@insiderfinance/totalfinance 0.1.0

package/modules/technical-analysis/dist/generated/validation-specs.js.map

@@ -0,0 +1 @@
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package/modules/technical-analysis/dist/index.d.ts

@@ -0,0 +1,132 @@
+/**
+ * `@insiderfinance/totalfinance/technical-analysis` — technical indicators with aligned batch output and serializable streaming state.
+ *
+ * Every indicator is both a batch function and a stream:
+ *   - `technicalAnalysis.rsi(closes, { period: 14 })` → aligned `number[]` (NaN warmup),
+ *   - `technicalAnalysis.rsi.explain(closes, { period: 14 })` → `{ value, warmup }`,
+ *   - `technicalAnalysis.rsi.stream({ period: 14 })` → stateful stream (`.next()`, `.toJSON()`),
+ *   - `technicalAnalysis.rsi.fromJSON(snapshot)` → restored stream.
+ *
+ * Batch is derived from the stream, so batch and stream outputs are identical by construction.
+ */
+import { dollarBars, dollarImbalanceBars, dollarRunBars, imbalanceBars, kagi, lineBreak, pointAndFigure, rangeBars, renko, runBars, tickBars, volumeBars, volumeImbalanceBars, volumeRunBars } from './chart-types.js';
+import { breakouts, channel, fibExtension, fibRetracement, fractals, gapFill, gaps, lineAt, marketStructure, openingRange, openingRangeBreakout, orbRetest, pivots, previousSessionLevels, sessionRanges, supportResistance, swings, trendlines } from './price-action.js';
+export { sma, ema, wma, rma, dema, tema, trima, t3, kama, hma, zlema, alma, vidya, mcginley, superSmoother, vwma, rollingVwap, anchoredVwap, frama, mama, } from './moving-averages.js';
+export { rsi } from './rsi.js';
+export { macd } from './macd.js';
+export { roc, rocp, rocr, rocr100, momentum, cmo, apo, ppo, stochRsi, trix, dpo, tsi, kst, connorsRsi, cci, williamsR, awesomeOscillator, ultimateOscillator, fisherTransform, macdExt, macdFix, } from './oscillators.js';
+export { bbands } from './bands.js';
+export { atr, stochastic, adx, vwap, obv } from './bars.js';
+export { barsFromColumns, columnsFromBars } from './columns.js';
+export type { BarColumns } from './columns.js';
+export { stochastic as stoch } from './bars.js';
+export { bbands as bb } from './bands.js';
+export { williamsR as willr } from './oscillators.js';
+export { dmi, plusDI, minusDI, plusDM, minusDM, dx, adxr, aroon, aroonOscillator, psar, psarExt, supertrend, ichimoku, vortex, donchianTrend, linreg, linregSlope, linregIntercept, linregAngle, tsf, chandelierExit, zigzag, } from './trend.js';
+export { natr, bollingerBandWidth, bollingerPercentB, keltner, donchian, standardDeviation, variance, historicalVolatility, realizedVolatility, relativeVolatilityIndex, parkinson, garmanKlass, rogersSatchell, yangZhang, chaikinVolatility, } from './volatility.js';
+export { adLine, chaikinOscillator, chaikinMoneyFlow, mfi, pvt, easeOfMovement, forceIndex, nvi, pvi, klinger, vfi, relativeVolume, cvd, volumeProfile, orderBookImbalance, } from './volume.js';
+export { tradeSign, cumulativeVolumeDelta, CvdAggregator, tickVolumeProfile, bookImbalance, microprice, footprintBars, } from './microstructure.js';
+export type { Trade, Quote, BookLevel, OrderBook, SignContext, AggressorMethod, CvdResult, CvdParameters, TickVolumeBin, TickVolumeProfile, TickVolumeProfileParameters, BookImbalanceParameters, FootprintBar, FootprintBarParameters, } from './microstructure.js';
+export { candleAverage, candleColor, cdlDojiTalib, cdlMarubozuTalib, cdlClosingMarubozuTalib, talibCandle, CANDLE_SETTINGS, TALIB_CANDLE_NAMES, } from './candle-talib.js';
+export type { CandleRangeType, CandleSetting, CandleSettingName } from './candle-talib.js';
+export { candlesticks, candlestickNames, detectCandles, CandleView } from './candlesticks.js';
+export { cdlPattern, cdlInside, cdlDoji, cdlZ, CDL_ALIASES, PANDAS_CDL_ALIASES, resolveCandleName, } from './candle-aliases.js';
+export { dsp, ebsw, htDcPeriod, htDcPhase, htPhasor, htSine, htTrendMode, htTrendline, msw, HilbertCore, } from './cycle.js';
+export { bias, cfo, forecastOscillator, coppock, cti, efficiencyRatio, centerOfGravity, psychologicalLine, slope, pvo, elderRay, brar, kdj, relativeVigorIndex, pgo, trixHistogram, smiErgodic, volumeWeightedMacd, inertia, laguerreRsi, qqe, rsx, schaffTrendCycle, squeeze, squeezePro, projectionOscillator, tdSequential, } from './momentum-ext.js';
+export { fwma, sineWma, pascalWma, symmetricWma, jma, holtWinterMovingAverage, rainbowMovingAverage, movingAverageRibbon, gannHighLowActivator, vwapBands, sessionVwap, rollingAnchoredVwap, hl2, hlc3, ohlc4, wcp, zlma, } from './overlap-ext.js';
+export { amat, choppinessIndex, chandeKrollStop, centralPivotRange, linearDecay, exponentialDecay, increasing, decreasing, longRun, shortRun, pMax, qstick, ttmTrend, verticalHorizontalFilter, trendSignals, crossSignals, } from './trend-ext.js';
+export { aberration, accelerationBands, holtWinterChannel, massIndex, priceDistance, elderThermometer, ulcerIndex, atrBands, percentAtr, volatilityStop, } from './volatility-ext.js';
+export { archerObv, marketFacilitationIndex, priceVolume, priceVolumeRank, volumeOscillator, williamsAd, efi, emv, kvo, } from './volume-ext.js';
