openalgo-script 0.1.0-alpha.1 → 0.4.0

package/dist/core/stdlib/momentum/rsi.d.ts

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+/**
+ * `rsi(src, len)`.
+ *
+ * **The first value is at bar `len`, not at bar `len - 1`.** `rsi` needs `len`
+ * changes and a change needs two bars, so the smoothing's lookback is bars 1 to
+ * `len`. `stdlib.md` section 5 states this warmup rather than leaving a reader
+ * to work it out, and every entry in that section which consumes changes rather
+ * than levels carries the same extra bar.
+ *
+ * The smoothing is `rma`, seeded with the simple average of the first `len`
+ * changes, which is what makes this the classic reading rather than one of the
+ * several averages that also produce a number between 0 and 100.
+ */
+import type { Series, StateRecord, Tail, Value } from '../values/index.js';
+/** `rsi(src, len)`: from bar `len`. */
+export declare function rsiStep(state: StateRecord, key: string, value: Value, len: number | null): Value;
+/** `rsi(src, len)` as a tail. */
+export declare function rsiTail(len?: number): Tail<Value, Value>;
+/** `rsi(src, len)` over a whole series. */
+export declare function rsi(src: Series, len?: number): Value[];
+//# sourceMappingURL=rsi.d.ts.map

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

@@ -0,0 +1 @@
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package/dist/core/stdlib/momentum/rsi.js

@@ -0,0 +1,30 @@
+import { NONE, fold, isPresent, result, tailOf } from '../values/index.js';
+import { rmaStep } from '../averages/index.js';
+import { changeStep } from '../series/index.js';
+/** `rsi(src, len)`: from bar `len`. */
+export function rsiStep(state, key, value, len) {
+    const delta = changeStep(state, `${key}c`, value, 1);
+    const up = isPresent(delta) ? result(Math.max(delta, 0)) : NONE;
+    const down = isPresent(delta) ? result(Math.max(-delta, 0)) : NONE;
+    const averageUp = rmaStep(state, `${key}u`, up, len);
+    const averageDown = rmaStep(state, `${key}d`, down, len);
+    if (!isPresent(averageUp) || !isPresent(averageDown))
+        return NONE;
+    // No down bar in the lookback is the top of the scale. This also catches a
+    // lookback that never moved at all, where both averages are zero and the
+    // ratio has no value; every reference implementation reads 100 there, and
+    // disagreeing with all of them on a flat lookback would be a worse answer
+    // than the one they give.
+    if (averageDown === 0)
+        return 100;
+    return result(100 - 100 / (1 + averageUp / averageDown));
+}
+/** `rsi(src, len)` as a tail. */
+export function rsiTail(len = 14) {
+    return tailOf((state, value) => rsiStep(state, '', value, len));
+}
+/** `rsi(src, len)` over a whole series. */
+export function rsi(src, len = 14) {
+    return fold(rsiTail(len), src);
+}
+//# sourceMappingURL=rsi.js.map

package/dist/core/stdlib/momentum/rsi.js.map

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package/dist/core/stdlib/momentum/stochastic.d.ts

