openalgo-script 0.1.0-alpha.1 → 0.4.0

package/dist/core/stdlib/trend/directional.js

@@ -0,0 +1,151 @@
+import { NONE, fold, held, isPresent, result, ring, tailOf } from '../values/index.js';
+import { rmaStep } from '../averages/index.js';
+import { extremeStep } from '../series/index.js';
+import { gapOf, trueRangeOf } 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 function adxStep(state, key, gap, diLen, adxLen) {
+    const highKey = `${key}h`;
+    const lowKey = `${key}l`;
+    const seenKey = `${key}k`;
+    const beforeHigh = held(state, highKey);
+    const beforeLow = held(state, lowKey);
+    const started = state[seenKey] === true;
+    state[seenKey] = true;
+    state[highKey] = gap.high;
+    state[lowKey] = gap.low;
+    let upMove = NONE;
+    let downMove = NONE;
+    if (started &&
+        isPresent(gap.high) &&
+        isPresent(gap.low) &&
+        isPresent(beforeHigh) &&
+        isPresent(beforeLow)) {
+        const up = gap.high - beforeHigh;
+        const down = beforeLow - gap.low;
+        upMove = up > down && up > 0 ? result(up) : 0;
+        downMove = down > up && down > 0 ? result(down) : 0;
+    }
+    const trueRange = rmaStep(state, `${key}r`, trueRangeOf(gap, false), diLen);
+    const rise = rmaStep(state, `${key}u`, upMove, diLen);
+    const fall = rmaStep(state, `${key}d`, downMove, diLen);
+    let plus = NONE;
+    let minus = NONE;
+    if (isPresent(trueRange) && trueRange !== 0) {
+        if (isPresent(rise))
+            plus = result((rise / trueRange) * 100);
+        if (isPresent(fall))
+            minus = result((fall / trueRange) * 100);
+    }
+    let spread = NONE;
+    if (isPresent(plus) && isPresent(minus)) {
+        const total = plus + minus;
+        spread = total > 0 ? result((Math.abs(plus - minus) / total) * 100) : 0;
+    }
+    return [rmaStep(state, `${key}x`, spread, adxLen), plus, minus];
+}
+/** `adx(diLen, adxLen)` as a tail. */
+export function adxTail(diLen = 14, adxLen = 14) {
+    return tailOf((state, bar) => adxStep(state, '', gapOf(state, 'g', bar), diLen, adxLen));
+}
+/** `adx(diLen, adxLen)` over a run of bars. */
+export function adx(bars, diLen = 14, adxLen = 14) {
+    return fold(adxTail(diLen, adxLen), bars);
+}
+/**
+ * `aroon(len)`: `[up, down]`, both from bar `len`.
+ *
+ * How recently the lookback's high and low were set, as a percentage: 100 when it
+ * was this bar, 0 when it was `len` bars ago. The lookback is `len + 1` bars
+ * wide, because a reading of 0 has to be reachable and an extreme `len` bars
+ * back has to still be inside the lookback for that. That extra bar is where the
+ * declared warmup of bar `len` rather than bar `len - 1` comes from.
+ */
+export function aroonStep(state, key, high, low, len) {
+    const wide = len === null ? null : len + 1;
+    const highAge = extremeStep(state, `${key}h`, high, wide, true, true);
+    const lowAge = extremeStep(state, `${key}l`, low, wide, false, true);
+    if (len === null)
+        return [NONE, NONE];
+    const up = isPresent(highAge) ? result((100 * (len - highAge)) / len) : NONE;
+    const down = isPresent(lowAge) ? result((100 * (len - lowAge)) / len) : NONE;
+    return [up, down];
+}
+/** `aroon(len)` as a tail. */
+export function aroonTail(len = 14) {
+    return tailOf((state, bar) => aroonStep(state, '', bar.high, bar.low, len));
+}
+/** `aroon(len)` over a run of bars. */
+export function aroon(bars, len = 14) {
+    return fold(aroonTail(len), bars);
+}
+/**
+ * `ichimoku(convLen, baseLen, spanLen)`: `[conversion, base, spanA, spanB,
+ * lagging]`, at bars `convLen - 1`, `baseLen - 1`, `baseLen - 1`,
+ * `spanLen - 1` and `baseLen - 1`.
+ *
+ * Each of the first four lines is the midpoint of a lookback's outright high and
+ * low, over a different length. **The spans are returned undisplaced, at the
+ * bar they are computed on**, per `stdlib.md` section 4: a study draws them
+ * forward with the plot's `offset` argument, because a series that has already
+ * been shifted cannot be compared with anything else in the script without
+ * shifting it back.
+ *
+ * The lagging line is this bar's close, and it is drawn backward by the same
+ * plot argument. It is absent until bar `baseLen - 1`, which is the warmup the
+ * specification declares for it, and which is the first bar there is enough
+ * history for the displacement to land on.
+ */
+export function ichimokuStep(state, key, bar, convLen, baseLen, spanLen) {
+    const near = midpointStep(state, `${key}c`, bar, convLen);
+    const middle = midpointStep(state, `${key}b`, bar, baseLen);
+    const leading = isPresent(near) && isPresent(middle) ? result((near + middle) / 2) : NONE;
+    const behind = midpointStep(state, `${key}s`, bar, spanLen);
+    const closes = ring(state, `${key}g`, baseLen);
+    closes.push(bar.close);
+    const lagging = closes.filled() ? closes.at(0) : NONE;
+    return [near, middle, leading, behind, lagging];
+}
+/** `ichimoku(convLen, baseLen, spanLen)` as a tail. */
+export function ichimokuTail(convLen = 9, baseLen = 26, spanLen = 52) {
+    return tailOf((state, bar) => ichimokuStep(state, '', bar, convLen, baseLen, spanLen));
+}
+/** `ichimoku(convLen, baseLen, spanLen)` over a run of bars. */
+export function ichimoku(bars, convLen = 9, baseLen = 26, spanLen = 52) {
+    return fold(ichimokuTail(convLen, baseLen, spanLen), bars);
+}
+/** The midpoint of a lookback's outright high and low. */
+function midpointStep(state, key, bar, len) {
+    const highs = ring(state, `${key}h`, len);
+    const lows = ring(state, `${key}l`, len);
+    highs.push(bar.high);
+    lows.push(bar.low);
+    if (len === null || !highs.complete() || !lows.complete())
+        return NONE;
+    let top = highs.at(len - 1);
+    let bottom = lows.at(len - 1);
+    for (let back = len - 2; back >= 0; back -= 1) {
+        const high = highs.at(back);
+        const low = lows.at(back);
+        if (high > top)
+            top = high;
+        if (low < bottom)
+            bottom = low;
+    }
+    return result((top + bottom) / 2);
+}
+//# sourceMappingURL=directional.js.map

