openalgo-script 0.1.0-alpha.1 → 0.4.0

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

@@ -0,0 +1,9 @@
+export { extremeStep, highest, highestBars, highestBarsTail, highestTail, lowest, lowestBars, lowestBarsTail, lowestTail, } from './extremes.js';
+export type { Direction, Pair } from './changes.js';
+export { change, changeStep, changeTail, cross, crossDown, crossDownTail, crossEitherTail, crossStep, crossUp, crossUpTail, falling, fallingTail, history, historyStep, historyTail, rising, risingTail, runStep, } from './changes.js';
+export { avgSkip, avgSkipStep, avgSkipTail, count, countPresent, countPresentStep, countPresentTail, countStep, countTail, cum, cumStep, cumTail, sum, sumSkip, sumSkipStep, sumSkipTail, sumStep, sumTail, } from './totals.js';
+export type { Occasion } from './conditions.js';
+export { barsSince, barsSinceStep, barsSinceTail, valueWhen, valueWhenStep, valueWhenTail, } from './conditions.js';
+export { pivotHigh, pivotHighTail, pivotLow, pivotLowTail, pivotStep } from './pivots.js';
+export { correlation, correlationStep, correlationTail, covariance, covarianceStep, covarianceTail, median, medianTail, percentRank, percentRankStep, percentRankTail, percentile, percentileStep, percentileTail, } from './statistics.js';
+//# sourceMappingURL=index.d.ts.map

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

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

@@ -0,0 +1,7 @@
+export { extremeStep, highest, highestBars, highestBarsTail, highestTail, lowest, lowestBars, lowestBarsTail, lowestTail, } from './extremes.js';
+export { change, changeStep, changeTail, cross, crossDown, crossDownTail, crossEitherTail, crossStep, crossUp, crossUpTail, falling, fallingTail, history, historyStep, historyTail, rising, risingTail, runStep, } from './changes.js';
+export { avgSkip, avgSkipStep, avgSkipTail, count, countPresent, countPresentStep, countPresentTail, countStep, countTail, cum, cumStep, cumTail, sum, sumSkip, sumSkipStep, sumSkipTail, sumStep, sumTail, } from './totals.js';
+export { barsSince, barsSinceStep, barsSinceTail, valueWhen, valueWhenStep, valueWhenTail, } from './conditions.js';
+export { pivotHigh, pivotHighTail, pivotLow, pivotLowTail, pivotStep } from './pivots.js';
+export { correlation, correlationStep, correlationTail, covariance, covarianceStep, covarianceTail, median, medianTail, percentRank, percentRankStep, percentRankTail, percentile, percentileStep, percentileTail, } from './statistics.js';
+//# sourceMappingURL=index.js.map

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

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

@@ -0,0 +1,25 @@
+/**
+ * `pivotHigh` and `pivotLow`.
+ *
+ * The answer lands on the bar `right` bars after the pivot, which is the first
+ * bar on which the pivot is knowable. Returning it at the pivot bar would be a
+ * lookahead: the value would appear on history at a bar where no script could
+ * have had it, and a backtest built on that is a backtest of a strategy nobody
+ * could have run.
+ *
+ * Comparisons are strict on both sides, so an equal neighbour means there is no
+ * pivot there. A run of equal highs has no single highest bar, and picking one
+ * of them would make the answer depend on which end the scan started from.
+ */
+import type { Series, StateRecord, Tail, Value } from '../values/index.js';
+/** `pivotHigh` and `pivotLow`, answered on the bar the pivot becomes knowable. */
+export declare function pivotStep(state: StateRecord, key: string, value: Value, left: number | null, right: number | null, wantHigh: boolean): Value;
+/** `pivotHigh(src, left, right)`: the value of a local high, from bar `left + right`. */
+export declare function pivotHighTail(left: number, right: number): Tail<Value, Value>;
+/** `pivotHigh(src, left, right)` over a whole series. */
+export declare function pivotHigh(src: Series, left: number, right: number): Value[];
+/** `pivotLow(src, left, right)`: the value of a local low, from bar `left + right`. */
+export declare function pivotLowTail(left: number, right: number): Tail<Value, Value>;
+/** `pivotLow(src, left, right)` over a whole series. */
+export declare function pivotLow(src: Series, left: number, right: number): Value[];
+//# sourceMappingURL=pivots.d.ts.map