+export { movingAverage, mavp, midpoint, midprice, bop, stochFast, beta, correl, pairs, rollingMin, rollingMax, rollingSum, rollingMinIndex, rollingMaxIndex, rollingMinMax, rollingMinMaxIndex, } from './statistics.js';
+export { renko, RenkoStream, lineBreak, LineBreakStream, kagi, pointAndFigure, rangeBars, tickBars, volumeBars, dollarBars, imbalanceBars, volumeImbalanceBars, dollarImbalanceBars, runBars, volumeRunBars, dollarRunBars, aggregators, BarAggregator, InformationBarAggregator, } from './chart-types.js';
+export { pivots, swings, fractals, supportResistance, trendlines, channel, lineAt, breakouts, gaps, marketStructure, sessionRanges, openingRange, openingRangeBreakout, orbRetest, fibRetracement, fibExtension, FIB_RETRACEMENT_LEVELS, FIB_EXTENSION_LEVELS, previousSessionLevels, gapFill, } from './price-action.js';
+export type { FibLevel, PriorSessionLevel, GapFillEvent } from './price-action.js';
+export { fairValueGaps, orderBlocks, liquiditySweeps, smcSweep, swingTrailingStop, atrTrailingStop, equalHighs, equalLows, } from './price-action-ext.js';
+export type { ZonePoint, FvgParameters, OrderBlockParameters, LiquiditySweepParameters, LiquiditySweepPoint, TrailingStopPoint, SwingTrailingStopParameters, AtrTrailingStopParameters, EqualLevelParameters, EqualLevelPoint, SmcSweepParameters, } from './price-action-ext.js';
+export { resample, alignToBars } from './resample.js';
+export type { TimeBar, ResampledBar, ResampleInterval, ResampleOptions, AlignOptions, } from './resample.js';
+export { divergence, divergences } from './divergence.js';
+export type { DivergenceKind, DivergenceCode, DivergencePoint, DivergenceEvent, DivergenceParameters, SwingWindow, } from './divergence.js';
+export { returns, logReturns, rollingVolatility } from './series.js';
+export { drawdown } from './performance-ext.js';
+export { acos, asin, atan, ceil, cos, cosh, exp, floor, ln, log10, sin, sinh, sqrt, tan, tanh, add, sub, mult, div, crossover, crossany, } from './math.js';
+export { bar, typicalPrice, medianPrice, weightedClose, averagePrice, realBody, upperShadow, lowerShadow, candleRange, trueRange, gap, heikinAshi, } from './transforms.js';
+export { features, FeaturePipeline } from './pipeline.js';
+export { defineIndicator, register, getIndicator, hasIndicator, listIndicators, indicatorCategories, registryMarkdown, } from './registry.js';
+export { ALIAS_TABLE, resolveIndicator, resolveIndicatorName, aliasesOf, compatibilityMatrixMarkdown, } from './aliases.js';
+export { indicatorWarmup, indicatorWarmups, warmupMarkdown } from './warmup.js';
+export type { WarmupMetadata } from './warmup.js';
+export { describeIndicator, searchIndicators } from './discover.js';
+export type { IndicatorDescription, IndicatorRow, IndicatorMatchEvidence, SearchMatchMode, SearchIndicatorsOptions, SearchIndicatorsResult, } from './discover.js';
+export type { IndicatorNumberOutput, IndicatorOutputValue, IndicatorVisualization, IndicatorOutputMetadata, } from './output-meta.js';
+export { shift, lag, difference, change, fractionalChange, cumulativeSum, zScore, normalize, rescale, rollingMedian, rollingMeanAbsoluteDeviation, standardError, rollingRank, percentRank, rollingQuantile, winsorize, skew, kurtosis, entropy, covariance, rSquared, rollingRegression, tosStdevAll, barSince, valueWhen, rollingMean, rollingBeta, rollingCorrelation, highestBars, lowestBars, } from './features-ext.js';
+export type { RescaleParameters, QuantileParameters, WinsorizeParameters, CovarianceParameters, RegressionPoint, TosStdevAllParameters, TosStdevAllPoint, ValueWhenParameters, } from './features-ext.js';
+export { signal, SignalBuilder, RuleBuilder, SignalContext, condition, crossOver, crossUnder, gt, lt, gte, lte, rising, falling, between, not, } from './signal.js';
+export type { BarInput, IndicatorStream, LiveStream, Indicator, TechnicalAnalysisSnapshot, SnapshotState, TechnicalAnalysisExplain, TechnicalAnalysisAssumptionExtras, IndicatorConventions, } from './framework.js';
+export { SCHEMA_VERSION, checkSnapshotVersion, readSnapshot, snapshotOf, streamAsync, collectAsync, } from './framework.js';
+export type { PeriodParameters, T3Parameters, KamaParameters, AlmaParameters, VidyaParameters, AnchoredVwapParameters, FramaParameters, MamaParameters, MamaPoint, } from './moving-averages.js';
+export type { RsiParameters } from './rsi.js';
+export type { MacdParameters, MacdPoint } from './macd.js';
+export type { BollingerParameters, BollingerPoint } from './bands.js';
+export type { StochasticParameters, StochasticPoint, AdxPoint, WilderPeriodParameters, } from './bars.js';
+export type { RocParameters, ApoParameters, PpoParameters, PpoPoint, StochRsiParameters, StochRsiPoint, TsiParameters, TsiPoint, KstParameters, KstPoint, ConnorsRsiParameters, AwesomeParameters, UltimateParameters, FisherParameters, FisherPoint, MovingAverageType, MacdExtParameters, MacdFixParameters, } from './oscillators.js';
