[{"data":1,"prerenderedAt":7036},["ShallowReactive",2],{"indicators:core-concepts/collections":3},{"slug":4,"filePath":5,"frontmatter":6,"rawMarkdown":11,"tree":12},"core-concepts/collections","core-concepts/collections.md",{"title":7,"description":8,"order":9,"section":10},"Collections","Arrays and maps in an Indicator, the loops that replace the reducer methods of kScript (legacy), sorting with a comparator, and the two limits that keep a…",15,"core-concepts","---\ntitle: \"Collections\"\ndescription: \"Arrays and maps in an Indicator, the loops that replace the reducer methods of kScript (legacy), sorting with a comparator, and the two limits that keep a…\"\norder: 15\nsection: \"core-concepts\"\n---\n\n\u003C!-- source: docs/indicators/core-concepts/collections.md; generated by packages/cli/scripts/gen-indicator-docs.ts, do not edit -->\n\n# Collections\n\nArrays and maps in an Indicator, the loops that replace the reducer\nmethods of kScript (legacy), sorting with a comparator, and the two limits\nthat keep a module safe: memory is allocated once and never freed, and\nevery array has one element type. kScript gave you `[...]` literals, `{}` maps, and a\nfamily of reducers with iteration guards; an Indicator gives you\nAssemblyScript's `StaticArray`, `Array`, and `Map`, and you write the loop.\n\n## What you get\n\n- **`StaticArray\u003CT>`** is a fixed-size block, allocated once. It is the\n right shape for a window: size it from a param's declared `max`, index\n it with a cursor, and it never grows.\n- **`Array\u003CT>`** is a growable list with `push`, `pop`, `length`, and the\n familiar methods. Grow it in `init()`, not per bar.\n- **`Map\u003CK, V>`** is a key-value store with `set`, `get`, `has`, `delete`,\n `size`, `keys()`, and `values()`.\n- **Loops** (`for`, `while`, `do`) are how you iterate. The reducer methods\n exist on `Array`, but each `map` or `filter` allocates a new array, so\n they belong in `init()`, not in the per-bar path (`lambdas-and-reducers.md`).\n\nThe rule under all three: the module has no garbage collector. Memory that\nis allocated stays allocated until the run ends, and the host caps a\nmodule at 4 MiB. Allocate at module scope or in `init()`, and the per-bar\npath stays flat.\n\n## Quick reference\n\n```text\nconst xs = new StaticArray\u003Cf64>(50); // fixed size, allocated once\nxs[0] = 1.0; xs[0]; xs.length; // write, read, count\nxs.fill(NaN); // fill every slot\nxs.sort(); // numeric ascending, in place\n\nconst ys = new Array\u003Cf64>(); // growable\nys.push(4.0); ys.pop(); // append, remove last\nys[0]; ys.length; // read by index, count\nys.slice(0, 2); ys.reverse(); // copy a range (allocates), reverse in place\nys.includes(1.0); ys.indexOf(2.0); // search\nys.shift(); ys.unshift(0.0); // remove first, prepend\nys.sort((a: f64, b: f64): i32 => (a > b ? 1 : a \u003C b ? -1 : 0));\n\nconst weights: f64[] = [0.6, 0.4]; // typed literal\nconst names: string[] = [\"binance\", \"bybit\"];\n\nconst m = new Map\u003Cstring, f64>(); // key-value store\nm.set(\"k\", 10.0); m.get(\"k\"); m.has(\"k\"); m.delete(\"k\");\nm.size; m.keys(); m.values(); // count, key array, value array\n```\n\n`Array\u003Cf64>` also has `map`, `filter`, `reduce`, `forEach`, `some`,\n`every`, and `findIndex` (there is no `find`); each callback is a\nnon-capturing function. `xs.avg()`, `xs.median()`, and the other kScript\nnumeric reducers do not exist: they are loops, and the worked example\nbelow is all of them.