@invinite-org/chartlang-core 1.0.1 → 1.1.1

package/dist/ta/ta.d.ts

@@ -1,7 +1,7 @@
 import type { PlotLineStyle, Series, Time } from "../types.js";
 /**
  * Options bag for `ta.sma`. `offset` shifts the output forward by `n`
- * bars per the universal `opts.offset` convention (PLAN.md §9.1):
+ * bars per the universal `opts.offset` convention:
  * positive `n` makes `series.current` return the value `n` bars ago,
  * negative `n` reads into the future (NaN at the head).
  *
@@ -124,7 +124,7 @@ export type CrossunderOpts = Readonly<{
 }>;
 /**
  * Options bag for `ta.highest`. `offset` shifts the read window backwards
- * by `n` bars (Phase-2 backfill — see PLAN.md §9.1).
+ * by `n` bars (Phase-2 backfill).
  *
  * @formula  N/A — see `ta.highest` JSDoc
  * @since 0.2
@@ -356,7 +356,7 @@ export type MaTypeNoVolume = "sma" | "ema" | "wma" | "smma";
 /**
  * Options bag for `ta.maRibbon` (a fan of K MAs at different lengths).
  * Defaults: `lengths = [10, 20, 30, 40, 50]`, `maType = "sma"`.
- * `offset` is the universal bar-shift (per PLAN.md §9.1) applied to
+ * `offset` is the universal bar-shift applied to
  * every output series. `outputs` is forward-compat per-key plot styling
  * (typed but not consumed by the runtime impl).
  *
@@ -567,7 +567,7 @@ export type TsiResult = Readonly<{
 }>;
 /**
  * Options bag for `ta.cci`. `offset` shifts the read window backwards
- * (Phase-2 backfill — see PLAN.md §9.1). `lineStyle` is a pass-through
+ * (Phase-2 backfill). `lineStyle` is a pass-through
  * for the script-author's downstream `plot(cci, { lineStyle })` call
  * and is not consumed by the primitive itself.
  *
@@ -632,7 +632,7 @@ export type StochResult = Readonly<{
  * Options bag for `ta.stochRsi`. `rsiLength` / `stochLength` /
  * `kSmoothing` / `dSmoothing` default to the Pine-canonical
  * `14` / `14` / `3` / `3` Stochastic-RSI settings. `offset`
- * shifts the read window backwards (PLAN.md §9.1).
+ * shifts the read window backwards.
  *
  * @formula  N/A — see `ta.stochRsi` JSDoc
  * @since 0.2
@@ -689,7 +689,7 @@ export type CoppockOpts = Readonly<{
  * Options bag for `ta.ppo`. `fastLength` / `slowLength` / `signalLength`
  * default to the Appel-era `12` / `26` / `9` (mirrors `ta.macd`).
  * `offset` shifts all three outputs (`ppo`, `signal`, `hist`) in
- * lockstep per the universal `opts.offset` convention (PLAN.md §9.1).
+ * lockstep per the universal `opts.offset` convention.
  *
  * @formula  N/A — see `ta.ppo` JSDoc
  * @since 0.2
@@ -705,7 +705,7 @@ export type PpoOpts = Readonly<{
 }>;
 /**
  * Options bag for `ta.dpo`. `offset` shifts the read window backwards
- * (PLAN.md §9.1). `lineStyle` is a forward-compat plot-styling hint
+ *. `lineStyle` is a forward-compat plot-styling hint
  * surfaced for §9.1 ergonomics — not consumed by the primitive
  * itself.
  *
@@ -722,7 +722,7 @@ export type DpoOpts = Readonly<{
 /**
  * Options bag for `ta.connorsRsi`. `rsiLength` / `streakLength` /
  * `rocLength` default to Larry Connors' canonical `3` / `2` / `100`.
- * `offset` shifts the read window backwards (PLAN.md §9.1).
+ * `offset` shifts the read window backwards.
  *
  * @formula  N/A — see `ta.connorsRsi` JSDoc
  * @since 0.2
@@ -785,7 +785,7 @@ export type StochRsiResult = Readonly<{
  * Options bag for `ta.kst` (Know Sure Thing). Defaults match Pring's
  * canonical settings `(10, 15, 20, 30, 10, 10, 10, 15, 9)`. Source is
  * positional (`ta.kst(source, opts?)`). `offset` shifts the read window
- * backwards (PLAN.md §9.1 — accepted on the surface).
+ * backwards (accepted on the surface).
  *
  * @formula  N/A — see `ta.kst` JSDoc
  * @since 0.2
@@ -827,7 +827,7 @@ export type KstResult = Readonly<{
 /**
  * Options bag for `ta.fisher`. `length` is positional on the call
  * (`ta.fisher(length, opts?)`); the bag carries only the universal
- * `offset` (PLAN.md §9.1 — accepted on the surface).
+ * `offset` (accepted on the surface).
  *
  * @formula  N/A — see `ta.fisher` JSDoc
  * @since 0.2
@@ -865,7 +865,7 @@ export type FisherResult = Readonly<{
 /**
  * Options bag for `ta.klinger` (Klinger Volume Oscillator). Defaults
  * `(fastLength=34, slowLength=55, signalLength=13)` match invinite.
- * `offset` shifts the read window backwards (PLAN.md §9.1 — accepted
+ * `offset` shifts the read window backwards (accepted
  * on the surface).
  *
  * @formula  N/A — see `ta.klinger` JSDoc
@@ -905,7 +905,7 @@ export type KlingerResult = Readonly<{
 /**
  * Options bag for `ta.rvgi` (Relative Vigor Index). `length` is the SMA
  * smoothing of the 4-bar weighted numerator / denominator (default
- * `10`). `offset` shifts the read window backwards (PLAN.md §9.1 —
+ * `10`). `offset` shifts the read window backwards (—
  * accepted on the surface).
  *
  * @formula  N/A — see `ta.rvgi` JSDoc
@@ -941,7 +941,7 @@ export type RvgiResult = Readonly<{
 }>;
 /**
  * Options bag for `ta.aroon`. `offset` shifts the read window backwards
- * (PLAN.md §9.1). `outputs` carries per-output styling hints that
+ *. `outputs` carries per-output styling hints that
  * downstream `plot()` callsites can lift defaults from; the runtime
  * itself ignores it in Phase 2 — script-author `plot(a.up,
  * { lineStyle })` is the styling seam.
@@ -1016,7 +1016,7 @@ export type UlcerIndexOpts = Readonly<{
 }>;
 /**
  * Options bag for `ta.vol`. `offset` shifts the read window backwards
- * (PLAN.md §9.1 universal offset). `ta.vol` is a pass-through of
+ * (universal offset). `ta.vol` is a pass-through of
  * `bar.volume`; the opts bag exists so authors can attach the
  * universal `offset` without an extra wrapper.
  *
@@ -1032,7 +1032,7 @@ export type VolOpts = Readonly<{
 /**
  * Options bag for `ta.vwap`. `source` selects the per-bar price
  * (default `"hlc3"` per Pine). `offset` shifts the read window
- * backwards (PLAN.md §9.1).
+ * backwards.
  *
  * @formula  vwap = Σ(source · volume) / Σ(volume) per session window
  * @since 0.2
@@ -1243,7 +1243,7 @@ export type FixedRangeVolumeProfileResult = Readonly<{
 }>;
 /**
  * Options bag for `ta.obv` (On-Balance Volume). `offset` shifts the
- * read window backwards (PLAN.md §9.1 universal offset). `lineStyle`
+ * read window backwards (universal offset). `lineStyle`
  * is a forward-compat plot-styling hint surfaced for §9.1 ergonomics —
  * not consumed by the primitive itself.
  *
@@ -1302,7 +1302,7 @@ export type CmfOpts = Readonly<{
 /**
  * Options bag for `ta.chaikinOsc` (Chaikin Oscillator). Defaults
  * match Pine / invinite: `fastLength = 3`, `slowLength = 10`. `offset`
- * shifts the read window backwards (PLAN.md §9.1 universal offset).
+ * shifts the read window backwards (universal offset).
  *
  * @formula  N/A — see `ta.chaikinOsc` JSDoc
  * @since 0.2
@@ -1350,7 +1350,7 @@ export type NetVolumeOpts = Readonly<{
  * applied to `bar.volume`. Defaults match Appel-era `12 / 26 / 9`
  * (mirrors `ta.ppo` / `ta.macd`). `offset` shifts all three outputs
  * (`pvo`, `signal`, `hist`) in lockstep per the universal `opts.offset`
- * convention (PLAN.md §9.1).
+ * convention.
  *
  * @formula  N/A — see `ta.pvo` JSDoc
  * @since 0.2
@@ -1387,7 +1387,7 @@ export type PvoResult = Readonly<{
 /**
  * Options bag for `ta.pvt` (Price Volume Trend). Cumulative
  * `volume · (close − prevClose) / prevClose`. `offset` shifts the
- * read window backwards (PLAN.md §9.1 universal offset). `lineStyle`
+ * read window backwards (universal offset). `lineStyle`
  * is a forward-compat plot-styling hint surfaced for §9.1 ergonomics —
  * not consumed by the primitive itself.
  *
@@ -1469,7 +1469,7 @@ export type AroonResult = Readonly<{
 /**
  * Options bag for `ta.bbPercentB`. `multiplier` scales the BB envelope
  * (defaults to `2`, mirroring Pine / TradingView). `offset` shifts the
- * read window backwards (PLAN.md §9.1); `lineStyle` is a forward-compat
+ * read window backwards; `lineStyle` is a forward-compat
  * plot-styling hint surfaced for §9.1 ergonomics.
  *
  * @formula  N/A — see `ta.bbPercentB` JSDoc
@@ -1503,7 +1503,7 @@ export type BbwOpts = Readonly<{
  * Options bag for `ta.historicalVolatility`. `annualisationFactor`
  * defaults to `365` (TradingView's "Crypto" / 24-7 convention; use
  * `252` for trading-day equity series). `offset` shifts the read
- * window backwards (PLAN.md §9.1).
+ * window backwards.
  *
  * @formula  N/A — see `ta.historicalVolatility` JSDoc
  * @anchors  annualisationFactor
@@ -1519,7 +1519,7 @@ export type HvOpts = Readonly<{
 }>;
 /**
  * Options bag for `ta.rvi`. `offset` shifts the read window
- * backwards (PLAN.md §9.1); `lineStyle` is a forward-compat
+ * backwards; `lineStyle` is a forward-compat
  * plot-styling hint surfaced for §9.1 ergonomics.
  *
  * @formula  N/A — see `ta.rvi` JSDoc
@@ -1536,7 +1536,7 @@ export type RviOpts = Readonly<{
  * Options bag for `ta.massIndex`. `emaLength` defaults to `9` (the
  * inner EMA-of-range and outer EMA-of-EMA window); `sumLength`
  * defaults to `25` (the rolling-sum-of-ratio window). `offset`
- * shifts the read window backwards (PLAN.md §9.1).
+ * shifts the read window backwards.
  *
  * @formula  N/A — see `ta.massIndex` JSDoc
  * @since 0.2
@@ -1552,7 +1552,7 @@ export type MassIndexOpts = Readonly<{
 }>;
 /**
  * Options bag for `ta.donchian`. `offset` shifts the read window
- * backwards (PLAN.md §9.1). `outputs` carries per-output styling
+ * backwards. `outputs` carries per-output styling
  * hints downstream `plot()` callsites can lift defaults from; the
  * runtime itself ignores it in Phase 2.
  *
@@ -1599,7 +1599,7 @@ export type DonchianResult = Readonly<{
  * canonical form — Chester Keltner's original used SMA over a hand-
  * rolled "typical range", but every modern reference defaults to EMA
  * over close + Wilder ATR). `offset` is the universal bar-shift
- * (PLAN.md §9.1 — accepted on the surface). `outputs` carries
+ * (accepted on the surface). `outputs` carries
  * per-output styling hints downstream `plot()` callsites can lift
  * defaults from; the runtime itself ignores it in Phase 2.
  *
@@ -1647,7 +1647,7 @@ export type KeltnerResult = Readonly<{
  * is the MA period (default `20`); `percent` is the band offset as a
  * percentage of the middle MA (default `10`); `maType` picks the MA
  * kind (default `"sma"`). `offset` is the universal bar-shift
- * (PLAN.md §9.1 — accepted on the surface).
+ * (accepted on the surface).
  *
  * @formula  N/A — see `ta.envelope` JSDoc
  * @anchors  maType
@@ -1686,7 +1686,7 @@ export type EnvelopeResult = Readonly<{
 }>;
 /**
  * Options bag for `ta.chop` (Choppiness Index). `offset` is the
- * universal bar-shift (PLAN.md §9.1 — accepted on the surface).
+ * universal bar-shift (accepted on the surface).
  * `lineStyle` is a forward-compat plot-styling hint surfaced for
  * §9.1 ergonomics — not consumed by the primitive itself.
  *
@@ -1704,7 +1704,7 @@ export type ChopOpts = Readonly<{
  * Options bag for `ta.psar` (Parabolic SAR). `accelerationStart` /
  * `accelerationStep` / `accelerationMax` default to the canonical
  * Wilder values `0.02` / `0.02` / `0.2`. `offset` shifts the read
- * window backwards (PLAN.md §9.1 — accepted on the surface).
+ * window backwards (accepted on the surface).
  *
  * @formula  N/A — see `ta.psar` JSDoc
  * @anchors  accelerationStart, accelerationStep, accelerationMax
@@ -1743,7 +1743,7 @@ export type PsarResult = Readonly<{
  * Options bag for `ta.supertrend`. `length` is the ATR period
  * (default `10`); `multiplier` scales the band offset from `hl2`
  * (default `3`). `offset` shifts the read window backwards
- * (PLAN.md §9.1 — accepted on the surface). The source is hard-coded
+ * (accepted on the surface). The source is hard-coded
  * to `hl2` (Pine-canonical Supertrend); a `source` opt could land in
  * a follow-up.
  *
@@ -1781,7 +1781,7 @@ export type SupertrendResult = Readonly<{
  * Options bag for `ta.chandelier` (Chandelier Exit). `length` is the
  * ATR period AND the rolling extreme window (default `22`);
  * `multiplier` scales the ATR offset (default `3`). `offset` shifts
- * the read window backwards (PLAN.md §9.1 — accepted on the surface).
+ * the read window backwards (accepted on the surface).
  *
  * @formula  N/A — see `ta.chandelier` JSDoc
  * @anchors  length, multiplier
@@ -1821,7 +1821,7 @@ export type ChandelierResult = Readonly<{
  * `10`); `multiplier` scales the ATR offset (default `1`);
  * `smoothingLength` is the second-pass extreme window (default `9`)
  * — matches Chande Kroll's 1995 paper. `offset` shifts the read
- * window backwards (PLAN.md §9.1 — accepted on the surface).
+ * window backwards (accepted on the surface).
  *
  * @formula  N/A — see `ta.chandeKrollStop` JSDoc
  * @anchors  length, multiplier
@@ -1863,7 +1863,7 @@ export type ChandeKrollStopResult = Readonly<{
  * Options bag for `ta.williamsFractal`. `length` is the symmetric
  * left / right window size (default `2` — total 5-bar window: 2
  * left + centre + 2 right). `offset` shifts the read window
- * backwards (PLAN.md §9.1 — accepted on the surface).
