@invinite-org/chartlang-runtime 1.0.2 → 1.1.1

package/dist/ta/rvi.d.ts

@@ -20,7 +20,7 @@ import { type ScalarOrSeries } from "./lib/sourceValue.js";
  * @stable
  *
  * `opts.offset` shifts the returned series so `series.current` reads
- * the value `offset` bars ago (PLAN.md §9.1).
+ * the value `offset` bars ago.
  *
  * @example
  *     // import { ta } from "@invinite-org/chartlang-core";

package/dist/ta/rvi.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/rvi.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.
 // Structural choices (callsite-id slot, Series<T> proxy, replaceHead
 // mode) follow chartlang's primitive shape — NOT invinite's
 // IndicatorPlugin shape. The up/down EMA arms compose `ta.ema` via
@@ -147,7 +147,7 @@ function rviValue(upEma, downEma) {
  * @stable
  *
  * `opts.offset` shifts the returned series so `series.current` reads
- * the value `offset` bars ago (PLAN.md §9.1).
+ * the value `offset` bars ago.
  *
  * @example
  *     // import { ta } from "@invinite-org/chartlang-core";

package/dist/ta/rvi.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//\n// Ported from invinite/src/components/trading-chart/indicators/rvi.ts\n//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n// Structural choices (callsite-id slot, Series<T> proxy, replaceHead\n// mode) follow chartlang's primitive shape — NOT invinite's\n// IndicatorPlugin shape. The up/down EMA arms compose `ta.ema` via\n// sub-slots `${slotId}/upEma` / `${slotId}/downEma` so the EMA\n// recurrence + warmup semantics flow in by reference.\n\nimport type { RviOpts, Series } from \"@invinite-org/chartlang-core\";\n\nimport { Float64RingBuffer } from \"../ringBuffer.js\";\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { makeSeriesView, makeShiftedSeriesView } from \"../seriesView.js\";\nimport { ema } from \"./ema.js\";\nimport { type ScalarOrSeries, readSourceValue } from \"./lib/sourceValue.js\";\n\ntype RviSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly length: number;\n    readonly sigmaWindow: Float64RingBuffer;\n    sumX: number;\n    sumX2: number;\n    /** Last closed source value (basis of next bar's up/down classification). */\n    prevSrc: number;\n    /** Per-offset Series-view cache; see `sma.ts` for the convention. */\n    readonly shiftedViews: Map<number, Series<number>>;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.rvi called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(length: number, capacity: number): RviSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    return {\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        length,\n        sigmaWindow: new Float64RingBuffer(length),\n        sumX: 0,\n        sumX2: 0,\n        prevSrc: Number.NaN,\n        shiftedViews: new Map(),\n    };\n}\n\nfunction viewForOffset(slot: RviSlot, offset: number): Series<number> {\n    if (offset === 0) return slot.series;\n    let view = slot.shiftedViews.get(offset);\n    if (view === undefined) {\n        view = makeShiftedSeriesView<number>(slot.outBuffer, offset);\n        slot.shiftedViews.set(offset, view);\n    }\n    return view;\n}\n\nfunction windowStdDev(n: number, sumX: number, sumX2: number): number {\n    const mean = sumX / n;\n    const variance = sumX2 / n - mean * mean;\n    return Math.sqrt(Math.max(0, variance));\n}\n\n/** Fold a new source value into the sigma-window running sums. */\nfunction appendToSigmaWindow(slot: RviSlot, src: number): number {\n    if (slot.sigmaWindow.length < slot.sigmaWindow.capacity) {\n        slot.sigmaWindow.append(src);\n        if (Number.isFinite(src)) {\n            slot.sumX += src;\n            slot.sumX2 += src * src;\n        } else {\n            slot.sumX = Number.NaN;\n            slot.sumX2 = Number.NaN;\n        }\n        if (slot.sigmaWindow.length < slot.sigmaWindow.capacity) return Number.NaN;\n        if (!Number.isFinite(slot.sumX)) return Number.NaN;\n        return windowStdDev(slot.sigmaWindow.length, slot.sumX, slot.sumX2);\n    }\n    const outgoing = slot.sigmaWindow.at(slot.sigmaWindow.length - 1);\n    slot.sigmaWindow.append(src);\n    if (!Number.isFinite(src)) {\n        slot.sumX = Number.NaN;\n        slot.sumX2 = Number.NaN;\n        return Number.NaN;\n    }\n    if (!Number.isFinite(slot.sumX) || !Number.isFinite(outgoing)) {\n        // A previous NaN poisoned the running sums; rebuild from the\n        // live window (NaN values short-circuit the result to NaN).\n        let sumX = 0;\n        let sumX2 = 0;\n        for (let i = 0; i < slot.sigmaWindow.length; i += 1) {\n            const v = slot.sigmaWindow.at(i);\n            if (!Number.isFinite(v)) {\n                slot.sumX = Number.NaN;\n                slot.sumX2 = Number.NaN;\n                return Number.NaN;\n            }\n            sumX += v;\n            sumX2 += v * v;\n        }\n        slot.sumX = sumX;\n        slot.sumX2 = sumX2;\n    } else {\n        slot.sumX = slot.sumX - outgoing + src;\n        slot.sumX2 = slot.sumX2 - outgoing * outgoing + src * src;\n    }\n    return windowStdDev(slot.sigmaWindow.length, slot.sumX, slot.sumX2);\n}\n\n/** Sigma at the tick boundary against the closed sigma-window state. */\nfunction tickSigma(slot: RviSlot, src: number): number {\n    if (slot.sigmaWindow.length < slot.sigmaWindow.capacity) return Number.NaN;\n    if (!Number.isFinite(src)) return Number.NaN;\n    const oldestInHead = slot.sigmaWindow.at(0);\n    const sumX = slot.sumX - oldestInHead + src;\n    const sumX2 = slot.sumX2 - oldestInHead * oldestInHead + src * src;\n    return windowStdDev(slot.sigmaWindow.length, sumX, sumX2);\n}\n\nfunction classify(sigma: number, diff: number): { up: number; down: number } {\n    if (!Number.isFinite(sigma) || !Number.isFinite(diff)) {\n        return { up: Number.NaN, down: Number.NaN };\n    }\n    return {\n        up: diff > 0 ? sigma : 0,\n        down: diff < 0 ? sigma : 0,\n    };\n}\n\nfunction rviValue(upEma: number, downEma: number): number {\n    if (!Number.isFinite(upEma) || !Number.isFinite(downEma)) return Number.NaN;\n    const total = upEma + downEma;\n    if (total === 0) return Number.NaN;\n    return (100 * upEma) / total;\n}\n\n/**\n * Relative Volatility Index — sub-pane oscillator bounded `[0, 100]`.\n * Like RSI but uses rolling stddev of the source instead of absolute\n * close changes for the magnitude, EMA-smoothed per TradingView's\n * `ta.rvi` reference. Composes `ta.ema` via two sub-slots\n * (`${slotId}/upEma`, `${slotId}/downEma`) — a fix to EMA's\n * recurrence flows in for free. NaN when either EMA arm is NaN or\n * when both arms are zero (zero-denominator).\n *\n * @formula  sigma[t]  = stddev(source[t − length + 1..= t]) ;\n *           upRaw[t]  = source[t] > source[t − 1] ? sigma[t] : 0 ;\n *           downRaw[t] = source[t] < source[t − 1] ? sigma[t] : 0 ;\n *           upEma     = EMA(length)(upRaw) ;\n *           downEma   = EMA(length)(downRaw) ;\n *           rvi[t]    = 100 · upEma[t] / (upEma[t] + downEma[t])\n * @warmup   2 · length − 1\n * @since 0.2\n * @stable\n *\n * `opts.offset` shifts the returned series so `series.current` reads\n * the value `offset` bars ago.\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-core\";\n *     // const r = ta.rvi(bar.close, 10);\n *     // plot(r);\n */\nexport function rvi(\n    slotId: string,\n    source: ScalarOrSeries,\n    length: number,\n    opts?: RviOpts,\n): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as RviSlot | undefined;\n    if (slot === undefined) {\n        slot = initSlot(length, ctx.stream.ohlcv.close.capacity);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    const src = readSourceValue(source);\n    if (ctx.isTick) {\n        const sigma = tickSigma(slot, src);\n        const diff = src - slot.prevSrc;\n        const { up, down } = classify(sigma, diff);\n        // Still drive the sub-slot EMAs so their tick-mode head stays\n        // consistent with the closed state on a subsequent close.\n        const upSeries = ema(`${slotId}/upEma`, up, slot.length);\n        const downSeries = ema(`${slotId}/downEma`, down, slot.length);\n        // NaN source short-circuits to NaN output regardless of how the\n        // EMA arms forward-fill internally — RVI is undefined when the\n        // current sample isn't measurable.\n        const value = Number.isFinite(src)\n            ? rviValue(upSeries.current, downSeries.current)\n            : Number.NaN;\n        slot.outBuffer.replaceHead(value);\n    } else {\n        const sigma = appendToSigmaWindow(slot, src);\n        const diff = src - slot.prevSrc;\n        const { up, down } = classify(sigma, diff);\n        const upSeries = ema(`${slotId}/upEma`, up, slot.length);\n        const downSeries = ema(`${slotId}/downEma`, down, slot.length);\n        const value = Number.isFinite(src)\n            ? rviValue(upSeries.current, downSeries.current)\n            : Number.NaN;\n        slot.outBuffer.append(value);\n        slot.prevSrc = src;\n    }\n    return viewForOffset(slot, opts?.offset ?? 0);\n}\n"]}

