@invinite-org/chartlang-runtime 1.0.2 → 1.1.1

package/dist/ta/trendStrengthIndex.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/trend-strength-index.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. Named `trendStrengthIndex` to disambiguate
@@ -138,7 +138,7 @@ function tickStep(slot, src) {
  * 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/).
  *
@@ -157,7 +157,7 @@ function tickStep(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";

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@@ -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/trend-strength-index.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. Named `trendStrengthIndex` to disambiguate\n// from the existing `ta.tsi` (Task 14 momentum True Strength Index).\n// The math is TradingView's documented Pearson-of-price-vs-bar-index\n// formulation — `lib/pearson.ts` (Task 4) is the reference helper.\n\nimport type { Series, TrendStrengthIndexOpts } 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 TrendStrengthIndexSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly length: number;\n    /** Rolling window of recent source values, most-recent first\n     * (`at(0)` = head, `at(length - 1)` = oldest). */\n    readonly sourceWindow: Float64RingBuffer;\n    /** Number of CLOSED bars folded into the slot so far. */\n    barCount: number;\n    /** Number of NaN values currently in the window — when > 0 the\n     * Pearson denominator is undefined and the primitive emits NaN. */\n    nanCount: number;\n    /** The source value evicted on the current close (the tail value\n     * popped when the window was full at append time). Used by tick\n     * replay to restore the window to its pre-close state. */\n    evictedSource: number;\n    /** `nanCount` AS OF THE PRIOR CLOSE — restored by tick replay\n     * before substituting the tick's contribution. */\n    prevClosedNanCount: number;\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.trendStrengthIndex called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(length: number, capacity: number): TrendStrengthIndexSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    return {\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        length,\n        sourceWindow: new Float64RingBuffer(length),\n        barCount: 0,\n        nanCount: 0,\n        evictedSource: Number.NaN,\n        prevClosedNanCount: 0,\n        shiftedViews: new Map(),\n    };\n}\n\nfunction viewForOffset(slot: TrendStrengthIndexSlot, 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\n/**\n * Compute Pearson correlation between the trailing source window and a\n * matching length-`n` linear bar-index series `[0, 1, ..., n-1]`.\n * Mirrors `lib/pearson.ts`'s two-pass mean/covariance formulation\n * exactly (sum then mean, then per-slot deviations) so the property\n * test's full-recompute reference and the incremental head agree\n * within Float64 noise. Returns NaN if any slot is non-finite or the\n * source-side window variance is exactly zero.\n */\nfunction pearsonHead(window: Float64RingBuffer, length: number, headSource: number): number {\n    let sumX = 0;\n    let sumY = 0;\n    for (let k = 0; k < length; k += 1) {\n        const x = k === length - 1 ? headSource : window.at(length - 1 - k);\n        // Defensive: callers gate on `nanCount === 0` so every window\n        // slot is finite when we get here; the `headSource` is also\n        // guarded upstream.