qntjs-lib 1.0.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/LICENSE +695 -0
- package/README.md +60 -0
- package/dist/arr/arr.d.ts +81 -0
- package/dist/bundle/index.d.ts +1573 -0
- package/dist/bundle/index.js +3169 -0
- package/dist/index.d.ts +4 -0
- package/dist/math/basic.d.ts +174 -0
- package/dist/math/index.d.ts +11 -0
- package/dist/math/linalg.d.ts +36 -0
- package/dist/math/minmax.d.ts +81 -0
- package/dist/math/prod.d.ts +20 -0
- package/dist/math/random.d.ts +22 -0
- package/dist/math/sum.d.ts +26 -0
- package/dist/stats/index.d.ts +10 -0
- package/dist/stats/mean.d.ts +53 -0
- package/dist/stats/quantile.d.ts +42 -0
- package/dist/stats/sampling.d.ts +23 -0
- package/dist/stats/skew.d.ts +26 -0
- package/dist/stats/transforms.d.ts +48 -0
- package/dist/stats/var.d.ts +42 -0
- package/dist/ta/index.d.ts +13 -0
- package/dist/ta/momentum-oscillators/ao.d.ts +11 -0
- package/dist/ta/momentum-oscillators/apo.d.ts +11 -0
- package/dist/ta/momentum-oscillators/aroon.d.ts +11 -0
- package/dist/ta/momentum-oscillators/cmo.d.ts +10 -0
- package/dist/ta/momentum-oscillators/index.d.ts +14 -0
- package/dist/ta/momentum-oscillators/kst.d.ts +29 -0
- package/dist/ta/momentum-oscillators/macd.d.ts +12 -0
- package/dist/ta/momentum-oscillators/mom.d.ts +9 -0
- package/dist/ta/momentum-oscillators/ppo.d.ts +11 -0
- package/dist/ta/momentum-oscillators/roc.d.ts +18 -0
- package/dist/ta/momentum-oscillators/rsi.d.ts +14 -0
- package/dist/ta/momentum-oscillators/stoch.d.ts +14 -0
- package/dist/ta/momentum-oscillators/stochrsi.d.ts +9 -0
- package/dist/ta/momentum-oscillators/ultosc.d.ts +17 -0
- package/dist/ta/momentum-oscillators/wpr.d.ts +12 -0
- package/dist/ta/moving-averages/dema.d.ts +10 -0
- package/dist/ta/moving-averages/ema.d.ts +10 -0
- package/dist/ta/moving-averages/hma.d.ts +10 -0
- package/dist/ta/moving-averages/index.d.ts +11 -0
- package/dist/ta/moving-averages/kama.d.ts +14 -0
- package/dist/ta/moving-averages/rma.d.ts +11 -0
- package/dist/ta/moving-averages/sma.d.ts +11 -0
- package/dist/ta/moving-averages/t3.d.ts +24 -0
- package/dist/ta/moving-averages/tema.d.ts +10 -0
- package/dist/ta/moving-averages/trima.d.ts +9 -0
- package/dist/ta/moving-averages/vwma.d.ts +17 -0
- package/dist/ta/moving-averages/wma.d.ts +11 -0
- package/dist/ta/trend/cci.d.ts +13 -0
- package/dist/ta/trend/di.d.ts +36 -0
- package/dist/ta/trend/dpo.d.ts +10 -0
- package/dist/ta/trend/ichimoku.d.ts +20 -0
- package/dist/ta/trend/index.d.ts +6 -0
- package/dist/ta/trend/psar.d.ts +10 -0
- package/dist/ta/trend/supertrend.d.ts +14 -0
- package/dist/ta/util.d.ts +53 -0
- package/dist/ta/volatility/atr.d.ts +23 -0
- package/dist/ta/volatility/bb.d.ts +11 -0
- package/dist/ta/volatility/bbw.d.ts +10 -0
- package/dist/ta/volatility/donchian.d.ts +11 -0
- package/dist/ta/volatility/index.d.ts +5 -0
- package/dist/ta/volatility/keltner.d.ts +12 -0
- package/dist/ta/volume-money-flow/ad.d.ts +12 -0
- package/dist/ta/volume-money-flow/adosc.d.ts +15 -0
- package/dist/ta/volume-money-flow/index.d.ts +6 -0
- package/dist/ta/volume-money-flow/mfi.d.ts +12 -0
- package/dist/ta/volume-money-flow/obv.d.ts +9 -0
- package/dist/ta/volume-money-flow/pnvi.d.ts +10 -0
- package/dist/ta/volume-money-flow/wad.d.ts +11 -0
- package/dist/untyped/index.d.ts +1194 -0
- package/dist/untyped/index.js +29 -0
- package/package.json +58 -0
|
@@ -0,0 +1,3169 @@
|
|
|
1
|
+
function H(t, n) {
|
|
2
|
+
if (typeof n == "number") {
|
|
3
|
+
const l = t.length, s = new Float64Array(l);
|
|
4
|
+
for (let i = 0; i < l; i++)
|
|
5
|
+
s[i] = t[i] + n;
|
|
6
|
+
return s;
|
|
7
|
+
}
|
|
8
|
+
const r = n, o = Math.min(t.length, r.length), e = new Float64Array(o);
|
|
9
|
+
for (let l = 0; l < o; l++)
|
|
10
|
+
e[l] = t[l] + r[l];
|
|
11
|
+
return e;
|
|
12
|
+
}
|
|
13
|
+
function ft(t, n) {
|
|
14
|
+
if (typeof n == "number") {
|
|
15
|
+
const l = t.length, s = new Float64Array(l);
|
|
16
|
+
for (let i = 0; i < l; i++)
|
|
17
|
+
s[i] = t[i] - n;
|
|
18
|
+
return s;
|
|
19
|
+
}
|
|
20
|
+
const r = n, o = Math.min(t.length, r.length), e = new Float64Array(o);
|
|
21
|
+
for (let l = 0; l < o; l++)
|
|
22
|
+
e[l] = t[l] - r[l];
|
|
23
|
+
return e;
|
|
24
|
+
}
|
|
25
|
+
function U(t, n) {
|
|
26
|
+
if (typeof n == "number") {
|
|
27
|
+
const l = t.length, s = new Float64Array(l);
|
|
28
|
+
for (let i = 0; i < l; i++)
|
|
29
|
+
s[i] = t[i] * n;
|
|
30
|
+
return s;
|
|
31
|
+
}
|
|
32
|
+
const r = n, o = Math.min(t.length, r.length), e = new Float64Array(o);
|
|
33
|
+
for (let l = 0; l < o; l++)
|
|
34
|
+
e[l] = t[l] * r[l];
|
|
35
|
+
return e;
|
|
36
|
+
}
|
|
37
|
+
function It(t, n) {
|
|
38
|
+
if (typeof n == "number") {
|
|
39
|
+
const l = t.length, s = new Float64Array(l);
|
|
40
|
+
for (let i = 0; i < l; i++)
|
|
41
|
+
s[i] = t[i] / n;
|
|
42
|
+
return s;
|
|
43
|
+
}
|
|
44
|
+
const r = n, o = Math.min(t.length, r.length), e = new Float64Array(o);
|
|
45
|
+
for (let l = 0; l < o; l++)
|
|
46
|
+
e[l] = t[l] / r[l];
|
|
47
|
+
return e;
|
|
48
|
+
}
|
|
49
|
+
function st(t, n) {
|
|
50
|
+
if (typeof n == "number") {
|
|
51
|
+
const l = t.length, s = new Float64Array(l);
|
|
52
|
+
for (let i = 0; i < l; i++)
|
|
53
|
+
s[i] = (t[i] + n) / 2;
|
|
54
|
+
return s;
|
|
55
|
+
}
|
|
56
|
+
const r = n, o = Math.min(t.length, r.length), e = new Float64Array(o);
|
|
57
|
+
for (let l = 0; l < o; l++)
|
|
58
|
+
e[l] = (t[l] + r[l]) / 2;
|
|
59
|
+
return e;
|
|
60
|
+
}
|
|
61
|
+
function Lt(t, n) {
|
|
62
|
+
const r = t.length, o = new Float64Array(r);
|
|
63
|
+
for (let e = 0; e < r; e++)
|
|
64
|
+
o[e] = t[e] * n;
|
|
65
|
+
return o;
|
|
66
|
+
}
|
|
67
|
+
function St(t, n, r) {
|
|
68
|
+
const o = t.length, e = new Float64Array(o);
|
|
69
|
+
for (let l = 0; l < o; l++) {
|
|
70
|
+
let s = t[l];
|
|
71
|
+
if (s !== s) {
|
|
72
|
+
e[l] = NaN;
|
|
73
|
+
continue;
|
|
74
|
+
}
|
|
75
|
+
s < n ? s = n : s > r && (s = r), e[l] = s;
|
|
76
|
+
}
|
|
77
|
+
return e;
|
|
78
|
+
}
|
|
79
|
+
function Vt(t) {
|
|
80
|
+
const n = t.length, r = new Float64Array(n);
|
|
81
|
+
for (let o = 0; o < n; o++)
|
|
82
|
+
r[o] = Math.abs(t[o]);
|
|
83
|
+
return r;
|
|
84
|
+
}
|
|
85
|
+
function _t(t) {
|
|
86
|
+
const n = t.length, r = new Float64Array(n);
|
|
87
|
+
for (let o = 0; o < n; o++)
|
|
88
|
+
r[o] = Math.sign(t[o]);
|
|
89
|
+
return r;
|
|
90
|
+
}
|
|
91
|
+
function jt(t) {
|
|
92
|
+
const n = t.length, r = new Float64Array(n);
|
|
93
|
+
for (let o = 0; o < n; o++) {
|
|
94
|
+
const e = t[o];
|
|
95
|
+
e >= 0 ? r[o] = Math.floor(e + 0.5) : r[o] = Math.ceil(e - 0.5);
|
|
96
|
+
}
|
|
97
|
+
return r;
|
|
98
|
+
}
|
|
99
|
+
function kt(t) {
|
|
100
|
+
const n = t.length, r = new Float64Array(n);
|
|
101
|
+
for (let o = 0; o < n; o++)
|
|
102
|
+
r[o] = Math.floor(t[o]);
|
|
103
|
+
return r;
|
|
104
|
+
}
|
|
105
|
+
function qt(t) {
|
|
106
|
+
const n = t.length, r = new Float64Array(n);
|
|
107
|
+
for (let o = 0; o < n; o++)
|
|
108
|
+
r[o] = Math.ceil(t[o]);
|
|
109
|
+
return r;
|
|
110
|
+
}
|
|
111
|
+
function Ot(t) {
|
|
112
|
+
const n = t.length;
|
|
113
|
+
if (n === 0)
|
|
114
|
+
return new Float64Array(0);
|
|
115
|
+
const r = new Float64Array(n);
|
|
116
|
+
r[0] = NaN;
|
|
117
|
+
for (let o = 1; o < n; o++)
|
|
118
|
+
r[o] = t[o] - t[o - 1];
|
|
119
|
+
return r;
|
|
120
|
+
}
|
|
121
|
+
function Ct(t, n) {
|
|
122
|
+
const r = t.length, o = n;
|
|
123
|
+
for (let e = 0; e < r; e++)
|
|
124
|
+
t[e] = o(t[e], e);
|
|
125
|
+
}
|
|
126
|
+
function P(t, n, r) {
|
|
127
|
+
const o = t.length, e = new Uint8Array(o);
|
|
128
|
+
if (typeof n == "number") {
|
|
129
|
+
const i = n;
|
|
130
|
+
for (let f = 0; f < o; f++)
|
|
131
|
+
e[f] = r(t[f], i) ? 1 : 0;
|
|
132
|
+
return e;
|
|
133
|
+
}
|
|
134
|
+
const l = n, s = Math.min(o, l.length);
|
|
135
|
+
for (let i = 0; i < s; i++)
|
|
136
|
+
e[i] = r(t[i], l[i]) ? 1 : 0;
|
|
137
|
+
return e;
|
|
138
|
+
}
|
|
139
|
+
function Pt(t, n) {
|
|
140
|
+
return P(t, n, (o, e) => o < e);
|
|
141
|
+
}
|
|
142
|
+
function Ut(t, n) {
|
|
143
|
+
return P(t, n, (o, e) => o < e || Math.abs(o - e) < Number.EPSILON);
|
|
144
|
+
}
|
|
145
|
+
function Dt(t, n) {
|
|
146
|
+
return P(t, n, (o, e) => o > e);
|
|
147
|
+
}
|
|
148
|
+
function Tt(t, n) {
|
|
149
|
+
return P(t, n, (o, e) => o > e || Math.abs(o - e) < Number.EPSILON);
|
|
150
|
+
}
|
|
151
|
+
function Bt(t, n) {
|
|
152
|
+
return P(t, n, (o, e) => Math.abs(o - e) < Number.EPSILON);
|
|
153
|
+
}
|
|
154
|
+
function Xt(t, n) {
|
|
155
|
+
return P(t, n, (o, e) => o !== e);
|
|
156
|
+
}
|
|
157
|
+
function Yt(t, n) {
|
|
158
|
+
return P(t, n, (r, o) => r !== 0 && o !== 0);
|
|
159
|
+
}
|
|
160
|
+
function zt(t, n) {
|
|
161
|
+
return P(t, n, (r, o) => r !== 0 || o !== 0);
|
|
162
|
+
}
|
|
163
|
+
function Ht(t) {
|
|
164
|
+
const n = t.length, r = new Uint8Array(n);
|
|
165
|
+
for (let o = 0; o < n; o++)
|
|
166
|
+
r[o] = t[o] === 0 ? 1 : 0;
|
|
167
|
+
return r;
|
|
168
|
+
}
|
|
169
|
+
function Rt(t) {
|
|
170
|
+
let n = 1, r = 0;
|
|
171
|
+
for (let o = 0; o < t.length; o++) {
|
|
172
|
+
const e = t[o];
|
|
173
|
+
e === e && (n *= e, r++);
|
|
174
|
+
}
|
|
175
|
+
return r === 0 ? NaN : n;
|
|
176
|
+
}
|
|
177
|
+
function Kt(t) {
|
|
178
|
+
const n = t.length, r = new Float64Array(n);
|
|
179
|
+
let o = 1;
|
|
180
|
+
for (let e = 0; e < n; e++) {
|
|
181
|
+
const l = t[e];
|
|
182
|
+
l === l ? (o *= l, r[e] = o) : r[e] = NaN;
|
|
183
|
+
}
|
|
184
|
+
return r;
|
|
185
|
+
}
|
|
186
|
+
function Wt(t, n) {
|
|
187
|
+
const r = t.length, o = new Float64Array(r);
|
|
188
|
+
if (n <= 0)
|
|
189
|
+
throw new Error("period must be positive");
|
|
190
|
+
if (r < n)
|
|
191
|
+
return o.fill(NaN);
|
|
192
|
+
o.fill(NaN, 0, n - 1);
|
|
193
|
+
let e = 1, l = 0, s = 0;
|
|
194
|
+
for (let i = 0; i < n; i++) {
|
|
195
|
+
const f = t[i];
|
|
196
|
+
f === f && (s++, f === 0 ? l++ : e *= f);
|
|
197
|
+
}
|
|
198
|
+
o[n - 1] = s > 0 ? l > 0 ? 0 : e : NaN;
|
|
199
|
+
for (let i = n; i < r; i++) {
|
|
200
|
+
const f = t[i - n], a = t[i];
|
|
201
|
+
if (f === f) {
|
|
202
|
+
if (s--, f === 0)
|
|
203
|
+
l--;
|
|
204
|
+
else if (e !== 0)
|
|
205
|
+
e /= f;
|
|
206
|
+
else if (l === 0) {
|
|
207
|
+
e = 1;
|
|
208
|
+
for (let c = i - n + 1; c < i; c++) {
|
|
209
|
+
const u = t[c];
|
|
210
|
+
u === u && u !== 0 && (e *= u);
|
|
211
|
+
}
|
|
212
|
+
}
|
|
213
|
+
}
|
|
214
|
+
a === a && (s++, a === 0 ? l++ : e *= a), o[i] = s > 0 ? l > 0 ? 0 : e : NaN;
|
|
215
|
+
}
|
|
216
|
+
return o;
|
|
217
|
+
}
|
|
218
|
+
function S() {
|
|
219
|
+
return typeof process > "u" || typeof process.env > "u" ? !1 : process?.env?.SKIP_DENSE_OPTIMIZATION === "true";
|
|
220
|
+
}
|
|
221
|
+
function at(t, n, r, o = !0) {
|
|
222
|
+
if (n <= 0)
|
|
223
|
+
throw new Error("Length must be positive");
|
|
224
|
+
const e = t.length, l = new Uint8Array(e);
|
|
225
|
+
if (e === 0)
|
|
226
|
+
return l;
|
|
227
|
+
const s = r === "rising", i = new Int32Array(e);
|
|
228
|
+
let f = 0, a = 0;
|
|
229
|
+
if (!o) {
|
|
230
|
+
f = 0, a = 0;
|
|
231
|
+
const N = Math.min(e, n);
|
|
232
|
+
for (let h = 1; h < N; h++) {
|
|
233
|
+
const w = h - 1, m = t[w];
|
|
234
|
+
if (s)
|
|
235
|
+
for (; a > f && t[i[a - 1]] <= m; )
|
|
236
|
+
a--;
|
|
237
|
+
else
|
|
238
|
+
for (; a > f && t[i[a - 1]] >= m; )
|
|
239
|
+
a--;
|
|
240
|
+
i[a++] = w;
|
|
241
|
+
const g = h - n;
|
|
242
|
+
for (; a > f && i[f] < g; )
|
|
243
|
+
f++;
|
|
244
|
+
}
|
|
245
|
+
for (let h = Math.max(n, 1); h < e; h++) {
|
|
246
|
+
const w = h - 1, m = t[w];
|
|
247
|
+
if (s)
|
|
248
|
+
for (; a > f && t[i[a - 1]] <= m; )
|
|
249
|
+
a--;
|
|
250
|
+
else
|
|
251
|
+
for (; a > f && t[i[a - 1]] >= m; )
|
|
252
|
+
a--;
|
|
253
|
+
i[a++] = w;
|
|
254
|
+
const g = h - n;
|
|
255
|
+
for (; a > f && i[f] < g; )
|
|
256
|
+
f++;
|
|
257
|
+
const v = a > f ? i[f] : -1;
|
|
258
|
+
v >= 0 ? l[h] = s ? t[h] > t[v] ? 1 : 0 : t[h] < t[v] ? 1 : 0 : l[h] = 0;
|
|
259
|
+
}
|
|
260
|
+
return l;
|
|
261
|
+
}
|
|
262
|
+
f = 0, a = 0;
|
|
263
|
+
let c = -1;
|
|
264
|
+
const u = Math.min(e, n);
|
|
265
|
+
if (e > 0) {
|
|
266
|
+
const N = t[0];
|
|
267
|
+
N !== N ? (l[0] = 0, c = -1) : (c = 0, l[0] = 0);
|
|
268
|
+
}
|
|
269
|
+
for (let N = 1; N < u; N++) {
|
|
270
|
+
const h = t[N];
|
|
271
|
+
if (h !== h) {
|
|
272
|
+
l[N] = l[N - 1];
|
|
273
|
+
continue;
|
|
274
|
+
}
|
|
275
|
+
const w = c;
|
|
276
|
+
if (w >= 0) {
|
|
277
|
+
const g = t[w];
|
|
278
|
+
if (s)
|
|
279
|
+
for (; a > f && t[i[a - 1]] <= g; )
|
|
280
|
+
a--;
|
|
281
|
+
else
|
|
282
|
+
for (; a > f && t[i[a - 1]] >= g; )
|
|
283
|
+
a--;
|
|
284
|
+
i[a++] = w;
|
|
285
|
+
}
|
|
286
|
+
c = N;
|
|
287
|
+
const m = N - n;
|
|
288
|
+
for (; a > f && i[f] < m; )
|
|
289
|
+
f++;
|
|
290
|
+
}
|
|
291
|
+
for (let N = Math.max(n, 1); N < e; N++) {
|
|
292
|
+
const h = t[N];
|
|
293
|
+
if (h !== h) {
|
|
294
|
+
l[N] = l[N - 1];
|
|
295
|
+
continue;
|
|
296
|
+
}
|
|
297
|
+
const w = c;
|
|
298
|
+
if (w >= 0) {
|
|
299
|
+
const v = t[w];
|
|
300
|
+
if (s)
|
|
301
|
+
for (; a > f && t[i[a - 1]] <= v; )
|
|
302
|
+
a--;
|
|
303
|
+
else
|
|
304
|
+
for (; a > f && t[i[a - 1]] >= v; )
|
|
305
|
+
a--;
|
|
306
|
+
i[a++] = w;
|
|
307
|
+
}
|
|
308
|
+
c = N;
|
|
309
|
+
const m = N - n;
|
|
310
|
+
for (; a > f && i[f] < m; )
|
|
311
|
+
f++;
|
|
312
|
+
const g = a > f ? i[f] : -1;
|
|
313
|
+
g >= 0 ? l[N] = s ? t[N] > t[g] ? 1 : 0 : t[N] < t[g] ? 1 : 0 : l[N] = 0;
|
|
314
|
+
}
|
|
315
|
+
return l;
|
|
316
|
+
}
|
|
317
|
+
function Gt(t, n, r = !0) {
|
|
318
|
+
return at(t, n, "rising", r);
|
|
319
|
+
}
|
|
320
|
+
function $t(t, n, r = !0) {
|
|
321
|
+
return at(t, n, "falling", r);
|
|
322
|
+
}
|
|
323
|
+
function ot(t, n, r) {
|
|
324
|
+
return Zt(t, n, r ?? ((e, l, s, i) => e > s && l <= i || e < s && l >= i));
|
|
325
|
+
}
|
|
326
|
+
function Jt(t, n) {
|
|
327
|
+
return ot(t, n, (o, e, l, s) => o > l && e <= s);
|
|
328
|
+
}
|
|
329
|
+
function Qt(t, n) {
|
|
330
|
+
return ot(t, n, (o, e, l, s) => o < l && e >= s);
|
|
331
|
+
}
|
|
332
|
+
function Zt(t, n, r) {
|
|
333
|
+
const o = t.length, e = new Uint8Array(o);
|
|
334
|
+
if (o === 0)
|
|
335
|
+
return e;
|
|
336
|
+
if (typeof n == "number") {
|
|
337
|
+
const i = n;
|
|
338
|
+
for (let f = 1; f < o; f++) {
|
|
339
|
+
const a = t[f], c = t[f - 1];
|
|
340
|
+
a !== a || c !== c || r(a, c, i, i) && (e[f] = 1);
|
|
341
|
+
}
|
|
342
|
+
return e;
|
|
343
|
+
}
|
|
344
|
+
const l = n, s = Math.min(o, l.length);
|
|
345
|
+
for (let i = 1; i < s; i++) {
|
|
346
|
+
const f = t[i], a = t[i - 1], c = l[i], u = l[i - 1];
|
|
347
|
+
f !== f || a !== a || c !== c || u !== u || r(f, a, c, u) && (e[i] = 1);
|
|
348
|
+
}
|
|
349
|
