Added trade session (OHLCV) abstraction.

6 files changed, 256 insertions, 301 deletions

diff --git a/stdlib/source/library/lux/data/color.lux b/stdlib/source/library/lux/data/color.lux
index 2bfa5e5af..b65249c33 100644
--- a/stdlib/source/library/lux/data/color.lux
+++ b/stdlib/source/library/lux/data/color.lux
@@ -47,90 +47,19 @@
         ... else
         it))
 
-(with_template [<op> <name>]
-  [(def .public (<name> ratio it)
-     (-> Frac Color Color)
-     (let [it (hsl.of_rgb (rgb it))]
-       (|> (hsl.hsl (hsl.hue it)
-                    (|> it
-                        hsl.saturation
-                        (f.* (|> +1.0 (<op> (..ratio ratio))))
-                        (f.min +1.0))
-                    (hsl.luminance it))
-           hsl.rgb
-           of_rgb)))]
-
-  [f.+ saturated]
-  [f.- un_saturated]
-  )
-
-(def .public (gray_scale color)
-  (-> Color Color)
-  (let [color (hsl.of_rgb (rgb color))]
-    (|> (hsl.hsl +0.0
-                 +0.0
-                 (hsl.luminance color))
-        hsl.rgb
-        of_rgb)))
-
-(with_template [<name> <1> <2>]
-  [(`` (def .public (<name> color)
-         (-> Color [Color Color Color])
-         (let [hsl (hsl.of_rgb (rgb color))
-               hue (hsl.hue hsl)
-               saturation (hsl.saturation hsl)
-               luminance (hsl.luminance hsl)]
-           [color
-            (|> (hsl.hsl (|> hue (f.+ <1>) ..ratio)
-                         saturation
-                         luminance)
-                hsl.rgb
-                of_rgb)
-            (|> (hsl.hsl (|> hue (f.+ <2>) ..ratio)
-                         saturation
-                         luminance)
-                hsl.rgb
-                of_rgb)])))]
-
-  [triad            (|> +1.0 (f./ +3.0)) (|> +2.0 (f./ +3.0))]
-  [clash            (|> +1.0 (f./ +4.0)) (|> +3.0 (f./ +4.0))]
-  [split_complement (|> +1.0 (f./ +5.0)) (|> +3.0 (f./ +5.0))]
-  )
-
-(with_template [<name> <1> <2> <3>]
-  [(`` (def .public (<name> color)
-         (-> Color [Color Color Color Color])
-         (let [it (hsl.of_rgb (..rgb color))
-               hue (hsl.hue it)
-               saturation (hsl.saturation it)
-               luminance (hsl.luminance it)
-               of_hue (is (-> hsl.Value
-                              Color)
-                          (function (_ hue)
-                            (|> (hsl.hsl hue saturation luminance)
-                                hsl.rgb
-                                ..of_rgb)))]
-           [color
-            (|> hue (f.+ <1>) ..ratio of_hue)
-            (|> hue (f.+ <2>) ..ratio of_hue)
-            (|> hue (f.+ <3>) ..ratio of_hue)])))]
-
-  [square   (|> +1.0 (f./ +4.0))  (|> +2.0 (f./ +4.0))  (|> +3.0 (f./ +4.0))]
-  [tetradic (|> +2.0 (f./ +12.0)) (|> +6.0 (f./ +12.0)) (|> +8.0 (f./ +12.0))]
-  )
-
 (type .public Spread
   Frac)
 
+... https://en.wikipedia.org/wiki/Color_scheme
 (type .public Palette
   (-> Spread Nat Color (List Color)))
 