package/dist/ta/sessionVolumeProfile.js.map

@@ -1 +1 @@
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Copyright (c) 2026 Invinite. Licensed under the MIT License.\n// Ported from ../invinite/src/components/trading-chart/indicators/session-volume-profile.ts\n//   @ 3234c8c0c3f9880d9d1e3a3ee63ebd55ddd535f4.\n// Translated, not transcribed — Series<T> shape, opts.offset, JSDoc.\n// See packages/runtime/src/ta/CLAUDE.md for the port convention.\n\nimport type {\n    SessionVolumeProfileOpts,\n    SessionVolumeProfileResult,\n} from \"@invinite-org/chartlang-core\";\n\nimport { pushDiagnostic } from \"../emit/index.js\";\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { makeSeriesView, makeShiftedSeriesView } from \"../seriesView.js\";\nimport {\n    type VolumeProfileBar,\n    type VolumeProfileCore,\n    commitVolumeProfileSnapshot,\n    createVolumeProfileCore,\n    emitVolumeProfileHistogram,\n    resolveVolumeProfileSnapshot,\n    volumeProfileConfigFromOpts,\n} from \"./lib/volume-profile/index.js\";\n\nconst DAY_MS = 86_400_000;\n\ntype SessionVolumeProfileSlot = VolumeProfileCore & {\n    readonly result: SessionVolumeProfileResult;\n    readonly shiftedResults: Map<number, SessionVolumeProfileResult>;\n};\n\ntype MutableSessionVolumeProfileSlot = Omit<SessionVolumeProfileSlot, \"result\"> & {\n    result: SessionVolumeProfileResult;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.sessionVolumeProfile called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(capacity: number): SessionVolumeProfileSlot {\n    const core = createVolumeProfileCore(capacity);\n    const slot: MutableSessionVolumeProfileSlot = {\n        ...core,\n        result: Object.freeze({\n            get buckets() {\n                return slot.buckets;\n            },\n            poc: makeSeriesView<number>(core.pocBuffer),\n            valHigh: makeSeriesView<number>(core.valHighBuffer),\n            valLow: makeSeriesView<number>(core.valLowBuffer),\n        }),\n        shiftedResults: new Map(),\n    };\n    return slot;\n}\n\nfunction resultForOffset(\n    slot: SessionVolumeProfileSlot,\n    offset: number,\n): SessionVolumeProfileResult {\n    if (offset === 0) return slot.result;\n    let cached = slot.shiftedResults.get(offset);\n    if (cached === undefined) {\n        cached = Object.freeze({\n            get buckets() {\n                return slot.buckets;\n            },\n            poc: makeShiftedSeriesView<number>(slot.pocBuffer, offset),\n            valHigh: makeShiftedSeriesView<number>(slot.valHighBuffer, offset),\n            valLow: makeShiftedSeriesView<number>(slot.valLowBuffer, offset),\n        });\n        slot.shiftedResults.set(offset, cached);\n    }\n    return cached;\n}\n\nfunction utcDayStart(time: number): number {\n    return Math.floor(time / DAY_MS) * DAY_MS;\n}\n\nfunction parseSessionWindowMinutes(\n    session: string,\n): { startMinutes: number; endMinutes: number } | null {\n    const match = /^(\\d{1,2})(?::?(\\d{2}))?\\s*-\\s*(\\d{1,2})(?::?(\\d{2}))?$/.exec(session.trim());\n    if (match === null) return null;\n    const startHour = Number(match[1]);\n    const startMinute = match[2] === undefined ? 0 : Number(match[2]);\n    const endHour = Number(match[3]);\n    const endMinute = match[4] === undefined ? 0 : Number(match[4]);\n    if (startHour < 0 || startHour > 23 || startMinute < 0 || startMinute > 59) return null;\n    if (endHour < 0 || endHour > 23 || endMinute < 0 || endMinute > 59) return null;\n    return {\n        startMinutes: startHour * 60 + startMinute,\n        endMinutes: endHour * 60 + endMinute,\n    };\n}\n\nfunction sessionBoundaryFromDescriptor(time: number, session: string): number | null {\n    const parsed = parseSessionWindowMinutes(session);\n    if (parsed === null) return null;\n    const dayStart = utcDayStart(time);\n    const boundary = dayStart + parsed.startMinutes * 60_000;\n    return time >= boundary ? boundary : boundary - DAY_MS;\n}\n\nfunction diagnoseMissingSession(ctx: RuntimeContext, slotId: string): void {\n    const key = `session-info-missing|${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: \"session-info-missing\",\n        message:\n            \"Adapter did not provide syminfo.session; ta.sessionVolumeProfile used UTC-day boundaries.\",\n        slotId,\n        bar: ctx.barIndex(),\n    });\n}\n\nfunction resolveSessionStart(\n    ctx: RuntimeContext,\n    slotId: string,\n    opts: SessionVolumeProfileOpts | undefined,\n): number {\n    if (opts?.sessionStart !== undefined) return opts.sessionStart;\n    const session = ctx.views.syminfo.session;\n    if (!ctx.capabilities.symInfoFields.has(\"session\") || session === \"\") {\n        diagnoseMissingSession(ctx, slotId);\n        return utcDayStart(ctx.stream.bar.time);\n    }\n    const boundary = sessionBoundaryFromDescriptor(ctx.stream.bar.time, session);\n    if (boundary === null) {\n        diagnoseMissingSession(ctx, slotId);\n        return utcDayStart(ctx.stream.bar.time);\n    }\n    return boundary;\n}\n\nfunction collectBars(ctx: RuntimeContext, sessionStart: number): ReadonlyArray<VolumeProfileBar> {\n    const { ohlcv } = ctx.stream;\n    const bars: VolumeProfileBar[] = [];\n    for (let lookback = ohlcv.close.length - 1; lookback >= 0; lookback -= 1) {\n        const time = ohlcv.time.at(lookback);\n        if (time <= sessionStart) continue;\n        bars.push({\n            close: ohlcv.close.at(lookback),\n            high: ohlcv.high.at(lookback),\n            low: ohlcv.low.at(lookback),\n            open: ohlcv.open.at(lookback),\n            time,\n            volume: ohlcv.volume.at(lookback),\n        });\n    }\n    return bars;\n}\n\n/**\n * Session Volume Profile — bucketizes the current session's volume\n * by price, resetting when `bar.time` crosses the active session\n * boundary.\n *\n * @formula  Port of invinite session-vp: find the current session\n *           window, bucket volume by price, then derive POC / value-\n *           area high / value-area low via the shared volume-profile\n *           pipeline.\n * @anchors  `syminfo.session` descriptor, or `opts.sessionStart`\n *           override when provided.\n * @warmup   NaN until a session window has positive volume; missing\n *           `syminfo.session` falls back to UTC-day boundaries.\n * @since 0.5\n * @stable\n * @example\n *     // import { plot, ta } from \"@invinite-org/chartlang-core\";\n *     // const vp = ta.sessionVolumeProfile({ rowSize: 24 });\n *     // plot(vp.poc, { style: { kind: \"horizontal-histogram\", buckets: vp.buckets } });\n */\nexport function sessionVolumeProfile(\n    slotId: string,\n    opts?: SessionVolumeProfileOpts,\n): SessionVolumeProfileResult {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as SessionVolumeProfileSlot | undefined;\n    if (slot === undefined) {\n        slot = initSlot(ctx.stream.ohlcv.close.capacity);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n\n    const sessionStart = resolveSessionStart(ctx, slotId, opts);\n    const bars = ctx.stream.bar.time <= sessionStart ? [] : collectBars(ctx, sessionStart);\n    const snapshot = resolveVolumeProfileSnapshot({\n        bars,\n        bucketColor: opts?.bucketColor,\n        config: volumeProfileConfigFromOpts(opts ?? {}),\n    });\n    commitVolumeProfileSnapshot(slot, ctx.isTick, snapshot);\n    emitVolumeProfileHistogram(\n        ctx,\n        slotId,\n        \"Session Volume Profile\",\n        snapshot.poc,\n        snapshot.buckets,\n    );\n    return resultForOffset(slot, opts?.offset ?? 0);\n}\n"]}

package/dist/ta/sma.d.ts

@@ -6,7 +6,7 @@ import { type ScalarOrSeries } from "./lib/sourceValue.js";
  * the head as `(window_sum − window_head + tick_value) / length` so a
  * partial-bar tick doesn't pollute the next close's running sum.
  * `opts.offset` shifts the returned series so `series.current` reads
- * the value `offset` bars ago (PLAN.md §9.1).
+ * the value `offset` bars ago.
  *
  * @formula  out[t] = (source[t] + source[t − 1] + … + source[t − length + 1]) / length
  * @warmup   length − 1