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

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

@@ -0,0 +1,42 @@
+import { NONE, fold, isPresent, result, ring, tailOf } from '../values/index.js';
+/** `pivotHigh` and `pivotLow`, answered on the bar the pivot becomes knowable. */
+export function pivotStep(state, key, value, left, right, wantHigh) {
+    const span = left === null || right === null ? null : left + right + 1;
+    const lookback = ring(state, key, span);
+    lookback.push(value);
+    if (span === null || right === null || !lookback.filled())
+        return NONE;
+    const candidate = lookback.at(right);
+    if (!isPresent(candidate))
+        return NONE;
+    for (let back = span - 1; back >= 0; back -= 1) {
+        if (back === right)
+            continue;
+        const other = lookback.at(back);
+        if (!isPresent(other))
+            return NONE;
+        if (wantHigh ? other >= candidate : other <= candidate)
+            return NONE;
+    }
+    return result(candidate);
+}
+function pivotTail(left, right, wantHigh) {
+    return tailOf((state, value) => pivotStep(state, 'q', value, left, right, wantHigh));
+}
+/** `pivotHigh(src, left, right)`: the value of a local high, from bar `left + right`. */
+export function pivotHighTail(left, right) {
+    return pivotTail(left, right, true);
+}
+/** `pivotHigh(src, left, right)` over a whole series. */
+export function pivotHigh(src, left, right) {
+    return fold(pivotHighTail(left, right), src);
+}
+/** `pivotLow(src, left, right)`: the value of a local low, from bar `left + right`. */
+export function pivotLowTail(left, right) {
+    return pivotTail(left, right, false);
+}
+/** `pivotLow(src, left, right)` over a whole series. */
+export function pivotLow(src, left, right) {
+    return fold(pivotLowTail(left, right), src);
+}
+//# sourceMappingURL=pivots.js.map

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

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

@@ -0,0 +1,64 @@
+/**
+ * Order statistics and the two joint statistics.
+ *
+ * `percentile` interpolates linearly between the two ranks either side, which
+ * `stdlib.md` section 9 states. The nearest rank method, which returns an
+ * actual member of the lookback, is the other common choice and gives a visibly
+ * different answer for an even length lookback; it is not what is specified here.
+ *
+ * `covariance` and `correlation` are the population forms, and both are taken
+ * in two passes: the mean first, then the deviations from it. The single pass
+ * arrangement, summing squares and cross products and subtracting at the end,
+ * needs one fewer pass and loses most of its significant digits when the values
+ * are large and their spread is small, which is exactly what a price series is.
+ * `stdlib.md` fixes neither arrangement, so this one is chosen and stated.
+ */
+import type { Series, StateRecord, Tail, Value } from '../values/index.js';
+import type { Pair } from './changes.js';
+/**
+ * `percentile(src, len, p)`: the value at percentile `p` of the lookback,
+ * linearly interpolated, from bar `len - 1`.
+ */
+export declare function percentileStep(state: StateRecord, key: string, value: Value, len: number | null, p: number | null): Value;
+/** `percentile(src, len, p)` as a tail. */
+export declare function percentileTail(len: number, p: number): Tail<Value, Value>;
+/** `percentile(src, len, p)` over a whole series. */
+export declare function percentile(src: Series, len: number, p: number): Value[];
+/**
+ * `median(src, len)`: the middle value of the lookback, from bar `len - 1`.
+ *
+ * The 50th percentile by the same interpolation, so an even length lookback is
+ * the mean of its two middles rather than one of them chosen by a rule nobody
+ * remembers.
+ */
+export declare function medianTail(len: number): Tail<Value, Value>;
+/** `median(src, len)` over a whole series. */
+export declare function median(src: Series, len: number): Value[];
+/**
+ * `percentRank(src, len)`: what percentage of the lookback this bar's value
+ * exceeds, from bar `len - 1`.
+ *
+ * The lookback is the last `len` bars including this one, which is what the
+ * declared warmup of bar `len - 1` says: a lookback of the `len` bars before this
+ * one would not have its first answer until bar `len`. This bar is therefore
+ * one of the values counted, so the reading runs from `100 / len` to 100 rather
+ * than from 0.
+ */
+export declare function percentRankStep(state: StateRecord, key: string, value: Value, len: number | null): Value;
+/** `percentRank(src, len)` as a tail. */
+export declare function percentRankTail(len: number): Tail<Value, Value>;
+/** `percentRank(src, len)` over a whole series. */
+export declare function percentRank(src: Series, len: number): Value[];
+/** `covariance(a, b, len)`: the population covariance, from bar `len - 1`. */
+export declare function covarianceStep(state: StateRecord, key: string, pair: Pair, len: number | null): Value;
+/** `correlation(a, b, len)`: linear correlation, -1 to 1, from bar `len - 1`. */
+export declare function correlationStep(state: StateRecord, key: string, pair: Pair, len: number | null): Value;
+/** `covariance(a, b, len)` as a tail. */
+export declare function covarianceTail(len: number): Tail<Pair, Value>;
+/** `correlation(a, b, len)` as a tail. */
+export declare function correlationTail(len: number): Tail<Pair, Value>;
+/** `covariance(a, b, len)` over whole series. */
+export declare function covariance(a: Series, b: Series, len: number): Value[];
+/** `correlation(a, b, len)` over whole series. */
+export declare function correlation(a: Series, b: Series, len: number): Value[];
+//# sourceMappingURL=statistics.d.ts.map