+
return e;
|
|
350
|
+
}
|
|
351
|
+
function pt(t, n, r) {
|
|
352
|
+
if (t.length !== n.length)
|
|
353
|
+
return !1;
|
|
354
|
+
for (let o = 0; o < t.length; o++) {
|
|
355
|
+
const e = t[o], l = n[o];
|
|
356
|
+
if (e !== e && l === l || e === e && l !== l)
|
|
357
|
+
return !1;
|
|
358
|
+
if (!(e !== e && l !== l)) {
|
|
359
|
+
if (r !== void 0) {
|
|
360
|
+
if (Math.abs(e - l) > Math.pow(10, -r))
|
|
361
|
+
return !1;
|
|
362
|
+
} else if (e !== l)
|
|
363
|
+
return !1;
|
|
364
|
+
}
|
|
365
|
+
}
|
|
366
|
+
return !0;
|
|
367
|
+
}
|
|
368
|
+
function tn(t) {
|
|
369
|
+
for (let n = 0; n < t.length; n++) {
|
|
370
|
+
const r = t[n];
|
|
371
|
+
if (r === r)
|
|
372
|
+
return !1;
|
|
373
|
+
}
|
|
374
|
+
return !0;
|
|
375
|
+
}
|
|
376
|
+
function nn(t) {
|
|
377
|
+
let n = 0;
|
|
378
|
+
for (let r = 0; r < t.length; r++) {
|
|
379
|
+
const o = t[r];
|
|
380
|
+
o !== o && n++;
|
|
381
|
+
}
|
|
382
|
+
return n;
|
|
383
|
+
}
|
|
384
|
+
function L(...t) {
|
|
385
|
+
if (t.length === 0)
|
|
386
|
+
return !1;
|
|
387
|
+
const n = t[0].length;
|
|
388
|
+
for (let r = 0; r < n; r++)
|
|
389
|
+
for (let o = 0; o < t.length; o++) {
|
|
390
|
+
const e = t[o][r];
|
|
391
|
+
if (e !== e)
|
|
392
|
+
return !0;
|
|
393
|
+
}
|
|
394
|
+
return !1;
|
|
395
|
+
}
|
|
396
|
+
function ct(t) {
|
|
397
|
+
const n = t.length, r = new Float64Array(n);
|
|
398
|
+
for (let o = 0; o < n; o++) {
|
|
399
|
+
const e = t[o];
|
|
400
|
+
r[o] = e !== e ? 1 : 0;
|
|
401
|
+
}
|
|
402
|
+
return r;
|
|
403
|
+
}
|
|
404
|
+
function en(t) {
|
|
405
|
+
const n = ct(t), r = n.length;
|
|
406
|
+
for (let o = 0; o < r; o++)
|
|
407
|
+
n[o] = n[o] ? 0 : 1;
|
|
408
|
+
return n;
|
|
409
|
+
}
|
|
410
|
+
function W(t, n) {
|
|
411
|
+
if (n && t instanceof Float64Array)
|
|
412
|
+
return t;
|
|
413
|
+
const r = new Float64Array(t.length);
|
|
414
|
+
for (let o = 0; o < t.length; o++)
|
|
415
|
+
r[o] = t[o];
|
|
416
|
+
return r;
|
|
417
|
+
}
|
|
418
|
+
function on(t, n, r = !1) {
|
|
419
|
+
const o = W(t, r);
|
|
420
|
+
for (let e = 0; e < o.length; e++) {
|
|
421
|
+
const l = o[e];
|
|
422
|
+
l !== l && (o[e] = n);
|
|
423
|
+
}
|
|
424
|
+
return o;
|
|
425
|
+
}
|
|
426
|
+
function ln(t, n = !1) {
|
|
427
|
+
const r = W(t, n);
|
|
428
|
+
let o;
|
|
429
|
+
for (let e = 0; e < r.length; e++) {
|
|
430
|
+
const l = r[e];
|
|
431
|
+
l === l ? o = l : o !== void 0 && (r[e] = o);
|
|
432
|
+
}
|
|
433
|
+
return r;
|
|
434
|
+
}
|
|
435
|
+
function rn(t, n = !1) {
|
|
436
|
+
const r = W(t, n);
|
|
437
|
+
let o;
|
|
438
|
+
for (let e = r.length - 1; e >= 0; e--) {
|
|
439
|
+
const l = r[e];
|
|
440
|
+
l === l ? o = l : o !== void 0 && (r[e] = o);
|
|
441
|
+
}
|
|
442
|
+
return r;
|
|
443
|
+
}
|
|
444
|
+
function ut(t, n = 1) {
|
|
445
|
+
const r = t.length, o = new Float64Array(r);
|
|
446
|
+
if (n === 0) {
|
|
447
|
+
for (let l = 0; l < r; l++)
|
|
448
|
+
o[l] = t[l];
|
|
449
|
+
return o;
|
|
450
|
+
}
|
|
451
|
+
if (n > 0) {
|
|
452
|
+
for (let l = 0; l < r; l++) {
|
|
453
|
+
const s = l - n;
|
|
454
|
+
o[l] = s >= 0 ? t[s] : NaN;
|
|
455
|
+
}
|
|
456
|
+
return o;
|
|
457
|
+
}
|
|
458
|
+
const e = -n;
|
|
459
|
+
for (let l = 0; l < r; l++) {
|
|
460
|
+
const s = l + e;
|
|
461
|
+
o[l] = s < r ? t[s] : NaN;
|
|
462
|
+
}
|
|
463
|
+
return o;
|
|
464
|
+
}
|
|
465
|
+
function fn(t, n, r, o = !1) {
|
|
466
|
+
const e = W(t, o), l = n !== n;
|
|
467
|
+
for (let s = 0; s < e.length; s++) {
|
|
468
|
+
const i = e[s];
|
|
469
|
+
l ? i !== i && (e[s] = r) : i === n && (e[s] = r);
|
|
470
|
+
}
|
|
471
|
+
return e;
|
|
472
|
+
}
|
|
473
|
+
function sn(t) {
|
|
474
|
+
const n = t.length, r = new Float64Array(n);
|
|
475
|
+
let o = 0;
|
|
476
|
+
for (let e = 0; e < n; e++) {
|
|
477
|
+
const l = t[e];
|
|
478
|
+
l === l && (r[o++] = l);
|
|
479
|
+
}
|
|
480
|
+
return o === n ? r : r.slice(0, o);
|
|
481
|
+
}
|
|
482
|
+
const Ze = /* @__PURE__ */ Object.freeze(/* @__PURE__ */ Object.defineProperty({
|
|
483
|
+
__proto__: null,
|
|
484
|
+
allna: tn,
|
|
485
|
+
bfill: rn,
|
|
486
|
+
countna: nn,
|
|
487
|
+
dropna: sn,
|
|
488
|
+
equals: pt,
|
|
489
|
+
ffill: ln,
|
|
490
|
+
fillna: on,
|
|
491
|
+
havena: L,
|
|
492
|
+
isna: ct,
|
|
493
|
+
lag: ut,
|
|
494
|
+
notna: en,
|
|
495
|
+
replace: fn
|
|
496
|
+
}, Symbol.toStringTag, { value: "Module" }));
|
|
497
|
+
function Z(t, n = !0) {
|
|
498
|
+
let r = 0, o = 0;
|
|
499
|
+
if (!S() && n && (L(t) || (n = !1)), n)
|
|
500
|
+
for (let e = 0; e < t.length; e++) {
|
|
501
|
+
const l = t[e];
|
|
502
|
+
l === l && (r += l, o++);
|
|
503
|
+
}
|
|
504
|
+
else {
|
|
505
|
+
o = t.length;
|
|
506
|
+
for (let e = 0; e < t.length; e++)
|
|
507
|
+
r += t[e];
|
|
508
|
+
}
|
|
509
|
+
return o === 0 ? NaN : r;
|
|
510
|
+
}
|
|
511
|
+
function an(t) {
|
|
512
|
+
const n = t.length, r = new Float64Array(n);
|
|
513
|
+
let o = 0;
|
|
514
|
+
for (let e = 0; e < n; e++) {
|
|
515
|
+
const l = t[e];
|
|
516
|
+
l === l && (o += l), r[e] = o;
|
|
517
|
+
}
|
|
518
|
+
return r;
|
|
519
|
+
}
|
|
520
|
+
function cn(t, n, r = !0) {
|
|
521
|
+
const o = t.length, e = new Float64Array(o);
|
|
522
|
+
if (n <= 0)
|
|
523
|
+
throw new Error("period must be positive");
|
|
524
|
+
if (o < n)
|
|
525
|
+
return e.fill(NaN);
|
|
526
|
+
if (S() || r && !L(t) && (r = !1), !r) {
|
|
527
|
+
let i = 0;
|
|
528
|
+
for (let f = 0; f < n; f++)
|
|
529
|
+
i += t[f];
|
|
530
|
+
e[n - 1] = i;
|
|
531
|
+
for (let f = n; f < o; f++)
|
|
532
|
+
i += t[f] - t[f - n], e[f] = i;
|
|
533
|
+
return e;
|
|
534
|
+
}
|
|
535
|
+
let l = 0, s = 0;
|
|
536
|
+
for (let i = 0; i < n; i++) {
|
|
537
|
+
const f = t[i];
|
|
538
|
+
f === f && (l += f, s++);
|
|
539
|
+
}
|
|
540
|
+
e[n - 1] = s > 0 ? l : NaN;
|
|
541
|
+
for (let i = n; i < o; i++) {
|
|
542
|
+
const f = t[i], a = t[i - n];
|
|
543
|
+
f === f && (l += f, s++), a === a && (l -= a, s--), e[i] = s > 0 ? l : NaN;
|
|
544
|
+
}
|
|
545
|
+
return e;
|
|
546
|
+
}
|
|
547
|
+
function Nt(t, n, r) {
|
|
548
|
+
const o = t.length, e = new Float64Array(o);
|
|
549
|
+
if (n <= 0)
|
|
550
|
+
throw new Error("period must be positive");
|
|
551
|
+
if (o < n)
|
|
552
|
+
return e;
|
|
553
|
+
const l = new Int32Array(o);
|
|
554
|
+
let s = 0, i = 0;
|
|
555
|
+
for (let f = 0; f < n - 1; f++) {
|
|
556
|
+
const a = t[f];
|
|
557
|
+
if (a === a) {
|
|
558
|
+
for (; i > s && (r ? t[l[i - 1]] < a : t[l[i - 1]] > a); )
|
|
559
|
+
i--;
|
|
560
|
+
l[i++] = f;
|
|
561
|
+
}
|
|
562
|
+
}
|
|
563
|
+
for (let f = n - 1; f < o; f++) {
|
|
564
|
+
const a = t[f];
|
|
565
|
+
for (; i > s && l[s] <= f - n; )
|
|
566
|
+
s++;
|
|
567
|
+
if (a === a) {
|
|
568
|
+
for (; i > s && (r ? t[l[i - 1]] < a : t[l[i - 1]] > a); )
|
|
569
|
+
i--;
|
|
570
|
+
l[i++] = f;
|
|
571
|
+
}
|
|
572
|
+
e[f] = i > s ? t[l[s]] : NaN;
|
|
573
|
+
}
|
|
574
|
+
return e;
|
|
575
|
+
}
|
|
576
|
+
function un(t, n) {
|
|
577
|
+
return Nt(t, n, !1);
|
|
578
|
+
}
|
|
579
|
+
function Nn(t, n) {
|
|
580
|
+
return Nt(t, n, !0);
|
|
581
|
+
}
|
|
582
|
+
function lt(t, n, r, o) {
|
|
583
|
+
const e = t.length;
|
|
584
|
+
if (n.length !== e)
|
|
585
|
+
throw new Error("minSource and maxSource must have equal length");
|
|
586
|
+
const l = new Float64Array(e), s = new Float64Array(e);
|
|
587
|
+
if (r <= 0)
|
|
588
|
+
throw new Error("period must be positive");
|
|
589
|
+
if (e < r)
|
|
590
|
+
return { min: l, max: s };
|
|
591
|
+
const i = new Int32Array(e), f = new Int32Array(e);
|
|
592
|
+
let a = 0, c = 0, u = 0, N = 0;
|
|
593
|
+
for (let h = 0; h < r - 1; h++) {
|
|
594
|
+
const w = t[h], m = n[h];
|
|
595
|
+
for (; c > a && t[i[c - 1]] > w; )
|
|
596
|
+
c--;
|
|
597
|
+
for (; N > u && n[f[N - 1]] < m; )
|
|
598
|
+
N--;
|
|
599
|
+
w === w && (i[c++] = h), m === m && (f[N++] = h);
|
|
600
|
+
}
|
|
601
|
+
for (let h = r - 1; h < e; h++) {
|
|
602
|
+
const w = t[h], m = n[h];
|
|
603
|
+
for (; c > a && i[a] <= h - r; )
|
|
604
|
+
a++;
|
|
605
|
+
for (; c > a && t[i[c - 1]] > w; )
|
|
606
|
+
c--;
|
|
607
|
+
for (; N > u && f[u] <= h - r; )
|
|
608
|
+
u++;
|
|
609
|
+
for (; N > u && n[f[N - 1]] < m; )
|
|
610
|
+
N--;
|
|
611
|
+
w === w && (i[c++] = h), m === m && (f[N++] = h);
|
|
612
|
+
const g = c > a ? t[i[a]] : NaN, v = N > u ? n[f[u]] : NaN;
|
|
613
|
+
l[h] = g, s[h] = v, o && o(g, v, h);
|
|
614
|
+
}
|
|
615
|
+
return { min: l, max: s };
|
|
616
|
+
}
|
|
617
|
+
function hn(t) {
|
|
618
|
+
let n = 1 / 0, r = !1;
|
|
619
|
+
for (let o = 0; o < t.length; o++) {
|
|
620
|
+
const e = t[o];
|
|
621
|
+
e === e && (e < n && (n = e), r = !0);
|
|
622
|
+
}
|
|
623
|
+
return r ? n : NaN;
|
|
624
|
+
}
|
|
625
|
+
function wn(t) {
|
|
626
|
+
let n = -1 / 0, r = !1;
|
|
627
|
+
for (let o = 0; o < t.length; o++) {
|
|
628
|
+
const e = t[o];
|
|
629
|
+
e === e && (e > n && (n = e), r = !0);
|
|
630
|
+
}
|
|
631
|
+
return r ? n : NaN;
|
|
632
|
+
}
|
|
633
|
+
function mn(t) {
|
|
634
|
+
let n = -1, r = 1 / 0;
|
|
635
|
+
for (let o = 0; o < t.length; o++) {
|
|
636
|
+
const e = t[o];
|
|
637
|
+
e === e && e < r && (r = e, n = o);
|
|
638
|
+
}
|
|
639
|
+
return n;
|
|
640
|
+
}
|
|
641
|
+
function vn(t) {
|
|
642
|
+
let n = -1, r = -1 / 0;
|
|
643
|
+
for (let o = 0; o < t.length; o++) {
|
|
644
|
+
const e = t[o];
|
|
645
|
+
e === e && e > r && (r = e, n = o);
|
|
646
|
+
}
|
|
647
|
+
return n;
|
|
648
|
+
}
|
|
649
|
+
function gn(t) {
|
|
650
|
+
const n = t.length, r = new Float64Array(n);
|
|
651
|
+
let o = -1 / 0;
|
|
652
|
+
for (let e = 0; e < n; e++) {
|
|
653
|
+
const l = t[e];
|
|
654
|
+
l !== l ? r[e] = NaN : (e === 0 ? o = l : o = Math.max(o, l), r[e] = o);
|
|
655
|
+
}
|
|
656
|
+
return r;
|
|
657
|
+
}
|
|
658
|
+
function yn(t) {
|
|
659
|
+
const n = t.length, r = new Float64Array(n);
|
|
660
|
+
let o = 1 / 0;
|
|
661
|
+
for (let e = 0; e < n; e++) {
|
|
662
|
+
const l = t[e];
|
|
663
|
+
l !== l ? r[e] = NaN : (e === 0 ? o = l : o = Math.min(o, l), r[e] = o);
|
|
664
|
+
}
|
|
665
|
+
return r;
|
|
666
|
+
}
|
|
667
|
+
function ht(t, n) {
|
|
668
|
+
const r = t.length, o = new Float64Array(r);
|
|
669
|
+
if (n <= 0)
|
|
670
|
+
throw new Error("period must be positive");
|
|
671
|
+
if (r < n)
|
|
672
|
+
return o.fill(NaN);
|
|
673
|
+
o.fill(NaN, 0, n - 1);
|
|
674
|
+
const e = new Int32Array(r);
|
|
675
|
+
let l = 0, s = 0;
|
|
676
|
+
for (let i = 0; i < r; i++) {
|
|
677
|
+
const f = t[i];
|
|
678
|
+
for (; s > l && e[l] <= i - n; )
|
|
679
|
+
l++;
|
|
680
|
+
if (f === f) {
|
|
681
|
+
for (; s > l && t[e[s - 1]] > f; )
|
|
682
|
+
s--;
|
|
683
|
+
e[s++] = i;
|
|
684
|
+
}
|
|
685
|
+
i >= n - 1 && (o[i] = s > l ? e[l] : NaN);
|
|
686
|
+
}
|
|
687
|
+
return o;
|
|
688
|
+
}
|
|
689
|
+
function wt(t, n) {
|
|
690
|
+
const r = t.length, o = new Float64Array(r);
|
|
691
|
+
if (n <= 0)
|
|
692
|
+
throw new Error("period must be positive");
|
|
693
|
+
if (r < n)
|
|
694
|
+
return o.fill(NaN);
|
|
695
|
+
o.fill(NaN, 0, n - 1);
|
|
696
|
+
const e = new Int32Array(r);
|
|
697
|
+
let l = 0, s = 0;
|
|
698
|
+
for (let i = 0; i < r; i++) {
|
|
699
|
+
const f = t[i];
|
|
700
|
+
for (; s > l && e[l] <= i - n; )
|
|
701
|
+
l++;
|
|
702
|
+
if (f === f) {
|
|
703
|
+
for (; s > l && t[e[s - 1]] < f; )
|
|
704
|
+
s--;
|
|
705
|
+
e[s++] = i;
|
|
706
|
+
}
|
|
707
|
+
i >= n - 1 && (o[i] = s > l ? e[l] : NaN);
|
|
708
|
+
}
|
|
709
|
+
return o;
|
|
710
|
+
}
|
|
711
|
+
function An(t, n) {
|
|
712
|
+
const r = n?.lo ?? 0, o = n?.hi ?? 1, e = new Float64Array(t);
|
|
713
|
+
for (let l = 0; l < t; l++)
|
|
714
|
+
e[l] = r + Math.random() * (o - r);
|
|
715
|
+
return e;
|
|
716
|
+
}
|
|
717
|
+
function bn(t, n) {
|
|
718
|
+
const r = n?.mean ?? 0, o = n?.sd ?? 1, e = new Float64Array(t);
|
|
719
|
+
for (let l = 0; l < t; l += 2) {
|
|
720
|
+
const s = Math.random(), i = Math.random(), f = Math.sqrt(-2 * Math.log(s)), a = 2 * Math.PI * i;
|
|
721
|
+
e[l] = r + o * f * Math.cos(a), l + 1 < t && (e[l + 1] = r + o * f * Math.sin(a));
|
|
722
|
+
}
|
|
723
|
+
return e;
|
|
724
|
+
}
|
|
725
|
+
function Fn(t, n) {
|
|
726
|
+
const r = Math.min(t.length, n.length);
|
|
727
|
+
let o = 0;
|
|
728
|
+
for (let e = 0; e < r; e++)
|
|
729
|
+
o += t[e] * n[e];
|
|
730
|
+
return o;
|
|
731
|
+
}
|
|
732
|
+
function Mn(t, n = 2, r = !0) {
|
|
733
|
+
const o = t.length;
|
|
734
|
+
if (o === 0)
|
|
735
|
+
return NaN;
|
|
736
|
+
if (r) {
|
|
737
|
+
let e = 0, l = 0;
|
|
738
|
+
if (n === 2) {
|
|
739
|
+
for (let s = 0; s < o; s++) {
|
|
740
|
+
const i = t[s];
|
|
741
|
+
i === i && (e += i * i, l++);
|
|
742
|
+
}
|
|
743
|
+
return l === 0 ? NaN : Math.sqrt(e);
|
|
744
|
+
} else {
|
|
745
|
+
for (let s = 0; s < o; s++) {
|
|
746
|
+
const i = t[s];
|
|
747
|
+
i === i && (e += Math.pow(Math.abs(i), n), l++);
|
|
748
|
+
}
|
|
749
|
+
return l === 0 ? NaN : Math.pow(e, 1 / n);
|
|
750
|
+
}
|
|
751
|
+
} else if (n === 2) {
|
|
752
|
+
let e = 0;
|
|
753
|
+
for (let l = 0; l < o; l++) {
|
|
754
|
+
const s = t[l];
|
|
755
|
+
e += s * s;
|
|
756
|
+
}
|
|
757
|
+
return Math.sqrt(e);
|
|
758
|
+
} else if (n === 1) {
|
|
759
|
+
let e = 0;
|
|
760
|
+
for (let l = 0; l < o; l++)
|
|
761
|
+
e += Math.abs(t[l]);
|
|
762
|
+
return e;
|
|
763
|
+
} else if (n === 1 / 0) {
|
|
764
|
+
let e = 0;
|
|
765
|
+
for (let l = 0; l < o; l++) {
|
|
766
|
+
const s = Math.abs(t[l]);
|
|
767
|
+
s > e && (e = s);
|
|
768
|
+
}
|
|
769
|
+
return e;
|
|
770
|
+
} else {
|
|
771
|
+
let e = 0;
|
|
772
|
+
for (let l = 0; l < o; l++)
|
|
773
|
+
e += Math.pow(Math.abs(t[l]), n);
|
|
774
|
+
return Math.pow(e, 1 / n);
|
|
775
|
+
}
|
|
776
|
+
}
|
|
777
|
+
function xn(t, n) {
|
|
778
|
+
const r = Math.min(t.length, n.length);
|
|
779
|
+
let o = 0, e = 0, l = 0, s = 0, i = 0;
|
|
780
|
+
for (let u = 0; u < r; u++) {
|
|
781
|
+
const N = t[u], h = n[u];
|
|
782
|
+
N === N && h === h && (o += N, e += h, l += N * N, s += N * h, i++);
|
|
783
|
+
}
|
|
784
|
+
if (i === 0)
|
|
785
|
+
return { intercept: NaN, slope: NaN };
|
|
786
|
+
const f = i * l - o * o;
|
|
787
|
+
if (f === 0)
|
|
788
|
+
return { intercept: NaN, slope: NaN };
|
|
789
|
+
const a = (i * s - o * e) / f;
|
|
790
|
+
return { intercept: (e - a * o) / i, slope: a };
|
|
791
|
+
}
|
|
792
|
+
function En(t) {
|
|
793
|
+
const n = t.length, r = new Array(n);
|
|
794
|
+
for (let e = 0; e < n; e++)
|
|
795
|
+
r[e] = t[e].slice();
|
|
796
|
+
const o = new Array(n);
|
|
797
|
+
for (let e = 0; e < n; e++)
|
|
798
|
+
o[e] = new Array(n).fill(0), o[e][e] = 1;
|
|
799
|
+
for (let e = 0; e < n; e++) {
|
|
800
|
+
let l = e;
|
|
801
|
+
for (let u = e; u < n; u++)
|
|
802
|
+
Math.abs(r[u][e]) > Math.abs(r[l][e]) && (l = u);
|
|
803
|
+
if (Math.abs(r[l][e]) < 1e-12)