\n        /* c8 ignore next */\n        if (!Number.isFinite(x)) return Number.NaN;\n        sumX += x;\n        sumY += k;\n    }\n    const meanX = sumX / length;\n    const meanY = sumY / length;\n    let sumXY = 0;\n    let sumXX = 0;\n    let sumYY = 0;\n    for (let k = 0; k < length; k += 1) {\n        const x = k === length - 1 ? headSource : window.at(length - 1 - k);\n        const dX = x - meanX;\n        const dY = k - meanY;\n        sumXY += dX * dY;\n        sumXX += dX * dX;\n        sumYY += dY * dY;\n    }\n    if (sumXX === 0 || sumYY === 0) return Number.NaN;\n    const r = sumXY / Math.sqrt(sumXX * sumYY);\n    if (r < -1) return -1;\n    if (r > 1) return 1;\n    return r;\n}\n\nfunction closeStep(slot: TrendStrengthIndexSlot, src: number): number {\n    slot.prevClosedNanCount = slot.nanCount;\n\n    // Update the rolling window. If the window is full, the tail\n    // (oldest) value is about to be evicted by `append` — capture it\n    // and adjust the NaN count.\n    if (slot.sourceWindow.length >= slot.length) {\n        slot.evictedSource = slot.sourceWindow.at(slot.length - 1);\n        if (Number.isNaN(slot.evictedSource)) slot.nanCount -= 1;\n    } else {\n        slot.evictedSource = Number.NaN;\n    }\n    slot.sourceWindow.append(src);\n    if (!Number.isFinite(src)) slot.nanCount += 1;\n\n    slot.barCount += 1;\n\n    if (slot.barCount < slot.length) return Number.NaN;\n    if (slot.nanCount > 0) return Number.NaN;\n    return pearsonHead(slot.sourceWindow, slot.length, src);\n}\n\nfunction tickStep(slot: TrendStrengthIndexSlot, src: number): number {\n    if (slot.barCount < slot.length) return Number.NaN;\n    // Re-derive NaN count: start from the prior closed count,\n    // un-account for the value evicted by the current close, and\n    // account for the tick's substituted value at age 0.\n    let nanCount = slot.prevClosedNanCount;\n    // Defensive: `evictedSource` is only NaN when the close-side advance\n    // evicted a NaN, requiring an earlier NaN bar in the stream that\n    // we then tick on. Reachable but rare.\n    /* c8 ignore next */\n    if (Number.isNaN(slot.evictedSource)) nanCount -= 1;\n    if (!Number.isFinite(src)) nanCount += 1;\n    if (nanCount > 0) return Number.NaN;\n    return pearsonHead(slot.sourceWindow, slot.length, src);\n}\n\n/**\n * Trend Strength Index — Pearson correlation between `source` and the\n * bar index over each trailing `length`-bar window. Bounded `[-1, +1]`:\n * `+1` = clean uptrend (price rises monotonically with bar index), `−1`\n * = clean downtrend, `0` = no linear trend. Distinct from\n * `ta.tsi` (the True Strength Index — a momentum oscillator).\n * The math is TradingView's documented Trend Strength Index\n * (https://www.tradingview.com/support/solutions/43000730926-trend-strength-index/).\n *\n * Default `length = 20` per chartlang task spec (invinite plugin\n * default is `14`).\n *\n * @formula  meanX = Σx / n ; meanY = Σy / n ; n = length ;\n *           num   = Σ((x − meanX)(y − meanY)) ;\n *           den   = sqrt(Σ(x − meanX)² · Σ(y − meanY)²) ;\n *           tsi   = clamp(num / den, −1, +1) ;\n *           NaN if the source window has zero variance, the index\n *           variance is zero (`length < 2`), or any window slot is\n *           non-finite.\n * @warmup   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-runtime\";\n *     // const t = ta.trendStrengthIndex(\"slot\", bar.close, 20);\n *     // plot(t);\n */\nexport function trendStrengthIndex(\n    slotId: string,\n    source: ScalarOrSeries,\n    length: number,\n    opts?: TrendStrengthIndexOpts,\n): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as TrendStrengthIndexSlot | 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(tickStep(slot, src));\n    } else {\n        slot.outBuffer.append(closeStep(slot, src));\n    }\n    return viewForOffset(slot, opts?.offset ?? 0);\n}\n"]}

