fix cd for 0.2.1

.github/workflows/cd.yaml

@@ -7,11 +7,13 @@ on:
         description: "Triplet to build (linux-x64-gnu / win32-x64-msvc)"
         required: false
         type: string
+
 # on:
 #   pull_request:
 #   push:
 #     branches:
 #       - master
+
 # workflow_run:
 #   workflows: ["CI"]
 #   types: [completed]

algoalpha/.qpace.json

@@ -2,10 +2,22 @@
   "install": false,
   "test": false,
   "py": {
-    "package": "algoalpha"
+    "package": {
+      "name": "algoalpha",
+      "version": "0.0.1"
+    }
   },
   "js": {
-    "package": "algoalpha"
+    "package": {
+      "name": "algoalpha",
+      "version": "0.0.1"
+    }
   },
-  "include": ["supertrended_rsi.pine"]
+  "include": [
+    "adaptive_schaff_trend_cycle.pine",
+    "amazing_oscillator.pine",
+    "exponential_trend.pine",
+    "supertrended_rsi.pine",
+    "triple_smoothed_signals.pine"
+  ]
 }

algoalpha/BUILD.bazed

@@ -0,0 +1,12 @@
+fileSet("pine", {
+  srcs: [".qpace_json", glob("*.pine")],
+});
+
+tsLibrary("src", {
+  srcs: ["build.ts"],
+});
+
+nodeEntry("algoalpha", {
+  main: "build.js",
+  deps: ["//base/node", ":src", ":pine"],
+});

algoalpha/README.md

@@ -0,0 +1,77 @@
+# AlgoAlpha x QPACE
+
+QPACE:
+
+- [Website](https://qpace.dev)
+- [Documentation](/DOCS.md)
+
+AlgoAlpha:
+
+- [Website](https://www.algoalpha.io/)
+
+## Indicators
+
+- [Adaptive Schaff Trend Cycle (STC)](https://www.tradingview.com/v/yOxili7R/)
+- [Amazing Oscillator (AO)](https://www.tradingview.com/v/g9j9piQE/)
+- [Exponential Trend](https://www.tradingview.com/v/CDb3oR6A/)
+- [Supertrended RSI](https://www.tradingview.com/v/tjP35RG5/)
+- [Triple Smoothed Signals](https://www.tradingview.com/v/FoMINXVf/)
+
+## Python
+
+```bash
+pip install qpace algoalpha
+```
+
+```python
+import qpace as qp
+import algoalpha as aa
+
+ohlcv = qp.Ohlcv.read_csv("btc_csv", qp.Timeframe.Days(1))
+ctx = qp.Ctx(ohlcv, qp.Sym.BTC_USD())
+
+res = aa.supertrended_rsi.main(ctx.copy())
+print(res["locals"]["rsi_value"][0:30])
+```
+
+## JavaScript
+
+```bash
+npm add qpace algoalpha
+```
+
+Node.js:
+
+```ts
+import * as qp from "qpace/node";
+import * as aa from "algoalpha/node";
+
+const ohlcv = qp.Ohlcv.readCsv("btc_csv", qp.Timeframe.Days(1))
+const ctx = qp.Ctx(ohlcv, qp.BTC_USD())
+
+const res = aa.supertrended_rsi.main(ctx.copy())
+console.log(res.locals.rsi_value.slice(0, 30))
+```
+
+Browser:
+
+```ts
+import * as qp from "qpace/web";
+import * as aa from "algoalpha/web";
+
+window.onload = async () => {
+  // Initialize WASM Modules
+  {
+    await qp.init();
+    await qp.ta.init();
+    await aa.init();
+  }
+
+  const ohlcv = qp.Ohlcv.fromBars([ ... ])
+  const ctx = qp.Ctx(ohlcv, qp.BTC_USD())
+
+  const res = aa.supertrended_rsi.main(ctx.copy())
+  console.log(res.locals.rsi_value.slice(0, 30))
+}
+
+```

algoalpha/amazing_oscillator.pine

@@ -20,11 +20,11 @@ rise = ta.rma(math.max(ta.change(amazingOsc), 0), oscPeriod)
 fall = ta.rma(-math.min(ta.change(amazingOsc), 0), oscPeriod)
 customRSI = (fall == 0 ? 100 : rise == 0 ? 0 : 100 - (100 / (1 + rise / fall))) - 50
 opacityLevel = customRSI > 0 and customRSI > customRSI[1] or customRSI < 0 and customRSI < customRSI[1] ? 30 : 80
-barColor = customRSI > 0 ? color.new(upColor, opacityLevel) : color.new(downColor, opacityLevel)
+// barColor = customRSI > 0 ? color.new(upColor, opacityLevel) : color.new(downColor, opacityLevel)
 