+export type { DmiPoint, AroonPoint, PsarParameters, PsarPoint, PsarExtParameters, SupertrendParameters, SupertrendPoint, IchimokuParameters, IchimokuPoint, VortexPoint, LinregPoint, ChandelierParameters, ChandelierPoint, ZigZagParameters, ZigZagPivot, } from './trend.js';
+export type { KeltnerParameters, ChannelPoint, StandardDeviationParameters, HistoricalVolatilityParameters, RangeVolatilityParameters, ChaikinVolatilityParameters, RviParameters, } from './volatility.js';
+export type { ChaikinOscParameters, EomParameters, KlingerParameters, KlingerPoint, VfiParameters, VolumeProfileParameters, VolumeBin, VolumeProfile, OrderBookLevel, } from './volume.js';
+export type { CandleDetector, CandleMatch } from './candlesticks.js';
+export type { CandleZParameters, CandleZPoint } from './candle-aliases.js';
+export type { DspParameters, EbswParameters, HilbertOut, MswParameters, MswPoint, PhasorPoint, SinePoint, } from './cycle.js';
+export type { CoppockParameters, PvoParameters, PvoPoint, ElderRayPoint, BrarPoint, KdjParameters, KdjPoint, RvgiPoint, TrixHistogramParameters, TrixHistogramPoint, SmiParameters, SmiPoint, VwMacdParameters, InertiaParameters, LaguerreParameters, QqeParameters, QqePoint, StcParameters, SqueezeParameters, SqueezePoint, SqueezeProParameters, SqueezeProPoint, ProjectionPoint, TdSequentialParameters, TdSequentialPoint, } from './momentum-ext.js';
+export type { JmaParameters, HwmaParameters, RainbowParameters, MovingAverageRibbonParameters, GannHiLoPoint, VwapBandsParameters, VwapBandsPoint, SessionVwapParameters, RollingAnchoredVwapParameters, AnchoredVwapPoint, } from './overlap-ext.js';
+export type { ChandeKrollStopParameters, ChandeKrollStopPoint, CprPoint, AmatParameters, AmatPoint, TrendTestParameters, PmaxParameters, PmaxPoint, TrendSignalPoint, CrossSignalParameters, } from './trend-ext.js';
+export type { AberrationParameters, AberrationPoint, AccelerationBandsParameters, HoltWinterChannelParameters, MassIndexParameters, ElderThermometerParameters, ElderThermometerPoint, AtrBandsParameters, VolatilityStopParameters, VolatilityStopPoint, } from './volatility-ext.js';
+export type { ArcherObvParameters, ArcherObvPoint, PriceVolumeParameters, VolumeOscillatorParameters, } from './volume-ext.js';
+export type { DrawdownPoint } from './performance-ext.js';
+export type { MovingAverageName, MovingAverageParameters, MavpParameters, Pair, MinMaxPoint, MinMaxIndexPoint, } from './statistics.js';
+export type { RenkoParameters, RenkoBrick, LineBreakParameters, LineBreakBar, KagiParameters, KagiSegment, PnfParameters, PnfColumn, RangeBarParameters, CountBarParameters, VolumeBarParameters, DollarBarParameters, InformationBarParameters, AggregateStream, } from './chart-types.js';
+export type { PivotMethod, PivotLevels, SwingPoint, Swings, SrLevel, SupportResistance, Line, Gap, SwingLabel, LabeledSwing, StructureEvent, StructureEventType, MarketStructure, SessionRange, OpeningRange, } from './price-action.js';
+export type { RollingVolatilityParameters } from './series.js';
+export type { HeikinAshiBar } from './transforms.js';
+export type { Field, FeatureColumn } from './pipeline.js';
+export type { IndicatorInputs, IndicatorCategory, IndicatorMetadata, RegisteredIndicator, IndicatorDefinition, } from './registry.js';
+export type { IndicatorAliasRow } from './aliases.js';
+export type { Operand, Condition, SignalEvent, Rule, Term } from './signal.js';
+/** Chart-construction group: alternative chart types built from OHLC bars. */
+export declare const charts: {
+    readonly renko: typeof renko;
+    readonly lineBreak: typeof lineBreak;
+    readonly kagi: typeof kagi;
+    readonly pointAndFigure: typeof pointAndFigure;
+    readonly rangeBars: typeof rangeBars;
+    readonly tickBars: typeof tickBars;
+    readonly volumeBars: typeof volumeBars;
+    readonly dollarBars: typeof dollarBars;
+    readonly imbalanceBars: typeof imbalanceBars;
+    readonly volumeImbalanceBars: typeof volumeImbalanceBars;
+    readonly dollarImbalanceBars: typeof dollarImbalanceBars;
+    readonly runBars: typeof runBars;
+    readonly volumeRunBars: typeof volumeRunBars;
+    readonly dollarRunBars: typeof dollarRunBars;
+};
+/** Price-action group: swings, structure, ranges, and level detection. */
+export declare const priceAction: {
+    readonly pivots: typeof pivots;
+    readonly swings: typeof swings;
+    readonly fractals: typeof fractals;
+    readonly supportResistance: typeof supportResistance;
+    readonly trendlines: typeof trendlines;
+    readonly channel: typeof channel;
+    readonly lineAt: typeof lineAt;
+    readonly breakouts: typeof breakouts;
+    readonly gaps: typeof gaps;
+    readonly marketStructure: typeof marketStructure;
+    readonly sessionRanges: typeof sessionRanges;
+    readonly openingRange: typeof openingRange;
+    readonly openingRangeBreakout: typeof openingRangeBreakout;
+    readonly orbRetest: typeof orbRetest;
+    readonly fibRetracement: typeof fibRetracement;
+    readonly fibExtension: typeof fibExtension;
+    readonly previousSessionLevels: typeof previousSessionLevels;
+    readonly gapFill: typeof gapFill;
+};
+//# sourceMappingURL=index.d.ts.map

