Scripts: add ts _id system

Author: C451

.babelrc

@@ -1,4 +1,10 @@
 {
     "presets": ["@babel/env"],
-    "plugins": ["@babel/plugin-transform-runtime"] 
+    "plugins": [
+        "@babel/plugin-transform-runtime",
+        [
+            "@babel/plugin-transform-parameters",
+            { "loose": true }
+        ]
+    ]
 }

package-lock.json

@@ -40,6 +40,7 @@
   "devDependencies": {
     "@ava/babel": "^1.0.1",
     "@babel/core": "^7.10.5",
+    "@babel/plugin-transform-parameters": "^7.10.5",
     "@babel/plugin-transform-runtime": "^7.10.5",
     "@babel/preset-env": "^7.10.4",
     "ava": "^3.10.1",

package.json

@@ -26,7 +26,7 @@ class ScriptEngine {
                 s.src.upd_src = this.get_raw_src(s.src.update)
             }
 
-            this.env = new ScriptEnv(s.src, {
+            this.env = new ScriptEnv(s, {
                 open: this.open,
                 high: this.high,
                 low: this.low,

src/helpers/script_engine.js

@@ -6,15 +6,18 @@
 
 import ScriptStd from './script_std.js'
 
+const FDEFS = /(function |)([$A-Z_][0-9A-Z_$\.]*)[\s]*?\((.*?)\)/gmi
+
 export default class ScriptEnv {
 
-    constructor(src, data) {
+    constructor(s, data) {
 
         this.std = new ScriptStd(this)
+        this.src = s
         this.output = []
         this.data = []
         this.tss = {}
-        this.output.box_maker = this.make_box(src)
+        this.output.box_maker = this.make_box(s.src)
         this.output.box_maker(this, data)
         delete this.output.box_maker
 
@@ -35,6 +38,7 @@ export default class ScriptEnv {
         for (var k in src.props) {
             props += `var ${k} = ${src.props[k].def}\n`
         }
+        // TODO: add argument values to _id
 
         return Function('self,tsdata', `
             'use strict';
@@ -49,7 +53,7 @@ export default class ScriptEnv {
             const close = tsdata.close
             const vol = tsdata.vol
 
-            // Dierct data ts
+            // Direct data ts
             const data = self.data
             const ohlcv = tsdata.ohlcv
 
@@ -60,10 +64,84 @@ export default class ScriptEnv {
                 ${src.init_src}
             }
 
-            this.update = () => {
-                ${src.upd_src}
+            this.update = (_id = 'root') => {
+                ${this.prep(src.upd_src)}
             }
         `)
     }
 
+    // Preprocess the update function.
+    // Replace functions with the full arguments list +
+    // generate & add tsid
+    prep(src) {
+
+        //console.log('Before -----> \n', src)
+
+        let h = this.src.use_for[0] // TODO: add props here
+        src = '\t\t  let _pref = `${_id}<-'+h+'<-`\n' + src
+
+        FDEFS.lastIndex = 0
+        let call_id = 0 // Function call id (to make each call unique)
+
+        do {
+            var m = FDEFS.exec(src)
+            if (m) {
+                let fkeyword = m[1].trim()
+                let fname = m[2]
+                let fargs = m[3]
+
+                if (fkeyword === 'function') {
+                    // TODO: addinf _ids to inline functions
+                } else {
+                    if (this.std[fname]) {
+                        src = this.postfix(src, m, ++call_id)
+                    }
+                }
+            }
+        } while (m)
+
+        //console.log('After ----->\n', src)
+
+        return src
+    }
+
+    // Postfix function calls with ts _ids
+    postfix(src, m, call_id) {
+
+        let target = this.get_args(this.fdef(m[2])).length
+        let args = this.get_args(m[0])
+
+        for (var i = args.length; i < target; i++) {
+            args.push('void 0')
+        }
+
+        // Add an unique time-series id
+        args.push(`_pref+"f${call_id}"`)
+
+        return src.replace(m[0], `${m[2]}(${args.join(', ')})`)
+
+    }
+
+    // Get the function definition
+    // TODO: parse path names like 'this.module1.method(1,2,3)'
+    fdef(fname) {
+        return this.std[fname].toString()
+    }
+
+    // Get args in the function's definition
+    get_args(src) {
+        let reg = this.regex_clone(FDEFS)
+        reg.lastIndex = 0
+
+        let m = reg.exec(src)
+        if (!m[3].trim().length) return []
+        let arr = m[3].split(',')
+            .map(x => x.trim())
+            .filter(x => x !== '_id')
+        return arr
+    }
+
+    regex_clone(rex) {
+        return new RegExp(rex.source, rex.flags)
+    }
 }

src/helpers/script_env.js

@@ -11,6 +11,11 @@ export default class ScriptStd {
         this.SWMA = [1/6, 2/6, 2/6, 1/6]
     }
 
+    // Generate the next timeseries id
+    _tsid(prev, next) {
+        return `${prev}<-${next}`
+    }
+
     // Wait for a value !== undefined
     nw(x) {
         if (x === undefined || x !== x) {
@@ -45,23 +50,17 @@ export default class ScriptStd {
 