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

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

@@ -0,0 +1,148 @@
+import { NONE, fold, result, ring, tailOf } from '../values/index.js';
+/** The lookback's values, oldest first, as plain numbers. */
+function ordered(read, len) {
+    const values = [];
+    for (let back = len - 1; back >= 0; back -= 1)
+        values.push(read(back));
+    return values;
+}
+/**
+ * `percentile(src, len, p)`: the value at percentile `p` of the lookback,
+ * linearly interpolated, from bar `len - 1`.
+ */
+export function percentileStep(state, key, value, len, p) {
+    const lookback = ring(state, key, len);
+    lookback.push(value);
+    if (len === null || p === null || !lookback.complete())
+        return NONE;
+    if (!(p >= 0 && p <= 100))
+        return NONE;
+    const sorted = ordered((back) => lookback.at(back), len).sort((a, b) => a - b);
+    const rank = (p / 100) * (len - 1);
+    const below = Math.floor(rank);
+    const above = below + 1;
+    const low = sorted[below];
+    if (above >= len)
+        return result(low);
+    const high = sorted[above];
+    return result(low + (rank - below) * (high - low));
+}
+/** `percentile(src, len, p)` as a tail. */
+export function percentileTail(len, p) {
+    return tailOf((state, value) => percentileStep(state, 'q', value, len, p));
+}
+/** `percentile(src, len, p)` over a whole series. */
+export function percentile(src, len, p) {
+    return fold(percentileTail(len, p), src);
+}
+/**
+ * `median(src, len)`: the middle value of the lookback, from bar `len - 1`.
+ *
+ * The 50th percentile by the same interpolation, so an even length lookback is
+ * the mean of its two middles rather than one of them chosen by a rule nobody
+ * remembers.
+ */
+export function medianTail(len) {
+    return percentileTail(len, 50);
+}
+/** `median(src, len)` over a whole series. */
+export function median(src, len) {
+    return fold(medianTail(len), src);
+}
+/**
+ * `percentRank(src, len)`: what percentage of the lookback this bar's value
+ * exceeds, from bar `len - 1`.
+ *
+ * The lookback is the last `len` bars including this one, which is what the
+ * declared warmup of bar `len - 1` says: a lookback of the `len` bars before this
+ * one would not have its first answer until bar `len`. This bar is therefore
+ * one of the values counted, so the reading runs from `100 / len` to 100 rather
+ * than from 0.
+ */
+export function percentRankStep(state, key, value, len) {
+    const lookback = ring(state, key, len);
+    lookback.push(value);
+    if (len === null || !lookback.complete())
+        return NONE;
+    const current = lookback.at(0);
+    let counted = 0;
+    for (let back = len - 1; back >= 0; back -= 1) {
+        if (lookback.at(back) <= current)
+            counted += 1;
+    }