package/dist/ta/trix.d.ts

@@ -20,7 +20,7 @@ import { type ScalarOrSeries } from "./lib/sourceValue.js";
  * @since 0.2
  * @stable
  *
- * `opts.offset` shifts both outputs in lockstep (PLAN.md §9.1) —
+ * `opts.offset` shifts both outputs in lockstep —
  * `series.current` on each output returns the value `offset` bars
  * ago.
  *

package/dist/ta/trix.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/trix.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. TRIX composes three EMA sub-slots derived
@@ -70,7 +70,7 @@ function resultForOffset(slot, offset, signalBuf) {
  * @since 0.2
  * @stable
  *
- * `opts.offset` shifts both outputs in lockstep (PLAN.md §9.1) —
+ * `opts.offset` shifts both outputs in lockstep —
  * `series.current` on each output returns the value `offset` bars
  * ago.
  *

package/dist/ta/trix.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/trix.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. TRIX composes three EMA sub-slots derived\n// from the parent slot id (`${slotId}/ema1` / `/ema2` / `/ema3`) for\n// the triple-smoothing chain plus a fourth `${slotId}/signal` EMA\n// over the TRIX line. Mirrors the MACD sub-slot composition pattern.\n\nimport type { Series, TrixOpts, TrixResult } from \"@invinite-org/chartlang-core\";\n\nimport { ema } from \"./ema.js\";\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\nconst DEFAULT_SIGNAL = 9;\n\ntype TrixSlot = {\n    readonly result: TrixResult;\n    readonly trixBuffer: Float64RingBuffer;\n    /** Closed `ema3` as of the prior closed bar — divisor for the\n     * next close's TRIX. */\n    prevClosedEma3: number;\n    /** Closed `ema3` as of the bar BEFORE the prior closed bar —\n     * used by tick replay (the current bar's \"prior\" is two closes\n     * back from a tick on the in-progress bar). */\n    prevPrevClosedEma3: number;\n    /**\n     * Per-offset frozen `TrixResult` cache. `offset === 0` returns\n     * `result` by identity. Non-zero offsets get a frozen result\n     * whose two Series are `makeShiftedSeriesView` proxies over the\n     * same two underlying ring buffers.\n     */\n    readonly shiftedResults: Map<number, TrixResult>;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.trix called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(capacity: number, signalSeries: Series<number>): TrixSlot {\n    const trixBuffer = new Float64RingBuffer(capacity);\n    return {\n        result: Object.freeze({\n            trix: makeSeriesView<number>(trixBuffer),\n            signal: signalSeries,\n        }),\n        trixBuffer,\n        prevClosedEma3: Number.NaN,\n        prevPrevClosedEma3: Number.NaN,\n        shiftedResults: new Map(),\n    };\n}\n\nfunction resultForOffset(slot: TrixSlot, offset: number, signalBuf: Float64RingBuffer): TrixResult {\n    if (offset === 0) return slot.result;\n    let cached = slot.shiftedResults.get(offset);\n    if (cached === undefined) {\n        cached = Object.freeze({\n            trix: makeShiftedSeriesView<number>(slot.trixBuffer, offset),\n            signal: makeShiftedSeriesView<number>(signalBuf, offset),\n        });\n        slot.shiftedResults.set(offset, cached);\n    }\n    return cached;\n}\n\n/**\n * TRIX — triple-smoothed EMA rate-of-change momentum oscillator\n * with an EMA-signal line. Composes three EMA sub-slots derived\n * from the parent slot id (`${slotId}/ema1` / `/ema2` / `/ema3`)\n * for the triple-smoothing chain, then computes\n * `100 · (ema3[t] − ema3[t−1]) / ema3[t−1]` per bar, and folds the\n * result into a fourth EMA sub-slot (`${slotId}/signal`) for the\n * signal line.