     // Creates a new time-series & records each x.
     // Return the an array. Id is auto-genrated
-    ts(x, id) {
-        let ts = this.env.tss[id]
+    ts(x, _id) {
+        let ts = this.env.tss[_id]
         if (!ts) {
-            ts = this.env.tss[id] = [x]
-            ts.__id__ = id
+            ts = this.env.tss[_id] = [x]
+            ts.__id__ = _id
         } else {
             ts[0] = x
         }
         return ts
     }
 
-    // Generate the next timeseries id
-    _tsid(args, next) {
-        let prev = args[args.length - 1]
-        return `${prev}<-${next}`
-    }
-
     abs(x) {
         return Math.abs(x)
     }
@@ -195,8 +194,14 @@ export default class ScriptStd {
         // TODO: this
     }
 
-    ema() {
-        // TODO: this
+    ema(src, len, _id) {
+        let id = this._tsid(_id, `ema(${len})`)
+        let a = 2 / (len + 1)
+        let ema = this.ts(id, 0)
+        ema[0] = this.na(ema[1]) ?
+            this.sma(src, len, id)[0] :
+            a * src[0] + (1 - a) * this.nz(ema[1])
+        return ema
     }
 
     exp(x) {
@@ -215,8 +220,8 @@ export default class ScriptStd {
         Math.floor(x)
     }
 
-    highest(src, len) {
-        let id = this._tsid(arguments, `highest(${len})`)
+    highest(src, len, _id) {
+        let id = this._tsid(_id, `highest(${len})`)
         let high = -Infinity
         for (var i = 0; i < len; i++) {
             if (src[i] > high) high = src[i]
@@ -260,8 +265,8 @@ export default class ScriptStd {
         Math.log10(x)
     }
 
-    lowest(src, len) {
-        let id = this._tsid(arguments, `lowest(${len})`)
+    lowest(src, len, _id) {
+        let id = this._tsid(_id, `lowest(${len})`)
         let low = Infinity
         for (var i = 0; i < len; i++) {
             if (src[i] < low) low = src[i]
@@ -372,8 +377,8 @@ export default class ScriptStd {
         return Math.sin(x)
     }
 
-    sma(src, len) {
-        let id = this._tsid(arguments, `sma(${len})`)
+    sma(src, len, _id) {
+        let id = this._tsid(_id, `sma(${len})`)
         let sum = 0
         for (var i = 0; i < len; i++) {
             sum = sum + src[i]
@@ -393,8 +398,8 @@ export default class ScriptStd {
         // TODO: this
     }
 
-    sum(src, len) {
-        let id = this._tsid(arguments, `sum(${len})`)
+    sum(src, len, _id) {
+        let id = this._tsid(_id, `sum(${len})`)
         let sum = 0
         for (var i = 0; i < len; i++) {
             sum = sum + src[i]
@@ -406,8 +411,8 @@ export default class ScriptStd {
         // TODO: this
     }
 
-    swma(src) {
-        let id = this._tsid(arguments, `swma`)
+    swma(src, _id) {
+        let id = this._tsid(_id, `swma`)
         let sum = src[3] * this.SWMA[0] + src[2] * this.SWMA[1] +
                   src[1] * this.SWMA[2] + src[0] * this.SWMA[3]
         return this.ts(sum, id)
@@ -454,8 +459,17 @@ export default class ScriptStd {
         // TODO: this
     }
 
-    wma(src, len) {
-        // TODO: this
+    wma(src, len, _id) {
+        // TODO: not precise
+        let id = this._tsid(_id, `wma(${len})`)
+        let norm = 0
+        let sum = 0
+        for (var i = 0; i < len - 1; i++) {
+            let w = (len - i) * len
+            norm += w
+            sum += src[i] * w
+        }
+        return this.ts(sum / norm, id)
     }
 
     wpr(len) {

src/helpers/script_std.js

@@ -1,6 +1,7 @@
 <template>
 <trading-vue :data="chart" :width="this.width" :height="this.height"
         :toolbar="true" :overlays="ov"
+        ref="tv"
         :color-back="colors.colorBack"
         :color-grid="colors.colorGrid"
         :color-text="colors.colorText">
@@ -31,6 +32,7 @@ export default {
         window.addEventListener('resize', this.onResize)
         this.onResize()
         window.dc = this.chart
+        window.tv = this.$refs.tv
     },
     computed: {
         colors() {

test/tests/Scripts.vue

@@ -33,9 +33,38 @@ export default {
                     length: { def: 50, range: [2, 200, 1] }
                 },
                 init() {
+                    this.extf = function(a, b=500, flag = true) {
+                        return 1
+                    }
                 },
                 update(length) {
-                    return sma(swma(close, '123'), 10, '123')[0]
+
+                    function regf(a = 7, b = 2000) {
+
+                    }
+
+                    let f = (a, b = 1000) => {
+                        return a + b
+                    }
+
+                    let xxx = ts (1)
+
+                    let yyy = ts (1)
+
+                    let ya = this.extf(123)
+
+                    let zzz = f(
+
+                        1,
+                        2
+
+                    )
+
+                    stoch(1)
+
+                    bb()
+
+                    return wma(close, 10)[0]
                 }
             }
         }