+    return result((counted * 100) / len);
+}
+/** `percentRank(src, len)` as a tail. */
+export function percentRankTail(len) {
+    return tailOf((state, value) => percentRankStep(state, 'q', value, len));
+}
+/** `percentRank(src, len)` over a whole series. */
+export function percentRank(src, len) {
+    return fold(percentRankTail(len), src);
+}
+function moments(a, b, len) {
+    let sumA = 0;
+    let sumB = 0;
+    for (let index = 0; index < len; index += 1) {
+        sumA += a[index];
+        sumB += b[index];
+    }
+    const meanA = sumA / len;
+    const meanB = sumB / len;
+    let cross = 0;
+    let squaresA = 0;
+    let squaresB = 0;
+    for (let index = 0; index < len; index += 1) {
+        const deviationA = a[index] - meanA;
+        const deviationB = b[index] - meanB;
+        cross += deviationA * deviationB;
+        squaresA += deviationA * deviationA;
+        squaresB += deviationB * deviationB;
+    }
+    return { covariance: cross / len, varianceA: squaresA / len, varianceB: squaresB / len };
+}
+function jointStep(state, key, pair, len, want) {
+    const left = ring(state, `${key}a`, len);
+    const right = ring(state, `${key}b`, len);
+    left.push(pair.a);
+    right.push(pair.b);
+    if (len === null || !left.complete() || !right.complete())
+        return NONE;
+    const a = ordered((back) => left.at(back), len);
+    const b = ordered((back) => right.at(back), len);
+    const m = moments(a, b, len);
+    if (want === 'covariance')
+        return result(m.covariance);
+    const scale = Math.sqrt(m.varianceA) * Math.sqrt(m.varianceB);
+    if (scale === 0)
+        return NONE;
+    return result(m.covariance / scale);
+}
+/** `covariance(a, b, len)`: the population covariance, from bar `len - 1`. */
+export function covarianceStep(state, key, pair, len) {
+    return jointStep(state, key, pair, len, 'covariance');
+}
+/** `correlation(a, b, len)`: linear correlation, -1 to 1, from bar `len - 1`. */
+export function correlationStep(state, key, pair, len) {
+    return jointStep(state, key, pair, len, 'correlation');
+}
+/** `covariance(a, b, len)` as a tail. */
+export function covarianceTail(len) {
+    return tailOf((state, pair) => covarianceStep(state, 'q', pair, len));
+}
+/** `correlation(a, b, len)` as a tail. */
+export function correlationTail(len) {
+    return tailOf((state, pair) => correlationStep(state, 'q', pair, len));
+}
+function pairs(a, b) {
+    return a.map((value, index) => ({ a: value, b: b[index] ?? NONE }));
+}
+/** `covariance(a, b, len)` over whole series. */
+export function covariance(a, b, len) {
+    return fold(covarianceTail(len), pairs(a, b));
+}
+/** `correlation(a, b, len)` over whole series. */
+export function correlation(a, b, len) {
+    return fold(correlationTail(len), pairs(a, b));
+}
+//# sourceMappingURL=statistics.js.map