 // --------------------- EXPORTED ---------------------
 var float custom_rsi = na
-stc := customRSI
+custom_rsi := customRSI
 // ----------------------------------------------------
 
 // Plots

algoalpha/build.ts

@@ -0,0 +1,52 @@
+import chalk from "chalk";
+import { mkdir } from "fs/promises";
+import { resolve } from "path";
+import { exec } from "~/base/node/exec";
+import { clearDir } from "~/base/node/fs";
+import { BuildTarget } from "~/cli/compiler";
+
+const WORKSPACE_PATH = process.env["BAZED_WORKSPACE_ROOT"] ?? process.cwd();
+
+const main = async (): Promise<void> => {
+  const root = resolve(WORKSPACE_PATH, "algoalpha");
+  const baseCommand = "pnpm bazed run //cli:main --verbose --";
+  await exec({
+    command: `${baseCommand} --version`,
+    io: true,
+  });
+  const outDir = resolve(WORKSPACE_PATH, "out/algoalpha");
+  console.log(chalk.magentaBright(outDir));
+  await clearDir(outDir);
+  await mkdir(outDir, { recursive: true });
+
+  const targets: BuildTarget[] = [
+    "python-x86_64-windows",
+    "python-x86_64-macos",
+    "python-x86_64-linux",
+    "python-arm64-macos",
+    "python-arm64-linux",
+    "js",
+    //
+    // "wasm-unknown-unknown",
+    // "node-x86_64-windows",
+    // "node-x86_64-linux",
+    // "node-x86_64-macos",
+    // "node-arm64-linux",
+    // "node-arm64-macos",
+  ];
+
+  for (const target of targets) {
+    await exec({
+      command: `${baseCommand} build --target ${target} --out-dir ${outDir} --verbose --cwd ${root}`,
+      verbose: true,
+      cwd: root,
+      throw: true,
+      env: {
+        ...process.env,
+        // DEV: true,
+      },
+    });
+  }
+};
+
+main();

algoalpha/supertrended_rsi.pine

@@ -10,8 +10,8 @@ smoothingLength = input.int(21, title="RSI Smoothing Length", group="RSI Setting
 rsiInputSource = input.source(close, title="RSI Source", group="RSI Settings")
 isSmoothed = input.bool(false, "Smooth RSI?", group="RSI Settings")
 
-movingAverageLength = input.int(14, title="MA Length", group="MA Settings", display = display.data_window)
-movingAverageType = input.string("HMA", title="MA Type", options=["SMA", "HMA", "EMA", "SMMA (RMA)", "WMA", "VWMA"], group="MA Settings", display = display.data_window)
+movingAverageLength = input.int(14, title="MA Length", group="MA Settings") // , display = display.data_window
+movingAverageType = input.string("HMA", title="MA Type", options=["SMA", "HMA", "EMA", "SMMA (RMA)", "WMA", "VWMA"], group="MA Settings") // , display = display.data_window
 // showMovingAverage = input.bool(true, "Show RSI MA?", group="MA Settings")
 
 trendFactor = input.float(0.8, title="Factor", group="Super Trend Settings")

algoalpha/tripple_smoothed_signals.pine → algoalpha/triple_smoothed_signals.pine

@@ -18,8 +18,8 @@ ma(source, length, MAtype) =>
         "RMA"                   => ta.rma(source, length)
         "WMA"                   => ta.wma(source, length)
 
