@invinite-org/chartlang-runtime 1.0.2 → 1.1.1

package/dist/ta/lib/linearRegression.js.map

@@ -1 +1 @@
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+{"version":3,"file":"linearRegression.js","sourceRoot":"","sources":["../../../src/ta/lib/linearRegression.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,wFAAwF;AACxF,mEAAmE;AACnE,qEAAqE;AACrE,gBAAgB;AAmBhB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA+BG;AACH,MAAM,UAAU,gBAAgB,CAAC,MAAoB,EAAE,MAAc;IACjE,MAAM,CAAC,GAAG,MAAM,CAAC,MAAM,CAAC;IACxB,MAAM,KAAK,GAAG,IAAI,YAAY,CAAC,CAAC,CAAC,CAAC;IAClC,MAAM,SAAS,GAAG,IAAI,YAAY,CAAC,CAAC,CAAC,CAAC;IACtC,MAAM,KAAK,GAAG,IAAI,YAAY,CAAC,CAAC,CAAC,CAAC;IAClC,KAAK,CAAC,IAAI,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IACvB,SAAS,CAAC,IAAI,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IAC3B,KAAK,CAAC,IAAI,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IACvB,IAAI,MAAM,GAAG,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,GAAG,MAAM,EAAE,CAAC;QACtC,OAAO,EAAE,SAAS,EAAE,KAAK,EAAE,KAAK,EAAE,CAAC;IACvC,CAAC;IAED,MAAM,KAAK,GAAG,CAAC,MAAM,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC;IAC/B,MAAM,IAAI,GAAG,IAAI,YAAY,CAAC,MAAM,CAAC,CAAC;IACtC,IAAI,KAAK,GAAG,CAAC,CAAC;IACd,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,MAAM,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;QACjC,MAAM,GAAG,GAAG,CAAC,GAAG,KAAK,CAAC;QACtB,IAAI,CAAC,CAAC,CAAC,GAAG,GAAG,CAAC;QACd,KAAK,IAAI,GAAG,GAAG,GAAG,CAAC;IACvB,CAAC;IAED,KAAK,IAAI,CAAC,GAAG,MAAM,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;QACrC,MAAM,QAAQ,GAAG,CAAC,GAAG,MAAM,GAAG,CAAC,CAAC;QAChC,IAAI,IAAI,GAAG,CAAC,CAAC;QACb,IAAI,YAAY,GAAG,IAAI,CAAC;QACxB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,MAAM,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;YACjC,MAAM,CAAC,GAAG,MAAM,CAAC,QAAQ,GAAG,CAAC,CAAC,CAAC;YAC/B,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC,CAAC,EAAE,CAAC;gBACtB,YAAY,GAAG,KAAK,CAAC;gBACrB,MAAM;YACV,CAAC;YACD,IAAI,IAAI,CAAC,CAAC;QACd,CAAC;QACD,IAAI,CAAC,YAAY;YAAE,SAAS;QAE5B,MAAM,KAAK,GAAG,IAAI,GAAG,MAAM,CAAC;QAC5B,IAAI,GAAG,GAAG,CAAC,CAAC;QACZ,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,MAAM,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;YACjC,GAAG,IAAI,IAAI,CAAC,CAAC,CAAC,GAAG,CAAC,MAAM,CAAC,QAAQ,GAAG,CAAC,CAAC,GAAG,KAAK,CAAC,CAAC;QACpD,CAAC;QACD,MAAM,CAAC,GAAG,GAAG,GAAG,KAAK,CAAC;QACtB,MAAM,CAAC,GAAG,KAAK,GAAG,CAAC,GAAG,KAAK,CAAC;QAC5B,KAAK,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC;QACb,SAAS,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC;QACjB,KAAK,CAAC,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,GAAG,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC;IACpC,CAAC;IAED,OAAO,EAAE,SAAS,EAAE,KAAK,EAAE,KAAK,EAAE,CAAC;AACvC,CAAC","sourcesContent":["// Copyright (c) 2026 Invinite. Licensed under the MIT License.\n// See the LICENSE file in the repo root for full license text.\n//\n// Ported from invinite/src/components/trading-chart/indicators/lib/linear-regression.ts\n//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n\n/**\n * Per-slot OLS rolling regression result over a `Float64Array`\n * window. Each of the three Float64Array fields has the same length\n * as the input source; warmup slots are NaN.\n *\n * @formula  N/A — return-bundle type for {@link linearRegression}\n * @since 0.2\n * @stable\n * @example\n *     // const r: LinearRegressionFrame = linearRegression(close, 20);\n */\nexport type LinearRegressionFrame = Readonly<{\n    slope: Float64Array;\n    intercept: Float64Array;\n    value: Float64Array;\n}>;\n\n/**\n * Rolling ordinary-least-squares fit of `y = a + b·x` over each\n * trailing `length`-bar window, with `x = 0 .. length - 1` (bar\n * index inside the window). Returns three same-length arrays:\n *\n * - `slope[i]`     — the `b` coefficient at slot `i`.\n * - `intercept[i]` — the `a` coefficient.\n * - `value[i]`     — the regression line evaluated at the last bar\n *                    of the window (`intercept + slope * (length - 1)`).\n *                    This is the LSMA value at `i`.\n *\n * Closed-form formula:\n *   `slope = (N·Σxy − Σx·Σy) / (N·Σx² − (Σx)²)` —\n * since `x` is `0..N-1`, `Σx² − (Σx)²/N` is a constant of `length`\n * and is precomputed once outside the slot loop.\n *\n * Warmup `[0, length - 2]` is `NaN` on all three outputs. Any NaN\n * inside the window propagates `NaN` at that slot only.\n *\n * @formula  xMean   = (length - 1) / 2 ;\n *           xDev[j] = j - xMean ;\n *           sumXX   = Σ xDev² ;\n *           slope   = Σ(xDev * (y - yMean)) / sumXX ;\n *           intercept = yMean - slope * xMean ;\n *           value   = intercept + slope * (length - 1)\n * @warmup   length - 1\n * @since 0.2\n * @stable\n * @example\n *     // import { linearRegression } from \"./linearRegression\";\n *     // const { slope, intercept, value } = linearRegression(close, 20);\n */\nexport function linearRegression(source: Float64Array, length: number): LinearRegressionFrame {\n    const n = source.length;\n    const slope = new Float64Array(n);\n    const intercept = new Float64Array(n);\n    const value = new Float64Array(n);\n    slope.fill(Number.NaN);\n    intercept.fill(Number.NaN);\n    value.fill(Number.NaN);\n    if (length < 2 || n === 0 || n < length) {\n        return { intercept, slope, value };\n    }\n\n    const xMean = (length - 1) / 2;\n    const xDev = new Float64Array(length);\n    let sumXX = 0;\n    for (let j = 0; j < length; j += 1) {\n        const dev = j - xMean;\n        xDev[j] = dev;\n        sumXX += dev * dev;\n    }\n\n    for (let i = length - 1; i < n; i += 1) {\n        const startIdx = i - length + 1;\n        let sumY = 0;\n        let windowFinite = true;\n        for (let j = 0; j < length; j += 1) {\n            const v = source[startIdx + j];\n            if (!Number.isFinite(v)) {\n                windowFinite = false;\n                break;\n            }\n            sumY += v;\n        }\n        if (!windowFinite) continue;\n\n        const yMean = sumY / length;\n        let num = 0;\n        for (let j = 0; j < length; j += 1) {\n            num += xDev[j] * (source[startIdx + j] - yMean);\n        }\n        const m = num / sumXX;\n        const b = yMean - m * xMean;\n        slope[i] = m;\n        intercept[i] = b;\n        value[i] = b + m * (length - 1);\n    }\n\n    return { intercept, slope, value };\n}\n"]}

package/dist/ta/lib/maTypes.js.map

@@ -1 +1 @@
-{"version":3,"file":"maTypes.js","sourceRoot":"","sources":["../../../src/ta/lib/maTypes.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D"}
+{"version":3,"file":"maTypes.js","sourceRoot":"","sources":["../../../src/ta/lib/maTypes.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D","sourcesContent":["// 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 { MaTypeNoVolume } from \"@invinite-org/chartlang-core\";\n\n/**\n * Re-export of the public {@link MaTypeNoVolume} from\n * `@invinite-org/chartlang-core`. The runtime-side `ta/lib/` helpers\n * consume it through this module so the local {@link MaType} (which\n * adds `\"vwma\"`) and the chained-MA subset stay declared next to each\n * other — there is no separate runtime declaration of the union, only\n * a re-export, so the two cannot drift.\n *\n * @formula  N/A — string-literal union type\n * @since 0.2\n * @stable\n * @example\n *     // const k: MaTypeNoVolume = \"wma\";\n */\nexport type { MaTypeNoVolume };\n\n/**\n * Canonical moving-average kind union shared by every primitive that\n * exposes a configurable MA-type option (`bb` middle override,\n * `keltner` middle, `envelope` middle, `chop` denominator, `donchian`\n * midpoint, MACD / PPO / PVO signal). `\"smma\"` is the Wilder\n * smoothing kind (RMA in TradingView's vocabulary; same math path).\n *\n * Extends the public {@link MaTypeNoVolume} from\n * `@invinite-org/chartlang-core` with `\"vwma\"` — VWMA requires a\n * parallel volume array and is therefore unavailable to the chained-MA\n * dispatcher (`computeMaOfFloat64`). The volume-aware dispatcher\n * (`computeMa`) accepts the full {@link MaType}.\n *\n * @formula  N/A — string-literal union type\n * @since 0.2\n * @stable\n * @example\n *     // const k: MaType = \"ema\";\n */\nexport type MaType = MaTypeNoVolume | \"vwma\";\n"]}

