+    readonly once: boolean;
+}
+export interface CandleChannels {
+    readonly open: number;
+    readonly high: number;
+    readonly low: number;
+    readonly close: number;
+    readonly colorUp: Field;
+    readonly colorDown: Field;
+    readonly wickColor: Field;
+    readonly borderColor: Field;
+    readonly colorUpChannel: number | null;
+    readonly colorDownChannel: number | null;
+    readonly wickColorChannel: number | null;
+    readonly borderColorChannel: number | null;
+}
+export interface Plot {
+    readonly key: string;
+    readonly title: Field;
+    readonly type: string;
+    readonly channel: number;
+    readonly color: Field;
+    readonly colorChannel: number | null;
+    readonly width: Field;
+    readonly lineStyle: Field;
+    readonly offset: Field;
+    readonly overlay: Field;
+    readonly scale: Field;
+    readonly precision: Field;
+    readonly priceFormat: Field;
+    readonly ohlc: CandleChannels | null;
+}
+export interface Band {
+    readonly between: readonly [string, string];
+    readonly colorUp: Field;
+    readonly colorDown: Field;
+    readonly colorUpChannel: number | null;
+    readonly colorDownChannel: number | null;
+    readonly opacity: Field;
+    readonly overlay: Field;
+}
+export interface Level {
+    readonly title: Field;
+    readonly channel: number;
+    readonly color: Field;
+    readonly lineStyle: Field;
+    readonly lineWidth: Field;
+}
+export interface Marker {
+    readonly key: string;
+    readonly channel: number;
+    readonly position: Field;
+    readonly shape: Field;
+    readonly color: Field;
+    readonly textColor: Field;
+}
+export interface TableOptions {
+    readonly textColor: Field;
+    readonly bgColor: Field;
+    readonly borderWidth: Field;
+}
+export interface Grid {
+    readonly key: string;
+    readonly title: Field;
+    readonly slot: number;
+    readonly position: Field;
+    readonly rows: Field;
+    readonly cols: Field;
+    readonly options: TableOptions;
+}
+export interface Alert {
+    readonly key: string;
+    readonly title: Field;
+    readonly condChannel: number;
+    readonly messageChannel: number | null;
+    readonly frequency: Field;
+}
+export interface Paint {
+    readonly channel: number;
+}
+export interface Outputs {
+    readonly plots: readonly Plot[];
+    readonly fills: readonly Band[];
+    readonly levels: readonly Level[];
+    readonly markers: readonly Marker[];
+    readonly tables: readonly Grid[];
+    readonly alerts: readonly Alert[];
+    readonly barColor: Paint | null;
+    readonly background: Paint | null;
+}
+export interface Register {
+    readonly id: number;
+    /**
+     * Where the register's entry for a bar comes from, 2.10.
+     *
+     * `request` and `input` are the two the engine fills rather than the program:
+     * the first from the answer to the read that names it in 2.16, the second
+     * from a resolved setting. Neither is ever written by an instruction.
+     */
+    readonly kind: 'bar' | 'computed' | 'argument' | 'request' | 'input';
+    readonly field: string | null;
+    readonly name: string | null;
+}
+export interface Frame {
+    readonly slots: number;
+}
+export interface Cell {
+    readonly id: number;
+    readonly kind: 'var' | 'live';
+    readonly name: string | null;
+}
+export interface StateRegion {
+    readonly id: number;
+    readonly fn: number;
+}
+export interface CompiledFunction {
+    readonly name: string;
+    readonly params: number;
+    readonly slots: number;
+    readonly code: readonly Instruction[];
+}
+export interface CallSite {
+    readonly fn: number;
+    readonly argc: number;
+    readonly cellBase: number;
+    readonly stateBase: number;
+    readonly series: readonly number[];
+}
+export interface Loop {
+    readonly id: number;
+    readonly kind: 'for' | 'forIn' | 'while';
+    readonly line: number;
+    readonly col: number;
+}
+/** `[instructionIndex, line, column]`, ascending by index, 2.15. */
+export type Position = readonly [number, number, number];
+/**
+ * One setting a read's expression reads, 2.16.
+ *
+ * It names a register rather than a slot because a body is one expression with
+ * no statement to write a slot from, and because a function body inside it
+ * reaches a register from any frame and a slot only from its own.
+ */
+export interface RequestInput {
+    readonly input: string;
+    readonly series: number;
+}
+/** An expression compiled over requested bars, 2.16. */
+export interface RequestBody {
+    readonly inputs: readonly RequestInput[];
+    readonly series: readonly Register[];
+    readonly frame: Frame;
+    readonly cells: readonly Cell[];
+    readonly states: readonly StateRegion[];
+    readonly functions: readonly CompiledFunction[];
+    readonly callSites: readonly CallSite[];
+    readonly loops: readonly Loop[];
+    /** Reads written inside this one, over bars the body's own bars fold from. */
+    readonly requests: readonly Request[];
+    readonly code: readonly Instruction[];
+    readonly pos: readonly Position[];
+    readonly fnPos: readonly (readonly [number, readonly Position[]])[];
+}
+/** One higher timeframe or other instrument read, 2.16. */
+export interface Request {
+    readonly id: number;
+    readonly read: 'timeframe' | 'symbol';
+    readonly symbol: RequestField;
+    readonly exchange: RequestField;
+    readonly timeframe: RequestField;
+    readonly mode: 'confirmed' | 'developing' | 'lookahead';
+    /** The register the read's value for each chart bar lands in. */
+    readonly series: number;
+    /** Requested bars of history the body needs, or null when no floor is known. */
+    readonly warmup: number | null;
+    readonly body: RequestBody;
+}
+export interface DebugNames {
+    readonly slots: readonly string[];
+    readonly cells: readonly string[];
+    readonly series: readonly string[];
+    readonly channels: readonly string[];
+}
+export interface Debug {
+    readonly pos: readonly Position[];
+    readonly fnPos: readonly (readonly [number, readonly Position[]])[];
+    readonly names: DebugNames;
+    readonly retain: boolean;
+}
+export interface CompiledProgram {
+    readonly openscript: FormatVersion;
+    readonly requires: readonly string[];
+    readonly compiler: CompilerStamp;
+    readonly source: SourceStamp;
+    readonly meta: Meta;
+    readonly limits: Limits;
+    readonly lib: Library;
+    readonly inputs: readonly CompiledInput[];
+    readonly channels: readonly Channel[];
+    readonly outputs: Outputs;
+    readonly consts: readonly Constant[];
+    readonly series: readonly Register[];
+    readonly frame: Frame;
+    readonly cells: readonly Cell[];
+    readonly states: readonly StateRegion[];
+    readonly functions: readonly CompiledFunction[];
+    readonly callSites: readonly CallSite[];
+    readonly loops: readonly Loop[];
+    readonly code: readonly Instruction[];
+    readonly debug: Debug;
+    readonly requests: readonly Request[];
+}
+//# sourceMappingURL=program.d.ts.map

