openalgo-script 0.6.0 → 0.7.0

package/dist/core/stdlib/values/history.js

@@ -0,0 +1,52 @@
+const WIDTH = 32;
+/** Appending copies at most one short tail, never the contributed prefix. */
+export class ContributionHistory {
+    head;
+    tail;
+    count;
+    constructor(head = null, tail = Object.freeze([]), count = 0) {
+        this.head = head;
+        this.tail = tail;
+        this.count = count;
+        Object.freeze(this);
+    }
+    append(value) {
+        const full = this.tail.length === WIDTH;
+        const head = full ? Object.freeze({ values: this.tail, prior: this.head }) : this.head;
+        const tail = Object.freeze(full ? [value] : [...this.tail, value]);
+        return new ContributionHistory(head, tail, this.count + 1);
+    }
+    /** Index chunk references once; each subsequent newest-first read is constant work. */
+    view(length) {
+        const size = Math.min(length, this.count);
+        const chunks = [];
+        let remaining = size - this.tail.length;
+        let head = this.head;
+        while (remaining > 0 && head !== null) {
+            chunks.push(head.values);
+            head = head.prior;
+            remaining -= WIDTH;
+        }
+        return new ContributionView(this.tail, chunks, size);
+    }
+}
+/** A transient index into the current window. It is not retained in state. */
+export class ContributionView {
+    tail;
+    chunks;
+    size;
+    constructor(tail, chunks, size) {
+        this.tail = tail;
+        this.chunks = chunks;
+        this.size = size;
+    }
+    at(back) {
+        if (back < 0 || back >= this.size || !Number.isInteger(back))
+            return null;
+        if (back < this.tail.length)
+            return this.tail[this.tail.length - 1 - back];
+        const before = back - this.tail.length;
+        return this.chunks[Math.floor(before / WIDTH)][WIDTH - 1 - before % WIDTH];
+    }
+}
+//# sourceMappingURL=history.js.map

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

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

@@ -2,6 +2,7 @@ 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 { ContributionHistory, ContributionView } from './history.js';
 export type { Tail } from './tail.js';
 export { fold, tailOf } from './tail.js';
 export type { Lookback, Recurrence } from './lookback.js';

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

@@ -1 +1 @@
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+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../../src/core/stdlib/values/index.ts"],"names":[],"mappings":"AAAA,YAAY,EAAE,IAAI,EAAE,KAAK,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,YAAY,CAAC;AAC7D,OAAO,EAAE,IAAI,EAAE,EAAE,EAAE,QAAQ,EAAE,SAAS,EAAE,MAAM,EAAE,MAAM,YAAY,CAAC;AAEnE,YAAY,EAAE,UAAU,EAAE,WAAW,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AACtE,OAAO,EAAE,SAAS,EAAE,IAAI,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,IAAI,EAAE,MAAM,aAAa,CAAC;AAC3E,OAAO,EAAE,mBAAmB,EAAE,gBAAgB,EAAE,MAAM,cAAc,CAAC;AAErE,YAAY,EAAE,IAAI,EAAE,MAAM,WAAW,CAAC;AACtC,OAAO,EAAE,IAAI,EAAE,MAAM,EAAE,MAAM,WAAW,CAAC;AAEzC,YAAY,EAAE,QAAQ,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC1D,OAAO,EAAE,YAAY,EAAE,IAAI,EAAE,QAAQ,EAAE,MAAM,eAAe,CAAC;AAE7D,YAAY,EAAE,GAAG,EAAE,MAAM,UAAU,CAAC;AACpC,OAAO,EAAE,GAAG,EAAE,IAAI,EAAE,KAAK,EAAE,KAAK,EAAE,MAAM,UAAU,CAAC"}

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

@@ -1,5 +1,6 @@
 export { NONE, at, isLength, isPresent, result } from './value.js';
 export { copyState, flag, held, newState, queue, slot } from './region.js';
+export { ContributionHistory, ContributionView } from './history.js';
 export { fold, tailOf } from './tail.js';
 export { makeLookback, ring, smoothed } from './lookback.js';
 export { hl2, hlc3, hlcc4, ohlc4 } from './bar.js';

