openalgo-script 0.1.0-alpha.1 → 0.4.0

package/dist/core/stdlib/calendar/zone.js

@@ -0,0 +1,138 @@
+/**
+ * The formatters, kept because building one is expensive and a study asks for
+ * the same zone on every bar.
+ *
+ * This is memoisation and not state: the answer for a zone is the same answer
+ * every time, nothing here is ever read back by a script, and clearing the map
+ * between two bars would change how long a chart took and nothing else. No
+ * state region holds any of it, so `compiled-program.md` section 2.11 has
+ * nothing to copy.
+ */
+const FORMATTERS = new Map();
+/**
+ * An area and a location, or the one name that is neither.
+ *
+ * `stdlib.md` section 12.1 requires an area and location name and OS6005 says
+ * in as many words that an abbreviation is not one, because several
+ * abbreviations mean two different offsets in different parts of the world.
+ * Runtimes disagree about which abbreviations they will quietly accept, so the
+ * rule is applied here rather than left to whichever database is installed: a
+ * script refused on one engine has to be refused on every engine. `UTC` is the
+ * one name with no area, and it names one offset everywhere.
+ */
+const AREA_AND_LOCATION = /^[A-Za-z][A-Za-z0-9+_-]*\/[A-Za-z][A-Za-z0-9+_/-]*$/;
+function formatterFor(zone) {
+    const held = FORMATTERS.get(zone);
+    if (held !== undefined)
+        return held;
+    if (zone !== 'UTC' && !AREA_AND_LOCATION.test(zone)) {
+        FORMATTERS.set(zone, null);
+        return null;
+    }
+    let made;
+    try {
+        made = new Intl.DateTimeFormat('en-US', {
+            timeZone: zone,
+            hourCycle: 'h23',
+            era: 'short',
+            year: 'numeric',
+            month: '2-digit',
+            day: '2-digit',
+            hour: '2-digit',
+            minute: '2-digit',
+            second: '2-digit',
+        });
+    }
+    catch {
+        // An unknown zone name, which is OS6005 at the call rather than a guess
+        // here. A name this runtime does not hold is not a name this engine can
+        // invent an offset for.
+        made = null;
+    }
+    FORMATTERS.set(zone, made);
+    return made;
+}
+/** Whether the runtime's zone table holds this name. */
+export function isKnownZone(zone) {
+    return formatterFor(zone) !== null;
+}
+/** The civil fields an instant has in a zone, or nothing for an unknown zone. */
+export function fieldsIn(instant, zone) {
+    const formatter = formatterFor(zone);
+    if (formatter === null || !Number.isFinite(instant))
+        return null;
+    const parts = formatter.formatToParts(new Date(instant));
+    const found = {};
+    for (const part of parts)
+        found[part.type] = part.value;
+    const year = Number(found['year']);
+    const month = Number(found['month']);
+    const day = Number(found['day']);
+    const hour = Number(found['hour']);
+    const minute = Number(found['minute']);
+    const second = Number(found['second']);
+    if (!Number.isFinite(year) || !Number.isFinite(month) || !Number.isFinite(day))
+        return null;
+    if (!Number.isFinite(hour) || !Number.isFinite(minute) || !Number.isFinite(second))
+        return null;
+    // Before the common era the year is counted backwards and 1 BC is year 0 on
+    // the proleptic numbering the rest of this module uses.
+    const era = found['era'];
+    const signed = era === 'BC' || era === 'B' || era === 'BCE' ? 1 - year : year;
+    return { year: signed, month, day, hour, minute, second };
+}
+/** The instant a civil date and time names in UTC, with no zone applied. */
+export function utcInstantOf(fields) {
+    const at = new Date(0);
+    // `setUTCFullYear` rather than `Date.UTC`, which reads a two digit year as
+    // nineteen hundred and something.
+    at.setUTCFullYear(fields.year, fields.month - 1, fields.day);
+    at.setUTCHours(fields.hour, fields.minute, fields.second, 0);
+    return at.getTime();
+}
+/** How far ahead of UTC a zone was at an instant, in milliseconds. */
+export function offsetAt(instant, zone) {
+    const fields = fieldsIn(instant, zone);
+    if (fields === null)
+        return null;
+    return utcInstantOf(fields) - instant;
+}
+/**
+ * The instant a wall clock reading names in a zone.
+ *
+ * A reading is not an instant until a zone is applied, and the offset to apply
+ * is the offset at the answer rather than at the reading, so this works the
+ * other way round: it takes the two offsets the zone had a day either side,
+ * builds the instant each one implies, and keeps the ones that read back as the
+ * reading it was given.
+ *
+ * Two readings have no single answer and both are settled here rather than left
+ * to an engine. **A reading the clock repeated**, the hour an autumn change
+ * gives back, has two instants that read back correctly, and the answer is the
+ * earlier of them: that is when a session opening at that clock time opens.
+ * **A reading the clock skipped**, the hour a spring change removes, has none,
+ * and the answer is the reading moved forward by the size of the gap, which is
+ * where that hour would have been; absence there would put a hole in a study
+ * one morning a year.
+ */
+export function instantOf(fields, zone) {
+    const naive = utcInstantOf(fields);
+    const day = 86_400_000;
+    const before = offsetAt(naive - day, zone);
+    const after = offsetAt(naive + day, zone);
+    if (before === null || after === null)
+        return null;
+    let answer = null;
+    for (const offset of before === after ? [before] : [before, after]) {
+        const candidate = naive - offset;
+        const actual = offsetAt(candidate, zone);
+        if (actual === null || naive - actual !== candidate)
+            continue;
+        if (answer === null || candidate < answer)
+            answer = candidate;
+    }
+    // No candidate reads back: the reading is inside a gap the clock skipped, and
+    // the offset in force before it is the one that moves it past the gap.
+    return answer ?? naive - before;
+}
+//# sourceMappingURL=zone.js.map

package/dist/core/stdlib/calendar/zone.js.map

@@ -0,0 +1 @@
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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

@@ -0,0 +1 @@
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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

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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

@@ -0,0 +1 @@
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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

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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

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