package/dist/core/emit/program.d.ts.map

@@ -0,0 +1 @@
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package/dist/core/emit/program.js

@@ -0,0 +1,15 @@
+/**
+ * The compiled program, as `compiled-program.md` section 2 defines it.
+ *
+ * This file is the artifact's shape and nothing else: no logic, no defaults, no
+ * decisions. It is separate because the artifact is the public contract of the
+ * project. Somebody implementing an engine in another language reads the
+ * specification and then reads this to check the two agree, and a type with a
+ * field the specification does not have, or missing one it does, is the defect
+ * no test of our own engine would ever catch.
+ *
+ * Field order here follows the specification's. It is not the order canonical
+ * encoding writes: that one sorts keys, and `canonical.ts` is where it happens.
+ */
+export {};
+//# sourceMappingURL=program.js.map

package/dist/core/emit/program.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"program.js","sourceRoot":"","sources":["../../../src/core/emit/program.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;GAYG"}

package/dist/core/emit/registers.d.ts

@@ -0,0 +1,35 @@
+import type { Binding } from '../check/index.js';
+import type { Emitter } from './context.js';
+/** The bar fields an engine fills from the host's bar, `compiled-program.md` 2.10. */
+export declare const BAR_FIELDS: readonly string[];
+/** The `bar.*` facts of `language.md` 7.2, which 2.10 makes registers as well. */
+export declare const BAR_FACTS: readonly string[];
+export type Placement = 'slot' | 'cell' | 'register';
+/**
+ * The register a built-in series is read from, or nothing when the name is not
+ * one.
+ */
+export declare function registerOfName(e: Emitter, name: string): number | undefined;
+/**
+ * Names whose value is a declaration handle, which `var` cannot change.
+ *
+ * A handle is settled before bar 0 and the engine writes it into the slot the
+ * declaration names (2.11), so there is nothing for a cell to carry forward and
+ * nothing to carry it forward from: `var grid = table(...)` and
+ * `grid = table(...)` are the same declaration, and a reader who wrote the
+ * first should not get a different program from the second.
+ */
+export declare function markDeclarationHandles(e: Emitter): void;
+/** Where a name's value lives, the checker's answer with the three cases above. */
+export declare function placementOf(e: Emitter, binding: Binding): Placement;
+/** The register a history read of a name reads from, allocating it if needed. */
+export declare function shadowRegister(e: Emitter, binding: Binding): number;
+/**
+ * Decides every register before a single instruction is emitted.
+ *
+ * It has to happen first because the prologue and the epilogue that keep a
+ * shadow register in step with its cell are instructions like any other, and
+ * they cannot be written after the list they belong at the ends of.
+ */
+export declare function prepareRegisters(e: Emitter): void;
+//# sourceMappingURL=registers.d.ts.map

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

@@ -0,0 +1 @@
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package/dist/core/emit/registers.js