|
|
804
|
+
return null;
|
|
805
|
+
const s = r[e], i = r[l];
|
|
806
|
+
r[e] = i, r[l] = s;
|
|
807
|
+
const f = o[e], a = o[l];
|
|
808
|
+
o[e] = a, o[l] = f;
|
|
809
|
+
const c = r[e][e];
|
|
810
|
+
for (let u = 0; u < n; u++)
|
|
811
|
+
r[e][u] /= c, o[e][u] /= c;
|
|
812
|
+
for (let u = 0; u < n; u++)
|
|
813
|
+
if (u !== e) {
|
|
814
|
+
const N = r[u][e];
|
|
815
|
+
for (let h = 0; h < n; h++)
|
|
816
|
+
r[u][h] -= N * r[e][h], o[u][h] -= N * o[e][h];
|
|
817
|
+
}
|
|
818
|
+
}
|
|
819
|
+
return o;
|
|
820
|
+
}
|
|
821
|
+
function dn(t, n) {
|
|
822
|
+
const r = t.length;
|
|
823
|
+
if (r === 0)
|
|
824
|
+
return null;
|
|
825
|
+
const o = t[0].length, e = o + 1, l = Array.from({ length: e }, function() {
|
|
826
|
+
return new Array(e).fill(0);
|
|
827
|
+
}), s = new Array(e).fill(0);
|
|
828
|
+
for (let a = 0; a < r; a++) {
|
|
829
|
+
const c = t[a], u = n[a], N = [1];
|
|
830
|
+
for (let h = 0; h < o; h++)
|
|
831
|
+
N.push(c[h]);
|
|
832
|
+
for (let h = 0; h < e; h++)
|
|
833
|
+
for (let w = 0; w < e; w++)
|
|
834
|
+
l[h][w] += N[h] * N[w];
|
|
835
|
+
for (let h = 0; h < e; h++)
|
|
836
|
+
s[h] += N[h] * u;
|
|
837
|
+
}
|
|
838
|
+
const i = En(l);
|
|
839
|
+
if (!i)
|
|
840
|
+
return null;
|
|
841
|
+
const f = new Array(e).fill(0);
|
|
842
|
+
for (let a = 0; a < e; a++)
|
|
843
|
+
for (let c = 0; c < e; c++)
|
|
844
|
+
f[a] += i[a][c] * s[c];
|
|
845
|
+
return f;
|
|
846
|
+
}
|
|
847
|
+
const pe = /* @__PURE__ */ Object.freeze(/* @__PURE__ */ Object.defineProperty({
|
|
848
|
+
__proto__: null,
|
|
849
|
+
abs: Vt,
|
|
850
|
+
add: H,
|
|
851
|
+
and: Yt,
|
|
852
|
+
argmax: vn,
|
|
853
|
+
argmin: mn,
|
|
854
|
+
avg: st,
|
|
855
|
+
ceil: qt,
|
|
856
|
+
clamp: St,
|
|
857
|
+
cummax: gn,
|
|
858
|
+
cummin: yn,
|
|
859
|
+
cumprod: Kt,
|
|
860
|
+
cumsum: an,
|
|
861
|
+
diff: Ot,
|
|
862
|
+
div: It,
|
|
863
|
+
dot: Fn,
|
|
864
|
+
eq: Bt,
|
|
865
|
+
floor: kt,
|
|
866
|
+
gt: Dt,
|
|
867
|
+
gte: Tt,
|
|
868
|
+
lt: Pt,
|
|
869
|
+
lte: Ut,
|
|
870
|
+
max: wn,
|
|
871
|
+
min: hn,
|
|
872
|
+
mul: U,
|
|
873
|
+
neq: Xt,
|
|
874
|
+
norm: Mn,
|
|
875
|
+
not: Ht,
|
|
876
|
+
ols: xn,
|
|
877
|
+
olsMulti: dn,
|
|
878
|
+
or: zt,
|
|
879
|
+
prod: Rt,
|
|
880
|
+
randnormal: bn,
|
|
881
|
+
randuniform: An,
|
|
882
|
+
rollargmax: wt,
|
|
883
|
+
rollargmin: ht,
|
|
884
|
+
rollmax: Nn,
|
|
885
|
+
rollmin: un,
|
|
886
|
+
rollminmax: lt,
|
|
887
|
+
rollprod: Wt,
|
|
888
|
+
rollsum: cn,
|
|
889
|
+
round: jt,
|
|
890
|
+
scale: Lt,
|
|
891
|
+
sign: _t,
|
|
892
|
+
sub: ft,
|
|
893
|
+
sum: Z
|
|
894
|
+
}, Symbol.toStringTag, { value: "Module" }));
|
|
895
|
+
function In(t, n, r, o) {
|
|
896
|
+
let e = 0;
|
|
897
|
+
for (let l = 0; l < n; l++)
|
|
898
|
+
e += t[l], o[l] = NaN;
|
|
899
|
+
o[n - 1] = e / n;
|
|
900
|
+
for (let l = n; l < r; l++)
|
|
901
|
+
e += t[l] - t[l - n], o[l] = e / n;
|
|
902
|
+
return o;
|
|
903
|
+
}
|
|
904
|
+
function Ln(t, n, r, o) {
|
|
905
|
+
let e = 0, l = 0;
|
|
906
|
+
for (let s = 0; s < n; s++) {
|
|
907
|
+
const i = t[s];
|
|
908
|
+
i === i && (e += i, l++), o[s] = NaN;
|
|
909
|
+
}
|
|
910
|
+
o[n - 1] = l > 0 ? e / l : NaN;
|
|
911
|
+
for (let s = n; s < r; s++) {
|
|
912
|
+
const i = t[s], f = t[s - n];
|
|
913
|
+
i === i && (e += i, l++), f === f && (e -= f, l--), o[s] = l > 0 ? e / l : NaN;
|
|
914
|
+
}
|
|
915
|
+
return o;
|
|
916
|
+
}
|
|
917
|
+
function _(t, n, r = !0) {
|
|
918
|
+
if (n <= 0)
|
|
919
|
+
throw new Error("Period must be positive");
|
|
920
|
+
const o = t.length, e = new Float64Array(o);
|
|
921
|
+
return o < n ? e.fill(NaN) : (r && !S() && !L(t) && (r = !1), r ? Ln(t, n, o, e) : In(t, n, o, e));
|
|
922
|
+
}
|
|
923
|
+
function mt(t, n) {
|
|
924
|
+
if (n <= 0)
|
|
925
|
+
throw new Error("Period must be positive");
|
|
926
|
+
const r = t.length, o = new Float64Array(r);
|
|
927
|
+
if (r < n)
|
|
928
|
+
return o.fill(NaN);
|
|
929
|
+
const e = 2 / (n + 1);
|
|
930
|
+
let l = 0;
|
|
931
|
+
for (; l < r && t[l] !== t[l]; )
|
|
932
|
+
l++;
|
|
933
|
+
if (l === r)
|
|
934
|
+
return o.fill(NaN);
|
|
935
|
+
if (n === 1) {
|
|
936
|
+
for (let a = 0; a < r; a++)
|
|
937
|
+
o[a] = t[a];
|
|
938
|
+
return o;
|
|
939
|
+
}
|
|
940
|
+
let s = t[l], i = 1;
|
|
941
|
+
for (l++; l < r && i < n; ) {
|
|
942
|
+
const a = t[l];
|
|
943
|
+
l++, a === a && (s = s + e * (a - s), i++);
|
|
944
|
+
}
|
|
945
|
+
if (i < n)
|
|
946
|
+
return o.fill(NaN);
|
|
947
|
+
const f = l - 1;
|
|
948
|
+
o[f] = s, o.fill(NaN, 0, f);
|
|
949
|
+
for (let a = l; a < r; a++) {
|
|
950
|
+
const c = t[a];
|
|
951
|
+
if (c !== c) {
|
|
952
|
+
o[a] = NaN;
|
|
953
|
+
continue;
|
|
954
|
+
}
|
|
955
|
+
s = s + e * (c - s), o[a] = s;
|
|
956
|
+
}
|
|
957
|
+
return o;
|
|
958
|
+
}
|
|
959
|
+
function R(t, n, r = !0) {
|
|
960
|
+
if (n <= 0)
|
|
961
|
+
throw new Error("Period must be positive");
|
|
962
|
+
const o = t.length, e = new Float64Array(o);
|
|
963
|
+
return o < n ? e.fill(NaN) : (r && !S() && !L(t) && (r = !1), r ? Vn(t, n, e) : Sn(t, n, e));
|
|
964
|
+
}
|
|
965
|
+
function Sn(t, n, r) {
|
|
966
|
+
const o = t.length, e = n * (n + 1) / 2;
|
|
967
|
+
let l = 0, s = 0;
|
|
968
|
+
for (let i = 0; i < n; i++) {
|
|
969
|
+
const f = t[i];
|
|
970
|
+
l += f, s += f * (i + 1), r[i] = NaN;
|
|
971
|
+
}
|
|
972
|
+
r[n - 1] = s / e;
|
|
973
|
+
for (let i = n; i < o; i++) {
|
|
974
|
+
const f = t[i], a = t[i - n];
|
|
975
|
+
l += f - a, s = s - l + (n + 1) * f - a, r[i] = s / e;
|
|
976
|
+
}
|
|
977
|
+
return r;
|
|
978
|
+
}
|
|
979
|
+
function Vn(t, n, r) {
|
|
980
|
+
const o = t.length, e = n, l = new Float64Array(e);
|
|
981
|
+
for (let N = 0; N < e; N++)
|
|
982
|
+
l[N] = NaN;
|
|
983
|
+
let s = 0, i = 0, f = 0, a = 0;
|
|
984
|
+
const c = Math.min(o, e);
|
|
985
|
+
for (let N = 0; N < c; N++) {
|
|
986
|
+
const h = t[N];
|
|
987
|
+
if (l[N] = h, h === h) {
|
|
988
|
+
const w = N + 1;
|
|
989
|
+
s += h, i += h * w, f += w, a++;
|
|
990
|
+
}
|
|
991
|
+
r[N] = NaN;
|
|
992
|
+
}
|
|
993
|
+
a > 0 ? r[e - 1] = i / f : r[e - 1] = NaN;
|
|
994
|
+
let u = 0;
|
|
995
|
+
for (let N = e; N < o; N++) {
|
|
996
|
+
const h = t[N], w = l[u], m = w === w, g = h === h, v = s;
|
|
997
|
+
m && (s -= w), g && (s += h), i = i - v + (g ? h * e : 0), f = f - a + (g ? e : 0), m && a--, g && a++, l[u] = h, u = (u + 1) % e, f > 0 ? r[N] = i / f : r[N] = NaN;
|
|
998
|
+
}
|
|
999
|
+
return r;
|
|
1000
|
+
}
|
|
1001
|
+
function _n(t, n, r, o = !0) {
|
|
1002
|
+
const e = t.length;
|
|
1003
|
+
if (n.length !== e)
|
|
1004
|
+
throw new Error("price and volume must have equal length");
|
|
1005
|
+
if (r <= 0)
|
|
1006
|
+
throw new Error("Period must be positive");
|
|
1007
|
+
const l = new Float64Array(e);
|
|
1008
|
+
if (e < r)
|
|
1009
|
+
return l.fill(NaN);
|
|
1010
|
+
for (let s = 0; s < r; s++)
|
|
1011
|
+
l[s] = NaN;
|
|
1012
|
+
return o && !S() && !L(t, n) && (o = !1), o ? jn(t, n, r, l) : kn(t, n, r, l);
|
|
1013
|
+
}
|
|
1014
|
+
function jn(t, n, r, o) {
|
|
1015
|
+
const e = t.length, l = r;
|
|
1016
|
+
if (e < l)
|
|
1017
|
+
return o.fill(NaN);
|
|
1018
|
+
const s = new Float64Array(l), i = new Float64Array(l);
|
|
1019
|
+
for (let u = 0; u < l; u++)
|
|
1020
|
+
s[u] = NaN, i[u] = NaN;
|
|
1021
|
+
let f = 0, a = 0;
|
|
1022
|
+
for (let u = 0; u < l; u++) {
|
|
1023
|
+
const N = t[u], h = n[u];
|
|
1024
|
+
if (N === N && h === h) {
|
|
1025
|
+
const w = N * h;
|
|
1026
|
+
s[u] = w, i[u] = h, f += w, a += h;
|
|
1027
|
+
} else
|
|
1028
|
+
s[u] = NaN, i[u] = NaN;
|
|
1029
|
+
}
|
|
1030
|
+
o[l - 1] = a !== 0 ? f / a : NaN;
|
|
1031
|
+
let c = 0;
|
|
1032
|
+
for (let u = l; u < e; u++) {
|
|
1033
|
+
const N = t[u], h = n[u], w = s[c], m = i[c];
|
|
1034
|
+
if (m === m && (f -= w, a -= m), N === N && h === h) {
|
|
1035
|
+
const g = N * h;
|
|
1036
|
+
s[c] = g, i[c] = h, f += g, a += h;
|
|
1037
|
+
} else
|
|
1038
|
+
s[c] = NaN, i[c] = NaN;
|
|
1039
|
+
c++, c === l && (c = 0), o[u] = a !== 0 ? f / a : NaN;
|
|
1040
|
+
}
|
|
1041
|
+
return o;
|
|
1042
|
+
}
|
|
1043
|
+
function kn(t, n, r, o) {
|
|
1044
|
+
const e = t.length;
|
|
1045
|
+
let l = 0, s = 0;
|
|
1046
|
+
for (let i = 0; i < r; i++) {
|
|
1047
|
+
const f = t[i], a = n[i];
|
|
1048
|
+
l += f * a, s += a;
|
|
1049
|
+
}
|
|
1050
|
+
o[r - 1] = s !== 0 ? l / s : NaN;
|
|
1051
|
+
for (let i = r; i < e; i++) {
|
|
1052
|
+
const f = t[i], a = n[i], c = t[i - r], u = n[i - r];
|
|
1053
|
+
l += f * a - c * u, s += a - u, o[i] = s !== 0 ? l / s : NaN;
|
|
1054
|
+
}
|
|
1055
|
+
return o;
|
|
1056
|
+
}
|
|
1057
|
+
function qn(t, n) {
|
|
1058
|
+
if (n <= 0)
|
|
1059
|
+
throw new Error("Period must be positive");
|
|
1060
|
+
const r = t.length, o = new Float64Array(r);
|
|
1061
|
+
if (r < n)
|
|
1062
|
+
return o.fill(NaN);
|
|
1063
|
+
const e = 2 / (n + 1);
|
|
1064
|
+
let l = 0;
|
|
1065
|
+
for (; l < r && t[l] !== t[l]; )
|
|
1066
|
+
l++;
|
|
1067
|
+
if (l === r)
|
|
1068
|
+
return o.fill(NaN);
|
|
1069
|
+
let s = t[l], i = 1;
|
|
1070
|
+
for (l++; l < r && i < n; ) {
|
|
1071
|
+
const u = t[l];
|
|
1072
|
+
l++, u === u && (s = s + e * (u - s), i++);
|
|
1073
|
+
}
|
|
1074
|
+
if (i < n)
|
|
1075
|
+
return o.fill(NaN);
|
|
1076
|
+
let f = s, a = 1;
|
|
1077
|
+
for (; l < r && a < n; ) {
|
|
1078
|
+
const u = t[l];
|
|
1079
|
+
l++, u === u && (s = s + e * (u - s), i++, f = f + e * (s - f), a++);
|
|
1080
|
+
}
|
|
1081
|
+
if (a < n)
|
|
1082
|
+
return o.fill(NaN);
|
|
1083
|
+
const c = l - 1;
|
|
1084
|
+
o[c] = 2 * s - f, o.fill(NaN, 0, c);
|
|
1085
|
+
for (let u = l; u < r; u++) {
|
|
1086
|
+
const N = t[u];
|
|
1087
|
+
if (N !== N) {
|
|
1088
|
+
o[u] = NaN;
|
|
1089
|
+
continue;
|
|
1090
|
+
}
|
|
1091
|
+
s = s + e * (N - s), f = f + e * (s - f), o[u] = 2 * s - f;
|
|
1092
|
+
}
|
|
1093
|
+
return o;
|
|
1094
|
+
}
|
|
1095
|
+
function On(t, n) {
|
|
1096
|
+
if (n <= 0)
|
|
1097
|
+
throw new Error("Period must be positive");
|
|
1098
|
+
const r = t.length;
|
|
1099
|
+
if (r < n)
|
|
1100
|
+
return new Float64Array(r).fill(NaN);
|
|
1101
|
+
const o = Math.floor((n + 1) / 2);
|
|
1102
|
+
return _(_(t, o, !1), n + 1 - o, !1);
|
|
1103
|
+
}
|
|
1104
|
+
function Cn(t, n) {
|
|
1105
|
+
if (n <= 0)
|
|
1106
|
+
throw new Error("Period must be positive");
|
|
1107
|
+
const r = t.length, o = new Float64Array(r);
|
|
1108
|
+
if (r < n)
|
|
1109
|
+
return o.fill(NaN);
|
|
1110
|
+
const e = 2 / (n + 1);
|
|
1111
|
+
let l = 0;
|
|
1112
|
+
for (; l < r && t[l] !== t[l]; )
|
|
1113
|
+
l++;
|
|
1114
|
+
if (l === r)
|
|
1115
|
+
return o.fill(NaN);
|
|
1116
|
+
let s = t[l], i = 1;
|
|
1117
|
+
for (l++; l < r && i < n; ) {
|
|
1118
|
+
const h = t[l];
|
|
1119
|
+
l++, h === h && (s = s + e * (h - s), i++);
|
|
1120
|
+
}
|
|
1121
|
+
if (i < n)
|
|
1122
|
+
return o.fill(NaN);
|
|
1123
|
+
let f = s, a = 1;
|
|
1124
|
+
for (; l < r && a < n; ) {
|
|
1125
|
+
const h = t[l];
|
|
1126
|
+
l++, h === h && (s = s + e * (h - s), i++, f = f + e * (s - f), a++);
|
|
1127
|
+
}
|
|
1128
|
+
if (a < n)
|
|
1129
|
+
return o.fill(NaN);
|
|
1130
|
+
let c = f, u = 1;
|
|
1131
|
+
for (; l < r && u < n; ) {
|
|
1132
|
+
const h = t[l];
|
|
1133
|
+
l++, h === h && (s = s + e * (h - s), f = f + e * (s - f), c = c + e * (f - c), u++);
|
|
1134
|
+
}
|
|
1135
|
+
if (u < n)
|
|
1136
|
+
return o.fill(NaN);
|
|
1137
|
+
const N = l - 1;
|
|
1138
|
+
o[N] = 3 * s - 3 * f + c, N > 0 && o.fill(NaN, 0, N);
|
|
1139
|
+
for (let h = l; h < r; h++) {
|
|
1140
|
+
const w = t[h];
|
|
1141
|
+
if (w !== w) {
|
|
1142
|
+
o[h] = NaN;
|
|
1143
|
+
continue;
|
|
1144
|
+
}
|
|
1145
|
+
s = s + e * (w - s), f = f + e * (s - f), c = c + e * (f - c), o[h] = 3 * s - 3 * f + c;
|
|
1146
|
+
}
|
|
1147
|
+
return o;
|
|
1148
|
+
}
|
|
1149
|
+
function Pn(t, n) {
|
|
1150
|
+
const r = t.length, o = new Float64Array(r);
|
|
1151
|
+
if (r < n)
|
|
1152
|
+
return o.fill(NaN);
|
|
1153
|
+
const e = Math.floor(n / 2), l = Math.floor(Math.sqrt(n)), s = new Float64Array(r);
|
|
1154
|
+
for (let a = 0; a < n - 1; a++)
|
|
1155
|
+
s[a] = NaN;
|
|
1156
|
+
const i = R(t, e), f = R(t, n);
|
|
1157
|
+
for (let a = n - 1; a < r; a++)
|
|
1158
|
+
s[a] = 2 * i[a] - f[a];
|
|
1159
|
+
return R(s, l, !1);
|
|
1160
|
+
}
|
|
1161
|
+
function Un(t, n, r = 2, o = 30, e = !0) {
|
|
1162
|
+
if (n <= 0)
|
|
1163
|
+
throw new Error("Period must be positive");
|
|
1164
|
+
const l = t.length, s = new Float64Array(l);
|
|
1165
|
+
return l < n ? (s.fill(NaN), s) : (e && !S() && !L(t) && (e = !1), e ? Dn(t, n, r, o) : p(t, n, r, o));
|
|
1166
|
+
}
|
|
1167
|
+
function p(t, n, r, o) {
|
|
1168
|
+
const e = t.length, l = new Float64Array(e);
|
|
1169
|
+
if (l.fill(NaN), e < n + 1)
|
|
1170
|
+
return l;
|
|
1171
|
+
const s = 2 / (r + 1), i = 2 / (o + 1), f = Math.abs;
|
|
1172
|
+
let a = 0;
|
|
1173
|
+
for (let u = 1; u <= n; u++)
|
|
1174
|
+
a += f(t[u] - t[u - 1]);
|
|
1175
|
+
let c = t[n - 1];
|
|
1176
|
+
l[n - 1] = c;
|
|
1177
|
+
for (let u = n; u < e; u++) {
|
|
1178
|
+
const N = f(t[u] - t[u - n]), w = (a !== 0 ? N / a : 0) * (s - i) + i, m = w * w;
|
|
1179
|
+
if (c = c + m * (t[u] - c), l[u] = c, u + 1 < e) {
|
|
1180
|
+
const g = f(t[u + 1] - t[u]), v = f(t[u - n + 1] - t[u - n]);
|
|
1181
|
+
a += g - v;
|
|
1182
|
+
}
|
|
1183
|
+
}
|
|
1184
|
+
return l;
|
|
1185
|
+
}
|
|
1186
|
+
function Dn(t, n, r, o) {
|
|
1187
|
+
const e = t.length, l = new Float64Array(e);
|
|
1188
|
+
l.fill(NaN);
|
|
1189
|
+
let s = !1;
|
|
1190
|
+
for (let c = 0; c < e; c++)
|
|
1191
|
+
if (t[c] !== t[c]) {
|
|
1192
|
+
s = !0;
|
|
1193
|
+
break;
|
|
1194
|
+
}
|
|
1195
|
+
if (!s)
|
|
1196
|
+
return p(t, n, r, o);
|
|
1197
|
+
const i = [], f = [];
|
|
1198
|
+
for (let c = 0; c < e; c++) {
|
|
1199
|
+
const u = t[c];
|
|
1200
|
+
u === u && (i.push(c), f.push(u));
|
|
1201
|
+
}
|
|
1202
|
+
if (f.length < n + 1)
|
|
1203
|
+
return l;
|
|
1204
|
+
const a = p(f, n, r, o);
|
|
1205
|
+
for (let c = 0; c < a.length; c++) {
|
|
1206
|
+
const u = i[c];
|
|
1207
|
+
l[u] = a[c];
|
|
1208
|
+
}
|
|
1209
|
+
return l;
|
|
1210
|
+
}
|
|
1211
|
+
function Tn(t, n, r, o) {
|
|
1212
|
+
for (let s = 0; s < n; s++)
|
|
1213
|
+
o[s] = NaN;
|
|
1214
|
+
if (n === 1) {
|
|
1215
|
+
for (let s = 0; s < r; s++)
|
|
1216
|
+
o[s] = t[s];
|
|
1217
|
+
return o;
|
|
1218
|
+
}
|
|
1219
|
+
let e = 0;
|
|
1220
|
+
for (let s = 0; s < n; s++)
|
|
1221
|
+
e += t[s];
|
|
1222
|
+
let l = e / n;
|
|
1223
|
+
o[n - 1] = l;
|
|
1224
|
+
for (let s = n; s < r; s++) {
|
|
1225
|
+
const i = t[s];
|
|
1226
|
+
l = (l * (n - 1) + i) / n, o[s] = l;
|
|
1227
|
+
}
|
|
1228
|
+
return o;
|
|
1229
|
+
}
|
|
1230
|
+
function Bn(t, n, r, o) {
|
|
1231
|
+
o.fill(NaN);
|
|
1232
|
