@chartts/core 0.1.0

package/dist/finance.d.cts

@@ -0,0 +1,192 @@
+/**
+ * Financial analysis type definitions.
+ * ZERO runtime code — types and interfaces only.
+ */
+/** MACD computation result. */
+interface MACDResult {
+    /** MACD line (fast EMA - slow EMA). NaN-padded for warmup. */
+    macd: number[];
+    /** Signal line (EMA of MACD). NaN-padded for warmup. */
+    signal: number[];
+    /** Histogram (MACD - signal). NaN-padded for warmup. */
+    histogram: number[];
+}
+/** Bollinger Bands result. */
+interface BollingerResult {
+    /** Upper band: SMA + k * stddev */
+    upper: number[];
+    /** Middle band: SMA */
+    middle: number[];
+    /** Lower band: SMA - k * stddev */
+    lower: number[];
+}
+/** Stochastic Oscillator result. */
+interface StochasticResult {
+    /** %K (fast stochastic) */
+    k: number[];
+    /** %D (smoothed %K) */
+    d: number[];
+}
+/** Aggregated OHLC arrays ready for chart consumption. */
+interface OHLCAggregation {
+    labels: string[];
+    open: number[];
+    high: number[];
+    low: number[];
+    close: number[];
+    volume?: number[];
+}
+
+/**
+ * Moving average indicators — SMA, EMA, WMA.
+ * Pure functions, zero dependencies.
+ */
+/**
+ * Simple Moving Average.
+ * O(n) using running sum. First (period-1) values are NaN.
+ */
+declare function sma(values: number[], period: number): number[];
+/**
+ * Exponential Moving Average.
+ * Seeded with SMA of first `period` values. Smoothing k = 2/(period+1).
+ * First (period-1) values are NaN. O(n).
+ */
+declare function ema(values: number[], period: number): number[];
+/**
+ * Weighted Moving Average.
+ * Weights increase linearly: [1, 2, ..., period].
+ * First (period-1) values are NaN. O(n*period).
+ */
+declare function wma(values: number[], period: number): number[];
+
+/**
+ * Oscillator indicators — RSI, Stochastic.
+ * Pure functions, zero dependencies.
+ */
+
+/**
+ * Relative Strength Index (Wilder's smoothing).
+ * Returns 0-100 scaled values. First `period` values are NaN.
+ * Default period: 14. O(n).
+ */
+declare function rsi(values: number[], period?: number): number[];
+/**
+ * Stochastic Oscillator.
+ * %K = 100 * (close - lowestLow) / (highestHigh - lowestLow) over kPeriod.
+ * %D = SMA(%K, dPeriod).
+ * Default: kPeriod=14, dPeriod=3.
+ */
+declare function stochastic(high: number[], low: number[], close: number[], kPeriod?: number, dPeriod?: number): StochasticResult;
+
+/**
+ * MACD (Moving Average Convergence Divergence).
+ * Depends on EMA from moving-averages.
+ */
+
+/**
+ * Compute MACD.
+ * MACD line = EMA(fast) - EMA(slow).
+ * Signal = EMA(MACD line, signalPeriod).
+ * Histogram = MACD - Signal.
+ * Default: fast=12, slow=26, signal=9.
+ */
+declare function macd(values: number[], fastPeriod?: number, slowPeriod?: number, signalPeriod?: number): MACDResult;
+
+/**
+ * Bollinger Bands.
+ * Depends on SMA from moving-averages.
+ */
+
+/**
+ * Compute Bollinger Bands.
+ * Middle = SMA(period). Upper = middle + k*stddev. Lower = middle - k*stddev.
+ * Default: period=20, k=2.
+ * First (period-1) values are NaN.
+ */
+declare function bollingerBands(values: number[], period?: number, k?: number): BollingerResult;
+
+/**
+ * Average True Range (ATR).
+ * Pure function, zero dependencies.
+ */
+/**
+ * Average True Range using Wilder's smoothing.
+ * True Range = max(high-low, |high-prevClose|, |low-prevClose|).