\n *\n * @formula  ema1 = EMA(source, length) ;\n *           ema2 = EMA(ema1,   length) ;\n *           ema3 = EMA(ema2,   length) ;\n *           trix[t]   = ema3[t-1] === 0 ? NaN : 100 · (ema3[t] − ema3[t-1]) / ema3[t-1] ;\n *           signal[t] = EMA(trix, signalLength)\n * @warmup   3 · length + signalLength − 3 (first defined `signal` index ;\n *           trix line first defined at `3 · length − 2`)\n * @anchors  length, signalLength\n * @since 0.2\n * @stable\n *\n * `opts.offset` shifts both outputs in lockstep —\n * `series.current` on each output returns the value `offset` bars\n * ago.\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-runtime\";\n *     // const t = ta.trix(\"slot\", bar.close, 18);\n *     // plot(t.trix);\n *     // plot(t.signal);\n */\nexport function trix(\n    slotId: string,\n    source: ScalarOrSeries,\n    length: number,\n    opts?: TrixOpts,\n): TrixResult {\n    const ctx = getCtx();\n    const signalLength = opts?.signalLength ?? DEFAULT_SIGNAL;\n    const offset = opts?.offset ?? 0;\n    const src = readSourceValue(source);\n\n    // Triple-smoothing chain. Each outer EMA reads the prior EMA's\n    // `.current` scalar.\n    const e1 = ema(`${slotId}/ema1`, src, length).current;\n    const e2 = ema(`${slotId}/ema2`, e1, length).current;\n    const e3 = ema(`${slotId}/ema3`, e2, length).current;\n\n    let slot = ctx.stream.taSlots.get(slotId) as TrixSlot | undefined;\n    // The TRIX divisor on the current bar is the prior closed `ema3`.\n    // On close-side we use `prevClosedEma3` (set at the previous close\n    // — this is `ema3[t-1]` from the script-author's view). On ticks\n    // we use `prevPrevClosedEma3` (set two closes back) because the\n    // CURRENT bar's close has not yet happened — tick replay's \"prev\n    // closed ema3\" is still two closes back.\n    let prevE3: number;\n    if (slot === undefined) prevE3 = Number.NaN;\n    else if (ctx.isTick) prevE3 = slot.prevPrevClosedEma3;\n    else prevE3 = slot.prevClosedEma3;\n    const trixValue =\n        Number.isFinite(e3) && Number.isFinite(prevE3) && prevE3 !== 0\n            ? (100 * (e3 - prevE3)) / prevE3\n            : Number.NaN;\n    // Feed the TRIX value into the signal EMA. Always read the\n    // un-shifted view; offset shifting for the composite result is\n    // handled locally via `resultForOffset`.\n    const signalSeries = ema(`${slotId}/signal`, trixValue, signalLength);\n    if (slot === undefined) {\n        slot = initSlot(ctx.stream.ohlcv.close.capacity, signalSeries);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    const signalSubSlot = ctx.stream.taSlots.get(`${slotId}/signal`) as {\n        outBuffer: Float64RingBuffer;\n    };\n\n    if (ctx.isTick) {\n        slot.trixBuffer.replaceHead(trixValue);\n        // Signal EMA's tick was handled by its own `ema()` call above.\n    } else {\n        slot.trixBuffer.append(trixValue);\n        // Roll the prev-prev snapshot forward BEFORE overwriting\n        // `prevClosedEma3` so tick replay on the next bar reads the\n        // correct two-closes-back value.\n        slot.prevPrevClosedEma3 = slot.prevClosedEma3;\n        if (Number.isFinite(e3)) {\n            slot.prevClosedEma3 = e3;\n        }\n    }\n    return resultForOffset(slot, offset, signalSubSlot.outBuffer);\n}\n"]}