+ * backwards (accepted on the surface).
  *
  * @formula  N/A — see `ta.williamsFractal` JSDoc
  * @anchors  length
@@ -1913,7 +1913,7 @@ export type WilliamsFractalResult = Readonly<{
  * (default `5`) required to confirm a reversal pivot from the running
  * candidate; `depth` is the minimum number of bars (default `10`) that
  * must elapse before a pivot can be confirmed. `offset` shifts the
- * read window backwards (PLAN.md §9.1 — accepted on the surface).
+ * read window backwards (accepted on the surface).
  *
  * @formula  N/A — see `ta.zigZag` JSDoc
  * @anchors  deviation, depth
@@ -1956,7 +1956,7 @@ export type ZigZagResult = Readonly<{
  * Options bag for `ta.pivotsHighLow`. `leftLength` / `rightLength`
  * default to `4` (a 9-bar centred window); they may differ to surface
  * asymmetric `ta.pivothigh` / `ta.pivotlow` behaviour. `offset` shifts
- * the read window backwards (PLAN.md §9.1 — accepted on the surface).
+ * the read window backwards (accepted on the surface).
  *
  * @formula  N/A — see `ta.pivotsHighLow` JSDoc
  * @anchors  leftLength, rightLength
@@ -2012,7 +2012,7 @@ export type PivotsStandardSystem = "classic" | "fibonacci" | "camarilla" | "wood
 /**
  * Options bag for `ta.pivotsStandard`. `system` picks the formula
  * family (default `"classic"`). `offset` shifts the read window
- * backwards (PLAN.md §9.1 — accepted on the surface).
+ * backwards (accepted on the surface).
  *
  * @formula  N/A — see `ta.pivotsStandard` JSDoc
  * @anchors  system
@@ -2058,7 +2058,7 @@ export type PivotsStandardResult = Readonly<{
 /**
  * Options bag for `ta.volatilityStop`. `length` is the ATR period
  * (default `20`); `multiplier` scales the ATR offset (default `2`).
- * `offset` shifts the read window backwards (PLAN.md §9.1 — accepted
+ * `offset` shifts the read window backwards (accepted
  * on the surface). Source is hard-coded to `bar.close` (Pine
  * `ta.vstop` convention); an explicit `source` opt could land in a
  * follow-up.
@@ -2098,7 +2098,7 @@ export type VolatilityStopResult = Readonly<{
  * Options bag for `ta.adx` (Wilder's Average Directional Index).
  * `smoothing` is the second-stage Wilder window applied to DX
  * (default `14` — matches the DI window). `offset` shifts the
- * output (PLAN.md §9.1). `lineStyle` is a forward-compat plot-
+ * output. `lineStyle` is a forward-compat plot-
  * styling hint surfaced for §9.1 ergonomics — not consumed by the
  * primitive itself.
  *
@@ -2116,7 +2116,7 @@ export type AdxOpts = Readonly<{
 }>;
 /**
  * Options bag for `ta.dmi` (Directional Movement Index). `offset`
- * shifts both output series in lockstep (PLAN.md §9.1). `outputs`
+ * shifts both output series in lockstep. `outputs`
  * carries per-output styling hints downstream `plot()` callsites
  * can lift defaults from; the runtime itself ignores it in Phase 2
  * — script-author `plot(d.plusDi, { lineStyle })` is the styling
@@ -2157,7 +2157,7 @@ export type DmiResult = Readonly<{
  * Options bag for `ta.trix` (Triple-smoothed EMA Rate-of-Change).
  * `signalLength` is the EMA-smoothing length of the TRIX signal
  * line (default `9`). `offset` shifts both output series in
- * lockstep (PLAN.md §9.1).
+ * lockstep.
  *
  * @formula  N/A — see `ta.trix` JSDoc
  * @anchors  signalLength
@@ -2191,7 +2191,7 @@ export type TrixResult = Readonly<{
 /**
  * Options bag for `ta.vortex` (Botes & Siepman Vortex Indicator).
  * `length` is positional on the call (`ta.vortex(length, opts?)`), so
- * the opts bag carries only the universal `offset` (PLAN.md §9.1) +
+ * the opts bag carries only the universal `offset` +
  * per-output styling hints. The runtime emits `NaN` on zero-TR
  * windows (chartlang surfaces the degenerate window — invinite emits
  * 0 in the same case).
@@ -2247,7 +2247,7 @@ export type TrendStrengthIndexOpts = Readonly<{
  * Options bag for `ta.ichimoku`. Defaults follow Pine / TradingView
  * canonical Ichimoku — `conversionLength = 9, baseLength = 26,
  * leadingSpanBLength = 52, displacement = 26`. `offset` shifts all
- * five outputs in lockstep (PLAN.md §9.1). `outputs` carries
+ * five outputs in lockstep. `outputs` carries
  * per-output styling hints downstream `plot()` callsites can lift
  * defaults from; the runtime itself ignores it in Phase 2.
  *

package/dist/ta/ta.js.map

@@ -1 +1 @@
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Copyright (c) 2026 Invinite. Licensed under the MIT License.\n// See the LICENSE file in the repo root for full license text.\n\nimport type { PlotLineStyle, Series, Time } from \"../types.js\";\n\n/**\n * Options bag for `ta.sma`. `offset` shifts the output forward by `n`\n * bars per the universal `opts.offset` convention:\n * positive `n` makes `series.current` return the value `n` bars ago,\n * negative `n` reads into the future (NaN at the head).\n *\n * @formula  N/A — placeholder\n * @since 0.1\n * @stable\n * @example\n *     const opts: SmaOpts = { offset: 0 };\n */\nexport type SmaOpts = Readonly<{ offset?: number }>;\n\n/**\n * Options bag for `ta.ema`. `offset` matches {@link SmaOpts}.\n *\n * @formula  N/A — placeholder\n * @since 0.1\n * @stable\n * @example\n *     const opts: EmaOpts = { offset: 0 };\n */\nexport type EmaOpts = Readonly<{ offset?: number }>;\n\n/**\n * Options bag for `ta.stdev`. `biased` toggles between population (default)\n * and sample standard deviation. `offset` matches {@link SmaOpts}.\n *\n * @formula  σ_biased = sqrt(Σ(x_i − μ)² / N); σ_sample = sqrt(Σ / (N − 1))\n * @since 0.1\n * @stable\n * @example\n *     const opts: StdevOpts = { biased: false, offset: 0 };\n */\nexport type StdevOpts = Readonly<{ biased?: boolean; offset?: number }>;\n\n/**\n * Options bag for `ta.bb`. `multiplier` defaults to `2` and scales the upper /\n * lower bands away from the middle. `offset` matches {@link SmaOpts} and\n * shifts all three bands (upper / middle / lower) in lockstep.\n *\n * @formula  upper = sma + multiplier * stdev, lower = sma − multiplier * stdev\n * @since 0.1\n * @stable\n * @example\n *     const opts: BbOpts = { multiplier: 2, offset: 0 };\n */\nexport type BbOpts = Readonly<{ multiplier?: number; offset?: number }>;\n\n/**\n * Options bag for `ta.rsi`. `offset` matches {@link SmaOpts}.\n *\n * @formula  N/A — placeholder\n * @since 0.1\n * @stable\n * @example\n *     const opts: RsiOpts = { offset: 0 };\n */\nexport type RsiOpts = Readonly<{ offset?: number }>;\n\n/**\n * Options bag for `ta.macd`. Fast / slow / signal lengths default to the\n * Appel-era 12 / 26 / 9 when omitted. `offset` matches {@link SmaOpts}\n * and shifts all three outputs (macd / signal / hist) in lockstep.\n *\n * @formula  N/A — see `ta.macd` JSDoc\n * @since 0.1\n * @stable\n * @example\n *     const opts: MacdOpts = { fastLength: 12, slowLength: 26, signalLength: 9 };\n */\nexport type MacdOpts = Readonly<{\n    fastLength?: number;\n    slowLength?: number;\n    signalLength?: number;\n    offset?: number;\n}>;\n\n/**\n * Options bag for `ta.atr`. `offset` matches {@link SmaOpts}.\n *\n * @formula  N/A — placeholder\n * @since 0.1\n * @stable\n * @example\n *     const opts: AtrOpts = { offset: 0 };\n */\nexport type AtrOpts = Readonly<{ offset?: number }>;\n\n/**\n * Options bag for `ta.crossover`. `offset` matches {@link SmaOpts}\n * (shifts the boolean output so `series.current` returns the crossover\n * detection `offset` bars ago).\n *\n * @formula  N/A — see `ta.crossover` JSDoc\n * @since 0.1\n * @stable\n * @example\n *     const opts: CrossoverOpts = { offset: 0 };\n */\nexport type CrossoverOpts = Readonly<{ offset?: number }>;\n\n/**\n * Options bag for `ta.crossunder`. Mirrors {@link CrossoverOpts}.\n *\n * @formula  N/A — see `ta.crossunder` JSDoc\n * @since 0.1\n * @stable\n * @example\n *     const opts: CrossunderOpts = { offset: 0 };\n */\nexport type CrossunderOpts = Readonly<{ offset?: number }>;\n\n/**\n * Options bag for `ta.highest`. `offset` shifts the read window backwards\n * by `n` bars (Phase-2 backfill).\n *\n * @formula  N/A — see `ta.highest` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: HighestOpts = { offset: 0 };\n */\nexport type HighestOpts = Readonly<{ offset?: number }>;\n\n/**\n * Options bag for `ta.lowest`. Mirrors {@link HighestOpts}.\n *\n * @formula  N/A — see `ta.lowest` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: LowestOpts = { offset: 0 };\n */\nexport type LowestOpts = Readonly<{ offset?: number }>;\n\n/**\n * Options bag for `ta.change`. `length` is the lookback distance (default\n * `1` — first-difference); `offset` shifts the read window backwards.\n *\n * @formula  out = source[0] − source[length]\n * @since 0.2\n * @stable\n * @example\n *     const opts: ChangeOpts = { length: 1 };\n */\nexport type ChangeOpts = Readonly<{ length?: number; offset?: number }>;\n\n/**\n * Options bag for `ta.valuewhen`. `offset` shifts the emitted series after the\n * occurrence lookup has been evaluated.\n *\n * @formula  N/A — see `ta.valuewhen` JSDoc\n * @since 0.4\n * @stable\n * @example\n *     const opts: ValuewhenOpts = { offset: 0 };\n */\nexport type ValuewhenOpts = Readonly<{ offset?: number }>;\n\n/**\n * Options bag for `ta.barssince`. `offset` shifts the elapsed-bars output.\n *\n * @formula  N/A — see `ta.barssince` JSDoc\n * @since 0.4\n * @stable\n * @example\n *     const opts: BarssinceOpts = { offset: 0 };\n */\nexport type BarssinceOpts = Readonly<{ offset?: number }>;\n\n/**\n * Options bag for `ta.wma`. `offset` shifts the output forward by `n`\n * bars (Task-29 universal-offset backfill). `lineStyle` is a\n * pass-through for the script-author's downstream `plot(wma, { lineStyle })`\n * call — not consumed by the primitive itself.\n *\n * @formula  N/A — see `ta.wma` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: WmaOpts = { offset: 0 };\n */\nexport type WmaOpts = Readonly<{ offset?: number; lineStyle?: PlotLineStyle }>;\n\n/**\n * Options bag for `ta.vwma`. Mirrors {@link WmaOpts}.\n *\n * @formula  N/A — see `ta.vwma` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: VwmaOpts = { offset: 0 };\n */\nexport type VwmaOpts = Readonly<{ offset?: number; lineStyle?: PlotLineStyle }>;\n\n/**\n * Options bag for `ta.hma`. Mirrors {@link WmaOpts}.\n *\n * @formula  N/A — see `ta.hma` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: HmaOpts = { offset: 0 };\n */\nexport type HmaOpts = Readonly<{ offset?: number; lineStyle?: PlotLineStyle }>;\n\n/**\n * Options bag for `ta.smma` (smoothed moving average, Wilder's RMA).\n * Mirrors {@link WmaOpts}.\n *\n * @formula  N/A — see `ta.smma` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: SmmaOpts = { offset: 0 };\n */\nexport type SmmaOpts = Readonly<{ offset?: number; lineStyle?: PlotLineStyle }>;\n\n/**\n * Options bag for `ta.dema` (double EMA). Mirrors {@link WmaOpts}.\n *\n * @formula  N/A — see `ta.dema` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: DemaOpts = { offset: 0 };\n */\nexport type DemaOpts = Readonly<{ offset?: number; lineStyle?: PlotLineStyle }>;\n\n/**\n * Options bag for `ta.tema` (triple EMA). Mirrors {@link WmaOpts}.\n *\n * @formula  N/A — see `ta.tema` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: TemaOpts = { offset: 0 };\n */\nexport type TemaOpts = Readonly<{ offset?: number; lineStyle?: PlotLineStyle }>;\n\n/**\n * Options bag for `ta.kama` (Kaufman Adaptive MA). `length` (default\n * `10`) is the efficiency-ratio window; `fastLength` / `slowLength`\n * (defaults `2` / `30`) define the bounding alphas the smoothing\n * constant interpolates between. `offset` matches {@link WmaOpts};\n * `lineStyle` is a forward-compat plot-styling hint.\n *\n * @formula  N/A — see `ta.kama` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: KamaOpts = { length: 10, fastLength: 2, slowLength: 30 };\n */\nexport type KamaOpts = Readonly<{\n    length?: number;\n    fastLength?: number;\n    slowLength?: number;\n    offset?: number;\n    lineStyle?: PlotLineStyle;\n}>;\n\n/**\n * Options bag for `ta.alma` (Arnaud Legoux MA). `offset` is the\n * Gaussian-centre position in `[0, 1]` (default `0.85`) — NOT the\n * universal bar-shift; the universal shift on ALMA uses the distinct\n * `barShift` field. `sigma` (default `6`) sets the Gaussian spread\n * (spread = `length / sigma`). `lineStyle` is a forward-compat\n * plot-styling hint.\n *\n * @formula  N/A — see `ta.alma` JSDoc\n * @anchors  offset, sigma\n * @since 0.2\n * @stable\n * @example\n *     const opts: AlmaOpts = { offset: 0.85, sigma: 6 };\n */\nexport type AlmaOpts = Readonly<{\n    offset?: number;\n    sigma?: number;\n    barShift?: number;\n    lineStyle?: PlotLineStyle;\n}>;\n\n/**\n * Options bag for `ta.lsma` (least-squares regression value at the\n * trailing window's last bar). Mirrors {@link WmaOpts}.\n *\n * @formula  N/A — see `ta.lsma` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: LsmaOpts = { offset: 0 };\n */\nexport type LsmaOpts = Readonly<{ offset?: number; lineStyle?: PlotLineStyle }>;\n\n/**\n * Options bag for `ta.mcginley` (McGinley Dynamic). Mirrors\n * {@link WmaOpts}.\n *\n * @formula  N/A — see `ta.mcginley` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: McginleyOpts = { offset: 0 };\n */\nexport type McginleyOpts = Readonly<{ offset?: number; lineStyle?: PlotLineStyle }>;\n\n/**\n * Canonical moving-average kind union, excluding `\"vwma\"`. Shared with\n * the runtime's `lib/maTypes.ts` (byte-equal string-literal union) and\n * referenced by the surface types that accept an `maType` opt\n * (`ta.maRibbon` today; more once Phase-2 ports land). VWMA is\n * excluded because it requires a parallel volume array — derived\n * Float64 inputs (the chained-MA dispatch path) carry no matching\n * volume stream.