package/dist/ta/lib/pearson.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/lib/pearson.ts
 //   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
-// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
-// provenance contract; the math is the reference, the code style is not.
+// Re-licensed MIT for chartlang. The math is the reference, the code
+// style is not.
 /**
  * Rolling Pearson correlation coefficient between two equal-length
  * series over each trailing `length`-bar window. Output values lie

package/dist/ta/lib/pearson.js.map

@@ -1 +1 @@
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Licensed under the MIT License.\n// See the LICENSE file in the repo root for full license text.\n//\n// Ported from invinite/src/components/trading-chart/indicators/lib/pearson.ts\n//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n\n/**\n * Rolling Pearson correlation coefficient between two equal-length\n * series over each trailing `length`-bar window. Output values lie\n * in `[-1, +1]` (clamped to guard against floating-point overshoot);\n * `+1` is perfect positive correlation, `-1` perfect anti-correlation,\n * `0` no linear relationship.\n *\n * Warmup `[0, length - 2]` is `NaN`. Any non-finite slot inside the\n * window, or a window whose variance on either side is zero (a flat\n * window — correlation undefined), yields `NaN`. Mismatched input\n * lengths or `length < 2` returns an all-NaN buffer.\n *\n * Invinite's `pearson.ts` correlates a series against the bar index\n * (Trend Strength Index formula). This generalisation takes two\n * arbitrary series so the same helper backs `ta.trendStrengthIndex`\n * (pass `b = [0, 1, ..., n-1]`) and Phase-5's `correlationCoeff`\n * (pass a secondary symbol's close).\n *\n * @formula  meanA = Σa/N ; meanB = Σb/N ;\n *           num   = Σ((a - meanA) * (b - meanB)) ;\n *           den   = sqrt(Σ(a - meanA)² * Σ(b - meanB)²) ;\n *           r     = clamp(num / den, -1, 1)\n * @warmup   length - 1\n * @since 0.2\n * @stable\n * @example\n *     // import { pearson } from \"./pearson\";\n *     // const r = pearson(seriesA, seriesB, 20);\n */\nexport function pearson(a: Float64Array, b: Float64Array, length: number): Float64Array {\n    const n = a.length;\n    const out = new Float64Array(n);\n    out.fill(Number.NaN);\n    if (length < 2 || n === 0 || b.length !== n || n < length) return out;\n\n    for (let i = length - 1; i < n; i += 1) {\n        const startIdx = i - length + 1;\n        let sumA = 0;\n        let sumB = 0;\n        let windowFinite = true;\n        for (let j = 0; j < length; j += 1) {\n            const av = a[startIdx + j];\n            const bv = b[startIdx + j];\n            if (!Number.isFinite(av) || !Number.isFinite(bv)) {\n                windowFinite = false;\n                break;\n            }\n            sumA += av;\n            sumB += bv;\n        }\n        if (!windowFinite) continue;\n\n        const meanA = sumA / length;\n        const meanB = sumB / length;\n        let sumAB = 0;\n        let sumAA = 0;\n        let sumBB = 0;\n        for (let j = 0; j < length; j += 1) {\n            const dA = a[startIdx + j] - meanA;\n            const dB = b[startIdx + j] - meanB;\n            sumAB += dA * dB;\n            sumAA += dA * dA;\n            sumBB += dB * dB;\n        }\n        if (sumAA === 0 || sumBB === 0) continue;\n\n        const r = sumAB / Math.sqrt(sumAA * sumBB);\n        out[i] = r < -1 ? -1 : r > 1 ? 1 : r;\n    }\n    return out;\n}\n"]}

package/dist/ta/lib/pickCandleSource.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/lib/pick-candle-source.ts
 //   (commit d2d1043c1b039f66d2f3674526d303d31cf2f1e0, © Invinite).
-// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
-// provenance contract; the math is the reference, the code style is not.
+// Re-licensed MIT for chartlang. The math is the reference, the code
+// style is not.
 // Structural choice: the chartlang runtime pre-computes the four
 // derived sources on `BarView` per close (`hl2` / `hlc3` / `ohlc4` /
 // `hlcc4`), so this helper is a plain field read — invinite computed

package/dist/ta/lib/pickCandleSource.js.map

@@ -1 +1 @@
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+{"version":3,"file":"pickCandleSource.js","sourceRoot":"","sources":["../../../src/ta/lib/pickCandleSource.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,yFAAyF;AACzF,mEAAmE;AACnE,qEAAqE;AACrE,gBAAgB;AAChB,iEAAiE;AACjE,qEAAqE;AACrE,qEAAqE;AACrE,oEAAoE;AACpE,4BAA4B;AAM5B;;;;;;;;;;;;;;GAcG;AACH,MAAM,UAAU,gBAAgB,CAC5B,GAA8E,EAC9E,MAAmB;IAEnB,QAAQ,MAAM,EAAE,CAAC;QACb,KAAK,OAAO,CAAC;QACb,KAAK,MAAM,CAAC;QACZ,KAAK,KAAK,CAAC;QACX,KAAK,MAAM;YACP,OAAO,GAAG,CAAC,MAAM,CAAC,CAAC;QACvB,KAAK,KAAK;YACN,OAAO,CAAC,GAAG,CAAC,IAAI,GAAG,GAAG,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;QACpC,KAAK,MAAM;YACP,OAAO,CAAC,GAAG,CAAC,IAAI,GAAG,GAAG,CAAC,GAAG,GAAG,GAAG,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;QAChD,KAAK,OAAO;YACR,OAAO,CAAC,GAAG,CAAC,IAAI,GAAG,GAAG,CAAC,IAAI,GAAG,GAAG,CAAC,GAAG,GAAG,GAAG,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;QAC3D,KAAK,OAAO;YACR,OAAO,CAAC,GAAG,CAAC,IAAI,GAAG,GAAG,CAAC,GAAG,GAAG,GAAG,CAAC,KAAK,GAAG,GAAG,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IAChE,CAAC;AACL,CAAC","sourcesContent":["// Copyright (c) 2026 Invinite. Licensed under the MIT License.\n// See the LICENSE file in the repo root for full license text.\n//\n// Ported from invinite/src/components/trading-chart/indicators/lib/pick-candle-source.ts\n//   (commit d2d1043c1b039f66d2f3674526d303d31cf2f1e0, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n// Structural choice: the chartlang runtime pre-computes the four\n// derived sources on `BarView` per close (`hl2` / `hlc3` / `ohlc4` /\n// `hlcc4`), so this helper is a plain field read — invinite computed\n// the derived values inline because its `ChartCandle` shape carries\n// only the raw OHLC fields.\n\nimport type { Bar } from \"@invinite-org/chartlang-core\";\n\nimport type { SourceField } from \"./readSourceField.js\";\n\n/**\n * Read one of the eight canonical source values off a `Bar`. The\n * four derived fields (`hl2` / `hlc3` / `ohlc4` / `hlcc4`) live on\n * the chartlang `Bar` type as readable scalars — the runtime fills\n * them per close in `onBarClose` / `onBarTick`.\n *\n * @formula  hl2 = (high + low) / 2 ; hlc3 = (high + low + close) / 3 ;\n *           ohlc4 = (open + high + low + close) / 4 ;\n *           hlcc4 = (high + low + close + close) / 4\n * @since 0.1\n * @stable\n * @example\n *     // import { pickCandleSource } from \"./pickCandleSource\";\n *     // const px = pickCandleSource(bar, \"hl2\");\n */\nexport function pickCandleSource(\n    bar: Bar | (Bar & { hl2: number; hlc3: number; ohlc4: number; hlcc4: number }),\n    source: SourceField,\n): number {\n    switch (source) {\n        case \"close\":\n        case \"high\":\n        case \"low\":\n        case \"open\":\n            return bar[source];\n        case \"hl2\":\n            return (bar.high + bar.low) / 2;\n        case \"hlc3\":\n            return (bar.high + bar.low + bar.close) / 3;\n        case \"ohlc4\":\n            return (bar.open + bar.high + bar.low + bar.close) / 4;\n        case \"hlcc4\":\n            return (bar.high + bar.low + bar.close + bar.close) / 4;\n    }\n}\n"]}

package/dist/ta/lib/readSourceField.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/lib/read-source-field.ts
 //   (commit d2d1043c1b039f66d2f3674526d303d31cf2f1e0, © Invinite).
-// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
-// provenance contract; the math is the reference, the code style is not.
+// Re-licensed MIT for chartlang. The math is the reference, the code
+// style is not.
 const SOURCE_FIELDS = new Set([
     "close",
     "high",