package/dist/ta/sma.js

@@ -4,8 +4,8 @@
 // Ported from invinite/src/components/trading-chart/indicators/sma.ts
 //   plus 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.
 // Structural choices (callsite-id slot, Series<T> proxy, replaceHead
 // mode) follow chartlang's primitive shape — NOT invinite's
 // IndicatorPlugin shape.
@@ -80,7 +80,7 @@ function closeValue(slot, src) {
  * the head as `(window_sum − window_head + tick_value) / length` so a
  * partial-bar tick doesn't pollute the next close's running sum.
  * `opts.offset` shifts the returned series so `series.current` reads
- * the value `offset` bars ago (PLAN.md §9.1).
+ * the value `offset` bars ago.
  *
  * @formula  out[t] = (source[t] + source[t − 1] + … + source[t − length + 1]) / length
  * @warmup   length − 1

package/dist/ta/sma.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//\n// Ported from invinite/src/components/trading-chart/indicators/sma.ts\n//   plus lib/sma-of-float64.ts\n//   (commit d2d1043c1b039f66d2f3674526d303d31cf2f1e0, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n// Structural choices (callsite-id slot, Series<T> proxy, replaceHead\n// mode) follow chartlang's primitive shape — NOT invinite's\n// IndicatorPlugin shape.\n\nimport type { Series, SmaOpts } from \"@invinite-org/chartlang-core\";\n\nimport { Float64RingBuffer } from \"../ringBuffer.js\";\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { makeSeriesView, makeShiftedSeriesView } from \"../seriesView.js\";\nimport { type ScalarOrSeries, readSourceValue } from \"./lib/sourceValue.js\";\n\ntype SmaSlot = {\n    readonly kind: \"ta.sma\";\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly length: number;\n    /**\n     * Window of the **closed** source values across the last `length` bars.\n     * Holds bars `[t-length+1 .. t]` for the latest closed bar t. Ticks\n     * compute a hypothetical \"head replaced\" mean from `windowSum -\n     * window.at(0) + tickValue`; closes pop the oldest and push the new.\n     */\n    readonly window: Float64RingBuffer;\n    sum: number;\n    /**\n     * Lazy cache of offset-shifted Series views keyed by `opts.offset`.\n     * `offset === 0` callers bypass this map and return `series`\n     * directly — identity-preserving. Populated on first call per\n     * non-zero offset; identity is stable per offset thereafter.\n     */\n    readonly shiftedViews: Map<number, Series<number>>;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.sma called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(length: number, capacity: number): SmaSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    return {\n        kind: \"ta.sma\",\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        length,\n        window: new Float64RingBuffer(length),\n        sum: 0,\n        shiftedViews: new Map(),\n    };\n}\n\nfunction viewForOffset(slot: SmaSlot, offset: number): Series<number> {\n    if (offset === 0) return slot.series;\n    let view = slot.shiftedViews.get(offset);\n    if (view === undefined) {\n        view = makeShiftedSeriesView<number>(slot.outBuffer, offset);\n        slot.shiftedViews.set(offset, view);\n    }\n    return view;\n}\n\nfunction tickValue(slot: SmaSlot, src: number): number {\n    // `window` currently holds the close-side values `[t-length+1 .. t]` for\n    // the most-recent closed bar. The tick replaces bar `t`'s value with\n    // `src`, so the hypothetical mean is `(sum - window.at(0)) + src`.\n    if (!Number.isFinite(src)) return Number.NaN;\n    if (slot.window.length < slot.length) return Number.NaN;\n    const oldestInHead = slot.window.at(0);\n    return (slot.sum - oldestInHead + src) / slot.length;\n}\n\nfunction closeValue(slot: SmaSlot, src: number): number {\n    if (!Number.isFinite(src)) {\n        // Skip the window update; emit the prior closed mean (or NaN when\n        // unwarmed). The window's contents are unchanged so future closes\n        // continue against the last valid set.\n        if (slot.window.length < slot.length) return Number.NaN;\n        return slot.sum / slot.length;\n    }\n    if (slot.window.length < slot.length) {\n        slot.window.append(src);\n        slot.sum += src;\n        if (slot.window.length < slot.length) return Number.NaN;\n        return slot.sum / slot.length;\n    }\n    const outgoing = slot.window.at(slot.length - 1);\n    slot.window.append(src);\n    slot.sum = slot.sum + src - outgoing;\n    return slot.sum / slot.length;\n}\n\n/**\n * Simple moving average — rolling mean of the last `length` source\n * values. Warmup of `length − 1` bars returns `NaN`. Tick-mode replays\n * the head as `(window_sum − window_head + tick_value) / length` so a\n * partial-bar tick doesn't pollute the next close's running sum.\n * `opts.offset` shifts the returned series so `series.current` reads\n * the value `offset` bars ago.\n *\n * @formula  out[t] = (source[t] + source[t − 1] + … + source[t − length + 1]) / length\n * @warmup   length − 1\n * @since 0.1\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-runtime\";\n *     // const s = ta.sma(\"slot\", bar.close, 20);\n *     // const head = s.current; // NaN until bar length-1\n *     // const lagged = ta.sma(\"slot2\", bar.close, 20, { offset: 5 });\n */\nexport function sma(\n    slotId: string,\n    source: ScalarOrSeries,\n    length: number,\n    opts?: SmaOpts,\n): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as SmaSlot | undefined;\n    if (slot === undefined) {\n        slot = initSlot(length, ctx.stream.ohlcv.close.capacity);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    const src = readSourceValue(source);\n    if (ctx.isTick) {\n        slot.outBuffer.replaceHead(tickValue(slot, src));\n    } else {\n        slot.outBuffer.append(closeValue(slot, src));\n    }\n    return viewForOffset(slot, opts?.offset ?? 0);\n}\n"]}

package/dist/ta/smi.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/smi.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 { Float64RingBuffer } from "../ringBuffer.js";
 import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
 import { makeSeriesView, makeShiftedSeriesView } from "../seriesView.js";

