rowpipe 2.2.1 → 2.10.1

package/dist/analytics/technical.js

@@ -0,0 +1,365 @@
+export function parseIndicatorSpecs(specs) {
+    if (!specs) {
+        // Default indicators
+        return [
+            { type: "sma", name: "sma_20", period: 20 },
+            { type: "rsi", name: "rsi_14", period: 14 },
+            { type: "bollinger", name: "bb_20_2", period: 20, param2: 2 },
+        ];
+    }
+    const rawStr = Array.isArray(specs) ? specs.join(",") : specs;
+    const list = [];
+    let depth = 0;
+    let current = "";
+    for (let i = 0; i < rawStr.length; i++) {
+        const char = rawStr[i];
+        if (char === "(")
+            depth++;
+        else if (char === ")")
+            depth--;
+        else if ((char === "," || char === ";") && depth === 0) {
+            if (current.trim())
+                list.push(current.trim());
+            current = "";
+            continue;
+        }
+        current += char;
+    }
+    if (current.trim())
+        list.push(current.trim());
+    const results = [];
+    for (const raw of list) {
+        const s = raw.trim().toLowerCase();
+        if (!s)
+            continue;
+        const match = s.match(/^([a-z_]+)(?:\((.*)\))?$/);
+        if (!match)
+            continue;
+        const [, typeStr, argStr] = match;
+        const args = argStr ? argStr.split(/[,:]/).map((a) => parseFloat(a.trim())) : [];
+        switch (typeStr) {
+            case "sma": {
+                const period = args[0] || 20;
+                results.push({ type: "sma", name: `sma_${period}`, period });
+                break;
+            }
+            case "ema": {
+                const period = args[0] || 20;
+                results.push({ type: "ema", name: `ema_${period}`, period });
+                break;
+            }
+            case "rsi": {
+                const period = args[0] || 14;
+                results.push({ type: "rsi", name: `rsi_${period}`, period });
+                break;
+            }
+            case "macd": {
+                const fast = args[0] || 12;
+                const slow = args[1] || 26;
+                const signal = args[2] || 9;
+                results.push({
+                    type: "macd",
+                    name: `macd_${fast}_${slow}_${signal}`,
+                    period: fast,
+                    param2: slow,
+                    param3: signal,
+                });
+                break;
+            }
+            case "bollinger":
+            case "bb": {
+                const period = args[0] || 20;
+                const k = args[1] || 2;
+                results.push({ type: "bollinger", name: `bb_${period}_${k}`, period, param2: k });
+                break;
+            }
+            case "vwap": {
+                results.push({ type: "vwap", name: "vwap", period: 0 });
+                break;
+            }
+            case "atr": {
+                const period = args[0] || 14;
+                results.push({ type: "atr", name: `atr_${period}`, period });
+                break;
+            }
+        }
+    }
+    return results.length > 0 ? results : parseIndicatorSpecs();
+}
+// Indicator Calculation State Trackers
+class SMATracker {
+    period;
+    buffer = [];
+    sum = 0;
+    constructor(period) {
+        this.period = period;
+    }
+    update(val) {
+        this.buffer.push(val);
+        this.sum += val;
+        if (this.buffer.length > this.period) {
+            this.sum -= this.buffer.shift();
+        }
+        if (this.buffer.length === this.period) {
+            return Math.round((this.sum / this.period) * 10000) / 10000;
+        }
+        return null;
+    }
+}
+class EMATracker {
+    period;
+    ema = null;
+    alpha;
+    count = 0;
+    initialSum = 0;
+    constructor(period) {
+        this.period = period;
+        this.alpha = 2 / (period + 1);
+    }
+    update(val) {
+        this.count++;
+        if (this.ema === null) {
+            this.initialSum += val;
+            if (this.count === this.period) {
+                this.ema = this.initialSum / this.period;
+                return Math.round(this.ema * 10000) / 10000;
+            }
+            return null;
+        }
+        this.ema = val * this.alpha + this.ema * (1 - this.alpha);
+        return Math.round(this.ema * 10000) / 10000;
+    }
+}
+class RSITracker {
+    period;
+    prevPrice = null;
+    count = 0;
+    avgGain = 0;
+    avgLoss = 0;
+    constructor(period) {
+        this.period = period;
+    }
+    update(price) {