 (def .public (analogous spread variations it)
   Palette
   (let [it (hsl.of_rgb (..rgb it))
-        hue (hsl.hue it)
-        saturation (hsl.saturation it)
-        luminance (hsl.luminance it)
+        hue (the hsl.#hue it)
+        saturation (the hsl.#saturation it)
+        luminance (the hsl.#luminance it)
         spread (..ratio spread)]
     (list#each (function (_ idx)
                  (|> (hsl.hsl (|> idx ++ .int int.frac (f.* spread) (f.+ hue) ..ratio)
diff --git a/stdlib/source/library/lux/data/color/cmyk.lux b/stdlib/source/library/lux/data/color/cmyk.lux
index ae47d9604..bd0a9d298 100644
--- a/stdlib/source/library/lux/data/color/cmyk.lux
+++ b/stdlib/source/library/lux/data/color/cmyk.lux
@@ -78,9 +78,9 @@
 (def .public (cmyk it)
   (-> RGB
       CMYK)
-  (let [red (..down (rgb.red it))
-        green (..down (rgb.green it))
-        blue (..down (rgb.blue it))
+  (let [red (..down (the rgb.#red it))
+        green (..down (the rgb.#green it))
+        blue (..down (the rgb.#blue it))
         key (opposite (all f.max red green blue))
         f (if (f.< ..most key)
             (f./ (opposite key)
diff --git a/stdlib/source/library/lux/data/color/hsb.lux b/stdlib/source/library/lux/data/color/hsb.lux
index 5421c2dc3..ede1ffd08 100644
--- a/stdlib/source/library/lux/data/color/hsb.lux
+++ b/stdlib/source/library/lux/data/color/hsb.lux
@@ -97,9 +97,9 @@
   (def .public (of_rgb it)
     (-> RGB
         HSB)
-    (let [red (..down (rgb.red it))
-          green (..down (rgb.green it))
-          blue (..down (rgb.blue it))
+    (let [red (..down (the rgb.#red it))
+          green (..down (the rgb.#green it))
+          blue (..down (the rgb.#blue it))
 
           max (all f.max red green blue)
           min (all f.min red green blue)
diff --git a/stdlib/source/library/lux/data/color/hsl.lux b/stdlib/source/library/lux/data/color/hsl.lux
index ce57f5210..835864b26 100644
--- a/stdlib/source/library/lux/data/color/hsl.lux
+++ b/stdlib/source/library/lux/data/color/hsl.lux
@@ -10,10 +10,7 @@
    [math
     [number
      ["i" int]
-     ["f" frac]]]
-   [meta
-    [type
-     ["[0]" nominal]]]]]
+     ["f" frac]]]]]
  [//
   ["[0]" rgb (.only RGB)]])
 
@@ -56,117 +53,170 @@
   (|>> (f.max ..least)
        (f.min ..most)))
 