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

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

@@ -0,0 +1,68 @@
+/**
+ * Totals and counts over a lookback, and the three functions that deliberately
+ * ignore absent bars.
+ *
+ * `sum` propagates absence, as every lookback function does. `sumSkip`,
+ * `avgSkip` and `countPresent` do not, and they say so in their names because
+ * a function that quietly ignored a gap would report a total over a lookback it
+ * never had.
+ */
+import type { Flag, Flags, Series, StateRecord, Tail, Value } from '../values/index.js';
+/** `sum(src, len)`: the total over the lookback, from bar `len - 1`. */
+export declare function sumStep(state: StateRecord, key: string, value: Value, len: number | null): Value;
+/** `sum(src, len)` as a tail. */
+export declare function sumTail(len: number): Tail<Value, Value>;
+/** `sum(src, len)` over a whole series. */
+export declare function sum(src: Series, len: number): Value[];
+/**
+ * `cum(src)`: the running total from the first bar, from bar 0.
+ *
+ * An absent bar produces an absent bar out and leaves the total where it was.
+ * The alternatives are both wrong: treating absence as zero would report a
+ * total over bars that had no value, and propagating it into the total would
+ * end the series permanently at the first gap.
+ */
+export declare function cumStep(state: StateRecord, key: string, value: Value): Value;
+/** `cum(src)` as a tail. */
+export declare function cumTail(): Tail<Value, Value>;
+/** `cum(src)` over a whole series. */
+export declare function cum(src: Series): Value[];
+/**
+ * `count(cond, len)`: how many of the last `len` bars the condition held on,
+ * from bar `len - 1`.
+ *
+ * An absent condition is a condition that did not hold, matching the rule that
+ * absence is false at a branch (`language.md` section 6). Propagating it
+ * instead would make a count over a condition built from an average absent for
+ * a second warmup on top of the average's own.
+ */
+export declare function countStep(state: StateRecord, key: string, cond: Flag, len: number | null): Value;
+/** `count(cond, len)` as a tail. */
+export declare function countTail(len: number): Tail<Flag, Value>;
+/** `count(cond, len)` over a whole series. */
+export declare function count(cond: Flags, len: number): Value[];
+/** `sumSkip(src, len)`: the total over the lookback, ignoring absent bars. */
+export declare function sumSkipStep(state: StateRecord, key: string, value: Value, len: number | null): Value;
+/** `sumSkip(src, len)` as a tail. */
+export declare function sumSkipTail(len: number): Tail<Value, Value>;
+/** `sumSkip(src, len)` over a whole series. */
+export declare function sumSkip(src: Series, len: number): Value[];
+/** `countPresent(src, len)`: how many bars of the lookback had a value. */
+export declare function countPresentStep(state: StateRecord, key: string, value: Value, len: number | null): Value;
+/** `countPresent(src, len)` as a tail. */
+export declare function countPresentTail(len: number): Tail<Value, Value>;
+/** `countPresent(src, len)` over a whole series. */
+export declare function countPresent(src: Series, len: number): Value[];
+/**
+ * `avgSkip(src, len)`: the mean over the lookback, ignoring absent bars.
+ *
+ * A lookback with nothing present in it is absent, not zero: there is no mean of
+ * no values, and a division by zero is absence by the rule of `stdlib.md`
+ * section 2.4.
+ */
+export declare function avgSkipStep(state: StateRecord, key: string, value: Value, len: number | null): Value;
+/** `avgSkip(src, len)` as a tail. */
+export declare function avgSkipTail(len: number): Tail<Value, Value>;
+/** `avgSkip(src, len)` over a whole series. */
+export declare function avgSkip(src: Series, len: number): Value[];
+//# sourceMappingURL=totals.d.ts.map

