openscript 0.7.0__py3-none-any.whl → 0.7.2__py3-none-any.whl

openscript/library/flows.py

@@ -52,13 +52,22 @@ def _anchored(state: Region, ctx, value: Value, anchor: Value) -> Value:
         return ABSENT
     if price is None or traded is None:
         return ABSENT
-    flow = held.get("flow", 0.0) + price * traded
+    # An overflowing product is an absent term under compiled-program.md 3.1:
+    # the bar is absent and neither total moves.
+    term = result(price * traded)
+    if term is None:
+        return ABSENT
+    flow = held.get("flow", 0.0) + term
     volume = held.get("traded", 0.0) + traded
     held["flow"] = flow
     held["traded"] = volume
-    if volume == 0:
+    # An overflowed total is kept and is absent, so the average divided by it is
+    # too, rather than the exact zero a finite flow over an infinity would give.
+    numerator = result(flow)
+    divisor = result(volume)
+    if numerator is None or divisor is None or divisor == 0:
         return ABSENT
-    return result(flow / volume)
+    return result(numerator / divisor)
 
 
 def balance(state: Region, ctx) -> Value:
@@ -93,6 +102,11 @@ def position_flow(ctx) -> Value:
     The two bracketed differences are formed first and subtracted, then divided by
     the span, then multiplied by the volume. **A bar whose span is not above zero
     contributes an exact 0** rather than ending the total.
+
+    A span that overflows is absent under `compiled-program.md` 3.1, and the term
+    with it: dividing a finite numerator by the raw infinity would give an exact
+    zero for a bar whose position was never computed. Any other step that
+    overflows stays non-finite to the end, where ``result`` catches it.
     """
     high = number(ctx.bar("high"))
     low = number(ctx.bar("low"))
@@ -100,7 +114,9 @@ def position_flow(ctx) -> Value:
     traded = number(ctx.bar("volume"))
     if high is None or low is None or close is None or traded is None:
         return ABSENT
-    span = high - low
+    span = result(high - low)
+    if span is None:
+        return ABSENT
     if span <= 0:
         return 0.0
     return result((((close - low) - (high - close)) / span) * traded)
@@ -149,7 +165,24 @@ def price_trend(state: Region, ctx) -> Value:
     before = back(contributed(state, "close", close, 2), 1)
     if close is None or traded is None or not isinstance(before, float) or before == 0:
         return ABSENT
-    return running_total(state, "run", ((close - before) / before) * traded)
+    return running_total(state, "run", _trend_term(close, before, traded))
+
+
+def _trend_term(close: float, before: float, traded: float) -> Value:
+    """The term ``pvt`` adds, checked after each operation as section 3.1 states.
+
+    A change that overflows is absent although the true proportion may be
+    finite, and an absent term leaves the running total where it was, so the
+    bar costs its own reading and nothing after it. Adding the unchecked
+    infinity instead would store it and end the reading for good.
+    """
+    change = result(close - before)
+    if change is None:
+        return ABSENT
+    proportion = result(change / before)
+    if proportion is None:
+        return ABSENT
+    return result(proportion * traded)
 
 
 def money_flow(state: Region, ctx, length: Optional[int]) -> Value:

openscript/library/trend.py

@@ -179,8 +179,8 @@ def directional(state: Region, ctx, di_length: Optional[int], adx_length: Option
         if isinstance(before_high, float) and isinstance(before_low, float):
             up = high - before_high
             down = before_low - low
-            up_move = up if up > down and up > 0 else 0.0
-            down_move = down if down > up and down > 0 else 0.0
+            up_move = result(up) if up > down and up > 0 else 0.0
+            down_move = result(down) if down > up and down > 0 else 0.0
     smoothed_up = averages.smoothed(region(state, "up"), up_move, di_length)
     smoothed_down = averages.smoothed(region(state, "down"), down_move, di_length)
     smoothed_range = averages.smoothed(region(state, "range"), gap_range(ctx), di_length)

{openscript-0.7.0.dist-info → openscript-0.7.2.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: openscript
-Version: 0.7.0
+Version: 0.7.2
 Summary: An open trading language: the engine that runs a compiled program.
 License-Expression: Apache-2.0
 Project-URL: Homepage, https://github.com/marketcalls/openscript#readme

