openpinescript 0.0.0-stage → 0.1.0

package/README.md

@@ -1,3 +1,347 @@
-# Temporary Holding Version
+<div align="center">
 
-This version is a temporary placeholder for this package. An operational version to replace this has been submitted for review and is awaiting a staged release.
+# OpenPineScript
+
+### Run TradingView Pine Script locally — offline, unlimited, and verified against TradingView itself
+
+**Compile Pine Script to JavaScript and execute it on your own OHLCV data.**
+No TradingView account. No cloud. No execution quota. No 500 ms loop timeout.
+
+[![TradingView parity](https://img.shields.io/badge/TradingView_parity-112_columns_×_2%2C474_bars-7B3FE4?style=for-the-badge)](docs/common/CONFORMANCE.md)
+[![Tests](https://img.shields.io/badge/tests-2%2C396_passing-22C55E?style=for-the-badge)](docs/common/CONFORMANCE.md#testing)
+[![Pine Script](https://img.shields.io/badge/Pine_Script-v1_→_v6-F97316?style=for-the-badge)](#-supported-pine-script-versions)
+
+[![License: GPL v3](https://img.shields.io/badge/License-GPLv3-blue.svg?style=flat-square)](LICENSE)
+[![Node](https://img.shields.io/badge/node-≥20-339933.svg?style=flat-square&logo=node.js&logoColor=white)](https://nodejs.org)
+[![TypeScript](https://img.shields.io/badge/TypeScript-3178C6.svg?style=flat-square&logo=typescript&logoColor=white)](https://www.typescriptlang.org/)
+[![Docs corpus](https://img.shields.io/badge/docs_corpus-741%2F763_compile-0EA5E9.svg?style=flat-square)](docs/common/CONFORMANCE.md#parity-763-real-scripts-from-tradingviews-docs)
+
+### [▶ Open Beta: try it in your browser at **zealterminal.com**](https://zealterminal.com) — no install, no CSV
+
+[Docs](https://be-thomas.github.io/OpenPineScript/) · [Try it online](#-try-it-online) · [Quick start](#-quick-start) · [Why](#-why-openpinescript) · [Parity](#-verified-against-tradingview-itself) · [Guides](#-documentation) · [FAQ](#-faq)
+
+</div>
+
+---
+
+**OpenPineScript is an open-source Pine Script engine.** It transpiles TradingView
+Pine Script (`.pine`) to JavaScript and runs it against your own candles — so you
+can **backtest a Pine Script strategy offline**, run a Pine indicator in CI,
+convert Pine Script to JavaScript for embedding elsewhere, or batch-test
+thousands of scripts without touching a browser.
+
+Pine Script **v1, v2, v3, v4, v5 and v6** are implemented, each with its own
+grammar and its own emitter.
+
+```
+=== v4-essential-strategies-00.pine — Summary ===
+Bars processed : 506
+Plots recorded : 1
+
+Performance:
+  Net Profit         +$77.60 (+0.08%)
+  Total Trades       199
+  Win Rate           32.7%  (65W / 55L)
+  Profit Factor      1.134
+  Max Drawdown       0.10%
+  Avg Win / Avg Loss $10.10 / $10.52
+```
+
+<sub>One of TradingView's own documentation examples, unedited, run locally.</sub>
+
+---
+
+## 🌲 Try it online
+
+Not everyone wants to clone a repository to find out whether an engine handles
+their script. **[Zeal Terminal](https://zealterminal.com)** is a charting workspace
+built on OpenPineScript — this engine, compiled to a Web Worker and running
+inside the browser tab.
+
+[![Zeal Terminal: a candlestick chart with Bollinger Bands drawn by a Pine Script v5 indicator, beside the Pine editor showing the script that drew them](https://raw.githubusercontent.com/be-thomas/OpenPineScript/main/images/common/pine-chart.png)](https://zealterminal.com)
+
+<div align="center">
+
+### **[▶ Get Open Beta Access at zealterminal.com](https://zealterminal.com)**
+
+<sub>Open beta — free, and open to anyone with a Google account.</sub>
+
+</div>
+
+Paste a script, press apply, and watch it draw. The engine runs on your own
+machine, so there is no compile queue and no round trip to wait for — the same
+properties this repository gives you at the command line, with a chart attached.