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

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

@@ -0,0 +1,115 @@
+import { NONE, fold, isPresent, result, ring, slot, tailOf } from '../values/index.js';
+/** `sum(src, len)`: the total over the lookback, from bar `len - 1`. */
+export function sumStep(state, key, value, len) {
+    const lookback = ring(state, key, len);
+    lookback.push(value);
+    return lookback.sum();
+}
+/** `sum(src, len)` as a tail. */
+export function sumTail(len) {
+    return tailOf((state, value) => sumStep(state, 'q', value, len));
+}
+/** `sum(src, len)` over a whole series. */
+export function sum(src, len) {
+    return fold(sumTail(len), src);
+}
+/**
+ * `cum(src)`: the running total from the first bar, from bar 0.
+ *
+ * An absent bar produces an absent bar out and leaves the total where it was.
+ * The alternatives are both wrong: treating absence as zero would report a
+ * total over bars that had no value, and propagating it into the total would
+ * end the series permanently at the first gap.
+ */
+export function cumStep(state, key, value) {
+    if (!isPresent(value))
+        return NONE;
+    const total = slot(state, key, 0) + value;
+    state[key] = total;
+    return result(total);
+}
+/** `cum(src)` as a tail. */
+export function cumTail() {
+    return tailOf((state, value) => cumStep(state, 't', value));
+}
+/** `cum(src)` over a whole series. */
+export function cum(src) {
+    return fold(cumTail(), src);
+}
+/**
+ * `count(cond, len)`: how many of the last `len` bars the condition held on,
+ * from bar `len - 1`.
+ *
+ * An absent condition is a condition that did not hold, matching the rule that
+ * absence is false at a branch (`language.md` section 6). Propagating it
+ * instead would make a count over a condition built from an average absent for
+ * a second warmup on top of the average's own.
+ */
+export function countStep(state, key, cond, len) {
+    const lookback = ring(state, key, len);
+    lookback.push(cond === true ? 1 : 0);
+    return lookback.sum();
+}
+/** `count(cond, len)` as a tail. */
+export function countTail(len) {
+    return tailOf((state, cond) => countStep(state, 'q', cond, len));
+}
+/** `count(cond, len)` over a whole series. */
+export function count(cond, len) {
+    return fold(countTail(len), cond);
+}
+/** `sumSkip(src, len)`: the total over the lookback, ignoring absent bars. */
+export function sumSkipStep(state, key, value, len) {
+    const lookback = ring(state, key, len);
+    lookback.push(value);
+    return lookback.sumPresent();
+}
+/** `sumSkip(src, len)` as a tail. */
+export function sumSkipTail(len) {
+    return tailOf((state, value) => sumSkipStep(state, 'q', value, len));
+}
+/** `sumSkip(src, len)` over a whole series. */
+export function sumSkip(src, len) {
+    return fold(sumSkipTail(len), src);
+}
+/** `countPresent(src, len)`: how many bars of the lookback had a value. */
+export function countPresentStep(state, key, value, len) {
+    const lookback = ring(state, key, len);
+    lookback.push(value);
+    return lookback.filled() ? lookback.presentCount() : NONE;
+}
+/** `countPresent(src, len)` as a tail. */
+export function countPresentTail(len) {
+    return tailOf((state, value) => countPresentStep(state, 'q', value, len));
+}
+/** `countPresent(src, len)` over a whole series. */
+export function countPresent(src, len) {
+    return fold(countPresentTail(len), src);
+}
+/**
+ * `avgSkip(src, len)`: the mean over the lookback, ignoring absent bars.
+ *
+ * A lookback with nothing present in it is absent, not zero: there is no mean of
+ * no values, and a division by zero is absence by the rule of `stdlib.md`
+ * section 2.4.
+ */
+export function avgSkipStep(state, key, value, len) {
+    const lookback = ring(state, key, len);
+    lookback.push(value);
+    if (!lookback.filled())
+        return NONE;
+    const counted = lookback.presentCount();
+    const total = lookback.sumPresent();
+    if (counted === 0 || !isPresent(total))
+        return NONE;
+    return result(total / counted);
+}
+/** `avgSkip(src, len)` as a tail. */
+export function avgSkipTail(len) {
+    return tailOf((state, value) => avgSkipStep(state, 'q', value, len));
+}
+/** `avgSkip(src, len)` over a whole series. */
+export function avgSkip(src, len) {
+    return fold(avgSkipTail(len), src);
+}
+//# sourceMappingURL=totals.js.map

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

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package/dist/core/stdlib/trend/directional.d.ts