package/dist/ta/tsi.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/tsi.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";

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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/tsi.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 { TsiOpts, TsiResult } 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\nconst DEFAULT_FIRST = 25;\nconst DEFAULT_SECOND = 13;\nconst DEFAULT_SIGNAL = 13;\n\ntype TsiSlot = {\n    readonly result: TsiResult;\n    readonly tsiBuf: Float64RingBuffer;\n    readonly signalBuf: Float64RingBuffer;\n    readonly shiftedResults: Map<number, TsiResult>;\n    prevSrc: number;\n    prevClosedSrc: number;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.tsi called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction resultForOffset(slot: TsiSlot, offset: number): TsiResult {\n    if (offset === 0) return slot.result;\n    let cached = slot.shiftedResults.get(offset);\n    if (cached === undefined) {\n        cached = Object.freeze({\n            tsi: makeShiftedSeriesView<number>(slot.tsiBuf, offset),\n            signal: makeShiftedSeriesView<number>(slot.signalBuf, offset),\n        });\n        slot.shiftedResults.set(offset, cached);\n    }\n    return cached;\n}\n\nfunction tsiValue(num: number, den: number): number {\n    if (!Number.isFinite(num) || !Number.isFinite(den) || den === 0) return Number.NaN;\n    return (100 * num) / den;\n}\n\n/**\n * True Strength Index (William Blau). Double-EMA-smoothed ratio of\n * one-bar price changes vs their absolute values, scaled ×100. Per\n * TradingView's published formula:\n *\n *   `mom    = source[t] − source[t-1]`\n *   `absMom = |mom|`\n *   `ema1   = EMA(firstSmoothing)(mom)`\n *   `ema2   = EMA(secondSmoothing)(ema1)`\n *   `absEma1 = EMA(firstSmoothing)(absMom)`\n *   `absEma2 = EMA(secondSmoothing)(absEma1)`\n *   `tsi    = 100 × ema2 / absEma2`\n *   `signal = EMA(signalLength)(tsi)`\n *\n * Bounded `[-100, 100]` by construction (when defined). Flat-input\n * windows where `absEma2` collapses to zero emit NaN at `tsi` (and\n * propagate to `signal`). Defaults `(firstSmoothing, secondSmoothing,\n * signalLength) = (25, 13, 13)`.\n *\n * Note: Pine's `ta.tsi()` returns the raw `ema2 / absEma2` ratio\n * (no ×100). chartlang follows TradingView's published TSI study\n * (×100); for the raw ratio, divide by 100.\n *\n * @formula  see above\n * @warmup   firstSmoothing + secondSmoothing + signalLength − 3\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-runtime\";\n *     // const t = ta.tsi(\"slot\", bar.close);\n *     // plot(t.tsi); plot(t.signal);\n */\nexport function tsi(slotId: string, source: ScalarOrSeries, opts?: TsiOpts): TsiResult {\n    const ctx = getCtx();\n    const firstSmoothing = opts?.firstSmoothing ?? DEFAULT_FIRST;\n    const secondSmoothing = opts?.secondSmoothing ?? DEFAULT_SECOND;\n    const signalLength = opts?.signalLength ?? DEFAULT_SIGNAL;\n    const offset = opts?.offset ?? 0;\n    const signalSlotId = `${slotId}/signal`;\n    const isTick = ctx.isTick;\n    const src = readSourceValue(source);\n\n    let slot = ctx.stream.taSlots.get(slotId) as TsiSlot | undefined;\n    // The `?? Number.NaN` fallbacks below are defensive: the runner\n    // always close-side advances before tick, so `slot` exists by the\n    // time `isTick` is true; on close-side the first-bar `slot` is\n    // still undefined and we want NaN momentum (no prior bar).\n    const prevForDiff = isTick\n        ? /* c8 ignore next */ (slot?.prevClosedSrc ?? Number.NaN)\n        : (slot?.prevSrc ?? Number.NaN);\n    const mom =\n        Number.isFinite(src) && Number.isFinite(prevForDiff) ? src - prevForDiff : Number.NaN;\n    const absMom = Number.isFinite(mom) ? Math.abs(mom) : Number.NaN;\n\n    const momEma1 = ema(`${slotId}/momEma1`, mom, firstSmoothing).current;\n    const momEma2 = ema(`${slotId}/momEma2`, momEma1, secondSmoothing).current;\n    const absEma1 = ema(`${slotId}/absMomEma1`, absMom, firstSmoothing).current;\n    const absEma2 = ema(`${slotId}/absMomEma2`, absEma1, secondSmoothing).current;\n    const tsiOut = tsiValue(momEma2, absEma2);\n\n    const signalSeries = ema(signalSlotId, tsiOut, signalLength);\n\n    if (slot === undefined) {\n        const tsiBuf = 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                tsi: makeSeriesView<number>(tsiBuf),\n                signal: signalSeries,\n            }),\n            tsiBuf,\n            signalBuf: emaSlot.outBuffer,\n            shiftedResults: new Map(),\n            prevSrc: src,\n            prevClosedSrc: Number.NaN,\n        };\n        ctx.stream.taSlots.set(slotId, slot);\n        slot.tsiBuf.append(tsiOut);\n        return resultForOffset(slot, offset);\n    }\n\n    if (isTick) {\n        slot.tsiBuf.replaceHead(tsiOut);\n    } else {\n        slot.tsiBuf.append(tsiOut);\n        slot.prevClosedSrc = slot.prevSrc;\n        slot.prevSrc = src;\n    }\n\n    return resultForOffset(slot, offset);\n}\n"]}

package/dist/ta/ulcerIndex.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/ulcer-index.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. Composes `ta.highest` via the sub-slot id