package/dist/ta/smi.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//\n// Ported from invinite/src/components/trading-chart/indicators/smi.ts\n//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n\nimport type { SmiOpts, SmiResult } from \"@invinite-org/chartlang-core\";\n\nimport { Float64RingBuffer } from \"../ringBuffer.js\";\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { makeSeriesView, makeShiftedSeriesView } from \"../seriesView.js\";\nimport { ema } from \"./ema.js\";\nimport { highest } from \"./highest.js\";\nimport { lowest } from \"./lowest.js\";\n\nconst DEFAULT_K_LENGTH = 10;\nconst DEFAULT_FIRST = 3;\nconst DEFAULT_SECOND = 5;\nconst DEFAULT_D_LENGTH = 3;\n\ntype SmiSlot = {\n    readonly result: SmiResult;\n    readonly smiBuf: Float64RingBuffer;\n    readonly signalBuf: Float64RingBuffer;\n    readonly shiftedResults: Map<number, SmiResult>;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.smi called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction resultForOffset(slot: SmiSlot, offset: number): SmiResult {\n    if (offset === 0) return slot.result;\n    let cached = slot.shiftedResults.get(offset);\n    if (cached === undefined) {\n        cached = Object.freeze({\n            smi: makeShiftedSeriesView<number>(slot.smiBuf, offset),\n            signal: makeShiftedSeriesView<number>(slot.signalBuf, offset),\n        });\n        slot.shiftedResults.set(offset, cached);\n    }\n    return cached;\n}\n\nfunction smiValue(numSmoothed: number, denSmoothed: number): number {\n    if (!Number.isFinite(numSmoothed) || !Number.isFinite(denSmoothed) || denSmoothed === 0) {\n        return Number.NaN;\n    }\n    return (100 * numSmoothed) / denSmoothed;\n}\n\n/**\n * Stochastic Momentum Index (William Blau). Composes `ta.highest` /\n * `ta.lowest` over `bar.high` / `bar.low` (`kLength` window) for the\n * rolling midpoint and range, then double-EMA-smooths both numerator\n * (`bar.close − midpoint`) and denominator (`range / 2`) through two\n * EMA layers (`firstSmoothing`, then `secondSmoothing`). The signal\n * line is a standard EMA(`dLength`) over the SMI output.\n *\n * Bounded `[-100, 100]` by construction (when defined). Flat-range\n * windows where the double-smoothed denominator collapses to zero\n * emit NaN at `smi` (and propagate to `signal`).\n *\n * Defaults: `(kLength, firstSmoothing, secondSmoothing, dLength) =\n * (10, 3, 5, 3)` — TradingView-canonical.\n *\n * The registry records `primarySeriesKey: \"smi\"`, `visibleSeriesKeys:\n * [\"smi\", \"signal\"]`, and `yDomain: { kind: \"fixed\", min: -100, max:\n * 100 }` via `TA_REGISTRY_METADATA`.\n *\n * @formula  hh   = highest(bar.high, kLength) ;\n *           ll   = lowest(bar.low, kLength) ;\n *           cm   = (hh + ll) / 2 ;\n *           range = (hh - ll) / 2 ;\n *           num  = bar.close - cm ;\n *           den  = range ;\n *           numSmoothed = EMA(secondSmoothing)(EMA(firstSmoothing)(num)) ;\n *           denSmoothed = EMA(secondSmoothing)(EMA(firstSmoothing)(den)) ;\n *           smi    = 100 · numSmoothed / denSmoothed ;\n *           signal = EMA(dLength)(smi)\n * @warmup   kLength + firstSmoothing + secondSmoothing + dLength − 4\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-runtime\";\n *     // const s = ta.smi(\"slot\");\n *     // plot(s.smi); plot(s.signal);\n */\nexport function smi(slotId: string, opts?: SmiOpts): SmiResult {\n    const ctx = getCtx();\n    const kLength = opts?.kLength ?? DEFAULT_K_LENGTH;\n    const firstSmoothing = opts?.firstSmoothing ?? DEFAULT_FIRST;\n    const secondSmoothing = opts?.secondSmoothing ?? DEFAULT_SECOND;\n    const dLength = opts?.dLength ?? DEFAULT_D_LENGTH;\n    const offset = opts?.offset ?? 0;\n    const isTick = ctx.isTick;\n    const bar = ctx.stream.bar;\n\n    const hh = highest(`${slotId}/hh`, bar.high, kLength).current;\n    const ll = lowest(`${slotId}/ll`, bar.low, kLength).current;\n    let num: number;\n    let den: number;\n    if (!Number.isFinite(hh) || !Number.isFinite(ll)) {\n        num = Number.NaN;\n        den = Number.NaN;\n    } else {\n        const cm = (hh + ll) / 2;\n        num = bar.close - cm;\n        den = (hh - ll) / 2;\n    }\n\n    const numFirst = ema(`${slotId}/nFirst`, num, firstSmoothing).current;\n    const numSmoothed = ema(`${slotId}/nSecond`, numFirst, secondSmoothing).current;\n    const denFirst = ema(`${slotId}/dFirst`, den, firstSmoothing).current;\n    const denSmoothed = ema(`${slotId}/dSecond`, denFirst, secondSmoothing).current;\n    const smiOut = smiValue(numSmoothed, denSmoothed);\n\n    const signalSlotId = `${slotId}/signal`;\n    const signalSeries = ema(signalSlotId, smiOut, dLength);\n\n    let slot = ctx.stream.taSlots.get(slotId) as SmiSlot | undefined;\n    if (slot === undefined) {\n        const smiBuf = new Float64RingBuffer(ctx.stream.ohlcv.close.capacity);\n        const emaSlot = ctx.stream.taSlots.get(signalSlotId) as {\n            outBuffer: Float64RingBuffer;\n        };\n        slot = {\n            result: Object.freeze({\n                smi: makeSeriesView<number>(smiBuf),\n                signal: signalSeries,\n            }) as SmiResult,\n            smiBuf,\n            signalBuf: emaSlot.outBuffer,\n            shiftedResults: new Map(),\n        };\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n\n    if (isTick) {\n        slot.smiBuf.replaceHead(smiOut);\n    } else {\n        slot.smiBuf.append(smiOut);\n    }\n\n    return resultForOffset(slot, offset);\n}\n"]}

package/dist/ta/smma.js

@@ -4,8 +4,8 @@
 // Ported from invinite/src/components/trading-chart/indicators/smma.ts
 //   plus 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.
 // Structural choices (callsite-id slot, Series<T> proxy, replaceHead
 // mode) follow chartlang's primitive shape — NOT invinite's
 // IndicatorPlugin shape.

package/dist/ta/smma.js.map

@@ -1 +1 @@
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+{"version":3,"file":"smma.js","sourceRoot":"","sources":["../../src/ta/smma.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,uEAAuE;AACvE,gCAAgC;AAChC,mEAAmE;AACnE,qEAAqE;AACrE,gBAAgB;AAChB,qEAAqE;AACrE,4DAA4D;AAC5D,yBAAyB;AAIzB,OAAO,EAAE,iBAAiB,EAAE,MAAM,kBAAkB,CAAC;AACrD,OAAO,EAAE,sBAAsB,EAAuB,MAAM,sBAAsB,CAAC;AACnF,OAAO,EAAE,cAAc,EAAE,MAAM,kBAAkB,CAAC;AAClD,OAAO,EAAuB,eAAe,EAAE,MAAM,sBAAsB,CAAC;AAa5E,SAAS,MAAM;IACX,MAAM,GAAG,GAAG,sBAAsB,CAAC,OAAO,CAAC;IAC3C,IAAI,GAAG,KAAK,IAAI,EAAE,CAAC;QACf,MAAM,IAAI,KAAK,CAAC,8CAA8C,CAAC,CAAC;IACpE,CAAC;IACD,OAAO,GAAG,CAAC;AACf,CAAC;AAED,SAAS,QAAQ,CAAC,MAAc,EAAE,QAAgB;IAC9C,MAAM,SAAS,GAAG,IAAI,iBAAiB,CAAC,QAAQ,CAAC,CAAC;IAClD,OAAO;QACH,SAAS;QACT,MAAM,EAAE,cAAc,CAAS,SAAS,CAAC;QACzC,KAAK,EAAE,CAAC,GAAG,MAAM;QACjB,MAAM;QACN,OAAO,EAAE,CAAC;QACV,SAAS,EAAE,CAAC;QACZ,QAAQ,EAAE,MAAM,CAAC,GAAG;QACpB,cAAc,EAAE,MAAM,CAAC,GAAG;KAC7B,CAAC;AACN,CAAC;AAED,SAAS,OAAO,CAAC,IAAc,EAAE,GAAW,EAAE,MAAe;IACzD,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC,EAAE,CAAC;QACxB,wDAAwD;QACxD,6CAA6C;QAC7C,OAAO,MAAM,CAAC,CAAC,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC,CAAC,IAAI,CAAC,cAAc,CAAC;IACxD,CAAC;IACD,IAAI,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,MAAM,EAAE,CAAC;QAC/B,IAAI,MAAM,EAAE,CAAC;YACT,MAAM,OAAO,GAAG,IAAI,CAAC,OAAO,GAAG,GAAG,CAAC;YACnC,MAAM,SAAS,GAAG,IAAI,CAAC,SAAS,GAAG,CAAC,CAAC;YACrC,IAAI,SAAS,GAAG,IAAI,CAAC,MAAM;gBAAE,OAAO,MAAM,CAAC,GAAG,CAAC;YAC/C,OAAO,OAAO,GAAG,IAAI,CAAC,MAAM,CAAC;QACjC,CAAC;QACD,IAAI,CAAC,OAAO,IAAI,GAAG,CAAC;QACpB,IAAI,CAAC,SAAS,IAAI,CAAC,CAAC;QACpB,IAAI,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,MAAM,EAAE,CAAC;YAC/B,IAAI,CAAC,cAAc,GAAG,MAAM,CAAC,GAAG,CAAC;YACjC,OAAO,MAAM,CAAC,GAAG,CAAC;QACtB,CAAC;QACD,MAAM,SAAS,GAAG,IAAI,CAAC,OAAO,GAAG,IAAI,CAAC,MAAM,CAAC;QAC7C,IAAI,CAAC,cAAc,GAAG,SAAS,CAAC;QAChC,IAAI,CAAC,QAAQ,GAAG,SAAS,CAAC;QAC1B,OAAO,SAAS,CAAC;IACrB,CAAC;IACD,MAAM,IAAI,GAAG,IAAI,CAAC,cAAc,CAAC;IACjC,MAAM,IAAI,GAAG,GAAG,GAAG,IAAI,CAAC,KAAK,GAAG,IAAI,GAAG,CAAC,CAAC,GAAG,IAAI,CAAC,KAAK,CAAC,CAAC;IACxD,IAAI,CAAC,MAAM,EAAE,CAAC;QACV,IAAI,CAAC,cAAc,GAAG,IAAI,CAAC;QAC3B,IAAI,CAAC,QAAQ,GAAG,IAAI,CAAC;IACzB,CAAC;IACD,OAAO,IAAI,CAAC;AAChB,CAAC;AAED;;;;;;;;;;;;;;;;;;;;;GAqBG;AACH,MAAM,UAAU,IAAI,CAChB,MAAc,EACd,MAAsB,EACtB,MAAc,EACd,KAAgB;IAEhB,MAAM,GAAG,GAAG,MAAM,EAAE,CAAC;IACrB,IAAI,IAAI,GAAG,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,CAAyB,CAAC;IAClE,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;QACrB,IAAI,GAAG,QAAQ,CAAC,MAAM,EAAE,GAAG,CAAC,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC;QACzD,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,IAAI,CAAC,CAAC;IACzC,CAAC;IACD,MAAM,KAAK,GAAG,OAAO,CAAC,IAAI,EAAE,eAAe,CAAC,MAAM,CAAC,EAAE,GAAG,CAAC,MAAM,CAAC,CAAC;IACjE,IAAI,GAAG,CAAC,MAAM;QAAE,IAAI,CAAC,SAAS,CAAC,WAAW,CAAC,KAAK,CAAC,CAAC;;QAC7C,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;IAClC,OAAO,IAAI,CAAC,MAAM,CAAC;AACvB,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/smma.ts\n//   plus lib/smma-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// Structural choices (callsite-id slot, Series<T> proxy, replaceHead\n// mode) follow chartlang's primitive shape — NOT invinite's\n// IndicatorPlugin shape.\n\nimport type { Series, SmmaOpts } from \"@invinite-org/chartlang-core\";\n\nimport { Float64RingBuffer } from \"../ringBuffer.js\";\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { makeSeriesView } from \"../seriesView.js\";\nimport { type ScalarOrSeries, readSourceValue } from \"./lib/sourceValue.js\";\n\ntype SmmaSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly alpha: number;\n    readonly length: number;\n    seedSum: number;\n    seedCount: number;\n    prevSmma: number;\n    prevClosedSmma: number;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.smma called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(length: number, capacity: number): SmmaSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    return {\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        alpha: 1 / length,\n        length,\n        seedSum: 0,\n        seedCount: 0,\n        prevSmma: Number.NaN,\n        prevClosedSmma: Number.NaN,\n    };\n}\n\nfunction compute(slot: SmmaSlot, src: number, isTick: boolean): number {\n    if (!Number.isFinite(src)) {\n        // Mid-stream NaN forward-fills the prior value (matches\n        // `smmaFloat64`'s recurrence-MA convention).\n        return isTick ? slot.prevSmma : slot.prevClosedSmma;\n    }\n    if (slot.seedCount < slot.length) {\n        if (isTick) {\n            const nextSum = slot.seedSum + src;\n            const nextCount = slot.seedCount + 1;\n            if (nextCount < slot.length) return Number.NaN;\n            return nextSum / slot.length;\n        }\n        slot.seedSum += src;\n        slot.seedCount += 1;\n        if (slot.seedCount < slot.length) {\n            slot.prevClosedSmma = Number.NaN;\n            return Number.NaN;\n        }\n        const seedValue = slot.seedSum / slot.length;\n        slot.prevClosedSmma = seedValue;\n        slot.prevSmma = seedValue;\n        return seedValue;\n    }\n    const prev = slot.prevClosedSmma;\n    const next = src * slot.alpha + prev * (1 - slot.alpha);\n    if (!isTick) {\n        slot.prevClosedSmma = next;\n        slot.prevSmma = next;\n    }\n    return next;\n}\n\n/**\n * Smoothed moving average (Wilder's RMA). Recurrence\n * `SMMA[t] = α·x[t] + (1 − α)·SMMA[t − 1]` with `α = 1 / length`\n * after a seed of the simple mean of the first `length` finite\n * source values. Mid-stream NaN forward-fills the prior value\n * (matches the recurrence-MA convention shared with `ta.ema`).\n * Tick-mode (`onBarTick`) recomputes the head from the previous\n * closed SMMA so partial-bar values don't bleed into the next\n * close's recurrence.\n *\n * @formula  α = 1 / length ;\n *           seed at bar length−1 = mean(source[0..length−1]) ;\n *           SMMA[t] = source[t]·α + SMMA[t−1]·(1−α)\n * @warmup   length − 1\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-core\";\n *     // const s = ta.smma(bar.close, 14);\n *     // plot(s);\n */\nexport function smma(\n    slotId: string,\n    source: ScalarOrSeries,\n    length: number,\n    _opts?: SmmaOpts,\n): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as SmmaSlot | undefined;\n    if (slot === undefined) {\n        slot = initSlot(length, ctx.stream.ohlcv.close.capacity);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    const value = compute(slot, readSourceValue(source), ctx.isTick);\n    if (ctx.isTick) slot.outBuffer.replaceHead(value);\n    else slot.outBuffer.append(value);\n    return slot.series;\n}\n"]}