\n\n## A worked example: window statistics\n\nThe kScript \"collections happy path\" built an array from the bar's prices\nand ran every reducer over it. The Indicator version is a `Window` class\nover a ring buffer with the numeric reducers as methods: `sum`, `avg`,\n`min`, `max`, `range`, `variance`, `stdev` (population, dividing by `n`),\nand `median` through an allocation-free insertion sort into a scratch\nbuffer. Everything is allocated once, at module scope.\n\n```typescript\nimport { input, line, lower, ohlcv, output, param } from \"./sdk/declare\";\nimport { in_close } from \"./gen/inputs\";\nimport { emitRow, out_avg, out_median, out_range, out_stdev } from \"./gen/outputs\";\nimport { p_bars } from \"./gen/params\";\n\nparam(\"bars\", 20, { min: 2, max: 200, description: \"Bars in the window\" });\ninput(\"close\", ohlcv.close);\noutput(\"avg\", line, lower, { color: \"#2563eb\", description: \"Window mean\" });\noutput(\"median\", line, lower, { color: \"#16a34a\", description: \"Window median\" });\noutput(\"stdev\", line, lower, { color: \"#f59e0b\", description: \"Population standard deviation\" });\noutput(\"range\", line, lower, { color: \"#94a3b8\", description: \"Max minus min\" });\n\nclass Window {\n values: StaticArray\u003Cf64>;\n scratch: StaticArray\u003Cf64>;\n size: i32;\n cursor: i32 = 0;\n count: i32 = 0;\n\n constructor(capacity: i32) {\n this.values = new StaticArray\u003Cf64>(capacity);\n this.scratch = new StaticArray\u003Cf64>(capacity);\n this.size = capacity;\n }\n\n resize(n: i32): void {\n this.size = n \u003C 1 ? 1 : n > this.values.length ? this.values.length : n;\n this.reset();\n }\n\n push(x: f64): void {\n this.values[this.cursor] = x;\n this.cursor = (this.cursor + 1) % this.size;\n if (this.count \u003C this.size) this.count += 1;\n }\n\n full(): bool {\n return this.count == this.size;\n }\n\n sum(): f64 {\n let s = 0.0;\n for (let i = 0; i \u003C this.count; i++) s += this.values[i];\n return s;\n }\n\n avg(): f64 {\n return this.count == 0 ? NaN : this.sum() / f64(this.count);\n }\n\n min(): f64 {\n let m = Infinity;\n for (let i = 0; i \u003C this.count; i++) if (this.values[i] \u003C m) m = this.values[i];\n return this.count == 0 ? NaN : m;\n }\n\n max(): f64 {\n let m = -Infinity;\n for (let i = 0; i \u003C this.count; i++) if (this.values[i] > m) m = this.values[i];\n return this.count == 0 ? NaN : m;\n }\n\n range(): f64 {\n return this.max() - this.min();\n }\n\n variance(): f64 {\n if (this.count == 0) return NaN;\n const mean = this.avg();\n let sq = 0.0;\n for (let i = 0; i \u003C this.count; i++) {\n const d = this.values[i] - mean;\n sq += d * d;\n }\n return sq / f64(this.count); // population variance: divide by n\n }\n\n stdev(): f64 {\n return Math.sqrt(this.variance());\n }\n\n median(): f64 {\n if (this.count == 0) return NaN;\n // Copy into the scratch buffer and insertion-sort the first count slots: no allocation.\n for (let i = 0; i \u003C this.count; i++) this.scratch[i] = this.values[i];\n for (let i = 1; i \u003C this.count; i++) {\n const x = this.scratch[i];\n let j = i - 1;\n while (j >= 0 && this.scratch[j] > x) {\n this.scratch[j + 1] = this.scratch[j];\n j -= 1;\n }\n this.scratch[j + 1] = x;\n }\n const mid = this.count / 2;\n return this.count % 2 == 1 ? this.scratch[mid] : (this.scratch[mid - 1] + this.scratch[mid]) / 2.0;\n }\n\n reset(): void {\n this.cursor = 0;\n this.count = 0;\n }\n}\n\nconst MAX_BARS = 200;\nconst window = new Window(MAX_BARS); // allocated once, sized from the param's max\n\nexport function init(): void {\n window.resize(i32(p_bars()));\n}\n\nexport function state(): i32 {\n window.push(in_close());\n return window.full() ? 