openalgo-script 0.6.0 → 0.7.1

package/dist/core/stdlib/averages/exponential.js

@@ -1,9 +1,7 @@
 import { NONE, fold, isPresent, result, smoothed, tailOf } from '../values/index.js';
 /** `ema(src, len)`: exponential mean, weight `2 / (len + 1)`, from bar `len - 1`. */
 export function emaStep(state, key, value, len) {
-    if (len === null)
-        return NONE;
-    const weight = 2 / (len + 1);
+    const weight = len === null ? 0 : 2 / (len + 1);
     const rest = 1 - weight;
     return smoothed(state, key, len, value, (previous, next) => next * weight + previous * rest);
 }
@@ -17,9 +15,8 @@ export function ema(src, len) {
 }
 /** `rma(src, len)`: the smoothing the classic oscillators use, from bar `len - 1`. */
 export function rmaStep(state, key, value, len) {
-    if (len === null)
-        return NONE;
-    return smoothed(state, key, len, value, (previous, next) => (previous * (len - 1) + next) / len);
+    const span = len ?? 1;
+    return smoothed(state, key, len, value, (previous, next) => (previous * (span - 1) + next) / span);
 }
 /** `rma(src, len)` as a tail. */
 export function rmaTail(len) {

package/dist/core/stdlib/averages/exponential.js.map

@@ -1 +1 @@
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package/dist/core/stdlib/averages/gaussian.d.ts

@@ -0,0 +1,15 @@
+interface Kernel {
+    readonly weights: readonly number[];
+    readonly norm: number;
+}
+/** Internal cache with independently bounded entry and coefficient counts. */
+export declare class GaussianCache {
+    private readonly entries;
+    private count;
+    get size(): number;
+    get coefficients(): number;
+    get(length: number, offset: number, sigma: number): Kernel | null;
+}
+export declare function gaussianWeights(length: number, offset: number, sigma: number): Kernel | null;
+export {};
+//# sourceMappingURL=gaussian.d.ts.map

package/dist/core/stdlib/averages/gaussian.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"gaussian.d.ts","sourceRoot":"","sources":["../../../../src/core/stdlib/averages/gaussian.ts"],"names":[],"mappings":"AAGA,UAAU,MAAM;IAAG,QAAQ,CAAC,OAAO,EAAE,SAAS,MAAM,EAAE,CAAC;IAAC,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAA;CAAE;AAO/E,8EAA8E;AAC9E,qBAAa,aAAa;IACxB,OAAO,CAAC,QAAQ,CAAC,OAAO,CAA6B;IACrD,OAAO,CAAC,KAAK,CAAK;IAClB,IAAI,IAAI,IAAI,MAAM,CAA8B;IAChD,IAAI,YAAY,IAAI,MAAM,CAAuB;IAEjD,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,GAAG,MAAM,GAAG,IAAI;CA6BlE;AAGD,wBAAgB,eAAe,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,GAAG,MAAM,GAAG,IAAI,CAE5F"}

package/dist/core/stdlib/averages/gaussian.js

@@ -0,0 +1,55 @@
+/** Pure immutable Gaussian coefficients, outside all checkpoint state. */
+import { exp } from '../maths/index.js';
+const view = new DataView(new ArrayBuffer(8));
+function keyOf(value) {
+    view.setFloat64(0, value);
+    return view.getBigUint64(0).toString(16);
+}
+/** Internal cache with independently bounded entry and coefficient counts. */
+export class GaussianCache {
+    entries = new Map();
+    count = 0;
+    get size() { return this.entries.size; }
+    get coefficients() { return this.count; }
+    get(length, offset, sigma) {
+        if (!Number.isFinite(offset) || !Number.isFinite(sigma) || !(sigma > 0))
+            return null;
+        const key = `${keyOf(length)}/${keyOf(offset)}/${keyOf(sigma)}`;
+        const held = this.entries.get(key);
+        if (held !== undefined)
+            return held;
+        const peak = offset * (length - 1), spread = length / sigma;
+        const denominator = (2 * spread) * spread;
+        if (denominator === 0)
+            return null;
+        const weights = [];
+        let norm = 0;
+        for (let position = 0; position < length; position++) {
+            const gap = position - peak, exponent = -(gap * gap) / denominator;
+            // Internal limiting weight; the public exp still rejects infinities.
+            const weight = exponent === -Infinity ? 0 : exp(exponent);
+            if (typeof weight !== 'number')
+                return null;
+            weights.push(weight);
+            norm += weight;
+        }
+        if (norm === 0)
+            return null;
+        const computed = Object.freeze({ weights: Object.freeze(weights), norm });
+        if (length <= 4096) {
+            while (this.entries.size >= 8 || this.count + length > 4096) {
+                const oldest = this.entries.keys().next().value;
+                this.count -= this.entries.get(oldest).weights.length;
+                this.entries.delete(oldest);
+            }
+            this.entries.set(key, computed);
+            this.count += length;
+        }
+        return computed;
+    }
+}
+const cache = new GaussianCache();
+export function gaussianWeights(length, offset, sigma) {
+    return cache.get(length, offset, sigma);
+}
+//# sourceMappingURL=gaussian.js.map