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

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../../src/core/stdlib/values/index.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,IAAI,EAAE,EAAE,EAAE,QAAQ,EAAE,SAAS,EAAE,MAAM,EAAE,MAAM,YAAY,CAAC;AAGnE,OAAO,EAAE,SAAS,EAAE,IAAI,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,IAAI,EAAE,MAAM,aAAa,CAAC;AAG3E,OAAO,EAAE,IAAI,EAAE,MAAM,EAAE,MAAM,WAAW,CAAC;AAGzC,OAAO,EAAE,YAAY,EAAE,IAAI,EAAE,QAAQ,EAAE,MAAM,eAAe,CAAC;AAG7D,OAAO,EAAE,GAAG,EAAE,IAAI,EAAE,KAAK,EAAE,KAAK,EAAE,MAAM,UAAU,CAAC"}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../../src/core/stdlib/values/index.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,IAAI,EAAE,EAAE,EAAE,QAAQ,EAAE,SAAS,EAAE,MAAM,EAAE,MAAM,YAAY,CAAC;AAGnE,OAAO,EAAE,SAAS,EAAE,IAAI,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,IAAI,EAAE,MAAM,aAAa,CAAC;AAC3E,OAAO,EAAE,mBAAmB,EAAE,gBAAgB,EAAE,MAAM,cAAc,CAAC;AAGrE,OAAO,EAAE,IAAI,EAAE,MAAM,EAAE,MAAM,WAAW,CAAC;AAGzC,OAAO,EAAE,YAAY,EAAE,IAAI,EAAE,QAAQ,EAAE,MAAM,eAAe,CAAC;AAG7D,OAAO,EAAE,GAAG,EAAE,IAAI,EAAE,KAAK,EAAE,KAAK,EAAE,MAAM,UAAU,CAAC"}

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

@@ -36,7 +36,7 @@ import type { Value } from './value.js';
 export interface Lookback {
     /** Advance by one bar. */
     push(value: Value): void;
-    /** True once `len` bars have gone by, present or not: this is warmup. */
+    /** True after the largest observed length's contributions, present or not. */
     filled(): boolean;
     /** True when the lookback is filled and every bar in it has a value. */
     complete(): boolean;
@@ -78,6 +78,9 @@ export type Recurrence = (previous: number, value: number) => number;
  * 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.
+ * Missing lengths also freeze it. Readiness tracks all contributions and the
+ * largest observed length, independently from the running value. A valid step
+ * still advances that value while a later, larger length hides its output.
  */
 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

@@ -1 +1 @@
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+{"version":3,"file":"lookback.d.ts","sourceRoot":"","sources":["../../../../src/core/stdlib/values/lookback.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA+BG;AACH,OAAO,KAAK,EAAE,WAAW,EAAE,MAAM,aAAa,CAAC;AAG/C,OAAO,KAAK,EAAE,KAAK,EAAE,MAAM,YAAY,CAAC;AAGxC,mDAAmD;AACnD,MAAM,WAAW,QAAQ;IACvB,0BAA0B;IAC1B,IAAI,CAAC,KAAK,EAAE,KAAK,GAAG,IAAI,CAAC;IACzB,8EAA8E;IAC9E,MAAM,IAAI,OAAO,CAAC;IAClB,wEAAwE;IACxE,QAAQ,IAAI,OAAO,CAAC;IACpB,8DAA8D;IAC9D,EAAE,CAAC,IAAI,EAAE,MAAM,GAAG,KAAK,CAAC;IACxB,kDAAkD;IAClD,YAAY,IAAI,MAAM,CAAC;IACvB,uFAAuF;IACvF,GAAG,IAAI,KAAK,CAAC;IACb,yFAAyF;IACzF,UAAU,IAAI,KAAK,CAAC;IACpB,qFAAqF;IACrF,IAAI,IAAI,KAAK,CAAC;CACf;AAED;;;;;;GAMG;AACH,wBAAgB,IAAI,CAAC,MAAM,EAAE,WAAW,EAAE,GAAG,EAAE,MAAM,EAAE,GAAG,EAAE,MAAM,GAAG,IAAI,GAAG,QAAQ,CAenF;AAkDD,mFAAmF;AACnF,wBAAgB,YAAY,CAAC,GAAG,EAAE,MAAM,GAAG,QAAQ,CAElD;AAED,gFAAgF;AAChF,MAAM,MAAM,UAAU,GAAG,CAAC,QAAQ,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,KAAK,MAAM,CAAC;AAErE;;;;;;;;;;;;;;;;;;GAkBG;AACH,wBAAgB,QAAQ,CACtB,MAAM,EAAE,WAAW,EACnB,GAAG,EAAE,MAAM,EACX,GAAG,EAAE,MAAM,GAAG,IAAI,EAClB,KAAK,EAAE,KAAK,EACZ,IAAI,EAAE,UAAU,GACf,KAAK,CAsCP"}

