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Open high-frequency market data platform — FirstRate full-history downloader, DuckDB/Parquet lake, open REST API and React docs platform (www.hfmarketdata.io)

web: charts — vignettes générées par notre moteur (scripts/charts-thumbs.mjs + harnais dev/charts-thumbs.html) : 408 PNG, 102 sujets × sombre/clair × 480×270 et 960×540 @2x, série synthétique dessinée avec pivots, manifeste index.json, npm run charts:thumbs

Simon-Pierre Boucher committed (Sep 7, 2026) parent fd35f89 Browse files

413 changed files +3,019 −1

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added hfmarketdata/web/dev/charts-thumbs.html +19 −0
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1+<!doctype html>
2+<html lang="en">
3+<head>
4+ <meta charset="utf-8" />
5+ <meta name="viewport" content="width=device-width, initial-scale=1" />
6+ <title>hfmarketdata · chart thumbnails harness</title>
7+ <style>
8+ :root { --bg: #10131a; }
9+ [data-theme="light"] { --bg: #ffffff; }
10+ html, body { margin: 0; background: var(--bg); }
11+ body { padding: 8px; }
12+ #chart { position: relative; width: 480px; height: 270px; overflow: hidden; }
13+ </style>
14+</head>
15+<body>
16+ <div id="chart"></div>
17+ <script type="module" src="./charts-thumbs.js"></script>
18+</body>
19+</html>
added hfmarketdata/web/dev/charts-thumbs.js +204 −0
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1+// Thumbnail harness for scripts/charts-thumbs.mjs: renders ONE indicator or ONE drawing tool with OUR engine on a
2+// deterministic, designed daily series (base → inverse head & shoulders → breakout → pullback → new highs), so every
3+// thumbnail shows the same market and the drawings land on meaningful pivots. Exposes
4+// `window.__thumb.render({ kind, id, theme, w, h, params })` → Promise<{ ok, error }>.
5+//
6+// URL params (manual use): ?kind=indicator&id=rsi&theme=dark&w=480&h=270
7+
8+import { createChart, darkTheme, lightTheme, listIndicators } from '../src/charts/engine/index.js'
9+
10+/* ───────────── designed synthetic series ───────────── */
11+
12+function mulberry32(seed) {
13+ let a = seed >>> 0
14+ return () => { a = (a + 0x6D2B79F5) >>> 0; let t = a; t = Math.imul(t ^ (t >>> 15), t | 1); t ^= t + Math.imul(t ^ (t >>> 7), t | 61); return ((t ^ (t >>> 14)) >>> 0) / 4294967296 }
15+}
16+function gauss(rnd) { let u = 0, v = 0; while (u === 0) u = rnd(); while (v === 0) v = rnd(); return Math.sqrt(-2 * Math.log(u)) * Math.cos(2 * Math.PI * v) }
17+const r2 = v => Math.round(v * 100) / 100
18+
19+const N = 400
20+// Spine: [index relative to the end (−1 = last bar), price]. Linear interpolation of log-price between knots.
21+const SPINE = [
22+ [-400, 104], [-330, 110], [-290, 103], [-260, 98], [-225, 103.5], [-200, 101], [-170, 105], [-150, 99], [-130, 100.5],
23+ [-112, 96], [-105, 92.5], [-97, 95], [-88, 90.5], [-78, 95.5], [-70, 92.8], // base: inverse head & shoulders
24+ [-60, 100], [-50, 97.5], [-30, 106], [-22, 102], [-12, 108.5], // breakout · pullback · new highs
25+ [-7, 106], [-4, 107.3], [-1, 105.2], // small ABC at the end
26+]
27+function spineAt(rel) {
28+ for (let k = 1; k < SPINE.length; k++) {
29+ const [i0, p0] = SPINE[k - 1], [i1, p1] = SPINE[k]
30+ if (rel <= i1) { const u = (rel - i0) / (i1 - i0); return Math.exp(Math.log(p0) + u * (Math.log(p1) - Math.log(p0))) }
31+ }
32+ return SPINE[SPINE.length - 1][1]
33+}
34+
35+export function makeThumbBars() {
36+ const rnd = mulberry32(2024)
37+ const dayMs = 86_400_000
38+ const end = Date.UTC(2024, 11, 31)