+
let e = 0, l = 0, s, i = !1;
|
|
1233
|
+
for (let f = 0; f < r; f++) {
|
|
1234
|
+
const a = t[f];
|
|
1235
|
+
if (a === a) {
|
|
1236
|
+
if (!i) {
|
|
1237
|
+
e += a, l++, l === n && (s = e / n, o[f] = s, i = !0);
|
|
1238
|
+
continue;
|
|
1239
|
+
}
|
|
1240
|
+
s = (s * (n - 1) + a) / n, o[f] = s;
|
|
1241
|
+
}
|
|
1242
|
+
}
|
|
1243
|
+
return o;
|
|
1244
|
+
}
|
|
1245
|
+
function tt(t, n, r = !0) {
|
|
1246
|
+
if (n <= 0)
|
|
1247
|
+
throw new Error("Period must be positive");
|
|
1248
|
+
const o = t.length, e = new Float64Array(o);
|
|
1249
|
+
return o < n ? (e.fill(NaN), e) : (r && !S() && !L(t) && (r = !1), r ? Bn(t, n, o, e) : Tn(t, n, o, e));
|
|
1250
|
+
}
|
|
1251
|
+
function Xn(t, n, r) {
|
|
1252
|
+
if (n <= 0)
|
|
1253
|
+
throw new Error("Period must be positive");
|
|
1254
|
+
const o = t.length, e = new Float64Array(o);
|
|
1255
|
+
if (e.fill(NaN), o < n)
|
|
1256
|
+
return e;
|
|
1257
|
+
const l = 6 * (n - 1);
|
|
1258
|
+
if (o <= l)
|
|
1259
|
+
return e;
|
|
1260
|
+
const s = 2 / (n + 1), i = 1 - s;
|
|
1261
|
+
let f = 0, a = 0, c = 0;
|
|
1262
|
+
for (; f < o && c < n; ) {
|
|
1263
|
+
const M = t[f++];
|
|
1264
|
+
M === M && (a += M, c++);
|
|
1265
|
+
}
|
|
1266
|
+
if (c < n)
|
|
1267
|
+
return e;
|
|
1268
|
+
let u = a / n;
|
|
1269
|
+
for (a = u, c = 1; f < o && c < n; ) {
|
|
1270
|
+
const M = t[f++];
|
|
1271
|
+
M === M && (u = s * M + i * u, a += u, c++);
|
|
1272
|
+
}
|
|
1273
|
+
if (c < n)
|
|
1274
|
+
return e;
|
|
1275
|
+
let N = a / n;
|
|
1276
|
+
for (a = N, c = 1; f < o && c < n; ) {
|
|
1277
|
+
const M = t[f++];
|
|
1278
|
+
M === M && (u = s * M + i * u, N = s * u + i * N, a += N, c++);
|
|
1279
|
+
}
|
|
1280
|
+
if (c < n)
|
|
1281
|
+
return e;
|
|
1282
|
+
let h = a / n;
|
|
1283
|
+
for (a = h, c = 1; f < o && c < n; ) {
|
|
1284
|
+
const M = t[f++];
|
|
1285
|
+
M === M && (u = s * M + i * u, N = s * u + i * N, h = s * N + i * h, a += h, c++);
|
|
1286
|
+
}
|
|
1287
|
+
if (c < n)
|
|
1288
|
+
return e;
|
|
1289
|
+
let w = a / n;
|
|
1290
|
+
for (a = w, c = 1; f < o && c < n; ) {
|
|
1291
|
+
const M = t[f++];
|
|
1292
|
+
M === M && (u = s * M + i * u, N = s * u + i * N, h = s * N + i * h, w = s * h + i * w, a += w, c++);
|
|
1293
|
+
}
|
|
1294
|
+
if (c < n)
|
|
1295
|
+
return e;
|
|
1296
|
+
let m = a / n;
|
|
1297
|
+
for (a = m, c = 1; f < o && c < n; ) {
|
|
1298
|
+
const M = t[f++];
|
|
1299
|
+
M === M && (u = s * M + i * u, N = s * u + i * N, h = s * N + i * h, w = s * h + i * w, m = s * w + i * m, a += m, c++);
|
|
1300
|
+
}
|
|
1301
|
+
if (c < n)
|
|
1302
|
+
return e;
|
|
1303
|
+
let g = a / n;
|
|
1304
|
+
const v = l;
|
|
1305
|
+
f = v + 1;
|
|
1306
|
+
const A = r * r, b = -(A * r), y = 3 * (A - b), F = -6 * A - 3 * (r - b), x = 1 + 3 * r - b + 3 * A;
|
|
1307
|
+
let d = v;
|
|
1308
|
+
e[d++] = b * g + y * m + F * w + x * h;
|
|
1309
|
+
for (let M = f; M < o; M++) {
|
|
1310
|
+
const E = t[M];
|
|
1311
|
+
u = s * E + i * u, N = s * u + i * N, h = s * N + i * h, w = s * h + i * w, m = s * w + i * m, g = s * m + i * g, e[d++] = b * g + y * m + F * w + x * h;
|
|
1312
|
+
}
|
|
1313
|
+
return e;
|
|
1314
|
+
}
|
|
1315
|
+
function vt(t, n = { ddof: 1, skipna: !0 }) {
|
|
1316
|
+
const r = n?.ddof ?? 1;
|
|
1317
|
+
let o = n?.skipna ?? !0;
|
|
1318
|
+
const e = t.length;
|
|
1319
|
+
let l = 0, s = 0, i = 0;
|
|
1320
|
+
if (o) {
|
|
1321
|
+
!S() && o && !L(t) && (o = !1);
|
|
1322
|
+
for (let c = 0; c < e; c++) {
|
|
1323
|
+
const u = t[c];
|
|
1324
|
+
u === u && (l += u, s += u * u, i++);
|
|
1325
|
+
}
|
|
1326
|
+
} else {
|
|
1327
|
+
i = e;
|
|
1328
|
+
for (let c = 0; c < e; c++) {
|
|
1329
|
+
const u = t[c];
|
|
1330
|
+
l += u, s += u * u;
|
|
1331
|
+
}
|
|
1332
|
+
}
|
|
1333
|
+
if (i === 0)
|
|
1334
|
+
return NaN;
|
|
1335
|
+
const f = l / i;
|
|
1336
|
+
if (r < 0 || !Number.isFinite(r))
|
|
1337
|
+
throw new Error("ddof must be a finite non-negative number");
|
|
1338
|
+
const a = i - r;
|
|
1339
|
+
return a <= 0 ? NaN : (s - i * f * f) / a;
|
|
1340
|
+
}
|
|
1341
|
+
function gt(t, n = { ddof: 1, skipna: !0 }) {
|
|
1342
|
+
const r = vt(t, n);
|
|
1343
|
+
return Math.sqrt(r);
|
|
1344
|
+
}
|
|
1345
|
+
function Yn(t, n, r = { ddof: 1 }) {
|
|
1346
|
+
if (t.length !== n.length)
|
|
1347
|
+
throw new Error("x and y must have same length");
|
|
1348
|
+
const o = t.length, e = r?.ddof ?? 1;
|
|
1349
|
+
let l = 0, s = 0, i = 0, f = 0;
|
|
1350
|
+
for (let N = 0; N < o; N++) {
|
|
1351
|
+
const h = t[N], w = n[N];
|
|
1352
|
+
h === h && w === w && (l += h, s += w, i += h * w, f++);
|
|
1353
|
+
}
|
|
1354
|
+
if (f === 0)
|
|
1355
|
+
return NaN;
|
|
1356
|
+
const a = l / f, c = s / f;
|
|
1357
|
+
if (e < 0 || !Number.isFinite(e))
|
|
1358
|
+
throw new Error("ddof must be a finite non-negative number");
|
|
1359
|
+
const u = f - e;
|
|
1360
|
+
return u <= 0 ? NaN : (i - f * a * c) / u;
|
|
1361
|
+
}
|
|
1362
|
+
function rt(t, n, r) {
|
|
1363
|
+
const o = t.length, e = new Float64Array(o);
|
|
1364
|
+
if (e.fill(NaN), n <= 0)
|
|
1365
|
+
throw new Error("period must be positive");
|
|
1366
|
+
if (o < n)
|
|
1367
|
+
return e;
|
|
1368
|
+
let l = 0, s = 0;
|
|
1369
|
+
for (let i = 0; i < n; i++) {
|
|
1370
|
+
const f = t[i];
|
|
1371
|
+
l += f, s += f * f;
|
|
1372
|
+
}
|
|
1373
|
+
{
|
|
1374
|
+
const i = n, f = i - r;
|
|
1375
|
+
if (f > 0) {
|
|
1376
|
+
const a = l / i;
|
|
1377
|
+
e[n - 1] = (s - i * a * a) / f;
|
|
1378
|
+
} else
|
|
1379
|
+
e[n - 1] = NaN;
|
|
1380
|
+
}
|
|
1381
|
+
for (let i = n; i < o; i++) {
|
|
1382
|
+
const f = t[i], a = t[i - n];
|
|
1383
|
+
l += f - a, s += f * f - a * a;
|
|
1384
|
+
const c = n, u = c - r;
|
|
1385
|
+
if (u > 0) {
|
|
1386
|
+
const N = l / c;
|
|
1387
|
+
e[i] = (s - c * N * N) / u;
|
|
1388
|
+
} else
|
|
1389
|
+
e[i] = NaN;
|
|
1390
|
+
}
|
|
1391
|
+
return e;
|
|
1392
|
+
}
|
|
1393
|
+
function yt(t, n, r = { skipna: !0, ddof: 1 }) {
|
|
1394
|
+
let o = r.skipna ?? !0, e = r.ddof ?? 1;
|
|
1395
|
+
return o ? !S() && !L(t) ? rt(t, n, e) : zn(t, n, e) : rt(t, n, e);
|
|
1396
|
+
}
|
|
1397
|
+
function zn(t, n, r) {
|
|
1398
|
+
const o = t.length, e = new Float64Array(o);
|
|
1399
|
+
if (e.fill(NaN), n <= 0)
|
|
1400
|
+
throw new Error("period must be positive");
|
|
1401
|
+
if (o < n)
|
|
1402
|
+
return e;
|
|
1403
|
+
let l = 0, s = 0, i = 0;
|
|
1404
|
+
for (let f = 0; f < n; f++) {
|
|
1405
|
+
const a = t[f];
|
|
1406
|
+
a === a && (l += a, s += a * a, i++);
|
|
1407
|
+
}
|
|
1408
|
+
{
|
|
1409
|
+
const f = i - r;
|
|
1410
|
+
e[n - 1] = f > 0 ? (s - i * (l / i) * (l / i)) / f : NaN;
|
|
1411
|
+
}
|
|
1412
|
+
for (let f = n; f < o; f++) {
|
|
1413
|
+
const a = t[f], c = t[f - n];
|
|
1414
|
+
a === a && (l += a, s += a * a, i++), c === c && (l -= c, s -= c * c, i--);
|
|
1415
|
+
const u = i - r;
|
|
1416
|
+
e[f] = u > 0 ? (s - i * (l / i) * (l / i)) / u : NaN;
|
|
1417
|
+
}
|
|
1418
|
+
return e;
|
|
1419
|
+
}
|
|
1420
|
+
function At(t, n, r, o = { ddof: 1 }) {
|
|
1421
|
+
const e = o?.ddof ?? 1;
|
|
1422
|
+
if (t.length !== n.length)
|
|
1423
|
+
throw new Error("x and y must have same length");
|
|
1424
|
+
const l = t.length, s = new Float64Array(l);
|
|
1425
|
+
let i = 0, f = 0, a = 0, c = 0;
|
|
1426
|
+
for (let N = 0; N < r; N++) {
|
|
1427
|
+
const h = t[N], w = n[N];
|
|
1428
|
+
h === h && w === w && (i += h, f += w, a += h * w, c++);
|
|
1429
|
+
}
|
|
1430
|
+
const u = e + 1;
|
|
1431
|
+
if (c >= u) {
|
|
1432
|
+
const N = 1 / c, h = i * N, w = f * N, m = c - e;
|
|
1433
|
+
s[r - 1] = m > 0 ? (a - c * h * w) / m : NaN;
|
|
1434
|
+
} else
|
|
1435
|
+
s[r - 1] = NaN;
|
|
1436
|
+
for (let N = r; N < l; N++) {
|
|
1437
|
+
const h = t[N], w = n[N], m = t[N - r], g = n[N - r];
|
|
1438
|
+
h === h && w === w && (i += h, f += w, a += h * w, c++), m === m && g === g && (i -= m, f -= g, a -= m * g, c--);
|
|
1439
|
+
const v = e + 1;
|
|
1440
|
+
if (c >= v) {
|
|
1441
|
+
const A = 1 / c, b = i * A, y = f * A, F = c - e;
|
|
1442
|
+
s[N] = F > 0 ? (a - c * b * y) / F : NaN;
|
|
1443
|
+
} else
|
|
1444
|
+
s[N] = NaN;
|
|
1445
|
+
}
|
|
1446
|
+
return s;
|
|
1447
|
+
}
|
|
1448
|
+
function K(t, n, r = { skipna: !0, ddof: 1 }) {
|
|
1449
|
+
const o = yt(t, n, r), e = new Float64Array(o.length);
|
|
1450
|
+
for (let l = 0; l < o.length; l++)
|
|
1451
|
+
e[l] = Math.sqrt(o[l]);
|
|
1452
|
+
return e;
|
|
1453
|
+
}
|
|
1454
|
+
function B(t, n = { skipna: !0 }) {
|
|
1455
|
+
const r = n?.weights;
|
|
1456
|
+
let o = n?.skipna ?? !0;
|
|
1457
|
+
if (r && r.length !== t.length)
|
|
1458
|
+
throw new Error("source and weights must have same length");
|
|
1459
|
+
if (!S() && o && (r ? L(t, r) || (o = !1) : L(t) || (o = !1)), !r) {
|
|
1460
|
+
if (!o) {
|
|
1461
|
+
const f = Z(t, !1);
|
|
1462
|
+
return f !== f ? NaN : f / t.length;
|
|
1463
|
+
}
|
|
1464
|
+
const s = Z(t, !0);
|
|
1465
|
+
if (s !== s)
|
|
1466
|
+
return NaN;
|
|
1467
|
+
let i = 0;
|
|
1468
|
+
for (let f = 0; f < t.length; f++)
|
|
1469
|
+
t[f] === t[f] && i++;
|
|
1470
|
+
return s / i;
|
|
1471
|
+
}
|
|
1472
|
+
if (!o) {
|
|
1473
|
+
let s = 0, i = 0;
|
|
1474
|
+
for (let f = 0; f < t.length; f++) {
|
|
1475
|
+
const a = t[f], c = r[f];
|
|
1476
|
+
s += a * c, i += c;
|
|
1477
|
+
}
|
|
1478
|
+
return i === 0 ? NaN : s / i;
|
|
1479
|
+
}
|
|
1480
|
+
let e = 0, l = 0;
|
|
1481
|
+
for (let s = 0; s < t.length; s++) {
|
|
1482
|
+
const i = t[s], f = r[s];
|
|
1483
|
+
i === i && f === f && (e += i * f, l += f);
|
|
1484
|
+
}
|
|
1485
|
+
return l === 0 ? NaN : e / l;
|
|
1486
|
+
}
|
|
1487
|
+
function Hn(t, n, r = !0) {
|
|
1488
|
+
const o = t.length, e = new Float64Array(o);
|
|
1489
|
+
if (e.fill(NaN), n <= 0)
|
|
1490
|
+
throw new Error("period must be positive");
|
|
1491
|
+
if (o < n)
|
|
1492
|
+
return e;
|
|
1493
|
+
if (!S() && r && !L(t)) {
|
|
1494
|
+
let i = 0;
|
|
1495
|
+
for (let f = 0; f < n; f++)
|
|
1496
|
+
i += t[f];
|
|
1497
|
+
e[n - 1] = i / n;
|
|
1498
|
+
for (let f = n; f < o; f++)
|
|
1499
|
+
i += t[f] - t[f - n], e[f] = i / n;
|
|
1500
|
+
return e;
|
|
1501
|
+
}
|
|
1502
|
+
let l = 0, s = 0;
|
|
1503
|
+
for (let i = 0; i < n; i++) {
|
|
1504
|
+
const f = t[i];
|
|
1505
|
+
f === f && (l += f, s++);
|
|
1506
|
+
}
|
|
1507
|
+
e[n - 1] = s > 0 ? l / s : NaN;
|
|
1508
|
+
for (let i = n; i < o; i++) {
|
|
1509
|
+
const f = t[i], a = t[i - n];
|
|
1510
|
+
f === f && (l += f, s++), a === a && (l -= a, s--), e[i] = s > 0 ? l / s : NaN;
|
|
1511
|
+
}
|
|
1512
|
+
return e;
|
|
1513
|
+
}
|
|
1514
|
+
function Rn(t, n = { skipna: !0 }) {
|
|
1515
|
+
const r = n?.weights;
|
|
1516
|
+
let o = n?.skipna ?? !0;
|
|
1517
|
+
if (r && r.length !== t.length)
|
|
1518
|
+
throw new Error("source and weights must have same length");
|
|
1519
|
+
if (!S() && o && (r ? L(t, r) || (o = !1) : L(t) || (o = !1)), !r) {
|
|
1520
|
+
if (!o) {
|
|
1521
|
+
let f = 0;
|
|
1522
|
+
for (let a = 0; a < t.length; a++) {
|
|
1523
|
+
const c = t[a];
|
|
1524
|
+
if (c <= 0 || c !== c)
|
|
1525
|
+
return NaN;
|
|
1526
|
+
f += 1 / c;
|
|
1527
|
+
}
|
|
1528
|
+
return t.length === 0 ? NaN : t.length / f;
|
|
1529
|
+
}
|
|
1530
|
+
let s = 0, i = 0;
|
|
1531
|
+
for (let f = 0; f < t.length; f++) {
|
|
1532
|
+
const a = t[f];
|
|
1533
|
+
if (a === a) {
|
|
1534
|
+
if (a <= 0)
|
|
1535
|
+
return NaN;
|
|
1536
|
+
s += 1 / a, i++;
|
|
1537
|
+
}
|
|
1538
|
+
}
|
|
1539
|
+
return i === 0 ? NaN : i / s;
|
|
1540
|
+
}
|
|
1541
|
+
if (!o) {
|
|
1542
|
+
let s = 0, i = 0;
|
|
1543
|
+
for (let f = 0; f < t.length; f++) {
|
|
1544
|
+
const a = t[f], c = r[f];
|
|
1545
|
+
if (a <= 0 || a !== a || c !== c)
|
|
1546
|
+
return NaN;
|
|
1547
|
+
s += c / a, i += c;
|
|
1548
|
+
}
|
|
1549
|
+
return i === 0 ? NaN : i / s;
|
|
1550
|
+
}
|
|
1551
|
+
let e = 0, l = 0;
|
|
1552
|
+
for (let s = 0; s < t.length; s++) {
|
|
1553
|
+
const i = t[s], f = r[s];
|
|
1554
|
+
if (i === i && f === f) {
|
|
1555
|
+
if (i <= 0)
|
|
1556
|
+
return NaN;
|
|
1557
|
+
e += f / i, l += f;
|
|
1558
|
+
}
|
|
1559
|
+
}
|
|
1560
|
+
return l === 0 ? NaN : l / e;
|
|
1561
|
+
}
|
|
1562
|
+
function Kn(t, n = { skipna: !0 }) {
|
|
1563
|
+
const r = n?.weights;
|
|
1564
|
+
let o = n?.skipna ?? !0;
|
|
1565
|
+
if (r && r.length !== t.length)
|
|
1566
|
+
throw new Error("source and weights must have same length");
|
|
1567
|
+
if (!S() && o && (r ? L(t, r) || (o = !1) : L(t) || (o = !1)), !r) {
|
|
1568
|
+
if (!o) {
|
|
1569
|
+
let f = 0;
|
|
1570
|
+
for (let a = 0; a < t.length; a++) {
|
|
1571
|
+
const c = t[a];
|
|
1572
|
+
if (c <= 0 || c !== c)
|
|
1573
|
+
return NaN;
|
|
1574
|
+
f += Math.log(c);
|
|
1575
|
+
}
|
|
1576
|
+
return t.length === 0 ? NaN : Math.exp(f / t.length);
|
|
1577
|
+
}
|
|
1578
|
+
let s = 0, i = 0;
|
|
1579
|
+
for (let f = 0; f < t.length; f++) {
|
|
1580
|
+
const a = t[f];
|
|
1581
|
+
if (a === a) {
|
|
1582
|
+
if (a <= 0)
|
|
1583
|
+
return NaN;
|
|
1584
|
+
s += Math.log(a), i++;
|
|
1585
|
+
}
|
|
1586
|
+
}
|
|
1587
|
+
return i === 0 ? NaN : Math.exp(s / i);
|
|
1588
|
+
}
|
|
1589
|
+
if (!o) {
|
|
1590
|
+
let s = 0, i = 0;
|
|
1591
|
+
for (let f = 0; f < t.length; f++) {
|
|
1592
|
+
const a = t[f], c = r[f];
|
|
1593
|
+
if (a <= 0 || a !== a || c !== c)
|
|
1594
|
+
return NaN;
|
|
1595
|
+
s += c * Math.log(a), i += c;
|
|
1596
|
+
}
|
|
1597
|
+
return i === 0 ? NaN : Math.exp(s / i);
|
|
1598
|
+
}
|
|
1599
|
+
let e = 0, l = 0;
|
|
1600
|
+
for (let s = 0; s < t.length; s++) {
|
|
1601
|
+
const i = t[s], f = r[s];
|
|
1602
|
+
if (i === i && f === f) {
|
|
1603
|
+
if (i <= 0)
|
|
1604
|
+
return NaN;
|
|
1605
|
+
e += f * Math.log(i), l += f;
|
|
1606
|
+
}
|
|
1607
|
+
}
|
|
1608
|
+
return l === 0 ? NaN : Math.exp(e / l);
|
|
1609
|
+
}
|
|
1610
|
+
function Wn(t, n = !0) {
|
|
1611
|
+
if (t.length === 0)
|
|
1612
|
+
return NaN;
|
|
1613
|
+
const r = B(t, { skipna: n });
|
|
1614
|
+
if (r !== r)
|
|
1615
|
+
return NaN;
|
|
1616
|
+
if (!S() && n && !L(t)) {
|
|
1617
|
+
let l = 0;
|
|
1618
|
+
for (let s = 0; s < t.length; s++)
|
|
1619
|
+
l += Math.abs(t[s] - r);
|
|
1620
|
+
return l / t.length;
|
|
1621
|
+
}
|
|
1622
|
+
let o = 0, e = 0;
|
|
1623
|
+
if (!n) {
|
|
1624
|
+
for (let l = 0; l < t.length; l++)
|
|
1625
|
+
o += Math.abs(t[l] - r);
|
|
1626
|
+
return o / t.length;
|
|
1627
|
+
}
|
|
1628
|
+
for (let l = 0; l < t.length; l++) {
|
|
1629
|
+
const s = t[l];
|
|
1630
|
+
s === s && (o += Math.abs(s - r), e++);
|
|
1631
|
+
}
|
|
1632
|
+
return e === 0 ? NaN : o / e;
|
|
1633
|
+
}
|
|
1634
|
+
function J(t, n, r) {
|
|
1635
|
+
const o = t[n];
|
|
1636
|
+
t[n] = t[r], t[r] = o;
|
|
1637
|
+
}
|
|
1638
|
+
function Gn(t, n, r, o) {
|
|
1639
|
+
const e = t[o];
|
|
1640
|
+
J(t, o, r);