+ * First `period` values are NaN. Default period: 14. O(n).
+ */
+declare function atr(high: number[], low: number[], close: number[], period?: number): number[];
+
+/**
+ * Volume-based indicators — VWAP, OBV.
+ * Pure functions, zero dependencies.
+ */
+/**
+ * Volume Weighted Average Price.
+ * VWAP[i] = cumulative(price*volume) / cumulative(volume).
+ * Full length output (no NaN padding). O(n).
+ */
+declare function vwap(price: number[], volume: number[]): number[];
+/**
+ * On-Balance Volume.
+ * Starts at 0. If close > prevClose, add volume. If close < prevClose, subtract.
+ * Full length output. O(n).
+ */
+declare function obv(close: number[], volume: number[]): number[];
+
+/**
+ * Portfolio & returns analytics.
+ * Pure functions, zero dependencies.
+ */
+/** Simple percentage returns. First value is NaN. */
+declare function simpleReturns(prices: number[]): number[];
+/** Log returns. First value is NaN. */
+declare function logReturns(prices: number[]): number[];
+/** Cumulative returns (growth from initial price). First value is 0. */
+declare function cumulativeReturns(prices: number[]): number[];
+/** Drawdown at each point (always <= 0). */
+declare function drawdown(prices: number[]): number[];
+/** Maximum drawdown (single number, deepest trough). Always <= 0. */
+declare function maxDrawdown(prices: number[]): number;
+/**
+ * Annualized Sharpe ratio.
+ * sharpe = mean(excess) / std(excess) * sqrt(annualizationFactor).
+ * Filters out NaN values from returns array.
+ */
+declare function sharpeRatio(returns: number[], riskFreeRate?: number, annualizationFactor?: number): number;
+/**
+ * Volatility (standard deviation of returns).
+ * If rollingPeriod provided: returns number[] with NaN padding.
+ * Otherwise returns single annualized number.
+ */
+declare function volatility(returns: number[], rollingPeriod?: number, annualizationFactor?: number): number | number[];
+
+/**
+ * Financial data builders — bridge indicator output to chart data formats.
+ */
+
+/**
+ * Aggregate tick-level data into OHLC bars.
+ * @param timestamps - epoch milliseconds
+ * @param prices - price at each tick
+ * @param interval - bar size in milliseconds
+ * @param volumes - optional volume at each tick
+ */
+declare function toOHLC(timestamps: number[], prices: number[], interval: number, volumes?: number[]): OHLCAggregation;
+/**
+ * Determine volume bar directions from consecutive close prices.
+ * Returns 'up'|'down' array for Volume chart's `directions` option.
+ */
+declare function volumeDirections(values: number[]): ('up' | 'down')[];
+/**
+ * Compute Bollinger Bands in Range chart format.
+ * Output: { upper, lower, middle } — middle goes into series[0].values,
+ * upper/lower into the range option.
+ */
+declare function toBollingerData(close: number[], period?: number, k?: number): BollingerResult;
+/**
+ * Compute MACD in Combo chart format.
+ * series[0] = histogram (bars), series[1] = MACD line, series[2] = signal line.
+ */
+declare function toMACDData(close: number[], fastPeriod?: number, slowPeriod?: number, signalPeriod?: number): MACDResult;
+
+export { type BollingerResult, type MACDResult, type OHLCAggregation, type StochasticResult, atr, bollingerBands, cumulativeReturns, drawdown, ema, logReturns, macd, maxDrawdown, obv, rsi, sharpeRatio, simpleReturns, sma, stochastic, toBollingerData, toMACDData, toOHLC, volatility, volumeDirections, vwap, wma };