package/dist/core/stdlib/values/lookback.js

@@ -1,4 +1,5 @@
-import { newState } from './region.js';
+import { newState, slot } from './region.js';
+import { ContributionHistory } from './history.js';
 import { NONE, isLength, isPresent, result } from './value.js';
 /**
  * A lookback of `len` bars, held in a region under `key`.
@@ -9,47 +10,24 @@ import { NONE, isLength, isPresent, result } from './value.js';
  */
 export function ring(record, key, len) {
     const size = len !== null && isLength(len) ? len : 0;
-    const bars = `${key}:q`;
-    const nextKey = `${key}:n`;
-    const seenKey = `${key}:s`;
+    const bars = `${key}:h`;
+    const maximumKey = `${key}:m`;
     const held = record[bars];
-    let items;
-    if (Array.isArray(held) && held.length === size) {
-        items = held;
-    }
-    else {
-        items = new Array(size).fill(NONE);
-        record[bars] = items;
-        record[nextKey] = 0;
-        record[seenKey] = 0;
-    }
-    const count = (name) => {
-        const value = record[name];
-        return typeof value === 'number' ? value : 0;
-    };
-    const index = (back) => {
-        const from = count(nextKey) - 1 - back;
-        return ((from % size) + size) % size;
-    };
+    let history = held instanceof ContributionHistory ? held : new ContributionHistory();
+    const before = record[maximumKey];
+    const maximum = Math.max(typeof before === 'number' ? before : 0, size);
+    record[maximumKey] = maximum;
+    let view = history.view(size);
+    return lookback(size, (value) => {
+        history = history.append(value);
+        record[bars] = history;
+        view = history.view(size);
+    }, () => size > 0 && history.count >= maximum, (back) => view.at(back));
+}
+/** The arithmetic is shared so fixed-length accumulation keeps its exact order. */
+function lookback(size, push, filled, at) {
     const lookback = {
-        push(value) {
-            if (size === 0)
-                return;
-            items[count(nextKey)] = value;
-            const next = count(nextKey) + 1;
-            record[nextKey] = next === size ? 0 : next;
-            if (count(seenKey) < size)
-                record[seenKey] = count(seenKey) + 1;
-        },
-        filled() {
-            return size > 0 && count(seenKey) === size;
-        },
-        at(back) {
-            if (size === 0 || back < 0 || back >= size)
-                return NONE;
-            const value = items[index(back)];
-            return typeof value === 'number' ? value : NONE;
-        },
+        push, filled, at,
         presentCount() {
             let counted = 0;
             for (let back = size - 1; back >= 0; back -= 1) {
@@ -108,27 +86,52 @@ export function makeLookback(len) {
  * 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.
+ * Missing lengths also freeze it. Readiness tracks all contributions and the
+ * largest observed length, independently from the running value. A valid step
+ * still advances that value while a later, larger length hides its output.
  */
 export function smoothed(record, key, len, value, step) {
-    const seed = ring(record, `${key}~`, len);
+    const countKey = `${key}:n`;
+    const maximumKey = `${key}:m`;
+    const historyKey = `${key}~:h`;
     const runningKey = `${key}:r`;
     const startedKey = `${key}:o`;
+    const valid = len !== null && isLength(len);
+    const count = slot(record, countKey, 0) + 1;
+    const maximum = Math.max(slot(record, maximumKey, 0), valid ? len : 0);
+    record[countKey] = count;
+    record[maximumKey] = maximum;
     if (record[startedKey] !== true) {
-        seed.push(value);
-        const mean = seed.mean();
+        const held = record[historyKey];
+        const before = held instanceof ContributionHistory ? held : new ContributionHistory();
+        const history = before.append(value);
+        record[historyKey] = history;
+        if (!valid || count < maximum)
+            return NONE;
+        const view = history.view(len);
+        let total = 0;
+        for (let back = len - 1; back >= 0; back -= 1) {
+            const next = view.at(back);
+            if (!isPresent(next))
+                return NONE;
+            total += next;
+        }
+        const mean = result(total / len);
         if (!isPresent(mean))
             return NONE;
         record[startedKey] = true;
         record[runningKey] = mean;
+        // Checkpoints retain their immutable version; this live state needs only scalars.
+        delete record[historyKey];
         return result(mean);
     }
-    if (!isPresent(value))
+    if (!valid || !isPresent(value))
         return NONE;
     const previous = record[runningKey];
     if (typeof previous !== 'number')
         return NONE;
     const next = step(previous, value);
     record[runningKey] = next;
-    return result(next);
+    return count >= maximum ? result(next) : NONE;
 }
 //# sourceMappingURL=lookback.js.map

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

@@ -1 +1 @@
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package/dist/core/stdlib/values/region.d.ts