1 : 0;\n}\n\nexport function finalize(): void {\n out_avg(window.avg());\n out_median(window.median());\n out_stdev(window.stdev());\n out_range(window.range());\n emitRow();\n}\n\nexport function reset(): void {\n window.reset();\n}\n```\n\nA few idioms worth lifting out:\n\n- `this.values[this.cursor] = x; this.cursor = (this.cursor + 1) % this.size;`\n is the ring buffer: the oldest slot is overwritten and nothing shifts.\n- `median()` sorts a **copy** in a preallocated scratch buffer, so a\n per-bar median allocates nothing. Sorting `values` in place would destroy\n the ring order.\n- Empty-window reducers return `NaN`, the counterpart of kScript's `na`,\n and `state()` abstains until the window is full anyway.\n- `resize()` clamps to the capacity allocated from the param's `max`, so a\n setting change never asks for memory that was not reserved.\n\n## Maps\n\nA `Map` is right for a small keyed table: weights per venue, a running\ntotal per hour of day, a level per session name. Allocate the map at\nmodule scope and insert its keys in `init()`; from then on `set` on an\nexisting key allocates nothing. Volume by hour of the day, from the `time`\nsource:\n\n```typescript\nimport { histogram, input, line, lower, ohlcv, output, time } from \"./sdk/declare\";\nimport { in_bar_t, in_volume } from \"./gen/inputs\";\nimport { emitRow, out_hour, out_hour_total } from \"./gen/outputs\";\n\ninput(\"volume\", ohlcv.volume);\ninput(\"bar_t\", time.bar_open_sec);\noutput(\"hour_total\", histogram, lower, { color: \"#2563eb\", description: \"Cumulative volume traded in this bar's UTC hour, over the loaded history\" });\noutput(\"hour\", line, lower, { color: \"#94a3b8\", description: \"The bar's UTC hour, 0 to 23\" });\n\nconst byHour = new Map\u003Ci32, f64>();\nlet hour: i32 = 0;\nlet total: f64 = 0.0;\n\nexport function init(): void {\n for (let h = 0; h \u003C 24; h++) byHour.set(h, 0.0); // every key exists before the first bar\n}\n\nexport function state(): i32 {\n hour = i32((i64(in_bar_t()) % 86400) / 3600); // epoch seconds to the UTC hour\n total = byHour.get(hour) + in_volume();\n byHour.set(hour, total); // an existing key: no allocation\n return 1;\n}\n\nexport function finalize(): void {\n out_hour_total(total);\n out_hour(f64(hour));\n emitRow();\n}\n\nexport function reset(): void {\n for (let h = 0; h \u003C 24; h++) byHour.set(h, 0.0);\n hour = 0;\n total = 0.0;\n}\n```\n\n`get` on a missing key traps at runtime, so guard with `has` when a key\nmight not exist, or insert every key up front as this file does.\n\n## Sorting\n\n`sort()` orders an array **in place** and returns it, on `Array\u003Cf64>` and\n`StaticArray\u003Cf64>` alike. With no argument the order is numeric\nascending: `[30, 4, 100, 25]` comes out `[4, 25, 30, 100]`.\n\n### Comparators\n\n`sort` takes one optional comparator, a function `(a: T, b: T) => i32` in\nthe JavaScript convention: a negative result puts `a` first, a positive\nresult puts `b` first.\n\n```text\nxs.sort((a: f64, b: f64): i32 => (a > b ? 1 : a \u003C b ? -1 : 0)); // ascending\nxs.sort((a: f64, b: f64): i32 => (a \u003C b ? 1 : a > b ? -1 : 0)); // descending\n```\n\nThe comparator is an ordinary non-capturing function, so it may read\nmodule-level state but not a local of the enclosing function\n(`lambdas-and-reducers.md`). Sorting a copy is `xs.slice(0,\nxs.length).sort(...)