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+/**
+ * Where a value sits inside a lookback's range: `stoch`, `stochRsi` and
+ * `williamsR`.
+ *
+ * All three are the same test with different sources and different scales.
+ * They are written once, as `position`, so the three cannot drift apart.
+ */
+import type { Bar, Series, StateRecord, Tail, Value } from '../values/index.js';
+/**
+ * `stoch(len, smoothK, smoothD)`: `[k, d]`, element 0 from bar
+ * `len + smoothK - 2` and element 1 from bar `len + smoothK + smoothD - 3`.
+ *
+ * The close against the lookback's outright high and low, which are the bars'
+ * highs and lows and not the close's own extremes.
+ */
+export declare function stochStep(state: StateRecord, key: string, bar: Bar, len: number | null, smoothK: number | null, smoothD: number | null): Value[];
+/** `stoch(len, smoothK, smoothD)` as a tail. */
+export declare function stochTail(len?: number, smoothK?: number, smoothD?: number): Tail<Bar, Value[]>;
+/** `stoch(len, smoothK, smoothD)` over a run of bars. */
+export declare function stoch(bars: readonly Bar[], len?: number, smoothK?: number, smoothD?: number): Value[][];
+/**
+ * `stochRsi(src, rsiLen, stochLen, smoothK, smoothD)`: `[k, d]`, element 0 from
+ * bar `rsiLen + stochLen + smoothK - 2`.
+ *
+ * The same position test applied to `rsi` rather than to price, so the lookback
+ * is the range the strength reading itself covered.
+ */
+export declare function stochRsiStep(state: StateRecord, key: string, value: Value, rsiLen: number | null, stochLen: number | null, smoothK: number | null, smoothD: number | null): Value[];
+/** `stochRsi(src, rsiLen, stochLen, smoothK, smoothD)` as a tail. */
+export declare function stochRsiTail(rsiLen?: number, stochLen?: number, smoothK?: number, smoothD?: number): Tail<Value, Value[]>;
+/** `stochRsi(src, rsiLen, stochLen, smoothK, smoothD)` over a whole series. */
+export declare function stochRsi(src: Series, rsiLen?: number, stochLen?: number, smoothK?: number, smoothD?: number): Value[][];
+/**
+ * `williamsR(len)`: the same position scaled 0 to -100, from bar `len - 1`.
+ *
+ * Zero at the top of the range and -100 at the bottom, which is the sign
+ * convention the reading has always carried.
+ */
+export declare function williamsRStep(state: StateRecord, key: string, bar: Bar, len: number | null): Value;
+/** `williamsR(len)` as a tail. */
+export declare function williamsRTail(len?: number): Tail<Bar, Value>;
+/** `williamsR(len)` over a run of bars. */
+export declare function williamsR(bars: readonly Bar[], len?: number): Value[];
+//# sourceMappingURL=stochastic.d.ts.map

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

@@ -0,0 +1 @@
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package/dist/core/stdlib/momentum/stochastic.js