package/modules/technical-analysis/dist/index.d.ts.map

@@ -0,0 +1 @@
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package/modules/technical-analysis/dist/index.js

@@ -0,0 +1,100 @@
+/**
+ * `@insiderfinance/totalfinance/technical-analysis` — technical indicators with aligned batch output and serializable streaming state.
+ *
+ * Every indicator is both a batch function and a stream:
+ *   - `technicalAnalysis.rsi(closes, { period: 14 })` → aligned `number[]` (NaN warmup),
+ *   - `technicalAnalysis.rsi.explain(closes, { period: 14 })` → `{ value, warmup }`,
+ *   - `technicalAnalysis.rsi.stream({ period: 14 })` → stateful stream (`.next()`, `.toJSON()`),
+ *   - `technicalAnalysis.rsi.fromJSON(snapshot)` → restored stream.
+ *
+ * Batch is derived from the stream, so batch and stream outputs are identical by construction.
+ */
+import { dollarBars, dollarImbalanceBars, dollarRunBars, imbalanceBars, kagi, lineBreak, pointAndFigure, rangeBars, renko, runBars, tickBars, volumeBars, volumeImbalanceBars, volumeRunBars, } from './chart-types.js';
+import { breakouts, channel, fibExtension, fibRetracement, fractals, gapFill, gaps, lineAt, marketStructure, openingRange, openingRangeBreakout, orbRetest, pivots, previousSessionLevels, sessionRanges, supportResistance, swings, trendlines, } from './price-action.js';
+export { sma, ema, wma, rma, dema, tema, trima, t3, kama, hma, zlema, alma, vidya, mcginley, superSmoother, vwma, rollingVwap, anchoredVwap, frama, mama, } from './moving-averages.js';
+export { rsi } from './rsi.js';
+export { macd } from './macd.js';
+export { roc, rocp, rocr, rocr100, momentum, cmo, apo, ppo, stochRsi, trix, dpo, tsi, kst, connorsRsi, cci, williamsR, awesomeOscillator, ultimateOscillator, fisherTransform, macdExt, macdFix, } from './oscillators.js';
+export { bbands } from './bands.js';
+export { atr, stochastic, adx, vwap, obv } from './bars.js';
+export { barsFromColumns, columnsFromBars } from './columns.js';
+// The classic TA-Lib / pandas-ta spellings, exported as real bindings so the name a user reaches for
+// first (`import { stoch, willr, bb }`) resolves under ESM instead of failing as "not a function".
+// (String aliases in `./aliases.ts` still power `resolveIndicator(name)`; these are the import ergonomics.)
+export { stochastic as stoch } from './bars.js';
+export { bbands as bb } from './bands.js';
+export { williamsR as willr } from './oscillators.js';
+export { dmi, plusDI, minusDI, plusDM, minusDM, dx, adxr, aroon, aroonOscillator, psar, psarExt, supertrend, ichimoku, vortex, donchianTrend, linreg, linregSlope, linregIntercept, linregAngle, tsf, chandelierExit, zigzag, } from './trend.js';
+export { natr, bollingerBandWidth, bollingerPercentB, keltner, donchian, standardDeviation, variance, historicalVolatility, realizedVolatility, relativeVolatilityIndex, parkinson, garmanKlass, rogersSatchell, yangZhang, chaikinVolatility, } from './volatility.js';
+export { adLine, chaikinOscillator, chaikinMoneyFlow, mfi, pvt, easeOfMovement, forceIndex, nvi, pvi, klinger, vfi, relativeVolume, cvd, volumeProfile, orderBookImbalance, } from './volume.js';
+export { tradeSign, cumulativeVolumeDelta, CvdAggregator, tickVolumeProfile, bookImbalance, microprice, footprintBars, } from './microstructure.js';
+export { candleAverage, candleColor, cdlDojiTalib, cdlMarubozuTalib, cdlClosingMarubozuTalib, talibCandle, CANDLE_SETTINGS, TALIB_CANDLE_NAMES, } from './candle-talib.js';
+export { candlesticks, candlestickNames, detectCandles, CandleView } from './candlesticks.js';
+export { cdlPattern, cdlInside, cdlDoji, cdlZ, CDL_ALIASES, PANDAS_CDL_ALIASES, resolveCandleName, } from './candle-aliases.js';
+export { dsp, ebsw, htDcPeriod, htDcPhase, htPhasor, htSine, htTrendMode, htTrendline, msw, HilbertCore, } from './cycle.js';
+export { bias, cfo, forecastOscillator, coppock, cti, efficiencyRatio, centerOfGravity, psychologicalLine, slope, pvo, elderRay, brar, kdj, relativeVigorIndex, pgo, trixHistogram, smiErgodic, volumeWeightedMacd, inertia, laguerreRsi, qqe, rsx, schaffTrendCycle, squeeze, squeezePro, projectionOscillator, tdSequential, } from './momentum-ext.js';
+export { fwma, sineWma, pascalWma, symmetricWma, jma, holtWinterMovingAverage, rainbowMovingAverage, movingAverageRibbon, gannHighLowActivator, vwapBands, sessionVwap, rollingAnchoredVwap, hl2, hlc3, ohlc4, wcp, zlma, } from './overlap-ext.js';
+export { amat, choppinessIndex, chandeKrollStop, centralPivotRange, linearDecay, exponentialDecay, increasing, decreasing, longRun, shortRun, pMax, qstick, ttmTrend, verticalHorizontalFilter, trendSignals, crossSignals, } from './trend-ext.js';