package/dist/finance.d.ts

@@ -0,0 +1,192 @@
+/**
+ * Financial analysis type definitions.
+ * ZERO runtime code — types and interfaces only.
+ */
+/** MACD computation result. */
+interface MACDResult {
+    /** MACD line (fast EMA - slow EMA). NaN-padded for warmup. */
+    macd: number[];
+    /** Signal line (EMA of MACD). NaN-padded for warmup. */
+    signal: number[];
+    /** Histogram (MACD - signal). NaN-padded for warmup. */
+    histogram: number[];
+}
+/** Bollinger Bands result. */
+interface BollingerResult {
+    /** Upper band: SMA + k * stddev */
+    upper: number[];
+    /** Middle band: SMA */
+    middle: number[];
+    /** Lower band: SMA - k * stddev */
+    lower: number[];
+}
+/** Stochastic Oscillator result. */
+interface StochasticResult {
+    /** %K (fast stochastic) */
+    k: number[];
+    /** %D (smoothed %K) */
+    d: number[];
+}
+/** Aggregated OHLC arrays ready for chart consumption. */
+interface OHLCAggregation {
+    labels: string[];
+    open: number[];
+    high: number[];
+    low: number[];
+    close: number[];
+    volume?: number[];
+}
+
+/**
+ * Moving average indicators — SMA, EMA, WMA.
+ * Pure functions, zero dependencies.
+ */
+/**
+ * Simple Moving Average.
+ * O(n) using running sum. First (period-1) values are NaN.
+ */
+declare function sma(values: number[], period: number): number[];
+/**
+ * Exponential Moving Average.
+ * Seeded with SMA of first `period` values. Smoothing k = 2/(period+1).
+ * First (period-1) values are NaN. O(n).
+ */
+declare function ema(values: number[], period: number): number[];
+/**
+ * Weighted Moving Average.
+ * Weights increase linearly: [1, 2, ..., period].
+ * First (period-1) values are NaN. O(n*period).
+ */
+declare function wma(values: number[], period: number): number[];
+
+/**
+ * Oscillator indicators — RSI, Stochastic.
+ * Pure functions, zero dependencies.
+ */
+
+/**
+ * Relative Strength Index (Wilder's smoothing).
+ * Returns 0-100 scaled values. First `period` values are NaN.
+ * Default period: 14. O(n).
+ */
+declare function rsi(values: number[], period?: number): number[];
+/**
+ * Stochastic Oscillator.
+ * %K = 100 * (close - lowestLow) / (highestHigh - lowestLow) over kPeriod.
+ * %D = SMA(%K, dPeriod).
+ * Default: kPeriod=14, dPeriod=3.
+ */
+declare function stochastic(high: number[], low: number[], close: number[], kPeriod?: number, dPeriod?: number): StochasticResult;
+
+/**
+ * MACD (Moving Average Convergence Divergence).
+ * Depends on EMA from moving-averages.
+ */
+
+/**
+ * Compute MACD.
+ * MACD line = EMA(fast) - EMA(slow).
+ * Signal = EMA(MACD line, signalPeriod).
+ * Histogram = MACD - Signal.
+ * Default: fast=12, slow=26, signal=9.
+ */
+declare function macd(values: number[], fastPeriod?: number, slowPeriod?: number, signalPeriod?: number): MACDResult;
+
+/**
+ * Bollinger Bands.
+ * Depends on SMA from moving-averages.
+ */
+
+/**
+ * Compute Bollinger Bands.
+ * Middle = SMA(period). Upper = middle + k*stddev. Lower = middle - k*stddev.
+ * Default: period=20, k=2.
+ * First (period-1) values are NaN.
+ */
+declare function bollingerBands(values: number[], period?: number, k?: number): BollingerResult;
+
+/**
+ * Average True Range (ATR).
+ * Pure function, zero dependencies.
+ */
+/**
+ * Average True Range using Wilder's smoothing.
+ * True Range = max(high-low, |high-prevClose|, |low-prevClose|).
+ * First `period` values are NaN. Default period: 14. O(n).
+ */
+declare function atr(high: number[], low: number[], close: number[], period?: number): number[];
+
+/**
+ * Volume-based indicators — VWAP, OBV.
+ * Pure functions, zero dependencies.
+ */
+/**
+ * Volume Weighted Average Price.
+ * VWAP[i] = cumulative(price*volume) / cumulative(volume).
+ * Full length output (no NaN padding). O(n).
+ */
+declare function vwap(price: number[], volume: number[]): number[];
+/**
+ * On-Balance Volume.
+ * Starts at 0. If close > prevClose, add volume. If close < prevClose, subtract.
+ * Full length output. O(n).
+ */
+declare function obv(close: number[], volume: number[]): number[];
+
+/**
+ * Portfolio & returns analytics.
+ * Pure functions, zero dependencies.
+ */
+/** Simple percentage returns. First value is NaN. */
+declare function simpleReturns(prices: number[]): number[];
+/** Log returns. First value is NaN. */
+declare function logReturns(prices: number[]): number[];
+/** Cumulative returns (growth from initial price). First value is 0. */
+declare function cumulativeReturns(prices: number[]): number[];
+/** Drawdown at each point (always <= 0). */
+declare function drawdown(prices: number[]): number[];
+/** Maximum drawdown (single number, deepest trough). Always <= 0. */
+declare function maxDrawdown(prices: number[]): number;
+/**
+ * Annualized Sharpe ratio.
+ * sharpe = mean(excess) / std(excess) * sqrt(annualizationFactor).
+ * Filters out NaN values from returns array.
+ */
+declare function sharpeRatio(returns: number[], riskFreeRate?: number, annualizationFactor?: number): number;
+/**
+ * Volatility (standard deviation of returns).
+ * If rollingPeriod provided: returns number[] with NaN padding.
+ * Otherwise returns single annualized number.
+ */
+declare function volatility(returns: number[], rollingPeriod?: number, annualizationFactor?: number): number | number[];
+
+/**
+ * Financial data builders — bridge indicator output to chart data formats.
+ */
+
+/**
+ * Aggregate tick-level data into OHLC bars.
+ * @param timestamps - epoch milliseconds
+ * @param prices - price at each tick
+ * @param interval - bar size in milliseconds
+ * @param volumes - optional volume at each tick
+ */
+declare function toOHLC(timestamps: number[], prices: number[], interval: number, volumes?: number[]): OHLCAggregation;
+/**
+ * Determine volume bar directions from consecutive close prices.
+ * Returns 'up'|'down' array for Volume chart's `directions` option.
+ */
+declare function volumeDirections(values: number[]): ('up' | 'down')[];
+/**
+ * Compute Bollinger Bands in Range chart format.
+ * Output: { upper, lower, middle } — middle goes into series[0].values,
+ * upper/lower into the range option.
+ */
+declare function toBollingerData(close: number[], period?: number, k?: number): BollingerResult;
+/**
+ * Compute MACD in Combo chart format.
+ * series[0] = histogram (bars), series[1] = MACD line, series[2] = signal line.
+ */
+declare function toMACDData(close: number[], fastPeriod?: number, slowPeriod?: number, signalPeriod?: number): MACDResult;
+
+export { type BollingerResult, type MACDResult, type OHLCAggregation, type StochasticResult, atr, bollingerBands, cumulativeReturns, drawdown, ema, logReturns, macd, maxDrawdown, obv, rsi, sharpeRatio, simpleReturns, sma, stochastic, toBollingerData, toMACDData, toOHLC, volatility, volumeDirections, vwap, wma };