package/dist/core/stdlib/trend/directional.js.map

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

@@ -0,0 +1,4 @@
+export { supertrend, supertrendStep, supertrendTail } from './supertrend.js';
+export { psar, psarStep, psarTail } from './psar.js';
+export { adx, adxStep, adxTail, aroon, aroonStep, aroonTail, ichimoku, ichimokuStep, ichimokuTail, } from './directional.js';
+//# sourceMappingURL=index.d.ts.map

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

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

@@ -0,0 +1,4 @@
+export { supertrend, supertrendStep, supertrendTail } from './supertrend.js';
+export { psar, psarStep, psarTail } from './psar.js';
+export { adx, adxStep, adxTail, aroon, aroonStep, aroonTail, ichimoku, ichimokuStep, ichimokuTail, } from './directional.js';
+//# sourceMappingURL=index.js.map

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

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

@@ -0,0 +1,33 @@
+/**
+ * `psar(start, step, max)`: `[sar, direction]`, both from bar 1.
+ *
+ * A stop that accelerates toward price. It sits below price in an uptrend and
+ * above it in a downtrend, moves a fraction of the way to the extreme reached
+ * so far on every bar, and that fraction grows each time a new extreme is set,
+ * up to a ceiling. When price reaches the stop the trend flips and the stop
+ * restarts at the extreme the old trend had reached.
+ *
+ * Seeded from bar 0's range, per `stdlib.md` section 4: the direction at bar 1
+ * is taken from whether that bar closed above bar 0, and the stop starts at bar
+ * 0's low in an uptrend or its high in a downtrend.
+ *
+ * `direction` is -1 long and 1 short, the same convention `supertrend` uses.
+ *
+ * **What this does not include**, said plainly rather than left to be
+ * discovered: the clamp some published versions apply, which forbids the stop
+ * from entering the previous two bars' range. `stdlib.md` section 20.3 fixes
+ * its absence, so a stop drawn with the clamp is a different function rather
+ * than a different arrangement of this one.
+ *
+ * Everything the algorithm carries between bars is a number or a flag in a
+ * state region, which is what lets an engine advance one bar at a time over the
+ * same step this file's tail folds over a run.
+ */
+import type { Bar, StateRecord, Tail, Value } from '../values/index.js';
+/** `psar(start, step, max)`. */
+export declare function psarStep(state: StateRecord, key: string, bar: Bar, start: number | null, step: number | null, ceiling: number | null): Value[];
+/** `psar(start, step, max)` as a tail. */
+export declare function psarTail(start?: number, step?: number, ceiling?: number): Tail<Bar, Value[]>;
+/** `psar(start, step, max)` over a run of bars. */
+export declare function psar(bars: readonly Bar[], start?: number, step?: number, ceiling?: number): Value[][];
+//# sourceMappingURL=psar.d.ts.map