|
|
1641
|
+
let l = n;
|
|
1642
|
+
for (let s = n; s < r; s++)
|
|
1643
|
+
t[s] < e && (J(t, l, s), l++);
|
|
1644
|
+
return J(t, l, r), l;
|
|
1645
|
+
}
|
|
1646
|
+
function nt(t, n, r, o) {
|
|
1647
|
+
for (; o > r; ) {
|
|
1648
|
+
const e = o - r + 1;
|
|
1649
|
+
if (e > 600) {
|
|
1650
|
+
const i = n - r + 1, f = Math.log(e), a = Math.floor(0.5 * Math.exp(2 * f / 3)), c = Math.floor(0.5 * Math.sqrt(f * a * (e - a) / e) * (i - e / 2 >= 0 ? 1 : -1)), u = Math.max(r, Math.floor(n - i * a / e + c)), N = Math.min(o, Math.floor(n + (e - i) * a / e + c));
|
|
1651
|
+
nt(t, n, u, N), r = u, o = N;
|
|
1652
|
+
}
|
|
1653
|
+
const l = (() => {
|
|
1654
|
+
const i = r + (o - r >> 1), f = t[r], a = t[i], c = t[o];
|
|
1655
|
+
return f <= a && a <= c || c <= a && a <= f ? i : a <= f && f <= c || c <= f && f <= a ? r : o;
|
|
1656
|
+
})(), s = Gn(t, r, o, l);
|
|
1657
|
+
if (n === s)
|
|
1658
|
+
return t[n];
|
|
1659
|
+
n < s ? o = s - 1 : r = s + 1;
|
|
1660
|
+
}
|
|
1661
|
+
return t[r];
|
|
1662
|
+
}
|
|
1663
|
+
function z(t, n, r, o) {
|
|
1664
|
+
let e = n;
|
|
1665
|
+
for (; e > 0; ) {
|
|
1666
|
+
const l = e - 1 >> 1, s = t[e], i = t[l], f = o[s], a = o[i];
|
|
1667
|
+
if (r && f < a || !r && f > a || f === a && s < i)
|
|
1668
|
+
t[e] = i, t[l] = s, e = l;
|
|
1669
|
+
else
|
|
1670
|
+
break;
|
|
1671
|
+
}
|
|
1672
|
+
}
|
|
1673
|
+
function $n(t, n, r, o, e) {
|
|
1674
|
+
let l = r;
|
|
1675
|
+
for (; ; ) {
|
|
1676
|
+
const s = l * 2 + 1, i = s + 1;
|
|
1677
|
+
let f = l;
|
|
1678
|
+
if (s < n) {
|
|
1679
|
+
const a = t[s], c = t[f], u = e[a], N = e[c];
|
|
1680
|
+
(o ? u < N || u === N && a < c : u > N || u === N && a < c) && (f = s);
|
|
1681
|
+
}
|
|
1682
|
+
if (i < n) {
|
|
1683
|
+
const a = t[i], c = t[f], u = e[a], N = e[c];
|
|
1684
|
+
(o ? u < N || u === N && a < c : u > N || u === N && a < c) && (f = i);
|
|
1685
|
+
}
|
|
1686
|
+
if (f !== l) {
|
|
1687
|
+
const a = t[l];
|
|
1688
|
+
t[l] = t[f], t[f] = a, l = f;
|
|
1689
|
+
} else
|
|
1690
|
+
break;
|
|
1691
|
+
}
|
|
1692
|
+
}
|
|
1693
|
+
function et(t, n, r, o, e) {
|
|
1694
|
+
if (n === 0)
|
|
1695
|
+
return { top: void 0, len: 0 };
|
|
1696
|
+
const l = t[0], s = t[--n];
|
|
1697
|
+
return t[0] = s, $n(t, n, 0, r, o), e[l] = 0, { top: l, len: n };
|
|
1698
|
+
}
|
|
1699
|
+
function C(t, n, r, o, e, l) {
|
|
1700
|
+
for (; n > 0; ) {
|
|
1701
|
+
const s = t[0];
|
|
1702
|
+
if (o[s])
|
|
1703
|
+
n = et(t, n, r, l, e).len, o[s] = 0;
|
|
1704
|
+
else
|
|
1705
|
+
break;
|
|
1706
|
+
}
|
|
1707
|
+
return n;
|
|
1708
|
+
}
|
|
1709
|
+
function Jn(t) {
|
|
1710
|
+
return T(t, 0.5);
|
|
1711
|
+
}
|
|
1712
|
+
function bt(t, n, r) {
|
|
1713
|
+
const o = t.length, e = new Float64Array(o);
|
|
1714
|
+
if (n <= 0)
|
|
1715
|
+
throw new Error("period must be positive");
|
|
1716
|
+
if (o < n) {
|
|
1717
|
+
const m = new Float64Array(o);
|
|
1718
|
+
return m.fill(NaN), m;
|
|
1719
|
+
}
|
|
1720
|
+
const l = Math.min(o, n - 1);
|
|
1721
|
+
for (let m = 0; m < l; m++)
|
|
1722
|
+
e[m] = NaN;
|
|
1723
|
+
if (r < 0 || r > 1)
|
|
1724
|
+
throw new Error("q must be in [0,1]");
|
|
1725
|
+
const s = new Int32Array(n), i = new Int32Array(n), f = new Uint8Array(o), a = new Uint8Array(o);
|
|
1726
|
+
let c = 0, u = 0, N = 0, h = 0;
|
|
1727
|
+
const w = t;
|
|
1728
|
+
for (let m = 0; m < o; m++) {
|
|
1729
|
+
const g = m, v = w[g];
|
|
1730
|
+
if (v === v) {
|
|
1731
|
+
const b = c === 0 ? void 0 : s[0];
|
|
1732
|
+
b === void 0 || v <= w[b] ? (s[c] = g, z(s, c, !1, w), c++, N++, a[g] = 1) : (i[u] = g, z(i, u, !0, w), u++, h++, a[g] = 2);
|
|
1733
|
+
}
|
|
1734
|
+
if (m >= n) {
|
|
1735
|
+
const b = m - n;
|
|
1736
|
+
a[b] === 1 ? (N--, f[b] = 1, a[b] = 0) : a[b] === 2 && (h--, f[b] = 1, a[b] = 0);
|
|
1737
|
+
}
|
|
1738
|
+
const A = N + h;
|
|
1739
|
+
if (A !== 0) {
|
|
1740
|
+
const y = Math.floor((A - 1) * r) + 1;
|
|
1741
|
+
for (c = C(s, c, !1, f, a, w), u = C(i, u, !0, f, a, w); N > y; ) {
|
|
1742
|
+
c = C(s, c, !1, f, a, w);
|
|
1743
|
+
const F = et(s, c, !1, w, a), x = F.top;
|
|
1744
|
+
c = F.len, N--, i[u] = x, z(i, u, !0, w), u++, h++;
|
|
1745
|
+
}
|
|
1746
|
+
for (; N < y; ) {
|
|
1747
|
+
u = C(i, u, !0, f, a, w);
|
|
1748
|
+
const F = et(i, u, !0, w, a), x = F.top;
|
|
1749
|
+
u = F.len, h--, s[c] = x, z(s, c, !1, w), c++, N++;
|
|
1750
|
+
}
|
|
1751
|
+
c = C(s, c, !1, f, a, w), u = C(i, u, !0, f, a, w);
|
|
1752
|
+
}
|
|
1753
|
+
if (m >= n - 1) {
|
|
1754
|
+
c = C(s, c, !1, f, a, w), u = C(i, u, !0, f, a, w);
|
|
1755
|
+
const b = N + h;
|
|
1756
|
+
if (b === 0)
|
|
1757
|
+
e[m] = NaN;
|
|
1758
|
+
else if ((b & 1) === 1) {
|
|
1759
|
+
const y = s[0];
|
|
1760
|
+
e[m] = w[y];
|
|
1761
|
+
} else {
|
|
1762
|
+
const y = s[0], F = i[0];
|
|
1763
|
+
e[m] = (w[y] + w[F]) / 2;
|
|
1764
|
+
}
|
|
1765
|
+
}
|
|
1766
|
+
}
|
|
1767
|
+
return e;
|
|
1768
|
+
}
|
|
1769
|
+
function Qn(t, n) {
|
|
1770
|
+
return t.length, bt(t, n, 0.5);
|
|
1771
|
+
}
|
|
1772
|
+
function Ft(t, n, r) {
|
|
1773
|
+
const o = (n - 1) * r, e = Math.floor(o), l = Math.ceil(o);
|
|
1774
|
+
if (e === l)
|
|
1775
|
+
return nt(t, e, 0, n - 1);
|
|
1776
|
+
const s = nt(t, e, 0, n - 1);
|
|
1777
|
+
let i = 1 / 0;
|
|
1778
|
+
for (let a = e + 1; a < n; a++) {
|
|
1779
|
+
const c = t[a];
|
|
1780
|
+
c < i && (i = c);
|
|
1781
|
+
}
|
|
1782
|
+
const f = o - e;
|
|
1783
|
+
return s * (1 - f) + i * f;
|
|
1784
|
+
}
|
|
1785
|
+
function T(t, n) {
|
|
1786
|
+
if (n < 0 || n > 1)
|
|
1787
|
+
throw new Error("q must be in [0,1]");
|
|
1788
|
+
const r = t.length;
|
|
1789
|
+
if (r === 0)
|
|
1790
|
+
return NaN;
|
|
1791
|
+
const o = new Float64Array(r);
|
|
1792
|
+
let e = 0;
|
|
1793
|
+
for (let l = 0; l < r; l++) {
|
|
1794
|
+
const s = t[l];
|
|
1795
|
+
s === s && (o[e++] = s);
|
|
1796
|
+
}
|
|
1797
|
+
return e === 0 ? NaN : Ft(o, e, n);
|
|
1798
|
+
}
|
|
1799
|
+
function Zn(t, n) {
|
|
1800
|
+
if (n.length === 0)
|
|
1801
|
+
return [];
|
|
1802
|
+
if (n.length === 1)
|
|
1803
|
+
return [T(t, n[0])];
|
|
1804
|
+
const r = t.length, o = new Float64Array(r);
|
|
1805
|
+
let e = 0;
|
|
1806
|
+
for (let f = 0; f < r; f++) {
|
|
1807
|
+
const a = t[f];
|
|
1808
|
+
a === a && (o[e++] = a);
|
|
1809
|
+
}
|
|
1810
|
+
if (e === 0)
|
|
1811
|
+
return n.map(() => NaN);
|
|
1812
|
+
const l = new Array(n.length);
|
|
1813
|
+
if (n.length <= 10) {
|
|
1814
|
+
for (let f = 0; f < n.length; f++) {
|
|
1815
|
+
const a = n[f];
|
|
1816
|
+
if (a < 0 || a > 1) {
|
|
1817
|
+
l[f] = NaN;
|
|
1818
|
+
continue;
|
|
1819
|
+
}
|
|
1820
|
+
l[f] = Ft(o, e, a);
|
|
1821
|
+
}
|
|
1822
|
+
return l;
|
|
1823
|
+
}
|
|
1824
|
+
const s = o.subarray(0, e);
|
|
1825
|
+
s.sort();
|
|
1826
|
+
const i = e;
|
|
1827
|
+
for (let f = 0; f < n.length; f++) {
|
|
1828
|
+
const a = n[f];
|
|
1829
|
+
if (a < 0 || a > 1) {
|
|
1830
|
+
l[f] = NaN;
|
|
1831
|
+
continue;
|
|
1832
|
+
}
|
|
1833
|
+
const c = (i - 1) * a, u = Math.floor(c), N = Math.ceil(c);
|
|
1834
|
+
if (u === N)
|
|
1835
|
+
l[f] = s[u];
|
|
1836
|
+
else {
|
|
1837
|
+
const h = c - u;
|
|
1838
|
+
l[f] = s[u] * (1 - h) + s[N] * h;
|
|
1839
|
+
}
|
|
1840
|
+
}
|
|
1841
|
+
return l;
|
|
1842
|
+
}
|
|
1843
|
+
function pn(t, n, r) {
|
|
1844
|
+
return t.length, bt(t, n, r);
|
|
1845
|
+
}
|
|
1846
|
+
function te(t, n = !0) {
|
|
1847
|
+
const r = t.length, o = new Float64Array(r);
|
|
1848
|
+
if (r === 0)
|
|
1849
|
+
return o;
|
|
1850
|
+
!S() && n && (L(t) || (n = !1));
|
|
1851
|
+
const e = B(t, { skipna: n }), l = gt(t, { ddof: 1, skipna: n });
|
|
1852
|
+
if (l === 0 || l !== l)
|
|
1853
|
+
return o.fill(NaN), o;
|
|
1854
|
+
for (let s = 0; s < r; s++)
|
|
1855
|
+
o[s] = (t[s] - e) / l;
|
|
1856
|
+
return o;
|
|
1857
|
+
}
|
|
1858
|
+
function ne(t, n = !0) {
|
|
1859
|
+
const r = t.length, o = new Float64Array(r);
|
|
1860
|
+
if (r === 0)
|
|
1861
|
+
return o;
|
|
1862
|
+
if (n) {
|
|
1863
|
+
let e = 1 / 0, l = -1 / 0;
|
|
1864
|
+
for (let i = 0; i < r; i++) {
|
|
1865
|
+
const f = t[i];
|
|
1866
|
+
f === f && (f < e && (e = f), f > l && (l = f));
|
|
1867
|
+
}
|
|
1868
|
+
if (e !== e || l !== l || l === e)
|
|
1869
|
+
return o.fill(NaN), o;
|
|
1870
|
+
const s = l - e;
|
|
1871
|
+
for (let i = 0; i < r; i++) {
|
|
1872
|
+
const f = t[i];
|
|
1873
|
+
o[i] = f === f ? (f - e) / s : NaN;
|
|
1874
|
+
}
|
|
1875
|
+
return o;
|
|
1876
|
+
} else {
|
|
1877
|
+
let e = t[0], l = t[0];
|
|
1878
|
+
for (let i = 1; i < r; i++) {
|
|
1879
|
+
const f = t[i];
|
|
1880
|
+
f < e && (e = f), f > l && (l = f);
|
|
1881
|
+
}
|
|
1882
|
+
if (l === e)
|
|
1883
|
+
return o.fill(NaN), o;
|
|
1884
|
+
const s = l - e;
|
|
1885
|
+
for (let i = 0; i < r; i++)
|
|
1886
|
+
o[i] = (t[i] - e) / s;
|
|
1887
|
+
return o;
|
|
1888
|
+
}
|
|
1889
|
+
}
|
|
1890
|
+
function ee(t, n, r = !0) {
|
|
1891
|
+
if (t.length !== n.length)
|
|
1892
|
+
throw new Error("x and y must have same length");
|
|
1893
|
+
const o = t.length;
|
|
1894
|
+
if (o === 0)
|
|
1895
|
+
return NaN;
|
|
1896
|
+
if (!S() && r && (L(t, n) || (r = !1)), r) {
|
|
1897
|
+
let e = 0, l = 0, s = 0, i = 0, f = 0, a = 0;
|
|
1898
|
+
for (let v = 0; v < o; v++) {
|
|
1899
|
+
const A = t[v], b = n[v];
|
|
1900
|
+
A === A && b === b && (e += A, l += b, s += A * b, i += A * A, f += b * b, a++);
|
|
1901
|
+
}
|
|
1902
|
+
if (a === 0)
|
|
1903
|
+
return NaN;
|
|
1904
|
+
const c = 1;
|
|
1905
|
+
if (!Number.isFinite(c))
|
|
1906
|
+
throw new Error("ddof must be a finite non-negative number");
|
|
1907
|
+
const u = a - c;
|
|
1908
|
+
if (u <= 0)
|
|
1909
|
+
return NaN;
|
|
1910
|
+
const N = e / a, h = l / a, w = (s - a * N * h) / u, m = (i - a * N * N) / u, g = (f - a * h * h) / u;
|
|
1911
|
+
return m === 0 || g === 0 ? NaN : w / Math.sqrt(m * g);
|
|
1912
|
+
} else {
|
|
1913
|
+
let e = 0, l = 0;
|
|
1914
|
+
for (let u = 0; u < o; u++)
|
|
1915
|
+
e += t[u], l += n[u];
|
|
1916
|
+
const s = e / o, i = l / o;
|
|
1917
|
+
let f = 0, a = 0, c = 0;
|
|
1918
|
+
for (let u = 0; u < o; u++) {
|
|
1919
|
+
const N = t[u] - s, h = n[u] - i;
|
|
1920
|
+
f += N * h, a += N * N, c += h * h;
|
|
1921
|
+
}
|
|
1922
|
+
return a === 0 || c === 0 ? NaN : f / Math.sqrt(a * c);
|
|
1923
|
+
}
|
|
1924
|
+
}
|
|
1925
|
+
function oe(t, n, r, o) {
|
|
1926
|
+
const l = (o?.outLength ?? "min") === "max" ? Math.max(t.length, n.length) : Math.min(t.length, n.length), s = o?.skipna ?? !0;
|
|
1927
|
+
let i, f;
|
|
1928
|
+
if (t.length === l && n.length === l)
|
|
1929
|
+
i = t instanceof Float64Array ? t : Float64Array.from(t), f = n instanceof Float64Array ? n : Float64Array.from(n);
|
|
1930
|
+
else {
|
|
1931
|
+
i = new Float64Array(l), f = new Float64Array(l);
|
|
1932
|
+
for (let h = 0; h < l; h++)
|
|
1933
|
+
i[h] = h < t.length ? t[h] : NaN, f[h] = h < n.length ? n[h] : NaN;
|
|
1934
|
+
}
|
|
1935
|
+
const a = At(i, f, r), c = K(i, r, { skipna: s }), u = K(f, r, { skipna: s }), N = new Float64Array(l);
|
|
1936
|
+
for (let h = 0; h < l; h++) {
|
|
1937
|
+
const w = c[h] * u[h];
|
|
1938
|
+
w > 1e-12 ? N[h] = a[h] / w : N[h] = NaN;
|
|
1939
|
+
}
|
|
1940
|
+
return N;
|
|
1941
|
+
}
|
|
1942
|
+
function le(t, n) {
|
|
1943
|
+
let r = n?.lower ?? 0.05, o = n?.upper ?? 0.95, e = n?.skipna ?? !0;
|
|
1944
|
+
const l = t.length, s = new Float64Array(l);
|
|
1945
|
+
if (l === 0)
|
|
1946
|
+
return s;
|
|
1947
|
+
if (r < 0 || o < 0 || r > 1 || o > 1 || r > o)
|
|
1948
|
+
throw new Error("invalid quantile bounds");
|
|
1949
|
+
!S() && e && (L(t) || (e = !1));
|
|
1950
|
+
const i = T(t, r), f = T(t, o);
|
|
1951
|
+
if (i !== i || f !== f)
|
|
1952
|
+
return s.fill(NaN), s;
|
|
1953
|
+
if (e)
|
|
1954
|
+
for (let a = 0; a < l; a++) {
|
|
1955
|
+
const c = t[a];
|
|
1956
|
+
c !== c ? s[a] = NaN : c < i ? s[a] = i : c > f ? s[a] = f : s[a] = c;
|
|
1957
|
+
}
|
|
1958
|
+
else
|
|
1959
|
+
for (let a = 0; a < l; a++) {
|
|
1960
|
+
const c = t[a];
|
|
1961
|
+
c < i ? s[a] = i : c > f ? s[a] = f : s[a] = c;
|
|
1962
|
+
}
|
|
1963
|
+
return s;
|
|
1964
|
+
}
|
|
1965
|
+
function re(t) {
|
|
1966
|
+
const n = t.length, r = B(t);
|
|
1967
|
+
if (r !== r)
|
|
1968
|
+
return NaN;
|
|
1969
|
+
let o = 0, e = 0, l = 0;
|
|
1970
|
+
for (let i = 0; i < n; i++) {
|
|
1971
|
+
const f = t[i];
|
|
1972
|
+
if (f === f) {
|
|
1973
|
+
const a = f - r;
|
|
1974
|
+
o += a * a, e += a * a * a, l++;
|
|
1975
|
+
}
|
|
1976
|
+
}
|
|
1977
|
+
if (l < 3)
|
|
1978
|
+
return NaN;
|
|
1979
|
+
const s = Math.sqrt(o / l);
|
|
1980
|
+
return s === 0 ? 0 : e / l / (s * s * s);
|
|
1981
|
+
}
|
|
1982
|
+
function ie(t) {
|
|
1983
|
+
const n = t.length, r = B(t);
|
|
1984
|
+
if (r !== r)
|
|
1985
|
+
return NaN;
|
|
1986
|
+
let o = 0, e = 0, l = 0;
|
|
1987
|
+
for (let i = 0; i < n; i++) {
|
|
1988
|
+
const f = t[i];
|
|
1989
|
+
if (f === f) {
|
|
1990
|
+
const a = f - r, c = a * a;
|
|
1991
|
+
o += c, e += c * c, l++;
|
|
1992
|
+
}
|
|
1993
|
+
}
|
|
1994
|
+
if (l < 4)
|
|
1995
|
+
return NaN;
|
|
1996
|
+
const s = o / l;
|
|
1997
|
+
return s === 0 ? 0 : e / l / (s * s) - 3;
|
|
1998
|
+
}
|
|
1999
|
+
function fe(t, n) {
|
|
2000
|
+
const r = t.length, o = new Float64Array(r).fill(NaN);
|
|
2001
|
+
if (r < n)
|
|
2002
|
+
return o;
|
|
2003
|
+
let e = 0, l = 0, s = 0, i = 0;
|
|
2004
|
+
for (let f = 0; f < n; f++) {
|
|
2005
|
+
const a = t[f];
|
|
2006
|
+
a === a && (i++, e += a, l += a * a, s += a * a * a);
|
|
2007
|
+
}
|
|
2008
|
+
if (i >= 3) {
|
|
2009
|
+
const f = e / i, a = l / i - f * f;
|
|
2010
|
+
if (a > 1e-12) {
|
|
2011
|
+
const c = Math.sqrt(a);
|
|
2012
|
+
o[n - 1] = (s / i - 3 * f * a - f * f * f) / (c * c * c);
|
|
2013
|
+
} else
|
|
2014
|
+
o[n - 1] = 0;
|
|
2015
|
+
}
|
|
2016
|
+
for (let f = n; f < r; f++) {
|
|
2017
|
+
const a = t[f - n];
|
|
2018
|
+
a === a && (i--, e -= a, l -= a * a, s -= a * a * a);
|
|
2019
|
+
const c = t[f];
|
|
2020
|
+
if (c === c && (i++, e += c, l += c * c, s += c * c * c), i >= 3) {
|
|
2021
|
+
const u = e / i, N = l / i - u * u;
|
|
2022
|
+
if (N > 1e-12) {
|
|
2023
|
+
const h = Math.sqrt(N);
|
|
2024
|
+
o[f] = (s / i - 3 * u * N - u * u * u) / (h * h * h);
|
|
2025
|
+
} else
|
|
2026
|
+
o[f] = 0;
|
|
2027
|
+
}
|
|
2028
|
+
}
|
|
2029
|
+
return o;
|
|
2030
|
+
}
|
|
2031
|
+
function se(t, n) {
|
|
2032
|
+
const r = t.length, o = new Float64Array(r).fill(NaN);
|
|
2033
|
+
if (r < n)
|
|
2034
|
+
return o;
|
|
2035
|
+
let e = 0, l = 0, s = 0, i = 0, f = 0;
|
|
2036
|
+
for (let a = 0; a < n; a++) {
|
|
2037
|
+
const c = t[a];
|
|
2038
|
+
if (c === c) {
|
|
2039
|
+
f++, e += c;
|
|
2040
|
+
const u = c * c;
|
|
2041
|
+
l += u, s += u * c, i += u * u;
|
|
2042
|
+
}
|
|
2043
|
+
}
|
|
2044
|
+
if (f >= 4) {
|
|
2045
|
+