package/dist/finance.js

@@ -0,0 +1,3 @@
+export { atr, bollingerBands, cumulativeReturns, drawdown, ema, logReturns, macd, maxDrawdown, obv, rsi, sharpeRatio, simpleReturns, sma, stochastic, toBollingerData, toMACDData, toOHLC, volatility, volumeDirections, vwap, wma } from './chunk-6YKFTEX4.js';
+//# sourceMappingURL=finance.js.map
+//# sourceMappingURL=finance.js.map

package/dist/finance.js.map

@@ -0,0 +1 @@
+{"version":3,"sources":[],"names":[],"mappings":"","file":"finance.js"}

package/dist/funnel-type-BeVl3ohX.d.cts

@@ -0,0 +1,9 @@
+import { c as ChartTypePlugin } from './engine-CNukbv7k.cjs';
+
+/**
+ * Funnel chart — tapered horizontal bars representing conversion steps.
+ * Uses the first series. Values should be descending (largest to smallest).
+ */
+declare const funnelChartType: ChartTypePlugin;
+
+export { funnelChartType as f };

package/dist/funnel-type-CMXGQq4T.d.ts

@@ -0,0 +1,9 @@
+import { c as ChartTypePlugin } from './engine-CNukbv7k.js';
+
+/**
+ * Funnel chart — tapered horizontal bars representing conversion steps.
+ * Uses the first series. Values should be descending (largest to smallest).
+ */
+declare const funnelChartType: ChartTypePlugin;
+
+export { funnelChartType as f };

