Индикатор профиля дельты (Delta Profile) по барам с Intrabar Inspection в Pine Script v5

//@version=5
indicator("Delta Profile (Intrabar Inspection)", overlay=true, max_boxes_count=500, max_labels_count=500, scaleid="DeltaProfile")

// Inputs
var int    i_tickSize      = input.int(1,     "Tick Size (for grouping)", minval=1)
var int    i_maxLevels     = input.int(20,    "Max Profile Levels per Bar", minval=1, maxval=50)
var float  i_profileWidth  = input.float(0.1, "Profile Width (0.0-1.0)", minval=0.01, maxval=1.0)
var color  i_positiveColor = input.color(color.new(#00FF00, 50), "Positive Delta Color")
var color  i_negativeColor = input.color(color.new(#FF0000, 50), "Negative Delta Color")
var color  i_neutralColor  = input.color(color.new(#808080, 70), "Neutral Delta Color")
var bool   i_showLabels    = input.bool(false, "Show Delta Labels")

// Struct to hold price and delta for a level
struct LevelDelta
    float price
    float delta

// Map to accumulate delta for each price level
var deltaMap = map.new()

// Clear map at the start of each bar
if barstate.isrealtime or barstate.isnew
    deltaMap.clear()

// Request all trades for the current bar
var trades = request.all_trades()

// Process trades
if array.size(trades) > 0
    for trade in trades
        float currentPrice = trade.price
        float volume       = trade.volume
        bool  isBuy        = trade.is_buy

        // Group price to the nearest tick size
        float groupedPrice = math.round(currentPrice / i_tickSize) * i_tickSize

        float currentDelta = deltaMap.get(groupedPrice, 0.0) // Get existing delta or 0
        if isBuy
            deltaMap.put(groupedPrice, currentDelta + volume)
        else
            deltaMap.put(groupedPrice, currentDelta - volume)

// Convert map to array of LevelDelta structs for sorting and limiting
var profileLevels = array.new()
if barstate.isrealtime or barstate.isnew or barstate.isconfirmed
    array.clear(profileLevels)
    
    // Iterate map and populate array
    array keys = deltaMap.keys()
    for key in keys
        float price = key
        float delta = deltaMap.get(key)
        array.push(profileLevels, LevelDelta.new(price, delta))

    // Sort by delta magnitude and take the top `i_maxLevels`
    array.sort(profileLevels, (a, b) => math.abs(a.delta) > math.abs(b.delta))
    if array.size(profileLevels) > i_maxLevels
        profileLevels := array.slice(profileLevels, 0, i_maxLevels)
    array.sort(profileLevels, (a, b) => a.price < b.price) // Re-sort by price for visual order

// Plotting the profile
if barstate.isconfirmed // Only draw confirmed bars
    // Calculate x-coordinates for the profile boxes, centered on the bar
    float x1_coord = bar_index + (1 - i_profileWidth) / 2
    float x2_coord = bar_index + (1 + i_profileWidth) / 2

    for i = 0 to array.size(profileLevels) - 1
        LevelDelta level = array.get(profileLevels, i)
        float price = level.price
        float delta = level.delta

        color boxColor = delta > 0 ? i_positiveColor : (delta < 0 ? i_negativeColor : i_neutralColor)

        // Draw box for the delta profile
        box.new(x1=x1_coord, y1=price, x2=x2_coord, y2=price + i_tickSize, 
                border_color=na, bgcolor=boxColor, xloc=xloc.bar_index)
        
        // Optionally show delta labels
        if i_showLabels
            label.new(x=x2_coord, y=price + i_tickSize/2, text=str.tostring(delta, "#.##"),
                      xloc=xloc.bar_index, yloc=yloc.price, color=color.white, textcolor=color.black, size=size.tiny, style=label.style_label_left)