const a = e / f, c = l / f - a * a;
|
|
2046
|
+
if (c > 1e-12) {
|
|
2047
|
+
const u = l / f, N = s / f, h = i / f;
|
|
2048
|
+
o[n - 1] = (h - 4 * a * N + 6 * a * a * u - 3 * a * a * a * a) / (c * c) - 3;
|
|
2049
|
+
} else
|
|
2050
|
+
o[n - 1] = 0;
|
|
2051
|
+
}
|
|
2052
|
+
for (let a = n; a < r; a++) {
|
|
2053
|
+
const c = t[a - n];
|
|
2054
|
+
if (c === c) {
|
|
2055
|
+
f--, e -= c;
|
|
2056
|
+
const N = c * c;
|
|
2057
|
+
l -= N, s -= N * c, i -= N * N;
|
|
2058
|
+
}
|
|
2059
|
+
const u = t[a];
|
|
2060
|
+
if (u === u) {
|
|
2061
|
+
f++, e += u;
|
|
2062
|
+
const N = u * u;
|
|
2063
|
+
l += N, s += N * u, i += N * N;
|
|
2064
|
+
}
|
|
2065
|
+
if (f >= 4) {
|
|
2066
|
+
const N = e / f, h = l / f - N * N;
|
|
2067
|
+
if (h > 1e-12) {
|
|
2068
|
+
const w = l / f, m = s / f, g = i / f;
|
|
2069
|
+
o[a] = (g - 4 * N * m + 6 * N * N * w - 3 * N * N * N * N) / (h * h) - 3;
|
|
2070
|
+
} else
|
|
2071
|
+
o[a] = 0;
|
|
2072
|
+
}
|
|
2073
|
+
}
|
|
2074
|
+
return o;
|
|
2075
|
+
}
|
|
2076
|
+
function ae(t) {
|
|
2077
|
+
for (let n = t.length - 1; n > 0; n--) {
|
|
2078
|
+
const r = Math.floor(Math.random() * (n + 1)), o = t[n];
|
|
2079
|
+
t[n] = t[r], t[r] = o;
|
|
2080
|
+
}
|
|
2081
|
+
return t;
|
|
2082
|
+
}
|
|
2083
|
+
function ce(t, n) {
|
|
2084
|
+
if (n <= 0)
|
|
2085
|
+
return [];
|
|
2086
|
+
const r = t.length;
|
|
2087
|
+
if (n >= r)
|
|
2088
|
+
return t.slice();
|
|
2089
|
+
const o = [], e = t.slice();
|
|
2090
|
+
for (let l = 0; l < n; l++) {
|
|
2091
|
+
const s = Math.floor(Math.random() * e.length);
|
|
2092
|
+
o.push(e[s]), e.splice(s, 1);
|
|
2093
|
+
}
|
|
2094
|
+
return o;
|
|
2095
|
+
}
|
|
2096
|
+
function ue(t, n) {
|
|
2097
|
+
const r = [];
|
|
2098
|
+
for (let o = 0; o < n; o++) {
|
|
2099
|
+
const e = Math.floor(Math.random() * t.length);
|
|
2100
|
+
r.push(t[e]);
|
|
2101
|
+
}
|
|
2102
|
+
return r;
|
|
2103
|
+
}
|
|
2104
|
+
const to = /* @__PURE__ */ Object.freeze(/* @__PURE__ */ Object.defineProperty({
|
|
2105
|
+
__proto__: null,
|
|
2106
|
+
bootstrap: ue,
|
|
2107
|
+
corr: ee,
|
|
2108
|
+
covar: Yn,
|
|
2109
|
+
gmean: Kn,
|
|
2110
|
+
hmean: Rn,
|
|
2111
|
+
kurtosis: ie,
|
|
2112
|
+
mad: Wn,
|
|
2113
|
+
mean: B,
|
|
2114
|
+
median: Jn,
|
|
2115
|
+
norminmax: ne,
|
|
2116
|
+
percentiles: Zn,
|
|
2117
|
+
quantile: T,
|
|
2118
|
+
rollcorr: oe,
|
|
2119
|
+
rollcovar: At,
|
|
2120
|
+
rollkurtosis: se,
|
|
2121
|
+
rollmean: Hn,
|
|
2122
|
+
rollmedian: Qn,
|
|
2123
|
+
rollquantile: pn,
|
|
2124
|
+
rollskew: fe,
|
|
2125
|
+
rollstdev: K,
|
|
2126
|
+
rollvar: yt,
|
|
2127
|
+
sample: ce,
|
|
2128
|
+
shuffle: ae,
|
|
2129
|
+
skew: re,
|
|
2130
|
+
stdev: gt,
|
|
2131
|
+
var: vt,
|
|
2132
|
+
winsorize: le,
|
|
2133
|
+
zscore: te
|
|
2134
|
+
}, Symbol.toStringTag, { value: "Module" }));
|
|
2135
|
+
function Ne(t, n, r = 5, o = 34, e = !0) {
|
|
2136
|
+
if (r <= 0 || o <= 0)
|
|
2137
|
+
throw new Error("Periods must be positive");
|
|
2138
|
+
if (r >= o)
|
|
2139
|
+
throw new Error("shortPeriod should be less than longPeriod");
|
|
2140
|
+
const l = t.length;
|
|
2141
|
+
if (n.length !== l)
|
|
2142
|
+
throw new Error("high and low must have same length");
|
|
2143
|
+
const s = new Float64Array(l);
|
|
2144
|
+
if (l < o)
|
|
2145
|
+
return s.fill(NaN);
|
|
2146
|
+
let i = e;
|
|
2147
|
+
if (i && !S() && (L(t, n) || (i = !0)), !i) {
|
|
2148
|
+
const u = new Float64Array(o), N = new Float64Array(r);
|
|
2149
|
+
let h = 0, w = 0, m = 0, g = 0;
|
|
2150
|
+
for (let v = 0; v < l; v++) {
|
|
2151
|
+
const A = (t[v] + n[v]) / 2;
|
|
2152
|
+
h += A, w += A;
|
|
2153
|
+
const b = u[m];
|
|
2154
|
+
h -= b, u[m] = A, m++, m === o && (m = 0);
|
|
2155
|
+
const y = N[g];
|
|
2156
|
+
w -= y, N[g] = A, g++, g === r && (g = 0), v >= o - 1 && (v >= r - 1 ? s[v] = w / r - h / o : s[v] = NaN);
|
|
2157
|
+
}
|
|
2158
|
+
return s;
|
|
2159
|
+
}
|
|
2160
|
+
const f = st(t, n), a = _(f, r), c = _(f, o);
|
|
2161
|
+
return ft(a, c);
|
|
2162
|
+
}
|
|
2163
|
+
function he(t, n, r) {
|
|
2164
|
+
if (n <= 0 || r <= 0)
|
|
2165
|
+
throw new Error("Periods must be positive");
|
|
2166
|
+
if (n >= r)
|
|
2167
|
+
throw new Error("shortPeriod should be less than longPeriod");
|
|
2168
|
+
const o = t.length, e = new Float64Array(o);
|
|
2169
|
+
if (e.fill(NaN), o < r)
|
|
2170
|
+
return e;
|
|
2171
|
+
const l = 2 / (n + 1), s = 2 / (r + 1);
|
|
2172
|
+
let i = NaN, f = NaN, a = 0, c = 0;
|
|
2173
|
+
for (let u = 0; u < o; u++) {
|
|
2174
|
+
const N = t[u];
|
|
2175
|
+
if (N === N) {
|
|
2176
|
+
if (a === 0) {
|
|
2177
|
+
i = N, f = N, a = 1, c = 1;
|
|
2178
|
+
continue;
|
|
2179
|
+
}
|
|
2180
|
+
i = i + l * (N - i), f = f + s * (N - f), a++, c++, c >= r && a >= n && (e[u] = i - f);
|
|
2181
|
+
}
|
|
2182
|
+
}
|
|
2183
|
+
return e;
|
|
2184
|
+
}
|
|
2185
|
+
function we(t, n) {
|
|
2186
|
+
if (n <= 0)
|
|
2187
|
+
throw new Error("Period must be positive");
|
|
2188
|
+
const r = t.length, o = new Float64Array(r);
|
|
2189
|
+
if (r === 0)
|
|
2190
|
+
return o;
|
|
2191
|
+
if (r < n + 1)
|
|
2192
|
+
return o.fill(NaN), o;
|
|
2193
|
+
for (let f = 0; f < n; f++)
|
|
2194
|
+
o[f] = NaN;
|
|
2195
|
+
let e = 0, l = 0, s = 0;
|
|
2196
|
+
for (let f = 1; f <= n; f++) {
|
|
2197
|
+
const a = t[f - 1], u = t[f] - a;
|
|
2198
|
+
u === u && (s++, u > 0 ? e += u : u < 0 && (l += -u));
|
|
2199
|
+
}
|
|
2200
|
+
const i = e + l;
|
|
2201
|
+
o[n] = s === 0 ? NaN : i !== 0 ? 100 * (e - l) / i : 0;
|
|
2202
|
+
for (let f = n + 1; f < r; f++) {
|
|
2203
|
+
const a = t[f - 1], u = t[f] - a, N = t[f - n - 1], w = t[f - n] - N, m = w === w, g = u === u;
|
|
2204
|
+
if (m && (w > 0 ? e -= w : w < 0 && (l -= -w), s--), g && (u > 0 ? e += u : u < 0 && (l += -u), s++), s === 0) {
|
|
2205
|
+
o[f] = NaN;
|
|
2206
|
+
continue;
|
|
2207
|
+
}
|
|
2208
|
+
const v = e + l;
|
|
2209
|
+
o[f] = v !== 0 ? 100 * (e - l) / v : 0;
|
|
2210
|
+
}
|
|
2211
|
+
return o;
|
|
2212
|
+
}
|
|
2213
|
+
function me(t, n, r, o) {
|
|
2214
|
+
if (n <= 0 || r <= 0 || o <= 0)
|
|
2215
|
+
throw new Error("Periods must be positive");
|
|
2216
|
+
const e = t.length, l = new Float64Array(e), s = new Float64Array(e), i = new Float64Array(e);
|
|
2217
|
+
l.fill(NaN), s.fill(NaN), i.fill(NaN);
|
|
2218
|
+
const f = r + o - 1;
|
|
2219
|
+
if (e < f)
|
|
2220
|
+
return [l, s, i];
|
|
2221
|
+
const a = 2 / (n + 1), c = 2 / (r + 1), u = 2 / (o + 1);
|
|
2222
|
+
let N = !1, h = NaN, w = NaN, m = NaN, g = 0, v = 0;
|
|
2223
|
+
for (let A = 0; A < e; A++) {
|
|
2224
|
+
const b = t[A];
|
|
2225
|
+
if (b === b) {
|
|
2226
|
+
if (g === 0) {
|
|
2227
|
+
h = b, w = b, g = 1, v = 1;
|
|
2228
|
+
continue;
|
|
2229
|
+
}
|
|
2230
|
+
if (h = h + a * (b - h), w = w + c * (b - w), g++, v++, v >= r && g >= n) {
|
|
2231
|
+
const y = h - w;
|
|
2232
|
+
l[A] = y, N ? (m = m + u * (y - m), s[A] = m, i[A] = y - m) : (m = y, N = !0, s[A] = m, i[A] = 0);
|
|
2233
|
+
}
|
|
2234
|
+
}
|
|
2235
|
+
}
|
|
2236
|
+
return [l, s, i];
|
|
2237
|
+
}
|
|
2238
|
+
function ve(t, n) {
|
|
2239
|
+
if (n <= 0)
|
|
2240
|
+
throw new Error("Period must be positive");
|
|
2241
|
+
const r = t.length, o = new Float64Array(r).fill(NaN, 0, Math.min(r, n));
|
|
2242
|
+
if (r <= n)
|
|
2243
|
+
return o;
|
|
2244
|
+
for (let e = n; e < r; e++)
|
|
2245
|
+
o[e] = t[e] - t[e - n];
|
|
2246
|
+
return o;
|
|
2247
|
+
}
|
|
2248
|
+
function ge(t, n, r) {
|
|
2249
|
+
if (n <= 0 || r <= 0)
|
|
2250
|
+
throw new Error("Periods must be positive");
|
|
2251
|
+
if (n >= r)
|
|
2252
|
+
throw new Error("shortPeriod should be less than longPeriod");
|
|
2253
|
+
const o = t.length, e = new Float64Array(o);
|
|
2254
|
+
for (let u = 0; u < o; u++)
|
|
2255
|
+
e[u] = NaN;
|
|
2256
|
+
if (o === 0)
|
|
2257
|
+
return e;
|
|
2258
|
+
const l = 2 / (n + 1), s = 2 / (r + 1);
|
|
2259
|
+
let i = 0;
|
|
2260
|
+
for (; i < o && t[i] !== t[i]; )
|
|
2261
|
+
i++;
|
|
2262
|
+
if (i === o)
|
|
2263
|
+
return e;
|
|
2264
|
+
let f = t[i], a = t[i], c = 1;
|
|
2265
|
+
for (i = i + 1; i < o; i++) {
|
|
2266
|
+
const u = t[i];
|
|
2267
|
+
u === u && (f = f + l * (u - f), a = a + s * (u - a), c++, c >= r && (a === 0 ? e[i] = 0 : e[i] = 100 * (f - a) / a));
|
|
2268
|
+
}
|
|
2269
|
+
return e;
|
|
2270
|
+
}
|
|
2271
|
+
function Mt(t, n, r = 1) {
|
|
2272
|
+
if (n <= 0)
|
|
2273
|
+
throw new Error("Period must be positive");
|
|
2274
|
+
const o = t.length, e = new Float64Array(o);
|
|
2275
|
+
for (let l = 0; l < n; l++)
|
|
2276
|
+
e[l] = NaN;
|
|
2277
|
+
if (o <= n)
|
|
2278
|
+
return e;
|
|
2279
|
+
for (let l = n; l < o; l++) {
|
|
2280
|
+
const s = t[l], i = t[l - n];
|
|
2281
|
+
e[l] = r * (s - i) / i;
|
|
2282
|
+
}
|
|
2283
|
+
return e;
|
|
2284
|
+
}
|
|
2285
|
+
function ye(t, n) {
|
|
2286
|
+
return Mt(t, n, 1);
|
|
2287
|
+
}
|
|
2288
|
+
function D(t, n) {
|
|
2289
|
+
return Mt(t, n, 100);
|
|
2290
|
+
}
|
|
2291
|
+
function Ae(t, n) {
|
|
2292
|
+
const r = t.length, o = new Float64Array(r);
|
|
2293
|
+
if (o.fill(NaN, 0, n), r < n + 1)
|
|
2294
|
+
return o;
|
|
2295
|
+
let e = 0, l = 0;
|
|
2296
|
+
for (let f = 1; f <= n; f++) {
|
|
2297
|
+
const a = t[f] - t[f - 1];
|
|
2298
|
+
a > 0 ? e += a : l += -a;
|
|
2299
|
+
}
|
|
2300
|
+
let s = e / n, i = l / n;
|
|
2301
|
+
o[n] = i === 0 ? 100 : 100 - 100 / (1 + s / i);
|
|
2302
|
+
for (let f = n + 1; f < r; f++) {
|
|
2303
|
+
const a = t[f] - t[f - 1], c = Math.max(a, 0), u = Math.max(-a, 0);
|
|
2304
|
+
s = (s * (n - 1) + c) / n, i = (i * (n - 1) + u) / n, o[f] = i === 0 ? 100 : 100 - 100 / (1 + s / i);
|
|
2305
|
+
}
|
|
2306
|
+
return o;
|
|
2307
|
+
}
|
|
2308
|
+
function be(t, n) {
|
|
2309
|
+
const r = t.length, o = new Float64Array(r);
|
|
2310
|
+
if (o.fill(NaN), r < n + 1)
|
|
2311
|
+
return o;
|
|
2312
|
+
let e = 0, l = 0, s = 0, i = NaN, f = NaN, a = NaN;
|
|
2313
|
+
for (let c = 0; c < r; c++) {
|
|
2314
|
+
const u = t[c];
|
|
2315
|
+
if (u !== u)
|
|
2316
|
+
continue;
|
|
2317
|
+
if (a !== a) {
|
|
2318
|
+
a = u;
|
|
2319
|
+
continue;
|
|
2320
|
+
}
|
|
2321
|
+
const N = u - a, h = Math.max(N, 0), w = Math.max(-N, 0);
|
|
2322
|
+
s < n ? (e += h, l += w, s++, s === n ? (i = e / n, f = l / n, o[c] = f === 0 ? 100 : 100 - 100 / (1 + i / f)) : o[c] = NaN) : (i = (i * (n - 1) + h) / n, f = (f * (n - 1) + w) / n, o[c] = f === 0 ? 100 : 100 - 100 / (1 + i / f)), a = u;
|
|
2323
|
+
}
|
|
2324
|
+
return o;
|
|
2325
|
+
}
|
|
2326
|
+
function xt(t, n, r = !0) {
|
|
2327
|
+
if (n <= 0)
|
|
2328
|
+
throw new Error("Period must be positive");
|
|
2329
|
+
const o = t.length;
|
|
2330
|
+
if (r && !S()) {
|
|
2331
|
+
let e = !1;
|
|
2332
|
+
for (let l = 0; l < o; l++)
|
|
2333
|
+
if (t[l] !== t[l]) {
|
|
2334
|
+
e = !0;
|
|
2335
|
+
break;
|
|
2336
|
+
}
|
|
2337
|
+
e || (r = !1);
|
|
2338
|
+
}
|
|
2339
|
+
return r ? be(t, n) : Ae(t, n);
|
|
2340
|
+
}
|
|
2341
|
+
function Fe(t, n, r, o, e, l) {
|
|
2342
|
+
if (o <= 0 || e <= 0 || l <= 0)
|
|
2343
|
+
throw new Error("Periods must be positive");
|
|
2344
|
+
const s = r.length;
|
|
2345
|
+
if (t.length !== s || n.length !== s)
|
|
2346
|
+
throw new Error("high, low and close must have equal length");
|
|
2347
|
+
const i = new Float64Array(s), f = new Float64Array(s);
|
|
2348
|
+
if (s === 0)
|
|
2349
|
+
return [i, f];
|
|
2350
|
+
const a = o + e + l - 2;
|
|
2351
|
+
if (s < a)
|
|
2352
|
+
return [i.fill(NaN), f.fill(NaN)];
|
|
2353
|
+
const c = new Float64Array(s).fill(NaN);
|
|
2354
|
+
lt(n, t, o, (w, m, g) => {
|
|
2355
|
+
const v = r[g], A = m - w;
|
|
2356
|
+
c[g] = A === 0 ? 0 : (v - w) / A * 100;
|
|
2357
|
+
});
|
|
2358
|
+
const N = _(c, e, !1), h = _(N, l, !1);
|
|
2359
|
+
return [N, h];
|
|
2360
|
+
}
|
|
2361
|
+
function Me(t, n) {
|
|
2362
|
+
if (n <= 0)
|
|
2363
|
+
throw new Error("Period must be positive");
|
|
2364
|
+
const r = t.length, o = new Float64Array(r);
|
|
2365
|
+
o.fill(NaN);
|
|
2366
|
+
const e = xt(t, n);
|
|
2367
|
+
if (r === 0)
|
|
2368
|
+
return o;
|
|
2369
|
+
const l = new Int32Array(r), s = new Int32Array(r), i = new Int32Array(r), f = new Int32Array(r);
|
|
2370
|
+
let a = 0, c = 0, u = 0, N = 0, h = -1;
|
|
2371
|
+
for (let w = 0; w < r; w++) {
|
|
2372
|
+
const m = e[w];
|
|
2373
|
+
if (m !== m) {
|
|
2374
|
+
o[w] = NaN;
|
|
2375
|
+
continue;
|
|
2376
|
+
}
|
|
2377
|
+
for (h++; c > a && e[l[c - 1]] >= m; )
|
|
2378
|
+
c--;
|
|
2379
|
+
l[c] = w, i[c] = h, c++;
|
|
2380
|
+
const g = h - n;
|
|
2381
|
+
for (; c > a && i[a] <= g; )
|
|
2382
|
+
a++;
|
|
2383
|
+
for (; N > u && e[s[N - 1]] <= m; )
|
|
2384
|
+
N--;
|
|
2385
|
+
s[N] = w, f[N] = h, N++;
|
|
2386
|
+
const v = h - n;
|
|
2387
|
+
for (; N > u && f[u] <= v; )
|
|
2388
|
+
u++;
|
|
2389
|
+
if (h >= n - 1) {
|
|
2390
|
+
const A = e[l[a]], y = e[s[u]] - A;
|
|
2391
|
+
o[w] = y === 0 ? 0 : (m - A) / y;
|
|
2392
|
+
} else
|
|
2393
|
+
o[w] = NaN;
|
|
2394
|
+
}
|
|
2395
|
+
return o;
|
|
2396
|
+
}
|
|
2397
|
+
const Q = { s1: 7, s2: 14, s3: 28 };
|
|
2398
|
+
function xe(t, n, r, o) {
|
|
2399
|
+
const e = o?.s1 ?? Q.s1, l = o?.s2 ?? Q.s2, s = o?.s3 ?? Q.s3;
|
|
2400
|
+
if (e <= 0 || l <= 0 || s <= 0)
|
|
2401
|
+
throw new Error("Periods must be positive");
|
|
2402
|
+
const i = r.length;
|
|
2403
|
+
if (t.length !== i || n.length !== i)
|
|
2404
|
+
throw new Error("high, low and close must have equal length");
|
|
2405
|
+
const f = new Float64Array(i);
|
|
2406
|
+
for (let v = 0; v < i; v++)
|
|
2407
|
+
f[v] = NaN;
|
|
2408
|
+
if (i === 0)
|
|
2409
|
+
return f;
|
|
2410
|
+
const a = new Float64Array(i + 1), c = new Float64Array(i + 1);
|
|
2411
|
+
{
|
|
2412
|
+
const v = t[0], A = n[0], y = r[0] - A, F = v - A;
|
|
2413
|
+
a[1] = y, c[1] = F;
|
|
2414
|
+
}
|
|
2415
|
+
for (let v = 1; v < i; v++) {
|
|
2416
|
+
const A = t[v], b = n[v], y = r[v], F = r[v - 1], x = Math.min(b, F), d = Math.max(A, F), M = y - x, E = d - x;
|
|
2417
|
+
a[v + 1] = a[v] + M, c[v + 1] = c[v] + E;
|
|
2418
|
+
}
|
|
2419
|
+
const u = 4, N = 2, h = 1, w = u + N + h, m = Math.max(e, l, s);
|
|
2420
|
+
if (i < m)
|
|
2421
|
+
return f;
|
|
2422
|
+
const g = m;
|
|
2423
|
+
for (let v = g; v < i; v++) {
|
|
2424
|
+
const A = v - e + 1, b = v - l + 1, y = v - s + 1, F = a[v + 1] - a[A], x = c[v + 1] - c[A], d = x === 0 ? 0 : F / x, M = a[v + 1] - a[b], E = c[v + 1] - c[b], I = E === 0 ? 0 : M / E, V = a[v + 1] - a[y], k = c[v + 1] - c[y], O = k === 0 ? 0 : V / k;
|
|
2425
|
+
f[v] = 100 * ((u * d + N * I + h * O) / w);
|
|
2426
|
+
}
|
|
2427
|
+
return f;
|
|
2428
|
+
}
|
|
2429
|
+
function Ee(t, n, r, o) {
|
|
2430
|
+
if (o <= 0)
|
|
2431
|
+
throw new Error("Period must be positive");
|
|
2432
|
+
const e = r.length;
|
|
2433
|
+
if (t.length !== e || n.length !== e)
|
|
2434
|
+