package/dist/funnel.cjs

@@ -0,0 +1,33 @@
+'use strict';
+
+var chunkZDYCIP6N_cjs = require('./chunk-ZDYCIP6N.cjs');
+require('./chunk-5QOQR5FE.cjs');
+var chunkQHJHYV3H_cjs = require('./chunk-QHJHYV3H.cjs');
+var chunkXHQWWR5M_cjs = require('./chunk-XHQWWR5M.cjs');
+
+// src/entries/funnel.ts
+var Funnel = chunkQHJHYV3H_cjs.createConvenience(chunkZDYCIP6N_cjs.funnelChartType);
+
+Object.defineProperty(exports, "funnelChartType", {
+  enumerable: true,
+  get: function () { return chunkZDYCIP6N_cjs.funnelChartType; }
+});
+Object.defineProperty(exports, "applyTheme", {
+  enumerable: true,
+  get: function () { return chunkXHQWWR5M_cjs.applyTheme; }
+});
+Object.defineProperty(exports, "createChart", {
+  enumerable: true,
+  get: function () { return chunkXHQWWR5M_cjs.createChart; }
+});
+Object.defineProperty(exports, "renderToString", {
+  enumerable: true,
+  get: function () { return chunkXHQWWR5M_cjs.renderToString; }
+});
+Object.defineProperty(exports, "resolveTheme", {
+  enumerable: true,
+  get: function () { return chunkXHQWWR5M_cjs.resolveTheme; }
+});
+exports.Funnel = Funnel;
+//# sourceMappingURL=funnel.cjs.map
+//# sourceMappingURL=funnel.cjs.map

package/dist/funnel.cjs.map

@@ -0,0 +1 @@
+{"version":3,"sources":["../src/entries/funnel.ts"],"names":["createConvenience","funnelChartType"],"mappings":";;;;;;;;AAGO,IAAM,MAAA,GAASA,oCAAkBC,iCAAe","file":"funnel.cjs","sourcesContent":["import { createConvenience } from '../api/factory'\nimport { funnelChartType } from '../charts/funnel/funnel-type'\n\nexport const Funnel = createConvenience(funnelChartType)\nexport { funnelChartType }\nexport { createChart } from '../api/create'\nexport { renderToString } from '../render/string'\nexport { resolveTheme, applyTheme } from '../theme/engine'\nexport type {\n  ChartData, ChartOptions, ChartInstance, ChartTypePlugin,\n  ThemeConfig, Series, RenderContext, RenderNode,\n} from '../types'\nexport type { ChartConfig } from '../api/factory'\n"]}

package/dist/funnel.d.cts

@@ -0,0 +1,8 @@
+import { C as ChartInstance } from './engine-CNukbv7k.cjs';
+export { a as ChartData, b as ChartOptions, c as ChartTypePlugin, R as RenderContext, d as RenderNode, S as Series, T as ThemeConfig, e as applyTheme, f as createChart, r as renderToString, g as resolveTheme } from './engine-CNukbv7k.cjs';
+import { C as ChartConfig } from './factory-dbngWV4d.cjs';
+export { f as funnelChartType } from './funnel-type-BeVl3ohX.cjs';
+
+declare const Funnel: (target: string | HTMLElement, config: ChartConfig) => ChartInstance;
+
+export { ChartConfig, ChartInstance, Funnel };

package/dist/funnel.d.ts

@@ -0,0 +1,8 @@
+import { C as ChartInstance } from './engine-CNukbv7k.js';
+export { a as ChartData, b as ChartOptions, c as ChartTypePlugin, R as RenderContext, d as RenderNode, S as Series, T as ThemeConfig, e as applyTheme, f as createChart, r as renderToString, g as resolveTheme } from './engine-CNukbv7k.js';
+import { C as ChartConfig } from './factory-jRzNNxwj.js';
+export { f as funnelChartType } from './funnel-type-CMXGQq4T.js';
+
+declare const Funnel: (target: string | HTMLElement, config: ChartConfig) => ChartInstance;
+
+export { ChartConfig, ChartInstance, Funnel };

package/dist/funnel.js

@@ -0,0 +1,12 @@
+import { funnelChartType } from './chunk-SZVK6RRQ.js';
+export { funnelChartType } from './chunk-SZVK6RRQ.js';
+import './chunk-3XVGEBR4.js';
+import { createConvenience } from './chunk-GM3ZO5WV.js';
+export { applyTheme, createChart, renderToString, resolveTheme } from './chunk-3BRQGYDX.js';
+
+// src/entries/funnel.ts
+var Funnel = createConvenience(funnelChartType);
+
+export { Funnel };
+//# sourceMappingURL=funnel.js.map
+//# sourceMappingURL=funnel.js.map