@@ -11,8 +11,8 @@
  * is what 6.2 refuses in as many words: an engine does not re-seed an average
  * from history, it puts back the record it copied.
  *
- * So a region is a flat record of numbers, booleans, strings and fixed length
- * queues, and `copyState` is the mechanical copy. Every function in this
+ * So a region is a flat record of scalars, bounded mutable queues and immutable
+ * contribution history, and `copyState` is the mechanical copy. Every function in this
  * library is written against one, and the tail form in `tail.ts` is the same
  * step over a region nobody else can reach. That is what lets the one
  * implementation serve both a library call folded over a series and an engine
@@ -22,15 +22,16 @@
  * how a study built from three others keeps one flat record rather than a tree
  * of them.
  */
-/** One field of a state region. A queue is the one compound form 2.11 allows. */
+import type { ContributionHistory } from './history.js';
+/** One scalar field of a state region. */
 export type StateField = number | boolean | string | null;
 /** What a single key holds. */
-export type StateSlot = StateField | StateField[];
+export type StateSlot = StateField | StateField[] | ContributionHistory;
 /** A state region: a flat record, copyable without knowing what owns it. */
 export type StateRecord = Record<string, StateSlot | undefined>;
 /** A region with nothing in it yet, which is what bar 0 finds. */
 export declare function newState(): StateRecord;
-/** The mechanical copy 2.11 asks for: one level, with queues cloned. */
+/** Mutable queues are cloned; immutable history versions are safely shared. */
 export declare function copyState(record: StateRecord): StateRecord;
 /** A number held in a region, with a default for the bar it is first read on. */
 export declare function slot(record: StateRecord, key: string, fallback: number): number;

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

@@ -1 +1 @@
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+{"version":3,"file":"region.d.ts","sourceRoot":"","sources":["../../../../src/core/stdlib/values/region.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;GAuBG;AAEH,OAAO,KAAK,EAAE,mBAAmB,EAAE,MAAM,cAAc,CAAC;AAExD,0CAA0C;AAC1C,MAAM,MAAM,UAAU,GAAG,MAAM,GAAG,OAAO,GAAG,MAAM,GAAG,IAAI,CAAC;AAE1D,+BAA+B;AAC/B,MAAM,MAAM,SAAS,GAAG,UAAU,GAAG,UAAU,EAAE,GAAG,mBAAmB,CAAC;AAExE,4EAA4E;AAC5E,MAAM,MAAM,WAAW,GAAG,MAAM,CAAC,MAAM,EAAE,SAAS,GAAG,SAAS,CAAC,CAAC;AAEhE,kEAAkE;AAClE,wBAAgB,QAAQ,IAAI,WAAW,CAEtC;AAED,+EAA+E;AAC/E,wBAAgB,SAAS,CAAC,MAAM,EAAE,WAAW,GAAG,WAAW,CAO1D;AAED,iFAAiF;AACjF,wBAAgB,IAAI,CAAC,MAAM,EAAE,WAAW,EAAE,GAAG,EAAE,MAAM,EAAE,QAAQ,EAAE,MAAM,GAAG,MAAM,CAG/E;AAED,mEAAmE;AACnE,wBAAgB,IAAI,CAAC,MAAM,EAAE,WAAW,EAAE,GAAG,EAAE,MAAM,GAAG,OAAO,CAE9D;AAED;;;;;GAKG;AACH,wBAAgB,KAAK,CAAC,MAAM,EAAE,WAAW,EAAE,GAAG,EAAE,MAAM,GAAG,UAAU,EAAE,CAMpE;AAED;;;;;;;GAOG;AACH,wBAAgB,IAAI,CAAC,MAAM,EAAE,WAAW,EAAE,GAAG,EAAE,MAAM,GAAG,MAAM,GAAG,IAAI,CAGpE"}

package/dist/core/stdlib/values/region.js

@@ -11,8 +11,8 @@
  * is what 6.2 refuses in as many words: an engine does not re-seed an average
  * from history, it puts back the record it copied.
  *
- * So a region is a flat record of numbers, booleans, strings and fixed length
- * queues, and `copyState` is the mechanical copy. Every function in this
+ * So a region is a flat record of scalars, bounded mutable queues and immutable
+ * contribution history, and `copyState` is the mechanical copy. Every function in this
  * library is written against one, and the tail form in `tail.ts` is the same
  * step over a region nobody else can reach. That is what lets the one
  * implementation serve both a library call folded over a series and an engine
@@ -26,7 +26,7 @@
 export function newState() {
     return {};
 }
-/** The mechanical copy 2.11 asks for: one level, with queues cloned. */
+/** Mutable queues are cloned; immutable history versions are safely shared. */
 export function copyState(record) {
     const out = {};
     for (const key of Object.keys(record)) {