@@ -0,0 +1,97 @@
+import { NONE, fold, isPresent, result, tailOf } from '../values/index.js';
+import { smaStep } from '../averages/index.js';
+import { extremeStep } from '../series/index.js';
+import { rsiStep } from './rsi.js';
+/** Where `value` sits between `low` and `high`, as 0 to 100. Absent on a flat range. */
+function position(value, high, low) {
+    if (!isPresent(value) || !isPresent(high) || !isPresent(low))
+        return NONE;
+    const span = high - low;
+    if (span === 0)
+        return NONE;
+    return result((100 * (value - low)) / span);
+}
+/** The largest value in the last `len` bars, as the three studies here read it. */
+function topStep(state, key, value, len) {
+    return extremeStep(state, key, value, len, true, false);
+}
+/** The smallest value in the last `len` bars. */
+function bottomStep(state, key, value, len) {
+    return extremeStep(state, key, value, len, false, false);
+}
+/** The raw range position of a series against its own lookback. */
+function rawStep(state, key, value, len) {
+    const high = topStep(state, `${key}t`, value, len);
+    const low = bottomStep(state, `${key}b`, value, len);
+    return position(value, high, low);
+}
+/**
+ * `stoch(len, smoothK, smoothD)`: `[k, d]`, element 0 from bar
+ * `len + smoothK - 2` and element 1 from bar `len + smoothK + smoothD - 3`.
+ *
+ * The close against the lookback's outright high and low, which are the bars'
+ * highs and lows and not the close's own extremes.
+ */
+export function stochStep(state, key, bar, len, smoothK, smoothD) {
+    const high = topStep(state, `${key}t`, bar.high, len);
+    const low = bottomStep(state, `${key}b`, bar.low, len);
+    const raw = position(bar.close, high, low);
+    const k = smaStep(state, `${key}k`, raw, smoothK);
+    const d = smaStep(state, `${key}d`, k, smoothD);
+    return [k, d];
+}
+/** `stoch(len, smoothK, smoothD)` as a tail. */
+export function stochTail(len = 14, smoothK = 1, smoothD = 3) {
+    return tailOf((state, bar) => stochStep(state, '', bar, len, smoothK, smoothD));
+}
+/** `stoch(len, smoothK, smoothD)` over a run of bars. */
+export function stoch(bars, len = 14, smoothK = 1, smoothD = 3) {
+    return fold(stochTail(len, smoothK, smoothD), bars);
+}
+/**
+ * `stochRsi(src, rsiLen, stochLen, smoothK, smoothD)`: `[k, d]`, element 0 from
+ * bar `rsiLen + stochLen + smoothK - 2`.
+ *
+ * The same position test applied to `rsi` rather than to price, so the lookback
+ * is the range the strength reading itself covered.
+ */
+export function stochRsiStep(state, key, value, rsiLen, stochLen, smoothK, smoothD) {
+    const strength = rsiStep(state, `${key}r`, value, rsiLen);
+    const raw = rawStep(state, `${key}p`, strength, stochLen);
+    const k = smaStep(state, `${key}k`, raw, smoothK);
+    const d = smaStep(state, `${key}d`, k, smoothD);
+    return [k, d];
+}
+/** `stochRsi(src, rsiLen, stochLen, smoothK, smoothD)` as a tail. */
+export function stochRsiTail(rsiLen = 14, stochLen = 14, smoothK = 3, smoothD = 3) {
+    return tailOf((state, value) => stochRsiStep(state, '', value, rsiLen, stochLen, smoothK, smoothD));
+}
+/** `stochRsi(src, rsiLen, stochLen, smoothK, smoothD)` over a whole series. */
+export function stochRsi(src, rsiLen = 14, stochLen = 14, smoothK = 3, smoothD = 3) {
+    return fold(stochRsiTail(rsiLen, stochLen, smoothK, smoothD), src);
+}
+/**
+ * `williamsR(len)`: the same position scaled 0 to -100, from bar `len - 1`.
+ *
+ * Zero at the top of the range and -100 at the bottom, which is the sign
+ * convention the reading has always carried.
+ */
+export function williamsRStep(state, key, bar, len) {
+    const high = topStep(state, `${key}t`, bar.high, len);
+    const low = bottomStep(state, `${key}b`, bar.low, len);
+    if (!isPresent(bar.close) || !isPresent(high) || !isPresent(low))
+        return NONE;
+    const span = high - low;
+    if (span === 0)
+        return NONE;
+    return result((-100 * (high - bar.close)) / span);
+}
+/** `williamsR(len)` as a tail. */
+export function williamsRTail(len = 14) {
+    return tailOf((state, bar) => williamsRStep(state, '', bar, len));
+}
+/** `williamsR(len)` over a run of bars. */
+export function williamsR(bars, len = 14) {
+    return fold(williamsRTail(len), bars);
+}
+//# sourceMappingURL=stochastic.js.map

package/dist/core/stdlib/momentum/stochastic.js.map

@@ -0,0 +1 @@
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package/dist/core/stdlib/series/changes.d.ts