package/dist/funnel.js.map

@@ -0,0 +1 @@
+{"version":3,"sources":["../src/entries/funnel.ts"],"names":[],"mappings":";;;;;;;AAGO,IAAM,MAAA,GAAS,kBAAkB,eAAe","file":"funnel.js","sourcesContent":["import { createConvenience } from '../api/factory'\nimport { funnelChartType } from '../charts/funnel/funnel-type'\n\nexport const Funnel = createConvenience(funnelChartType)\nexport { funnelChartType }\nexport { createChart } from '../api/create'\nexport { renderToString } from '../render/string'\nexport { resolveTheme, applyTheme } from '../theme/engine'\nexport type {\n  ChartData, ChartOptions, ChartInstance, ChartTypePlugin,\n  ThemeConfig, Series, RenderContext, RenderNode,\n} from '../types'\nexport type { ChartConfig } from '../api/factory'\n"]}

package/dist/gauge-type-BpDBwCeD.d.ts

@@ -0,0 +1,11 @@
+import { c as ChartTypePlugin } from './engine-CNukbv7k.js';
+
+/**
+ * Gauge / Meter chart — single-value 240° arc with stroke-based rendering.
+ *
+ * Uses stroke-linecap:round for clean rounded endcaps. No fill-based donut arcs.
+ * Looks like a modern dashboard gauge (Grafana, Material style).
+ */
+declare const gaugeChartType: ChartTypePlugin;
+
+export { gaugeChartType as g };

package/dist/gauge-type-DmjDdfsY.d.cts

@@ -0,0 +1,11 @@
+import { c as ChartTypePlugin } from './engine-CNukbv7k.cjs';
+
+/**
+ * Gauge / Meter chart — single-value 240° arc with stroke-based rendering.
+ *
+ * Uses stroke-linecap:round for clean rounded endcaps. No fill-based donut arcs.
+ * Looks like a modern dashboard gauge (Grafana, Material style).
+ */
+declare const gaugeChartType: ChartTypePlugin;
+
+export { gaugeChartType as g };

package/dist/gauge.cjs

@@ -0,0 +1,33 @@
+'use strict';
+
+var chunk3TTTELGB_cjs = require('./chunk-3TTTELGB.cjs');
+require('./chunk-5QOQR5FE.cjs');
+var chunkQHJHYV3H_cjs = require('./chunk-QHJHYV3H.cjs');
+var chunkXHQWWR5M_cjs = require('./chunk-XHQWWR5M.cjs');
+
+// src/entries/gauge.ts
+var Gauge = chunkQHJHYV3H_cjs.createConvenience(chunk3TTTELGB_cjs.gaugeChartType);
+
+Object.defineProperty(exports, "gaugeChartType", {
+  enumerable: true,
+  get: function () { return chunk3TTTELGB_cjs.gaugeChartType; }
+});
+Object.defineProperty(exports, "applyTheme", {
+  enumerable: true,
+  get: function () { return chunkXHQWWR5M_cjs.applyTheme; }
+});
+Object.defineProperty(exports, "createChart", {
+  enumerable: true,
+  get: function () { return chunkXHQWWR5M_cjs.createChart; }
+});
+Object.defineProperty(exports, "renderToString", {
+  enumerable: true,
+  get: function () { return chunkXHQWWR5M_cjs.renderToString; }
+});
+Object.defineProperty(exports, "resolveTheme", {
+  enumerable: true,
+  get: function () { return chunkXHQWWR5M_cjs.resolveTheme; }
+});
+exports.Gauge = Gauge;
+//# sourceMappingURL=gauge.cjs.map
+//# sourceMappingURL=gauge.cjs.map