\n *\n * @formula  N/A — string-literal union type\n * @since 0.2\n * @stable\n * @example\n *     const k: MaTypeNoVolume = \"ema\";\n */\nexport type MaTypeNoVolume = \"sma\" | \"ema\" | \"wma\" | \"smma\";\n\n/**\n * Options bag for `ta.maRibbon` (a fan of K MAs at different lengths).\n * Defaults: `lengths = [10, 20, 30, 40, 50]`, `maType = \"sma\"`.\n * `offset` is the universal bar-shift applied to\n * every output series. `outputs` is forward-compat per-key plot styling\n * (typed but not consumed by the runtime impl).\n *\n * @formula  N/A — see `ta.maRibbon` JSDoc\n * @anchors  lengths, maType\n * @since 0.2\n * @stable\n * @example\n *     const opts: MaRibbonOpts = { lengths: [10, 20, 30], maType: \"ema\" };\n */\nexport type MaRibbonOpts = Readonly<{\n    lengths?: ReadonlyArray<number>;\n    maType?: MaTypeNoVolume;\n    offset?: number;\n    outputs?: Readonly<Record<string, { lineStyle?: PlotLineStyle }>>;\n}>;\n\n/**\n * Result of `ta.maRibbon` — a dynamic-key record keyed by\n * `ma_<length>` (one entry per resolved `lengths` value). Iteration\n * order matches the resolved `lengths` array; use the sibling\n * `maRibbonOutputKeys` helper (exported from\n * `@invinite-org/chartlang-runtime`) for stable iteration over an\n * `opts` value.\n *\n * @formula  N/A — dynamic-key record type, see `ta.maRibbon` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     declare const r: MaRibbonResult;\n *     void r.ma_10?.current;\n */\nexport type MaRibbonResult = Readonly<Record<string, Series<number>>>;\n\n/**\n * Options bag for `ta.ao` (Awesome Oscillator). Fast / slow lengths\n * default to the Pine-canonical `5` / `34` over the `hl2` midpoint.\n * `lineStyle` is a forward-compat plot-styling hint surfaced for\n * §9.1 ergonomics.\n *\n * @formula  out = SMA(hl2, fastLength) − SMA(hl2, slowLength)\n * @since 0.2\n * @stable\n * @example\n *     const opts: AoOpts = { fastLength: 5, slowLength: 34 };\n */\nexport type AoOpts = Readonly<{\n    fastLength?: number;\n    slowLength?: number;\n    offset?: number;\n    lineStyle?: PlotLineStyle;\n}>;\n\n/**\n * Options bag for `ta.cmo` (Chande Momentum Oscillator). `offset` shifts\n * the read window; `lineStyle` is a forward-compat plot-styling hint.\n *\n * @formula  CMO = 100 · (Σ gain − Σ loss) / (Σ gain + Σ loss)\n * @since 0.2\n * @stable\n * @example\n *     const opts: CmoOpts = { offset: 0 };\n */\nexport type CmoOpts = Readonly<{ offset?: number; lineStyle?: PlotLineStyle }>;\n\n/**\n * Options bag for `ta.momentum` (Pine `mom`).\n *\n * @formula  out = source[0] − source[length]\n * @since 0.2\n * @stable\n * @example\n *     const opts: MomentumOpts = { offset: 0 };\n */\nexport type MomentumOpts = Readonly<{ offset?: number; lineStyle?: PlotLineStyle }>;\n\n/**\n * Options bag for `ta.roc` (Rate of Change).\n *\n * @formula  ROC = 100 · (source[0] − source[length]) / source[length]\n * @since 0.2\n * @stable\n * @example\n *     const opts: RocOpts = { offset: 0 };\n */\nexport type RocOpts = Readonly<{ offset?: number; lineStyle?: PlotLineStyle }>;\n\n/**\n * Options bag for `ta.pmo` (Carl Swenlin's Price Momentum Oscillator).\n * `firstSmoothing` / `secondSmoothing` / `signalLength` default to the\n * TradingView-canonical `35` / `20` / `10`. The inner two stages use a\n * non-canonical EMA factor (`α = 2 / length`); the signal line uses\n * the standard EMA (`α = 2 / (length + 1)`).\n *\n * @formula  N/A — see `ta.pmo` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: PmoOpts = { firstSmoothing: 35, secondSmoothing: 20, signalLength: 10 };\n */\nexport type PmoOpts = Readonly<{\n    firstSmoothing?: number;\n    secondSmoothing?: number;\n    signalLength?: number;\n    offset?: number;\n    lineStyle?: PlotLineStyle;\n}>;\n\n/**\n * The two-series result of `ta.pmo` — the `pmo` line plus its `signal`\n * line (standard EMA over the pmo output, `signalLength` window).\n * `primarySeriesKey: \"pmo\"` is recorded on `TA_REGISTRY_METADATA`.\n *\n * @formula  see `ta.pmo` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const p = ta.pmo(bar.close);\n *     plot(p.pmo);\n *     plot(p.signal);\n */\nexport type PmoResult = Readonly<{\n    pmo: Series<number>;\n    signal: Series<number>;\n}>;\n\n/**\n * Options bag for `ta.smi` (William Blau's Stochastic Momentum Index).\n * `kLength` is the rolling high/low window (default `10`);\n * `firstSmoothing` / `secondSmoothing` are the double-EMA smoothing\n * lengths for both numerator and denominator (defaults `3` / `5`);\n * `dLength` is the signal-line EMA length (default `3`).\n *\n * @formula  N/A — see `ta.smi` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: SmiOpts = { kLength: 10, firstSmoothing: 3, secondSmoothing: 5, dLength: 3 };\n */\nexport type SmiOpts = Readonly<{\n    kLength?: number;\n    firstSmoothing?: number;\n    secondSmoothing?: number;\n    dLength?: number;\n    offset?: number;\n    lineStyle?: PlotLineStyle;\n}>;\n\n/**\n * The two-series result of `ta.smi` — the `smi` line bounded\n * `[-100, 100]` plus its `signal` line (EMA(`dLength`) of `smi`).\n * `primarySeriesKey: \"smi\"` is recorded on `TA_REGISTRY_METADATA`\n * with `yDomain: { kind: \"fixed\", min: -100, max: 100 }`.\n *\n * @formula  see `ta.smi` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const s = ta.smi();\n *     plot(s.smi);\n *     plot(s.signal);\n */\nexport type SmiResult = Readonly<{\n    smi: Series<number>;\n    signal: Series<number>;\n}>;\n\n/**\n * Options bag for `ta.tsi` (William Blau's True Strength Index — the\n * momentum-class oscillator). `firstSmoothing` is the outer (longer)\n * EMA length (default `25`); `secondSmoothing` is the inner (shorter)\n * EMA length (default `13`); `signalLength` is the signal-line EMA\n * length (default `13`).\n *\n * @formula  N/A — see `ta.tsi` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: TsiOpts = { firstSmoothing: 25, secondSmoothing: 13, signalLength: 13 };\n */\nexport type TsiOpts = Readonly<{\n    firstSmoothing?: number;\n    secondSmoothing?: number;\n    signalLength?: number;\n    offset?: number;\n    lineStyle?: PlotLineStyle;\n}>;\n\n/**\n * The two-series result of `ta.tsi` — the `tsi` line bounded\n * `[-100, 100]` by construction plus its `signal` line\n * (EMA(`signalLength`) of `tsi`). `primarySeriesKey: \"tsi\"` is\n * recorded on `TA_REGISTRY_METADATA` with `yDomain: { kind: \"auto\" }`\n * (TSI rarely approaches ±100 — we follow invinite's plugin choice\n * and let the renderer fit the visible range).\n *\n * @formula  see `ta.tsi` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const t = ta.tsi(bar.close);\n *     plot(t.tsi);\n *     plot(t.signal);\n */\nexport type TsiResult = Readonly<{\n    tsi: Series<number>;\n    signal: Series<number>;\n}>;\n\n/**\n * Options bag for `ta.cci`. `offset` shifts the read window backwards\n * (Phase-2 backfill). `lineStyle` is a pass-through\n * for the script-author's downstream `plot(cci, { lineStyle })` call\n * and is not consumed by the primitive itself.\n *\n * @formula  N/A — see `ta.cci` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: CciOpts = { offset: 0 };\n */\nexport type CciOpts = Readonly<{ offset?: number; lineStyle?: PlotLineStyle }>;\n\n/**\n * Options bag for `ta.stoch`. `kLength` / `kSmoothing` / `dLength`\n * default to `14` / `3` / `3` — Pine's canonical Stochastic Oscillator\n * defaults.\n *\n * @formula  N/A — see `ta.stoch` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: StochOpts = { kLength: 14, kSmoothing: 3, dLength: 3 };\n */\nexport type StochOpts = Readonly<{\n    kLength?: number;\n    kSmoothing?: number;\n    dLength?: number;\n    offset?: number;\n}>;\n\n/**\n * Options bag for `ta.williamsR`. Mirrors {@link CciOpts}.\n *\n * @formula  N/A — see `ta.williamsR` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: WilliamsROpts = { offset: 0 };\n */\nexport type WilliamsROpts = Readonly<{ offset?: number; lineStyle?: PlotLineStyle }>;\n\n/**\n * The two-series result of `ta.stoch` — the `%K` line and the `%D`\n * signal line. Both Series are updated in lock-step with the source.\n * `primarySeriesKey: \"k\"` (the registry metadata records this).\n *\n * @formula  k = sma(kRaw, kSmoothing); d = sma(k, dLength)\n * @since 0.2\n * @stable\n * @example\n *     const s = ta.stoch({ kLength: 14, kSmoothing: 3, dLength: 3 });\n *     plot(s.k);\n *     plot(s.d);\n */\nexport type StochResult = Readonly<{\n    k: Series<number>;\n    d: Series<number>;\n}>;\n\n/**\n * Options bag for `ta.stochRsi`. `rsiLength` / `stochLength` /\n * `kSmoothing` / `dSmoothing` default to the Pine-canonical\n * `14` / `14` / `3` / `3` Stochastic-RSI settings. `offset`\n * shifts the read window backwards.\n *\n * @formula  N/A — see `ta.stochRsi` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: StochRsiOpts = { rsiLength: 14, stochLength: 14, kSmoothing: 3, dSmoothing: 3 };\n */\nexport type StochRsiOpts = Readonly<{\n    rsiLength?: number;\n    stochLength?: number;\n    kSmoothing?: number;\n    dSmoothing?: number;\n    offset?: number;\n}>;\n\n/**\n * Options bag for `ta.ultimateOsc`. `shortLength` / `mediumLength` /\n * `longLength` default to Larry Williams' canonical `7` / `14` / `28`.\n * `offset` shifts the read window backwards; `lineStyle` is a\n * forward-compat plot-styling hint.\n *\n * @formula  N/A — see `ta.ultimateOsc` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: UltimateOscOpts = { shortLength: 7, mediumLength: 14, longLength: 28 };\n */\nexport type UltimateOscOpts = Readonly<{\n    shortLength?: number;\n    mediumLength?: number;\n    longLength?: number;\n    offset?: number;\n    lineStyle?: PlotLineStyle;\n}>;\n\n/**\n * Options bag for `ta.coppock`. `roc1Length` / `roc2Length` /\n * `wmaLength` default to the Edwin Coppock canonical `11` / `14` /\n * `10`. `offset` shifts the read window backwards; `lineStyle` is a\n * forward-compat plot-styling hint.\n *\n * @formula  N/A — see `ta.coppock` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: CoppockOpts = { roc1Length: 11, roc2Length: 14, wmaLength: 10 };\n */\nexport type CoppockOpts = Readonly<{\n    roc1Length?: number;\n    roc2Length?: number;\n    wmaLength?: number;\n    offset?: number;\n    lineStyle?: PlotLineStyle;\n}>;\n\n/**\n * Options bag for `ta.ppo`. `fastLength` / `slowLength` / `signalLength`\n * default to the Appel-era `12` / `26` / `9` (mirrors `ta.macd`).\n * `offset` shifts all three outputs (`ppo`, `signal`, `hist`) in\n * lockstep per the universal `opts.offset` convention.\n *\n * @formula  N/A — see `ta.ppo` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: PpoOpts = { fastLength: 12, slowLength: 26, signalLength: 9 };\n */\nexport type PpoOpts = Readonly<{\n    fastLength?: number;\n    slowLength?: number;\n    signalLength?: number;\n    offset?: number;\n}>;\n\n/**\n * Options bag for `ta.dpo`. `offset` shifts the read window backwards\n *. `lineStyle` is a forward-compat plot-styling hint\n * surfaced for §9.1 ergonomics — not consumed by the primitive\n * itself.\n *\n * @formula  N/A — see `ta.dpo` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: DpoOpts = { offset: 0 };\n */\nexport type DpoOpts = Readonly<{ offset?: number; lineStyle?: PlotLineStyle }>;\n\n/**\n * Options bag for `ta.connorsRsi`. `rsiLength` / `streakLength` /\n * `rocLength` default to Larry Connors' canonical `3` / `2` / `100`.\n * `offset` shifts the read window backwards.\n *\n * @formula  N/A — see `ta.connorsRsi` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: ConnorsRsiOpts = { rsiLength: 3, streakLength: 2, rocLength: 100 };\n */\nexport type ConnorsRsiOpts = Readonly<{\n    rsiLength?: number;\n    streakLength?: number;\n    rocLength?: number;\n    offset?: number;\n}>;\n\n/**\n * The three-series result of `ta.ppo` — the PPO line, its signal\n * line, and the histogram of their difference. All three Series are\n * updated in lock-step with the source. `primarySeriesKey: \"ppo\"` is\n * recorded in `TA_REGISTRY_METADATA`.\n *\n * @formula  ppo    = 100 · (ema(src, fast) − ema(src, slow)) / ema(src, slow) ;\n *           signal = ema(ppo, signalLength) ;\n *           hist   = ppo − signal\n * @since 0.2\n * @stable\n * @example\n *     const p = ta.ppo(bar.close);\n *     plot(p.ppo); plot(p.signal); plot(p.hist);\n */\nexport type PpoResult = Readonly<{\n    ppo: Series<number>;\n    signal: Series<number>;\n    hist: Series<number>;\n}>;\n\n/**\n * The two-series result of `ta.stochRsi` — the `%K` line (stochastic\n * applied to the RSI series, smoothed by `kSmoothing`) and the `%D`\n * signal (SMA of `%K` over `dSmoothing`). Both Series ∈ [0, 100]\n * when defined; the runtime emits NaN through the warmup window or\n * when the rolling RSI range is flat (zero denominator).\n *\n * `primarySeriesKey: \"k\"` (recorded in `TA_REGISTRY_METADATA`).\n *\n * @formula  rsi  = rsi(source, rsiLength) ;\n *           kRaw = 100 · (rsi − lowest(rsi, stochLength))\n *                       / (highest(rsi, stochLength) − lowest(rsi, stochLength)) ;\n *           k    = sma(kRaw, kSmoothing) ;\n *           d    = sma(k, dSmoothing)\n * @since 0.2\n * @stable\n * @example\n *     const s = ta.stochRsi(bar.close);\n *     plot(s.k);\n *     plot(s.d);\n */\nexport type StochRsiResult = Readonly<{\n    k: Series<number>;\n    d: Series<number>;\n}>;\n\n/**\n * Options bag for `ta.kst` (Know Sure Thing). Defaults match Pring's\n * canonical settings `(10, 15, 20, 30, 10, 10, 10, 15, 9)`. Source is\n * positional (`ta.kst(source, opts?)