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

@@ -0,0 +1 @@
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package/dist/core/stdlib/trend/psar.js

@@ -0,0 +1,86 @@
+import { NONE, flag, fold, held, isPresent, result, slot, tailOf } from '../values/index.js';
+/** `psar(start, step, max)`. */
+export function psarStep(state, key, bar, start, step, ceiling) {
+    const seenKey = `${key}k`;
+    const beforeHigh = held(state, `${key}h`);
+    const beforeLow = held(state, `${key}l`);
+    const beforeClose = held(state, `${key}c`);
+    const started = state[seenKey] === true;
+    state[seenKey] = true;
+    state[`${key}h`] = bar.high;
+    state[`${key}l`] = bar.low;
+    state[`${key}c`] = bar.close;
+    if (start === null || step === null || ceiling === null)
+        return [NONE, NONE];
+    if (!isPresent(bar.high) || !isPresent(bar.low) || !isPresent(bar.close)) {
+        return [NONE, NONE];
+    }
+    const seededKey = `${key}s`;
+    const longKey = `${key}g`;
+    const extremeKey = `${key}e`;
+    const stopKey = `${key}p`;
+    const rateKey = `${key}a`;
+    // Seeding waits for a pair of complete bars rather than for bar 1 by
+    // number. On clean data that is bar 1, which is the declared warmup; on
+    // data with a hole at the start it is the first bar the seed can honestly
+    // be taken from, rather than a stop placed at whatever the state happened
+    // to hold.
+    if (!flag(state, seededKey)) {
+        if (!started)
+            return [NONE, NONE];
+        if (!isPresent(beforeHigh) || !isPresent(beforeLow) || !isPresent(beforeClose)) {
+            return [NONE, NONE];
+        }
+        const up = bar.close > beforeClose;
+        const seed = up ? beforeLow : beforeHigh;
+        state[longKey] = up;
+        state[extremeKey] = up ? bar.high : bar.low;
+        state[stopKey] = seed;
+        state[rateKey] = start;
+        state[seededKey] = true;
+        return [result(seed), up ? -1 : 1];
+    }
+    let long = flag(state, longKey);
+    let extreme = slot(state, extremeKey, 0);
+    let acceleration = slot(state, rateKey, start);
+    let stop = slot(state, stopKey, 0);
+    stop = stop + acceleration * (extreme - stop);
+    if (long) {
+        if (stop > bar.low) {
+            long = false;
+            stop = extreme;
+            extreme = bar.low;
+            acceleration = start;
+        }
+    }
+    else if (stop < bar.high) {
+        long = true;
+        stop = extreme;
+        extreme = bar.high;
+        acceleration = start;
+    }
+    if (long) {
+        if (bar.high > extreme) {
+            extreme = bar.high;
+            acceleration = Math.min(acceleration + step, ceiling);
+        }
+    }
+    else if (bar.low < extreme) {
+        extreme = bar.low;
+        acceleration = Math.min(acceleration + step, ceiling);
+    }
+    state[longKey] = long;
+    state[extremeKey] = extreme;
+    state[stopKey] = stop;
+    state[rateKey] = acceleration;
+    return [result(stop), long ? -1 : 1];
+}
+/** `psar(start, step, max)` as a tail. */
+export function psarTail(start = 0.02, step = 0.02, ceiling = 0.2) {
+    return tailOf((state, bar) => psarStep(state, '', bar, start, step, ceiling));
+}
+/** `psar(start, step, max)` over a run of bars. */
+export function psar(bars, start = 0.02, step = 0.02, ceiling = 0.2) {
+    return fold(psarTail(start, step, ceiling), bars);
+}
+//# sourceMappingURL=psar.js.map