@@ -0,0 +1,59 @@
+/**
+ * Change over a distance, runs of it, and crossings.
+ *
+ * `crossUp` reads "at or below, then above" rather than "strictly below, then
+ * above", which `stdlib.md` section 9 states and gives the reason for: two
+ * series that touch and separate report one cross rather than none, and touching
+ * is common on an instrument with a coarse tick.
+ */
+import type { Flag, Series, StateRecord, Tail, Value } from '../values/index.js';
+/** `change(src, len)`: `src - src[len]`, from bar `len`. */
+export declare function changeStep(state: StateRecord, key: string, value: Value, len: number | null): Value;
+/** `change(src, len)` as a tail. */
+export declare function changeTail(len?: number): Tail<Value, Value>;
+/** `change(src, len)` over a whole series. */
+export declare function change(src: Series, len?: number): Value[];
+/** `history(src, n)`: `src` as it stood `n` bars ago, from bar `n`. */
+export declare function historyStep(state: StateRecord, key: string, value: Value, back: number | null): Value;
+/** `history(src, n)` as a tail. */
+export declare function historyTail(back: number): Tail<Value, Value>;
+/** `history(src, n)` over a whole series. */
+export declare function history(src: Series, back: number): Value[];
+/** `rising` and `falling`: every one of the last `len` changes went one way. */
+export declare function runStep(state: StateRecord, key: string, value: Value, len: number | null, wantUp: boolean): Flag;
+/** `rising(src, len)`: true when each of the last `len` changes was positive, from bar `len`. */
+export declare function risingTail(len: number): Tail<Value, Flag>;
+/** `rising(src, len)` over a whole series. */
+export declare function rising(src: Series, len: number): Flag[];
+/** `falling(src, len)`: true when each of the last `len` changes was negative, from bar `len`. */
+export declare function fallingTail(len: number): Tail<Value, Flag>;
+/** `falling(src, len)` over a whole series. */
+export declare function falling(src: Series, len: number): Flag[];
+/** A pair of series read on the same bar, for the crossing tests. */
+export interface Pair {
+    readonly a: Value;
+    readonly b: Value;
+}
+/** Which way a crossing counts. */
+export type Direction = 'up' | 'down' | 'either';
+/**
+ * The crossing test, which keeps the two series apart rather than subtracting.
+ *
+ * A difference would round, and the whole test turns on whether one series was
+ * at or below the other, which is the one place a rounded zero would change the
+ * answer.
+ */
+export declare function crossStep(state: StateRecord, key: string, pair: Pair, direction: Direction): Flag;
+/** `crossUp(a, b)`: `a` was at or below `b` and is now above, from bar 1. */
+export declare function crossUpTail(): Tail<Pair, Flag>;
+/** `crossDown(a, b)`: `a` was at or above `b` and is now below, from bar 1. */
+export declare function crossDownTail(): Tail<Pair, Flag>;
+/** `cross(a, b)`: either direction, from bar 1. */
+export declare function crossEitherTail(): Tail<Pair, Flag>;
+/** `crossUp(a, b)` over whole series. */
+export declare function crossUp(a: Series, b: Series): Flag[];
+/** `crossDown(a, b)` over whole series. */
+export declare function crossDown(a: Series, b: Series): Flag[];
+/** `cross(a, b)` over whole series. */
+export declare function cross(a: Series, b: Series): Flag[];
+//# sourceMappingURL=changes.d.ts.map

package/dist/core/stdlib/series/changes.d.ts.map

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package/dist/core/stdlib/series/changes.js