`). `offset` shifts the read window\n * backwards (accepted on the surface).\n *\n * @formula  N/A — see `ta.kst` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: KstOpts = { roc1Length: 10, roc2Length: 15, roc3Length: 20, roc4Length: 30 };\n */\nexport type KstOpts = Readonly<{\n    roc1Length?: number;\n    roc2Length?: number;\n    roc3Length?: number;\n    roc4Length?: number;\n    roc1Smooth?: number;\n    roc2Smooth?: number;\n    roc3Smooth?: number;\n    roc4Smooth?: number;\n    signalLength?: number;\n    offset?: number;\n}>;\n\n/**\n * The two-series result of `ta.kst` — the KST line (weighted sum of\n * four smoothed percentage ROCs) and its SMA signal line.\n * `primarySeriesKey: \"kst\"` (recorded in `TA_REGISTRY_METADATA`).\n *\n * @formula  rN  = sma(rocN(source, rocNLength), rocNSmooth) for N in 1..4 ;\n *           kst = r1 + 2·r2 + 3·r3 + 4·r4 ; NaN if any rN NaN ;\n *           signal = sma(kst, signalLength)\n * @since 0.2\n * @stable\n * @example\n *     const k = ta.kst(bar.close);\n *     plot(k.kst);\n *     plot(k.signal);\n */\nexport type KstResult = Readonly<{\n    kst: Series<number>;\n    signal: Series<number>;\n}>;\n\n/**\n * Options bag for `ta.fisher`. `length` is positional on the call\n * (`ta.fisher(length, opts?)`); the bag carries only the universal\n * `offset` (accepted on the surface).\n *\n * @formula  N/A — see `ta.fisher` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: FisherOpts = { offset: 0 };\n */\nexport type FisherOpts = Readonly<{ offset?: number }>;\n\n/**\n * The two-series result of `ta.fisher` — the Fisher Transform line and\n * its 1-bar-lagged `trigger` (the prior bar's Fisher value). Both are\n * unbounded; `yDomain: { kind: \"auto\" }`. The first bar's `trigger` is\n * NaN (no prior Fisher).\n *\n * `primarySeriesKey: \"fisher\"` (recorded in `TA_REGISTRY_METADATA`).\n *\n * @formula  mid = (high + low) / 2 ;\n *           normalised = flatRange ? 0 : (mid − lowest(mid, length)) / (highest − lowest) − 0.5 ;\n *           x = 0.66 · normalised + 0.67 · prevX ; NaN at fisher if |x| ≥ 1 ;\n *           fisher = 0.5 · ln((1 + x) / (1 − x)) + 0.5 · prevFisher ;\n *           trigger[t] = prevFisher (the value of fisher before this close)\n * @since 0.2\n * @stable\n * @example\n *     const f = ta.fisher(9);\n *     plot(f.fisher);\n *     plot(f.trigger);\n */\nexport type FisherResult = Readonly<{\n    fisher: Series<number>;\n    trigger: Series<number>;\n}>;\n\n/**\n * Options bag for `ta.klinger` (Klinger Volume Oscillator). Defaults\n * `(fastLength=34, slowLength=55, signalLength=13)` match invinite.\n * `offset` shifts the read window backwards (accepted\n * on the surface).\n *\n * @formula  N/A — see `ta.klinger` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: KlingerOpts = { fastLength: 34, slowLength: 55, signalLength: 13 };\n */\nexport type KlingerOpts = Readonly<{\n    fastLength?: number;\n    slowLength?: number;\n    signalLength?: number;\n    offset?: number;\n}>;\n\n/**\n * The two-series result of `ta.klinger` — the Klinger Oscillator line\n * (`EMA(fast)(vf) − EMA(slow)(vf)` over the Volume Force accumulator)\n * and its `EMA(signalLength)(klinger)` signal. `primarySeriesKey:\n * \"klinger\"` (recorded in `TA_REGISTRY_METADATA`).\n *\n * @formula  trend = sign(hlc − prevHlc) carried forward on equality ;\n *           cm    = trend === prevTrend ? prevCm + dm : prevDm + dm ;\n *           vf    = volume · |2·(dm/cm − 1)| · trend · 100 ; 0 on cm = 0 ;\n *           klinger = ema(vf, fastLength) − ema(vf, slowLength) ;\n *           signal  = ema(klinger, signalLength)\n * @since 0.2\n * @stable\n * @example\n *     const k = ta.klinger();\n *     plot(k.klinger);\n *     plot(k.signal);\n */\nexport type KlingerResult = Readonly<{\n    klinger: Series<number>;\n    signal: Series<number>;\n}>;\n\n/**\n * Options bag for `ta.rvgi` (Relative Vigor Index). `length` is the SMA\n * smoothing of the 4-bar weighted numerator / denominator (default\n * `10`). `offset` shifts the read window backwards (—\n * accepted on the surface).\n *\n * @formula  N/A — see `ta.rvgi` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: RvgiOpts = { length: 10 };\n */\nexport type RvgiOpts = Readonly<{\n    length?: number;\n    offset?: number;\n}>;\n\n/**\n * The two-series result of `ta.rvgi` — the Relative Vigor Index line\n * (`SMA(numerator, length) / SMA(denominator, length)`) and its 4-bar\n * weighted signal. `primarySeriesKey: \"rvgi\"` (recorded in\n * `TA_REGISTRY_METADATA`).\n *\n * @formula  num = (co0 + 2·co1 + 2·co2 + co3) / 6 where coN = close − open ;\n *           den = (hl0 + 2·hl1 + 2·hl2 + hl3) / 6 where hlN = high − low ;\n *           rvgi   = sma(num, length) / sma(den, length) ; NaN on flat den ;\n *           signal = (rvgi[0] + 2·rvgi[1] + 2·rvgi[2] + rvgi[3]) / 6\n * @since 0.2\n * @stable\n * @example\n *     const r = ta.rvgi();\n *     plot(r.rvgi);\n *     plot(r.signal);\n */\nexport type RvgiResult = Readonly<{\n    rvgi: Series<number>;\n    signal: Series<number>;\n}>;\n\n/**\n * Options bag for `ta.aroon`. `offset` shifts the read window backwards\n *. `outputs` carries per-output styling hints that\n * downstream `plot()` callsites can lift defaults from; the runtime\n * itself ignores it in Phase 2 — script-author `plot(a.up,\n * { lineStyle })` is the styling seam.\n *\n * @formula  N/A — see `ta.aroon` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: AroonOpts = { offset: 0 };\n */\nexport type AroonOpts = Readonly<{\n    offset?: number;\n    outputs?: Readonly<Record<\"up\" | \"down\", { lineStyle?: PlotLineStyle }>>;\n}>;\n\n/**\n * Options bag for `ta.aroonOsc`. `lineStyle` is a forward-compat\n * plot-styling hint; the runtime itself reads `offset` only.\n *\n * @formula  N/A — see `ta.aroonOsc` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: AroonOscOpts = { offset: 0 };\n */\nexport type AroonOscOpts = Readonly<{ offset?: number; lineStyle?: PlotLineStyle }>;\n\n/**\n * Options bag for `ta.median` (rolling median). Mirrors {@link WmaOpts}.\n *\n * @formula  N/A — see `ta.median` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: MedianOpts = { offset: 0 };\n */\nexport type MedianOpts = Readonly<{ offset?: number; lineStyle?: PlotLineStyle }>;\n\n/**\n * Options bag for `ta.adr` (Average Daily Range). `length` defaults to\n * `14` — Pine / TradingView canonical. `offset` shifts the read window\n * backwards; `lineStyle` is a forward-compat plot-styling hint.\n *\n * @formula  N/A — see `ta.adr` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: AdrOpts = { length: 14 };\n */\nexport type AdrOpts = Readonly<{\n    length?: number;\n    offset?: number;\n    lineStyle?: PlotLineStyle;\n}>;\n\n/**\n * Options bag for `ta.ulcerIndex`. Mirrors {@link WmaOpts}.\n *\n * @formula  N/A — see `ta.ulcerIndex` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: UlcerIndexOpts = { offset: 0 };\n */\nexport type UlcerIndexOpts = Readonly<{ offset?: number; lineStyle?: PlotLineStyle }>;\n\n/**\n * Options bag for `ta.vol`. `offset` shifts the read window backwards\n * (universal offset). `ta.vol` is a pass-through of\n * `bar.volume`; the opts bag exists so authors can attach the\n * universal `offset` without an extra wrapper.\n *\n * @formula  N/A — see `ta.vol` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: VolOpts = { offset: 0 };\n */\nexport type VolOpts = Readonly<{ offset?: number }>;\n\n/**\n * Options bag for `ta.vwap`. `source` selects the per-bar price\n * (default `\"hlc3\"` per Pine). `offset` shifts the read window\n * backwards.\n *\n * @formula  vwap = Σ(source · volume) / Σ(volume) per session window\n * @since 0.2\n * @stable\n * @example\n *     const opts: VwapOpts = { source: \"hlc3\" };\n */\nexport type VwapOpts = Readonly<{\n    source?: \"hlc3\" | \"close\" | \"hl2\" | \"ohlc4\" | \"hlcc4\";\n    offset?: number;\n}>;\n\n/**\n * Options bag for `ta.anchoredVwap`. Mirrors {@link VwapOpts}; the\n * `anchorTime` (a UTC millisecond epoch the script author hard-codes)\n * is passed positionally, not via this bag.\n *\n * @formula  vwap_anchored = Σ_{t ≥ anchor}(source · volume) / Σ_{t ≥ anchor}(volume)\n * @since 0.2\n * @stable\n * @example\n *     const opts: AnchoredVwapOpts = { source: \"hlc3\" };\n */\nexport type AnchoredVwapOpts = Readonly<{\n    source?: \"hlc3\" | \"close\" | \"hl2\" | \"ohlc4\" | \"hlcc4\";\n    offset?: number;\n}>;\n\n/**\n * Options bag for `ta.visibleRangeVolumeProfile`. `rowSize` selects\n * the number of price rows when positive; `0` / omitted falls back to\n * the runtime's automatic row count. `valueAreaPct` accepts either\n * a fraction (`0.7`) or percentage (`70`). `bucketColor` is copied to\n * each emitted horizontal-histogram bucket.\n *\n * @formula  N/A — see `ta.visibleRangeVolumeProfile` JSDoc\n * @since 0.5\n * @stable\n * @example\n *     const opts: VisibleRangeVolumeProfileOpts = {\n *         rowSize: 24,\n *         valueAreaPct: 0.7,\n *         bucketColor: \"#90caf9\",\n *     };\n */\nexport type VisibleRangeVolumeProfileOpts = Readonly<{\n    rowSize?: number;\n    valueAreaPct?: number;\n    offset?: number;\n    bucketColor?: string;\n}>;\n\n/**\n * Multi-output result from `ta.visibleRangeVolumeProfile`.\n *\n * @formula  POC / VAH / VAL from the visible-range volume-profile\n *           bucket set.\n * @since 0.5\n * @stable\n * @example\n *     declare const vp: VisibleRangeVolumeProfileResult;\n *     const poc = vp.poc.current;\n */\nexport type VisibleRangeVolumeProfileResult = Readonly<{\n    poc: Series<number>;\n    valHigh: Series<number>;\n    valLow: Series<number>;\n    buckets: ReadonlyArray<Readonly<{ price: number; volume: number; color?: string }>>;\n}>;\n\n/**\n * Options bag for `ta.anchoredVolumeProfile`. `anchor` is a UTC\n * millisecond epoch, typically resolved from\n * `input.time(..., { pickFromChart: true })`; `rowSize` selects the\n * number of price rows when positive; `0` / omitted falls back to the\n * runtime's automatic row count. `valueAreaPct` accepts either a\n * fraction (`0.7`) or percentage (`70`). `bucketColor` is copied to\n * each emitted horizontal-histogram bucket.\n *\n * @formula  N/A — see `ta.anchoredVolumeProfile` JSDoc\n * @since 0.5\n * @stable\n * @example\n *     const opts: AnchoredVolumeProfileOpts = {\n *         anchor: 1_700_000_000_000,\n *         rowSize: 24,\n *         valueAreaPct: 0.7,\n *     };\n */\nexport type AnchoredVolumeProfileOpts = Readonly<{\n    anchor: Time;\n    rowSize?: number;\n    valueAreaPct?: number;\n    offset?: number;\n    bucketColor?: string;\n}>;\n\n/**\n * Multi-output result from `ta.anchoredVolumeProfile`.\n *\n * @formula  POC / VAH / VAL from the anchor→current volume-profile\n *           bucket set.\n * @since 0.5\n * @stable\n * @example\n *     declare const vp: AnchoredVolumeProfileResult;\n *     const buckets = vp.buckets;\n */\nexport type AnchoredVolumeProfileResult = Readonly<{\n    poc: Series<number>;\n    valHigh: Series<number>;\n    valLow: Series<number>;\n    buckets: ReadonlyArray<Readonly<{ price: number; volume: number; color?: string }>>;\n}>;\n\n/**\n * Options bag for `ta.sessionVolumeProfile`. `sessionStart` is an\n * explicit UTC millisecond boundary override; omitted values derive the\n * current session from `syminfo.session` when adapters provide it, or\n * UTC-day fallback boundaries otherwise. `rowSize`, `valueAreaPct`,\n * `offset`, and `bucketColor` mirror the other volume-profile primitives.\n *\n * @formula  N/A — see `ta.sessionVolumeProfile` JSDoc\n * @since 0.5\n * @stable\n * @example\n *     const opts: SessionVolumeProfileOpts = {\n *         rowSize: 24,\n *         valueAreaPct: 0.7,\n *         sessionStart: 1_700_000_000_000,\n *     };\n */\nexport type SessionVolumeProfileOpts = Readonly<{\n    rowSize?: number;\n    valueAreaPct?: number;\n    offset?: number;\n    bucketColor?: string;\n    sessionStart?: Time;\n}>;\n\n/**\n * Multi-output result from `ta.sessionVolumeProfile`.\n *\n * @formula  POC / VAH / VAL from the current-session volume-profile\n *           bucket set.\n * @since 0.5\n * @stable\n * @example\n *     declare const vp: SessionVolumeProfileResult;\n *     const poc = vp.poc.current;\n */\nexport type SessionVolumeProfileResult = Readonly<{\n    poc: Series<number>;\n    valHigh: Series<number>;\n    valLow: Series<number>;\n    buckets: ReadonlyArray<Readonly<{ price: number; volume: number; color?: string }>>;\n}>;\n\n/**\n * Options bag for `ta.fixedRangeVolumeProfile`. `from` and `to` are\n * UTC millisecond anchors, typically resolved from two\n * `input.time(..., { pickFromChart: true })` inputs. `from > to`\n * is invalid and diagnoses at runtime; `from === to` is a\n * single-bar window.\n *\n * @formula  N/A — see `ta.fixedRangeVolumeProfile` JSDoc\n * @since 0.5\n * @stable\n * @example\n *     const opts: FixedRangeVolumeProfileOpts = {\n *         from: 1_700_000_000_000,\n *         to: 1_700_060_000_000,\n *         rowSize: 24,\n *     };\n */\nexport type FixedRangeVolumeProfileOpts = Readonly<{\n    from: Time;\n    to: Time;\n    rowSize?: number;\n    valueAreaPct?: number;\n    offset?: number;\n    bucketColor?: string;\n}>;\n\n/**\n * Multi-output result from `ta.fixedRangeVolumeProfile`.\n *\n * @formula  POC / VAH / VAL from the fixed-range volume-profile\n *           bucket set.