package/dist/ta/lib/readSourceField.js.map

@@ -1 +1 @@
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+{"version":3,"file":"readSourceField.js","sourceRoot":"","sources":["../../../src/ta/lib/readSourceField.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,wFAAwF;AACxF,mEAAmE;AACnE,qEAAqE;AACrE,gBAAgB;AAkBhB,MAAM,aAAa,GAA6B,IAAI,GAAG,CAAc;IACjE,OAAO;IACP,MAAM;IACN,KAAK;IACL,MAAM;IACN,OAAO;IACP,KAAK;IACL,OAAO;IACP,MAAM;CACT,CAAC,CAAC;AAEH;;;;;;;;;;;GAWG;AACH,MAAM,UAAU,eAAe,CAC3B,MAA+B,EAC/B,WAAwB,OAAO;IAE/B,MAAM,GAAG,GAAG,MAAM,CAAC,MAAM,CAAC;IAC1B,IAAI,OAAO,GAAG,KAAK,QAAQ,IAAI,aAAa,CAAC,GAAG,CAAC,GAAkB,CAAC,EAAE,CAAC;QACnE,OAAO,GAAkB,CAAC;IAC9B,CAAC;IACD,OAAO,QAAQ,CAAC;AACpB,CAAC","sourcesContent":["// Copyright (c) 2026 Invinite. Licensed under the MIT License.\n// See the LICENSE file in the repo root for full license text.\n//\n// Ported from invinite/src/components/trading-chart/indicators/lib/read-source-field.ts\n//   (commit d2d1043c1b039f66d2f3674526d303d31cf2f1e0, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n\n/**\n * The eight canonical OHLC + derived source fields every `ta.*`\n * primitive accepts as a `source` field. Four raw OHLC keys plus\n * four TradingView-conforming derived averages. The derived values\n * are pre-computed by the runtime's execution loop and live on\n * `StreamState.bar` / `StreamState.seriesViews` — `pickCandleSource`\n * just reads them.\n *\n * @formula  N/A — string-literal union\n * @since 0.1\n * @stable\n * @example\n *     // type S = SourceField; // \"close\" | \"hl2\" | ...\n */\nexport type SourceField = \"open\" | \"high\" | \"low\" | \"close\" | \"hl2\" | \"hlc3\" | \"ohlc4\" | \"hlcc4\";\n\nconst SOURCE_FIELDS: ReadonlySet<SourceField> = new Set<SourceField>([\n    \"close\",\n    \"high\",\n    \"hl2\",\n    \"hlc3\",\n    \"hlcc4\",\n    \"low\",\n    \"ohlc4\",\n    \"open\",\n]);\n\n/**\n * Coerce a loose params bag's `source` entry to one of the eight\n * canonical fields. Anything not in the set falls through to\n * `fallback` (default `\"close\"` — matches Pine).\n *\n * @formula  params.source ∈ SOURCE_FIELDS ? params.source : fallback\n * @since 0.1\n * @stable\n * @example\n *     // import { readSourceField } from \"./readSourceField\";\n *     // const s = readSourceField({ source: \"hl2\" }); // \"hl2\"\n */\nexport function readSourceField(\n    params: Record<string, unknown>,\n    fallback: SourceField = \"close\",\n): SourceField {\n    const raw = params.source;\n    if (typeof raw === \"string\" && SOURCE_FIELDS.has(raw as SourceField)) {\n        return raw as SourceField;\n    }\n    return fallback;\n}\n"]}

package/dist/ta/lib/rollingStddev.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/lib/rolling-stddev.ts
 //   (commit d2d1043c1b039f66d2f3674526d303d31cf2f1e0, © Invinite).
-// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
-// provenance contract; the math is the reference, the code style is not.
+// Re-licensed MIT for chartlang. The math is the reference, the code
+// style is not.
 /**
  * Rolling standard deviation over each trailing `length`-bar window
  * of a `Float64Array` input. The default `biased = true` matches

package/dist/ta/lib/rollingStddev.js.map

@@ -1 +1 @@
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package/dist/ta/lib/smaFloat64.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/lib/sma-of-float64.ts
 //   (commit d2d1043c1b039f66d2f3674526d303d31cf2f1e0, © Invinite).
-// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
-// provenance contract; the math is the reference, the code style is not.
+// Re-licensed MIT for chartlang. The math is the reference, the code
+// style is not.
 /**
  * Simple Moving Average over a `Float64Array` input. Walks past any
  * leading-NaN prefix, then runs an O(N) rolling-sum SMA over the

package/dist/ta/lib/smaFloat64.js.map

@@ -1 +1 @@
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package/dist/ta/lib/smmaFloat64.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/lib/smma-of-float64.ts
 //   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
-// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
-// provenance contract; the math is the reference, the code style is not.
+// Re-licensed MIT for chartlang. The math is the reference, the code
+// style is not.
 /**
  * Smoothed Moving Average (Wilder's RMA) over a `Float64Array` input.
  * Walks past any leading-NaN prefix, seeds with the simple mean of

package/dist/ta/lib/smmaFloat64.js.map

@@ -1 +1 @@
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package/dist/ta/lib/sourceValue.js.map

@@ -1 +1 @@
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+{"version":3,"file":"sourceValue.js","sourceRoot":"","sources":["../../../src/ta/lib/sourceValue.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAoB/D;;;;;;;;;;;;GAYG;AACH,MAAM,UAAU,eAAe,CAAC,MAAsB;IAClD,IAAI,OAAO,MAAM,KAAK,QAAQ;QAAE,OAAO,MAAM,CAAC;IAC9C,OAAO,MAAM,CAAC,OAAO,CAAC;AAC1B,CAAC","sourcesContent":["// 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 { Series } from \"@invinite-org/chartlang-core\";\n\n/**\n * What every `ta.*` primitive accepts as its `source` argument. Phase-1\n * scripts pass `bar.close` (a `number`) as the source per the seed-\n * example convention; future surfaces (`source: Series<number>`) are\n * structurally compatible because the primitive only ever reads\n * `source.current`. The union is the runtime's accommodation of both\n * shapes without forcing the script author to wrap a scalar.\n *\n * @formula  N/A — type alias\n * @since 0.1\n * @stable\n * @example\n *     // type S = ScalarOrSeries; // number | Series<number>\n */\nexport type ScalarOrSeries = number | Series<number>;\n\n/**\n * Read the current value off a `ScalarOrSeries`. Returns the scalar\n * directly; reads `.current` off a Series. `Series` is duck-typed —\n * any object with a `current: number` field passes.\n *\n * @formula  source is number → source ; source is Series → source.current\n * @since 0.1\n * @stable\n * @example\n *     // import { readSourceValue } from \"./sourceValue\";\n *     // readSourceValue(12.5); // 12.5\n *     // readSourceValue(series); // series.current\n */\nexport function readSourceValue(source: ScalarOrSeries): number {\n    if (typeof source === \"number\") return source;\n    return source.current;\n}\n"]}

package/dist/ta/lib/trSeries.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/lib/tr-series.ts
 //   (commit d2d1043c1b039f66d2f3674526d303d31cf2f1e0, © Invinite).
-// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
-// provenance contract; the math is the reference, the code style is not.
+// Re-licensed MIT for chartlang. The math is the reference, the code
+// style is not.
 /**
  * True Range at bar `i` of a Bar array. For bar 0 (no prev close)
  * reduces to `high - low`. Phase 1's incremental `ta.atr` does the

package/dist/ta/lib/trSeries.js.map

@@ -1 +1 @@
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Licensed under the MIT License.\n// See the LICENSE file in the repo root for full license text.\n//\n// Ported from invinite/src/components/trading-chart/indicators/lib/tr-series.ts\n//   (commit d2d1043c1b039f66d2f3674526d303d31cf2f1e0, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n\nimport type { Bar } from \"@invinite-org/chartlang-core\";\n\n/**\n * True Range at bar `i` of a Bar array. For bar 0 (no prev close)\n * reduces to `high - low`. Phase 1's incremental `ta.atr` does the\n * same math one bar at a time inside its slot state; this helper\n * exists so the property test can reference-equivalent the\n * incremental output against a full recompute.\n *\n * @formula  TR_i = max(high − low, |high − prev_close|, |low − prev_close|)\n * @since 0.1\n * @stable\n * @example\n *     // import { trueRangeAt } from \"./trSeries\";\n *     // const tr = trueRangeAt(bars, 5);\n */\nexport function trueRangeAt(bars: ReadonlyArray<Bar>, i: number): number {\n    const c = bars[i];\n    if (i === 0) return c.high - c.low;\n    const prevClose = bars[i - 1].close;\n    const a = c.high - c.low;\n    const b = Math.abs(c.high - prevClose);\n    const d = Math.abs(c.low - prevClose);\n    return Math.max(a, b, d);\n}\n\n/**\n * Per-bar True Range series of length `bars.length`. Used by `ta.atr`\n * property tests and any future TR-derived primitive.\n *\n * @formula  tr[i] = trueRangeAt(bars, i) for i ∈ [0, n)\n * @since 0.1\n * @stable\n * @example\n *     // import { computeTrSeries } from \"./trSeries\";\n *     // const tr = computeTrSeries(bars);\n */\nexport function computeTrSeries(bars: ReadonlyArray<Bar>): Float64Array {\n    const n = bars.length;\n    const tr = new Float64Array(n);\n    for (let i = 0; i < n; i += 1) tr[i] = trueRangeAt(bars, i);\n    return tr;\n}\n\n/**\n * Wilder ATR over a `Bar` array, returned alongside the TR sidecar.\n * Warmup `[0, length − 2]` is `NaN`; `atr[length − 1]` is the simple\n * mean of the first `length` TR values; subsequent slots use the\n * Wilder recurrence `atr[i] = (atr[i − 1] * (length − 1) + tr[i]) /\n * length`. Acts as the property-test reference for the incremental\n * `ta.atr` primitive.\n *\n * @formula  see wilderSmoothing.ts and computeTrSeries above.\n * @since 0.1\n * @stable\n * @example\n *     // import { computeAtrSeries } from \"./trSeries\";\n *     // const { atr, tr } = computeAtrSeries(bars, 14);\n */\nexport function computeAtrSeries(\n    bars: ReadonlyArray<Bar>,\n    length: number,\n): { atr: Float64Array; tr: Float64Array } {\n    const n = bars.length;\n    const atr = new Float64Array(n);\n    atr.fill(Number.NaN);\n    const tr = computeTrSeries(bars);\n    if (n === 0 || length <= 0 || n < length) return { atr, tr };\n    let seedSum = 0;\n    for (let i = 0; i < length; i += 1) seedSum += tr[i];\n    atr[length - 1] = seedSum / length;\n    for (let i = length; i < n; i += 1) {\n        atr[i] = (atr[i - 1] * (length - 1) + tr[i]) / length;\n    }\n    return { atr, tr };\n}\n"]}

package/dist/ta/lib/volume-profile/bucketEdges.js.map

@@ -1 +1 @@
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package/dist/ta/lib/volume-profile/bucketizeVolume.js.map