package/dist/ta/stdev.d.ts

@@ -13,7 +13,7 @@ import { type ScalarOrSeries } from "./lib/sourceValue.js";
  * @stable
  *
  * `opts.offset` shifts the returned series so `series.current` reads
- * the value `offset` bars ago (PLAN.md §9.1).
+ * the value `offset` bars ago.
  *
  * @example
  *     // import { ta } from "@invinite-org/chartlang-runtime";

package/dist/ta/stdev.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.
 // Structural choices (callsite-id slot, Series<T> proxy, replaceHead
 // mode) follow chartlang's primitive shape — NOT invinite's
 // IndicatorPlugin shape.
@@ -97,7 +97,7 @@ function tickValue(slot, src) {
  * @stable
  *
  * `opts.offset` shifts the returned series so `series.current` reads
- * the value `offset` bars ago (PLAN.md §9.1).
+ * the value `offset` bars ago.
  *
  * @example
  *     // import { ta } from "@invinite-org/chartlang-runtime";

package/dist/ta/stdev.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/rolling-stddev.ts\n//   (commit d2d1043c1b039f66d2f3674526d303d31cf2f1e0, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n// Structural choices (callsite-id slot, Series<T> proxy, replaceHead\n// mode) follow chartlang's primitive shape — NOT invinite's\n// IndicatorPlugin shape.\n\nimport type { Series, StdevOpts } from \"@invinite-org/chartlang-core\";\n\nimport { Float64RingBuffer } from \"../ringBuffer.js\";\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { makeSeriesView, makeShiftedSeriesView } from \"../seriesView.js\";\nimport { type ScalarOrSeries, readSourceValue } from \"./lib/sourceValue.js\";\n\ntype StdevSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly length: number;\n    readonly biased: boolean;\n    readonly window: Float64RingBuffer;\n    sumX: number;\n    sumX2: number;\n    /** Per-offset Series-view cache; see `sma.ts` for the convention. */\n    readonly shiftedViews: Map<number, Series<number>>;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.stdev called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(length: number, capacity: number, biased: boolean): StdevSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    return {\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        length,\n        biased,\n        window: new Float64RingBuffer(length),\n        sumX: 0,\n        sumX2: 0,\n        shiftedViews: new Map(),\n    };\n}\n\nfunction viewForOffset(slot: StdevSlot, offset: number): Series<number> {\n    if (offset === 0) return slot.series;\n    let view = slot.shiftedViews.get(offset);\n    if (view === undefined) {\n        view = makeShiftedSeriesView<number>(slot.outBuffer, offset);\n        slot.shiftedViews.set(offset, view);\n    }\n    return view;\n}\n\nfunction denominator(slot: StdevSlot): number {\n    return slot.biased ? slot.length : slot.length - 1;\n}\n\nfunction stddevFromSums(sumX: number, sumX2: number, slot: StdevSlot): number {\n    const denom = denominator(slot);\n    if (denom <= 0) return Number.NaN;\n    const mean = sumX / slot.length;\n    const variance = (sumX2 - slot.length * mean * mean) / denom;\n    // Numerical: clamp tiny negatives from accumulated rounding error.\n    return Math.sqrt(Math.max(0, variance));\n}\n\nfunction closeValue(slot: StdevSlot, src: number): number {\n    if (!Number.isFinite(src)) {\n        if (slot.window.length < slot.length) return Number.NaN;\n        return stddevFromSums(slot.sumX, slot.sumX2, slot);\n    }\n    if (slot.window.length < slot.length) {\n        slot.window.append(src);\n        slot.sumX += src;\n        slot.sumX2 += src * src;\n        if (slot.window.length < slot.length) return Number.NaN;\n        return stddevFromSums(slot.sumX, slot.sumX2, slot);\n    }\n    const outgoing = slot.window.at(slot.length - 1);\n    slot.window.append(src);\n    slot.sumX = slot.sumX + src - outgoing;\n    slot.sumX2 = slot.sumX2 + src * src - outgoing * outgoing;\n    return stddevFromSums(slot.sumX, slot.sumX2, slot);\n}\n\nfunction tickValue(slot: StdevSlot, src: number): number {\n    if (!Number.isFinite(src)) return Number.NaN;\n    if (slot.window.length < slot.length) return Number.NaN;\n    const oldestInHead = slot.window.at(0);\n    const sumX = slot.sumX - oldestInHead + src;\n    const sumX2 = slot.sumX2 - oldestInHead * oldestInHead + src * src;\n    return stddevFromSums(sumX, sumX2, slot);\n}\n\n/**\n * Rolling sample / population standard deviation over the last\n * `length` source values. Defaults to **biased = false** (sample\n * stddev, denominator `length − 1`) to match core's `StdevOpts`.\n * `biased = true` switches to population (denominator `length`).\n *\n * @formula  μ = mean(window) ;\n *           σ = sqrt(Σ(x − μ)² / N), N = length (biased) or length − 1 (sample)\n * @warmup   length − 1\n * @since 0.1\n * @stable\n *\n * `opts.offset` shifts the returned series so `series.current` reads\n * the value `offset` bars ago.\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-runtime\";\n *     // const s = ta.stdev(\"slot\", bar.close, 20, { biased: false });\n *     // const head = s.current;\n *     // const lagged = ta.stdev(\"slot2\", bar.close, 20, { offset: 5 });\n */\nexport function stdev(\n    slotId: string,\n    source: ScalarOrSeries,\n    length: number,\n    opts?: StdevOpts,\n): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as StdevSlot | undefined;\n    if (slot === undefined) {\n        const biased = opts?.biased === true;\n        slot = initSlot(length, ctx.stream.ohlcv.close.capacity, biased);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    const src = readSourceValue(source);\n    if (ctx.isTick) {\n        slot.outBuffer.replaceHead(tickValue(slot, src));\n    } else {\n        slot.outBuffer.append(closeValue(slot, src));\n    }\n    return viewForOffset(slot, opts?.offset ?? 0);\n}\n"]}

package/dist/ta/stoch.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/stoch.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.
 // Structural choices (callsite-id slot, Series<T> proxy, replaceHead
 // mode) follow chartlang's primitive shape. Composition: `ta.highest`
 // + `ta.lowest` + two chained `ta.sma` layers (k-smoothing, then d).