package/dist/gauge.cjs.map

@@ -0,0 +1 @@
+{"version":3,"sources":["../src/entries/gauge.ts"],"names":["createConvenience","gaugeChartType"],"mappings":";;;;;;;;AAGO,IAAM,KAAA,GAAQA,oCAAkBC,gCAAc","file":"gauge.cjs","sourcesContent":["import { createConvenience } from '../api/factory'\nimport { gaugeChartType } from '../charts/gauge/gauge-type'\n\nexport const Gauge = createConvenience(gaugeChartType)\nexport { gaugeChartType }\nexport { createChart } from '../api/create'\nexport { renderToString } from '../render/string'\nexport { resolveTheme, applyTheme } from '../theme/engine'\nexport type {\n  ChartData, ChartOptions, ChartInstance, ChartTypePlugin,\n  ThemeConfig, Series, RenderContext, RenderNode,\n} from '../types'\nexport type { ChartConfig } from '../api/factory'\n"]}

package/dist/gauge.d.cts

@@ -0,0 +1,8 @@
+import { C as ChartInstance } from './engine-CNukbv7k.cjs';
+export { a as ChartData, b as ChartOptions, c as ChartTypePlugin, R as RenderContext, d as RenderNode, S as Series, T as ThemeConfig, e as applyTheme, f as createChart, r as renderToString, g as resolveTheme } from './engine-CNukbv7k.cjs';
+import { C as ChartConfig } from './factory-dbngWV4d.cjs';
+export { g as gaugeChartType } from './gauge-type-DmjDdfsY.cjs';
+
+declare const Gauge: (target: string | HTMLElement, config: ChartConfig) => ChartInstance;
+
+export { ChartConfig, ChartInstance, Gauge };

package/dist/gauge.d.ts

@@ -0,0 +1,8 @@
+import { C as ChartInstance } from './engine-CNukbv7k.js';
+export { a as ChartData, b as ChartOptions, c as ChartTypePlugin, R as RenderContext, d as RenderNode, S as Series, T as ThemeConfig, e as applyTheme, f as createChart, r as renderToString, g as resolveTheme } from './engine-CNukbv7k.js';
+import { C as ChartConfig } from './factory-jRzNNxwj.js';
+export { g as gaugeChartType } from './gauge-type-BpDBwCeD.js';
+
+declare const Gauge: (target: string | HTMLElement, config: ChartConfig) => ChartInstance;
+
+export { ChartConfig, ChartInstance, Gauge };

package/dist/gauge.js

@@ -0,0 +1,12 @@
+import { gaugeChartType } from './chunk-6KNBJ4CE.js';
+export { gaugeChartType } from './chunk-6KNBJ4CE.js';
+import './chunk-3XVGEBR4.js';
+import { createConvenience } from './chunk-GM3ZO5WV.js';
+export { applyTheme, createChart, renderToString, resolveTheme } from './chunk-3BRQGYDX.js';
+
+// src/entries/gauge.ts
+var Gauge = createConvenience(gaugeChartType);
+
+export { Gauge };
+//# sourceMappingURL=gauge.js.map
+//# sourceMappingURL=gauge.js.map

package/dist/gauge.js.map

@@ -0,0 +1 @@
+{"version":3,"sources":["../src/entries/gauge.ts"],"names":[],"mappings":";;;;;;;AAGO,IAAM,KAAA,GAAQ,kBAAkB,cAAc","file":"gauge.js","sourcesContent":["import { createConvenience } from '../api/factory'\nimport { gaugeChartType } from '../charts/gauge/gauge-type'\n\nexport const Gauge = createConvenience(gaugeChartType)\nexport { gaugeChartType }\nexport { createChart } from '../api/create'\nexport { renderToString } from '../render/string'\nexport { resolveTheme, applyTheme } from '../theme/engine'\nexport type {\n  ChartData, ChartOptions, ChartInstance, ChartTypePlugin,\n  ThemeConfig, Series, RenderContext, RenderNode,\n} from '../types'\nexport type { ChartConfig } from '../api/factory'\n"]}