39+ const isWeekend = ts => { const d = new Date(ts).getUTCDay(); return d === 0 || d === 6 }
40+ // collect N weekdays ending on `end`
41+ const days = []
42+ for (let d = end; days.length < N; d -= dayMs) if (!isWeekend(d)) days.unshift(d)
43+ const bars = []
44+ let eps = 0, prevClose = null
45+ for (let k = 0; k < N; k++) {
46+ const rel = k - N
47+ const spine = spineAt(rel)
48+ eps = 0.55 * eps + gauss(rnd) * 0.0045
49+ const c = spine * Math.exp(eps)
50+ const o = prevClose == null ? c * Math.exp(gauss(rnd) * 0.002) : prevClose * Math.exp(gauss(rnd) * 0.0025)
51+ let hi = Math.max(o, c), lo = Math.min(o, c)
52+ const s = 0.0035 + 0.004 * Math.abs(gauss(rnd))
53+ for (let m = 0; m < 3; m++) { const p = Math.exp(Math.log(lo + (hi - lo) * rnd()) + gauss(rnd) * s); hi = Math.max(hi, p); lo = Math.min(lo, p) }
54+ const ret = Math.abs(Math.log(c / (prevClose || o)))
55+ const v = Math.round(3.2e6 * (0.7 + 0.6 * Math.abs(gauss(rnd))) * (1 + 55 * ret) * (rel >= -61 && rel <= -58 ? 1.8 : 1))
56+ bars.push({ t: days[k], o: r2(o), h: r2(hi), l: r2(lo), c: r2(c), v })
57+ prevClose = c
58+ }
59+ return bars
60+}
61+
62+/* ───────────── pivots on the designed series ───────────── */
63+
64+/** index of the extreme (key 'h' max or 'l' min) within ±span bars around the designed relative index. */
65+function extremeIndex(bars, rel, key, span = 4) {
66+ const n = bars.length
67+ const c = n + rel
68+ let best = c
69+ for (let i = Math.max(0, c - span); i <= Math.min(n - 1, c + span); i++) {
70+ if (key === 'h' ? bars[i].h > bars[best].h : bars[i].l < bars[best].l) best = i
71+ }
72+ return best
73+}
74+
75+function pivots(bars) {
76+ const n = bars.length
77+ const P = (rel, key, span) => { const i = extremeIndex(bars, rel, key, span); return { t: bars[i].t, price: bars[i][key], i } }
78+ const at = rel => bars[Math.max(0, Math.min(n - 1, n + rel))]
79+ return {
80+ at,
81+ start: P(-112, 'h', 3), ls: P(-105, 'l', 3), neck1: P(-97, 'h', 3), head: P(-88, 'l', 3), neck2: P(-78, 'h', 3), rs: P(-70, 'l', 3),
82+ bo: P(-60, 'h', 3), // breakout high
83+ pb1: P(-50, 'l', 3), // first pullback low
84+ hi1: P(-30, 'h', 3), // swing high
85+ pb2: P(-22, 'l', 3), // second pullback low
86+ hi2: P(-12, 'h', 3), // new high
87+ a: P(-7, 'l', 2), b: P(-4, 'h', 2), c: P(-1, 'l', 1),
88+ baseHi: P(-97, 'h', 12), baseLo: P(-88, 'l', 14),
89+ }
90+}
91+
92+/* ───────────── drawings per tool (points on the pivots) ───────────── */
93+
94+export function drawingsFor(tool, bars) {
95+ const p = pivots(bars)
96+ const pt = (piv, key) => ({ t: piv.t, price: key ? piv[key] : piv.price })
97+ const tp = (rel, price) => ({ t: p.at(rel).t, price })
98+ const cl = rel => ({ t: p.at(rel).t, price: p.at(rel).c })
99+ const one = (type, points, extra = {}) => [{ id: `th-${type}`, type, points, ...extra }]
100+ switch (tool) {
101+ case 'trendline': return one('trendline', [pt(p.rs), pt(p.pb1)])
102+ case 'ray': return one('ray', [pt(p.pb1), pt(p.pb2)])
103+ case 'extended': return one('extended', [pt(p.neck1), pt(p.neck2)], { style: { dash: [4, 3] } })
104+ case 'hray': return one('hray', [pt(p.bo)])
105+ case 'hline': return one('hline', [pt(p.hi1)])
106+ case 'vline': return one('vline', [cl(-60)])
107+ case 'cross': return one('cross', [cl(-30)])
108+ case 'channel': return one('channel', [pt(p.rs), pt(p.pb2), pt(p.bo)], { style: { fill: 0.08 } })
109+ case 'regression': return one('regression', [cl(-72), cl(-12)])
110+ case 'pitchfork': return one('pitchfork', [pt(p.rs), pt(p.bo), pt(p.pb1)])