package/dist/core/stdlib/trend/psar.js.map

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

@@ -0,0 +1,30 @@
+/**
+ * `supertrend(factor, atrLen)`: `[line, direction]`, both from bar `atrLen`.
+ *
+ * A trailing band built from average true range, which ratchets in the
+ * direction of the trend and never gives ground: the upper band may only fall
+ * while price stays below it, the lower band may only rise while price stays
+ * above it, and the line flips to the other band when price closes through the
+ * one it was following.
+ *
+ * **The first value is at bar `atrLen`, one bar after `atr` has one.** The band
+ * carry-forward and the flip test both read the previous bar's close and the
+ * previous bar's bands, and on the bar average true range first exists there is
+ * no previous bar of either. That bar seeds the state and reports nothing,
+ * which is what `stdlib.md` section 4 declares. An implementation that reported
+ * it would be reporting a direction chosen by its own seeding rule rather than
+ * by the data.
+ *
+ * `direction` is -1 long and 1 short, the sign of the side the band is
+ * protecting against, and it is a number rather than a bool so that
+ * `direction != direction[1]` reads as the flip test.
+ */
+import type { Bar, StateRecord, Tail, Value } from '../values/index.js';
+import type { Gap } from '../volatility/index.js';
+/** `supertrend(factor, atrLen)`. */
+export declare function supertrendStep(state: StateRecord, key: string, gap: Gap, close: Value, factor: number | null, atrLen: number | null): Value[];
+/** `supertrend(factor, atrLen)` as a tail. */
+export declare function supertrendTail(factor?: number, atrLen?: number): Tail<Bar, Value[]>;
+/** `supertrend(factor, atrLen)` over a run of bars. */
+export declare function supertrend(bars: readonly Bar[], factor?: number, atrLen?: number): Value[][];
+//# sourceMappingURL=supertrend.d.ts.map

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

@@ -0,0 +1 @@
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package/dist/core/stdlib/trend/supertrend.js

@@ -0,0 +1,65 @@
+import { NONE, flag, fold, hl2, isPresent, result, slot, tailOf } from '../values/index.js';
+import { atrStep, gapOf } from '../volatility/index.js';
+/** `supertrend(factor, atrLen)`. */
+export function supertrendStep(state, key, gap, close, factor, atrLen) {
+    const width = atrStep(state, key, gap, atrLen);
+    const midpoint = hl2(gap);
+    if (!isPresent(width) || !isPresent(midpoint) || !isPresent(close) || factor === null) {
+        return [NONE, NONE];
+    }
+    const rawUpper = midpoint + factor * width;
+    const rawLower = midpoint - factor * width;
+    const seeded = flag(state, `${key}k`);
+    const previousUpper = slot(state, `${key}pu`, 0);
+    const previousLower = slot(state, `${key}pl`, 0);
+    const previousClose = slot(state, `${key}pc`, 0);
+    let followingUpper = state[`${key}fu`] !== false;
+    // The band holds where it is unless price broke it or it moved inward.
+    const upper = !seeded
+        ? rawUpper
+        : rawUpper < previousUpper || previousClose > previousUpper
+            ? rawUpper
+            : previousUpper;
+    const lower = !seeded
+        ? rawLower
+        : rawLower > previousLower || previousClose < previousLower
+            ? rawLower
+            : previousLower;
+    let line;
+    if (!seeded || followingUpper) {
+        if (close <= upper) {
+            line = upper;
+            followingUpper = true;
+        }
+        else {
+            line = lower;
+            followingUpper = false;
+        }
+    }
+    else if (close >= lower) {
+        line = lower;
+        followingUpper = false;
+    }
+    else {
+        line = upper;
+        followingUpper = true;
+    }
+    const first = !seeded;
+    state[`${key}k`] = true;
+    state[`${key}pu`] = upper;
+    state[`${key}pl`] = lower;
+    state[`${key}pc`] = close;
+    state[`${key}fu`] = followingUpper;
+    if (first)
+        return [NONE, NONE];
+    return [result(line), followingUpper ? 1 : -1];
+}
+/** `supertrend(factor, atrLen)` as a tail. */
+export function supertrendTail(factor = 3, atrLen = 10) {
+    return tailOf((state, bar) => supertrendStep(state, '', gapOf(state, 'g', bar), bar.close, factor, atrLen));
+}
+/** `supertrend(factor, atrLen)` over a run of bars. */
+export function supertrend(bars, factor = 3, atrLen = 10) {
+    return fold(supertrendTail(factor, atrLen), bars);
+}
+//# sourceMappingURL=supertrend.js.map

package/dist/core/stdlib/trend/supertrend.js.map

@@ -0,0 +1 @@
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package/dist/core/stdlib/values/bar.d.ts