throw new Error("high, low and close must have equal length");
|
|
2435
|
+
const l = new Float64Array(e);
|
|
2436
|
+
return l.fill(NaN), lt(n, t, o, (i, f, a) => {
|
|
2437
|
+
const c = r[a], u = f - i;
|
|
2438
|
+
l[a] = u === 0 ? 0 : (f - c) / u * -100;
|
|
2439
|
+
}), l;
|
|
2440
|
+
}
|
|
2441
|
+
function de(t, n, r, o = !0) {
|
|
2442
|
+
if (r <= 0)
|
|
2443
|
+
throw new Error("Period must be positive");
|
|
2444
|
+
const e = t.length;
|
|
2445
|
+
if (n.length !== e)
|
|
2446
|
+
throw new Error("high and low must have same length");
|
|
2447
|
+
const l = new Float64Array(e), s = new Float64Array(e);
|
|
2448
|
+
if (l.fill(NaN), s.fill(NaN), e < r)
|
|
2449
|
+
return [l, s];
|
|
2450
|
+
if (L(t, n))
|
|
2451
|
+
return [l, s];
|
|
2452
|
+
let i = o;
|
|
2453
|
+
if (i && !S()) {
|
|
2454
|
+
let c = !1;
|
|
2455
|
+
for (let u = 0; u < e; u++)
|
|
2456
|
+
if (t[u] !== t[u] || n[u] !== n[u]) {
|
|
2457
|
+
c = !0;
|
|
2458
|
+
break;
|
|
2459
|
+
}
|
|
2460
|
+
c || (i = !0);
|
|
2461
|
+
}
|
|
2462
|
+
if (!i) {
|
|
2463
|
+
let c = -1, u = NaN, N = -1, h = NaN;
|
|
2464
|
+
for (let w = r; w < e; w++) {
|
|
2465
|
+
const m = w - r + 1;
|
|
2466
|
+
if (c < m) {
|
|
2467
|
+
c = -1, u = NaN;
|
|
2468
|
+
for (let A = m; A <= w; A++) {
|
|
2469
|
+
const b = t[A];
|
|
2470
|
+
b === b && (c === -1 || b > u) && (c = A, u = b);
|
|
2471
|
+
}
|
|
2472
|
+
} else {
|
|
2473
|
+
const A = t[w];
|
|
2474
|
+
A === A && (c === -1 || A > u) && (c = w, u = A);
|
|
2475
|
+
}
|
|
2476
|
+
const g = c === -1 ? NaN : w - c;
|
|
2477
|
+
if (l[w - 1] = g === g ? (r - g) / r * 100 : NaN, N < m) {
|
|
2478
|
+
N = -1, h = NaN;
|
|
2479
|
+
for (let A = m; A <= w; A++) {
|
|
2480
|
+
const b = n[A];
|
|
2481
|
+
b === b && (N === -1 || b < h) && (N = A, h = b);
|
|
2482
|
+
}
|
|
2483
|
+
} else {
|
|
2484
|
+
const A = n[w];
|
|
2485
|
+
A === A && (N === -1 || A < h) && (N = w, h = A);
|
|
2486
|
+
}
|
|
2487
|
+
const v = N === -1 ? NaN : w - N;
|
|
2488
|
+
s[w - 1] = v === v ? (r - v) / r * 100 : NaN;
|
|
2489
|
+
}
|
|
2490
|
+
return [l, s];
|
|
2491
|
+
}
|
|
2492
|
+
const f = wt(t, r), a = ht(n, r);
|
|
2493
|
+
for (let c = r; c < e; c++) {
|
|
2494
|
+
const u = f[c];
|
|
2495
|
+
l[c - 1] = u !== u ? NaN : (r - (c - u)) / r * 100;
|
|
2496
|
+
const N = a[c];
|
|
2497
|
+
s[c - 1] = N !== N ? NaN : (r - (c - N)) / r * 100;
|
|
2498
|
+
}
|
|
2499
|
+
return [l, s];
|
|
2500
|
+
}
|
|
2501
|
+
const j = {
|
|
2502
|
+
r1: 10,
|
|
2503
|
+
r2: 15,
|
|
2504
|
+
r3: 20,
|
|
2505
|
+
r4: 30,
|
|
2506
|
+
n1: 10,
|
|
2507
|
+
n2: 10,
|
|
2508
|
+
n3: 10,
|
|
2509
|
+
n4: 15,
|
|
2510
|
+
w1: 1,
|
|
2511
|
+
w2: 2,
|
|
2512
|
+
w3: 3,
|
|
2513
|
+
w4: 4
|
|
2514
|
+
};
|
|
2515
|
+
function Ie(t, n) {
|
|
2516
|
+
let r = n?.r1 ?? j.r1, o = n?.r2 ?? j.r2, e = n?.r3 ?? j.r3, l = n?.r4 ?? j.r4, s = n?.n1 ?? j.n1, i = n?.n2 ?? j.n2, f = n?.n3 ?? j.n3, a = n?.n4 ?? j.n4, c = n?.w1 ?? j.w1, u = n?.w2 ?? j.w2, N = n?.w3 ?? j.w3, h = n?.w4 ?? j.w4;
|
|
2517
|
+
const w = [r, o, e, l], m = [s, i, f, a];
|
|
2518
|
+
for (const O of w.concat(m))
|
|
2519
|
+
if (O <= 0)
|
|
2520
|
+
throw new Error("Periods must be positive");
|
|
2521
|
+
if (t.length === 0)
|
|
2522
|
+
return new Float64Array(0);
|
|
2523
|
+
const v = D(t, r), A = D(t, o), b = D(t, e), y = D(t, l), F = _(v, s), x = _(A, i), d = _(b, f), M = _(y, a), E = U(F, c), I = U(x, u), V = U(d, N), k = U(M, h);
|
|
2524
|
+
return H(H(E, I), H(V, k));
|
|
2525
|
+
}
|
|
2526
|
+
function Le(t, n, r, o) {
|
|
2527
|
+
if (o <= 0)
|
|
2528
|
+
throw new Error("Period must be positive");
|
|
2529
|
+
const e = r.length;
|
|
2530
|
+
if (t.length !== e || n.length !== e)
|
|
2531
|
+
throw new Error("high, low and close must have equal length");
|
|
2532
|
+
const l = new Float64Array(e).fill(NaN);
|
|
2533
|
+
if (e < o)
|
|
2534
|
+
return l;
|
|
2535
|
+
const s = new Float64Array(e);
|
|
2536
|
+
for (let w = 0; w < e; w++)
|
|
2537
|
+
s[w] = (t[w] + n[w] + r[w]) / 3;
|
|
2538
|
+
let i = 0, f = 0;
|
|
2539
|
+
const a = o;
|
|
2540
|
+
for (let w = 0; w < a && w < e; w++) {
|
|
2541
|
+
const m = s[w];
|
|
2542
|
+
m === m && (i += m, f++);
|
|
2543
|
+
}
|
|
2544
|
+
const c = Math.abs, u = 1 / a, N = 0.015, h = 2 * a - 2;
|
|
2545
|
+
for (let w = a - 1; w < e; w++) {
|
|
2546
|
+
if (f === a && w >= h) {
|
|
2547
|
+
const m = i * u;
|
|
2548
|
+
let g = 0;
|
|
2549
|
+
const v = w - a + 1;
|
|
2550
|
+
for (let y = v; y <= w; y++)
|
|
2551
|
+
g += c(s[y] - m);
|
|
2552
|
+
g = g * u;
|
|
2553
|
+
const A = N * g, b = s[w];
|
|
2554
|
+
l[w] = A === 0 ? 0 : (b - m) / A;
|
|
2555
|
+
}
|
|
2556
|
+
if (w + 1 < e) {
|
|
2557
|
+
const m = w - a + 1, g = s[m];
|
|
2558
|
+
g === g && (i -= g, f--);
|
|
2559
|
+
const v = s[w + 1];
|
|
2560
|
+
v === v && (i += v, f++);
|
|
2561
|
+
}
|
|
2562
|
+
}
|
|
2563
|
+
return l;
|
|
2564
|
+
}
|
|
2565
|
+
function G(t, n, r, o) {
|
|
2566
|
+
if (o <= 0)
|
|
2567
|
+
throw new Error("Period must be positive");
|
|
2568
|
+
const e = t.length;
|
|
2569
|
+
if (n.length !== e || r.length !== e)
|
|
2570
|
+
throw new Error("high, low and close must have equal length");
|
|
2571
|
+
const l = new Float64Array(e), s = new Float64Array(e), i = new Float64Array(e), f = new Float64Array(e), a = new Float64Array(e);
|
|
2572
|
+
if (e < o)
|
|
2573
|
+
return l.fill(NaN), s.fill(NaN), i.fill(NaN), f.fill(NaN), a.fill(NaN), { diplus: l, diminus: s, dx: i, adx: f, adxr: a };
|
|
2574
|
+
let c = 0, u = 0, N = 0;
|
|
2575
|
+
function h(y) {
|
|
2576
|
+
const F = t[y] - t[y - 1], x = n[y - 1] - n[y], d = F > x && F > 0 ? F : 0, M = x > F && x > 0 ? x : 0, E = t[y] - n[y], I = Math.abs(t[y] - r[y - 1]), V = Math.abs(n[y] - r[y - 1]);
|
|
2577
|
+
return { tr: Math.max(E, Math.max(I, V)), p: d, m: M };
|
|
2578
|
+
}
|
|
2579
|
+
t[0] - n[0], c += 0;
|
|
2580
|
+
for (let y = 1; y < o; y++) {
|
|
2581
|
+
const F = h(y);
|
|
2582
|
+
c += F.tr, u += F.p, N += F.m;
|
|
2583
|
+
}
|
|
2584
|
+
for (let y = 0; y < o - 1 && y < e; y++)
|
|
2585
|
+
l[y] = NaN, s[y] = NaN, i[y] = NaN, a[y] = NaN;
|
|
2586
|
+
const w = c !== 0 ? 100 * (u / c) : NaN, m = c !== 0 ? 100 * (N / c) : NaN;
|
|
2587
|
+
l[o - 1] = w, s[o - 1] = m, i[o - 1] = 100 * Math.abs(w - m) / (w + m);
|
|
2588
|
+
const g = 2 * o - 2;
|
|
2589
|
+
g > 0 && (f.fill(NaN, 0, Math.min(e, g + 1)), a.fill(NaN, 0, Math.min(e, g + 1)));
|
|
2590
|
+
let v = 0, A = 0;
|
|
2591
|
+
const b = i[o - 1];
|
|
2592
|
+
b === b && (v += b, A++);
|
|
2593
|
+
for (let y = o; y <= g && y < e; y++) {
|
|
2594
|
+
const { tr: F, p: x, m: d } = h(y);
|
|
2595
|
+
c = c - c / o + F, u = u - u / o + x, N = N - N / o + d;
|
|
2596
|
+
const M = c !== 0 ? 100 * (u / c) : NaN, E = c !== 0 ? 100 * (N / c) : NaN;
|
|
2597
|
+
l[y] = M, s[y] = E;
|
|
2598
|
+
const I = 100 * Math.abs(M - E) / (M + E);
|
|
2599
|
+
i[y] = I, I === I && (v += I, A++), y === g && (f[g] = A === o ? v / A : NaN);
|
|
2600
|
+
}
|
|
2601
|
+
for (let y = Math.max(o, g + 1); y < e; y++) {
|
|
2602
|
+
const { tr: F, p: x, m: d } = h(y);
|
|
2603
|
+
c = c - c / o + F, u = u - u / o + x, N = N - N / o + d;
|
|
2604
|
+
const M = c !== 0 ? 100 * (u / c) : NaN, E = c !== 0 ? 100 * (N / c) : NaN;
|
|
2605
|
+
l[y] = M, s[y] = E;
|
|
2606
|
+
const I = 100 * Math.abs(M - E) / (M + E);
|
|
2607
|
+
i[y] = I, f[y] = (f[y - 1] * (o - 1) + I) / o;
|
|
2608
|
+
const V = f[y - o + 1];
|
|
2609
|
+
a[y] = (f[y] + V) / 2;
|
|
2610
|
+
}
|
|
2611
|
+
return { diplus: l, diminus: s, dx: i, adx: f, adxr: a };
|
|
2612
|
+
}
|
|
2613
|
+
function Se(t, n, r, o) {
|
|
2614
|
+
const e = G(t, n, r, o);
|
|
2615
|
+
return [e.diplus, e.diminus];
|
|
2616
|
+
}
|
|
2617
|
+
function Ve(t, n, r, o) {
|
|
2618
|
+
return G(t, n, r, o).dx;
|
|
2619
|
+
}
|
|
2620
|
+
function _e(t, n, r, o) {
|
|
2621
|
+
return G(t, n, r, o).adx;
|
|
2622
|
+
}
|
|
2623
|
+
function je(t, n, r, o) {
|
|
2624
|
+
return G(t, n, r, o).adxr;
|
|
2625
|
+
}
|
|
2626
|
+
function ke(t, n) {
|
|
2627
|
+
if (n <= 0)
|
|
2628
|
+
throw new Error("Period must be positive");
|
|
2629
|
+
const r = t.length, o = new Float64Array(r);
|
|
2630
|
+
if (r < n)
|
|
2631
|
+
return o.fill(NaN);
|
|
2632
|
+
const e = _(t, n, !0), l = Math.floor(n / 2) + 1;
|
|
2633
|
+
for (let s = 0; s < l && s < r; s++)
|
|
2634
|
+
o[s] = NaN;
|
|
2635
|
+
for (let s = l; s < r; s++)
|
|
2636
|
+
o[s] = t[s - l] - e[s];
|
|
2637
|
+
return o;
|
|
2638
|
+
}
|
|
2639
|
+
function qe(t, n, r, o, e = !0) {
|
|
2640
|
+
if (r <= 0 || o <= 0)
|
|
2641
|
+
throw new Error("step and maxStep must be positive");
|
|
2642
|
+
if (r > o)
|
|
2643
|
+
throw new Error("step must be <= maxStep");
|
|
2644
|
+
const l = t.length;
|
|
2645
|
+
if (n.length !== l)
|
|
2646
|
+
throw new Error("high and low must have same length");
|
|
2647
|
+
const s = new Float64Array(l);
|
|
2648
|
+
if (l === 0)
|
|
2649
|
+
return s;
|
|
2650
|
+
function i(c, u, N, h, w, m, g, v, A, b) {
|
|
2651
|
+
let y = c + u * (N - c), F, x = u, d = c, M = h, E = N;
|
|
2652
|
+
return h ? (y > b && (y = b), y > A && (y = A), w > E && (E = w, x += r, x >= o && (x = o)), d = y, m < y && (x = r, d = E, M = !1, E = m), F = d) : (y < v && (y = v), y < g && (y = g), m < E && (E = m, x += r, x >= o && (x = o)), d = y, w > y && (x = r, d = E, M = !0, E = w), F = d), { sar: d, accel: x, lng: M, extreme: E, outVal: F };
|
|
2653
|
+
}
|
|
2654
|
+
function f(c, u) {
|
|
2655
|
+
const N = c.length, h = new Float64Array(N);
|
|
2656
|
+
if (h.fill(NaN), N < 2)
|
|
2657
|
+
return h;
|
|
2658
|
+
let w = c[0] + u[0] <= c[1] + u[1], m, g;
|
|
2659
|
+
w ? (g = c[0], m = u[0]) : (g = u[0], m = c[0]);
|
|
2660
|
+
let v = r;
|
|
2661
|
+
{
|
|
2662
|
+
const b = c[0], y = u[0], F = i(m, v, g, w, c[1], u[1], b, b, y, y);
|
|
2663
|
+
m = F.sar, v = F.accel, w = F.lng, g = F.extreme, h[1] = F.outVal;
|
|
2664
|
+
}
|
|
2665
|
+
for (let A = 2; A < N; A++) {
|
|
2666
|
+
const b = c[A], y = u[A], F = c[A - 1], x = c[A - 2], d = u[A - 1], M = u[A - 2], E = i(m, v, g, w, b, y, F, x, d, M);
|
|
2667
|
+
m = E.sar, v = E.accel, w = E.lng, g = E.extreme, h[A] = E.outVal;
|
|
2668
|
+
}
|
|
2669
|
+
return h;
|
|
2670
|
+
}
|
|
2671
|
+
function a(c, u) {
|
|
2672
|
+
const N = new Float64Array(l).fill(NaN);
|
|
2673
|
+
if (l < 2)
|
|
2674
|
+
return N;
|
|
2675
|
+
const h = (M) => {
|
|
2676
|
+
const E = c[M], I = u[M];
|
|
2677
|
+
return E === E && I === I;
|
|
2678
|
+
}, w = (M) => {
|
|
2679
|
+
let E = M;
|
|
2680
|
+
for (; E < l && !h(E); )
|
|
2681
|
+
E++;
|
|
2682
|
+
return E;
|
|
2683
|
+
}, m = w(0);
|
|
2684
|
+
if (m >= l)
|
|
2685
|
+
return N;
|
|
2686
|
+
const g = w(m + 1);
|
|
2687
|
+
if (g >= l)
|
|
2688
|
+
return N;
|
|
2689
|
+
let v = c[m] + u[m] <= c[g] + u[g], A, b;
|
|
2690
|
+
v ? (b = c[m], A = u[m]) : (b = u[m], A = c[m]);
|
|
2691
|
+
let y = r;
|
|
2692
|
+
{
|
|
2693
|
+
const M = g, E = c[m], I = u[m], V = i(A, y, b, v, c[M], u[M], E, E, I, I);
|
|
2694
|
+
A = V.sar, y = V.accel, v = V.lng, b = V.extreme, N[M] = V.outVal;
|
|
2695
|
+
}
|
|
2696
|
+
let F = m, x = g, d = w(x + 1);
|
|
2697
|
+
for (; d < l; ) {
|
|
2698
|
+
const M = c[d], E = u[d], I = c[x], V = c[F], k = u[x], O = u[F], q = i(A, y, b, v, M, E, I, V, k, O);
|
|
2699
|
+
A = q.sar, y = q.accel, v = q.lng, b = q.extreme, N[d] = q.outVal, F = x, x = d, d = w(x + 1);
|
|
2700
|
+
}
|
|
2701
|
+
return N;
|
|
2702
|
+
}
|
|
2703
|
+
return e && !S() && (L(t, n) || (e = !1)), e ? a(t, n) : f(t, n);
|
|
2704
|
+
}
|
|
2705
|
+
function Et(t, n, r) {
|
|
2706
|
+
const o = t.length;
|
|
2707
|
+
if (n.length !== o || r.length !== o)
|
|
2708
|
+
throw new Error("high/low/close must have the same length");
|
|
2709
|
+
const e = new Float64Array(o);
|
|
2710
|
+
if (o === 0)
|
|
2711
|
+
return new Float64Array(o);
|
|
2712
|
+
e[0] = r[0] === r[0] ? t[0] - n[0] : NaN;
|
|
2713
|
+
for (let l = 1; l < o; l++) {
|
|
2714
|
+
const s = t[l] - n[l], i = Math.abs(t[l] - r[l - 1]), f = Math.abs(n[l] - r[l - 1]);
|
|
2715
|
+
e[l] = Math.max(s, Math.max(i, f));
|
|
2716
|
+
}
|
|
2717
|
+
return e;
|
|
2718
|
+
}
|
|
2719
|
+
function $(t, n, r, o) {
|
|
2720
|
+
if (o <= 0)
|
|
2721
|
+
throw new Error("Period must be positive");
|
|
2722
|
+
const e = t.length;
|
|
2723
|
+
if (e < o)
|
|
2724
|
+
return new Float64Array(e).fill(NaN);
|
|
2725
|
+
const l = Et(t, n, r);
|
|
2726
|
+
return !S() && !L(t, n, r) ? tt(l, o, !1) : tt(l, o, !0);
|
|
2727
|
+
}
|
|
2728
|
+
function Oe(t, n, r, o) {
|
|
2729
|
+
const e = $(t, n, r, o);
|
|
2730
|
+
return Ct(e, (l, s) => l / r[s] * 100), e;
|
|
2731
|
+
}
|
|
2732
|
+
function Ce(t, n, r, o, e) {
|
|
2733
|
+
if (o <= 0)
|
|
2734
|
+
throw new Error("Period must be positive");
|
|
2735
|
+
const l = t.length;
|
|
2736
|
+
if (n.length !== l || r.length !== l)
|
|
2737
|
+
throw new Error("high/low/close must have the same length");
|
|
2738
|
+
const s = new Float64Array(l), i = new Float64Array(l), f = new Float64Array(l), a = new Uint8Array(l);
|
|
2739
|
+
if (l === 0)
|
|
2740
|
+
return [s, i, f, a];
|
|
2741
|
+
const c = $(t, n, r, o);
|
|
2742
|
+
for (let w = 0; w < l; w++)
|
|
2743
|
+
s[w] = i[w] = f[w] = NaN;
|
|
2744
|
+
let u = NaN, N = NaN, h = 1;
|
|
2745
|
+
for (let w = 0; w < l; w++) {
|
|
2746
|
+
const m = c[w], g = t[w], v = n[w], A = r[w];
|
|
2747
|
+
if (m !== m || g !== g || v !== v || A !== A)
|
|
2748
|
+
continue;
|
|
2749
|
+
const b = (g + v) / 2, y = b + e * m, F = b - e * m;
|
|
2750
|
+
let x = y, d = F;
|
|
2751
|
+
if (w > 0 && u === u) {
|
|
2752
|
+
const E = r[w - 1];
|
|
2753
|
+
y < u || E === E && E > u || (x = u);
|
|
2754
|
+
}
|
|
2755
|
+
if (w > 0 && N === N) {
|
|
2756
|
+
const E = r[w - 1];
|
|
2757
|
+
F > N || E === E && E < N || (d = N);
|
|
2758
|
+
}
|
|
2759
|
+
let M = h;
|
|
2760
|
+
A > x ? M = 1 : A < d && (M = 0), s[w] = M ? d : x, i[w] = x, f[w] = d, a[w] = M ? 1 : 0, u = x, N = d, h = M;
|
|
2761
|
+
}
|
|
2762
|
+
return [s, i, f, a];
|
|
2763
|
+
}
|
|
2764
|
+
const Pe = 9, Ue = 26, De = 52;
|
|
2765
|
+
function Te(t, n, r, o) {
|
|
2766
|
+
const e = o?.tenkan ?? Pe, l = o?.kijun ?? Ue, s = o?.senkouB ?? De, i = l;
|
|
2767
|
+
if (e <= 0 || l <= 0 || s <= 0)
|
|
2768
|
+
throw new Error("Periods must be positive");
|
|
2769
|
+
const f = t.length;
|
|
2770
|
+
if (n.length !== f || r.length !== f)
|
|
2771
|
+
throw new Error("high/low/close must have the same length");
|
|
2772
|
+
const a = new Float64Array(f), c = new Float64Array(f), u = new Float64Array(f), N = new Float64Array(f);
|
|
2773
|
+
a.fill(NaN), c.fill(NaN), u.fill(NaN), N.fill(NaN);
|
|
2774
|
+
function h(F, x, d, M, E) {
|
|
2775
|
+
if (!(f < d))
|
|
2776
|
+
for (let I = d - 1; I < f; I++) {
|
|
2777
|
+
let V = -1 / 0, k = 1 / 0, O = !1;
|
|
2778
|
+