+        if (this.prevPrice === null) {
+            this.prevPrice = price;
+            return null;
+        }
+        const change = price - this.prevPrice;
+        this.prevPrice = price;
+        const gain = change > 0 ? change : 0;
+        const loss = change < 0 ? -change : 0;
+        this.count++;
+        if (this.count <= this.period) {
+            this.avgGain += gain;
+            this.avgLoss += loss;
+            if (this.count === this.period) {
+                this.avgGain /= this.period;
+                this.avgLoss /= this.period;
+                return this.computeRsi();
+            }
+            return null;
+        }
+        // Wilder's smoothing
+        this.avgGain = (this.avgGain * (this.period - 1) + gain) / this.period;
+        this.avgLoss = (this.avgLoss * (this.period - 1) + loss) / this.period;
+        return this.computeRsi();
+    }
+    computeRsi() {
+        if (this.avgLoss === 0) {
+            return 100.0;
+        }
+        const rs = this.avgGain / this.avgLoss;
+        const rsi = 100 - 100 / (1 + rs);
+        return Math.round(rsi * 100) / 100;
+    }
+}
+class MACDTracker {
+    fastEMA;
+    slowEMA;
+    signalEMA;
+    constructor(fast = 12, slow = 26, signal = 9) {
+        this.fastEMA = new EMATracker(fast);
+        this.slowEMA = new EMATracker(slow);
+        this.signalEMA = new EMATracker(signal);
+    }
+    update(price) {
+        const fast = this.fastEMA.update(price);
+        const slow = this.slowEMA.update(price);
+        if (fast !== null && slow !== null) {
+            const macdVal = fast - slow;
+            const signalVal = this.signalEMA.update(macdVal);
+            const histVal = signalVal !== null ? macdVal - signalVal : null;
+            return {
+                macd: Math.round(macdVal * 10000) / 10000,
+                signal: signalVal !== null ? Math.round(signalVal * 10000) / 10000 : null,
+                hist: histVal !== null ? Math.round(histVal * 10000) / 10000 : null,
+            };
+        }
+        return { macd: null, signal: null, hist: null };
+    }
+}
+class BollingerTracker {
+    period;
+    k;
+    buffer = [];
+    constructor(period = 20, k = 2) {
+        this.period = period;
+        this.k = k;
+    }
+    update(price) {
+        this.buffer.push(price);
+        if (this.buffer.length > this.period) {
+            this.buffer.shift();
+        }
+        if (this.buffer.length === this.period) {
+            const mean = this.buffer.reduce((a, b) => a + b, 0) / this.period;
+            const variance = this.buffer.reduce((acc, v) => acc + Math.pow(v - mean, 2), 0) / this.period;
+            const std = Math.sqrt(variance);
+            const upper = mean + this.k * std;
+            const lower = mean - this.k * std;
+            const bandwidth = mean !== 0 ? ((upper - lower) / mean) * 100 : 0;
+            return {
+                middle: Math.round(mean * 10000) / 10000,
+                upper: Math.round(upper * 10000) / 10000,
+                lower: Math.round(lower * 10000) / 10000,
+                bandwidth: Math.round(bandwidth * 100) / 100,
+            };
+        }
+        return { middle: null, upper: null, lower: null, bandwidth: null };
+    }
+}
+class VWAPTracker {
+    cumVolume = 0;
+    cumPriceVolume = 0;
+    update(price, volume) {
+        if (volume <= 0)
+            return this.cumVolume > 0 ? this.cumPriceVolume / this.cumVolume : price;
+        this.cumVolume += volume;
+        this.cumPriceVolume += price * volume;
+        return Math.round((this.cumPriceVolume / this.cumVolume) * 10000) / 10000;
+    }
+}
+class ATRTracker {
+    period;
+    prevClose = null;
+    count = 0;
+    atr = 0;
+    constructor(period = 14) {
+        this.period = period;
+    }
+    update(high, low, close) {
+        let tr = high - low;
+        if (this.prevClose !== null) {
+            const tr1 = Math.abs(high - this.prevClose);
+            const tr2 = Math.abs(low - this.prevClose);
+            tr = Math.max(tr, tr1, tr2);
+        }
+        this.prevClose = close;
+        this.count++;
+        if (this.count <= this.period) {
+            this.atr += tr;
+            if (this.count === this.period) {
+                this.atr /= this.period;
+                return Math.round(this.atr * 10000) / 10000;
+            }
+            return null;
+        }
+        this.atr = (this.atr * (this.period - 1) + tr) / this.period;
+        return Math.round(this.atr * 10000) / 10000;
+    }
+}