package/dist/ta/stoch.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/stoch.ts\n//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n// Structural choices (callsite-id slot, Series<T> proxy, replaceHead\n// mode) follow chartlang's primitive shape. Composition: `ta.highest`\n// + `ta.lowest` + two chained `ta.sma` layers (k-smoothing, then d).\n//\n// DIVERGENCE: invinite's flat-window (`hh === ll`) fallback returns\n// the prior valid kRaw (or 50 on the first slot). The task spec\n// (§7) overrides this with NaN — we follow the spec, not invinite.\n// The plot-hash assertion for the conformance scenario reflects this\n// divergence.\n\nimport type { StochOpts, StochResult } from \"@invinite-org/chartlang-core\";\n\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { highest } from \"./highest.js\";\nimport { lowest } from \"./lowest.js\";\nimport { sma } from \"./sma.js\";\n\nconst DEFAULT_K_LENGTH = 14;\nconst DEFAULT_K_SMOOTHING = 3;\nconst DEFAULT_D_LENGTH = 3;\n\ntype StochSlot = {\n    readonly result: StochResult;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.stoch called outside an active script step\");\n    }\n    return ctx;\n}\n\n/**\n * Stochastic Oscillator (%K + %D). Sources from `bar.high` / `bar.low`\n * / `bar.close` directly (no `source` arg — matches Pine). Composes\n * `ta.highest` + `ta.lowest` over `kLength`, two chained `ta.sma`\n * layers (`kSmoothing`, then `dLength`). Output bounded `[0, 100]`\n * (or `NaN`).\n *\n * Defaults `{ kLength: 14, kSmoothing: 3, dLength: 3 }`. The flat-\n * window (`hh === ll`) edge emits `NaN` at `k` (and propagates to\n * `d`) — diverges from invinite's prev-or-50 fallback per task spec.\n *\n * The registry records `primarySeriesKey: \"k\"`, `visibleSeriesKeys:\n * [\"k\", \"d\"]`, and `yDomain: { kind: \"fixed\", min: 0, max: 100 }`\n * via `TA_REGISTRY_METADATA`.\n *\n * @formula  hh    = highest(bar.high, kLength) ;\n *           ll    = lowest(bar.low, kLength) ;\n *           kRaw  = 100 · (bar.close − ll) / (hh − ll) ; NaN if hh === ll ;\n *           k     = sma(kRaw, kSmoothing) ;\n *           d     = sma(k, dLength)\n * @warmup   kLength + kSmoothing + dLength − 3\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-runtime\";\n *     // const s = ta.stoch(\"slot\", { kLength: 14, kSmoothing: 3, dLength: 3 });\n *     // plot(s.k); plot(s.d);\n */\nexport function stoch(slotId: string, opts?: StochOpts): StochResult {\n    const ctx = getCtx();\n    const kLength = opts?.kLength ?? DEFAULT_K_LENGTH;\n    const kSmoothing = opts?.kSmoothing ?? DEFAULT_K_SMOOTHING;\n    const dLength = opts?.dLength ?? DEFAULT_D_LENGTH;\n    const bar = ctx.stream.bar;\n\n    const hhSeries = highest(`${slotId}/hh`, bar.high, kLength);\n    const llSeries = lowest(`${slotId}/ll`, bar.low, kLength);\n    const hh = hhSeries.current;\n    const ll = llSeries.current;\n    let kRaw: number;\n    if (!Number.isFinite(hh) || !Number.isFinite(ll)) {\n        kRaw = Number.NaN;\n    } else if (hh === ll) {\n        kRaw = Number.NaN;\n    } else {\n        kRaw = (100 * (bar.close - ll)) / (hh - ll);\n    }\n\n    const kSeries = sma(`${slotId}/kSmooth`, kRaw, kSmoothing);\n    const dSeries = sma(`${slotId}/d`, kSeries.current, dLength);\n\n    let slot = ctx.stream.taSlots.get(slotId) as StochSlot | undefined;\n    if (slot === undefined) {\n        slot = {\n            result: Object.freeze({ k: kSeries, d: dSeries }),\n        };\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    return slot.result;\n}\n"]}

package/dist/ta/stochRsi.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/stoch-rsi.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.
 // Structural choices (callsite-id slot, Series<T> proxy, replaceHead
 // mode) follow chartlang's primitive shape. Composition: `ta.rsi` +
 // `ta.highest` + `ta.lowest` + two chained `ta.sma` layers, all via

package/dist/ta/stochRsi.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//\n// Ported from invinite/src/components/trading-chart/indicators/stoch-rsi.ts\n//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n// Structural choices (callsite-id slot, Series<T> proxy, replaceHead\n// mode) follow chartlang's primitive shape. Composition: `ta.rsi` +\n// `ta.highest` + `ta.lowest` + two chained `ta.sma` layers, all via\n// sub-slot ids derived from the parent slot id.\n//\n// DIVERGENCE: invinite's flat-window (`hh === ll` of the RSI series)\n// fallback returns the prior valid kRaw (or 50 on the first slot).\n// The task spec (§6) overrides this with NaN — we follow the spec.\n\nimport type { Series, StochRsiOpts, StochRsiResult } from \"@invinite-org/chartlang-core\";\n\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { highest } from \"./highest.js\";\nimport { lowest } from \"./lowest.js\";\nimport { rsi } from \"./rsi.js\";\nimport { sma } from \"./sma.js\";\nimport { type ScalarOrSeries, readSourceValue } from \"./lib/sourceValue.js\";\n\nconst DEFAULT_RSI_LENGTH = 14;\nconst DEFAULT_STOCH_LENGTH = 14;\nconst DEFAULT_K_SMOOTHING = 3;\nconst DEFAULT_D_SMOOTHING = 3;\n\ntype StochRsiSlot = {\n    readonly result: StochRsiResult;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.stochRsi called outside an active script step\");\n    }\n    return ctx;\n}\n\n/**\n * Stochastic of the Wilder RSI series (%K + %D). Composes\n * `ta.rsi(source, rsiLength)`, then applies the Stochastic transform\n * (`ta.highest` + `ta.lowest` over `stochLength`), then smooths via\n * `ta.sma(kSmoothing)` for `k` and `ta.sma(dSmoothing)` on `k` for\n * `d`. Output bounded `[0, 100]` (or `NaN`).\n *\n * Defaults `{ rsiLength: 14, stochLength: 14, kSmoothing: 3,\n * dSmoothing: 3 }`. The flat-window (`hh === ll` of the RSI series)\n * edge emits `NaN` at `k` (and propagates to `d`) — diverges from\n * invinite's prev-or-50 fallback per task spec.\n *\n * The registry records `primarySeriesKey: \"k\"`, `visibleSeriesKeys:\n * [\"k\", \"d\"]`, and `yDomain: { kind: \"fixed\", min: 0, max: 100 }`\n * via `TA_REGISTRY_METADATA`.\n *\n * @formula  rsi  = rsi(source, rsiLength) ;\n *           hh   = highest(rsi, stochLength) ;\n *           ll   = lowest(rsi, stochLength) ;\n *           kRaw = 100 · (rsi − ll) / (hh − ll) ; NaN if hh === ll ;\n *           k    = sma(kRaw, kSmoothing) ;\n *           d    = sma(k, dSmoothing)\n * @warmup   rsiLength + stochLength + kSmoothing + dSmoothing − 4\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-runtime\";\n *     // const s = ta.stochRsi(\"slot\", bar.close);\n *     // plot(s.k); plot(s.d);\n */\nexport function stochRsi(\n    slotId: string,\n    source: ScalarOrSeries,\n    opts?: StochRsiOpts,\n): StochRsiResult {\n    const ctx = getCtx();\n    const rsiLength = opts?.rsiLength ?? DEFAULT_RSI_LENGTH;\n    const stochLength = opts?.stochLength ?? DEFAULT_STOCH_LENGTH;\n    const kSmoothing = opts?.kSmoothing ?? DEFAULT_K_SMOOTHING;\n    const dSmoothing = opts?.dSmoothing ?? DEFAULT_D_SMOOTHING;\n\n    const src = readSourceValue(source);\n    const rsiSeries = rsi(`${slotId}/rsi`, src, rsiLength);\n    const rsiCurrent = rsiSeries.current;\n    const hhSeries = highest(`${slotId}/hh`, rsiCurrent, stochLength);\n    const llSeries = lowest(`${slotId}/ll`, rsiCurrent, stochLength);\n    const hh = hhSeries.current;\n    const ll = llSeries.current;\n    let kRaw: number;\n    if (!Number.isFinite(hh) || !Number.isFinite(ll) || !Number.isFinite(rsiCurrent)) {\n        kRaw = Number.NaN;\n    } else if (hh === ll) {\n        kRaw = Number.NaN;\n    } else {\n        kRaw = (100 * (rsiCurrent - ll)) / (hh - ll);\n    }\n\n    const kSeries = sma(`${slotId}/kSmooth`, kRaw, kSmoothing);\n    const dSeries = sma(`${slotId}/d`, kSeries.current, dSmoothing);\n\n    let slot = ctx.stream.taSlots.get(slotId) as StochRsiSlot | undefined;\n    if (slot === undefined) {\n        slot = {\n            result: Object.freeze({ k: kSeries, d: dSeries } as {\n                k: Series<number>;\n                d: Series<number>;\n            }),\n        };\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    return slot.result;\n}\n"]}