@@ -0,0 +1,39 @@
+/**
+ * A bar, and the derived prices a study reaches for by name.
+ *
+ * The functions `stdlib.md` writes without a source argument, `atr(len)` and
+ * `cci(len)` among them, read the bar rather than a series. This library is
+ * pure, so it takes the bar explicitly and an engine binds it; the function
+ * names and the arithmetic are the specification's, the plumbing is not.
+ *
+ * `volume` is absent, not zero, on an instrument the host has no volume for
+ * (`stdlib.md` section 3.1). Zero is a real reading meaning nobody traded, and
+ * conflating the two would make a volume study draw a flat line where it should
+ * draw nothing.
+ */
+import type { Value } from './value.js';
+/** One bar of price and quantity. */
+export interface Bar {
+    readonly open: Value;
+    readonly high: Value;
+    readonly low: Value;
+    readonly close: Value;
+    readonly volume: Value;
+}
+/**
+ * `(high + low) / 2`, the bar's midpoint.
+ *
+ * It takes the two extremes rather than the whole bar, because the studies
+ * built on a range hold those two and the close before them rather than a bar.
+ */
+export declare function hl2(bar: {
+    readonly high: Value;
+    readonly low: Value;
+}): Value;
+/** `(high + low + close) / 3`, the typical price. */
+export declare function hlc3(bar: Bar): Value;
+/** `(open + high + low + close) / 4`, the average price. */
+export declare function ohlc4(bar: Bar): Value;
+/** `(high + low + close + close) / 4`, the close-weighted average price. */
+export declare function hlcc4(bar: Bar): Value;
+//# sourceMappingURL=bar.d.ts.map

package/dist/core/stdlib/values/bar.d.ts.map

@@ -0,0 +1 @@
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package/dist/core/stdlib/values/bar.js

@@ -0,0 +1,33 @@
+import { NONE, isPresent, result } from './value.js';
+/**
+ * `(high + low) / 2`, the bar's midpoint.
+ *
+ * It takes the two extremes rather than the whole bar, because the studies
+ * built on a range hold those two and the close before them rather than a bar.
+ */
+export function hl2(bar) {
+    if (!isPresent(bar.high) || !isPresent(bar.low))
+        return NONE;
+    return result((bar.high + bar.low) / 2);
+}
+/** `(high + low + close) / 3`, the typical price. */
+export function hlc3(bar) {
+    if (!isPresent(bar.high) || !isPresent(bar.low) || !isPresent(bar.close))
+        return NONE;
+    return result((bar.high + bar.low + bar.close) / 3);
+}
+/** `(open + high + low + close) / 4`, the average price. */
+export function ohlc4(bar) {
+    if (!isPresent(bar.open) || !isPresent(bar.high))
+        return NONE;
+    if (!isPresent(bar.low) || !isPresent(bar.close))
+        return NONE;
+    return result((bar.open + bar.high + bar.low + bar.close) / 4);
+}
+/** `(high + low + close + close) / 4`, the close-weighted average price. */
+export function hlcc4(bar) {
+    if (!isPresent(bar.high) || !isPresent(bar.low) || !isPresent(bar.close))
+        return NONE;
+    return result((bar.high + bar.low + bar.close + bar.close) / 4);
+}
+//# sourceMappingURL=bar.js.map

package/dist/core/stdlib/values/bar.js.map

@@ -0,0 +1 @@
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package/dist/core/stdlib/values/index.d.ts

@@ -0,0 +1,11 @@
+export type { Flag, Flags, Series, Value } from './value.js';
+export { NONE, at, isLength, isPresent, result } from './value.js';
+export type { StateField, StateRecord, StateSlot } from './region.js';
+export { copyState, flag, held, newState, queue, slot } from './region.js';
+export type { Tail } from './tail.js';
+export { fold, tailOf } from './tail.js';
+export type { Lookback, Recurrence } from './lookback.js';
+export { makeLookback, ring, smoothed } from './lookback.js';
+export type { Bar } from './bar.js';
+export { hl2, hlc3, hlcc4, ohlc4 } from './bar.js';
+//# sourceMappingURL=index.d.ts.map