@@ -1 +1 @@
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Licensed under the MIT License.\n// Ported from ../invinite/src/components/trading-chart/indicators/lib/volume-profile/bucketize-volume.ts\n//   @ 3234c8c0c3f9880d9d1e3a3ee63ebd55ddd535f4.\n// Translated, not transcribed — ReadonlyArray<number> inputs, JSDoc, runtime.\n// See packages/runtime/src/ta/CLAUDE.md for the port convention.\n\nimport type {\n    BucketizedVolume,\n    VolumeProfileBar,\n    VolumeProfileBucket,\n    VolumeProfileRow,\n    VolumeSplit,\n} from \"./types.js\";\n\n/**\n * Distribute each bar's volume across overlapping price buckets and\n * return the Phase 5 `horizontal-histogram` bucket shape.\n *\n * @formula PLAN §9.2 — share = volume * overlap([bar.low, bar.high], bucket) / max(high - low, eps).\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const buckets = bucketizeVolume(bars, new Float64Array([100, 101]), \"total\");\n */\nexport function bucketizeVolume(\n    bars: ReadonlyArray<VolumeProfileBar>,\n    bucketEdges: ArrayLike<number>,\n    volumeSplit: VolumeSplit,\n): ReadonlyArray<VolumeProfileBucket> {\n    return bucketizeVolumeDetailed(bars, bucketEdges, volumeSplit).buckets;\n}\n\n/**\n * Detailed bucketization retaining row bounds, directional volume,\n * total volume, and POC index for value-area/profile computation.\n *\n * @formula PLAN §9.2 — same overlap weighting as {@link bucketizeVolume}.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const detailed = bucketizeVolumeDetailed(bars, edges, \"upDown\");\n */\nexport function bucketizeVolumeDetailed(\n    bars: ReadonlyArray<VolumeProfileBar>,\n    bucketEdges: ArrayLike<number>,\n    volumeSplit: VolumeSplit,\n): BucketizedVolume {\n    const bucketCount = bucketEdges.length - 1;\n    if (bucketCount <= 0) return { buckets: [], pocIdx: -1, rows: [], totalVolume: 0 };\n\n    const upPerBucket = new Float64Array(bucketCount);\n    const downPerBucket = new Float64Array(bucketCount);\n\n    for (const bar of bars) {\n        const vol = Number.isFinite(bar.volume) ? bar.volume : 0;\n        if (vol <= 0) continue;\n\n        const low = bar.low;\n        const high = bar.high;\n        // Skip bars whose price fields aren't finite or whose range is\n        // inverted / zero. NaN inputs would otherwise propagate `share = NaN`\n        // into every overlapping bucket and silently corrupt the profile.\n        if (!Number.isFinite(low) || !Number.isFinite(high)) continue;\n        if (!Number.isFinite(bar.open) || !Number.isFinite(bar.close)) continue;\n        if (high <= low) continue;\n\n        const span = high - low;\n        const isUp = bar.close >= bar.open;\n\n        for (let b = 0; b < bucketCount; b += 1) {\n            const edgeLow = bucketEdges[b];\n            const edgeHigh = bucketEdges[b + 1];\n            if (edgeHigh <= low) continue;\n            if (edgeLow >= high) break;\n\n            const overlap = Math.min(edgeHigh, high) - Math.max(edgeLow, low);\n            if (overlap <= 0) continue;\n\n            const share = (vol * overlap) / span;\n            if (isUp) upPerBucket[b] += share;\n            else downPerBucket[b] += share;\n        }\n    }\n\n    const rows = new Array<VolumeProfileRow>(bucketCount);\n    const buckets = new Array<VolumeProfileBucket>(bucketCount);\n    let totalVolume = 0;\n    let pocIdx = -1;\n    let pocVolume = -1;\n\n    for (let b = 0; b < bucketCount; b += 1) {\n        const rawUp = upPerBucket[b];\n        const rawDown = downPerBucket[b];\n        const split = splitVolume(rawUp, rawDown, volumeSplit);\n        const low = bucketEdges[b];\n        const high = bucketEdges[b + 1];\n        const mid = (low + high) / 2;\n\n        rows[b] = {\n            downVolume: split.downVolume,\n            high,\n            low,\n            mid,\n            upVolume: split.upVolume,\n            volume: split.volume,\n        };\n        buckets[b] = { price: mid, volume: split.volume };\n        totalVolume += split.volume;\n        if (split.volume > pocVolume) {\n            pocVolume = split.volume;\n            pocIdx = b;\n        }\n    }\n\n    return { buckets, pocIdx, rows, totalVolume };\n}\n\nfunction splitVolume(\n    rawUp: number,\n    rawDown: number,\n    volumeSplit: VolumeSplit,\n): { upVolume: number; downVolume: number; volume: number } {\n    switch (volumeSplit) {\n        case \"total\": {\n            const volume = rawUp + rawDown;\n            return { downVolume: 0, upVolume: volume, volume };\n        }\n        case \"delta\": {\n            const upVolume = Math.max(0, rawUp - rawDown);\n            const downVolume = Math.max(0, rawDown - rawUp);\n            return { downVolume, upVolume, volume: upVolume + downVolume };\n        }\n        case \"upDown\":\n            return { downVolume: rawDown, upVolume: rawUp, volume: rawUp + rawDown };\n    }\n}\n"]}

package/dist/ta/lib/volume-profile/developingSeries.js.map

@@ -1 +1 @@
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Licensed under the MIT License.\n// Ported from ../invinite/src/components/trading-chart/indicators/lib/volume-profile/developing-series.ts\n//   @ 3234c8c0c3f9880d9d1e3a3ee63ebd55ddd535f4.\n// Translated, not transcribed — ReadonlyArray<number> inputs, JSDoc, runtime.\n// See packages/runtime/src/ta/CLAUDE.md for the port convention.\n\nimport { buildBucketEdges } from \"./bucketEdges.js\";\nimport { bucketizeVolumeDetailed } from \"./bucketizeVolume.js\";\nimport type { DevelopingProfileSeries, VolumeProfileBar, VolumeProfileConfig } from \"./types.js\";\nimport { DEFAULT_TICK_SIZE } from \"./types.js\";\nimport { computeValueArea } from \"./valueArea.js\";\n\nconst WARMUP_BARS = 30;\n\n/**\n * Compute lane-indexed developing POC / VAH / VAL series.\n *\n * @formula PLAN §9.2 / §10.1.1 — for each lane bar, bucket all source\n *          bars in the active profile window up to that bar's time.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const developing = computeDevelopingSeries({ laneBars: bars, finerBars: [], windowFromIdx: 0, windowToIdx: bars.length - 1, config: { rowSize: 20, valueAreaPct: 70 } });\n */\nexport function computeDevelopingSeries(args: {\n    laneBars: ReadonlyArray<VolumeProfileBar>;\n    finerBars: ReadonlyArray<VolumeProfileBar>;\n    windowFromIdx: number;\n    windowToIdx: number;\n    config: VolumeProfileConfig;\n}): DevelopingProfileSeries {\n    const { laneBars, finerBars, windowFromIdx, windowToIdx, config } = args;\n    const laneCount = laneBars.length;\n    const developingPoc = new Float64Array(laneCount);\n    const developingVahHigh = new Float64Array(laneCount);\n    const developingVahLow = new Float64Array(laneCount);\n    developingPoc.fill(Number.NaN);\n    developingVahHigh.fill(Number.NaN);\n    developingVahLow.fill(Number.NaN);\n    if (laneCount === 0) return { developingPoc, developingVahHigh, developingVahLow };\n\n    const fromIdx = Math.max(0, Math.min(laneCount - 1, windowFromIdx));\n    const toIdx = Math.max(fromIdx, Math.min(laneCount - 1, windowToIdx));\n    const source = finerBars.length > 0 ? finerBars : laneBars;\n    const sourceStart = lowerBoundTime(source, laneBars[fromIdx].time);\n    let sourceEnd = sourceStart;\n\n    for (let i = fromIdx; i <= toIdx; i += 1) {\n        while (sourceEnd < source.length && source[sourceEnd].time <= laneBars[i].time)\n            sourceEnd += 1;\n        const slice = source.slice(sourceStart, sourceEnd);\n        if (slice.length <= WARMUP_BARS) continue;\n\n        const { priceMax, priceMin } = derivePriceRange(slice);\n        const edges = buildBucketEdges(\n            priceMin,\n            priceMax,\n            config.rowsLayout ?? \"numberOfRows\",\n            config.rowSize,\n            config.tickSize ?? DEFAULT_TICK_SIZE,\n        );\n        const bucketized = bucketizeVolumeDetailed(slice, edges, config.volumeSplit ?? \"upDown\");\n        if (bucketized.totalVolume <= 0) continue;\n\n        const valueArea = computeValueArea(bucketized.rows, config.valueAreaPct, bucketized.pocIdx);\n        developingPoc[i] = valueArea.poc;\n        developingVahHigh[i] = valueArea.valHigh;\n        developingVahLow[i] = valueArea.valLow;\n    }\n\n    return { developingPoc, developingVahHigh, developingVahLow };\n}\n\nfunction lowerBoundTime(bars: ReadonlyArray<VolumeProfileBar>, target: number): number {\n    let lo = 0;\n    let hi = bars.length;\n    while (lo < hi) {\n        const mid = (lo + hi) >>> 1;\n        if (bars[mid].time < target) lo = mid + 1;\n        else hi = mid;\n    }\n    return lo;\n}\n\n/**\n * Derive min/max price bounds for a bar slice.\n *\n * @formula PLAN §9.2 — bucket range spans the min low to max high\n *          of the selected profile source.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const range = derivePriceRange(bars);\n */\nexport function derivePriceRange(bars: ReadonlyArray<Pick<VolumeProfileBar, \"high\" | \"low\">>): {\n    priceMin: number;\n    priceMax: number;\n} {\n    let priceMin = Number.POSITIVE_INFINITY;\n    let priceMax = Number.NEGATIVE_INFINITY;\n    for (const bar of bars) {\n        // Skip bars with non-finite OHLC. Per the Bar contract NaN is allowed\n        // and would otherwise poison the running min/max (NaN comparisons\n        // return false), letting NaN edges flow into bucketization.\n        if (!Number.isFinite(bar.low) || !Number.isFinite(bar.high)) continue;\n        if (bar.low < priceMin) priceMin = bar.low;\n        if (bar.high > priceMax) priceMax = bar.high;\n    }\n    if (priceMin === Number.POSITIVE_INFINITY) return { priceMax: 0, priceMin: 0 };\n    return { priceMax, priceMin };\n}\n"]}

package/dist/ta/lib/volume-profile/index.js.map

@@ -1 +1 @@
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package/dist/ta/lib/volume-profile/intercept.js.map