package/dist/core/stdlib/averages/gaussian.js.map

@@ -0,0 +1 @@
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package/dist/core/stdlib/averages/shaped.d.ts

@@ -29,12 +29,8 @@ export declare function hma(src: Series, len: number): Value[];
  * `offset` slides the kernel's peak between lag and smoothness and `sigma` sets
  * how sharply it falls away.
  *
- * The kernel depends only on the position in the lookback, so it could be built
- * once; it is rebuilt each bar instead, because the region 2.11 requires holds
- * numbers and queues and not a cached array of weights, and a step that reads
- * its own arguments every bar is the only form an engine can drive. The
- * accumulation is over the lookback in index order either way, so the number is
- * the same one.
+ * A bounded pure cache holds immutable coefficients keyed by the current
+ * parameters. Source observations remain exclusively in the copyable region.
  */
 export declare function almaStep(state: StateRecord, key: string, value: Value, len: number | null, offset: number | null, sigma: number | null): Value;
 /** `alma(src, len, offset, sigma)` as a tail. */

package/dist/core/stdlib/averages/shaped.d.ts.map

@@ -1 +1 @@
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package/dist/core/stdlib/averages/shaped.js

@@ -1,6 +1,7 @@
 import { NONE, fold, isLength, isPresent, result, ring, tailOf, } from '../values/index.js';
 import { roundHalfAway } from '../maths/index.js';
 import { wmaStep } from './simple.js';
+import { gaussianWeights } from './gaussian.js';
 /**
  * `hma(src, len)`: from bar `len + round(sqrt(len)) - 2`.
  *
@@ -15,10 +16,8 @@ import { wmaStep } from './simple.js';
  * settles it. This is recorded as a gap rather than presented as a reading.
  */
 export function hmaStep(state, key, value, len) {
-    if (len === null)
-        return NONE;
-    const half = Math.max(1, Math.floor(len / 2));
-    const outer = Math.max(1, roundHalfAway(Math.sqrt(len)));
+    const half = len === null ? null : Math.max(1, Math.floor(len / 2));
+    const outer = len === null ? null : Math.max(1, roundHalfAway(Math.sqrt(len)));
     const near = wmaStep(state, `${key}f`, value, half);
     const far = wmaStep(state, `${key}s`, value, len);
     const raw = isPresent(near) && isPresent(far) ? result(2 * near - far) : NONE;
@@ -38,12 +37,8 @@ export function hma(src, len) {
  * `offset` slides the kernel's peak between lag and smoothness and `sigma` sets
  * how sharply it falls away.
  *
- * The kernel depends only on the position in the lookback, so it could be built
- * once; it is rebuilt each bar instead, because the region 2.11 requires holds
- * numbers and queues and not a cached array of weights, and a step that reads
- * its own arguments every bar is the only form an engine can drive. The
- * accumulation is over the lookback in index order either way, so the number is
- * the same one.
+ * A bounded pure cache holds immutable coefficients keyed by the current
+ * parameters. Source observations remain exclusively in the copyable region.
  */
 export function almaStep(state, key, value, len, offset, sigma) {
     const lookback = ring(state, key, len);
@@ -54,19 +49,10 @@ export function almaStep(state, key, value, len, offset, sigma) {
         return NONE;
     if (!(sigma > 0) || !isLength(len))
         return NONE;
-    const peak = offset * (len - 1);
-    const spread = len / sigma;
-    const weights = [];
-    let norm = 0;
-    // Index order: position 0 is the oldest bar in the lookback.
-    for (let position = 0; position < len; position += 1) {
-        const gap = position - peak;
-        const weight = Math.exp(-(gap * gap) / (2 * spread * spread));
-        weights.push(weight);
-        norm += weight;
-    }
-    if (norm === 0)
+    const kernel = gaussianWeights(len, offset, sigma);
+    if (kernel === null)
         return NONE;
+    const { weights, norm } = kernel;
     let total = 0;
     for (let position = 0; position < len; position += 1) {
         total += lookback.at(len - 1 - position) * weights[position];

package/dist/core/stdlib/averages/shaped.js.map

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package/dist/core/stdlib/maths/arithmetic.d.ts.map