+export { aberration, accelerationBands, holtWinterChannel, massIndex, priceDistance, elderThermometer, ulcerIndex, atrBands, percentAtr, volatilityStop, } from './volatility-ext.js';
+export { archerObv, marketFacilitationIndex, priceVolume, priceVolumeRank, volumeOscillator, williamsAd, efi, emv, kvo, } from './volume-ext.js';
+export { movingAverage, mavp, midpoint, midprice, bop, stochFast, beta, correl, pairs, rollingMin, rollingMax, rollingSum, rollingMinIndex, rollingMaxIndex, rollingMinMax, rollingMinMaxIndex, } from './statistics.js';
+export { renko, RenkoStream, lineBreak, LineBreakStream, kagi, pointAndFigure, rangeBars, tickBars, volumeBars, dollarBars, imbalanceBars, volumeImbalanceBars, dollarImbalanceBars, runBars, volumeRunBars, dollarRunBars, aggregators, BarAggregator, InformationBarAggregator, } from './chart-types.js';
+export { pivots, swings, fractals, supportResistance, trendlines, channel, lineAt, breakouts, gaps, marketStructure, sessionRanges, openingRange, openingRangeBreakout, orbRetest, fibRetracement, fibExtension, FIB_RETRACEMENT_LEVELS, FIB_EXTENSION_LEVELS, previousSessionLevels, gapFill, } from './price-action.js';
+export { fairValueGaps, orderBlocks, liquiditySweeps, smcSweep, swingTrailingStop, atrTrailingStop, equalHighs, equalLows, } from './price-action-ext.js';
+export { resample, alignToBars } from './resample.js';
+export { divergence, divergences } from './divergence.js';
+export { returns, logReturns, rollingVolatility } from './series.js';
+export { drawdown } from './performance-ext.js';
+export { acos, asin, atan, ceil, cos, cosh, exp, floor, ln, log10, sin, sinh, sqrt, tan, tanh, add, sub, mult, div, crossover, crossany, } from './math.js';
+export { bar, typicalPrice, medianPrice, weightedClose, averagePrice, realBody, upperShadow, lowerShadow, candleRange, trueRange, gap, heikinAshi, } from './transforms.js';
+export { features, FeaturePipeline } from './pipeline.js';
+export { defineIndicator, register, getIndicator, hasIndicator, listIndicators, indicatorCategories, registryMarkdown, } from './registry.js';
+export { ALIAS_TABLE, resolveIndicator, resolveIndicatorName, aliasesOf, compatibilityMatrixMarkdown, } from './aliases.js';
+export { indicatorWarmup, indicatorWarmups, warmupMarkdown } from './warmup.js';
+// Targeted discovery (agent-native): one indicator's card + name/alias search with pagination.
+export { describeIndicator, searchIndicators } from './discover.js';
+export { shift, lag, difference, change, fractionalChange, cumulativeSum, zScore, normalize, rescale, rollingMedian, rollingMeanAbsoluteDeviation, standardError, rollingRank, percentRank, rollingQuantile, winsorize, skew, kurtosis, entropy, covariance, rSquared, rollingRegression, tosStdevAll, barSince, valueWhen, rollingMean, rollingBeta, rollingCorrelation, highestBars, lowestBars, } from './features-ext.js';
+export { signal, SignalBuilder, RuleBuilder, SignalContext, condition, crossOver, crossUnder, gt, lt, gte, lte, rising, falling, between, not, } from './signal.js';
+export { SCHEMA_VERSION, checkSnapshotVersion, readSnapshot, snapshotOf, streamAsync, collectAsync, } from './framework.js';
+/** Chart-construction group: alternative chart types built from OHLC bars. */
+export const charts = {
+    renko,
+    lineBreak,
+    kagi,
+    pointAndFigure,
+    rangeBars,
+    tickBars,
+    volumeBars,
+    dollarBars,
+    imbalanceBars,
+    volumeImbalanceBars,
+    dollarImbalanceBars,
+    runBars,
+    volumeRunBars,
+    dollarRunBars,
+};
+/** Price-action group: swings, structure, ranges, and level detection. */
+export const priceAction = {
+    pivots,
+    swings,
+    fractals,
+    supportResistance,
+    trendlines,
+    channel,
+    lineAt,
+    breakouts,
+    gaps,
+    marketStructure,
+    sessionRanges,
+    openingRange,
+    openingRangeBreakout,
+    orbRetest,
+    fibRetracement,
+    fibExtension,
+    previousSessionLevels,
+    gapFill,
+};
+// The eponymous `ta` namespace object was DELETED (P3.3): it duplicated the module's own
+// exports one level down (umbrella users saw `technicalAnalysis.ta`). Use the module namespace instead:
+// `import * as ta from '@insiderfinance/totalfinance/technical-analysis'`.
+//# sourceMappingURL=index.js.map

package/modules/technical-analysis/dist/index.js.map

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package/modules/technical-analysis/dist/indicator-metadata.d.ts