`, and `slice` allocates, so do it in `init()` or use\na scratch buffer as the window example does.\n\n### Structs, strings, and `NaN`\n\nAn array of class instances sorts by a comparator over a field\n(`(a: Level, b: Level): i32 => (a.price > b.price ? 1 : a.price \u003C b.price ?\n-1 : 0)`); strings compare code unit by code unit, so `a \u003C b` orders them\ndirectly. `NaN > x` and `NaN \u003C x` are both false, so a `NaN` element\ncompares equal to everything and lands wherever the algorithm leaves it:\ndrop `NaN` values before sorting, or map them to `Infinity` in the\ncomparator when they should sort last.\n\n### What sort rejects\n\nThe comparator's return type is `i32`. The JavaScript habit of returning a\nboolean, `(a, b) => a > b`, is refused at compile time with `Type 'bool'\nis not assignable to type 'i32'`. Return the difference or the three-way\nternary. A comparator with untyped parameters, or without a return type,\nis refused too (`Type expected.`): annotate both.\n\n## The two limits\n\nCollections are bounded so a module cannot exhaust memory or silently\nmis-type a list.\n\n### Memory is allocated once\n\nThere is no garbage collector in the module. Every `new` takes memory that\nis never returned, the host validates a 4 MiB ceiling before the module is\ninstantiated, and a module that grows on every bar reaches it. So:\n\n- allocate at module scope or in `init()`, sized from a param's `max`;\n- never `push` without bound, never `slice` or `map` per bar, never build a\n string with `+` per bar;\n- prefer a `StaticArray` you overwrite to an `Array` you refill.\n\nThis is the Indicator counterpart of kScript's 100,000-element ceiling:\nnot a count the runtime enforces, but a budget you allocate against, once.\n\n### Arrays are typed\n\nAn array has one element type, fixed when it is declared. Mixing types is\nrefused at compile time: pushing a string onto an `Array\u003Cf64>` fails with\n`Type 'String' is not assignable to type 'f64'`. If you genuinely need\nmixed data per row, declare a `class` with typed fields\n(`user-defined-types.md`) and keep an array of those.\n",{"type":13,"children":14,"data":7029,"position":7031},"root",[15,25,28,29,149,150,169,170,698,699,731,732,747,748,930,931,1133,1134,1150,1151,1344,1345,4720,4721,4735,4736,4961,4962,4978,4979,5066,5067,5956,5957,6000,6001,6017,6018,6137,6138,6155,6156,6239,6240,6265,6266,6353,6354,6381,6382,6524,6525,6541,6542,6630,6631,6647,6648,6663,6664,6681,6682,6715,6716,6907,6908,6923,6924,6940,6941],{"type":16,"value":17,"position":18},"comment"," source: docs/indicators/core-concepts/collections.md; generated by packages/cli/scripts/gen-indicator-docs.ts, do not edit ",{"start":19,"end":22},{"line":20,"column":20,"offset":21},1,0,{"line":20,"column":23,"offset":24},132,131,{"type":26,"value":27},"text","\n",{"type":26,"value":27},{"type":30,"tagName":31,"properties":32,"children":33,"position":146},"element","p",{},[34,44,58,65,78,86,99,106,119,126,139],{"type":26,"value":35,"position":36},"Arrays and maps in an Indicator, the loops that replace the reducer\nmethods of kScript (legacy), sorting with a comparator, and the two limits\nthat keep a module safe: memory is allocated once and never freed, and\nevery array has one element type. kScript gave you ",{"start":37,"end":40},{"line":38,"column":20,"offset":39},5,148,{"line":41,"column":42,"offset":43},8,52,413,{"type":30,"tagName":45,"properties":46,"children":47,"position":55},"code",{},[48],{"type":26,"value":49,"position":50},"[...]",{"start":51,"end":52},{"line":41,"column":42,"offset":43},{"line":41,"column":53,"offset":54},59,420,{"start":56,"end":57},{"line":41,"column":42,"offset":43},{"line":41,"column":53,"offset":54},{"type":26,"value":59,"position":60}," literals, ",{"start":61,"end":62},{"line":41,"column":53,"offset":54},{"line":41,"column":63,"offset":64},70,431,{"type":30,"tagName":45,"properties":66,"children":67,"position":75},{},[68],{"type":26,"value":69,"position":70},"{}",{"start":71,"end":72},{"line":41,"column":63,"offset":64},{"line":41,"column":73,"offset":74},74,435,{"start":76,"end":77},{"line":41,"column":63,"offset":64},{"line":41,"column":73,"offset":74},{"type":26,"value":79,"position":80}," maps, and a\nfamily of reducers with iteration guards; an Indicator gives you\nAssemblyScript's ",{"start":81,"end":82},{"line":41,"column":73,"offset":74},{"line":83,"column":84,"offset":85},10,18,530,{"type":30,"tagName":45,"properties":87,"children":88,"position":96},{},[89],{"type":26,"value":90,"position":91},"StaticArray",{"start":92,"end":93},{"line":83,"column":84,"offset":85},{"line":83,"column":94,"offset":95},31,543,{"start":97,"end":98},{"line":83,"column":84,"offset":85},{"line":83,"column":94,"offset":95},{"type":26,"value":100,"position":101},", ",{"start":102,"end":103},{"line":83,"column":94,"offset":95},{"line":83,"column":104,"offset":105},33,545,{"type":30,"tagName":45,"properties":107,"children":108,"position":116},{},[109],{"type":26,"value":110,"position":111},"Array",{"start":112,"end":113},{"line":83,"column":104,"offset":105},{"line":83,"column":114,"offset":115},40,552,{"start":117,"end":118},{"line":83,"column":104,"offset":105},{"line":83,"column":114,"offset":115},{"type":26,"value":120,"position":121},", and ",{"start":122,"end":123},{"line":83,"column":114,"offset":115},{"line":83,"column":124,"offset":125},46,558,{"type":30,"tagName":45,"properties":127,"children":128,"position":136},{},[129],{"type":26,"value":130,"position":131},"Map",{"start":132,"end":133},{"line":83,"column":124,"offset":125},{"line":83,"column":134,"offset":135},51,563,{"start":137,"end":138},{"line":83,"column":124,"offset":125},{"line":83,"column":134,"offset":135},{"type":26,"value":140,"position":141},", and you write the loop.",{"start":142,"end":143},{"line":83,"column":134,"offset":135},{"line":83,"column":144,"offset":145},76,588,{"start":147,"end":148},{"line":38,"column":20,"offset":39},{"line":83,"column":144,"offset":145},{"type":26,"value":27},{"type":30,"tagName":151,"properties":152,"children":154,"position":165},"h2",{"id":153},"what-you-get",[155],{"type":26,"value":156,"position":157},"What you get",{"start":158,"end":162},{"line":159,"column":160,"offset":161},12,4,593,{"line":159,"column":163,"offset":164},16,605,{"start":166,"end":168},{"line":159,"column":20,"offset":167},590,{"line":159,"column":163,"offset":164},{"type":26,"value":27},{"type":30,"tagName":171,"properties":172,"children":173,"position":695},"ul",{},[174,175,235,236,349,350,515,516,694],{"type":26,"value":27},{"type":30,"tagName":176,"properties":177,"children":178,"position":231},"li",{},[179,205,212,225],{"type":30,"tagName":180,"properties":181,"children":182,"position":198},"strong",{},[183],{"type":30,"tagName":45,"properties":184,"children":185,"position":195},{},[186],{"type":26,"value":187,"position":188},"StaticArray\u003CT>",{"start":189,"end":192},{"line":190,"column":38,"offset":191},14,611,{"line":190,"column":193,"offset":194},21,627,{"start":196,"end":197},{"line":190,"column":38,"offset":191},{"line":190,"column":193,"offset":194},{"start":199,"end":202},{"line":190,"column":200,"offset":201},3,609,{"line":190,"column":203,"offset":204},23,629,{"type":26,"value":206,"position":207}," is