-var float m1 = na
-var float m2 = na
+var float v1 = na
+var float v2 = na
 var float dist = na
 var float ndist = na
 var float h = na

base/node/exec.ts

@@ -18,6 +18,7 @@ export interface ExecOptions {
   returnChild?: boolean;
   detached?: boolean;
   verbose?: boolean;
+  throw?: boolean;
 }
 
 export interface ExecResult {
@@ -54,7 +55,7 @@ export async function exec(options: ExecOptions): Promise<ExecResult> {
   const req = {
     command: commandStr,
     args: args ?? [],
-    env: options.env ?? process.env,
+    env: options.env ?? {},
     shell: options.shell ?? true,
     cwd: options.cwd ?? undefined,
     stdio:
@@ -66,70 +67,75 @@ export async function exec(options: ExecOptions): Promise<ExecResult> {
     returnChild: options.returnChild,
   };
 
-  const execRes = await new Promise<ExecResult>((resolvePromise) => {
-    const env = req.env;
-    const cwd = req.cwd != null ? resolve(req.cwd) : undefined;
+  const execRes = await new Promise<ExecResult>(
+    (resolvePromise, rejectPromise) => {
+      const env = req.env;
+      const cwd = req.cwd != null ? resolve(req.cwd) : undefined;
 
-    if (tmpScriptPath) {
-      commandStr = `bash "${tmpScriptPath}"`;
-    }
-
-    const child = spawn(commandStr, req.args, {
-      env,
-      shell: req.shell,
-      cwd,
-      stdio: req.stdio as any,
-      detached: options.detached,
-    });
-
-    if (req.returnChild) {
-      return resolvePromise(child as any);
-    }
-
-    let stdout = "";
-    const stderr = "";
-
-    let exitCode: number | null = null;
-    let signal: NodeJS.Signals | null = null;
-    let killTimer: NodeJS.Timeout | undefined;
+      if (tmpScriptPath) {
+        commandStr = `bash "${tmpScriptPath}"`;
+      }
 
-    let alreadyFinished = false;
+      const child = spawn(commandStr, req.args, {
+        env,
+        shell: req.shell,
+        cwd,
+        stdio: req.stdio as any,
+        detached: options.detached,
+      });
 
-    const finish = (): void => {
-      if (alreadyFinished) {
-        throw new Error("Already finished. This should not happen");
+      if (req.returnChild) {
+        return resolvePromise(child as any);
       }
-      alreadyFinished = true;
-      clearTimeout(killTimer);
-      const res: ExecResult = {
-        stdout,
-        stderr,
-        command: commandStr,
-        exitCode: exitCode ?? 0,
-        signal: signal ?? undefined,
+
+      let stdout = "";
+      const stderr = "";
+
+      let exitCode: number | null = null;
+      let signal: NodeJS.Signals | null = null;
+      let killTimer: NodeJS.Timeout | undefined;
+
+      let alreadyFinished = false;
+
+      const finish = (): void => {
+        if (alreadyFinished) {
+          throw new Error("Already finished. This should not happen");
+        }
+        alreadyFinished = true;
+        clearTimeout(killTimer);
+        const res: ExecResult = {
+          stdout,
+          stderr,
+          command: commandStr,
+          exitCode: exitCode ?? 0,
+          signal: signal ?? undefined,
+        };
+        if (exitCode !== 0 && options.throw) {
+          return rejectPromise(res);
+        }
+        resolvePromise(res);
       };
-      resolvePromise(res);
-    };
 
-    child.stdout?.on("data", (data) => {
-      stdout += data;
-      if (options.verbose) {
-        process.stdout.write(data);
-      }
-    });
-    child.stderr?.on("data", (data) => {
-      stdout += data;
-      if (options.verbose) {
-        process.stderr.write(data);
-      }
-    });
-
-    child.on("exit", (_exitCode, _signal) => {
-      exitCode = _exitCode;
-      signal = _signal;
-      finish();
-    });
-  });
+      child.stdout?.on("data", (data) => {
+        stdout += data;
+        if (options.verbose) {
+          process.stdout.write(data);
+        }
+      });
+      child.stderr?.on("data", (data) => {
+        stdout += data;
+        if (options.verbose) {
+          process.stderr.write(data);
+        }
+      });
+
+      child.on("exit", (_exitCode, _signal) => {
+        exitCode = _exitCode;
+        signal = _signal;
+        finish();
+      });
+    },
+  );
   execRes.command = req.command;
 
   return execRes;