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

@@ -1 +1 @@
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+{"version":3,"file":"region.js","sourceRoot":"","sources":["../../../../src/core/stdlib/values/region.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;GAuBG;AAaH,kEAAkE;AAClE,MAAM,UAAU,QAAQ;IACtB,OAAO,EAAE,CAAC;AACZ,CAAC;AAED,+EAA+E;AAC/E,MAAM,UAAU,SAAS,CAAC,MAAmB;IAC3C,MAAM,GAAG,GAAgB,EAAE,CAAC;IAC5B,KAAK,MAAM,GAAG,IAAI,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,EAAE,CAAC;QACtC,MAAM,KAAK,GAAG,MAAM,CAAC,GAAG,CAAC,CAAC;QAC1B,GAAG,CAAC,GAAG,CAAC,GAAG,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC;IACvD,CAAC;IACD,OAAO,GAAG,CAAC;AACb,CAAC;AAED,iFAAiF;AACjF,MAAM,UAAU,IAAI,CAAC,MAAmB,EAAE,GAAW,EAAE,QAAgB;IACrE,MAAM,KAAK,GAAG,MAAM,CAAC,GAAG,CAAC,CAAC;IAC1B,OAAO,OAAO,KAAK,KAAK,QAAQ,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,QAAQ,CAAC;AACtD,CAAC;AAED,mEAAmE;AACnE,MAAM,UAAU,IAAI,CAAC,MAAmB,EAAE,GAAW;IACnD,OAAO,MAAM,CAAC,GAAG,CAAC,KAAK,IAAI,CAAC;AAC9B,CAAC;AAED;;;;;GAKG;AACH,MAAM,UAAU,KAAK,CAAC,MAAmB,EAAE,GAAW;IACpD,MAAM,IAAI,GAAG,MAAM,CAAC,GAAG,CAAC,CAAC;IACzB,IAAI,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC;QAAE,OAAO,IAAI,CAAC;IACrC,MAAM,IAAI,GAAiB,EAAE,CAAC;IAC9B,MAAM,CAAC,GAAG,CAAC,GAAG,IAAI,CAAC;IACnB,OAAO,IAAI,CAAC;AACd,CAAC;AAED;;;;;;;GAOG;AACH,MAAM,UAAU,IAAI,CAAC,MAAmB,EAAE,GAAW;IACnD,MAAM,KAAK,GAAG,MAAM,CAAC,GAAG,CAAC,CAAC;IAC1B,OAAO,OAAO,KAAK,KAAK,QAAQ,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,IAAI,CAAC;AAClD,CAAC"}