@@ -1 +1 @@
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package/dist/ta/lib/volume-profile/scaffold.js.map

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Licensed under the MIT License.\n// See the LICENSE file in the repo root for full license text.\n\nimport type { PlotEmission } from \"@invinite-org/chartlang-adapter-kit\";\n\nimport { pushDiagnostic, pushPlot } from \"../../../emit/index.js\";\nimport { Float64RingBuffer } from \"../../../ringBuffer.js\";\nimport type { RuntimeContext } from \"../../../runtimeContext.js\";\n\nimport { type VolumeProfileBar, type VolumeProfileResult, computeProfile } from \"./index.js\";\nimport type { ProfileConfig } from \"./index.js\";\n\n/**\n * Histogram bucket shape shared by all four volume-profile primitives.\n *\n * @formula N/A — internal volume-profile slot scaffolding (see the four\n *          `ta.*VolumeProfile` primitives for the math contract).\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const bucket: HistogramBucket = { price: 100, volume: 10 };\n */\nexport type HistogramBucket = Readonly<{\n    price: number;\n    volume: number;\n    color?: string;\n}>;\n\n/**\n * The \"what we computed for this bar\" snapshot used to commit to the\n * slot's ring buffers and emit the histogram. NaN values short-circuit\n * the buffer writes to NaN-warmup.\n *\n * @formula N/A — internal volume-profile slot scaffolding (see the four\n *          `ta.*VolumeProfile` primitives for the math contract).\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const snap: VolumeProfileSnapshot = { buckets: [], poc: NaN, valHigh: NaN, valLow: NaN };\n */\nexport type VolumeProfileSnapshot = Readonly<{\n    buckets: ReadonlyArray<HistogramBucket>;\n    poc: number;\n    valHigh: number;\n    valLow: number;\n}>;\n\n/**\n * Per-VP slot state: three Float64 ring buffers (POC / VAH / VAL) plus\n * the latest computed buckets. Callers wrap this with a primitive-\n * specific `result` object that exposes `Series<number>` views over the\n * buffers and (optionally) the `buckets` getter.\n *\n * @formula N/A — internal volume-profile slot scaffolding (see the four\n *          `ta.*VolumeProfile` primitives for the math contract).\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const core = createVolumeProfileCore(capacity);\n */\nexport type VolumeProfileCore = {\n    readonly pocBuffer: Float64RingBuffer;\n    readonly valHighBuffer: Float64RingBuffer;\n    readonly valLowBuffer: Float64RingBuffer;\n    buckets: ReadonlyArray<HistogramBucket>;\n};\n\nconst DEFAULT_ROW_SIZE = 24;\nconst DEFAULT_VALUE_AREA_PCT = 0.7;\nconst HISTOGRAM_SLOT_SUFFIX = \"/histogram\";\n\n/**\n * Allocate the three Float64 ring buffers + an empty `buckets` array\n * shared by every volume-profile slot.\n *\n * @formula N/A — internal volume-profile slot scaffolding (see the four\n *          `ta.*VolumeProfile` primitives for the math contract).\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const core = createVolumeProfileCore(capacity);\n */\nexport function createVolumeProfileCore(capacity: number): VolumeProfileCore {\n    return {\n        buckets: [],\n        pocBuffer: new Float64RingBuffer(capacity),\n        valHighBuffer: new Float64RingBuffer(capacity),\n        valLowBuffer: new Float64RingBuffer(capacity),\n    };\n}\n\n/**\n * Normalise a primitive's options into the shared `ProfileConfig`.\n * `rowSize` defaults to 24 and `valueAreaPct` defaults to 0.7 — both\n * values match the upstream invinite reference. `valueAreaPct <= 1` is\n * interpreted as a fraction and scaled to percent.\n *\n * @formula N/A — internal volume-profile slot scaffolding (see the four\n *          `ta.*VolumeProfile` primitives for the math contract).\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const cfg = volumeProfileConfigFromOpts({ rowSize: 20, valueAreaPct: 0.7 });\n */\nexport function volumeProfileConfigFromOpts(opts: {\n    rowSize?: number;\n    valueAreaPct?: number;\n}): ProfileConfig {\n    const rowSize = opts.rowSize;\n    const valueAreaPct = opts.valueAreaPct ?? DEFAULT_VALUE_AREA_PCT;\n    return {\n        rowSize: rowSize === undefined || rowSize <= 0 ? DEFAULT_ROW_SIZE : rowSize,\n        valueAreaPct: valueAreaPct <= 1 ? valueAreaPct * 100 : valueAreaPct,\n    };\n}\n\n/**\n * Apply a single-bucket fallback for windows where the full bucketizer\n * cannot produce a profile (constant-price input, single-bar window,\n * etc.). Returns `null` when no finite-close / positive-volume bar\n * exists in the window.\n *\n * @formula N/A — internal volume-profile slot scaffolding (see the four\n *          `ta.*VolumeProfile` primitives for the math contract).\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const fallback = degenerateVolumeProfile(bars, \"#fff\");\n */\nexport function degenerateVolumeProfile(\n    bars: ReadonlyArray<VolumeProfileBar>,\n    bucketColor: string | undefined,\n): VolumeProfileSnapshot | null {\n    let totalVolume = 0;\n    let price = Number.NaN;\n    for (const bar of bars) {\n        if (!Number.isFinite(bar.close)) continue;\n        price = bar.close;\n        if (Number.isFinite(bar.volume) && bar.volume > 0) totalVolume += bar.volume;\n    }\n    if (!Number.isFinite(price) || totalVolume <= 0) return null;\n    const bucket =\n        bucketColor === undefined\n            ? { price, volume: totalVolume }\n            : { price, volume: totalVolume, color: bucketColor };\n    return {\n        buckets: [bucket],\n        poc: price,\n        valHigh: price,\n        valLow: price,\n    };\n}\n\n/**\n * Empty / NaN snapshot returned when no bars are in the window and\n * the degenerate fallback also fails to produce one.\n *\n * @formula N/A — internal volume-profile slot scaffolding (see the four\n *          `ta.*VolumeProfile` primitives for the math contract).\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const snap = emptyVolumeProfileSnapshot();\n */\nexport function emptyVolumeProfileSnapshot(): VolumeProfileSnapshot {\n    return {\n        buckets: [],\n        poc: Number.NaN,\n        valHigh: Number.NaN,\n        valLow: Number.NaN,\n    };\n}\n\n/**\n * Common \"compute → apply bucketColor → fall back to degenerate\"\n * pipeline used by every VP primitive.\n *\n * @formula N/A — internal volume-profile slot scaffolding (see the four\n *          `ta.*VolumeProfile` primitives for the math contract).\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const snap = resolveVolumeProfileSnapshot({ bars, config, bucketColor: \"#fff\" });\n */\nexport function resolveVolumeProfileSnapshot(args: {\n    bars: ReadonlyArray<VolumeProfileBar>;\n    config: ProfileConfig;\n    bucketColor: string | undefined;\n}): VolumeProfileSnapshot {\n    const { bars, config, bucketColor } = args;\n    const profile: VolumeProfileResult | null =\n        bars.length === 0\n            ? null\n            : computeProfile({\n                  config,\n                  laneBars: bars,\n                  windowFromIdx: 0,\n                  windowToIdx: bars.length - 1,\n              });\n    if (profile !== null && profile.buckets.length > 0) {\n        return {\n            buckets: profile.buckets.map((bucket) =>\n                bucketColor === undefined ? bucket : { ...bucket, color: bucketColor },\n            ),\n            poc: profile.poc,\n            valHigh: profile.valHigh,\n            valLow: profile.valLow,\n        };\n    }\n    return degenerateVolumeProfile(bars, bucketColor) ?? emptyVolumeProfileSnapshot();\n}\n\n/**\n * Commit a snapshot to a slot's POC / VAH / VAL ring buffers. Append\n * on close, replace-head on tick. Updates the `buckets` cache.\n *\n * @formula N/A — internal volume-profile slot scaffolding (see the four\n *          `ta.*VolumeProfile` primitives for the math contract).\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // commitVolumeProfileSnapshot(core, false, snap);\n */\nexport function commitVolumeProfileSnapshot(\n    core: VolumeProfileCore,\n    isTick: boolean,\n    snapshot: VolumeProfileSnapshot,\n): void {\n    core.buckets = snapshot.buckets;\n    if (isTick) {\n        core.pocBuffer.replaceHead(snapshot.poc);\n        core.valHighBuffer.replaceHead(snapshot.valHigh);\n        core.valLowBuffer.replaceHead(snapshot.valLow);\n    } else {\n        core.pocBuffer.append(snapshot.poc);\n        core.valHighBuffer.append(snapshot.valHigh);\n        core.valLowBuffer.append(snapshot.valLow);\n    }\n}\n\n/**\n * Emit the auto-generated `horizontal-histogram` PlotEmission for a\n * VP primitive, or a deduped `unsupported-plot-kind` diagnostic when\n * the adapter cannot render the kind. The dedup key includes the slot\n * id so an indicator that reuses VP across multiple call sites still\n * receives one diagnostic per call site, not per bar.\n *\n * @formula N/A — internal volume-profile slot scaffolding (see the four\n *          `ta.*VolumeProfile` primitives for the math contract).\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // emitVolumeProfileHistogram(ctx, slotId, \"Anchored Volume Profile\", snap.poc, snap.buckets);\n */\nexport function emitVolumeProfileHistogram(\n    ctx: RuntimeContext,\n    slotId: string,\n    title: string,\n    value: number,\n    buckets: ReadonlyArray<HistogramBucket>,\n): void {\n    if (!ctx.capabilities.plots.has(\"horizontal-histogram\")) {\n        const key = `unsupported-plot-kind|${slotId}`;\n        if (ctx.diagnosedRequestKeys.has(key)) return;\n        ctx.diagnosedRequestKeys.add(key);\n        pushDiagnostic(ctx.emissions, {\n            kind: \"diagnostic\",\n            severity: \"warning\",\n            code: \"unsupported-plot-kind\",\n            message: 'Adapter cannot render plot kind \"horizontal-histogram\".',\n            slotId,\n            bar: ctx.barIndex(),\n        });\n        return;\n    }\n    const emission: PlotEmission = {\n        bar: ctx.barIndex(),\n        color: null,\n        kind: \"plot\",\n        meta: {},\n        pane: \"overlay\",\n        slotId: `${slotId}${HISTOGRAM_SLOT_SUFFIX}`,\n        style: { kind: \"horizontal-histogram\", buckets },\n        time: ctx.stream.bar.time,\n        title,\n        value: Number.isFinite(value) ? value : null,\n    };\n    pushPlot(ctx.emissions, emission);\n}\n"]}