\n * @since 0.5\n * @stable\n * @example\n *     declare const vp: FixedRangeVolumeProfileResult;\n *     const buckets = vp.buckets;\n */\nexport type FixedRangeVolumeProfileResult = Readonly<{\n    poc: Series<number>;\n    valHigh: Series<number>;\n    valLow: Series<number>;\n    buckets: ReadonlyArray<Readonly<{ price: number; volume: number; color?: string }>>;\n}>;\n\n/**\n * Options bag for `ta.obv` (On-Balance Volume). `offset` shifts the\n * read window backwards (universal offset). `lineStyle`\n * is a forward-compat plot-styling hint surfaced for §9.1 ergonomics —\n * not consumed by the primitive itself.\n *\n * @formula  N/A — see `ta.obv` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: ObvOpts = { offset: 0 };\n */\nexport type ObvOpts = Readonly<{ offset?: number; lineStyle?: PlotLineStyle }>;\n\n/**\n * Options bag for `ta.adl` (Accumulation Distribution Line). Mirrors\n * {@link ObvOpts}.\n *\n * @formula  N/A — see `ta.adl` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: AdlOpts = { offset: 0 };\n */\nexport type AdlOpts = Readonly<{ offset?: number; lineStyle?: PlotLineStyle }>;\n\n/**\n * Options bag for `ta.bop` (Balance of Power). Mirrors {@link ObvOpts}.\n *\n * @formula  N/A — see `ta.bop` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: BopOpts = { offset: 0 };\n */\nexport type BopOpts = Readonly<{ offset?: number; lineStyle?: PlotLineStyle }>;\n\n/**\n * Options bag for `ta.cmf` (Chaikin Money Flow). `length` is positional\n * on the call (Pine-canonical `ta.cmf(length)`), so the opts bag carries\n * only the universal `offset` + the styling hint.\n *\n * @formula  N/A — see `ta.cmf` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: CmfOpts = { offset: 0 };\n */\nexport type CmfOpts = Readonly<{ offset?: number; lineStyle?: PlotLineStyle }>;\n\n/**\n * Options bag for `ta.chaikinOsc` (Chaikin Oscillator). Defaults\n * match Pine / invinite: `fastLength = 3`, `slowLength = 10`. `offset`\n * shifts the read window backwards (universal offset).\n *\n * @formula  N/A — see `ta.chaikinOsc` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: ChaikinOscOpts = { fastLength: 3, slowLength: 10 };\n */\nexport type ChaikinOscOpts = Readonly<{\n    fastLength?: number;\n    slowLength?: number;\n    offset?: number;\n}>;\n\n/**\n * Options bag for `ta.mfi` (Money Flow Index). `length` is positional\n * on the call (Pine-canonical `ta.mfi(length)`), so the opts bag carries\n * only the universal `offset` + the styling hint.\n *\n * @formula  N/A — see `ta.mfi` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: MfiOpts = { offset: 0 };\n */\nexport type MfiOpts = Readonly<{ offset?: number; lineStyle?: PlotLineStyle }>;\n\n/**\n * Options bag for `ta.netVolume` (signed-volume cumulative — math\n * equals `ta.obv`, exposed separately for naming parity with Pine /\n * invinite). Mirrors {@link ObvOpts}.\n *\n * @formula  N/A — see `ta.netVolume` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: NetVolumeOpts = { offset: 0 };\n */\nexport type NetVolumeOpts = Readonly<{ offset?: number; lineStyle?: PlotLineStyle }>;\n\n/**\n * Options bag for `ta.pvo` (Percentage Volume Oscillator). MACD-shape\n * applied to `bar.volume`. Defaults match Appel-era `12 / 26 / 9`\n * (mirrors `ta.ppo` / `ta.macd`). `offset` shifts all three outputs\n * (`pvo`, `signal`, `hist`) in lockstep per the universal `opts.offset`\n * convention.\n *\n * @formula  N/A — see `ta.pvo` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: PvoOpts = { fastLength: 12, slowLength: 26, signalLength: 9 };\n */\nexport type PvoOpts = Readonly<{\n    fastLength?: number;\n    slowLength?: number;\n    signalLength?: number;\n    offset?: number;\n}>;\n\n/**\n * The three-series result of `ta.pvo` — the PVO line, its signal\n * line, and the histogram of their difference. All three Series are\n * updated in lock-step with `bar.volume`. `primarySeriesKey: \"pvo\"`\n * is recorded in `TA_REGISTRY_METADATA`.\n *\n * @formula  pvo    = 100 · (ema(volume, fast) − ema(volume, slow)) / ema(volume, slow) ;\n *           signal = ema(pvo, signalLength) ;\n *           hist   = pvo − signal\n * @since 0.2\n * @stable\n * @example\n *     const p = ta.pvo();\n *     plot(p.pvo); plot(p.signal); plot(p.hist);\n */\nexport type PvoResult = Readonly<{\n    pvo: Series<number>;\n    signal: Series<number>;\n    hist: Series<number>;\n}>;\n\n/**\n * Options bag for `ta.pvt` (Price Volume Trend). Cumulative\n * `volume · (close − prevClose) / prevClose`. `offset` shifts the\n * read window backwards (universal offset). `lineStyle`\n * is a forward-compat plot-styling hint surfaced for §9.1 ergonomics —\n * not consumed by the primitive itself.\n *\n * @formula  N/A — see `ta.pvt` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: PvtOpts = { offset: 0 };\n */\nexport type PvtOpts = Readonly<{ offset?: number; lineStyle?: PlotLineStyle }>;\n\n/**\n * Options bag for `ta.eom` (Ease of Movement). `length` is positional\n * on the call (Pine-canonical `ta.eom(length)`), so the opts bag carries\n * only the universal `offset` + the styling hint.\n *\n * @formula  N/A — see `ta.eom` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: EomOpts = { offset: 0 };\n */\nexport type EomOpts = Readonly<{ offset?: number; lineStyle?: PlotLineStyle }>;\n\n/**\n * Options bag for `ta.nvi` (Negative Volume Index). Cumulative `prev ·\n * (1 + (close − prevClose) / prevClose)` on bars where `volume <\n * prevVolume`; carry forward otherwise. Seeded at 1000 (pinned by the\n * runtime's `@anchors seedValue`).\n *\n * @formula  N/A — see `ta.nvi` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: NviOpts = { offset: 0 };\n */\nexport type NviOpts = Readonly<{ offset?: number; lineStyle?: PlotLineStyle }>;\n\n/**\n * Options bag for `ta.pvi` (Positive Volume Index). Mirror of\n * {@link NviOpts}; updates only on bars where `volume > prevVolume`.\n * Seeded at 1000.\n *\n * @formula  N/A — see `ta.pvi` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: PviOpts = { offset: 0 };\n */\nexport type PviOpts = Readonly<{ offset?: number; lineStyle?: PlotLineStyle }>;\n\n/**\n * The two-series result of `ta.aroon` — the Up line tracking\n * recency of N-bar highs and the Down line tracking recency of\n * N-bar lows. Both Series ∈ [0, 100] when defined; the runtime\n * emits NaN through the `length` warmup window.\n *\n * @formula  up   = 100 · (length − barsSinceHigh) / length ;\n *           down = 100 · (length − barsSinceLow)  / length\n * @since 0.2\n * @stable\n * @example\n *     const a = ta.aroon(14);\n *     plot(a.up);\n *     plot(a.down);\n */\nexport type AroonResult = Readonly<{\n    up: Series<number>;\n    down: Series<number>;\n}>;\n\n/**\n * Options bag for `ta.bbPercentB`. `multiplier` scales the BB envelope\n * (defaults to `2`, mirroring Pine / TradingView). `offset` shifts the\n * read window backwards; `lineStyle` is a forward-compat\n * plot-styling hint surfaced for §9.1 ergonomics.\n *\n * @formula  N/A — see `ta.bbPercentB` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: BbPercentBOpts = { multiplier: 2 };\n */\nexport type BbPercentBOpts = Readonly<{\n    multiplier?: number;\n    offset?: number;\n    lineStyle?: PlotLineStyle;\n}>;\n\n/**\n * Options bag for `ta.bbw`. Mirrors {@link BbPercentBOpts}; the\n * runtime emits the raw `(upper − lower) / middle` ratio (no ×100\n * TV-parity scale — multiply in the script for that).\n *\n * @formula  N/A — see `ta.bbw` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: BbwOpts = { multiplier: 2 };\n */\nexport type BbwOpts = Readonly<{\n    multiplier?: number;\n    offset?: number;\n    lineStyle?: PlotLineStyle;\n}>;\n\n/**\n * Options bag for `ta.historicalVolatility`. `annualisationFactor`\n * defaults to `365` (TradingView's \"Crypto\" / 24-7 convention; use\n * `252` for trading-day equity series). `offset` shifts the read\n * window backwards.\n *\n * @formula  N/A — see `ta.historicalVolatility` JSDoc\n * @anchors  annualisationFactor\n * @since 0.2\n * @stable\n * @example\n *     const opts: HvOpts = { annualisationFactor: 252 };\n */\nexport type HvOpts = Readonly<{\n    annualisationFactor?: number;\n    offset?: number;\n    lineStyle?: PlotLineStyle;\n}>;\n\n/**\n * Options bag for `ta.rvi`. `offset` shifts the read window\n * backwards; `lineStyle` is a forward-compat\n * plot-styling hint surfaced for §9.1 ergonomics.\n *\n * @formula  N/A — see `ta.rvi` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: RviOpts = { offset: 0 };\n */\nexport type RviOpts = Readonly<{\n    offset?: number;\n    lineStyle?: PlotLineStyle;\n}>;\n\n/**\n * Options bag for `ta.massIndex`. `emaLength` defaults to `9` (the\n * inner EMA-of-range and outer EMA-of-EMA window); `sumLength`\n * defaults to `25` (the rolling-sum-of-ratio window). `offset`\n * shifts the read window backwards.\n *\n * @formula  N/A — see `ta.massIndex` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: MassIndexOpts = { emaLength: 9, sumLength: 25 };\n */\nexport type MassIndexOpts = Readonly<{\n    emaLength?: number;\n    sumLength?: number;\n    offset?: number;\n    lineStyle?: PlotLineStyle;\n}>;\n\n/**\n * Options bag for `ta.donchian`. `offset` shifts the read window\n * backwards. `outputs` carries per-output styling\n * hints downstream `plot()` callsites can lift defaults from; the\n * runtime itself ignores it in Phase 2.\n *\n * @formula  N/A — see `ta.donchian` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: DonchianOpts = { offset: 0 };\n */\nexport type DonchianOpts = Readonly<{\n    offset?: number;\n    outputs?: Readonly<Record<\"upper\" | \"middle\" | \"lower\", { lineStyle?: PlotLineStyle }>>;\n}>;\n\n/**\n * The three-series result of `ta.donchian` — the upper / middle /\n * lower bands of the Donchian channel envelope. All three Series are\n * updated in lock-step with the trailing `length`-bar high/low\n * window. `primarySeriesKey: \"middle\"` (recorded in\n * `TA_REGISTRY_METADATA`).\n *\n * @formula  upper = highest(high, length) ;\n *           lower = lowest(low, length) ;\n *           middle = (upper + lower) / 2\n * @since 0.2\n * @stable\n * @example\n *     const d = ta.donchian(20);\n *     plot(d.upper);\n *     plot(d.middle);\n *     plot(d.lower);\n */\nexport type DonchianResult = Readonly<{\n    upper: Series<number>;\n    middle: Series<number>;\n    lower: Series<number>;\n}>;\n\n/**\n * Options bag for `ta.keltner` (Keltner Channels). `length` is the\n * MA / ATR period (default `20`); `multiplier` scales the ATR-derived\n * band offset from the middle MA (default `2`); `maType` picks the\n * middle MA kind (default `\"ema\"` per the Linda Raschke / TradingView\n * canonical form — Chester Keltner's original used SMA over a hand-\n * rolled \"typical range\", but every modern reference defaults to EMA\n * over close + Wilder ATR). `offset` is the universal bar-shift\n * (accepted on the surface). `outputs` carries\n * per-output styling hints downstream `plot()` callsites can lift\n * defaults from; the runtime itself ignores it in Phase 2.\n *\n * @formula  N/A — see `ta.keltner` JSDoc\n * @anchors  maType\n * @since 0.2\n * @stable\n * @example\n *     const opts: KeltnerOpts = { length: 20, multiplier: 2, maType: \"ema\" };\n */\nexport type KeltnerOpts = Readonly<{\n    length?: number;\n    multiplier?: number;\n    maType?: MaTypeNoVolume;\n    offset?: number;\n    outputs?: Readonly<Record<\"upper\" | \"middle\" | \"lower\", { lineStyle?: PlotLineStyle }>>;\n}>;\n\n/**\n * The three-series result of `ta.keltner` — the upper / middle /\n * lower bands of the Keltner channel envelope. All three Series\n * update in lock-step with the source close + ATR. The middle band\n * is identity-shared with the composed MA sub-primitive's output;\n * the upper / lower bands are derived per bar.\n *\n * @formula  middle = MA(close, length, maType) ;\n *           upper  = middle + multiplier · atr(length) ;\n *           lower  = middle − multiplier · atr(length)\n * @since 0.2\n * @stable\n * @example\n *     const k = ta.keltner({ length: 20, multiplier: 2 });\n *     plot(k.upper);\n *     plot(k.middle);\n *     plot(k.lower);\n */\nexport type KeltnerResult = Readonly<{\n    upper: Series<number>;\n    middle: Series<number>;\n    lower: Series<number>;\n}>;\n\n/**\n * Options bag for `ta.envelope` (price-percent envelope). `length`\n * is the MA period (default `20`); `percent` is the band offset as a\n * percentage of the middle MA (default `10`); `maType` picks the MA\n * kind (default `\"sma\"`). `offset` is the universal bar-shift\n * (accepted on the surface).\n *\n * @formula  N/A — see `ta.envelope` JSDoc\n * @anchors  maType\n * @since 0.2\n * @stable\n * @example\n *     const opts: EnvelopeOpts = { length: 20, percent: 10, maType: \"sma\" };\n */\nexport type EnvelopeOpts = Readonly<{\n    length?: number;\n    percent?: number;\n    maType?: MaTypeNoVolume;\n    offset?: number;\n}>;\n\n/**\n * The three-series result of `ta.envelope` — the upper / middle /\n * lower bands of a price-percent envelope around an MA. The middle\n * band is identity-shared with the composed MA sub-primitive's\n * output; the bands are a pure multiplicative offset.