package/dist/geo.cjs

@@ -0,0 +1,41 @@
+'use strict';
+
+var chunkMLD5ZIDO_cjs = require('./chunk-MLD5ZIDO.cjs');
+require('./chunk-5QOQR5FE.cjs');
+var chunkQHJHYV3H_cjs = require('./chunk-QHJHYV3H.cjs');
+var chunkXHQWWR5M_cjs = require('./chunk-XHQWWR5M.cjs');
+
+// src/entries/geo.ts
+var Geo = chunkQHJHYV3H_cjs.createConvenience(chunkMLD5ZIDO_cjs.geoChartType);
+
+Object.defineProperty(exports, "WORLD_REGIONS", {
+  enumerable: true,
+  get: function () { return chunkMLD5ZIDO_cjs.WORLD_REGIONS; }
+});
+Object.defineProperty(exports, "WORLD_SIMPLE", {
+  enumerable: true,
+  get: function () { return chunkMLD5ZIDO_cjs.WORLD_SIMPLE; }
+});
+Object.defineProperty(exports, "geoChartType", {
+  enumerable: true,
+  get: function () { return chunkMLD5ZIDO_cjs.geoChartType; }
+});
+Object.defineProperty(exports, "applyTheme", {
+  enumerable: true,
+  get: function () { return chunkXHQWWR5M_cjs.applyTheme; }
+});
+Object.defineProperty(exports, "createChart", {
+  enumerable: true,
+  get: function () { return chunkXHQWWR5M_cjs.createChart; }
+});
+Object.defineProperty(exports, "renderToString", {
+  enumerable: true,
+  get: function () { return chunkXHQWWR5M_cjs.renderToString; }
+});
+Object.defineProperty(exports, "resolveTheme", {
+  enumerable: true,
+  get: function () { return chunkXHQWWR5M_cjs.resolveTheme; }
+});
+exports.Geo = Geo;
+//# sourceMappingURL=geo.cjs.map
+//# sourceMappingURL=geo.cjs.map

package/dist/geo.cjs.map

@@ -0,0 +1 @@
+{"version":3,"sources":["../src/entries/geo.ts"],"names":["createConvenience","geoChartType"],"mappings":";;;;;;;;AAGO,IAAM,GAAA,GAAMA,oCAAkBC,8BAAY","file":"geo.cjs","sourcesContent":["import { createConvenience } from '../api/factory'\nimport { geoChartType } from '../charts/geo/geo-type'\n\nexport const Geo = createConvenience(geoChartType)\nexport { geoChartType }\nexport { WORLD_SIMPLE } from '../charts/geo/geo-type'\nexport { WORLD_REGIONS } from '../charts/geo/world-regions'\nexport type { GeoRegion, GeoOptions } from '../charts/geo/geo-type'\nexport { createChart } from '../api/create'\nexport { renderToString } from '../render/string'\nexport { resolveTheme, applyTheme } from '../theme/engine'\nexport type {\n  ChartData, ChartOptions, ChartInstance, ChartTypePlugin,\n  ThemeConfig, Series, RenderContext, RenderNode,\n} from '../types'\nexport type { ChartConfig } from '../api/factory'\n"]}

package/dist/geo.d.cts

@@ -0,0 +1,8 @@
+import { C as ChartInstance } from './engine-CNukbv7k.cjs';
+export { a as ChartData, b as ChartOptions, c as ChartTypePlugin, R as RenderContext, d as RenderNode, S as Series, T as ThemeConfig, e as applyTheme, f as createChart, r as renderToString, g as resolveTheme } from './engine-CNukbv7k.cjs';
+import { C as ChartConfig } from './factory-dbngWV4d.cjs';
+export { G as GeoOptions, a as GeoRegion, W as WORLD_REGIONS, b as WORLD_SIMPLE, g as geoChartType } from './world-regions-cMulhqDW.cjs';
+
+declare const Geo: (target: string | HTMLElement, config: ChartConfig) => ChartInstance;
+
+export { ChartConfig, ChartInstance, Geo };

package/dist/geo.d.ts

@@ -0,0 +1,8 @@
+import { C as ChartInstance } from './engine-CNukbv7k.js';
+export { a as ChartData, b as ChartOptions, c as ChartTypePlugin, R as RenderContext, d as RenderNode, S as Series, T as ThemeConfig, e as applyTheme, f as createChart, r as renderToString, g as resolveTheme } from './engine-CNukbv7k.js';
+import { C as ChartConfig } from './factory-jRzNNxwj.js';
+export { G as GeoOptions, a as GeoRegion, W as WORLD_REGIONS, b as WORLD_SIMPLE, g as geoChartType } from './world-regions-Cfvxpbx0.js';
+
+declare const Geo: (target: string | HTMLElement, config: ChartConfig) => ChartInstance;
+
+export { ChartConfig, ChartInstance, Geo };