+export async function* technicalTransform(batchIterator, options = {}) {
+    const parsedIndicators = parseIndicatorSpecs(options.indicators);
+    let priceCol = options.priceCol || options.closeCol;
+    let volumeCol = options.volumeCol;
+    let highCol = options.highCol;
+    let lowCol = options.lowCol;
+    let closeCol = options.closeCol || options.priceCol;
+    // Instantiate trackers
+    const trackers = parsedIndicators.map((ind) => {
+        switch (ind.type) {
+            case "sma":
+                return { ind, tracker: new SMATracker(ind.period) };
+            case "ema":
+                return { ind, tracker: new EMATracker(ind.period) };
+            case "rsi":
+                return { ind, tracker: new RSITracker(ind.period) };
+            case "macd":
+                return { ind, tracker: new MACDTracker(ind.period, ind.param2, ind.param3) };
+            case "bollinger":
+                return { ind, tracker: new BollingerTracker(ind.period, ind.param2) };
+            case "vwap":
+                return { ind, tracker: new VWAPTracker() };
+            case "atr":
+                return { ind, tracker: new ATRTracker(ind.period) };
+        }
+    });
+    for await (const batch of batchIterator) {
+        if (batch.rows.length === 0) {
+            yield batch;
+            continue;
+        }
+        // Auto-detect columns if not set
+        if (!priceCol) {
+            const firstRow = batch.rows[0];
+            const keys = Object.keys(firstRow);
+            priceCol =
+                keys.find((k) => /(close|price|adj_close|rate|value)/i.test(k)) ??
+                    keys.find((k) => typeof firstRow[k] === "number") ??
+                    keys[0];
+            closeCol = priceCol;
+            volumeCol = keys.find((k) => /(volume|vol|qty|quantity)/i.test(k));
+            highCol = keys.find((k) => /(high|max_price)/i.test(k));
+            lowCol = keys.find((k) => /(low|min_price)/i.test(k));
+        }
+        const transformedRows = [];
+        for (const row of batch.rows) {
+            const newRow = { ...row };
+            const rawPrice = row[priceCol];
+            const price = typeof rawPrice === "number" ? rawPrice : parseFloat(String(rawPrice)) || 0;
+            const rawVol = volumeCol ? row[volumeCol] : 1;
+            const volume = typeof rawVol === "number" ? rawVol : parseFloat(String(rawVol)) || 1;
+            const rawHigh = highCol ? row[highCol] : price;
+            const high = typeof rawHigh === "number" ? rawHigh : parseFloat(String(rawHigh)) || price;
+            const rawLow = lowCol ? row[lowCol] : price;
+            const low = typeof rawLow === "number" ? rawLow : parseFloat(String(rawLow)) || price;
+            const rawClose = closeCol ? row[closeCol] : price;
+            const close = typeof rawClose === "number" ? rawClose : parseFloat(String(rawClose)) || price;
+            for (const { ind, tracker } of trackers) {
+                if (tracker instanceof SMATracker) {
+                    newRow[ind.name] = tracker.update(price);
+                }
+                else if (tracker instanceof EMATracker) {
+                    newRow[ind.name] = tracker.update(price);
+                }
+                else if (tracker instanceof RSITracker) {
+                    newRow[ind.name] = tracker.update(price);
+                }
+                else if (tracker instanceof MACDTracker) {
+                    const res = tracker.update(price);
+                    newRow[`${ind.name}_line`] = res.macd;
+                    newRow[`${ind.name}_signal`] = res.signal;
+                    newRow[`${ind.name}_hist`] = res.hist;
+                }
+                else if (tracker instanceof BollingerTracker) {
+                    const res = tracker.update(price);
+                    newRow[`${ind.name}_upper`] = res.upper;
+                    newRow[`${ind.name}_mid`] = res.middle;
+                    newRow[`${ind.name}_lower`] = res.lower;
+                }
+                else if (tracker instanceof VWAPTracker) {
+                    newRow[ind.name] = tracker.update(price, volume);
+                }
+                else if (tracker instanceof ATRTracker) {
+                    newRow[ind.name] = tracker.update(high, low, close);
+                }
+            }
+            transformedRows.push(newRow);
+        }
+        yield {
+            ...batch,
+            rows: transformedRows,
+        };
+    }
+}
+//# sourceMappingURL=technical.js.map