for (let q = I - d + 1; q <= I; q++) {
|
|
2779
|
+
const X = F[q], Y = x[q];
|
|
2780
|
+
if (X !== X || Y !== Y) {
|
|
2781
|
+
O = !0;
|
|
2782
|
+
break;
|
|
2783
|
+
}
|
|
2784
|
+
X > V && (V = X), Y < k && (k = Y);
|
|
2785
|
+
}
|
|
2786
|
+
if (O) {
|
|
2787
|
+
M[I] = E[I] = NaN;
|
|
2788
|
+
continue;
|
|
2789
|
+
}
|
|
2790
|
+
M[I] = V, E[I] = k;
|
|
2791
|
+
}
|
|
2792
|
+
}
|
|
2793
|
+
const w = new Float64Array(f), m = new Float64Array(f);
|
|
2794
|
+
w.fill(NaN), m.fill(NaN), h(t, n, e, w, m);
|
|
2795
|
+
for (let F = 0; F < f; F++) {
|
|
2796
|
+
const x = w[F], d = m[F];
|
|
2797
|
+
x !== x || d !== d ? a[F] = NaN : a[F] = (x + d) / 2;
|
|
2798
|
+
}
|
|
2799
|
+
const g = new Float64Array(f), v = new Float64Array(f);
|
|
2800
|
+
g.fill(NaN), v.fill(NaN), h(t, n, l, g, v);
|
|
2801
|
+
for (let F = 0; F < f; F++) {
|
|
2802
|
+
const x = g[F], d = v[F];
|
|
2803
|
+
x !== x || d !== d ? c[F] = NaN : c[F] = (x + d) / 2;
|
|
2804
|
+
}
|
|
2805
|
+
for (let F = 0; F < f; F++) {
|
|
2806
|
+
const x = a[F], d = c[F];
|
|
2807
|
+
if (x !== x || d !== d)
|
|
2808
|
+
continue;
|
|
2809
|
+
const M = (x + d) / 2, E = F + i;
|
|
2810
|
+
E < f && (u[E] = M);
|
|
2811
|
+
}
|
|
2812
|
+
const A = new Float64Array(f), b = new Float64Array(f);
|
|
2813
|
+
A.fill(NaN), b.fill(NaN), h(t, n, s, A, b);
|
|
2814
|
+
for (let F = 0; F < f; F++) {
|
|
2815
|
+
const x = A[F], d = b[F];
|
|
2816
|
+
if (x !== x || d !== d)
|
|
2817
|
+
continue;
|
|
2818
|
+
const M = (x + d) / 2, E = F + i;
|
|
2819
|
+
E < f && (N[E] = M);
|
|
2820
|
+
}
|
|
2821
|
+
const y = ut(r, -i);
|
|
2822
|
+
return [a, c, u, N, y];
|
|
2823
|
+
}
|
|
2824
|
+
function dt(t, n, r) {
|
|
2825
|
+
if (n <= 0)
|
|
2826
|
+
throw new Error("Period must be positive");
|
|
2827
|
+
const o = t.length, e = _(t, n, !0), l = new Float64Array(o), s = new Float64Array(o);
|
|
2828
|
+
if (s.fill(NaN, 0, Math.min(o, n)), l.fill(NaN, 0, Math.min(o, n)), o < n)
|
|
2829
|
+
return [e.fill(NaN), l.fill(NaN), s.fill(NaN)];
|
|
2830
|
+
const i = !(S() === !1 && !L(t)), f = K(t, n, { skipna: i, ddof: 0 });
|
|
2831
|
+
for (let a = n - 1; a < o; a++) {
|
|
2832
|
+
const c = e[a], u = f[a];
|
|
2833
|
+
if (c !== c || u !== u) {
|
|
2834
|
+
l[a] = s[a] = NaN;
|
|
2835
|
+
continue;
|
|
2836
|
+
}
|
|
2837
|
+
l[a] = c + r * u, s[a] = c - r * u;
|
|
2838
|
+
}
|
|
2839
|
+
return [e, l, s];
|
|
2840
|
+
}
|
|
2841
|
+
function Be(t, n, r) {
|
|
2842
|
+
if (n <= 0)
|
|
2843
|
+
throw new Error("Period must be positive");
|
|
2844
|
+
const o = t.length, e = new Float64Array(o);
|
|
2845
|
+
if (o === 0)
|
|
2846
|
+
return e;
|
|
2847
|
+
const [l, s, i] = dt(t, n, r);
|
|
2848
|
+
for (let f = 0; f < o; f++) {
|
|
2849
|
+
const a = l[f], c = s[f], u = i[f];
|
|
2850
|
+
a !== 0 && (e[f] = 100 * (c - u) / a);
|
|
2851
|
+
}
|
|
2852
|
+
return e;
|
|
2853
|
+
}
|
|
2854
|
+
function Xe(t, n, r) {
|
|
2855
|
+
if (r <= 0)
|
|
2856
|
+
throw new Error("Period must be positive");
|
|
2857
|
+
const o = t.length;
|
|
2858
|
+
if (n.length !== o)
|
|
2859
|
+
throw new Error("high/low must have the same length");
|
|
2860
|
+
const e = new Float64Array(o), l = new Float64Array(o), s = new Float64Array(o);
|
|
2861
|
+
if (e.fill(NaN, 0, Math.min(o, r - 1)), l.fill(NaN, 0, Math.min(o, r - 1)), s.fill(NaN, 0, Math.min(o, r - 1)), o < r)
|
|
2862
|
+
return [e, l, s];
|
|
2863
|
+
const i = !S() && !L(t, n);
|
|
2864
|
+
for (let f = r - 1; f < o; f++) {
|
|
2865
|
+
let a = -1 / 0, c = 1 / 0, u = !1;
|
|
2866
|
+
for (let N = f - r + 1; N <= f; N++) {
|
|
2867
|
+
const h = t[N], w = n[N];
|
|
2868
|
+
if (h !== h || w !== w) {
|
|
2869
|
+
if (u = !0, i)
|
|
2870
|
+
break;
|
|
2871
|
+
break;
|
|
2872
|
+
}
|
|
2873
|
+
h > a && (a = h), w < c && (c = w);
|
|
2874
|
+
}
|
|
2875
|
+
if (u) {
|
|
2876
|
+
e[f] = l[f] = s[f] = NaN;
|
|
2877
|
+
continue;
|
|
2878
|
+
}
|
|
2879
|
+
e[f] = a, l[f] = c, s[f] = (a + c) / 2;
|
|
2880
|
+
}
|
|
2881
|
+
return [e, l, s];
|
|
2882
|
+
}
|
|
2883
|
+
function Ye(t, n, r, o, e) {
|
|
2884
|
+
if (o <= 0)
|
|
2885
|
+
throw new Error("Period must be positive");
|
|
2886
|
+
const l = t.length;
|
|
2887
|
+
if (n.length !== l || r.length !== l)
|
|
2888
|
+
throw new Error("high/low/close must have the same length");
|
|
2889
|
+
if (l === 0)
|
|
2890
|
+
return [new Float64Array(0), new Float64Array(0), new Float64Array(0)];
|
|
2891
|
+
const s = new Float64Array(l);
|
|
2892
|
+
for (let u = 0; u < l; u++) {
|
|
2893
|
+
const N = t[u], h = n[u], w = r[u];
|
|
2894
|
+
N !== N || h !== h || w !== w ? s[u] = NaN : s[u] = (N + h + w) / 3;
|
|
2895
|
+
}
|
|
2896
|
+
const i = mt(s, o), f = $(t, n, r, o), a = new Float64Array(l), c = new Float64Array(l);
|
|
2897
|
+
for (let u = 0; u < l; u++) {
|
|
2898
|
+
const N = i[u], h = f[u];
|
|
2899
|
+
if (N !== N || h !== h) {
|
|
2900
|
+
a[u] = c[u] = NaN;
|
|
2901
|
+
continue;
|
|
2902
|
+
}
|
|
2903
|
+
a[u] = N + e * h, c[u] = N - e * h;
|
|
2904
|
+
}
|
|
2905
|
+
return [i, a, c];
|
|
2906
|
+
}
|
|
2907
|
+
function ze(t, n, r, o) {
|
|
2908
|
+
const e = r.length;
|
|
2909
|
+
if (t.length !== e || n.length !== e || o.length !== e)
|
|
2910
|
+
throw new Error("high/low/close/volume must have same length");
|
|
2911
|
+
const l = new Float64Array(e);
|
|
2912
|
+
let s = 0;
|
|
2913
|
+
for (let i = 0; i < e; i++) {
|
|
2914
|
+
const f = t[i], a = n[i], c = r[i], u = o[i], N = f - a, h = N === 0 ? 0 : (c - a - (f - c)) / N, w = s + h * u;
|
|
2915
|
+
w === w && (s = w), l[i] = w;
|
|
2916
|
+
}
|
|
2917
|
+
return l;
|
|
2918
|
+
}
|
|
2919
|
+
function He(t, n, r, o, e, l, s, i) {
|
|
2920
|
+
if (e < s)
|
|
2921
|
+
return i.fill(NaN);
|
|
2922
|
+
const f = 2 / (l + 1), a = 2 / (s + 1), c = t[0], u = n[0], N = r[0], h = o[0];
|
|
2923
|
+
let w = 0;
|
|
2924
|
+
const m = c - u;
|
|
2925
|
+
m !== 0 && (w = (N - u - (c - N)) / m);
|
|
2926
|
+
let v = w * h, A = v, b = v;
|
|
2927
|
+
i[0] = NaN;
|
|
2928
|
+
for (let y = 1; y < s; y++) {
|
|
2929
|
+
const F = t[y], x = n[y], d = r[y], M = o[y];
|
|
2930
|
+
let E = 0;
|
|
2931
|
+
const I = F - x;
|
|
2932
|
+
I !== 0 && (E = (d - x - (F - d)) / I);
|
|
2933
|
+
const V = E * M;
|
|
2934
|
+
v += V, A = A + f * (v - A), b = b + a * (v - b), i[y] = NaN;
|
|
2935
|
+
}
|
|
2936
|
+
i[s - 1] = A - b;
|
|
2937
|
+
for (let y = s; y < e; y++) {
|
|
2938
|
+
const F = t[y], x = n[y], d = r[y], M = o[y];
|
|
2939
|
+
let E = 0;
|
|
2940
|
+
const I = F - x;
|
|
2941
|
+
I !== 0 && (E = (d - x - (F - d)) / I);
|
|
2942
|
+
const V = E * M;
|
|
2943
|
+
v += V, A = A + f * (v - A), b = b + a * (v - b), i[y] = A - b;
|
|
2944
|
+
}
|
|
2945
|
+
return i;
|
|
2946
|
+
}
|
|
2947
|
+
function Re(t, n, r, o, e, l, s, i) {
|
|
2948
|
+
i.fill(NaN);
|
|
2949
|
+
const f = 2 / (l + 1), a = 2 / (s + 1);
|
|
2950
|
+
let c = 0, u = NaN, N = NaN, h = 0;
|
|
2951
|
+
for (let w = 0; w < e; w++) {
|
|
2952
|
+
const m = t[w], g = n[w], v = r[w], A = o[w];
|
|
2953
|
+
if (!(m === m && g === g && v === v && A === A))
|
|
2954
|
+
continue;
|
|
2955
|
+
const b = m - g;
|
|
2956
|
+
let y = 0;
|
|
2957
|
+
b !== 0 && (y = (v - g - (m - v)) / b);
|
|
2958
|
+
const F = y * A;
|
|
2959
|
+
c += F, h === 0 ? (u = c, N = c) : (u = u + f * (c - u), N = N + a * (c - N)), h++, h >= s && (i[w] = u - N);
|
|
2960
|
+
}
|
|
2961
|
+
return i;
|
|
2962
|
+
}
|
|
2963
|
+
function Ke(t, n, r, o, e, l, s = !0) {
|
|
2964
|
+
if (e <= 0 || l <= 0)
|
|
2965
|
+
throw new Error("Periods must be positive");
|
|
2966
|
+
if (e >= l)
|
|
2967
|
+
throw new Error("shortPeriod should be less than longPeriod");
|
|
2968
|
+
const i = r.length;
|
|
2969
|
+
if (t.length !== i || n.length !== i || o.length !== i)
|
|
2970
|
+
throw new Error("high, low, close and volume must have equal length");
|
|
2971
|
+
s && !S() && !L(t, n, r, o) && (s = !1);
|
|
2972
|
+
const f = new Float64Array(i);
|
|
2973
|
+
return i === 0 ? f : s ? Re(t, n, r, o, i, e, l, f) : He(t, n, r, o, i, e, l, f);
|
|
2974
|
+
}
|
|
2975
|
+
function We(t, n, r, o, e) {
|
|
2976
|
+
if (e <= 0)
|
|
2977
|
+
throw new Error("Period must be positive");
|
|
2978
|
+
const l = r.length;
|
|
2979
|
+
if (t.length !== l || n.length !== l || o.length !== l)
|
|
2980
|
+
throw new Error("high, low, close and volume must have equal length");
|
|
2981
|
+
const s = new Float64Array(l);
|
|
2982
|
+
if (s.fill(NaN), l <= e)
|
|
2983
|
+
return s;
|
|
2984
|
+
const i = new Float64Array(e), f = new Float64Array(e), a = new Uint8Array(e);
|
|
2985
|
+
let c = 0, u = 0, N = 0, w = (t[0] + n[0] + r[0]) / 3;
|
|
2986
|
+
for (let g = 1; g < e; g++) {
|
|
2987
|
+
const v = (t[g] + n[g] + r[g]) / 3, A = v * o[g], b = Number.isFinite(A);
|
|
2988
|
+
let y = 0, F = 0;
|
|
2989
|
+
b ? v > w ? y = A : v < w && (F = A) : (a[g] = 1, N++), i[g] = y, f[g] = F, c += y, u += F, w = v;
|
|
2990
|
+
}
|
|
2991
|
+
{
|
|
2992
|
+
const g = e, v = (t[g] + n[g] + r[g]) / 3, A = v * o[g], b = Number.isFinite(A);
|
|
2993
|
+
let y = 0, F = 0;
|
|
2994
|
+
if (b ? v > w ? y = A : v < w && (F = A) : (a[0] = 1, N++), i[0] = y, f[0] = F, c += y, u += F, Number.isFinite(v) && N === 0)
|
|
2995
|
+
if (c + u === 0)
|
|
2996
|
+
s[g] = 50;
|
|
2997
|
+
else if (u === 0)
|
|
2998
|
+
s[g] = 100;
|
|
2999
|
+
else {
|
|
3000
|
+
const d = c / u;
|
|
3001
|
+
s[g] = 100 - 100 / (1 + d);
|
|
3002
|
+
}
|
|
3003
|
+
w = v;
|
|
3004
|
+
}
|
|
3005
|
+
let m = 1;
|
|
3006
|
+
for (let g = e + 1; g < l; g++) {
|
|
3007
|
+
const v = (t[g] + n[g] + r[g]) / 3, A = v * o[g], b = Number.isFinite(A);
|
|
3008
|
+
let y = 0, F = 0, x = 0;
|
|
3009
|
+
if (b ? v > w ? y = A : v < w && (F = A) : x = 1, c += y - i[m], u += F - f[m], N += x - a[m], i[m] = y, f[m] = F, a[m] = x, m++, m === e && (m = 0), Number.isFinite(v) && N === 0)
|
|
3010
|
+
if (c + u === 0)
|
|
3011
|
+
s[g] = 50;
|
|
3012
|
+
else if (u === 0)
|
|
3013
|
+
s[g] = 100;
|
|
3014
|
+
else {
|
|
3015
|
+
const M = c / u;
|
|
3016
|
+
s[g] = 100 - 100 / (1 + M);
|
|
3017
|
+
}
|
|
3018
|
+
w = v;
|
|
3019
|
+
}
|
|
3020
|
+
return s;
|
|
3021
|
+
}
|
|
3022
|
+
function Ge(t, n) {
|
|
3023
|
+
const r = t.length;
|
|
3024
|
+
if (n.length !== r)
|
|
3025
|
+
throw new Error("price and volume must have same length");
|
|
3026
|
+
const o = new Float64Array(r);
|
|
3027
|
+
if (r === 0)
|
|
3028
|
+
return o;
|
|
3029
|
+
let e = 0;
|
|
3030
|
+
o[0] = e;
|
|
3031
|
+
for (let l = 1; l < r; l++) {
|
|
3032
|
+
const s = t[l], i = t[l - 1], f = n[l];
|
|
3033
|
+
if (s !== s || i !== i || f !== f) {
|
|
3034
|
+
o[l] = NaN;
|
|
3035
|
+
continue;
|
|
3036
|
+
}
|
|
3037
|
+
s > i ? e += f : s < i && (e -= f), o[l] = e;
|
|
3038
|
+
}
|
|
3039
|
+
return o;
|
|
3040
|
+
}
|
|
3041
|
+
function $e(t, n, r = 1e3) {
|
|
3042
|
+
const o = t.length;
|
|
3043
|
+
if (n.length !== o)
|
|
3044
|
+
throw new Error("close and volume must have equal length");
|
|
3045
|
+
const e = new Float64Array(o), l = new Float64Array(o);
|
|
3046
|
+
if (o === 0)
|
|
3047
|
+
return [e, l];
|
|
3048
|
+
e.fill(NaN), l.fill(NaN);
|
|
3049
|
+
let s = -1;
|
|
3050
|
+
for (let u = 0; u < o; u++) {
|
|
3051
|
+
const N = t[u], h = n[u];
|
|
3052
|
+
if (N === N && h === h && N !== 0) {
|
|
3053
|
+
s = u;
|
|
3054
|
+
break;
|
|
3055
|
+
}
|
|
3056
|
+
}
|
|
3057
|
+
if (s === -1)
|
|
3058
|
+
return [e, l];
|
|
3059
|
+
let i = r, f = r;
|
|
3060
|
+
e[s] = i, l[s] = f;
|
|
3061
|
+
let a = t[s], c = n[s];
|
|
3062
|
+
for (let u = s + 1; u < o; u++) {
|
|
3063
|
+
const N = t[u], h = n[u];
|
|
3064
|
+
if (!(N === N && h === h && N !== 0))
|
|
3065
|
+
continue;
|
|
3066
|
+
const w = (N - a) / a;
|
|
3067
|
+
h > c && (i = i + w * i), h < c && (f = f + w * f), e[u] = i, l[u] = f, a = N, c = h;
|
|
3068
|
+
}
|
|
3069
|
+
return [e, l];
|
|
3070
|
+
}
|
|
3071
|
+
function it(t, n, r, o, e) {
|
|
3072
|
+
let l = 0;
|
|
3073
|
+
e[0] = NaN;
|
|
3074
|
+
for (let s = 1; s < o; s++) {
|
|
3075
|
+
const i = r[s - 1], f = r[s];
|
|
3076
|
+
let a = 0;
|
|
3077
|
+
f > i ? a = f - Math.min(n[s], i) : f < i && (a = f - Math.max(t[s], i)), l += a, e[s] = l;
|
|
3078
|
+
}
|
|
3079
|
+
return e;
|
|
3080
|
+
}
|
|
3081
|
+
function Je(t, n, r, o, e) {
|
|
3082
|
+
let l = 0, s = -1;
|
|
3083
|
+
for (let i = 0; i < o; i++) {
|
|
3084
|
+
const f = t[i], a = n[i], c = r[i];
|
|
3085
|
+
if (f === f && a === a && c === c) {
|
|
3086
|
+
e[i] = NaN, s = i;
|
|
3087
|
+
break;
|
|
3088
|
+
}
|
|
3089
|
+
}
|
|
3090
|
+
if (s === -1)
|
|
3091
|
+
return e;
|
|
3092
|
+
for (let i = s + 1; i < o; i++) {
|
|
3093
|
+
const f = t[i], a = n[i], c = r[i], u = r[i - 1];
|
|
3094
|
+
if (f === f && a === a && c === c && u === u) {
|
|
3095
|
+
let N = 0;
|
|
3096
|
+
c > u ? N = c - Math.min(a, u) : c < u && (N = c - Math.max(f, u)), l += N, e[i] = l;
|
|
3097
|
+
}
|
|
3098
|
+
}
|
|
3099
|
+
return e;
|
|
3100
|
+
}
|
|
3101
|
+
function Qe(t, n, r, o = !0) {
|
|
3102
|
+
const e = r.length;
|
|
3103
|
+
if (t.length !== e || n.length !== e)
|
|
3104
|
+
throw new Error("high, low and close must have equal length");
|
|
3105
|
+
const l = new Float64Array(e);
|
|
3106
|
+
return e === 0 ? l : o && !S() && !L(t, n, r) || !o ? it(t, n, r, e, l) : (l.fill(NaN), Je(t, n, r, e, l));
|
|
3107
|
+
}
|
|
3108
|
+
const no = /* @__PURE__ */ Object.freeze(/* @__PURE__ */ Object.defineProperty({
|
|
3109
|
+
__proto__: null,
|
|
3110
|
+
ad: ze,
|
|
3111
|
+
adosc: Ke,
|
|
3112
|
+
adx: _e,
|
|
3113
|
+
adxr: je,
|
|
3114
|
+
ao: Ne,
|
|
3115
|
+
apo: he,
|
|
3116
|
+
aroon: de,
|
|
3117
|
+
atr: $,
|
|
3118
|
+
bb: dt,
|
|
3119
|
+
bbw: Be,
|
|
3120
|
+
cci: Le,
|
|
3121
|
+
change: ye,
|
|
3122
|
+
cmo: we,
|
|
3123
|
+
cross: ot,
|
|
3124
|
+
crossover: Jt,
|
|
3125
|
+
crossunder: Qt,
|
|
3126
|
+
dema: qn,
|
|
3127
|
+
di: Se,
|
|
3128
|
+
donchian: Xe,
|
|
3129
|
+
dpo: ke,
|
|
3130
|
+
dx: Ve,
|
|
3131
|
+
ema: mt,
|
|
3132
|
+
falling: $t,
|
|
3133
|
+
hma: Pn,
|
|
3134
|
+
ichimoku: Te,
|
|
3135
|
+
kama: Un,
|
|
3136
|
+
keltner: Ye,
|
|
3137
|
+
kst: Ie,
|
|
3138
|
+
macd: me,
|
|
3139
|
+
mfi: We,
|
|
3140
|
+
mom: ve,
|
|
3141
|
+
natr: Oe,
|
|
3142
|
+
obv: Ge,
|
|
3143
|
+
pnvi: $e,
|
|
3144
|
+
ppo: ge,
|
|
3145
|
+
psar: qe,
|
|
3146
|
+
rising: Gt,
|
|
3147
|
+
rma: tt,
|
|
3148
|
+
roc: D,
|
|
3149
|
+
rsi: xt,
|
|
3150
|
+
sma: _,
|
|
3151
|
+
stoch: Fe,
|
|
3152
|
+
stochrsi: Me,
|
|
3153
|
+
supertrend: Ce,
|
|
3154
|
+
t3: Xn,
|
|
3155
|
+
tema: Cn,
|
|
3156
|
+
tr: Et,
|
|
3157
|
+
trima: On,
|
|
3158
|
+
ultosc: xe,
|
|
3159
|
+
vwma: _n,
|
|
3160
|
+
wad: Qe,
|
|
3161
|
+
wma: R,
|
|
3162
|
+
wpr: Ee
|
|
3163
|
+
}, Symbol.toStringTag, { value: "Module" }));
|
|
3164
|
+
export {
|
|
3165
|
+
Ze as arr,
|
|
3166
|
+
pe as math,
|
|
3167
|
+
to as stats,
|
|
3168
|
+
no as ta
|
|
3169
|
+
};
|