+
+| | |
+|---|---|
+| 💻 **Runs in your browser** | This engine in a Web Worker. Execution is local; nothing is queued on a server. |
+| 📈 **A real chart** | Multi-pane indicators, drawings, a strategy tester, execution logs and a dockable layout. |
+| 🧮 **v1 → v5** | The same five grammars and emitters that are in this repository. |
+| 🆓 **Open Beta, free** | Get Open Beta Access with Google, and the workspace opens. |
+
+Zeal Terminal is a separate product and its workspace is proprietary; **the engine
+underneath it is this repository, GPL-3 and public**, so the arithmetic behind
+any backtest it shows you can be read here rather than taken on trust.
+
+<sub>Screenshot: Bollinger Bands drawn from the Pine source beside it, on sample data.</sub>
+
+---
+
+## ⚡ Quick start
+
+Run any Pine script against a CSV of bars, with nothing to install (Node.js 20 or newer):
+
+```bash
+npx openpinescript my_script.pine --data candles.csv
+```
+
+Use the engine from JavaScript:
+
+```bash
+npm install openpinescript
+```
+
+```js
+import { Session } from "openpinescript";
+```
+
+To work on the engine itself, run it from a clone:
+
+```bash
+git clone https://github.com/be-thomas/OpenPineScript.git
+cd OpenPineScript
+npm install
+```
+
+Then run a bundled example:
+
+```bash
+npm run opsv2 -- examples/v1/sma_crossover.pine --data mock_data/common/AAPL_mock.csv
+```
+
+Or explore interactively:
+
+```bash
+npm run replv2
+```
+
+![OpenPineScript REPL evaluating Pine Script expressions in a terminal session](https://raw.githubusercontent.com/be-thomas/OpenPineScript/main/images/common/repl-1.png)
+
+---
+
+## 🎯 Why OpenPineScript
+
+| | |
+|---|---|
+| 📊 **Numbers you can trust** | 112 indicator, control-flow and broker columns matched **bar for bar** against TradingView's own output. Not against a spec — against the platform. |
+| 🔌 **Completely offline** | Your data, your machine, your loop budget. No account, no quota, no rate limit, no network. |
+| 🗂️ **Six language versions** | v1 → v6, each with its own grammar and emitter, so a v2 script is parsed by a parser that has never heard of `var`. |
+| 🔁 **Pine → JavaScript** | Emit readable JS and embed it anywhere — a worker, a server, a browser, a CI job. |
+| 🤖 **Built for automation** | JSON output, exit codes, input overrides, and a comparison mode that diffs your run against a TradingView export. |
+| 🧪 **3,389 tests** | Differential testing against an independent oracle, a full version matrix, 763 real scripts from TradingView's docs, and the parity suites above. |
+
+---
+
+## 🎖️ Verified against TradingView itself
+
+Most engines are tested against a specification or a reference implementation.
+Neither catches an indicator that is subtly and **consistently** wrong.
+
+So nine harness scripts were run **inside TradingView**, their per-bar output
+copied back out, and replayed here against the same candles:
+
+<div align="center">
+
+### **112 columns · ~2,474 bars each · tolerance 1e-6 · all agree**
+
+</div>
+
+A further **38 indicators** are anchored to values TradingView's own screener
+computed, from a frozen fixture that runs unattended on every commit.
+
+This process found **eleven defects** that every other kind of test had missed —
+including a Parabolic SAR that was the textbook algorithm rather than
+TradingView's, market orders filling a bar early at the wrong price, and a VWAP
+that never reset at session boundaries.