package/dist/ta/supertrend.d.ts

@@ -7,7 +7,7 @@ import type { SupertrendOpts, SupertrendResult } from "@invinite-org/chartlang-c
  * the band), and emits a single `line` Series equal to the active
  * final band for the current direction. `direction` flips when
  * `close` crosses the prior `finalUpper` (→ `+1`) or `finalLower`
- * (→ `-1`). Composes Phase-1 `ta.atr` at sub-slot `${slotId}/atr`.
+ * (→ `-1`). Composes `ta.atr` at sub-slot `${slotId}/atr`.
  *
  * NaN ATR (warmup or NaN-propagation) → NaN outputs; local state
  * freezes so the next finite bar resumes from the prior closed

package/dist/ta/supertrend.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/supertrend.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.
 // Structural choices (callsite-id slot, Series<T> proxy, replaceHead
 // mode) follow chartlang's primitive shape — NOT invinite's
 // IndicatorPlugin shape. Supertrend composes Phase-1 `ta.atr` at
@@ -128,7 +128,7 @@ function tickStep(slot, mid, atrValue, close) {
  * the band), and emits a single `line` Series equal to the active
  * final band for the current direction. `direction` flips when
  * `close` crosses the prior `finalUpper` (→ `+1`) or `finalLower`
- * (→ `-1`). Composes Phase-1 `ta.atr` at sub-slot `${slotId}/atr`.
+ * (→ `-1`). Composes `ta.atr` at sub-slot `${slotId}/atr`.
  *
  * NaN ATR (warmup or NaN-propagation) → NaN outputs; local state
  * freezes so the next finite bar resumes from the prior closed

package/dist/ta/supertrend.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//\n// Ported from invinite/src/components/trading-chart/indicators/supertrend.ts\n//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n// Structural choices (callsite-id slot, Series<T> proxy, replaceHead\n// mode) follow chartlang's primitive shape — NOT invinite's\n// IndicatorPlugin shape. Supertrend composes Phase-1 `ta.atr` at\n// sub-slot `${slotId}/atr`, so a fix to ATR flows in for free. The\n// source is hard-coded to `hl2` (Pine-canonical Supertrend); a\n// `source` opt could land in a follow-up.\n\nimport type { Series, SupertrendOpts, SupertrendResult } from \"@invinite-org/chartlang-core\";\n\nimport { Float64RingBuffer } from \"../ringBuffer.js\";\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { makeSeriesView } from \"../seriesView.js\";\nimport { atr } from \"./atr.js\";\n\nconst DEFAULT_LENGTH = 10;\nconst DEFAULT_MULTIPLIER = 3;\n\nconst TREND_UP = 1;\nconst TREND_DOWN = -1;\n\ntype Trend = 1 | -1;\n\ntype SupertrendSlot = {\n    readonly outputs: SupertrendResult;\n    readonly lineBuffer: Float64RingBuffer;\n    readonly directionBuffer: Float64RingBuffer;\n    readonly length: number;\n    readonly multiplier: number;\n    /** Number of CLOSED bars folded into the slot WITH FINITE ATR\n     * so far — i.e. bars where the Supertrend recurrence advanced. */\n    warmBarCount: number;\n    // Live recurrence state.\n    prevFinalUpper: number;\n    prevFinalLower: number;\n    prevDirection: Trend;\n    /** Close of the most recent CLOSED bar — feeds the\n     * `close[i - 1] > finalUpper[i - 1]` clamp in the next close. */\n    prevClose: number;\n    // Snapshot-at-start-of-current-bar — captured each close BEFORE\n    // the recurrence advances so a final tick replays from the seed.\n    prevClosedFinalUpper: number;\n    prevClosedFinalLower: number;\n    prevClosedDirection: Trend;\n    /** Close of the bar BEFORE the current bar — i.e. the close\n     * 2 bars ago at the start of this bar. */\n    prevClosedPrevClose: number;\n    prevClosedWarmBarCount: number;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.supertrend called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(capacity: number, length: number, multiplier: number): SupertrendSlot {\n    const lineBuffer = new Float64RingBuffer(capacity);\n    const directionBuffer = new Float64RingBuffer(capacity);\n    return {\n        outputs: Object.freeze({\n            line: makeSeriesView<number>(lineBuffer),\n            direction: makeSeriesView<number>(directionBuffer),\n        }),\n        lineBuffer,\n        directionBuffer,\n        length,\n        multiplier,\n        warmBarCount: 0,\n        prevFinalUpper: Number.NaN,\n        prevFinalLower: Number.NaN,\n        prevDirection: TREND_UP,\n        prevClose: Number.NaN,\n        prevClosedFinalUpper: Number.NaN,\n        prevClosedFinalLower: Number.NaN,\n        prevClosedDirection: TREND_UP,\n        prevClosedPrevClose: Number.NaN,\n        prevClosedWarmBarCount: 0,\n    };\n}\n\nfunction snapshot(slot: SupertrendSlot): void {\n    slot.prevClosedFinalUpper = slot.prevFinalUpper;\n    slot.prevClosedFinalLower = slot.prevFinalLower;\n    slot.prevClosedDirection = slot.prevDirection;\n    slot.prevClosedPrevClose = slot.prevClose;\n    slot.prevClosedWarmBarCount = slot.warmBarCount;\n}\n\n/**\n * One step of the Supertrend recurrence given the snapshot of the\n * prior CLOSED bar's `(finalUpper, finalLower, direction, prevClose)`\n * and this bar's `mid` / `atr` / `close`. Returns the new\n * `(finalUpper, finalLower, direction, line)`. Used by both close\n * and tick. Caller decides whether to seed (first warm bar) or run\n * the recurrence based on the snapshot's `warmBarCount`.\n */\nfunction recurrenceStep(\n    mid: number,\n    atrValue: number,\n    close: number,\n    multiplier: number,\n    prevFinalUpper: number,\n    prevFinalLower: number,\n    prevDirection: Trend,\n    prevClose: number,\n): { finalUpper: number; finalLower: number; direction: Trend; line: number } {\n    const basicUpper = mid + multiplier * atrValue;\n    const basicLower = mid - multiplier * atrValue;\n    const finalUpper =\n        basicUpper < prevFinalUpper || prevClose > prevFinalUpper ? basicUpper : prevFinalUpper;\n    const finalLower =\n        basicLower > prevFinalLower || prevClose < prevFinalLower ? basicLower : prevFinalLower;\n    let direction: Trend = prevDirection;\n    if (close > prevFinalUpper) {\n        direction = TREND_UP;\n    } else if (close < prevFinalLower) {\n        direction = TREND_DOWN;\n    }\n    const line = direction === TREND_UP ? finalLower : finalUpper;\n    return { finalUpper, finalLower, direction, line };\n}\n\nfunction closeStep(\n    slot: SupertrendSlot,\n    mid: number,\n    atrValue: number,\n    close: number,\n): { line: number; direction: number } {\n    // NaN inputs (incl. NaN ATR during warmup) freeze state.\n    if (!Number.isFinite(mid) || !Number.isFinite(atrValue) || !Number.isFinite(close)) {\n        return { line: Number.NaN, direction: Number.NaN };\n    }\n    snapshot(slot);\n    slot.warmBarCount += 1;\n\n    // First warm bar: seed. Set finalUpper / finalLower from the\n    // basic bands, direction = +1, line = finalLower. (Matches\n    // invinite's `supertrend.ts:99-111`.)\n    if (slot.prevClosedWarmBarCount === 0) {\n        const basicUpper = mid + slot.multiplier * atrValue;\n        const basicLower = mid - slot.multiplier * atrValue;\n        slot.prevFinalUpper = basicUpper;\n        slot.prevFinalLower = basicLower;\n        slot.prevDirection = TREND_UP;\n        slot.prevClose = close;\n        return { line: basicLower, direction: TREND_UP };\n    }\n\n    const step = recurrenceStep(\n        mid,\n        atrValue,\n        close,\n        slot.multiplier,\n        slot.prevFinalUpper,\n        slot.prevFinalLower,\n        slot.prevDirection,\n        slot.prevClose,\n    );\n    slot.prevFinalUpper = step.finalUpper;\n    slot.prevFinalLower = step.finalLower;\n    slot.prevDirection = step.direction;\n    slot.prevClose = close;\n    return { line: step.line, direction: step.direction };\n}\n\nfunction tickStep(\n    slot: SupertrendSlot,\n    mid: number,\n    atrValue: number,\n    close: number,\n): { line: number; direction: number } {\n    if (!Number.isFinite(mid) || !Number.isFinite(atrValue) || !Number.isFinite(close)) {\n        return { line: Number.NaN, direction: Number.NaN };\n    }\n    // Replay from snapshot.\n    if (slot.prevClosedWarmBarCount === 0) {\n        // The current bar is the FIRST warm bar — its tick replay\n        // re-derives the seed (line = finalLower, direction = +1).\n        const basicLower = mid - slot.multiplier * atrValue;\n        return { line: basicLower, direction: TREND_UP };\n    }\n    const step = recurrenceStep(\n        mid,\n        atrValue,\n        close,\n        slot.multiplier,\n        slot.prevClosedFinalUpper,\n        slot.prevClosedFinalLower,\n        slot.prevClosedDirection,\n        slot.prevClosedPrevClose,\n    );\n    return { line: step.line, direction: step.direction };\n}\n\n/**\n * Supertrend — ATR-driven trailing-stop trend follower. Computes\n * `basicUpper / basicLower = hl2 ± multiplier · atr(length)` per\n * bar, smooths to `finalUpper / finalLower` via the standard\n * persistence rule (carry forward unless the prior close pierced\n * the band), and emits a single `line` Series equal to the active\n * final band for the current direction. `direction` flips when\n * `close` crosses the prior `finalUpper` (→ `+1`) or `finalLower`\n * (→ `-1`). Composes `ta.atr` at sub-slot `${slotId}/atr`.\n *\n * NaN ATR (warmup or NaN-propagation) → NaN outputs; local state\n * freezes so the next finite bar resumes from the prior closed\n * state. Returns a cached `{ line, direction }` record\n * (same identity every bar). Warmup is `length` — the same as\n * `ta.atr`'s warmup, since Supertrend cannot run until ATR is warm.\n *\n * @formula  basicUpper = hl2 + multiplier · atr ;\n *           basicLower = hl2 − multiplier · atr ;\n *           finalUpper = basicUpper < prevFinalUpper || prevClose > prevFinalUpper ? basicUpper : prevFinalUpper ;\n *           finalLower = basicLower > prevFinalLower || prevClose < prevFinalLower ? basicLower : prevFinalLower ;\n *           direction  = close > prevFinalUpper ? +1 : close < prevFinalLower ? −1 : prevDirection ;\n *           line       = direction === +1 ? finalLower : finalUpper\n * @warmup   length\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-core\";\n *     // const s = ta.supertrend({ length: 10, multiplier: 3 });\n *     // plot(s.line);\n */\nexport function supertrend(slotId: string, opts?: SupertrendOpts): SupertrendResult {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as SupertrendSlot | undefined;\n    if (slot === undefined) {\n        const length = opts?.length ?? DEFAULT_LENGTH;\n        const multiplier = opts?.multiplier ?? DEFAULT_MULTIPLIER;\n        slot = initSlot(ctx.stream.ohlcv.close.capacity, length, multiplier);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    // Compose: ta.atr at a sub-slot. The composed call routes\n    // through the registry and respects ctx.isTick automatically.\n    const atrSeries: Series<number> = atr(`${slotId}/atr`, slot.length);\n    const mid = ctx.stream.bar.hl2;\n    const atrValue = atrSeries.current;\n    const close = ctx.stream.bar.close;\n    if (ctx.isTick) {\n        const { line, direction } = tickStep(slot, mid, atrValue, close);\n        slot.lineBuffer.replaceHead(line);\n        slot.directionBuffer.replaceHead(direction);\n    } else {\n        const { line, direction } = closeStep(slot, mid, atrValue, close);\n        slot.lineBuffer.append(line);\n        slot.directionBuffer.append(direction);\n    }\n    return slot.outputs;\n}\n"]}