@@ -1 +1 @@
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package/dist/core/stdlib/maths/arithmetic.js

@@ -57,7 +57,8 @@ export function isNone(x) {
 }
 /** `x` when present, `fallback` when absent. */
 export function orElse(x, fallback) {
-    return isPresent(x) ? x : fallback;
+    const value = isPresent(x) ? x : fallback;
+    return value === 0 ? 0 : value;
 }
 /** `toBool(x)`: absence to false, a bool to itself. Numbers are a type error. */
 export function boolOf(x) {

package/dist/core/stdlib/maths/arithmetic.js.map

@@ -1 +1 @@
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package/dist/core/stdlib/maths/elementary.d.ts

@@ -1,24 +1,7 @@
 /**
- * Square root, the logarithms, the powers and the trigonometry.
- *
- * **A gap, stated here rather than discovered later.**
- * `compiled-program.md` section 8.3 requires that the transcendental functions
- * not use the platform's own maths library, because a platform implementation
- * is correct to within an ulp or so and differs between platforms in the last
- * bit, which this project has declared a release blocker. It names the portable
- * reference algorithm as living in the library manifest. **That manifest does
- * not exist yet**, so there is nothing to implement against, and the functions
- * below call the host until it does. Everything in this file except `sqrt` is
- * therefore portable in value but not yet guaranteed in the last bit.
- *
- * `sqrt` is the exception and is not affected: IEEE-754 requires it to be
- * correctly rounded, so every conforming platform returns the same bits.
- *
- * The consequence is worth stating plainly, because it decides what is safe to
- * gate on today. Of the five gate studies, EMA, RSI, MACD, Bollinger Bands and
- * Supertrend, four use only addition, subtraction, multiplication and division,
- * and Bollinger Bands adds `sqrt`. None of them reaches this file's uncertain
- * half. The functions that do are `alma` (exp), `hv` (log) and `chop` (log10).
+ * Elementary functions. Hypotenuse and exp/log use sections 20.10.1 and
+ * 20.10.2; power and trigonometry use sections 20.10.3 and 20.10.4.
+ * Square root uses its correctly rounded host operation.
  */
 import type { Value } from '../values/index.js';
 /**

package/dist/core/stdlib/maths/elementary.d.ts.map

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package/dist/core/stdlib/maths/elementary.js

@@ -1,4 +1,8 @@
 import { NONE, isPresent, result } from '../values/index.js';
+import { hypotenuse } from './hypot.js';
+import { transcendental } from './transcendental.js';
+import { power } from './power.js';
+import { trigonometric } from './trigonometric.js';
 /**
  * `sqrt(x)`: square root, absent below zero.
  *
@@ -14,29 +18,29 @@ export function sqrt(x) {
 export function pow(x, y) {
     if (!isPresent(x) || !isPresent(y))
         return NONE;
-    return result(Math.pow(x, y));
+    return power(x, y);
 }
 /** `exp(x)`: e to the power x. */
 export function exp(x) {
-    return isPresent(x) ? result(Math.exp(x)) : NONE;
+    return isPresent(x) ? transcendental('exp', x) : NONE;
 }
 /** `log(x)`: natural logarithm, absent at or below zero. */
 export function log(x) {
     if (!isPresent(x) || x <= 0)
         return NONE;
-    return result(Math.log(x));
+    return transcendental('log', x);
 }
 /** `log10(x)`: base ten logarithm, absent at or below zero. */
 export function log10(x) {
     if (!isPresent(x) || x <= 0)
         return NONE;
-    return result(Math.log10(x));
+    return transcendental('log10', x);
 }
 /** `math.log2(x)`: base two logarithm, absent at or below zero. */
 export function log2(x) {
     if (!isPresent(x) || x <= 0)
         return NONE;
-    return result(Math.log2(x));
+    return transcendental('log2', x);
 }
 /** The circle constant. */
 export const PI = Math.PI;
@@ -46,7 +50,7 @@ export const E = Math.E;
 export function hypot(x, y) {
     if (!isPresent(x) || !isPresent(y))
         return NONE;
-    return result(Math.hypot(x, y));
+    return hypotenuse(x, y);
 }
 /** `math.toDegrees(x)`: radians to degrees. */
 export function toDegrees(x) {
@@ -58,36 +62,36 @@ export function toRadians(x) {
 }
 /** `math.sin(x)`: sine of an angle in radians. */
 export function sin(x) {
-    return isPresent(x) ? result(Math.sin(x)) : NONE;
+    return isPresent(x) ? trigonometric('sin', x) : NONE;
 }
 /** `math.cos(x)`: cosine. */
 export function cos(x) {
-    return isPresent(x) ? result(Math.cos(x)) : NONE;
+    return isPresent(x) ? trigonometric('cos', x) : NONE;
 }
 /** `math.tan(x)`: tangent. */
 export function tan(x) {
-    return isPresent(x) ? result(Math.tan(x)) : NONE;
+    return isPresent(x) ? trigonometric('tan', x) : NONE;
 }
 /** `math.asin(x)`: inverse sine, absent outside -1 to 1. */
 export function asin(x) {
     if (!isPresent(x) || x < -1 || x > 1)
         return NONE;
-    return result(Math.asin(x));
+    return trigonometric('asin', x);
 }
 /** `math.acos(x)`: inverse cosine, absent outside -1 to 1. */
 export function acos(x) {
     if (!isPresent(x) || x < -1 || x > 1)
         return NONE;
-    return result(Math.acos(x));
+    return trigonometric('acos', x);
 }
 /** `math.atan(x)`: inverse tangent. */
 export function atan(x) {
-    return isPresent(x) ? result(Math.atan(x)) : NONE;
+    return isPresent(x) ? trigonometric('atan', x) : NONE;
 }
 /** `math.atan2(y, x)`: angle of a vector, correct in all four quadrants. */
 export function atan2(y, x) {
     if (!isPresent(y) || !isPresent(x))
         return NONE;
-    return result(Math.atan2(y, x));
+    return trigonometric('atan2', y, x);
 }
 //# sourceMappingURL=elementary.js.map