package/dist/ta/lib/volume-profile/tooHeavy.js.map

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Licensed under the MIT License.\n// Ported from ../invinite/src/components/trading-chart/indicators/lib/volume-profile/too-heavy.ts\n//   @ 3234c8c0c3f9880d9d1e3a3ee63ebd55ddd535f4.\n// Translated, not transcribed — ReadonlyArray<number> inputs, JSDoc, runtime.\n// See packages/runtime/src/ta/CLAUDE.md for the port convention.\n\nimport type { RowsLayout, VolumeProfileCostStatus } from \"./types.js\";\n\n/**\n * Finer-bar count threshold from the invinite profile renderer.\n *\n * @formula PLAN §9.2 — cap finer-bar scans for one profile compute.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const max = VOLUME_PROFILE_HEAVY_THRESHOLD;\n */\nexport const VOLUME_PROFILE_HEAVY_THRESHOLD = 50_000;\n\n/**\n * Default maximum bucket count for a single pure profile compute.\n *\n * @formula PLAN §9.2 — cap bucket allocations for one profile compute.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const max = VOLUME_PROFILE_MAX_BUCKETS;\n */\nexport const VOLUME_PROFILE_MAX_BUCKETS = 2_000;\n\n/**\n * Assess whether a volume-profile input window is too expensive and\n * optionally recommend a coarser `rowSize` fallback.\n *\n * @formula PLAN §9.2 — guard range / rowSize combinations that would\n *          allocate pathological bucket counts before bucketing.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const status = assessVolumeProfileCost({ finerCandleCount: 1000, priceMin: 1, priceMax: 100, rowSize: 1, rowsLayout: \"numberOfRows\" });\n */\nexport function assessVolumeProfileCost(args: {\n    finerCandleCount: number;\n    rowSize?: number;\n    rowsLayout?: RowsLayout;\n    tickSize?: number;\n    priceMin?: number;\n    priceMax?: number;\n    maxBuckets?: number;\n}): VolumeProfileCostStatus {\n    if (args.finerCandleCount > VOLUME_PROFILE_HEAVY_THRESHOLD) {\n        return { heavy: true, reason: \"too-many-finer-bars\", recommendedRowSize: null };\n    }\n\n    const maxBuckets = args.maxBuckets ?? VOLUME_PROFILE_MAX_BUCKETS;\n    const estimate = estimateBucketCount(args);\n    if (estimate.kind === \"estimated\" && estimate.bucketCount > maxBuckets) {\n        return {\n            heavy: true,\n            reason: \"too-many-buckets\",\n            recommendedRowSize:\n                args.rowsLayout === \"ticksPerRow\"\n                    ? Math.ceil(\n                          (estimate.priceMax - estimate.priceMin) /\n                              (maxBuckets * estimate.tickSize),\n                      )\n                    : Math.max(1, maxBuckets),\n        };\n    }\n\n    return { heavy: false, reason: null, recommendedRowSize: null };\n}\n\nfunction estimateBucketCount(args: {\n    rowSize?: number;\n    rowsLayout?: RowsLayout;\n    tickSize?: number;\n    priceMin?: number;\n    priceMax?: number;\n}):\n    | { bucketCount: 0; kind: \"invalid\" }\n    | {\n          bucketCount: number;\n          kind: \"estimated\";\n          priceMin: number;\n          priceMax: number;\n          rowSize: number;\n          tickSize: number;\n      } {\n    const { priceMax, priceMin, rowSize } = args;\n    if (\n        rowSize === undefined ||\n        priceMin === undefined ||\n        priceMax === undefined ||\n        !Number.isFinite(priceMin) ||\n        !Number.isFinite(priceMax) ||\n        rowSize <= 0 ||\n        priceMax <= priceMin\n    ) {\n        return { bucketCount: 0, kind: \"invalid\" };\n    }\n    const tickSize = args.tickSize ?? 0.01;\n    if (args.rowsLayout === \"ticksPerRow\") {\n        const width = rowSize * tickSize;\n        return width > 0\n            ? {\n                  bucketCount: Math.ceil((priceMax - priceMin) / width),\n                  kind: \"estimated\",\n                  priceMax,\n                  priceMin,\n                  rowSize,\n                  tickSize,\n              }\n            : { bucketCount: 0, kind: \"invalid\" };\n    }\n    return {\n        bucketCount: Math.floor(rowSize),\n        kind: \"estimated\",\n        priceMax,\n        priceMin,\n        rowSize,\n        tickSize,\n    };\n}\n"]}

package/dist/ta/lib/volume-profile/types.js.map

@@ -1 +1 @@
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Licensed under the MIT License.\n// Ported from ../invinite/src/components/trading-chart/indicators/lib/volume-profile/types.ts\n//   @ 3234c8c0c3f9880d9d1e3a3ee63ebd55ddd535f4.\n// Translated, not transcribed — ReadonlyArray<number> inputs, JSDoc, runtime.\n// See packages/runtime/src/ta/CLAUDE.md for the port convention.\n\n/**\n * Bucket-width strategy. `ticksPerRow` derives from `tickSize`;\n * `numberOfRows` divides the range evenly.\n *\n * @formula PLAN §9.2 — controls bucket width derivation for profile rows.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const layout: RowsLayout = \"numberOfRows\";\n */\nexport type RowsLayout = \"numberOfRows\" | \"ticksPerRow\";\n\n/**\n * Bar coloring strategy inside each bucket.\n *\n * @formula PLAN §9.2 — selects total, delta, or up/down volume partitioning.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const split: VolumeSplit = \"upDown\";\n */\nexport type VolumeSplit = \"delta\" | \"total\" | \"upDown\";\n\n/**\n * Minimal OHLCV shape consumed by the pure volume-profile helpers.\n *\n * @formula PLAN §9.2 — normalized OHLCV input for profile bucketing.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const bar: VolumeProfileBar = { time: 0, open: 1, high: 2, low: 1, close: 2, volume: 100 };\n */\nexport type VolumeProfileBar = Readonly<{\n    time: number;\n    open: number;\n    high: number;\n    low: number;\n    close: number;\n    volume: number;\n}>;\n\n/**\n * Horizontal-histogram bucket shape used by Phase 5 plot emissions.\n *\n * @formula PLAN §9.2 — price row plus accumulated volume.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const bucket: VolumeProfileBucket = { price: 100, volume: 25 };\n */\nexport type VolumeProfileBucket = Readonly<{\n    price: number;\n    volume: number;\n}>;\n\n/**\n * Internal row shape retaining bucket bounds and directional volume.\n *\n * @formula PLAN §9.2 — bucket bounds plus directional volume totals.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const row: VolumeProfileRow = { low: 99, high: 101, mid: 100, volume: 10, upVolume: 10, downVolume: 0 };\n */\nexport type VolumeProfileRow = Readonly<{\n    low: number;\n    high: number;\n    mid: number;\n    volume: number;\n    upVolume: number;\n    downVolume: number;\n}>;\n\n/**\n * Shared math config consumed by bucket/value-area/developing helpers.\n *\n * @formula PLAN §9.2 — shared profile row count and value-area settings.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const config: VolumeProfileConfig = { rowSize: 24, valueAreaPct: 70 };\n */\nexport type VolumeProfileConfig = Readonly<{\n    rowSize: number;\n    valueAreaPct: number;\n    rowsLayout?: RowsLayout;\n    volumeSplit?: VolumeSplit;\n    tickSize?: number;\n}>;\n\n/**\n * Cost guard result for profile windows that would allocate too many\n * buckets or scan too many finer bars.\n *\n * @formula PLAN §9.2 — cost guard state for profile windows.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const status: VolumeProfileCostStatus = { heavy: false, reason: null, recommendedRowSize: null };\n */\nexport type VolumeProfileCostStatus = Readonly<{\n    heavy: boolean;\n    reason: \"too-many-buckets\" | \"too-many-finer-bars\" | null;\n    recommendedRowSize: number | null;\n}>;\n\n/**\n * Value-area result: high/low price bounds plus point-of-control.\n *\n * @formula PLAN §9.2 — point-of-control and value-area bounds.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const va: ValueAreaResult = { valHigh: 101, valLow: 99, poc: 100, vahIdx: 1, valIdx: 0, pocIdx: 0, cumulativeVolume: 10 };\n */\nexport type ValueAreaResult = Readonly<{\n    valHigh: number;\n    valLow: number;\n    poc: number;\n    vahIdx: number;\n    valIdx: number;\n    pocIdx: number;\n    cumulativeVolume: number;\n}>;\n\n/**\n * Detailed bucketization output.\n *\n * @formula PLAN §9.2 — raw histogram buckets and total volume.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const out: BucketizedVolume = { buckets: [], rows: [], totalVolume: 0, pocIdx: -1 };\n */\nexport type BucketizedVolume = Readonly<{\n    buckets: ReadonlyArray<VolumeProfileBucket>;\n    rows: ReadonlyArray<VolumeProfileRow>;\n    totalVolume: number;\n    pocIdx: number;\n}>;\n\n/**\n * Developing POC/value-area time-series arrays.\n *\n * @formula PLAN §9.2 — developing profile time-series outputs.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const dev: DevelopingProfileSeries = { developingPoc: new Float64Array(0), developingVahHigh: new Float64Array(0), developingVahLow: new Float64Array(0) };\n */\nexport type DevelopingProfileSeries = Readonly<{\n    developingPoc: Float64Array;\n    developingVahHigh: Float64Array;\n    developingVahLow: Float64Array;\n}>;\n\n/**\n * Full pure profile result consumed by later volume-profile primitives.\n *\n * @formula PLAN §9.2 — complete profile histogram, value area, and cost state.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const result: VolumeProfileResult = { buckets: [], rows: [], valueAreaMask: new Float64Array(0), poc: Number.NaN, valHigh: Number.NaN, valLow: Number.NaN, costStatus: { heavy: false, reason: null, recommendedRowSize: null } };\n */\nexport type VolumeProfileResult = Readonly<{\n    buckets: ReadonlyArray<VolumeProfileBucket>;\n    rows: ReadonlyArray<VolumeProfileRow>;\n    valueAreaMask: Float64Array;\n    poc: number;\n    valHigh: number;\n    valLow: number;\n    costStatus: VolumeProfileCostStatus;\n    developing?: DevelopingProfileSeries;\n}>;\n\n/**\n * Sentinel tick size used when no symbol-specific minimum tick is supplied.\n *\n * @formula PLAN §9.2 — fallback row quantum for symbols without min tick.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const tick = DEFAULT_TICK_SIZE;\n */\nexport const DEFAULT_TICK_SIZE = 0.01;\n"]}