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

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

@@ -0,0 +1,6 @@
+export { NONE, at, isLength, isPresent, result } from './value.js';
+export { copyState, flag, held, newState, queue, slot } from './region.js';
+export { fold, tailOf } from './tail.js';
+export { makeLookback, ring, smoothed } from './lookback.js';
+export { hl2, hlc3, hlcc4, ohlc4 } from './bar.js';
+//# sourceMappingURL=index.js.map

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

@@ -0,0 +1 @@
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package/dist/core/stdlib/values/lookback.d.ts

@@ -0,0 +1,83 @@
+/**
+ * The rolling lookback and the seeded recurrence: the two pieces every length
+ * taking function in this library is built from.
+ *
+ * "Lookback" rather than the other word for the same thing: that one names a
+ * browser global, and the layering check refuses it anywhere in the text of a
+ * file under `src/core`, which is what keeps this tier runnable in a worker and
+ * on a server rather than only in a page.
+ *
+ * Both are held in a state region (`region.ts`) rather than in local variables,
+ * so one implementation serves a library call folded over a series and an
+ * engine advancing a chart a bar at a time.
+ *
+ * **The accumulation order is part of the contract.** Binary64 addition is not
+ * associative, so a sum has a value and an order, and two engines that add the
+ * same lookback two ways disagree in the last bits. This library fixes one
+ * order and uses it everywhere:
+ *
+ *   **oldest bar first, newest bar last, in index order.**
+ *
+ * That is the order `compiled-program.md` section 8.2 gives for iteration, and
+ * it is the order a reader assumes when they see a lookback written down.
+ *
+ * **The sum is taken fresh over the lookback on every bar.** The tempting
+ * alternative, carrying a running total and subtracting the value that leaves,
+ * is O(1) instead of O(len) but it is a different number: the error in a
+ * running total accumulates without bound over forty thousand bars, and it is
+ * not bit-identical to a fresh sum, which `compiled-program.md` section 8.3
+ * refuses outright. A lookback costs `len` additions per bar, which is bounded by
+ * the length the script asked for rather than by how much history is loaded,
+ * and that is the property a live chart actually needs.
+ */
+import type { StateRecord } from './region.js';
+import type { Value } from './value.js';
+/** A fixed length view of the most recent bars. */
+export interface Lookback {
+    /** Advance by one bar. */
+    push(value: Value): void;
+    /** True once `len` bars have gone by, present or not: this is warmup. */
+    filled(): boolean;
+    /** True when the lookback is filled and every bar in it has a value. */
+    complete(): boolean;
+    /** The value `back` bars ago, 0 being the bar just pushed. */
+    at(back: number): Value;
+    /** How many bars of the lookback have a value. */
+    presentCount(): number;
+    /** The sum over the lookback, oldest first, absent unless the lookback is complete. */
+    sum(): Value;
+    /** The sum over the lookback with absent bars left out, absent when it is not filled. */
+    sumPresent(): Value;
+    /** The arithmetic mean over the lookback, absent unless the lookback is complete. */
+    mean(): Value;
+}
+/**
+ * A lookback of `len` bars, held in a region under `key`.
+ *
+ * A length outside its contract yields a lookback that never fills, so every
+ * function built on it returns absence rather than a number computed from a
+ * nonsense length. See `isLength` for why that is absence and not a diagnostic.
+ */
+export declare function ring(record: StateRecord, key: string, len: number | null): Lookback;
+/** A lookback of `len` bars in a region of its own, for a caller that has none. */
+export declare function makeLookback(len: number): Lookback;
+/** One step of a recurrence, from the previous running value and this bar's. */
+export type Recurrence = (previous: number, value: number) => number;
+/**
+ * Seeded smoothing: the mean of the first complete lookback, then one step per
+ * bar.
+ *
+ * The seed lookback is complete only when it holds `len` present values, so an
+ * average taken over another study's output starts counting at that study's
+ * first value rather than at bar 0. That is what makes the warmups of
+ * `stdlib.md` compose, and it is why `ema(sma(close, 10), 10)` is absent until
+ * bar 18 rather than bar 9.
+ *
+ * A hole in the input freezes the recurrence: an absent bar after seeding
+ * produces an absent bar out and leaves the running value untouched, so the
+ * next present bar continues from where the last one left off. The alternatives
+ * are worse: consuming absence as zero would drag the average toward nothing,
+ * and re-seeding would let one missing bar restart a two hundred bar average.
+ */
+export declare function smoothed(record: StateRecord, key: string, len: number | null, value: Value, step: Recurrence): Value;
+//# sourceMappingURL=lookback.d.ts.map

package/dist/core/stdlib/values/lookback.d.ts.map

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