+
+> 📖 **[Read the full conformance report →](docs/common/CONFORMANCE.md)**
+> Every harness, every defect, how the data is collected — and an honest account
+> of [what is *not* covered yet](docs/common/CONFORMANCE.md#what-is-not-covered).
+
+---
+
+## 🗂️ Supported Pine Script versions
+
+The `//@version` annotation selects the language version; a script without one is v1.
+
+| Version | State | What it adds |
+|---------|-------|--------------|
+| **v1** | ✅ Implemented | The base language |
+| **v2** | ✅ Implemented | `:=` |
+| **v3** | ✅ Implemented | A five-item tightening of v2 |
+| **v4** | ✅ Implemented | `var` / `varip`, arrays, drawing objects, the namespace migration |
+| **v5** | ✅ Implemented | `while`, `switch`, user-defined types, methods, libraries, matrices, maps, Pine Logs, the `ta.*` / `math.*` / `str.*` migration |
+| **v6** | ✅ Implemented | The migration guide's rules — strict bools, lazy `and`/`or`, dynamic `for` bounds, negative array indices, margin enforcement, `strategy.exit()` parameter pairs — plus `once`, multiline strings, `request.footprint()`, text formatting, library constants and `sort_field` |
+
+Roughly **270 standard-library names** are implemented, along with the strategy
+broker emulator, multi-timeframe `security()`, and the real-time tick model.
+
+---
+
+## 🛠️ What you can build with it
+
+- **Backtest Pine Script strategies offline** on years of your own data, with no execution cap
+- **Run indicators in CI** and fail a build when a signal changes
+- **Convert Pine Script to JavaScript** and embed it in a product
+- **Batch-screen thousands of scripts** in parallel
+- **Diff against TradingView** with `--compare-dir` to measure agreement on your own script
+- **Put it behind a chart** — [zealterminal.com](https://zealterminal.com) is this engine in a browser tab, in open beta, if you want to see that shape working before you build it
+
+```bash
+npm run opsv2 -- strategy.pine --data data.csv --out-dir ./results --json
+```
+
+> 📖 **[Full CLI reference →](CLI-Usage.md)** — output flags, comparison mode,
+> input overrides, structured output, debug flags.
+
+---
+
+## 📚 Documentation
+
+| Doc | What it answers |
+|---|---|
+| **[Conformance report](docs/common/CONFORMANCE.md)** | How the numbers are verified, what that caught, what is not covered |
+| **[CLI usage](CLI-Usage.md)** | Every flag, with worked examples |
+| **[Architecture](docs/common/ARCHITECTURE.md)** | The compile pipeline and the repository layout |
+| **[Golden-data recipe](conformance/common/golden.md)** | How to collect a new TradingView export |
+| **[Integration guide](docs/common/integration/README.md)** | Embedding the engine in a charting UI: plotting, strategies, live ticks |
+| **[Pine versions](docs/common/VERSIONS.md)** | What each version, v1 to v6, changes and where the engine implements it |
+| **[Deliberate omissions](docs/common/CONFORMANCE.md#restrictions-the-engine-does-not-enforce)** | The TradingView limits and checks the engine does not apply |
+
+---
+
+## ❓ FAQ
+
+<details>
+<summary><b>Is there a chart? Can I see a script actually draw?</b></summary>
+<br>
+
+Yes — at **[zealterminal.com](https://zealterminal.com)**. Zeal Terminal is a charting
+workspace that runs this engine in a Web Worker in your browser: paste a script,
+press apply, and it draws. Nothing to install and no CSV to find.
+
+The workspace itself is a separate, proprietary product. The engine underneath
+it is this repository, GPL-3 and public.
+</details>
+
+<details>
+<summary><b>Can I run Pine Script without a TradingView account?</b></summary>
+<br>
+
+Yes. That is the point of the project. OpenPineScript compiles and executes Pine
+Script entirely on your machine, against CSV data you supply. Nothing is sent
+anywhere and no account is involved.