@@ -0,0 +1,21 @@
+/** Package-private metadata binding shared by built-in leaves and registry discovery. */
+import { type Indicator, type IndicatorConventions, type IndicatorInputKind } from './framework.js';
+/** The runtime contract a built-in carries even when discovery is not imported. */
+export interface BuiltinIndicatorMetadata {
+    readonly inputs: IndicatorInputKind;
+    readonly parameters: readonly string[];
+    readonly defaults?: Record<string, unknown>;
+    readonly conventions?: IndicatorConventions;
+}
+/**
+ * Copy and freeze containers without cloning callable values. Defaults may contain resolver
+ * functions, and registered indicators must retain their callable identity.
+ */
+export declare function frozenCopy<T>(value: T): T;
+/**
+ * Bind before returning the newly constructed facade: callers never depend on registry import
+ * order for validation or disclosure. The original function (and its stream/restore identity)
+ * is returned unchanged. This does not calculate or invoke a stream factory/default resolver.
+ */
+export declare function withBuiltinMetadata<Params, In, Out>(indicator: Indicator<Params, In, Out>, metadata: BuiltinIndicatorMetadata): Indicator<Params, In, Out>;
+//# sourceMappingURL=indicator-metadata.d.ts.map

package/modules/technical-analysis/dist/indicator-metadata.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"indicator-metadata.d.ts","sourceRoot":"","sources":["../src/indicator-metadata.ts"],"names":[],"mappings":"AAAA,yFAAyF;AACzF,OAAO,EAEL,KAAK,SAAS,EACd,KAAK,oBAAoB,EACzB,KAAK,kBAAkB,EACxB,MAAM,gBAAgB,CAAC;AAExB,mFAAmF;AACnF,MAAM,WAAW,wBAAwB;IACvC,QAAQ,CAAC,MAAM,EAAE,kBAAkB,CAAC;IACpC,QAAQ,CAAC,UAAU,EAAE,SAAS,MAAM,EAAE,CAAC;IACvC,QAAQ,CAAC,QAAQ,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,CAAC;IAC5C,QAAQ,CAAC,WAAW,CAAC,EAAE,oBAAoB,CAAC;CAC7C;AAED;;;GAGG;AACH,wBAAgB,UAAU,CAAC,CAAC,EAAE,KAAK,EAAE,CAAC,GAAG,CAAC,CASzC;AAED;;;;GAIG;AACH,wBAAgB,mBAAmB,CAAC,MAAM,EAAE,EAAE,EAAE,GAAG,EACjD,SAAS,EAAE,SAAS,CAAC,MAAM,EAAE,EAAE,EAAE,GAAG,CAAC,EACrC,QAAQ,EAAE,wBAAwB,GACjC,SAAS,CAAC,MAAM,EAAE,EAAE,EAAE,GAAG,CAAC,CAG5B"}

package/modules/technical-analysis/dist/indicator-metadata.js

@@ -0,0 +1,23 @@
+/** Package-private metadata binding shared by built-in leaves and registry discovery. */
+import { bindIndicatorMetadata, } from './framework.js';
+/**
+ * Copy and freeze containers without cloning callable values. Defaults may contain resolver
+ * functions, and registered indicators must retain their callable identity.
+ */
+export function frozenCopy(value) {
+    if (Array.isArray(value))
+        return Object.freeze(value.map((v) => frozenCopy(v)));
+    if (value !== null && typeof value === 'object')
+        return Object.freeze(Object.fromEntries(Object.entries(value).map(([k, v]) => [k, frozenCopy(v)])));
+    return value;
+}
+/**
+ * Bind before returning the newly constructed facade: callers never depend on registry import
+ * order for validation or disclosure. The original function (and its stream/restore identity)
+ * is returned unchanged. This does not calculate or invoke a stream factory/default resolver.
+ */
+export function withBuiltinMetadata(indicator, metadata) {
+    bindIndicatorMetadata(indicator, frozenCopy(metadata));
+    return indicator;
+}
+//# sourceMappingURL=indicator-metadata.js.map

package/modules/technical-analysis/dist/indicator-metadata.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"indicator-metadata.js","sourceRoot":"","sources":["../src/indicator-metadata.ts"],"names":[],"mappings":"AAAA,yFAAyF;AACzF,OAAO,EACL,qBAAqB,GAItB,MAAM,gBAAgB,CAAC;AAUxB;;;GAGG;AACH,MAAM,UAAU,UAAU,CAAI,KAAQ;IACpC,IAAI,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC;QAAE,OAAO,MAAM,CAAC,MAAM,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,UAAU,CAAC,CAAC,CAAC,CAAC,CAAiB,CAAC;IAChG,IAAI,KAAK,KAAK,IAAI,IAAI,OAAO,KAAK,KAAK,QAAQ;QAC7C,OAAO,MAAM,CAAC,MAAM,CAClB,MAAM,CAAC,WAAW,CAChB,MAAM,CAAC,OAAO,CAAC,KAAgC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,CACrF,CACG,CAAC;IACT,OAAO,KAAK,CAAC;AACf,CAAC;AAED;;;;GAIG;AACH,MAAM,UAAU,mBAAmB,CACjC,SAAqC,EACrC,QAAkC;IAElC,qBAAqB,CAAC,SAAS,EAAE,UAAU,CAAC,QAAQ,CAAC,CAAC,CAAC;IACvD,OAAO,SAAS,CAAC;AACnB,CAAC"}