package/dist/ta/lib/volume-profile/valueArea.js.map

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Licensed under the MIT License.\n// Ported from ../invinite/src/components/trading-chart/indicators/lib/volume-profile/value-area.ts\n//   @ 3234c8c0c3f9880d9d1e3a3ee63ebd55ddd535f4.\n// Translated, not transcribed — ReadonlyArray<number> inputs, JSDoc, runtime.\n// See packages/runtime/src/ta/CLAUDE.md for the port convention.\n\nimport type { ValueAreaResult, VolumeProfileRow } from \"./types.js\";\n\n/**\n * Compute greedy expand-from-POC value-area bounds.\n *\n * @formula PLAN §9.2 — start at POC, then absorb the larger of the\n *          next two above-buckets vs below-buckets until target volume.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const va = computeValueArea(rows, 70);\n */\nexport function computeValueArea(\n    rows: ReadonlyArray<VolumeProfileRow>,\n    valueAreaPct = 70,\n    pocIdx: number = findPocIndex(rows),\n): ValueAreaResult {\n    if (rows.length === 0 || pocIdx < 0 || pocIdx >= rows.length) {\n        return {\n            cumulativeVolume: 0,\n            poc: Number.NaN,\n            pocIdx,\n            vahIdx: pocIdx,\n            valHigh: Number.NaN,\n            valIdx: pocIdx,\n            valLow: Number.NaN,\n        };\n    }\n\n    const totalVolume = rows.reduce((sum, row) => sum + row.volume, 0);\n    const targetPct = Math.max(0, Math.min(100, valueAreaPct));\n    const target = totalVolume * (targetPct / 100);\n    let lowIdx = pocIdx;\n    let highIdx = pocIdx;\n    let cumulative = rows[pocIdx].volume;\n\n    while (cumulative < target && (lowIdx > 0 || highIdx + 1 < rows.length)) {\n        const aboveAvailable = highIdx + 1 < rows.length;\n        const belowAvailable = lowIdx - 1 >= 0;\n\n        let aboveSum = 0;\n        if (aboveAvailable) {\n            aboveSum = rows[highIdx + 1].volume;\n            if (highIdx + 2 < rows.length) aboveSum += rows[highIdx + 2].volume;\n        }\n\n        let belowSum = 0;\n        if (belowAvailable) {\n            belowSum = rows[lowIdx - 1].volume;\n            if (lowIdx - 2 >= 0) belowSum += rows[lowIdx - 2].volume;\n        }\n\n        if (aboveAvailable && (!belowAvailable || aboveSum >= belowSum)) {\n            const takeTwo = highIdx + 2 < rows.length;\n            cumulative += rows[highIdx + 1].volume;\n            highIdx += 1;\n            if (takeTwo && cumulative < target) {\n                cumulative += rows[highIdx + 1].volume;\n                highIdx += 1;\n            }\n        } else {\n            const takeTwo = lowIdx - 2 >= 0;\n            cumulative += rows[lowIdx - 1].volume;\n            lowIdx -= 1;\n            if (takeTwo && cumulative < target) {\n                cumulative += rows[lowIdx - 1].volume;\n                lowIdx -= 1;\n            }\n        }\n    }\n\n    return {\n        cumulativeVolume: cumulative,\n        poc: rows[pocIdx].mid,\n        pocIdx,\n        vahIdx: highIdx,\n        valHigh: rows[highIdx].high,\n        valIdx: lowIdx,\n        valLow: rows[lowIdx].low,\n    };\n}\n\nfunction findPocIndex(rows: ReadonlyArray<VolumeProfileRow>): number {\n    let pocIdx = -1;\n    let pocVolume = -1;\n    for (let i = 0; i < rows.length; i += 1) {\n        if (rows[i].volume > pocVolume) {\n            pocIdx = i;\n            pocVolume = rows[i].volume;\n        }\n    }\n    return pocIdx;\n}\n"]}