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+/**
+ * Which values get a series register, and which of the three regions a name
+ * ends up in.
+ *
+ * The checker answers most of this already: a top-level name whose history the
+ * program reads is a register, a `var` is a cell, everything else is a slot
+ * (`compiled-program.md` 2.10 and 2.11). Two cases are left over, and both are
+ * the emitter's because both are about the shape of the instruction set rather
+ * than about the language.
+ *
+ * **A persistent name whose history is read is both.** `x[1]` on a `var` is
+ * "both" in `language.md` 8.3's own words: the cell carries the value forward
+ * and the register carries the past. Only a register has history, so a `var`
+ * the program indexes needs one beside its cell.
+ *
+ * **A slot cannot be read from another frame.** Slots are per frame (3.2), so a
+ * function body that reads a file-scope name has no instruction that reaches
+ * it. A name recomputed every bar can be given a register instead, which is
+ * addressed the same way from every frame and holds the same value the slot
+ * would have. A `var` cannot be promoted that way, because a register has no
+ * persistence: it keeps its cell and takes a register beside it, filled from
+ * the cell at the start of the bar and again at every assignment, so a body
+ * called anywhere in the bar reads what the cell holds at that point.
+ */
+import { walk, withoutGrouping } from '../ast/index.js';
+import { declaredNames } from './context.js';
+/** The bar fields an engine fills from the host's bar, `compiled-program.md` 2.10. */
+export const BAR_FIELDS = [
+    'open',
+    'high',
+    'low',
+    'close',
+    'volume',
+    'time',
+    'hl2',
+    'hlc3',
+    'ohlc4',
+    'hlcc4',
+    'oi',
+];
+/** The `bar.*` facts of `language.md` 7.2, which 2.10 makes registers as well. */
+export const BAR_FACTS = [
+    'bar.index',
+    'bar.count',
+    'bar.isFirst',
+    'bar.isLast',
+    'bar.isConfirmed',
+    'bar.isRealtime',
+    'bar.isNew',
+    'bar.updates',
+];
+/** `oi` is a built-in series and 2.10's table of bar fields does not list it. */
+const UNLISTED_BAR_FIELD = 'oi';
+/**
+ * The register a built-in series is read from, or nothing when the name is not
+ * one.
+ */
+export function registerOfName(e, name) {
+    if (name === UNLISTED_BAR_FIELD) {
+        e.gap("`oi` is a built-in series of stdlib.md 3.1 and 2.10's table of bar register fields " +
+            'does not list it, so the field name it is filled from is this compiler\'s choice', 'compiled-program.md 2.10, against stdlib.md 3.1', undefined, false);
+        return e.layout.bar(UNLISTED_BAR_FIELD);
+    }
+    if (BAR_FIELDS.includes(name) || BAR_FACTS.includes(name))
+        return e.layout.bar(name);
+    return undefined;
+}
+/**
+ * Names whose value is a declaration handle, which `var` cannot change.
+ *
+ * A handle is settled before bar 0 and the engine writes it into the slot the
+ * declaration names (2.11), so there is nothing for a cell to carry forward and
+ * nothing to carry it forward from: `var grid = table(...)` and
+ * `grid = table(...)` are the same declaration, and a reader who wrote the
+ * first should not get a different program from the second.
+ */
+export function markDeclarationHandles(e) {
+    for (const declared of declaredNames(e)) {
+        const inner = withoutGrouping(declared.value);
+        if (inner.kind !== 'call')
+            continue;
+        const name = e.callAt(inner)?.name ?? '';
+        if (!e.isDeclaration(name))
+            continue;
+        // `input()` is the one declaration call that also has a value, so it is the
+        // one a `var` says something about: `var len = input(14, "Length")` is an