@@ -0,0 +1,129 @@
+import { NONE, fold, isPresent, result, ring, tailOf } from '../values/index.js';
+/** `change(src, len)`: `src - src[len]`, from bar `len`. */
+export function changeStep(state, key, value, len) {
+    const lookback = ring(state, key, len === null ? null : len + 1);
+    lookback.push(value);
+    if (len === null || !lookback.filled())
+        return NONE;
+    const now = lookback.at(0);
+    const then = lookback.at(len);
+    if (!isPresent(now) || !isPresent(then))
+        return NONE;
+    return result(now - then);
+}
+/** `change(src, len)` as a tail. */
+export function changeTail(len = 1) {
+    return tailOf((state, value) => changeStep(state, 'c', value, len));
+}
+/** `change(src, len)` over a whole series. */
+export function change(src, len = 1) {
+    return fold(changeTail(len), src);
+}
+/** `history(src, n)`: `src` as it stood `n` bars ago, from bar `n`. */
+export function historyStep(state, key, value, back) {
+    const lookback = ring(state, key, back === null ? null : back + 1);
+    lookback.push(value);
+    return back !== null && lookback.filled() ? lookback.at(back) : NONE;
+}
+/** `history(src, n)` as a tail. */
+export function historyTail(back) {
+    return tailOf((state, value) => historyStep(state, 'h', value, back));
+}
+/** `history(src, n)` over a whole series. */
+export function history(src, back) {
+    return fold(historyTail(back), src);
+}
+/** `rising` and `falling`: every one of the last `len` changes went one way. */
+export function runStep(state, key, value, len, wantUp) {
+    const lookback = ring(state, key, len === null ? null : len + 1);
+    lookback.push(value);
+    if (len === null || !lookback.filled())
+        return null;
+    // Oldest first, comparing each bar with the one before it.
+    for (let back = len - 1; back >= 0; back -= 1) {
+        const now = lookback.at(back);
+        const before = lookback.at(back + 1);
+        if (!isPresent(now) || !isPresent(before))
+            return null;
+        if (wantUp ? !(now > before) : !(now < before))
+            return false;
+    }
+    return true;
+}
+/** `rising(src, len)`: true when each of the last `len` changes was positive, from bar `len`. */
+export function risingTail(len) {
+    return tailOf((state, value) => runStep(state, 'q', value, len, true));
+}
+/** `rising(src, len)` over a whole series. */
+export function rising(src, len) {
+    return fold(risingTail(len), src);
+}
+/** `falling(src, len)`: true when each of the last `len` changes was negative, from bar `len`. */
+export function fallingTail(len) {
+    return tailOf((state, value) => runStep(state, 'q', value, len, false));
+}
+/** `falling(src, len)` over a whole series. */
+export function falling(src, len) {
+    return fold(fallingTail(len), src);
+}
+/**
+ * The crossing test, which keeps the two series apart rather than subtracting.
+ *
+ * A difference would round, and the whole test turns on whether one series was
+ * at or below the other, which is the one place a rounded zero would change the
+ * answer.
+ */
+export function crossStep(state, key, pair, direction) {
+    const left = ring(state, `${key}a`, 2);
+    const right = ring(state, `${key}b`, 2);
+    left.push(pair.a);
+    right.push(pair.b);
+    if (!left.filled())
+        return null;
+    const nowA = left.at(0);
+    const nowB = right.at(0);
+    const beforeA = left.at(1);
+    const beforeB = right.at(1);
+    if (!isPresent(nowA) || !isPresent(nowB))
+        return null;
+    if (!isPresent(beforeA) || !isPresent(beforeB))
+        return null;
+    const up = beforeA <= beforeB && nowA > nowB;
+    const down = beforeA >= beforeB && nowA < nowB;
+    if (direction === 'up')
+        return up;
+    if (direction === 'down')
+        return down;
+    return up || down;
+}
+function crossTail(direction) {
+    return tailOf((state, pair) => crossStep(state, '', pair, direction));
+}
+/** `crossUp(a, b)`: `a` was at or below `b` and is now above, from bar 1. */
+export function crossUpTail() {
+    return crossTail('up');
+}
+/** `crossDown(a, b)`: `a` was at or above `b` and is now below, from bar 1. */
+export function crossDownTail() {
+    return crossTail('down');
+}
+/** `cross(a, b)`: either direction, from bar 1. */
+export function crossEitherTail() {
+    return crossTail('either');
+}
+function pairs(a, b) {
+    return a.map((value, index) => ({ a: value, b: b[index] ?? NONE }));
+}
+/** `crossUp(a, b)` over whole series. */
+export function crossUp(a, b) {
+    return fold(crossUpTail(), pairs(a, b));
+}
+/** `crossDown(a, b)` over whole series. */
+export function crossDown(a, b) {
+    return fold(crossDownTail(), pairs(a, b));
+}
+/** `cross(a, b)` over whole series. */
+export function cross(a, b) {
+    return fold(crossEitherTail(), pairs(a, b));
+}
+//# sourceMappingURL=changes.js.map

package/dist/core/stdlib/series/changes.js.map

@@ -0,0 +1 @@
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package/dist/core/stdlib/series/conditions.d.ts