+</details>
+
+<details>
+<summary><b>Does it support Pine Script v5?</b></summary>
+<br>
+
+Yes — v5 is implemented, including user-defined types, methods, libraries,
+`while`, `switch`, matrices, maps, enums and Pine Logs, along with the `ta.*`,
+`math.*`, `str.*` and `request.*` namespace migration. v1 through v4 are
+implemented too.
+</details>
+
+<details>
+<summary><b>Does it support Pine Script v6?</b></summary>
+<br>
+
+Yes. v6 has its own grammar and emitter, inheriting from v5's, so adding it did
+not change what any v1–v5 script compiles to. It covers TradingView's v6
+migration guide and the release notes through September 2026.
+
+One caveat worth knowing before relying on v6 strategy numbers: the v1–v5
+broker columns are matched against TradingView's own output, and v6's are not
+yet. v6 changes the broker — `strategy.exit()` takes whichever paired level
+triggers first, and margin is enforced by default — and those rules are
+implemented from TradingView's documentation without captured fixtures to check
+them against. The same goes for `request.footprint()`'s Value Area and
+imbalance rules, which the documentation leaves partly unstated.
+</details>
+
+<details>
+<summary><b>Will results match TradingView exactly?</b></summary>
+<br>
+
+Where it has been measured, yes. 112 columns are compared bar for bar against
+output collected from TradingView, at a relative tolerance of 1e-6, and all of
+them agree. That covers roughly a tenth of the standard library, concentrated in
+`ta.*`, `math.*` and `strategy.*` — the
+[conformance report](docs/common/CONFORMANCE.md#what-is-not-covered) says plainly what
+is not covered.
+
+To measure it on *your* script, use `--compare-dir` against a TradingView export.
+</details>
+
+<details>
+<summary><b>Can I use it to backtest a strategy?</b></summary>
+<br>
+
+Yes. `strategy()` scripts run against a broker emulator that models order
+timing, fill prices, gaps, tick rounding and brackets the way TradingView's
+does — each of those rules measured against TradingView's own backtest output
+rather than assumed.
+</details>
+
+<details>
+<summary><b>Is it a Pine Script interpreter or a compiler?</b></summary>
+<br>
+
+A compiler. Pine source is parsed by an ANTLR-generated parser into a syntax
+tree, and a version-specific visitor emits JavaScript, which is then executed
+bar by bar against a runtime that provides the standard library.
+</details>
+
+<details>
+<summary><b>How do I convert Pine Script to JavaScript?</b></summary>
+<br>
+
+`npm run opsv2 -- script.pine --emit-js out.js`, or call `compileScript(src)`
+from `transpiler/common` to get the emitted source back as a string.
+</details>
+
+---
+
+## 🤝 Contributing
+
+The core is developed by a single author and pull requests are not being
+accepted, but **bug reports and feature requests drive the roadmap**. See
+[CONTRIBUTING.md](CONTRIBUTING.md), the [Code of Conduct](CODE_OF_CONDUCT.md),
+and the [Security Policy](SECURITY.md).
+
+Writing a golden-data harness is the single highest-value contribution to the
+project — the [recipe is here](conformance/common/golden.md).
+
+## 📄 License
+
+GNU GPL-3.0. See [LICENSE](LICENSE).
+
+The Pine Script language and TradingView are trademarks of TradingView, Inc.
+This project is not affiliated with or endorsed by TradingView. The examples in
+[`examples/<version>/tradingview-docs/`](examples/common/tradingview-docs/README.md)
+are © TradingView, reproduced verbatim for interoperability testing and not
+covered by the licence above.
+
+---
+
+<div align="center">
+
+**If this saved you a TradingView quota, a ⭐ helps others find it.**
+
+<sub>Keywords: Pine Script, TradingView, Pine Script v5, Pine Script v4, Pine Script compiler,
+Pine Script interpreter, Pine to JavaScript, run Pine Script locally, offline backtesting,
+Pine Script backtest, algorithmic trading, technical analysis library, ANTLR, TypeScript,
+open source trading, trading indicator engine.</sub>
+
+</div>