+        // ordinary `var` initialised from the setting, and what it buys is a cell a
+        // later assignment keeps (`language.md` 8.2 and 13.4). The name therefore
+        // does not stand for the declaration the way `grid = table(...)` does, and
+        // the input keeps a slot of its own for the engine to write at step 5.
+        if (declared.persistent && name === 'input')
+            continue;
+        const binding = e.checked.targets.get(declared.name);
+        if (binding !== undefined)
+            e.handles.add(binding.id);
+    }
+}
+/** Where a name's value lives, the checker's answer with the three cases above. */
+export function placementOf(e, binding) {
+    if (e.handles.has(binding.id))
+        return 'slot';
+    if (binding.persistence !== 'none')
+        return 'cell';
+    if (binding.storage === 'register' || e.promoted.has(binding.id))
+        return 'register';
+    return 'slot';
+}
+/** The register a history read of a name reads from, allocating it if needed. */
+export function shadowRegister(e, binding) {
+    // A setting read inside a read's expression already has one, filled by the
+    // engine on every requested bar, and a second would hold nothing (2.16).
+    return e.request?.registerFor(e, binding) ?? e.layout.computedFor(binding);
+}
+/**
+ * Decides every register before a single instruction is emitted.
+ *
+ * It has to happen first because the prologue and the epilogue that keep a
+ * shadow register in step with its cell are instructions like any other, and
+ * they cannot be written after the list they belong at the ends of.
+ */
+export function prepareRegisters(e) {
+    markDeclarationHandles(e);
+    const readInsideFunction = namesReadInsideFunctions(e);
+    for (const binding of e.checked.bindings) {
+        if (binding.kind === 'library' || binding.kind === 'function')
+            continue;
+        const crossesFrame = binding.kind === 'file' && readInsideFunction.has(binding.id);
+        const retained = e.options.retain === true && binding.kind === 'file';
+        if (binding.persistence === 'none' && (crossesFrame || retained)) {
+            e.promoted.add(binding.id);
+        }
+        const placement = placementOf(e, binding);
+        if (placement === 'register') {
+            e.layout.computedFor(binding);
+            continue;
+        }
+        // A `var` a function body reads cannot be promoted, because a register has
+        // no persistence: it gets a register beside its cell instead, and the two
+        // are kept in step through the bar rather than only at the end of it.
+        if (placement === 'cell' && crossesFrame) {
+            e.layout.computedFor(binding);
+            e.shadowed.add(binding.id);
+            e.carried.add(binding.id);
+            continue;
+        }
+        // A cell or an input slot whose past is read carries a register beside it,
+        // written once per bar so the entry for a bar is the value it ended with.
+        if (binding.readsHistory) {
+            e.layout.computedFor(binding);
+            e.shadowed.add(binding.id);
+        }
+    }
+}
+/** Every file-scope name some function body reads, which a slot cannot serve. */
+function namesReadInsideFunctions(e) {
+    const found = new Set();
+    for (const declared of e.checked.functions) {
+        walk(declared.declaration, {
+            enter: (node) => {
+                if (node.kind !== 'nameReference')
+                    return;
+                const binding = e.checked.references.get(node);
+                if (binding !== undefined && binding.kind === 'file')
+                    found.add(binding.id);
+            },
+        });
+    }
+    return found;
+}
+//# sourceMappingURL=registers.js.map