a fixed-size block, allocated once. It is the\nright shape for a window: size it from a param's declared ",{"start":208,"end":209},{"line":190,"column":203,"offset":204},{"line":9,"column":210,"offset":211},61,739,{"type":30,"tagName":45,"properties":213,"children":214,"position":222},{},[215],{"type":26,"value":216,"position":217},"max",{"start":218,"end":219},{"line":9,"column":210,"offset":211},{"line":9,"column":220,"offset":221},66,744,{"start":223,"end":224},{"line":9,"column":210,"offset":211},{"line":9,"column":220,"offset":221},{"type":26,"value":226,"position":227},", index\nit with a cursor, and it never grows.",{"start":228,"end":229},{"line":9,"column":220,"offset":221},{"line":163,"column":114,"offset":230},791,{"start":232,"end":234},{"line":190,"column":20,"offset":233},607,{"line":163,"column":114,"offset":230},{"type":26,"value":27},{"type":30,"tagName":176,"properties":237,"children":238,"position":345},{},[239,261,268,281,287,300,306,319,326,338],{"type":30,"tagName":180,"properties":240,"children":241,"position":256},{},[242],{"type":30,"tagName":45,"properties":243,"children":244,"position":253},{},[245],{"type":26,"value":246,"position":247},"Array\u003CT>",{"start":248,"end":251},{"line":249,"column":38,"offset":250},17,796,{"line":249,"column":9,"offset":252},806,{"start":254,"end":255},{"line":249,"column":38,"offset":250},{"line":249,"column":9,"offset":252},{"start":257,"end":259},{"line":249,"column":200,"offset":258},794,{"line":249,"column":249,"offset":260},808,{"type":26,"value":262,"position":263}," is a growable list with ",{"start":264,"end":265},{"line":249,"column":249,"offset":260},{"line":249,"column":266,"offset":267},42,833,{"type":30,"tagName":45,"properties":269,"children":270,"position":278},{},[271],{"type":26,"value":272,"position":273},"push",{"start":274,"end":275},{"line":249,"column":266,"offset":267},{"line":249,"column":276,"offset":277},48,839,{"start":279,"end":280},{"line":249,"column":266,"offset":267},{"line":249,"column":276,"offset":277},{"type":26,"value":100,"position":282},{"start":283,"end":284},{"line":249,"column":276,"offset":277},{"line":249,"column":285,"offset":286},50,841,{"type":30,"tagName":45,"properties":288,"children":289,"position":297},{},[290],{"type":26,"value":291,"position":292},"pop",{"start":293,"end":294},{"line":249,"column":285,"offset":286},{"line":249,"column":295,"offset":296},55,846,{"start":298,"end":299},{"line":249,"column":285,"offset":286},{"line":249,"column":295,"offset":296},{"type":26,"value":100,"position":301},{"start":302,"end":303},{"line":249,"column":295,"offset":296},{"line":249,"column":304,"offset":305},57,848,{"type":30,"tagName":45,"properties":307,"children":308,"position":316},{},[309],{"type":26,"value":310,"position":311},"length",{"start":312,"end":313},{"line":249,"column":304,"offset":305},{"line":249,"column":314,"offset":315},65,856,{"start":317,"end":318},{"line":249,"column":304,"offset":305},{"line":249,"column":314,"offset":315},{"type":26,"value":320,"position":321},", and the\nfamiliar methods. 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