@@ -0,0 +1,69 @@
+/**
+ * `adx(diLen, adxLen)`, `aroon(len)` and `ichimoku(convLen, baseLen, spanLen)`:
+ * how strong the trend is, which side owns it, and the five line frame.
+ *
+ * Each is written once, as a step over a state region, and its tail is that
+ * step over a region of its own. An engine calls the same step against the
+ * region it holds for the call site, so there is no second arrangement of the
+ * arithmetic anywhere for the two to drift apart in.
+ */
+import type { Bar, StateRecord, Tail, Value } from '../values/index.js';
+import type { Gap } from '../volatility/index.js';
+/**
+ * `adx(diLen, adxLen)`: `[adx, plusDI, minusDI]`, elements 1 and 2 from bar
+ * `diLen` and element 0 from bar `diLen + adxLen - 1`.
+ *
+ * Directional movement is the part of this bar's range that lies outside the
+ * previous bar's, on whichever side is larger. It needs the bar before it, so
+ * the smoothing's lookback is bars 1 to `diLen` and the first reading is at bar
+ * `diLen`. The true range in the denominator uses the gap-aware form for the
+ * same reason, so all three smoothed quantities cover the same bars: seeding
+ * one of them a bar earlier than the other two would bias every reading after
+ * it while still looking entirely plausible.
+ *
+ * The previous bar's two extremes are held in the region, because they are the
+ * arithmetic's own history. The previous close is not: it arrives with the gap,
+ * for the reason `range.ts` sets out.
+ */
+export declare function adxStep(state: StateRecord, key: string, gap: Gap, diLen: number | null, adxLen: number | null): Value[];
+/** `adx(diLen, adxLen)` as a tail. */
+export declare function adxTail(diLen?: number, adxLen?: number): Tail<Bar, Value[]>;
+/** `adx(diLen, adxLen)` over a run of bars. */
+export declare function adx(bars: readonly Bar[], diLen?: number, adxLen?: number): Value[][];
+/**
+ * `aroon(len)`: `[up, down]`, both from bar `len`.
+ *
+ * How recently the lookback's high and low were set, as a percentage: 100 when it
+ * was this bar, 0 when it was `len` bars ago. The lookback is `len + 1` bars
+ * wide, because a reading of 0 has to be reachable and an extreme `len` bars
+ * back has to still be inside the lookback for that. That extra bar is where the
+ * declared warmup of bar `len` rather than bar `len - 1` comes from.
+ */
+export declare function aroonStep(state: StateRecord, key: string, high: Value, low: Value, len: number | null): Value[];
+/** `aroon(len)` as a tail. */
+export declare function aroonTail(len?: number): Tail<Bar, Value[]>;
+/** `aroon(len)` over a run of bars. */
+export declare function aroon(bars: readonly Bar[], len?: number): Value[][];
+/**
+ * `ichimoku(convLen, baseLen, spanLen)`: `[conversion, base, spanA, spanB,
+ * lagging]`, at bars `convLen - 1`, `baseLen - 1`, `baseLen - 1`,
+ * `spanLen - 1` and `baseLen - 1`.
+ *
+ * Each of the first four lines is the midpoint of a lookback's outright high and
+ * low, over a different length. **The spans are returned undisplaced, at the
+ * bar they are computed on**, per `stdlib.md` section 4: a study draws them
+ * forward with the plot's `offset` argument, because a series that has already
+ * been shifted cannot be compared with anything else in the script without
+ * shifting it back.
+ *
+ * The lagging line is this bar's close, and it is drawn backward by the same
+ * plot argument. It is absent until bar `baseLen - 1`, which is the warmup the
+ * specification declares for it, and which is the first bar there is enough
+ * history for the displacement to land on.
+ */
+export declare function ichimokuStep(state: StateRecord, key: string, bar: Bar, convLen: number | null, baseLen: number | null, spanLen: number | null): Value[];
+/** `ichimoku(convLen, baseLen, spanLen)` as a tail. */
+export declare function ichimokuTail(convLen?: number, baseLen?: number, spanLen?: number): Tail<Bar, Value[]>;
+/** `ichimoku(convLen, baseLen, spanLen)` over a run of bars. */
+export declare function ichimoku(bars: readonly Bar[], convLen?: number, baseLen?: number, spanLen?: number): Value[][];
+//# sourceMappingURL=directional.d.ts.map

package/dist/core/stdlib/trend/directional.d.ts.map

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