package/dist/ta/tema.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/tema.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.
 // Structural choices (callsite-id slot, Series<T> proxy, replaceHead
 // mode) follow chartlang's primitive shape — NOT invinite's
 // IndicatorPlugin shape. TEMA composes three EMA sub-slots derived

package/dist/ta/tema.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//\n// Ported from invinite/src/components/trading-chart/indicators/tema.ts\n//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n// Structural choices (callsite-id slot, Series<T> proxy, replaceHead\n// mode) follow chartlang's primitive shape — NOT invinite's\n// IndicatorPlugin shape. TEMA composes three EMA sub-slots derived\n// from the parent slot id.\n\nimport type { Series, TemaOpts } from \"@invinite-org/chartlang-core\";\n\nimport { Float64RingBuffer } from \"../ringBuffer.js\";\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { makeSeriesView } from \"../seriesView.js\";\nimport { ema } from \"./ema.js\";\nimport { type ScalarOrSeries, readSourceValue } from \"./lib/sourceValue.js\";\n\ntype TemaSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly length: number;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.tema called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(length: number, capacity: number): TemaSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    return {\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        length,\n    };\n}\n\n/**\n * Triple Exponential Moving Average —\n * `TEMA = 3·EMA(src) − 3·EMA(EMA(src)) + EMA(EMA(EMA(src)))`. Composes\n * three EMA sub-slots derived from the parent slot id\n * (`${slotId}/ema1`, `${slotId}/ema2`, `${slotId}/ema3`). Each outer\n * EMA reads the inner EMA's `.current` scalar each bar; the parent\n * slot allocates its own `outBuffer + series` because the output is a\n * linear combination of the three sub-slots. Mirrors the DEMA / MACD\n * sub-slot pattern.\n *\n * @formula  ema1 = EMA(source, length) ;\n *           ema2 = EMA(ema1, length) ;\n *           ema3 = EMA(ema2, length) ;\n *           out  = 3 · ema1 − 3 · ema2 + ema3\n * @warmup   3 · length − 3\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-core\";\n *     // const t = ta.tema(bar.close, 20);\n *     // plot(t);\n */\nexport function tema(\n    slotId: string,\n    source: ScalarOrSeries,\n    length: number,\n    _opts?: TemaOpts,\n): Series<number> {\n    const ctx = getCtx();\n    const src = readSourceValue(source);\n    const e1 = ema(`${slotId}/ema1`, src, length).current;\n    const e2 = ema(`${slotId}/ema2`, e1, length).current;\n    const e3 = ema(`${slotId}/ema3`, e2, length).current;\n    const value =\n        Number.isFinite(e1) && Number.isFinite(e2) && Number.isFinite(e3)\n            ? 3 * e1 - 3 * e2 + e3\n            : Number.NaN;\n\n    let slot = ctx.stream.taSlots.get(slotId) as TemaSlot | undefined;\n    if (slot === undefined) {\n        slot = initSlot(length, ctx.stream.ohlcv.close.capacity);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    if (ctx.isTick) slot.outBuffer.replaceHead(value);\n    else slot.outBuffer.append(value);\n    return slot.series;\n}\n"]}

package/dist/ta/trendStrengthIndex.d.ts

@@ -5,7 +5,7 @@ import { type ScalarOrSeries } from "./lib/sourceValue.js";
  * bar index over each trailing `length`-bar window. Bounded `[-1, +1]`:
  * `+1` = clean uptrend (price rises monotonically with bar index), `−1`
  * = clean downtrend, `0` = no linear trend. Distinct from
- * `ta.tsi` (Task 14's True Strength Index — a momentum oscillator).
+ * `ta.tsi` (the True Strength Index — a momentum oscillator).
  * The math is TradingView's documented Trend Strength Index
  * (https://www.tradingview.com/support/solutions/43000730926-trend-strength-index/).
  *
@@ -24,7 +24,7 @@ import { type ScalarOrSeries } from "./lib/sourceValue.js";
  * @stable
  *
  * `opts.offset` shifts the returned series so `series.current` reads
- * the value `offset` bars ago (PLAN.md §9.1).
+ * the value `offset` bars ago.
  *
  * @example
  *     // import { ta } from "@invinite-org/chartlang-runtime";