@@ -0,0 +1,34 @@
+/**
+ * The two functions that look back to the last time something happened.
+ *
+ * Both are absent, not zero, before the condition has ever been true.
+ * `stdlib.md` section 9 states it and the reason is that zero would read as "it
+ * happened on this bar", which is the one answer a reader would act on.
+ */
+import type { Flag, Flags, Series, StateRecord, Tail, Value } from '../values/index.js';
+/** `barsSince(cond)`: bars since the condition last held, 0 on the bar itself. */
+export declare function barsSinceStep(state: StateRecord, key: string, cond: Flag): Value;
+/** `barsSince(cond)` as a tail. */
+export declare function barsSinceTail(): Tail<Flag, Value>;
+/** `barsSince(cond)` over a whole series. */
+export declare function barsSince(cond: Flags): Value[];
+/** A condition and the value to remember when it holds, read on the same bar. */
+export interface Occasion {
+    readonly cond: Flag;
+    readonly src: Value;
+}
+/**
+ * `valueWhen(cond, src, occurrence)`: `src` as it stood the last time the
+ * condition held, or the one before that.
+ *
+ * Only the `occurrence + 1` most recent hits are kept, so the memory is fixed
+ * by the argument rather than by how much history is loaded. A region whose
+ * queue grew with the dataset would not be copyable in the sense
+ * `compiled-program.md` 2.11 requires.
+ */
+export declare function valueWhenStep(state: StateRecord, key: string, input: Occasion, occurrence: number): Value;
+/** `valueWhen(cond, src, occurrence)` as a tail. */
+export declare function valueWhenTail(occurrence?: number): Tail<Occasion, Value>;
+/** `valueWhen(cond, src, occurrence)` over whole series. */
+export declare function valueWhen(cond: Flags, src: Series, occurrence?: number): Value[];
+//# sourceMappingURL=conditions.d.ts.map

package/dist/core/stdlib/series/conditions.d.ts.map

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package/dist/core/stdlib/series/conditions.js

@@ -0,0 +1,52 @@
+import { NONE, fold, queue, slot, tailOf } from '../values/index.js';
+/** `barsSince(cond)`: bars since the condition last held, 0 on the bar itself. */
+export function barsSinceStep(state, key, cond) {
+    let since = slot(state, key, -1);
+    if (cond === true)
+        since = 0;
+    else if (since >= 0)
+        since += 1;
+    state[key] = since;
+    return since < 0 ? NONE : since;
+}
+/** `barsSince(cond)` as a tail. */
+export function barsSinceTail() {
+    return tailOf((state, cond) => barsSinceStep(state, 's', cond));
+}
+/** `barsSince(cond)` over a whole series. */
+export function barsSince(cond) {
+    return fold(barsSinceTail(), cond);
+}
+/**
+ * `valueWhen(cond, src, occurrence)`: `src` as it stood the last time the
+ * condition held, or the one before that.
+ *
+ * Only the `occurrence + 1` most recent hits are kept, so the memory is fixed
+ * by the argument rather than by how much history is loaded. A region whose
+ * queue grew with the dataset would not be copyable in the sense
+ * `compiled-program.md` 2.11 requires.
+ */
+export function valueWhenStep(state, key, input, occurrence) {
+    if (!Number.isInteger(occurrence) || occurrence < 0)
+        return NONE;
+    const wanted = occurrence + 1;
+    const hits = queue(state, key);
+    if (input.cond === true) {
+        hits.push(input.src);
+        if (hits.length > wanted)
+            hits.shift();
+    }
+    if (hits.length !== wanted)
+        return NONE;
+    const first = hits[0];
+    return typeof first === 'number' ? first : NONE;
+}
+/** `valueWhen(cond, src, occurrence)` as a tail. */
+export function valueWhenTail(occurrence = 0) {
+    return tailOf((state, input) => valueWhenStep(state, 'v', input, occurrence));
+}
+/** `valueWhen(cond, src, occurrence)` over whole series. */
+export function valueWhen(cond, src, occurrence = 0) {
+    return fold(valueWhenTail(occurrence), cond.map((flag, index) => ({ cond: flag, src: src[index] ?? NONE })));
+}
+//# sourceMappingURL=conditions.js.map

package/dist/core/stdlib/series/conditions.js.map

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package/dist/core/stdlib/series/extremes.d.ts