package/modules/technical-analysis/dist/limits.d.ts

@@ -0,0 +1,19 @@
+/**
+ * Largest public TA lookback/window.
+ *
+ * Several streams precompute one or two arrays of this length. One million therefore means at most
+ * roughly 8–16 MB of packed numeric storage and a bounded synchronous setup pass, while already
+ * exceeding any practical chart history. Safe-integer validation alone is not resource safety:
+ * `2 ** 32` is exact but `new Array(2 ** 32)` throws a raw RangeError before a stream exists.
+ */
+export declare const MAX_TECHNICAL_ANALYSIS_LOOKBACK = 1000000;
+/**
+ * Largest number of independent indicator streams one public constructor may create eagerly.
+ *
+ * This is intentionally much smaller than a chart lookback: `levels` and `periods.length` allocate
+ * whole stream objects, not packed numeric slots. One thousand twenty-four already exceeds any
+ * useful rainbow/ribbon configuration while preventing one valid-looking request from allocating a
+ * million objects synchronously.
+ */
+export declare const MAX_TECHNICAL_ANALYSIS_PARALLEL_STREAMS = 1024;
+//# sourceMappingURL=limits.d.ts.map

package/modules/technical-analysis/dist/limits.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"limits.d.ts","sourceRoot":"","sources":["../src/limits.ts"],"names":[],"mappings":"AAAA;;;;;;;GAOG;AACH,eAAO,MAAM,+BAA+B,UAAY,CAAC;AAEzD;;;;;;;GAOG;AACH,eAAO,MAAM,uCAAuC,OAAQ,CAAC"}

package/modules/technical-analysis/dist/limits.js

@@ -0,0 +1,19 @@
+/**
+ * Largest public TA lookback/window.
+ *
+ * Several streams precompute one or two arrays of this length. One million therefore means at most
+ * roughly 8–16 MB of packed numeric storage and a bounded synchronous setup pass, while already
+ * exceeding any practical chart history. Safe-integer validation alone is not resource safety:
+ * `2 ** 32` is exact but `new Array(2 ** 32)` throws a raw RangeError before a stream exists.
+ */
+export const MAX_TECHNICAL_ANALYSIS_LOOKBACK = 1_000_000;
+/**
+ * Largest number of independent indicator streams one public constructor may create eagerly.
+ *
+ * This is intentionally much smaller than a chart lookback: `levels` and `periods.length` allocate
+ * whole stream objects, not packed numeric slots. One thousand twenty-four already exceeds any
+ * useful rainbow/ribbon configuration while preventing one valid-looking request from allocating a
+ * million objects synchronously.
+ */
+export const MAX_TECHNICAL_ANALYSIS_PARALLEL_STREAMS = 1_024;
+//# sourceMappingURL=limits.js.map

package/modules/technical-analysis/dist/limits.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"limits.js","sourceRoot":"","sources":["../src/limits.ts"],"names":[],"mappings":"AAAA;;;;;;;GAOG;AACH,MAAM,CAAC,MAAM,+BAA+B,GAAG,SAAS,CAAC;AAEzD;;;;;;;GAOG;AACH,MAAM,CAAC,MAAM,uCAAuC,GAAG,KAAK,CAAC"}

package/modules/technical-analysis/dist/macd.d.ts

@@ -0,0 +1,29 @@
+/** MACD — Moving Average Convergence/Divergence (spec §13.3). */
+import { type IndicatorStream, type TechnicalAnalysisSnapshot } from './framework.js';
+export interface MacdParameters {
+    fast?: number;
+    slow?: number;
+    signal?: number;
+}
+export interface MacdPoint {
+    macd: number;
+    signal: number;
+    histogram: number;
+}
+declare class MacdStream implements IndicatorStream<number, MacdPoint> {
+    private fast;
+    private slow;
+    private signalEma;
+    value: MacdPoint | null;
+    constructor(parameters: {
+        fast: number;
+        slow: number;
+        signal: number;
+    });
+    next(value: number): MacdPoint | null;
+    toJSON(): TechnicalAnalysisSnapshot;
+    static fromJSON(snapshot: TechnicalAnalysisSnapshot): MacdStream;
+}
+export declare const macd: import("./framework.js").Indicator<MacdParameters, number, MacdPoint>;
+export { MacdStream };
+//# sourceMappingURL=macd.d.ts.map

package/modules/technical-analysis/dist/macd.d.ts.map

@@ -0,0 +1 @@
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package/modules/technical-analysis/dist/macd.js