package/dist/core/stdlib/volatility/measures.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"measures.d.ts","sourceRoot":"","sources":["../../../../src/core/stdlib/volatility/measures.ts"],"names":[],"mappings":"AAAA;;;;;;;GAOG;AACH,OAAO,KAAK,EAAE,GAAG,EAAE,MAAM,EAAE,WAAW,EAAE,IAAI,EAAE,KAAK,EAAE,MAAM,oBAAoB,CAAC;AAIhF,OAAO,KAAK,EAAE,GAAG,EAAE,MAAM,YAAY,CAAC;AAItC;;;;;;;;;;;;;;GAcG;AACH,wBAAgB,QAAQ,CACtB,KAAK,EAAE,WAAW,EAClB,GAAG,EAAE,MAAM,EACX,GAAG,EAAE,GAAG,EACR,GAAG,EAAE,MAAM,GAAG,IAAI,GACjB,KAAK,CAUP;AAED,6BAA6B;AAC7B,wBAAgB,QAAQ,CAAC,GAAG,SAAK,GAAG,IAAI,CAAC,GAAG,EAAE,KAAK,CAAC,CAEnD;AAED,sCAAsC;AACtC,wBAAgB,IAAI,CAAC,IAAI,EAAE,SAAS,GAAG,EAAE,EAAE,GAAG,SAAK,GAAG,KAAK,EAAE,CAE5D;AAED;;;;;;;;;;;GAWG;AACH,wBAAgB,MAAM,CACpB,KAAK,EAAE,WAAW,EAClB,GAAG,EAAE,MAAM,EACX,KAAK,EAAE,KAAK,EACZ,GAAG,EAAE,MAAM,GAAG,IAAI,EAClB,cAAc,EAAE,MAAM,GAAG,IAAI,GAC5B,KAAK,CASP;AAED,gDAAgD;AAChD,wBAAgB,MAAM,CAAC,GAAG,SAAK,EAAE,cAAc,SAAM,GAAG,IAAI,CAAC,KAAK,EAAE,KAAK,CAAC,CAEzE;AAED,0DAA0D;AAC1D,wBAAgB,EAAE,CAAC,GAAG,EAAE,MAAM,EAAE,GAAG,SAAK,EAAE,cAAc,SAAM,GAAG,KAAK,EAAE,CAEvE"}
+{"version":3,"file":"measures.d.ts","sourceRoot":"","sources":["../../../../src/core/stdlib/volatility/measures.ts"],"names":[],"mappings":"AAAA;;;;;;;GAOG;AACH,OAAO,KAAK,EAAE,GAAG,EAAE,MAAM,EAAE,WAAW,EAAE,IAAI,EAAE,KAAK,EAAE,MAAM,oBAAoB,CAAC;AAKhF,OAAO,KAAK,EAAE,GAAG,EAAE,MAAM,YAAY,CAAC;AAItC;;;;;;;;;;;;;;GAcG;AACH,wBAAgB,QAAQ,CACtB,KAAK,EAAE,WAAW,EAClB,GAAG,EAAE,MAAM,EACX,GAAG,EAAE,GAAG,EACR,GAAG,EAAE,MAAM,GAAG,IAAI,GACjB,KAAK,CAWP;AAED,6BAA6B;AAC7B,wBAAgB,QAAQ,CAAC,GAAG,SAAK,GAAG,IAAI,CAAC,GAAG,EAAE,KAAK,CAAC,CAEnD;AAED,sCAAsC;AACtC,wBAAgB,IAAI,CAAC,IAAI,EAAE,SAAS,GAAG,EAAE,EAAE,GAAG,SAAK,GAAG,KAAK,EAAE,CAE5D;AAED;;;;;;;;;;;GAWG;AACH,wBAAgB,MAAM,CACpB,KAAK,EAAE,WAAW,EAClB,GAAG,EAAE,MAAM,EACX,KAAK,EAAE,KAAK,EACZ,GAAG,EAAE,MAAM,GAAG,IAAI,EAClB,cAAc,EAAE,MAAM,GAAG,IAAI,GAC5B,KAAK,CASP;AAED,gDAAgD;AAChD,wBAAgB,MAAM,CAAC,GAAG,SAAK,EAAE,cAAc,SAAM,GAAG,IAAI,CAAC,KAAK,EAAE,KAAK,CAAC,CAEzE;AAED,0DAA0D;AAC1D,wBAAgB,EAAE,CAAC,GAAG,EAAE,MAAM,EAAE,GAAG,SAAK,EAAE,cAAc,SAAM,GAAG,KAAK,EAAE,CAEvE"}

package/dist/core/stdlib/volatility/measures.js

@@ -1,5 +1,6 @@
 import { NONE, fold, isPresent, result, tailOf } from '../values/index.js';
 import { extremeStep, historyStep, sumStep } from '../series/index.js';
+import { log, log10 } from '../maths/index.js';
 import { gapOf, trueRangeOf } from './range.js';
 import { stdevStep } from './deviation.js';
 /**
@@ -26,10 +27,11 @@ export function chopStep(state, key, gap, len) {
     if (!isPresent(distance) || !isPresent(upper) || !isPresent(lower))
         return NONE;
     const span = upper - lower;
-    const scale = Math.log10(len);
-    if (!(span > 0) || !(distance > 0) || scale === 0)
+    const scale = log10(len);
+    if (!(span > 0) || !(distance > 0) || !isPresent(scale) || scale === 0)
         return NONE;
-    return result((100 * Math.log10(distance / span)) / scale);
+    const travelled = log10(distance / span);
+    return isPresent(travelled) ? result((100 * travelled) / scale) : NONE;
 }
 /** `chop(len)` as a tail. */
 export function chopTail(len = 14) {
@@ -55,7 +57,7 @@ export function hvStep(state, key, value, len, periodsPerYear) {
     const previous = historyStep(state, `${key}h`, value, 1);
     let logReturn = NONE;
     if (isPresent(value) && isPresent(previous) && value > 0 && previous > 0) {
-        logReturn = result(Math.log(value / previous));
+        logReturn = log(value / previous);
     }
     const deviation = stdevStep(state, `${key}q`, logReturn, len, false);
     if (!isPresent(deviation) || periodsPerYear === null || !(periodsPerYear > 0))

package/dist/core/stdlib/volatility/measures.js.map

@@ -1 +1 @@
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package/dist/core/version/version.generated.d.ts