package/dist/ta/lib/volume-profile/volumeProfileShared.js.map

@@ -1 +1 @@
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Licensed under the MIT License.\n// Ported from ../invinite/src/components/trading-chart/indicators/lib/volume-profile/volume-profile-shared.ts\n//   @ 3234c8c0c3f9880d9d1e3a3ee63ebd55ddd535f4.\n// Translated, not transcribed — ReadonlyArray<number> inputs, JSDoc, runtime.\n// See packages/runtime/src/ta/CLAUDE.md for the port convention.\n\nimport { buildBucketEdges } from \"./bucketEdges.js\";\nimport { bucketizeVolumeDetailed } from \"./bucketizeVolume.js\";\nimport { computeDevelopingSeries, derivePriceRange } from \"./developingSeries.js\";\nimport { assessVolumeProfileCost } from \"./tooHeavy.js\";\nimport type { VolumeProfileBar, VolumeProfileConfig, VolumeProfileResult } from \"./types.js\";\nimport { DEFAULT_TICK_SIZE } from \"./types.js\";\nimport { computeValueArea } from \"./valueArea.js\";\n\n/**\n * Compute the pure shared volume-profile payload used by all four\n * Phase 5 profile primitives.\n *\n * @formula PLAN §9.2 / §10.1.1 — slice the lane/finer window, bucket\n *          volume by price, compute POC/value-area, optionally compute\n *          developing POC/VA series in lane-bar space.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const profile = computeProfile({ laneBars: bars, finerBars: [], windowFromIdx: 0, windowToIdx: bars.length - 1, config: { rowSize: 20, valueAreaPct: 70 } });\n */\nexport function computeProfile(args: {\n    laneBars: ReadonlyArray<VolumeProfileBar>;\n    finerBars?: ReadonlyArray<VolumeProfileBar>;\n    windowFromIdx: number;\n    windowToIdx: number;\n    config: VolumeProfileConfig;\n    computeDeveloping?: boolean;\n}): VolumeProfileResult {\n    const { laneBars, config } = args;\n    const finerBars = args.finerBars ?? [];\n    if (laneBars.length === 0) return emptyProfile(false, null, null);\n\n    const fromIdx = Math.max(0, Math.min(laneBars.length - 1, args.windowFromIdx));\n    const toIdx = Math.max(fromIdx, Math.min(laneBars.length - 1, args.windowToIdx));\n    const laneSlice = laneBars.slice(fromIdx, toIdx + 1);\n\n    const finerSlice = sliceBarsByTime(\n        finerBars,\n        laneSlice[0].time,\n        laneSlice[laneSlice.length - 1].time,\n    );\n    const bucketSource = finerSlice.length > 0 ? finerSlice : laneSlice;\n    const range = derivePriceRange(bucketSource);\n    const costStatus = assessVolumeProfileCost({\n        finerCandleCount: finerSlice.length,\n        priceMax: range.priceMax,\n        priceMin: range.priceMin,\n        rowSize: config.rowSize,\n        rowsLayout: config.rowsLayout ?? \"numberOfRows\",\n        tickSize: config.tickSize ?? DEFAULT_TICK_SIZE,\n    });\n    if (costStatus.heavy)\n        return emptyProfile(costStatus.heavy, costStatus.reason, costStatus.recommendedRowSize);\n    if (range.priceMax <= range.priceMin) return emptyProfile(false, null, null);\n\n    const edges = buildBucketEdges(\n        range.priceMin,\n        range.priceMax,\n        config.rowsLayout ?? \"numberOfRows\",\n        config.rowSize,\n        config.tickSize ?? DEFAULT_TICK_SIZE,\n    );\n    const bucketized = bucketizeVolumeDetailed(bucketSource, edges, config.volumeSplit ?? \"upDown\");\n    if (bucketized.totalVolume <= 0) return emptyProfile(false, null, null);\n\n    const valueArea = computeValueArea(bucketized.rows, config.valueAreaPct, bucketized.pocIdx);\n    const valueAreaMask = new Float64Array(bucketized.rows.length);\n    const lo = Math.min(valueArea.vahIdx, valueArea.valIdx);\n    const hi = Math.max(valueArea.vahIdx, valueArea.valIdx);\n    for (let i = 0; i < valueAreaMask.length; i += 1) valueAreaMask[i] = i >= lo && i <= hi ? 1 : 0;\n\n    const base = {\n        buckets: bucketized.buckets,\n        costStatus,\n        poc: valueArea.poc,\n        rows: bucketized.rows,\n        valHigh: valueArea.valHigh,\n        valLow: valueArea.valLow,\n        valueAreaMask,\n    };\n\n    if (args.computeDeveloping === true) {\n        return {\n            ...base,\n            developing: computeDevelopingSeries({\n                config,\n                finerBars,\n                laneBars,\n                windowFromIdx: fromIdx,\n                windowToIdx: toIdx,\n            }),\n        };\n    }\n\n    return base;\n}\n\nfunction emptyProfile(\n    heavy: boolean,\n    reason: VolumeProfileResult[\"costStatus\"][\"reason\"],\n    recommendedRowSize: number | null,\n): VolumeProfileResult {\n    return {\n        buckets: [],\n        costStatus: { heavy, reason, recommendedRowSize },\n        poc: Number.NaN,\n        rows: [],\n        valHigh: Number.NaN,\n        valLow: Number.NaN,\n        valueAreaMask: new Float64Array(0),\n    };\n}\n\n/**\n * Slice sorted bars to the inclusive `[timeFromMs, timeToMs]` window.\n *\n * @formula PLAN §10.1.1 — finer lower-timeframe bars are clipped to\n *          the same wall-clock window as the lane profile.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const slice = sliceBarsByTime(bars, 0, 60_000);\n */\nexport function sliceBarsByTime(\n    bars: ReadonlyArray<VolumeProfileBar>,\n    timeFromMs: number,\n    timeToMs: number,\n): ReadonlyArray<VolumeProfileBar> {\n    if (bars.length === 0) return bars;\n    const start = lowerBoundTime(bars, timeFromMs);\n    const end = upperBoundTime(bars, timeToMs);\n    if (start >= end) return [];\n    return bars.slice(start, end);\n}\n\nfunction lowerBoundTime(bars: ReadonlyArray<VolumeProfileBar>, target: number): number {\n    let lo = 0;\n    let hi = bars.length;\n    while (lo < hi) {\n        const mid = (lo + hi) >>> 1;\n        if (bars[mid].time < target) lo = mid + 1;\n        else hi = mid;\n    }\n    return lo;\n}\n\nfunction upperBoundTime(bars: ReadonlyArray<VolumeProfileBar>, target: number): number {\n    let lo = 0;\n    let hi = bars.length;\n    while (lo < hi) {\n        const mid = (lo + hi) >>> 1;\n        if (bars[mid].time <= target) lo = mid + 1;\n        else hi = mid;\n    }\n    return lo;\n}\n"]}

package/dist/ta/lib/vwmaFloat64.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/lib/vwma-of-float64.ts
 //   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
-// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
-// provenance contract; the math is the reference, the code style is not.
+// Re-licensed MIT for chartlang. The math is the reference, the code
+// style is not.
 /**
  * Volume-Weighted Moving Average over parallel `Float64Array` source +
  * volume streams. Walks past any leading-NaN source prefix, then for

package/dist/ta/lib/vwmaFloat64.js.map

@@ -1 +1 @@
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+{"version":3,"file":"vwmaFloat64.js","sourceRoot":"","sources":["../../../src/ta/lib/vwmaFloat64.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,sFAAsF;AACtF,mEAAmE;AACnE,qEAAqE;AACrE,gBAAgB;AAEhB;;;;;;;;;;;;;;;;;;;;;;;;;GAyBG;AACH,MAAM,UAAU,WAAW,CACvB,MAAoB,EACpB,MAAoB,EACpB,MAAc;IAEd,MAAM,CAAC,GAAG,MAAM,CAAC,MAAM,CAAC;IACxB,MAAM,GAAG,GAAG,IAAI,YAAY,CAAC,CAAC,CAAC,CAAC;IAChC,GAAG,CAAC,IAAI,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IACrB,IAAI,MAAM,IAAI,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,MAAM,CAAC,MAAM,KAAK,CAAC;QAAE,OAAO,GAAG,CAAC;IAE9D,IAAI,aAAa,GAAG,CAAC,CAAC,CAAC;IACvB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;QAC5B,IAAI,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC;YAC7B,aAAa,GAAG,CAAC,CAAC;YAClB,MAAM;QACV,CAAC;IACL,CAAC;IACD,IAAI,aAAa,GAAG,CAAC,IAAI,CAAC,GAAG,aAAa,GAAG,MAAM;QAAE,OAAO,GAAG,CAAC;IAEhE,KAAK,IAAI,CAAC,GAAG,aAAa,GAAG,MAAM,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;QACrD,IAAI,KAAK,GAAG,CAAC,CAAC;QACd,IAAI,MAAM,GAAG,CAAC,CAAC;QACf,IAAI,SAAS,GAAG,IAAI,CAAC;QACrB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,MAAM,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;YACjC,MAAM,KAAK,GAAG,MAAM,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;YAC5B,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,EAAE,CAAC;gBAC1B,SAAS,GAAG,KAAK,CAAC;gBAClB,MAAM;YACV,CAAC;YACD,MAAM,MAAM,GAAG,MAAM,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;YAC7B,MAAM,CAAC,GAAG,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;YAC/C,KAAK,IAAI,KAAK,GAAG,CAAC,CAAC;YACnB,MAAM,IAAI,CAAC,CAAC;QAChB,CAAC;QACD,IAAI,CAAC,SAAS;YAAE,SAAS;QACzB,GAAG,CAAC,CAAC,CAAC,GAAG,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,KAAK,GAAG,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,GAAG,CAAC;IACtD,CAAC;IACD,OAAO,GAAG,CAAC;AACf,CAAC","sourcesContent":["// Copyright (c) 2026 Invinite. Licensed under the MIT License.\n// See the LICENSE file in the repo root for full license text.\n//\n// Ported from invinite/src/components/trading-chart/indicators/lib/vwma-of-float64.ts\n//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n\n/**\n * Volume-Weighted Moving Average over parallel `Float64Array` source +\n * volume streams. Walks past any leading-NaN source prefix, then for\n * each trailing `length`-bar window emits\n * `Σ(source[i − j] * volume[i − j]) / Σ(volume[i − j])`. A NaN volume\n * slot is treated as zero (matches invinite's `candles[i].volume ?? 0`\n * null-coalesce). A NaN source slot anywhere inside the window\n * short-circuits that bar's output to NaN; a window whose total volume\n * is `0` also emits NaN (the ratio is undefined).\n *\n * The source and volume arrays must be the same length; a mismatch\n * yields an all-NaN output. Warmup `[0, length − 2]` is `NaN`;\n * `out[length − 1]` is the first defined value.\n *\n * @formula  out[i] = (Σ_{j=0..N-1} source[i − j] * volume[i − j])\n *                   / (Σ_{j=0..N-1} volume[i − j])\n *                  ;  NaN when the denominator is 0.\n * @warmup   length − 1\n * @since 0.2\n * @stable\n * @example\n *     // import { vwmaFloat64 } from \"./vwmaFloat64\";\n *     // const src = new Float64Array([10, 11, 12, 13]);\n *     // const vol = new Float64Array([100, 200, 150, 50]);\n *     // const out = vwmaFloat64(src, vol, 3);\n */\nexport function vwmaFloat64(\n    source: Float64Array,\n    volume: Float64Array,\n    length: number,\n): Float64Array {\n    const n = source.length;\n    const out = new Float64Array(n);\n    out.fill(Number.NaN);\n    if (length <= 0 || n === 0 || volume.length !== n) return out;\n\n    let firstValidIdx = -1;\n    for (let i = 0; i < n; i += 1) {\n        if (Number.isFinite(source[i])) {\n            firstValidIdx = i;\n            break;\n        }\n    }\n    if (firstValidIdx < 0 || n - firstValidIdx < length) return out;\n\n    for (let i = firstValidIdx + length - 1; i < n; i += 1) {\n        let pvSum = 0;\n        let volSum = 0;\n        let allFinite = true;\n        for (let j = 0; j < length; j += 1) {\n            const value = source[i - j];\n            if (!Number.isFinite(value)) {\n                allFinite = false;\n                break;\n            }\n            const rawVol = volume[i - j];\n            const v = Number.isFinite(rawVol) ? rawVol : 0;\n            pvSum += value * v;\n            volSum += v;\n        }\n        if (!allFinite) continue;\n        out[i] = volSum > 0 ? pvSum / volSum : Number.NaN;\n    }\n    return out;\n}\n"]}

package/dist/ta/lib/wilderDirectional.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/lib/wilder-directional.ts
 //   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
-// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
-// provenance contract; the math is the reference, the code style is not.
+// Re-licensed MIT for chartlang. The math is the reference, the code
+// style is not.
 import { wilderStep } from "./wilderSmoothing.js";
 /**
  * Wilder's `+DM` / `-DM` / `+DI` / `-DI` over a `length`-bar