@@ -0,0 +1,61 @@
+/** MACD — Moving Average Convergence/Divergence (spec §13.3). */
+import * as builtinMetadata from './builtin-metadata.js';
+import { withBuiltinMetadata } from './indicator-metadata.js';
+import { makeIndicator, snapshotOf, readSnapshot, } from './framework.js';
+import { EmaStream } from './moving-averages.js';
+import { requirePeriod } from './validate.js';
+import { requireStreamParameters } from './stream-validation.js';
+class MacdStream {
+    fast;
+    slow;
+    signalEma;
+    value = null;
+    constructor(parameters) {
+        requireStreamParameters('MacdStream.constructor#0', 'MacdStream', parameters);
+        const { fast, slow, signal } = parameters;
+        this.fast = new EmaStream(fast);
+        this.slow = new EmaStream(slow);
+        this.signalEma = new EmaStream(signal);
+    }
+    next(value) {
+        const f = this.fast.next(value);
+        const s = this.slow.next(value);
+        if (f === null || s === null) {
+            this.value = null;
+            return null;
+        }
+        const macd = f - s;
+        const sig = this.signalEma.next(macd);
+        if (sig === null) {
+            this.value = null;
+            return null;
+        }
+        this.value = { macd, signal: sig, histogram: macd - sig };
+        return this.value;
+    }
+    toJSON() {
+        return snapshotOf('macd', {
+            fast: this.fast.toJSON(),
+            slow: this.slow.toJSON(),
+            signal: this.signalEma.toJSON(),
+            value: this.value,
+        });
+    }
+    static fromJSON(snapshot) {
+        const state = readSnapshot(snapshot, 'macd');
+        const x = new MacdStream({ fast: 1, slow: 1, signal: 1 });
+        x.fast = EmaStream.fromJSON(state.child('fast'));
+        x.slow = EmaStream.fromJSON(state.child('slow'));
+        x.signalEma = EmaStream.fromJSON(state.child('signal'));
+        x.value = state.cached('value');
+        return x;
+    }
+}
+const nanPoint = () => ({ macd: NaN, signal: NaN, histogram: NaN });
+export const macd = withBuiltinMetadata(makeIndicator((p) => new MacdStream({
+    fast: requirePeriod(p.fast ?? 12, 'macd', 'fast'),
+    slow: requirePeriod(p.slow ?? 26, 'macd', 'slow'),
+    signal: requirePeriod(p.signal ?? 9, 'macd', 'signal'),
+}), MacdStream.fromJSON, nanPoint), builtinMetadata.macdMetadata);
+export { MacdStream };
+//# sourceMappingURL=macd.js.map

package/modules/technical-analysis/dist/macd.js.map

@@ -0,0 +1 @@
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package/modules/technical-analysis/dist/math.d.ts

@@ -0,0 +1,69 @@
+/** Element-wise math transforms/operators (TA-Lib Math Transform/Operators; pandas-ta math). */
+import { type IndicatorStream, type TechnicalAnalysisSnapshot } from './framework.js';
+import type { Pair } from './statistics.js';
+type Empty = Record<never, never>;
+declare class UnaryMathStream implements IndicatorStream<number, number> {
+    value: number | null;
+    private readonly kind;
+    private readonly transform;
+    constructor(parameters: {
+        kind: string;
+        transform: (x: number) => number;
+    });
+    next(value: number): number | null;
+    toJSON(): TechnicalAnalysisSnapshot;
+    static restore(kind: string, operation: (x: number) => number): (s: TechnicalAnalysisSnapshot) => UnaryMathStream;
+}
+declare class BinaryMathStream implements IndicatorStream<Pair, number> {
+    value: number | null;
+    private readonly kind;
+    private readonly combine;
+    constructor(parameters: {
+        kind: string;
+        combine: (x: number, y: number) => number;
+    });
+    next(pair: Pair): number | null;
+    toJSON(): TechnicalAnalysisSnapshot;
+    static restore(kind: string, operation: (x: number, y: number) => number): (s: TechnicalAnalysisSnapshot) => BinaryMathStream;
+}
+export declare const acos: import("./framework.js").Indicator<Empty, number, number>;
+export declare const asin: import("./framework.js").Indicator<Empty, number, number>;
+export declare const atan: import("./framework.js").Indicator<Empty, number, number>;
+export declare const ceil: import("./framework.js").Indicator<Empty, number, number>;
+export declare const cos: import("./framework.js").Indicator<Empty, number, number>;
+export declare const cosh: import("./framework.js").Indicator<Empty, number, number>;
+export declare const exp: import("./framework.js").Indicator<Empty, number, number>;
+export declare const floor: import("./framework.js").Indicator<Empty, number, number>;
+export declare const ln: import("./framework.js").Indicator<Empty, number, number>;
+export declare const log10: import("./framework.js").Indicator<Empty, number, number>;
+export declare const sin: import("./framework.js").Indicator<Empty, number, number>;
+export declare const sinh: import("./framework.js").Indicator<Empty, number, number>;
+export declare const sqrt: import("./framework.js").Indicator<Empty, number, number>;
+export declare const tan: import("./framework.js").Indicator<Empty, number, number>;
+export declare const tanh: import("./framework.js").Indicator<Empty, number, number>;
+export declare const add: import("./framework.js").Indicator<Empty, Pair, number>;
+export declare const sub: import("./framework.js").Indicator<Empty, Pair, number>;
+export declare const mult: import("./framework.js").Indicator<Empty, Pair, number>;
+export declare const div: import("./framework.js").Indicator<Empty, Pair, number>;
+/** The cross family: one class, two public indicators, so the restorer guards the pair. */
+declare const CROSS_PAIR_KINDS: readonly ["crossover", "crossany"];
+type CrossPairKind = (typeof CROSS_PAIR_KINDS)[number];
+declare class CrossPairStream implements IndicatorStream<Pair, number> {
+    private prev;
+    value: number | null;
+    private readonly kind;
+    private readonly mode;
+    constructor(parameters: {
+        kind: CrossPairKind;
+        mode: 'over' | 'any';
+    });
+    next(pair: Pair): number | null;
+    toJSON(): TechnicalAnalysisSnapshot;
+    static fromJSON(snapshot: TechnicalAnalysisSnapshot): CrossPairStream;
+}
+/** 1 on the bar where `x` crosses above `y`, else 0. */
+export declare const crossover: import("./framework.js").Indicator<Empty, Pair, number>;
+/** 1 on the bar where `x` crosses either above or below `y`, else 0. */
+export declare const crossany: import("./framework.js").Indicator<Empty, Pair, number>;
+export { UnaryMathStream, BinaryMathStream, CrossPairStream };
+//# sourceMappingURL=math.d.ts.map

package/modules/technical-analysis/dist/math.d.ts.map

@@ -0,0 +1 @@
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