@@ -1,5 +1,5 @@
 /** This build's package version. The release refuses to publish unless the tag, the manifest and this agree. */
-export declare const VERSION = "0.6.0";
+export declare const VERSION = "0.7.0";
 /**
  * The compiled program format this compiler emits.
  *

package/dist/core/version/version.generated.js

@@ -3,7 +3,7 @@
 // VERSION comes from package.json and COMPILED_FORMAT_VERSION from
 // spec/compiled-program.md, so neither can drift from the thing it names.
 /** This build's package version. The release refuses to publish unless the tag, the manifest and this agree. */
-export const VERSION = "0.6.0";
+export const VERSION = "0.7.0";
 /**
  * The compiled program format this compiler emits.
  *

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "openalgo-script",
-  "version": "0.6.0",
+  "version": "0.7.0",
   "description": "An open trading language. Write a study or a strategy once, plot it, backtest it, trade it.",
   "keywords": [
     "trading",
@@ -50,6 +50,14 @@
     "src"
   ],
   "scripts": {
+    "audit:stateful": "node --disallow-code-generation-from-strings scripts/check-stateful-numerics.mjs",
+    "audit:stateful:report": "node --disallow-code-generation-from-strings scripts/check-stateful-numerics.mjs --report-only",
+    "audit:stateless": "node --disallow-code-generation-from-strings scripts/check-stateless-numerics.mjs",
+    "audit:stateless:report": "node --disallow-code-generation-from-strings scripts/check-stateless-numerics.mjs --report-only",
+    "audit:varying": "node --disallow-code-generation-from-strings scripts/check-varying-numerics.mjs",
+    "audit:varying:report": "node --disallow-code-generation-from-strings scripts/check-varying-numerics.mjs --report-only",
+    "audit:numerics": "npm run test:audit && npm run audit:stateful && npm run audit:stateless && npm run audit:varying",
+    "test:audit": "node --disallow-code-generation-from-strings --test scripts/test-stateful-numerics.mjs scripts/test-stateless-numerics.mjs scripts/test-varying-numerics.mjs",
     "check:names": "node --disallow-code-generation-from-strings scripts/check-names.mjs",
     "check:no-eval": "npm run build && npm run build:test && node --disallow-code-generation-from-strings scripts/check-no-eval.mjs",
     "check:examples": "node --disallow-code-generation-from-strings scripts/check-examples.mjs",

package/src/core/engine/channels.ts

@@ -29,7 +29,7 @@ import type { Span } from '../span/index.js';
 import type { Effect } from './library/index.js';
 import type { Channel } from './types.js';
 import type { Value } from './values/index.js';
-import { ABSENT } from './values/index.js';
+import { ABSENT, storedValue } from './values/index.js';
 
 /** A library call with an effect, held until the bar is decided. */
 export interface PendingEffect {
@@ -89,7 +89,7 @@ export class Channels {
 
   /** `EMIT`: the last write on a bar is the one that counts. */
   write(channel: number, value: Value): void {
-    this.current[channel] = value;
+    this.current[channel] = storedValue(value);
   }
 
   read(channel: number): Value {

package/src/core/engine/engine.ts

@@ -55,7 +55,7 @@ import type { BarColumns } from './bar-source.js';
 import { barMinutesOf } from './timeframe.js';
 import { RequestSet } from './requests.js';
 import type { Value } from './values/index.js';
-import { Heap } from './values/index.js';
+import { Heap, storedValue } from './values/index.js';
 import { drawingsIn } from './drawings.js';
 import type { Drawing } from './drawings.js';
 import type { BarResult, RunResult } from './results.js';
@@ -383,8 +383,8 @@ export class Engine {
       // Step 5. An input's value and a grid's handle land in their slots here,
       // and nothing is resolved: that happened once, at load.
       for (const input of this.inputs) {
-        slots[input.slot] =
-          input.field === undefined ? input.value : barField(input.field, bar, this.facts);
+        slots[input.slot] = storedValue(
+          input.field === undefined ? input.value : barField(input.field, bar, this.facts));
       }
       this.grids.fill(slots);
 

package/src/core/engine/library/maths.ts

@@ -44,7 +44,7 @@ import {
   toRadians,
   trunc,
 } from '../../stdlib/index.js';
-import { isNumber } from '../values/index.js';
+import { isNumber, storedValue } from '../values/index.js';
 import { entry, numberAt, valueAt, wholeAt } from './binding.js';
 import type { ManifestEntry } from './binding.js';
 