package/dist/core/stdlib/maths/elementary.js.map

@@ -1 +1 @@
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package/dist/core/stdlib/maths/hypot.d.ts

@@ -0,0 +1,8 @@
+/** A power-of-two upper bound makes integer Newton steps decrease to the floor. */
+export declare function integerSqrt(value: bigint): bigint;
+/**
+ * Keep the squared sum exact, then compare against a squared rounding midpoint.
+ * Binary64 input widths bound every temporary integer to fewer than 4,200 bits.
+ */
+export declare function hypotenuse(x: number, y: number): number | null;
+//# sourceMappingURL=hypot.d.ts.map

package/dist/core/stdlib/maths/hypot.d.ts.map

@@ -0,0 +1 @@
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package/dist/core/stdlib/maths/hypot.js

@@ -0,0 +1,68 @@
+/** Exact two-argument hypotenuse, `stdlib.md` section 20.10.1. */
+const view = new DataView(new ArrayBuffer(8));
+const LEADING = 1n << 52n;
+const FRACTION = LEADING - 1n;
+function parts(value) {
+    view.setFloat64(0, Math.abs(value), false);
+    const encoded = view.getBigUint64(0, false);
+    const exponent = Number(encoded >> 52n);
+    return {
+        significand: (encoded & FRACTION) | (exponent === 0 ? 0n : LEADING),
+        exponent: exponent === 0 ? -1074 : exponent - 1075,
+    };
+}
+function decode(encoded) {
+    view.setBigUint64(0, encoded, false);
+    return view.getFloat64(0, false);
+}
+/** A power-of-two upper bound makes integer Newton steps decrease to the floor. */
+export function integerSqrt(value) {
+    if (value < 2n)
+        return value;
+    let before = 1n << BigInt(Math.ceil(value.toString(2).length / 2));
+    for (;;) {
+        const next = (before + value / before) >> 1n;
+        if (next >= before)
+            return before;
+        before = next;
+    }
+}
+/**
+ * Keep the squared sum exact, then compare against a squared rounding midpoint.
+ * Binary64 input widths bound every temporary integer to fewer than 4,200 bits.
+ */
+export function hypotenuse(x, y) {
+    if (!Number.isFinite(x) || !Number.isFinite(y))
+        return null;
+    if (x === 0)
+        return Math.abs(y);
+    if (y === 0)
+        return Math.abs(x);
+    const a = parts(x);
+    const b = parts(y);
+    const exponent = Math.min(a.exponent, b.exponent);
+    const square = (a.significand * a.significand << BigInt(2 * (a.exponent - exponent))) +
+        (b.significand * b.significand << BigInt(2 * (b.exponent - exponent)));
+    const top = square.toString(2).length - 1;
+    let spacing = Math.max(-1074, exponent + Math.floor(top / 2) - 52);
+    const shift = exponent - spacing;
+    const numerator = shift < 0 ? square : square << BigInt(2 * shift);
+    const denominator = shift < 0 ? 1n << BigInt(-2 * shift) : 1n;
+    let significand = integerSqrt(numerator / denominator);
+    const midpoint = 2n * significand + 1n;
+    const comparison = 4n * numerator - denominator * midpoint * midpoint;
+    if (comparison > 0n || comparison === 0n && (significand & 1n) !== 0n)
+        significand += 1n;
+    if (significand >= 2n * LEADING) {
+        significand >>= 1n;
+        spacing += 1;
+    }
+    // Encoding after rounding avoids a second rounding through a floating scale.
+    if (significand < LEADING)
+        return decode(significand);
+    const encodedExponent = spacing + 1075;
+    if (encodedExponent >= 2047)
+        return null;
+    return decode(BigInt(encodedExponent) << 52n | (significand - LEADING));
+}
+//# sourceMappingURL=hypot.js.map