111+ case 'schiff': return one('schiff', [pt(p.rs), pt(p.bo), pt(p.pb1)])
112+ case 'mschiff': return one('mschiff', [pt(p.rs), pt(p.bo), pt(p.pb1)])
113+ case 'fib': return one('fib', [pt(p.rs), pt(p.hi1)], { style: { showLabels: true } })
114+ case 'fib-extension': return one('fib-extension', [pt(p.rs), pt(p.bo), pt(p.pb1)])
115+ case 'fib-timezones': return one('fib-timezones', [pt(p.rs), pt(p.bo)], { style: { showLabels: true } })
116+ case 'fib-fan': return one('fib-fan', [pt(p.rs), pt(p.hi1)])
117+ case 'fib-arcs': return one('fib-arcs', [pt(p.rs), pt(p.hi1)])
118+ case 'gann-fan': return one('gann-fan', [pt(p.rs), pt(p.bo)], { style: { color: '#c98500' } })
119+ case 'gann-box': return one('gann-box', [pt(p.pb1), pt(p.hi1)], { style: { color: '#c98500' } })
120+ case 'rect': return one('rect', [tp(-108, p.baseHi.price * 1.003), tp(-66, p.baseLo.price * 0.997)], { style: { fill: 0.12 }, text: 'Base' })
121+ case 'ellipse': return one('ellipse', [tp(-104, p.baseHi.price * 1.01), tp(-68, p.baseLo.price * 0.99)], { style: { color: '#199e70', fill: 0.1 } })
122+ case 'triangle': return one('triangle', [pt(p.bo), pt(p.pb1), pt(p.hi1)], { style: { color: '#9085e9', fill: 0.12 } })
123+ case 'path': return one('path', [cl(-60), cl(-50), cl(-30), cl(-22), cl(-12), cl(-7), cl(-4)], { style: { width: 2, color: '#d95926' } })
124+ case 'brush': {
125+ // a hand-drawn support arc hugging the lows (5-bar smoothed lows, slightly below)
126+ const pts = []
127+ for (let k = -46; k <= -14; k += 1) { let s = 0; for (let j = -2; j <= 2; j++) s += p.at(k + j).l; pts.push({ t: p.at(k).t, price: (s / 5) * (0.984 + 0.002 * Math.sin(k / 5)) }) }
128+ return one('brush', pts, { style: { width: 2, color: '#d55181' } })
129+ }
130+ case 'arrow': return one('arrow', [tp(-57, p.pb1.price * 0.965), tp(-51, p.pb1.price * 0.993)], { style: { width: 2 } })
131+ case 'arrow-up': return one('arrow-up', [pt(p.pb1)], { text: 'Buy' })
132+ case 'arrow-down': return one('arrow-down', [pt(p.hi2)], { text: 'Sell' })
133+ case 'text': return one('text', [tp(-60, p.bo.price * 1.02)], { text: 'Breakout' })
134+ case 'callout': return one('callout', [pt(p.hi1), tp(-58, p.hi1.price * 1.03)], { text: 'Swing high\n0.382 held' })
135+ case 'price-label': return one('price-label', [pt(p.pb2)])
136+ case 'flag': return one('flag', [pt(p.hi2)], { text: 'New high' })
137+ case 'measure': return one('measure', [pt(p.pb1), pt(p.hi1)])
138+ case 'price-range': return one('price-range', [pt(p.rs), pt(p.hi1)])
139+ case 'date-range': return one('date-range', [pt(p.rs), pt(p.bo)])
140+ case 'date-price-range': return one('date-price-range', [pt(p.pb1), pt(p.hi1)])
141+ case 'vrange': return one('vrange', [cl(-62), cl(-57)], { text: 'Earnings', style: { fill: 0.12 } })
142+ case 'long': { const e = p.at(-58).c; return one('long', [tp(-58, e), tp(-31, e * 1.06), tp(-31, e * 0.97)], { style: { qty: 100 } }) }
143+ case 'short': { const e = p.at(-29).c; return one('short', [tp(-29, e), tp(-15, e * 0.962), tp(-15, e * 1.015)], { style: { qty: 100 } }) }
144+ case 'elliott-impulse': return one('elliott-impulse', [pt(p.rs), pt(p.bo), pt(p.pb1), pt(p.hi1), pt(p.pb2), pt(p.hi2)], { style: { color: '#e66767' } })
145+ case 'elliott-correction': return one('elliott-correction', [pt(p.hi2), pt(p.a), pt(p.b), pt(p.c)], { style: { color: '#e66767' } })
146+ case 'xabcd': return one('xabcd', [pt(p.rs), pt(p.bo), pt(p.pb1), pt(p.hi1), pt(p.pb2)], { style: { color: '#d55181' } })
147+ case 'head-shoulders': return one('head-shoulders', [pt(p.start), pt(p.ls), pt(p.neck1), pt(p.head), pt(p.neck2), pt(p.rs), pt(p.bo)], { style: { color: '#c98500' } })