@@ -125,7 +125,7 @@ export const MATHS_ENTRIES: readonly ManifestEntry[] = [
   entry('isNone', 'x', (_ctx, args) => valueAt(args, 0) === null),
   entry('orElse', 'x fallback', (_ctx, args) => {
     const value = valueAt(args, 0);
-    return value === null ? valueAt(args, 1) : value;
+    return storedValue(value === null ? valueAt(args, 1) : value);
   }),
   // `toBool(x)`: absence to false, a bool to itself. A number is a type error
   // the checker refuses, so an engine that reaches one is looking at a program

package/src/core/engine/machine.ts

@@ -62,7 +62,7 @@ import type { Ops } from './operations.js';
 import type { Registers } from './registers.js';
 import type { CompiledProgram, Instruction, Position } from './types.js';
 import type { Heap, Value } from './values/index.js';
-import { ABSENT, reference } from './values/index.js';
+import { ABSENT, reference, storedValue } from './values/index.js';
 
 /** Everything the interpreter is handed once, at load. */
 export interface MachineParts {
@@ -201,7 +201,7 @@ export class Machine {
 
       switch (instruction[0]) {
         case 'CONST':
-          stack.push(constantValueOf(this.parts.program.consts[instruction[1] as number]));
+          stack.push(storedValue(constantValueOf(this.parts.program.consts[instruction[1] as number])));
           break;
         case 'DUP':
           stack.push(stack[stack.length - 1] ?? ABSENT);
@@ -213,7 +213,7 @@ export class Machine {
           stack.push(frame.slots[instruction[1] as number] ?? ABSENT);
           break;
         case 'STORE':
-          frame.slots[instruction[1] as number] = pop(stack);
+          frame.slots[instruction[1] as number] = storedValue(pop(stack));
           break;
         case 'CELL_INIT':
           if (memory.initialise(frame.cellBase + (instruction[1] as number))) {
@@ -405,7 +405,7 @@ export class Machine {
 
     this.ctx.state =
       state < 0 ? NO_STATE : this.parts.memory.region(this.frame.stateBase + state);
-    stack.push(of.call(this.ctx, args));
+    stack.push(storedValue(of.call(this.ctx, args)));
   }
 
   /** `CALL_FN`: everything it needs is in the call site, 4.10. */
@@ -424,7 +424,7 @@ export class Machine {
       call.series,
       fnPositions[call.fn] ?? [],
     );
-    for (let i = 0; i < args.length; i += 1) frame.slots[i] = args[i] ?? ABSENT;
+    for (let i = 0; i < args.length; i += 1) frame.slots[i] = storedValue(args[i] ?? ABSENT);
     this.callers.push(this.frame);
     this.frame = frame;
   }

package/src/core/engine/memory.ts

@@ -27,7 +27,7 @@ import type { StateRecord } from './library/index.js';
 import { copyState } from './library/index.js';
 import type { Cell, StateRegion } from './types.js';
 import type { Value } from './values/index.js';
-import { ABSENT } from './values/index.js';
+import { ABSENT, storedValue } from './values/index.js';
 
 interface CellSnapshot {
   readonly value: Value;
@@ -71,7 +71,7 @@ export class Memory {
 
   store(cell: number, value: Value): void {
     this.recordCell(cell);
-    this.values[cell] = value;
+    this.values[cell] = storedValue(value);
   }
 
   /** The region a `CALL_LIB` names, created on first use and kept across bars. */

package/src/core/engine/registers.ts

@@ -19,7 +19,7 @@
  * reaches the array.
  */
 import type { Value } from './values/index.js';
-import { ABSENT } from './values/index.js';
+import { ABSENT, storedValue } from './values/index.js';
 
 export class Registers {
   private readonly histories: Value[][];
@@ -51,7 +51,7 @@ export class Registers {
   }
 
   set(register: number, value: Value): void {
-    this.current[register] = value;
+    this.current[register] = storedValue(value);
   }
 
   /** `SLOAD`: the register's value for the bar being executed. */

package/src/core/engine/values/index.ts

@@ -18,6 +18,7 @@ export {
   isString,
   numberValue,
   reference,
+  storedValue,
   tagOf,
   valuesEqual,
 } from './value.js';

package/src/core/engine/values/value.ts

@@ -89,6 +89,11 @@ export function numberValue(x: number): Value {
   return x === 0 ? 0 : x;
 }
 
+/** Normalise numeric zero at a store or identity result, preserving every other tag. */
+export function storedValue(value: Value): Value {
+  return typeof value === 'number' && value === 0 ? 0 : value;
+}
+
 /** The name of a value's tag, for a diagnostic that has to say what it found. */
 export function tagOf(value: Value): string {
   if (value === null) return 'none';