-(nominal.def .public HSL
+(type .public HSL
   (Record
    [#hue Value
     #saturation Value
-    #luminance Value])
-
-  (def .public equivalence
-    (Equivalence HSL)
-    (implementation
-     (def (= left right)
-       (`` (and (,, (with_template [<slot>]
-                      [(f.= (the <slot> (nominal.representation left))
-                            (the <slot> (nominal.representation right)))]
-
-                      [#hue]
-                      [#saturation]
-                      [#luminance]
-                      )))))))
-
-  (with_template [<name> <slot>]
-    [(def .public <name>
-       (-> HSL
-           Value)
-       (|>> nominal.representation
-            (the <slot>)))]
-
-    [hue #hue]
-    [saturation #saturation]
-    [luminance #luminance]
-    )
-
-  (def .public (hsl hue saturation luminance)
-    (-> Frac Frac Frac
-        HSL)
-    (nominal.abstraction
-     [#hue (..value hue)
-      #saturation (..value saturation)
-      #luminance (..value luminance)]))
-
-  (def .public (of_rgb it)
-    (-> RGB
-        HSL)
-    (let [red (..down (rgb.red it))
-          green (..down (rgb.green it))
-          blue (..down (rgb.blue it))
-
-          max (all f.max red green blue)
-          min (all f.min red green blue)
-          luminance (|> (f.+ max min) (f./ +2.0))]
-      (nominal.abstraction
-       (if (f.= max min)
-         ... Achromatic
-         [#hue ..least
-          #saturation ..least
-          #luminance luminance]
-         ... Chromatic
-         (let [diff (|> max (f.- min))
-               saturation (|> diff
-                              (f./ (if (f.> +0.5 luminance)
-                                     (|> +2.0 (f.- max) (f.- min))
-                                     (|> max (f.+ min)))))
-               hue' (cond (f.= red max)
-                          (|> green (f.- blue) (f./ diff)
-                              (f.+ (if (f.< blue green) +6.0 +0.0)))
-                          
-                          (f.= green max)
-                          (|> blue (f.- red) (f./ diff)
-                              (f.+ +2.0))
-                          
-                          ... (f.= blue max)
-                          (|> red (f.- green) (f./ diff)
-                              (f.+ +4.0)))]
-           [#hue (|> hue' (f./ +6.0))
-            #saturation saturation
-            #luminance luminance])))))
-
-  (def (hue_rgb p q t)
-    (-> Frac Frac Frac
-        Nat)
-    (let [t (cond (f.< +0.0 t) (f.+ +1.0 t)
-                  (f.> +1.0 t) (f.- +1.0 t)
-                  ... else
-                  t)
-          f2/3 (f./ +3.0 +2.0)]
-      (..up (cond (f.< (f./ +6.0 +1.0) t)
-                  (|> q (f.- p) (f.* +6.0) (f.* t) (f.+ p))
-                  
-                  (f.< (f./ +2.0 +1.0) t)
-                  q
-                  
-                  (f.< f2/3 t)
-                  (|> q (f.- p) (f.* (|> f2/3 (f.- t))) (f.* +6.0) (f.+ p))
-                  
-                  ... else
-                  p))))
-
-  (def .public (rgb it)
-    (-> HSL
-        RGB)
-    (let [[hue saturation luminance] (nominal.representation it)]
-      (if (f.= ..least saturation)
-        ... Achromatic
-        (let [intensity (..up luminance)]
-          (rgb.rgb intensity intensity intensity))
-        ... Chromatic
-        (let [q (if (f.< +0.5 luminance)
-                  (|> saturation (f.+ +1.0) (f.* luminance))
-                  (|> luminance (f.+ saturation) (f.- (f.* saturation luminance))))
-              p (|> luminance (f.* +2.0) (f.- q))
-              third (|> +1.0 (f./ +3.0))]
-          (rgb.rgb (|> hue (f.+ third) (hue_rgb p q))
-                   (|> hue (hue_rgb p q))
-                   (|> hue (f.- third) (hue_rgb p q)))))))
+    #luminance Value]))
+
+(def .public equivalence
+  (Equivalence HSL)
+  (implementation
+   (def (= left right)
+     (`` (and (,, (with_template [<slot>]
+                    [(f.= (the <slot> left)
+                          (the <slot> right))]
+
+                    [#hue]
+                    [#saturation]
+                    [#luminance]
+                    )))))))
+
+(def .public (hsl hue saturation luminance)
+  (-> Frac Frac Frac
+      HSL)
+  [#hue (..value hue)
+   #saturation (..value saturation)
+   #luminance (..value luminance)])
+
+(def .public (of_rgb it)
+  (-> RGB
+      HSL)
+  (let [red (..down (the rgb.#red it))
+        green (..down (the rgb.#green it))
+        blue (..down (the rgb.#blue it))
+
+        max (all f.max red green blue)
+        min (all f.min red green blue)
+        luminance (|> (f.+ max min) (f./ +2.0))]
+    (if (f.= max min)
+      ... Achromatic
+      [#hue ..least