@@ -0,0 +1,29 @@
+/**
+ * The lookback extremes: `highest`, `lowest` and the two that report where the
+ * extreme was set.
+ *
+ * `highestBars` and `lowestBars` count bars back, 0 being this bar, which is
+ * what `stdlib.md` section 9 says they return. A tie goes to the most recent
+ * bar: the lookback's high was set most recently at that bar, and reporting the
+ * older one would make the answer jump backwards as an equal high rolls in.
+ */
+import type { Series, StateRecord, Tail, Value } from '../values/index.js';
+/** `highest`, `lowest` and the two that report where the extreme was set. */
+export declare function extremeStep(state: StateRecord, key: string, value: Value, len: number | null, wantHigh: boolean, asBars: boolean): Value;
+/** `highest(src, len)`: the largest value in the last `len` bars, from bar `len - 1`. */
+export declare function highestTail(len: number): Tail<Value, Value>;
+/** `highest(src, len)` over a whole series. */
+export declare function highest(src: Series, len: number): Value[];
+/** `lowest(src, len)`: the smallest value in the last `len` bars, from bar `len - 1`. */
+export declare function lowestTail(len: number): Tail<Value, Value>;
+/** `lowest(src, len)` over a whole series. */
+export declare function lowest(src: Series, len: number): Value[];
+/** `highestBars(src, len)`: how many bars back the lookback's high was set. */
+export declare function highestBarsTail(len: number): Tail<Value, Value>;
+/** `highestBars(src, len)` over a whole series. */
+export declare function highestBars(src: Series, len: number): Value[];
+/** `lowestBars(src, len)`: how many bars back the lookback's low was set. */
+export declare function lowestBarsTail(len: number): Tail<Value, Value>;
+/** `lowestBars(src, len)` over a whole series. */
+export declare function lowestBars(src: Series, len: number): Value[];
+//# sourceMappingURL=extremes.d.ts.map

package/dist/core/stdlib/series/extremes.d.ts.map

@@ -0,0 +1 @@
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package/dist/core/stdlib/series/extremes.js

@@ -0,0 +1,62 @@
+import { NONE, fold, result, ring, tailOf } from '../values/index.js';
+/** Where the extreme sits in a complete lookback, as bars back from this one. */
+function extremeBack(read, len, wantHigh) {
+    let best = read(len - 1);
+    let bestBack = len - 1;
+    // Oldest first, so an equal value later in the lookback replaces the earlier
+    // one and the answer is the most recent bar that set the extreme.
+    for (let position = 1; position < len; position += 1) {
+        const back = len - 1 - position;
+        const value = read(back);
+        if (wantHigh ? value >= best : value <= best) {
+            best = value;
+            bestBack = back;
+        }
+    }
+    return bestBack;
+}
+/** `highest`, `lowest` and the two that report where the extreme was set. */
+export function extremeStep(state, key, value, len, wantHigh, asBars) {
+    const lookback = ring(state, key, len);
+    lookback.push(value);
+    if (len === null || !lookback.complete())
+        return NONE;
+    const back = extremeBack((k) => lookback.at(k), len, wantHigh);
+    return asBars ? back : result(lookback.at(back));
+}
+function extremeTail(len, wantHigh, asBars) {
+    return tailOf((state, value) => extremeStep(state, 'q', value, len, wantHigh, asBars));
+}
+/** `highest(src, len)`: the largest value in the last `len` bars, from bar `len - 1`. */
+export function highestTail(len) {
+    return extremeTail(len, true, false);
+}
+/** `highest(src, len)` over a whole series. */
+export function highest(src, len) {
+    return fold(highestTail(len), src);
+}
+/** `lowest(src, len)`: the smallest value in the last `len` bars, from bar `len - 1`. */
+export function lowestTail(len) {
+    return extremeTail(len, false, false);
+}
+/** `lowest(src, len)` over a whole series. */
+export function lowest(src, len) {
+    return fold(lowestTail(len), src);
+}
+/** `highestBars(src, len)`: how many bars back the lookback's high was set. */
+export function highestBarsTail(len) {
+    return extremeTail(len, true, true);
+}
+/** `highestBars(src, len)` over a whole series. */
+export function highestBars(src, len) {
+    return fold(highestBarsTail(len), src);
+}
+/** `lowestBars(src, len)`: how many bars back the lookback's low was set. */
+export function lowestBarsTail(len) {
+    return extremeTail(len, false, true);
+}
+/** `lowestBars(src, len)` over a whole series. */
+export function lowestBars(src, len) {
+    return fold(lowestBarsTail(len), src);
+}
+//# sourceMappingURL=extremes.js.map

package/dist/core/stdlib/series/extremes.js.map

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