\n *\n * @formula  middle = MA(source, length, maType) ;\n *           upper  = middle · (1 + percent / 100) ;\n *           lower  = middle · (1 − percent / 100)\n * @since 0.2\n * @stable\n * @example\n *     const e = ta.envelope(bar.close, { percent: 10 });\n *     plot(e.upper);\n *     plot(e.middle);\n *     plot(e.lower);\n */\nexport type EnvelopeResult = Readonly<{\n    upper: Series<number>;\n    middle: Series<number>;\n    lower: Series<number>;\n}>;\n\n/**\n * Options bag for `ta.chop` (Choppiness Index). `offset` is the\n * universal bar-shift (accepted on the surface).\n * `lineStyle` is a forward-compat plot-styling hint surfaced for\n * §9.1 ergonomics — not consumed by the primitive itself.\n *\n * @formula  N/A — see `ta.chop` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: ChopOpts = { offset: 0 };\n */\nexport type ChopOpts = Readonly<{ offset?: number; lineStyle?: PlotLineStyle }>;\n\n/**\n * Options bag for `ta.psar` (Parabolic SAR). `accelerationStart` /\n * `accelerationStep` / `accelerationMax` default to the canonical\n * Wilder values `0.02` / `0.02` / `0.2`. `offset` shifts the read\n * window backwards (accepted on the surface).\n *\n * @formula  N/A — see `ta.psar` JSDoc\n * @anchors  accelerationStart, accelerationStep, accelerationMax\n * @since 0.2\n * @stable\n * @example\n *     const opts: PsarOpts = { accelerationStart: 0.02, accelerationStep: 0.02, accelerationMax: 0.2 };\n */\nexport type PsarOpts = Readonly<{\n    accelerationStart?: number;\n    accelerationStep?: number;\n    accelerationMax?: number;\n    offset?: number;\n}>;\n\n/**\n * The two-series result of `ta.psar` — the SAR (stop-and-reverse)\n * level and the per-bar `direction` (`+1` uptrend, `-1` downtrend,\n * NaN during warmup or NaN-suspension). `direction` carries plain\n * `number` (not a narrow `+1 | -1` literal) to match the runtime's\n * `Series<number>` convention.\n *\n * @formula  sar derived from extreme-point + acceleration-factor recurrence ;\n *           direction flips when bar.low ≤ candidateSar (up→down) or\n *           bar.high ≥ candidateSar (down→up)\n * @since 0.2\n * @stable\n * @example\n *     const p = ta.psar();\n *     plot(p.sar);\n */\nexport type PsarResult = Readonly<{\n    sar: Series<number>;\n    direction: Series<number>;\n}>;\n\n/**\n * Options bag for `ta.supertrend`. `length` is the ATR period\n * (default `10`); `multiplier` scales the band offset from `hl2`\n * (default `3`). `offset` shifts the read window backwards\n * (accepted on the surface). The source is hard-coded\n * to `hl2` (Pine-canonical Supertrend); a `source` opt could land in\n * a follow-up.\n *\n * @formula  N/A — see `ta.supertrend` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: SupertrendOpts = { length: 10, multiplier: 3 };\n */\nexport type SupertrendOpts = Readonly<{\n    length?: number;\n    multiplier?: number;\n    offset?: number;\n}>;\n\n/**\n * The two-series result of `ta.supertrend` — the trailing-stop\n * `line` (the active final band per current direction) and the\n * per-bar `direction` (`+1` uptrend → `line = finalLower`,\n * `-1` downtrend → `line = finalUpper`, NaN during warmup).\n *\n * @formula  finalUpper, finalLower derived from hl2 ± multiplier·atr ;\n *           direction flips when close crosses prior finalUpper / finalLower ;\n *           line = direction === +1 ? finalLower : finalUpper\n * @since 0.2\n * @stable\n * @example\n *     const s = ta.supertrend({ length: 10, multiplier: 3 });\n *     plot(s.line);\n */\nexport type SupertrendResult = Readonly<{\n    line: Series<number>;\n    direction: Series<number>;\n}>;\n\n/**\n * Options bag for `ta.chandelier` (Chandelier Exit). `length` is the\n * ATR period AND the rolling extreme window (default `22`);\n * `multiplier` scales the ATR offset (default `3`). `offset` shifts\n * the read window backwards (accepted on the surface).\n *\n * @formula  N/A — see `ta.chandelier` JSDoc\n * @anchors  length, multiplier\n * @since 0.2\n * @stable\n * @example\n *     const opts: ChandelierOpts = { length: 22, multiplier: 3 };\n */\nexport type ChandelierOpts = Readonly<{\n    length?: number;\n    multiplier?: number;\n    offset?: number;\n}>;\n\n/**\n * The two-series result of `ta.chandelier` — `long` is the trailing\n * stop for long trades (`highest(high, length) − multiplier · atr`),\n * `short` is the trailing stop for short trades (`lowest(low, length)\n * + multiplier · atr`). Both Series carry NaN through the\n * `length`-bar warmup (ATR + highest/lowest sub-slots' warmups).\n *\n * @formula  long  = highest(high, length) − multiplier · atr(length) ;\n *           short = lowest(low,   length) + multiplier · atr(length)\n * @since 0.2\n * @stable\n * @example\n *     const c = ta.chandelier({ length: 22, multiplier: 3 });\n *     plot(c.long);\n *     plot(c.short);\n */\nexport type ChandelierResult = Readonly<{\n    long: Series<number>;\n    short: Series<number>;\n}>;\n\n/**\n * Options bag for `ta.chandeKrollStop`. `length` controls BOTH the\n * ATR period AND the first-pass rolling extreme window (default\n * `10`); `multiplier` scales the ATR offset (default `1`);\n * `smoothingLength` is the second-pass extreme window (default `9`)\n * — matches Chande Kroll's 1995 paper. `offset` shifts the read\n * window backwards (accepted on the surface).\n *\n * @formula  N/A — see `ta.chandeKrollStop` JSDoc\n * @anchors  length, multiplier\n * @since 0.2\n * @stable\n * @example\n *     const opts: ChandeKrollStopOpts = { length: 10, multiplier: 1, smoothingLength: 9 };\n */\nexport type ChandeKrollStopOpts = Readonly<{\n    length?: number;\n    multiplier?: number;\n    smoothingLength?: number;\n    offset?: number;\n}>;\n\n/**\n * The two-series result of `ta.chandeKrollStop` — `long` is the\n * smoothed long-trade trailing stop (second-pass max of the\n * first-pass long stops); `short` is the smoothed short-trade\n * trailing stop (second-pass min of the first-pass short stops).\n * Both Series carry NaN through the `length + smoothingLength`\n * warmup.\n *\n * @formula  firstHigh = highest(high, length) − multiplier · atr(length) ;\n *           firstLow  = lowest(low,   length) + multiplier · atr(length) ;\n *           long  = max(firstHigh over smoothingLength bars) ;\n *           short = min(firstLow  over smoothingLength bars)\n * @since 0.2\n * @stable\n * @example\n *     const c = ta.chandeKrollStop();\n *     plot(c.long);\n *     plot(c.short);\n */\nexport type ChandeKrollStopResult = Readonly<{\n    long: Series<number>;\n    short: Series<number>;\n}>;\n\n/**\n * Options bag for `ta.williamsFractal`. `length` is the symmetric\n * left / right window size (default `2` — total 5-bar window: 2\n * left + centre + 2 right). `offset` shifts the read window\n * backwards (accepted on the surface).\n *\n * @formula  N/A — see `ta.williamsFractal` JSDoc\n * @anchors  length\n * @since 0.2\n * @stable\n * @example\n *     const opts: WilliamsFractalOpts = { length: 2 };\n */\nexport type WilliamsFractalOpts = Readonly<{\n    length?: number;\n    offset?: number;\n}>;\n\n/**\n * The two-series result of `ta.williamsFractal` — the centred\n * fractal markers. `up.current` is the centre bar's `bar.high` when\n * the centre bar is an up-fractal (its high is strictly greater\n * than the `length` bars on either side), NaN otherwise.\n * `down.current` is the centre bar's `bar.low` for down-fractals.\n *\n * The output is centred: at live bar `t`, the value emitted is the\n * fractal status of bar `t − length` (when bar `t` closes, we now\n * have enough right-window bars to confirm bar `t − length`). The\n * most recent `length` bars of each Series are intentionally NaN\n * (pending right-window confirmation).\n *\n * Note: deviates from the task spec's literal `Series<boolean>`\n * wording in favour of price levels (matches invinite's\n * `upFractals[i] = high`). This gives the `marker` plot a y-anchor\n * — the high or low at which the fractal triggered — which is what\n * TradingView visually shows.\n *\n * @formula  up   = bar.high(centre) when centre is up-fractal, NaN otherwise ;\n *           down = bar.low(centre)  when centre is down-fractal, NaN otherwise\n * @since 0.2\n * @stable\n * @example\n *     const f = ta.williamsFractal();\n *     plot(f.up,   { style: { kind: \"marker\", shape: \"triangle-up\",   size: 6 } });\n *     plot(f.down, { style: { kind: \"marker\", shape: \"triangle-down\", size: 6 } });\n */\nexport type WilliamsFractalResult = Readonly<{\n    up: Series<number>;\n    down: Series<number>;\n}>;\n\n/**\n * Options bag for `ta.zigZag`. `deviation` is the percentage move\n * (default `5`) required to confirm a reversal pivot from the running\n * candidate; `depth` is the minimum number of bars (default `10`) that\n * must elapse before a pivot can be confirmed. `offset` shifts the\n * read window backwards (accepted on the surface).\n *\n * @formula  N/A — see `ta.zigZag` JSDoc\n * @anchors  deviation, depth\n * @since 0.2\n * @stable\n * @example\n *     const opts: ZigZagOpts = { deviation: 5, depth: 10 };\n */\nexport type ZigZagOpts = Readonly<{\n    deviation?: number;\n    depth?: number;\n    offset?: number;\n}>;\n\n/**\n * The two-series result of `ta.zigZag` — `value` carries the price of\n * the most-recently-confirmed swing pivot (held constant between\n * confirmations, NaN until the first confirmation); `direction` is\n * `+1` (uptrend), `-1` (downtrend), or NaN before the first\n * confirmation.\n *\n * Streaming adaptation of invinite's batch ZigZag: the runtime is\n * append-only and cannot retroactively rewrite earlier output slots,\n * so the linear-interpolation rendering between confirmed pivots that\n * invinite paints is intentionally not modelled here — the output\n * series is the \"last-confirmed-pivot level\" (a trailing horizontal\n * line a Pine author would use as a reference).\n *\n * @formula  see `ta.zigZag` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const z = ta.zigZag({ deviation: 5 });\n *     plot(z.value);\n */\nexport type ZigZagResult = Readonly<{\n    value: Series<number>;\n    direction: Series<number>;\n}>;\n\n/**\n * Options bag for `ta.pivotsHighLow`. `leftLength` / `rightLength`\n * default to `4` (a 9-bar centred window); they may differ to surface\n * asymmetric `ta.pivothigh` / `ta.pivotlow` behaviour. `offset` shifts\n * the read window backwards (accepted on the surface).\n *\n * @formula  N/A — see `ta.pivotsHighLow` JSDoc\n * @anchors  leftLength, rightLength\n * @since 0.2\n * @stable\n * @example\n *     const opts: PivotsHighLowOpts = { leftLength: 4, rightLength: 4 };\n */\nexport type PivotsHighLowOpts = Readonly<{\n    leftLength?: number;\n    rightLength?: number;\n    offset?: number;\n}>;\n\n/**\n * The two-series result of `ta.pivotsHighLow` — the centred swing-\n * high / swing-low markers. `high.current` = `bar.high(centre)` when\n * the centre bar is a confirmed up-pivot (strict-greater on the left\n * window, geq on the right — matches Pine `ta.pivothigh`); NaN\n * otherwise. `low.current` mirrors for down-pivots with `bar.low`.\n *\n * Output is centred — at live bar `t`, the value emitted is the\n * pivot status of bar `t − rightLength` (when bar `t` closes, we now\n * have enough right-window bars to confirm bar `t − rightLength`).\n * The most recent `rightLength` slots of each Series are\n * intentionally NaN (pending right-window confirmation).\n *\n * @formula  high = bar.high(centre) when centre is up-pivot, NaN otherwise ;\n *           low  = bar.low(centre)  when centre is down-pivot, NaN otherwise\n * @since 0.2\n * @stable\n * @example\n *     const p = ta.pivotsHighLow({ leftLength: 4, rightLength: 4 });\n *     plot(p.high);\n *     plot(p.low);\n */\nexport type PivotsHighLowResult = Readonly<{\n    high: Series<number>;\n    low: Series<number>;\n}>;\n\n/**\n * The classical pivot-points formula systems supported by\n * `ta.pivotsStandard`. `\"classic\"` is the default; `\"fibonacci\"` /\n * `\"camarilla\"` / `\"woodie\"` mirror the published TradingView\n * formulas. DeMark / Traditional are deferred to a later phase.\n *\n * @formula  N/A — string-literal union type\n * @since 0.2\n * @stable\n * @example\n *     const sys: PivotsStandardSystem = \"classic\";\n */\nexport type PivotsStandardSystem = \"classic\" | \"fibonacci\" | \"camarilla\" | \"woodie\";\n\n/**\n * Options bag for `ta.pivotsStandard`. `system` picks the formula\n * family (default `\"classic\"`). `offset` shifts the read window\n * backwards (accepted on the surface).\n *\n * @formula  N/A — see `ta.pivotsStandard` JSDoc\n * @anchors  system\n * @since 0.2\n * @stable\n * @example\n *     const opts: PivotsStandardOpts = { system: \"fibonacci\" };\n */\nexport type PivotsStandardOpts = Readonly<{\n    system?: PivotsStandardSystem;\n    offset?: number;\n}>;\n\n/**\n * The seven-series result of `ta.pivotsStandard` — the classical\n * pivot point `pp` plus three resistance / three support levels\n * derived from the prior UTC-day's high / low / close. The runtime\n * resets the day aggregate on every UTC-day boundary (detected via\n * `Math.floor(bar.time / 86_400_000)`); the levels for the current\n * day are computed from the prior closed day's HLC.\n *\n * R4 / R5 / S4 / S5 are intentionally deferred — Phase 2 ships\n * R1..R3 / S1..S3 only per the Phase-2 README \"Deferred / Follow-Up\n * Work\" footnote.\n *\n * @formula  see `ta.pivotsStandard` JSDoc (per-system formula table)\n * @since 0.2\n * @stable\n * @example\n *     const p = ta.pivotsStandard();\n *     plot(p.pp);\n *     plot(p.r1);\n *     plot(p.s1);\n */\nexport type PivotsStandardResult = Readonly<{\n    pp: Series<number>;\n    r1: Series<number>;\n    s1: Series<number>;\n    r2: Series<number>;\n    s2: Series<number>;\n    r3: Series<number>;\n    s3: Series<number>;\n}>;\n\n/**\n * Options bag for `ta.volatilityStop`. `length` is the ATR period\n * (default `20`); `multiplier` scales the ATR offset (default `2`).