package/dist/analytics/technical.js.map

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package/dist/cli/commands/abtest.d.ts

@@ -0,0 +1,10 @@
+import { type AbTestOptions } from "../../analytics/abtest.js";
+import type { UnifiedPipelineCliOptions } from "./pipeline.js";
+export interface AbTestCommandOptions extends UnifiedPipelineCliOptions, AbTestOptions {
+    group?: string;
+    metric?: string;
+    control?: string;
+    variant?: string;
+}
+export declare function abTestCommand(inputPath?: string, options?: AbTestCommandOptions): Promise<void>;
+//# sourceMappingURL=abtest.d.ts.map

package/dist/cli/commands/abtest.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"abtest.d.ts","sourceRoot":"","sources":["../../../src/cli/commands/abtest.ts"],"names":[],"mappings":"AAKA,OAAO,EAAiB,KAAK,aAAa,EAAE,MAAM,2BAA2B,CAAC;AAE9E,OAAO,KAAK,EAAE,yBAAyB,EAAE,MAAM,eAAe,CAAC;AAE/D,MAAM,WAAW,oBAAqB,SAAQ,yBAAyB,EAAE,aAAa;IACpF,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,OAAO,CAAC,EAAE,MAAM,CAAC;IACjB,OAAO,CAAC,EAAE,MAAM,CAAC;CAClB;AAED,wBAAsB,aAAa,CACjC,SAAS,SAAM,EACf,OAAO,GAAE,oBAAyB,GACjC,OAAO,CAAC,IAAI,CAAC,CAgEf"}

package/dist/cli/commands/abtest.js

@@ -0,0 +1,68 @@
+import { createPipeline } from "../../core/pipeline.js";
+import { createReader, inferFormatFromPath as inferReaderFormat } from "../../readers/index.js";
+import { createWriter, inferFormatFromPath as inferWriterFormat } from "../../writers/index.js";
+import { openReadableStream } from "../../utils/compression.js";
+import { ProgressReporter } from "../../utils/progress.js";
+import { computeAbTest } from "../../analytics/abtest.js";
+import { formatTable } from "../../writers/table.js";
+export async function abTestCommand(inputPath = "-", options = {}) {
+    const effectiveBatchSize = Number(options.batchSize) || 1000;
+    const progress = new ProgressReporter(options);
+    let fromFormat = options.from?.toLowerCase();
+    if (!fromFormat && inputPath !== "-") {
+        fromFormat = inferReaderFormat(inputPath) ?? undefined;
+    }
+    if (!fromFormat)
+        fromFormat = "csv";
+    const readerInput = inputPath === "-" ? openReadableStream("-", options) : inputPath;
+    const reader = createReader(readerInput, {
+        format: fromFormat,
+        sheet: options.sheet,
+        delimiter: options.delimiter,
+        filePath: inputPath,
+        ...options,
+        batchSize: effectiveBatchSize,
+    });
+    const pipeline = createPipeline(reader, { batchSize: effectiveBatchSize });
+    pipeline.onProgress((info) => progress.update(info));
+    const result = await computeAbTest(pipeline.batches(), {
+        groupCol: options.group || options.groupCol,
+        metricCol: options.metric || options.metricCol,
+        controlGroup: options.control || options.controlGroup,
+        variantGroup: options.variant || options.variantGroup,
+        type: options.type,
+        confidenceLevel: options.confidenceLevel ? Number(options.confidenceLevel) : 0.95,
+    });
+    progress.done();
+    const rows = result.formattedRows;
+    if (options.json) {
+        console.log(JSON.stringify(result, null, 2));
+        return;
+    }
+    const isStructuredOutput = Boolean(options.to || options.output);
+    if (isStructuredOutput) {
+        let toFormat = options.to?.toLowerCase();
+        if (!toFormat && options.output && options.output !== "-") {
+            toFormat = inferWriterFormat(options.output) ?? undefined;
+        }
+        if (!toFormat)
+            toFormat = "csv";
+        const writer = createWriter(options.output || "-", {
+            format: toFormat,
+            delimiter: options.delimiter,
+            ...options,
+        });
+        async function* singleBatch() {
+            yield { rows, offset: 0 };
+        }
+        await writer.write(singleBatch());
+        if (writer.close)
+            await writer.close();
+    }
+    else {
+        process.stdout.write(`\n--- A/B Test Statistical Significance Report (${result.test_type}) ---\n`);
+        process.stdout.write(formatTable(rows, { style: "unicode" }));
+        process.stdout.write("\n");
+    }
+}
+//# sourceMappingURL=abtest.js.map

package/dist/cli/commands/abtest.js.map

@@ -0,0 +1 @@
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package/dist/cli/commands/cluster.d.ts

@@ -0,0 +1,9 @@
+import { type ClusterOptions } from "../../analytics/cluster.js";
+import type { UnifiedPipelineCliOptions } from "./pipeline.js";
+export interface ClusterCommandOptions extends UnifiedPipelineCliOptions, ClusterOptions {
+    cols?: string | string[];
+    k?: number;
+    summary?: boolean;
+}
+export declare function clusterCommand(inputPath?: string, options?: ClusterCommandOptions): Promise<void>;
+//# sourceMappingURL=cluster.d.ts.map

package/dist/cli/commands/cluster.d.ts.map

@@ -0,0 +1 @@
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package/dist/cli/commands/cluster.js