{openscript-0.7.0.dist-info → openscript-0.7.2.dist-info}/RECORD

@@ -67,7 +67,7 @@ openscript/library/counting.py,sha256=SYvcC4v9aPnlzxJsBw2gQMXDzzrufur1RPwJuydSb6
 openscript/library/deviation.py,sha256=hbZwDW5fF-R_YaZSzw4ciqkO7vdIsIkZZ0455ylAO-M,6551
 openscript/library/elementary.py,sha256=LFiQ-X2Fbt7SSYCczMwwCQssJ41fno5BezfBZfE-iDo,4585
 openscript/library/extremes.py,sha256=nf84Lfwn5C1VVLwnLC2pw4x7ljUUyXabbfA5kW3xilo,5047
-openscript/library/flows.py,sha256=s61F6yj4_cnOqghKWLFPJsMwkm1b8REZBPHZ_dEM3t4,9408
+openscript/library/flows.py,sha256=zsQe9Q8eY7ozYegdoO8xlMYNku8Pbl4M4VUT2VN9Sbg,10891
 openscript/library/gaussian.py,sha256=u9WNWwaqm3ykD-z7HdFdSDlKQxc-1sMmBbZmPP2_4Zg,1690
 openscript/library/history.py,sha256=teYf_2i0vD2bFvHsgxX7-tkZ2T5bfvSE-xGKNRzwF0g,2287
 openscript/library/hypotenuse.py,sha256=Yhmg80n7cY4c5BScgvUC9-mGdKzegSjXnFc7LNH_BZA,2257
@@ -83,7 +83,7 @@ openscript/library/stateless.py,sha256=tySstHpeiqk2td9kyLk2cFMYYH3b7_kh5JQ9GAVpw
 openscript/library/strength.py,sha256=vSn4efdwq9U9_6qbUQdbllTBwMEkHsE0DW0PCTVEBEI,7913
 openscript/library/strings.py,sha256=uK6hVJYqUwkkJ2xBj7Fav3l1OPQ5NRrq0c1Ajh03-44,7965
 openscript/library/transcendental.py,sha256=RkL7P-XPWVTkLtsdhHEiOa27a08xYUZhx196p4ocXGw,4606
-openscript/library/trend.py,sha256=Kq2kv4tTU3hP_osqGkRSbtvU4owqP93bIi56DUcrHmE,11560
+openscript/library/trend.py,sha256=fLl5gkLbm7iLdoWhSxcw3WuVVavIBJhPjNAarTVNLsI,11576
 openscript/library/trigonometric.py,sha256=15_JoLg8tAtHTc4qtVh7rFDJrqap7BflDq3ce1VY8GI,6811
 openscript/library/values.py,sha256=tEsPh-QYGFW981yc6BEq0RScF7o3pMNlPyA0ueiWRhs,4107
 openscript/strategy/__init__.py,sha256=1aBMfQUSKh35WBvqrtQ1w_RW849R84Z2m5ODsZzOx7M,2976
@@ -106,7 +106,7 @@ openscript/surface/marks.py,sha256=nQE-gZmatiSvnKAMTV-2goGsaaJpwLZjgk5qJWnWOII,2
 openscript/surface/paints.py,sha256=Lfli13FqWVcdOxuuXeJtqRruRMM0FRnYIUfoRYHENaU,2815
 openscript/surface/plots.py,sha256=WIOEurGH9tJZFpaA3g0pfc3klOMxaGuFu2e6kQGwObk,2313
 openscript/surface/published.py,sha256=wOSuuvU1FyeTFt5EDW8P0CjV1evG1ChZ6M_frpqxNEk,5315
-openscript-0.7.0.dist-info/METADATA,sha256=654-TBa3MMB4-meJJHLrjK0-aMdz7eUHWdLD9EV8WMk,3465
-openscript-0.7.0.dist-info/WHEEL,sha256=YVMoNqKzERt-wjUZwJ33xBGAwnFl-4cqbYkTtWa4itE,91
-openscript-0.7.0.dist-info/top_level.txt,sha256=hSW5scz3fl_m9YVHGPquKReZTFzNeTx3gRqXFWN95IM,11
-openscript-0.7.0.dist-info/RECORD,,
+openscript-0.7.2.dist-info/METADATA,sha256=a0FeLWD3h6aPFRxCZ-D6h10ExDwTwhTPtMxdWAO9ZO0,3465
+openscript-0.7.2.dist-info/WHEEL,sha256=YVMoNqKzERt-wjUZwJ33xBGAwnFl-4cqbYkTtWa4itE,91
+openscript-0.7.2.dist-info/top_level.txt,sha256=hSW5scz3fl_m9YVHGPquKReZTFzNeTx3gRqXFWN95IM,11
+openscript-0.7.2.dist-info/RECORD,,