\n * `offset` shifts the read window backwards (accepted\n * on the surface). Source is hard-coded to `bar.close` (Pine\n * `ta.vstop` convention); an explicit `source` opt could land in a\n * follow-up.\n *\n * @formula  N/A — see `ta.volatilityStop` JSDoc\n * @anchors  length, multiplier\n * @since 0.2\n * @stable\n * @example\n *     const opts: VolatilityStopOpts = { length: 20, multiplier: 2 };\n */\nexport type VolatilityStopOpts = Readonly<{\n    length?: number;\n    multiplier?: number;\n    offset?: number;\n}>;\n\n/**\n * The two-series result of `ta.volatilityStop` — the trailing-stop\n * `value` (analogous to PSAR's `sar`) and the per-bar `direction`\n * (`+1` uptrend → stop is BELOW price, `-1` downtrend → stop is\n * ABOVE price, NaN during warmup or NaN-suspension).\n *\n * @formula  trend up:   value = max(prevStop, src − multiplier · atr) ;\n *           trend down: value = min(prevStop, src + multiplier · atr) ;\n *           flip on src crossing the stop\n * @since 0.2\n * @stable\n * @example\n *     const v = ta.volatilityStop({ length: 20, multiplier: 2 });\n *     plot(v.value);\n */\nexport type VolatilityStopResult = Readonly<{\n    value: Series<number>;\n    direction: Series<number>;\n}>;\n\n/**\n * Options bag for `ta.adx` (Wilder's Average Directional Index).\n * `smoothing` is the second-stage Wilder window applied to DX\n * (default `14` — matches the DI window). `offset` shifts the\n * output. `lineStyle` is a forward-compat plot-\n * styling hint surfaced for §9.1 ergonomics — not consumed by the\n * primitive itself.\n *\n * @formula  N/A — see `ta.adx` JSDoc\n * @anchors  smoothing\n * @since 0.2\n * @stable\n * @example\n *     const opts: AdxOpts = { smoothing: 14 };\n */\nexport type AdxOpts = Readonly<{\n    smoothing?: number;\n    offset?: number;\n    lineStyle?: PlotLineStyle;\n}>;\n\n/**\n * Options bag for `ta.dmi` (Directional Movement Index). `offset`\n * shifts both output series in lockstep. `outputs`\n * carries per-output styling hints downstream `plot()` callsites\n * can lift defaults from; the runtime itself ignores it in Phase 2\n * — script-author `plot(d.plusDi, { lineStyle })` is the styling\n * seam.\n *\n * @formula  N/A — see `ta.dmi` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: DmiOpts = { offset: 0 };\n */\nexport type DmiOpts = Readonly<{\n    offset?: number;\n    outputs?: Readonly<Record<\"plusDi\" | \"minusDi\", { lineStyle?: PlotLineStyle }>>;\n}>;\n\n/**\n * The two-series result of `ta.dmi` — Wilder's `+DI` / `−DI` pair.\n * Both ∈ [0, 100] when defined; NaN through the `length` warmup\n * window. `primarySeriesKey: \"plusDi\"` (recorded in\n * `TA_REGISTRY_METADATA`) with `yDomain: { kind: \"fixed\", min: 0,\n * max: 100 }`.\n *\n * @formula  see `ta.dmi` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const d = ta.dmi(14);\n *     plot(d.plusDi);\n *     plot(d.minusDi);\n */\nexport type DmiResult = Readonly<{\n    plusDi: Series<number>;\n    minusDi: Series<number>;\n}>;\n\n/**\n * Options bag for `ta.trix` (Triple-smoothed EMA Rate-of-Change).\n * `signalLength` is the EMA-smoothing length of the TRIX signal\n * line (default `9`). `offset` shifts both output series in\n * lockstep.\n *\n * @formula  N/A — see `ta.trix` JSDoc\n * @anchors  signalLength\n * @since 0.2\n * @stable\n * @example\n *     const opts: TrixOpts = { signalLength: 9 };\n */\nexport type TrixOpts = Readonly<{\n    signalLength?: number;\n    offset?: number;\n}>;\n\n/**\n * The two-series result of `ta.trix` — the TRIX momentum line and\n * its EMA signal line. Both are unbounded; `yDomain: { kind:\n * \"auto\" }`. `primarySeriesKey: \"trix\"` (recorded in\n * `TA_REGISTRY_METADATA`).\n *\n * @formula  see `ta.trix` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const t = ta.trix(bar.close, 18);\n *     plot(t.trix);\n *     plot(t.signal);\n */\nexport type TrixResult = Readonly<{\n    trix: Series<number>;\n    signal: Series<number>;\n}>;\n\n/**\n * Options bag for `ta.vortex` (Botes & Siepman Vortex Indicator).\n * `length` is positional on the call (`ta.vortex(length, opts?)`), so\n * the opts bag carries only the universal `offset` +\n * per-output styling hints. The runtime emits `NaN` on zero-TR\n * windows (chartlang surfaces the degenerate window — invinite emits\n * 0 in the same case).\n *\n * @formula  N/A — see `ta.vortex` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: VortexOpts = { offset: 0 };\n */\nexport type VortexOpts = Readonly<{\n    offset?: number;\n    outputs?: Readonly<Record<\"plus\" | \"minus\", { lineStyle?: PlotLineStyle }>>;\n}>;\n\n/**\n * The two-series result of `ta.vortex` — the `+VI` / `−VI` Vortex\n * lines (Botes & Siepman, 2010). Typical operating range `[0, 2]`\n * (`yDomain: { kind: \"auto\" }`). `primarySeriesKey: \"plus\"` is\n * recorded in `TA_REGISTRY_METADATA`.\n *\n * @formula  see `ta.vortex` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const v = ta.vortex(14);\n *     plot(v.plus);\n *     plot(v.minus);\n */\nexport type VortexResult = Readonly<{\n    plus: Series<number>;\n    minus: Series<number>;\n}>;\n\n/**\n * Options bag for `ta.trendStrengthIndex` — TradingView's Trend\n * Strength Index, the Pearson correlation between `source` and the\n * bar index. Distinct from `ta.tsi` (Task 14's True Strength Index\n * momentum oscillator). Default `length = 20` (positional). `offset`\n * matches the universal §9.1 convention.\n *\n * @formula  N/A — see `ta.trendStrengthIndex` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const opts: TrendStrengthIndexOpts = { offset: 0 };\n */\nexport type TrendStrengthIndexOpts = Readonly<{\n    offset?: number;\n    lineStyle?: PlotLineStyle;\n}>;\n\n/**\n * Options bag for `ta.ichimoku`. Defaults follow Pine / TradingView\n * canonical Ichimoku — `conversionLength = 9, baseLength = 26,\n * leadingSpanBLength = 52, displacement = 26`. `offset` shifts all\n * five outputs in lockstep. `outputs` carries\n * per-output styling hints downstream `plot()` callsites can lift\n * defaults from; the runtime itself ignores it in Phase 2.\n *\n * @formula  N/A — see `ta.ichimoku` JSDoc\n * @anchors  displacement, conversionLength, baseLength, leadingSpanBLength\n * @since 0.2\n * @stable\n * @example\n *     const opts: IchimokuOpts = {\n *         conversionLength: 9,\n *         baseLength: 26,\n *         leadingSpanBLength: 52,\n *         displacement: 26,\n *     };\n */\nexport type IchimokuOpts = Readonly<{\n    conversionLength?: number;\n    baseLength?: number;\n    leadingSpanBLength?: number;\n    displacement?: number;\n    offset?: number;\n    outputs?: Readonly<\n        Record<\"tenkan\" | \"kijun\" | \"senkouA\" | \"senkouB\" | \"chikou\", { lineStyle?: PlotLineStyle }>\n    >;\n}>;\n\n/**\n * The five-series result of `ta.ichimoku` — Tenkan (Conversion Line),\n * Kijun (Base Line), Senkou Span A / B (Leading Spans, forward-shifted\n * by `displacement`), Chikou (Lagging Span — backward-shifted close).\n * `primarySeriesKey: \"tenkan\"` (recorded in `TA_REGISTRY_METADATA`)\n * with `yDomain: { kind: \"auto\" }`. The cloud renders as a\n * `filled-band` PlotKind (Task 1 prerequisite) between `senkouA` and\n * `senkouB`; the script author drives this via their `plot()` call —\n * the runtime emits the two series.\n *\n * @formula  see `ta.ichimoku` JSDoc\n * @since 0.2\n * @stable\n * @example\n *     const i = ta.ichimoku();\n *     plot(i.tenkan);\n *     plot(i.kijun);\n *     plot(i.senkouA);\n *     plot(i.senkouB);\n *     plot(i.chikou);\n */\nexport type IchimokuResult = Readonly<{\n    tenkan: Series<number>;\n    kijun: Series<number>;\n    senkouA: Series<number>;\n    senkouB: Series<number>;\n    chikou: Series<number>;\n}>;\n\n/**\n * The three-series result of `ta.bb`. Each component is a separate `Series`\n * the runtime updates in lock-step with the source.\n *\n * @formula  upper = sma + k * stdev, lower = sma − k * stdev\n * @since 0.1\n * @stable\n * @example\n *     declare const close: Series<number>;\n *     const bands = ta.bb(close, 20, { multiplier: 2 });\n *     plot(bands.upper);\n */\nexport type BbResult = Readonly<{\n    upper: Series<number>;\n    middle: Series<number>;\n    lower: Series<number>;\n}>;\n\n/**\n * The three-series result of `ta.macd` — the MACD line, its signal line, and\n * the histogram of their difference.\n *\n * @formula  macd = ema(src, fast) − ema(src, slow); signal = ema(macd, signal);\n *           hist = macd − signal\n * @since 0.1\n * @stable\n * @example\n *     declare const close: Series<number>;\n *     const m = ta.macd(close);\n *     plot(m.hist);\n */\nexport type MacdResult = Readonly<{\n    macd: Series<number>;\n    signal: Series<number>;\n    hist: Series<number>;\n}>;\n\n/**\n * The typed surface of the `ta` namespace. The runtime registers concrete\n * implementations against this interface; scripts call it through the\n * `ta` constant exported from `@invinite-org/chartlang-core`.\n *\n * `ta.atr` takes no `source` because ATR is derived from bar OHLC in the\n * runtime (mirrors Pine's signature).\n *\n * @formula  see per-method JSDoc on the `ta` const below\n * @since 0.1\n * @stable\n * @example\n *     declare const close: Series<number>;\n *     const e: Series<number> = ta.ema(close, 20);\n */\nexport type TaNamespace = {\n    sma(source: Series<number>, length: number, opts?: SmaOpts): Series<number>;\n    ema(source: Series<number>, length: number, opts?: EmaOpts): Series<number>;\n    stdev(source: Series<number>, length: number, opts?: StdevOpts): Series<number>;\n    bb(source: Series<number>, length: number, opts?: BbOpts): BbResult;\n    rsi(source: Series<number>, length: number, opts?: RsiOpts): Series<number>;\n    macd(source: Series<number>, opts?: MacdOpts): MacdResult;\n    atr(length: number, opts?: AtrOpts): Series<number>;\n    crossover(a: Series<number>, b: Series<number> | number, opts?: CrossoverOpts): Series<boolean>;\n    crossunder(\n        a: Series<number>,\n        b: Series<number> | number,\n        opts?: CrossunderOpts,\n    ): Series<boolean>;\n    nz(value: number, replacement?: number): number;\n    highest(source: Series<number>, length: number, opts?: HighestOpts): Series<number>;\n    lowest(source: Series<number>, length: number, opts?: LowestOpts): Series<number>;\n    change(source: Series<number>, opts?: ChangeOpts): Series<number>;\n    valuewhen(\n        condition: Series<boolean>,\n        source: Series<number>,\n        occurrence?: number,\n        opts?: ValuewhenOpts,\n    ): Series<number>;\n    barssince(condition: Series<boolean>, opts?: BarssinceOpts): Series<number>;\n    wma(source: Series<number>, length: number, opts?: WmaOpts): Series<number>;\n    vwma(source: Series<number>, length: number, opts?: VwmaOpts): Series<number>;\n    hma(source: Series<number>, length: number, opts?: HmaOpts): Series<number>;\n    smma(source: Series<number>, length: number, opts?: SmmaOpts): Series<number>;\n    dema(source: Series<number>, length: number, opts?: DemaOpts): Series<number>;\n    tema(source: Series<number>, length: number, opts?: TemaOpts): Series<number>;\n    kama(source: Series<number>, opts?: KamaOpts): Series<number>;\n    alma(source: Series<number>, length: number, opts?: AlmaOpts): Series<number>;\n    lsma(source: Series<number>, length: number, opts?: LsmaOpts): Series<number>;\n    mcginley(source: Series<number>, length: number, opts?: McginleyOpts): Series<number>;\n    maRibbon(source: Series<number>, opts?: MaRibbonOpts): MaRibbonResult;\n    cci(source: Series<number>, length: number, opts?: CciOpts): Series<number>;\n    stoch(opts?: StochOpts): StochResult;\n    williamsR(length: number, opts?: WilliamsROpts): Series<number>;\n    stochRsi(source: Series<number>, opts?: StochRsiOpts): StochRsiResult;\n    ultimateOsc(opts?: UltimateOscOpts): Series<number>;\n    coppock(source: Series<number>, opts?: CoppockOpts): Series<number>;\n    ppo(source: Series<number>, opts?: PpoOpts): PpoResult;\n    dpo(source: Series<number>, length: number, opts?: DpoOpts): Series<number>;\n    connorsRsi(source: Series<number>, opts?: ConnorsRsiOpts): Series<number>;\n    kst(source: Series<number>, opts?: KstOpts): KstResult;\n    fisher(length: number, opts?: FisherOpts): FisherResult;\n    klinger(opts?: KlingerOpts): KlingerResult;\n    rvgi(opts?: RvgiOpts): RvgiResult;\n    ao(opts?: AoOpts): Series<number>;\n    cmo(source: Series<number>, length: number, opts?: CmoOpts): Series<number>;\n    momentum(source: Series<number>, length: number, opts?: MomentumOpts): Series<number>;\n    roc(source: Series<number>, length: number, opts?: RocOpts): Series<number>;\n    pmo(source: Series<number>, opts?: PmoOpts): PmoResult;\n    smi(opts?: SmiOpts): SmiResult;\n    tsi(source: Series<number>, opts?: TsiOpts): TsiResult;\n    aroon(length: number, opts?: AroonOpts): AroonResult;\n    aroonOsc(length: number, opts?: AroonOscOpts): Series<number>;\n    median(source: Series<number>, length: number, opts?: MedianOpts): Series<number>;\n    adr(opts?: AdrOpts): Series<number>;\n    ulcerIndex(source: Series<number>, length: number, opts?: UlcerIndexOpts): Series<number>;\n    vol(opts?: VolOpts): Series<number>;\n    vwap(opts?: VwapOpts): Series<number>;\n    