@@ -0,0 +1,77 @@
+import { createPipeline } from "../../core/pipeline.js";
+import { createReader, inferFormatFromPath as inferReaderFormat } from "../../readers/index.js";
+import { createWriter, inferFormatFromPath as inferWriterFormat } from "../../writers/index.js";
+import { openReadableStream } from "../../utils/compression.js";
+import { ProgressReporter } from "../../utils/progress.js";
+import { formatNumber } from "../../utils/formatting.js";
+import { computeKMeans, clusterAssignTransform } from "../../analytics/cluster.js";
+import { formatTable } from "../../writers/table.js";
+export async function clusterCommand(inputPath = "-", options = {}) {
+    const effectiveBatchSize = Number(options.batchSize) || 1000;
+    const progress = new ProgressReporter(options);
+    let fromFormat = options.from?.toLowerCase();
+    if (!fromFormat && inputPath !== "-") {
+        fromFormat = inferReaderFormat(inputPath) ?? undefined;
+    }
+    if (!fromFormat)
+        fromFormat = "csv";
+    // Pass 1: Compute Centroids
+    const readerInput1 = inputPath === "-" ? openReadableStream("-", options) : inputPath;
+    const reader1 = createReader(readerInput1, {
+        format: fromFormat,
+        sheet: options.sheet,
+        delimiter: options.delimiter,
+        filePath: inputPath,
+        ...options,
+        batchSize: effectiveBatchSize,
+    });
+    const pipeline1 = createPipeline(reader1, { batchSize: effectiveBatchSize });
+    pipeline1.onProgress((info) => progress.update(info));
+    const result = await computeKMeans(pipeline1.batches(), {
+        cols: options.cols,
+        k: options.k ? Number(options.k) : 3,
+        summary: options.summary,
+    });
+    progress.done();
+    if (options.summary || !options.output && !options.to && !options.json) {
+        if (options.json) {
+            console.log(JSON.stringify(result, null, 2));
+            return;
+        }
+        process.stdout.write(`\n--- Mini-Batch K-Means Centroids (K=${result.k}, Inertia: ${formatNumber(result.inertia)}, Samples: ${formatNumber(result.total_samples)}) ---\n`);
+        process.stdout.write(formatTable(result.formattedRows, { style: "unicode" }));
+        process.stdout.write("\n");
+        return;
+    }
+    // Pass 2 or piped streaming: assign clusters to rows
+    if (options.json) {
+        console.log(JSON.stringify(result, null, 2));
+        return;
+    }
+    const readerInput2 = inputPath === "-" ? openReadableStream("-", options) : inputPath;
+    const reader2 = createReader(readerInput2, {
+        format: fromFormat,
+        sheet: options.sheet,
+        delimiter: options.delimiter,
+        filePath: inputPath,
+        ...options,
+        batchSize: effectiveBatchSize,
+    });
+    const pipeline2 = createPipeline(reader2, { batchSize: effectiveBatchSize });
+    const assignedStream = clusterAssignTransform(pipeline2.batches(), result);
+    let toFormat = options.to?.toLowerCase();
+    if (!toFormat && options.output && options.output !== "-") {
+        toFormat = inferWriterFormat(options.output) ?? undefined;
+    }
+    if (!toFormat)
+        toFormat = "csv";
+    const writer = createWriter(options.output || "-", {
+        format: toFormat,
+        delimiter: options.delimiter,
+        ...options,
+    });
+    await writer.write(assignedStream);
+    if (writer.close)
+        await writer.close();
+}
+//# sourceMappingURL=cluster.js.map

package/dist/cli/commands/cluster.js.map

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package/dist/cli/commands/cohort.d.ts

@@ -0,0 +1,10 @@
+import { type CohortOptions, type CohortInterval } from "../../analytics/cohort.js";
+import type { UnifiedPipelineCliOptions } from "./pipeline.js";
+export interface CohortCommandOptions extends UnifiedPipelineCliOptions, CohortOptions {
+    userId?: string;
+    timeCol?: string;
+    interval?: CohortInterval;
+    counts?: boolean;
+}
+export declare function cohortCommand(inputPath?: string, options?: CohortCommandOptions): Promise<void>;
+//# sourceMappingURL=cohort.d.ts.map

package/dist/cli/commands/cohort.d.ts.map

@@ -0,0 +1 @@
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