+       #saturation ..least
+       #luminance luminance]
+      ... Chromatic
+      (let [diff (|> max (f.- min))
+            saturation (|> diff
+                           (f./ (if (f.> +0.5 luminance)
+                                  (|> +2.0 (f.- max) (f.- min))
+                                  (|> max (f.+ min)))))
+            hue' (cond (f.= red max)
+                       (|> green (f.- blue) (f./ diff)
+                           (f.+ (if (f.< blue green) +6.0 +0.0)))
+                       
+                       (f.= green max)
+                       (|> blue (f.- red) (f./ diff)
+                           (f.+ +2.0))
+                       
+                       ... (f.= blue max)
+                       (|> red (f.- green) (f./ diff)
+                           (f.+ +4.0)))]
+        [#hue (|> hue' (f./ +6.0))
+         #saturation saturation
+         #luminance luminance]))))
+
+(def (hue_rgb p q t)
+  (-> Frac Frac Frac
+      Nat)
+  (let [t (cond (f.< +0.0 t) (f.+ +1.0 t)
+                (f.> +1.0 t) (f.- +1.0 t)
+                ... else
+                t)
+        f2/3 (f./ +3.0 +2.0)]
+    (..up (cond (f.< (f./ +6.0 +1.0) t)
+                (|> q (f.- p) (f.* +6.0) (f.* t) (f.+ p))
+                
+                (f.< (f./ +2.0 +1.0) t)
+                q
+                
+                (f.< f2/3 t)
+                (|> q (f.- p) (f.* (|> f2/3 (f.- t))) (f.* +6.0) (f.+ p))
+                
+                ... else
+                p))))
+
+(def .public (rgb (open "/[0]"))
+  (-> HSL
+      RGB)
+  (if (f.= ..least /#saturation)
+    ... Achromatic
+    (let [intensity (..up /#luminance)]
+      (rgb.rgb intensity intensity intensity))
+    ... Chromatic
+    (let [q (if (f.< +0.5 /#luminance)
+              (|> /#saturation (f.+ +1.0) (f.* /#luminance))
+              (|> /#luminance (f.+ /#saturation) (f.- (f.* /#saturation /#luminance))))
+          p (|> /#luminance (f.* +2.0) (f.- q))
+          third (|> +1.0 (f./ +3.0))]
+      (rgb.rgb (|> /#hue (f.+ third) (hue_rgb p q))
+               (|> /#hue (hue_rgb p q))
+               (|> /#hue (f.- third) (hue_rgb p q))))))
+
+(def (ratio it)
+  (-> Frac
+      Frac)
+  (cond (f.> +1.0 it)
+        (f.% +1.0 it)
+
+        (f.< +0.0 it)
+        (|> it (f.% +1.0) (f.+ +1.0))
+
+        ... else
+        it))
+
+(with_template [<op> <name>]
+  [(def .public (<name> ratio (open "/[0]"))
+     (-> Frac HSL
+         HSL)
+     (..hsl /#hue
+            (|> /#saturation
+                (f.* (|> +1.0 (<op> (..ratio ratio))))
+                (f.min +1.0))
+            /#luminance))]
+
+  [f.+ saturated]
+  [f.- un_saturated]
+  )
+
+(def .public gray_scale
+  (-> HSL
+      HSL)
+  (|>> (the #luminance)
+       (..hsl +0.0
+              +0.0)))
+
+(with_template [<name> <1> <2>]
+  [(`` (def .public (<name> it)
+         (-> HSL
+             [HSL HSL HSL])
+         (let [(open "/[0]") it]
+           [it
+            (..hsl (|> /#hue (f.+ <1>) ..ratio)
+                   /#saturation
+                   /#luminance)
+            (..hsl (|> /#hue (f.+ <2>) ..ratio)
+                   /#saturation
+                   /#luminance)])))]
+
+  [triad            (|> +1.0 (f./ +3.0)) (|> +2.0 (f./ +3.0))]
+  [clash            (|> +1.0 (f./ +4.0)) (|> +3.0 (f./ +4.0))]
+  [split_complement (|> +1.0 (f./ +5.0)) (|> +3.0 (f./ +5.0))]
+  )
+
+(with_template [<name> <1> <2> <3>]
+  [(`` (def .public (<name> it)
+         (-> HSL
+             [HSL HSL HSL HSL])
+         (let [(open "/[0]") it
+               of_hue (is (-> Value
+                              HSL)
+                          (function (_ hue)
+                            (..hsl hue /#saturation /#luminance)))]
+           [it
+            (|> /#hue (f.+ <1>) ..ratio of_hue)
+            (|> /#hue (f.+ <2>) ..ratio of_hue)
+            (|> /#hue (f.+ <3>) ..ratio of_hue)])))]
+
+  [square   (|> +1.0 (f./ +4.0))  (|> +2.0 (f./ +4.0))  (|> +3.0 (f./ +4.0))]
+  [tetradic (|> +2.0 (f./ +12.0)) (|> +6.0 (f./ +12.0)) (|> +8.0 (f./ +12.0))]
   )
diff --git a/stdlib/source/library/lux/data/color/rgb.lux b/stdlib/source/library/lux/data/color/rgb.lux
index deb97365f..4dff2eb5d 100644
--- a/stdlib/source/library/lux/data/color/rgb.lux
+++ b/stdlib/source/library/lux/data/color/rgb.lux
@@ -5,7 +5,7 @@
     [monad (.only do)]
     [monoid (.only Monoid)]
     [equivalence (.only Equivalence)]
-    ["[0]" hash (.only Hash)]]
+    [hash (.only Hash)]]
    [control
     [function
      [predicate (.only Predicate)]]]
@@ -16,10 +16,7 @@
      ["n" nat]
      ["i" int]
      ["f" frac]
-     ["[0]" i64]]]
-   [meta
-    [type
-     ["[0]" nominal]]]]])
+     ["[0]" i64]]]]])
 