148+ default: return []
149+ }
150+}
151+
152+/** Visible window (bars) per tool — patterns on the base need the whole structure. */
153+const TOOL_BARS = { 'head-shoulders': 135, 'elliott-correction': 60, rect: 120, ellipse: 120, regression: 110, xabcd: 120, 'elliott-impulse': 120, 'fib-timezones': 130, 'fib-arcs': 120 }
154+
155+/* ───────────── render ───────────── */
156+
157+const bars = makeThumbBars()
158+const container = document.getElementById('chart')
159+let chart = null
160+
161+function indicatorParams(id, params) {
162+ if (id === 'avwap' && !params?.anchor) { const p = pivots(bars); return { ...(params || {}), anchor: p.rs.t } }
163+ return params
164+}
165+
166+export async function render({ kind = 'indicator', id, theme = 'dark', w = 480, h = 270, bars: visible, params, volume } = {}) {
167+ document.documentElement.dataset.theme = theme
168+ container.style.width = `${w}px`
169+ container.style.height = `${h}px`
170+ if (chart) { chart.destroy(); chart = null }
171+ chart = createChart(container, { theme: theme === 'light' ? lightTheme : darkTheme, timeframe: '1day', watermark: '', reducedMotion: true, rightOffsetBars: kind === 'tool' ? 6 : 3, barSpacing: 6 })
172+ window.__chart = chart
173+ chart.setData(bars)
174+ chart.setCrosshair({ mode: 'hidden' })
175+ let n = visible || 120
176+ let showVolume = !!volume
177+ if (kind === 'indicator') {
178+ const meta = listIndicators().find(x => x.id === id)
179+ if (!meta) return { ok: false, error: `unknown indicator ${id}` }
180+ if (id === 'ichimoku') n = Math.max(n, 150)
181+ chart.setVolume(showVolume)
182+ chart.addIndicator({ type: id, params: indicatorParams(id, params) })
183+ // Give an oscillator pane enough room to read its levels (the page default is a 28 % pane).
184+ for (const p of chart.panes) if (p.kind !== 'main') p.weight = 0.62
185+ chart.invalidate('layout')
186+ } else {
187+ n = TOOL_BARS[id] || n
188+ chart.setVolume(false)
189+ const list = drawingsFor(id, bars)
190+ if (!list.length) return { ok: false, error: `unknown tool ${id}` }
191+ chart.setDrawings(list)
192+ }
193+ const total = chart.getData().length
194+ chart.setVisibleRange({ fromIndex: total - n, toIndex: total - 1 }, false)
195+ await new Promise(r => requestAnimationFrame(() => requestAnimationFrame(r)))
196+ await new Promise(r => setTimeout(r, 40))
197+ return { ok: true }
198+}
199+
200+window.__thumb = { render, bars, pivots: () => pivots(bars), drawingsFor }
201+
202+// Manual use through the URL.
203+const q = new URLSearchParams(location.search)
204+if (q.get('id')) render({ kind: q.get('kind') || 'indicator', id: q.get('id'), theme: q.get('theme') || 'dark', w: Number(q.get('w')) || 480, h: Number(q.get('h')) || 270, volume: q.get('volume') === '1' })
modified hfmarketdata/web/package.json +3 −1
@@ -16,7 +16,9 @@
16 "test:e2e": "playwright test", 16 "test:e2e": "playwright test",
17 "test:e2e:ui": "playwright test --ui", 17 "test:e2e:ui": "playwright test --ui",
18 "test:charts": "node --test \"src/charts/**/*.test.js\"", 18 "test:charts": "node --test \"src/charts/**/*.test.js\"",
19− "charts:shots": "node scripts/charts-shots.mjs" 19+ "charts:shots": "node scripts/charts-shots.mjs",
20+ "charts:thumbs": "node scripts/charts-thumbs.mjs",
21+ "charts:docs": "node scripts/charts-docs.mjs"
20 }, 22 },
21 "dependencies": { 23 "dependencies": {
22 "@mdx-js/react": "^3.1.1", 24 "@mdx-js/react": "^3.1.1",
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