package/dist/core/stdlib/maths/hypot.js.map

@@ -0,0 +1 @@
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package/dist/core/stdlib/maths/power.d.ts

@@ -0,0 +1,3 @@
+/** Internal kernel; a lower starting precision exposes refinement to tests. */
+export declare function power(base: number, exponent: number, initialPrecision?: number): number | null;
+//# sourceMappingURL=power.d.ts.map

package/dist/core/stdlib/maths/power.d.ts.map

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package/dist/core/stdlib/maths/power.js

@@ -0,0 +1,83 @@
+/** Exact real power rounded once, following section 20.10.3. */
+import { integerSqrt } from './hypot.js';
+import { ceil, exponentialEndpoint, floor, logarithm, parts, rounded } from './transcendental.js';
+function oddParts(value) {
+    let [integer, exponent] = parts(value);
+    while ((integer & 1n) === 0n) {
+        integer >>= 1n;
+        exponent++;
+    }
+    return [integer, exponent];
+}
+/** Undefined requests intervals; null is an exactly determined overflow. */
+function rationalResult(base, exponent) {
+    let [odd, scale] = oddParts(base);
+    let [numerator, shift] = oddParts(exponent);
+    if (shift >= 0)
+        numerator <<= BigInt(shift);
+    else
+        for (; shift < 0; shift++) {
+            if (scale % 2 !== 0)
+                return undefined;
+            const root = integerSqrt(odd);
+            if (root * root !== odd)
+                return undefined;
+            odd = root;
+            scale /= 2;
+        }
+    if (odd === 1n) {
+        const power = BigInt(scale) * numerator * (exponent < 0 ? -1n : 1n);
+        if (power > 1023n)
+            return null;
+        if (power < -1075n)
+            return 0;
+        return rounded(1n, Number(power));
+    }
+    // These exact odd powers include every possible dyadic rounding midpoint.
+    if (exponent > 0 && numerator <= 53n)
+        return rounded(odd ** numerator, scale * Number(numerator));
+    return undefined;
+}
+/** Internal kernel; a lower starting precision exposes refinement to tests. */
+export function power(base, exponent, initialPrecision = 160) {
+    if (!Number.isFinite(base) || !Number.isFinite(exponent))
+        return null;
+    if (exponent === 0)
+        return 1;
+    if (base === 0)
+        return exponent > 0 ? 0 : null;
+    if (base < 0 && !Number.isInteger(exponent))
+        return null;
+    const sign = base < 0 && exponent % 2 !== 0 ? -1 : 1;
+    const magnitude = Math.abs(base);
+    if (magnitude === 1)
+        return sign;
+    const signed = (value) => value === null ? null : value === 0 ? 0 : sign * value;
+    const exact = rationalResult(magnitude, exponent);
+    if (exact !== undefined)
+        return signed(exact);
+    const [multiplier, shift] = parts(exponent);
+    for (let precision = Math.max(64, initialPrecision);; precision += 80) {
+        let [low, high] = logarithm(magnitude, precision);
+        low *= multiplier;
+        high *= multiplier;
+        if (shift >= 0) {
+            low <<= BigInt(shift);
+            high <<= BigInt(shift);
+        }
+        else {
+            const divisor = 1n << BigInt(-shift);
+            low = floor(low, divisor);
+            high = ceil(high, divisor);
+        }
+        if (exponent < 0)
+            [low, high] = [-high, -low];
+        const below = exponentialEndpoint(low, precision), above = exponentialEndpoint(high, precision);
+        if (below === undefined || above === undefined)
+            continue;
+        const left = below[0], right = above[1];
+        if (Object.is(left, right))
+            return signed(left);
+    }
+}
+//# sourceMappingURL=power.js.map

package/dist/core/stdlib/maths/power.js.map

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