 (def .public limit
   Nat
@@ -48,104 +45,83 @@
   (|>> (n.max ..least)
        (n.min ..most)))
 
-(nominal.def .public RGB
+(type .public RGB
   (Record
    [#red Value
     #green Value
-    #blue Value])
-
-  (def .public (rgb red green blue)
-    (-> Nat Nat Nat
-        RGB)
-    (nominal.abstraction
-     [#red (value red)
-      #green (value green)
-      #blue (value blue)]))
-
-  (with_template [<name> <slot>]
-    [(def .public <name>
-       (-> RGB
-           Value)
-       (|>> nominal.representation
-            (the <slot>)))]
-
-    [red #red]
-    [green #green]
-    [blue #blue]
-    )
-
-  (def .public hash
-    (Hash RGB)
-    (of hash.functor each
-        (|>> nominal.representation)
-        (all product.hash
-             n.hash
-             n.hash
-             n.hash
-             )))
-
-  (def .public equivalence
-    (Equivalence RGB)
-    (of ..hash equivalence))
-
-  (def (opposite_intensity value)
-    (-> Nat
-        Nat)
-    (|> ..most
-        (n.- value)))
-
-  (def .public (complement it)
-    (-> RGB
-        RGB)
-    (nominal.abstraction
-     (`` [(,, (with_template [<slot>]
-                [<slot> (|> it
-                            nominal.representation
-                            (the <slot>)
-                            opposite_intensity)]
-
-                [#red]
-                [#green]
-                [#blue]
-                ))])))
-
-  (def .public black
-    RGB
-    (nominal.abstraction
-     [#red ..least
-      #green ..least
-      #blue ..least]))
-
-  (def .public white
-    RGB
-    (nominal.abstraction
-     [#red ..most
-      #green ..most
-      #blue ..most]))
-
-  (with_template [<monoid> <identity> <composite> <left> <right>]
-    [(def .public <monoid>
-       (Monoid RGB)
-       (implementation
-        (def identity
-          <identity>)
-
-        (def (composite left right)
-          (let [left (<left> left)
-                right (<right> right)]
-            (nominal.abstraction
-             (`` [(,, (with_template [<slot>]
-                        [<slot> (<composite> (the <slot> (nominal.representation left))
-                                             (the <slot> (nominal.representation right)))]
-
-                        [#red]
-                        [#green]
-                        [#blue]
-                        ))]))))))]
-
-    [addition ..black n.max |> |>]
-    [subtraction ..white n.min ..complement |>]
-    )
+    #blue Value]))
+
+(def .public (rgb red green blue)
+  (-> Nat Nat Nat
+      RGB)
+  [#red (value red)
+   #green (value green)
+   #blue (value blue)])
+
+(def .public hash
+  (Hash RGB)
+  (all product.hash
+       n.hash
+       n.hash
+       n.hash
+       ))
+
+(def .public equivalence
+  (Equivalence RGB)
+  (of ..hash equivalence))
+
+(def (opposite_intensity value)
+  (-> Nat
+      Nat)
+  (|> ..most
+      (n.- value)))
+
+(def .public (complement it)
+  (-> RGB
+      RGB)
+  (`` [(,, (with_template [<slot>]
+             [<slot> (|> it
+                         (the <slot>)
+                         opposite_intensity)]
+
+             [#red]
+             [#green]
+             [#blue]
+             ))]))
+
+(def .public black
+  RGB
+  [#red ..least
+   #green ..least
+   #blue ..least])
+
+(def .public white
+  RGB
+  [#red ..most
+   #green ..most
+   #blue ..most])
+
+(with_template [<monoid> <identity> <composite> <left> <right>]
+  [(def .public <monoid>
+     (Monoid RGB)
+     (implementation
+      (def identity
+        <identity>)
+
+      (def (composite left right)
+        (let [left (<left> left)
+              right (<right> right)]
+          (`` [(,, (with_template [<slot>]
+                     [<slot> (<composite> (the <slot> left)
+                                          (the <slot> right))]
+
+                     [#red]
+                     [#green]
+                     [#blue]
+                     ))])))))]
+
+  [addition ..black n.max |> |>]
+  [subtraction ..white n.min ..complement |>]
   )
 
 (def (ratio it)
@@ -172,9 +148,9 @@
                                 (f.+ (|> end .int i.frac (f.* dE)))
                                 f.int
                                 .nat)))]
-    (..rgb (interpolated' (..red end) (..red start))
-           (interpolated' (..green end) (..green start))
-           (interpolated' (..blue end) (..blue start)))))
+    (..rgb (interpolated' (the #red end) (the #red start))
+           (interpolated' (the #green end) (the #green start))
+           (interpolated' (the #blue end) (the #blue start)))))
 
 (with_template [<name> <target>]
   [(def .public <name>
diff --git a/stdlib/source/library/lux/data/color/terminal.lux b/stdlib/source/library/lux/data/color/terminal.lux
index 64cf6bb64..06c23c6b3 100644
--- a/stdlib/source/library/lux/data/color/terminal.lux
+++ b/stdlib/source/library/lux/data/color/terminal.lux
@@ -90,9 +90,9 @@
        (let [it (//.rgb it)]
          (|> [(%.format ..command
                         <command>
-                        ";" (%.nat (rgb.red it))
-                        ";" (%.nat (rgb.green it))
-                        ";" (%.nat (rgb.blue it))
+                        ";" (%.nat (the rgb.#red it))
+                        ";" (%.nat (the rgb.#green it))
+                        ";" (%.nat (the rgb.#blue it))
                         "m")
               <reset>]
              (nominal.abstraction Command))))]