anchoredVwap(anchorTime: number, opts?: AnchoredVwapOpts): Series<number>;\n    anchoredVolumeProfile(opts: AnchoredVolumeProfileOpts): AnchoredVolumeProfileResult;\n    fixedRangeVolumeProfile(opts: FixedRangeVolumeProfileOpts): FixedRangeVolumeProfileResult;\n    sessionVolumeProfile(opts?: SessionVolumeProfileOpts): SessionVolumeProfileResult;\n    visibleRangeVolumeProfile(\n        opts?: VisibleRangeVolumeProfileOpts,\n    ): VisibleRangeVolumeProfileResult;\n    obv(opts?: ObvOpts): Series<number>;\n    adl(opts?: AdlOpts): Series<number>;\n    bop(opts?: BopOpts): Series<number>;\n    cmf(length: number, opts?: CmfOpts): Series<number>;\n    chaikinOsc(opts?: ChaikinOscOpts): Series<number>;\n    mfi(length: number, opts?: MfiOpts): Series<number>;\n    netVolume(opts?: NetVolumeOpts): Series<number>;\n    pvo(opts?: PvoOpts): PvoResult;\n    pvt(opts?: PvtOpts): Series<number>;\n    eom(length: number, opts?: EomOpts): Series<number>;\n    nvi(opts?: NviOpts): Series<number>;\n    pvi(opts?: PviOpts): Series<number>;\n    bbPercentB(source: Series<number>, length: number, opts?: BbPercentBOpts): Series<number>;\n    bbw(source: Series<number>, length: number, opts?: BbwOpts): Series<number>;\n    donchian(length: number, opts?: DonchianOpts): DonchianResult;\n    keltner(opts?: KeltnerOpts): KeltnerResult;\n    envelope(source: Series<number>, opts?: EnvelopeOpts): EnvelopeResult;\n    chop(length: number, opts?: ChopOpts): Series<number>;\n    historicalVolatility(source: Series<number>, length: number, opts?: HvOpts): Series<number>;\n    rvi(source: Series<number>, length: number, opts?: RviOpts): Series<number>;\n    massIndex(opts?: MassIndexOpts): Series<number>;\n    psar(opts?: PsarOpts): PsarResult;\n    supertrend(opts?: SupertrendOpts): SupertrendResult;\n    chandelier(opts?: ChandelierOpts): ChandelierResult;\n    chandeKrollStop(opts?: ChandeKrollStopOpts): ChandeKrollStopResult;\n    williamsFractal(opts?: WilliamsFractalOpts): WilliamsFractalResult;\n    zigZag(opts?: ZigZagOpts): ZigZagResult;\n    pivotsHighLow(opts?: PivotsHighLowOpts): PivotsHighLowResult;\n    pivotsStandard(opts?: PivotsStandardOpts): PivotsStandardResult;\n    volatilityStop(opts?: VolatilityStopOpts): VolatilityStopResult;\n    adx(length: number, opts?: AdxOpts): Series<number>;\n    dmi(length: number, opts?: DmiOpts): DmiResult;\n    trix(source: Series<number>, length: number, opts?: TrixOpts): TrixResult;\n    vortex(length: number, opts?: VortexOpts): VortexResult;\n    trendStrengthIndex(\n        source: Series<number>,\n        length: number,\n        opts?: TrendStrengthIndexOpts,\n    ): Series<number>;\n    ichimoku(opts?: IchimokuOpts): IchimokuResult;\n};\n\n/**\n * The compile-time callable hole for the `ta` namespace. Every method throws\n * the `\"ta.<name> called outside compiled runtime\"` sentinel — the compiler\n * (Task 2) rewrites callsites to re-target the real runtime implementations.\n *\n * Scripts import this constant; the compiler swaps the call target at build\n * time. Direct invocation (outside a compiled script) is the failure mode\n * these sentinels guard.\n *\n * @formula  see method-specific JSDoc on the runtime implementations\n * @since 0.1\n * @stable\n * @example\n * ```ts\n * import { defineIndicator, ta, plot } from \"@invinite-org/chartlang-core\";\n *\n * export default defineIndicator({\n *     name: \"EMA(20)\",\n *     apiVersion: 1,\n *     compute: ({ bar }) => {\n *         plot(ta.ema(bar.close, 20));\n *     },\n * });\n * ```\n */\nexport const ta: TaNamespace = /* @__PURE__ */ Object.freeze({\n    sma: () => {\n        throw new Error(\"ta.sma called outside compiled runtime\");\n    },\n    ema: () => {\n        throw new Error(\"ta.ema called outside compiled runtime\");\n    },\n    stdev: () => {\n        throw new Error(\"ta.stdev called outside compiled runtime\");\n    },\n    bb: () => {\n        throw new Error(\"ta.bb called outside compiled runtime\");\n    },\n    rsi: () => {\n        throw new Error(\"ta.rsi called outside compiled runtime\");\n    },\n    macd: () => {\n        throw new Error(\"ta.macd called outside compiled runtime\");\n    },\n    atr: () => {\n        throw new Error(\"ta.atr called outside compiled runtime\");\n    },\n    crossover: () => {\n        throw new Error(\"ta.crossover called outside compiled runtime\");\n    },\n    crossunder: () => {\n        throw new Error(\"ta.crossunder called outside compiled runtime\");\n    },\n    nz: () => {\n        throw new Error(\"ta.nz called outside compiled runtime\");\n    },\n    highest: () => {\n        throw new Error(\"ta.highest called outside compiled runtime\");\n    },\n    lowest: () => {\n        throw new Error(\"ta.lowest called outside compiled runtime\");\n    },\n    change: () => {\n        throw new Error(\"ta.change called outside compiled runtime\");\n    },\n    valuewhen: () => {\n        throw new Error(\"ta.valuewhen called outside compiled runtime\");\n    },\n    barssince: () => {\n        throw new Error(\"ta.barssince called outside compiled runtime\");\n    },\n    wma: () => {\n        throw new Error(\"ta.wma called outside compiled runtime\");\n    },\n    vwma: () => {\n        throw new Error(\"ta.vwma called outside compiled runtime\");\n    },\n    hma: () => {\n        throw new Error(\"ta.hma called outside compiled runtime\");\n    },\n    smma: () => {\n        throw new Error(\"ta.smma called outside compiled runtime\");\n    },\n    dema: () => {\n        throw new Error(\"ta.dema called outside compiled runtime\");\n    },\n    tema: () => {\n        throw new Error(\"ta.tema called outside compiled runtime\");\n    },\n    kama: () => {\n        throw new Error(\"ta.kama called outside compiled runtime\");\n    },\n    alma: () => {\n        throw new Error(\"ta.alma called outside compiled runtime\");\n    },\n    lsma: () => {\n        throw new Error(\"ta.lsma called outside compiled runtime\");\n    },\n    mcginley: () => {\n        throw new Error(\"ta.mcginley called outside compiled runtime\");\n    },\n    maRibbon: () => {\n        throw new Error(\"ta.maRibbon called outside compiled runtime\");\n    },\n    cci: () => {\n        throw new Error(\"ta.cci called outside compiled runtime\");\n    },\n    stoch: () => {\n        throw new Error(\"ta.stoch called outside compiled runtime\");\n    },\n    williamsR: () => {\n        throw new Error(\"ta.williamsR called outside compiled runtime\");\n    },\n    stochRsi: () => {\n        throw new Error(\"ta.stochRsi called outside compiled runtime\");\n    },\n    ultimateOsc: () => {\n        throw new Error(\"ta.ultimateOsc called outside compiled runtime\");\n    },\n    coppock: () => {\n        throw new Error(\"ta.coppock called outside compiled runtime\");\n    },\n    ppo: () => {\n        throw new Error(\"ta.ppo called outside compiled runtime\");\n    },\n    dpo: () => {\n        throw new Error(\"ta.dpo called outside compiled runtime\");\n    },\n    connorsRsi: () => {\n        throw new Error(\"ta.connorsRsi called outside compiled runtime\");\n    },\n    kst: () => {\n        throw new Error(\"ta.kst called outside compiled runtime\");\n    },\n    fisher: () => {\n        throw new Error(\"ta.fisher called outside compiled runtime\");\n    },\n    klinger: () => {\n        throw new Error(\"ta.klinger called outside compiled runtime\");\n    },\n    rvgi: () => {\n        throw new Error(\"ta.rvgi called outside compiled runtime\");\n    },\n    ao: () => {\n        throw new Error(\"ta.ao called outside compiled runtime\");\n    },\n    cmo: () => {\n        throw new Error(\"ta.cmo called outside compiled runtime\");\n    },\n    momentum: () => {\n        throw new Error(\"ta.momentum called outside compiled runtime\");\n    },\n    roc: () => {\n        throw new Error(\"ta.roc called outside compiled runtime\");\n    },\n    pmo: () => {\n        throw new Error(\"ta.pmo called outside compiled runtime\");\n    },\n    smi: () => {\n        throw new Error(\"ta.smi called outside compiled runtime\");\n    },\n    tsi: () => {\n        throw new Error(\"ta.tsi called outside compiled runtime\");\n    },\n    aroon: () => {\n        throw new Error(\"ta.aroon called outside compiled runtime\");\n    },\n    aroonOsc: () => {\n        throw new Error(\"ta.aroonOsc called outside compiled runtime\");\n    },\n    median: () => {\n        throw new Error(\"ta.median called outside compiled runtime\");\n    },\n    adr: () => {\n        throw new Error(\"ta.adr called outside compiled runtime\");\n    },\n    ulcerIndex: () => {\n        throw new Error(\"ta.ulcerIndex called outside compiled runtime\");\n    },\n    vol: () => {\n        throw new Error(\"ta.vol called outside compiled runtime\");\n    },\n    vwap: () => {\n        throw new Error(\"ta.vwap called outside compiled runtime\");\n    },\n    anchoredVwap: () => {\n        throw new Error(\"ta.anchoredVwap called outside compiled runtime\");\n    },\n    anchoredVolumeProfile: () => {\n        throw new Error(\"ta.anchoredVolumeProfile called outside compiled runtime\");\n    },\n    fixedRangeVolumeProfile: () => {\n        throw new Error(\"ta.fixedRangeVolumeProfile called outside compiled runtime\");\n    },\n    sessionVolumeProfile: () => {\n        throw new Error(\"ta.sessionVolumeProfile called outside compiled runtime\");\n    },\n    visibleRangeVolumeProfile: () => {\n        throw new Error(\"ta.visibleRangeVolumeProfile called outside compiled runtime\");\n    },\n    obv: () => {\n        throw new Error(\"ta.obv called outside compiled runtime\");\n    },\n    adl: () => {\n        throw new Error(\"ta.adl called outside compiled runtime\");\n    },\n    bop: () => {\n        throw new Error(\"ta.bop called outside compiled runtime\");\n    },\n    cmf: () => {\n        throw new Error(\"ta.cmf called outside compiled runtime\");\n    },\n    chaikinOsc: () => {\n        throw new Error(\"ta.chaikinOsc called outside compiled runtime\");\n    },\n    mfi: () => {\n        throw new Error(\"ta.mfi called outside compiled runtime\");\n    },\n    netVolume: () => {\n        throw new Error(\"ta.netVolume called outside compiled runtime\");\n    },\n    pvo: () => {\n        throw new Error(\"ta.pvo called outside compiled runtime\");\n    },\n    pvt: () => {\n        throw new Error(\"ta.pvt called outside compiled runtime\");\n    },\n    eom: () => {\n        throw new Error(\"ta.eom called outside compiled runtime\");\n    },\n    nvi: () => {\n        throw new Error(\"ta.nvi called outside compiled runtime\");\n    },\n    pvi: () => {\n        throw new Error(\"ta.pvi called outside compiled runtime\");\n    },\n    bbPercentB: () => {\n        throw new Error(\"ta.bbPercentB called outside compiled runtime\");\n    },\n    bbw: () => {\n        throw new Error(\"ta.bbw called outside compiled runtime\");\n    },\n    donchian: () => {\n        throw new Error(\"ta.donchian called outside compiled runtime\");\n    },\n    keltner: () => {\n        throw new Error(\"ta.keltner called outside compiled runtime\");\n    },\n    envelope: () => {\n        throw new Error(\"ta.envelope called outside compiled runtime\");\n    },\n    chop: () => {\n        throw new Error(\"ta.chop called outside compiled runtime\");\n    },\n    historicalVolatility: () => {\n        throw new Error(\"ta.historicalVolatility called outside compiled runtime\");\n    },\n    rvi: () => {\n        throw new Error(\"ta.rvi called outside compiled runtime\");\n    },\n    massIndex: () => {\n        throw new Error(\"ta.massIndex called outside compiled runtime\");\n    },\n    psar: () => {\n        throw new Error(\"ta.psar called outside compiled runtime\");\n    },\n    supertrend: () => {\n        throw new Error(\"ta.supertrend called outside compiled runtime\");\n    },\n    chandelier: () => {\n        throw new Error(\"ta.chandelier called outside compiled runtime\");\n    },\n    chandeKrollStop: () => {\n        throw new Error(\"ta.chandeKrollStop called outside compiled runtime\");\n    },\n    williamsFractal: () => {\n        throw new Error(\"ta.williamsFractal called outside compiled runtime\");\n    },\n    zigZag: () => {\n        throw new Error(\"ta.zigZag called outside compiled runtime\");\n    },\n    pivotsHighLow: () => {\n        throw new Error(\"ta.pivotsHighLow called outside compiled runtime\");\n    },\n    pivotsStandard: () => {\n        throw new Error(\"ta.pivotsStandard called outside compiled runtime\");\n    },\n    volatilityStop: () => {\n        throw new Error(\"ta.volatilityStop called outside compiled runtime\");\n    },\n    adx: () => {\n        throw new Error(\"ta.adx called outside compiled runtime\");\n    },\n    dmi: () => {\n        throw new Error(\"ta.dmi called outside compiled runtime\");\n    },\n    trix: () => {\n        throw new Error(\"ta.trix called outside compiled runtime\");\n    },\n    vortex: () => {\n        throw new Error(\"ta.vortex called outside compiled runtime\");\n    },\n    trendStrengthIndex: () => {\n        throw new Error(\"ta.trendStrengthIndex called outside compiled runtime\");\n    },\n    ichimoku: () => {\n        throw new Error(\"ta.ichimoku called outside compiled runtime\");\n    },\n});\n"]}

package/dist/time/_lib/dateTimeFormatCache.js.map

@@ -1 +1 @@
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package/dist/time/index.js.map

@@ -1 +1 @@
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