package/dist/ta/ulcerIndex.js.map

@@ -1 +1 @@
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+{"version":3,"file":"ulcerIndex.js","sourceRoot":"","sources":["../../src/ta/ulcerIndex.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,8EAA8E;AAC9E,mEAAmE;AACnE,qEAAqE;AACrE,gBAAgB;AAChB,qEAAqE;AACrE,4DAA4D;AAC5D,mEAAmE;AACnE,2DAA2D;AAI3D,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,EAAE,OAAO,EAAE,MAAM,cAAc,CAAC;AACvC,OAAO,EAAuB,eAAe,EAAE,MAAM,sBAAsB,CAAC;AAiB5E,SAAS,MAAM;IACX,MAAM,GAAG,GAAG,sBAAsB,CAAC,OAAO,CAAC;IAC3C,IAAI,GAAG,KAAK,IAAI,EAAE,CAAC;QACf,MAAM,IAAI,KAAK,CAAC,oDAAoD,CAAC,CAAC;IAC1E,CAAC;IACD,OAAO,GAAG,CAAC;AACf,CAAC;AAED,SAAS,QAAQ,CAAC,MAAc,EAAE,MAAc,EAAE,QAAgB;IAC9D,MAAM,SAAS,GAAG,IAAI,iBAAiB,CAAC,QAAQ,CAAC,CAAC;IAClD,OAAO;QACH,SAAS;QACT,MAAM,EAAE,cAAc,CAAS,SAAS,CAAC;QACzC,MAAM;QACN,UAAU,EAAE,GAAG,MAAM,UAAU;QAC/B,gBAAgB,EAAE,IAAI,iBAAiB,CAAC,MAAM,CAAC;QAC/C,aAAa,EAAE,CAAC;KACnB,CAAC;AACN,CAAC;AAED,SAAS,eAAe,CAAC,GAAW,EAAE,MAAc;IAChD,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,IAAI,MAAM,KAAK,CAAC,EAAE,CAAC;QACpE,OAAO,MAAM,CAAC,GAAG,CAAC;IACtB,CAAC;IACD,MAAM,EAAE,GAAG,CAAC,GAAG,GAAG,CAAC,GAAG,GAAG,MAAM,CAAC,CAAC,GAAG,MAAM,CAAC;IAC3C,OAAO,EAAE,GAAG,EAAE,CAAC;AACnB,CAAC;AAED,SAAS,UAAU,CAAC,IAAoB,EAAE,GAAW,EAAE,MAAc;IACjE,MAAM,IAAI,GAAG,eAAe,CAAC,GAAG,EAAE,MAAM,CAAC,CAAC;IAC1C,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,EAAE,CAAC;QACzB,4DAA4D;QAC5D,4DAA4D;QAC5D,qCAAqC;QACrC,OAAO,MAAM,CAAC,GAAG,CAAC;IACtB,CAAC;IACD,IAAI,IAAI,CAAC,gBAAgB,CAAC,MAAM,KAAK,IAAI,CAAC,MAAM,EAAE,CAAC;QAC/C,+CAA+C;QAC/C,IAAI,CAAC,aAAa,IAAI,IAAI,CAAC,gBAAgB,CAAC,EAAE,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC;IACpE,CAAC;IACD,IAAI,CAAC,gBAAgB,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC;IACnC,IAAI,CAAC,aAAa,IAAI,IAAI,CAAC;IAC3B,OAAO,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,aAAa,GAAG,IAAI,CAAC,gBAAgB,CAAC,MAAM,CAAC,CAAC;AACxE,CAAC;AAED,SAAS,SAAS,CAAC,IAAoB,EAAE,GAAW,EAAE,MAAc;IAChE,IAAI,IAAI,CAAC,gBAAgB,CAAC,MAAM,KAAK,CAAC;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IAC1D,MAAM,IAAI,GAAG,eAAe,CAAC,GAAG,EAAE,MAAM,CAAC,CAAC;IAC1C,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IAC9C,8DAA8D;IAC9D,oEAAoE;IACpE,MAAM,MAAM,GAAG,IAAI,CAAC,gBAAgB,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;IAC3C,MAAM,MAAM,GAAG,IAAI,CAAC,aAAa,GAAG,MAAM,GAAG,IAAI,CAAC;IAClD,OAAO,IAAI,CAAC,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,gBAAgB,CAAC,MAAM,CAAC,CAAC;AAC5D,CAAC;AAED;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA6BG;AACH,MAAM,UAAU,UAAU,CACtB,MAAc,EACd,MAAsB,EACtB,MAAc,EACd,KAAsB;IAEtB,MAAM,GAAG,GAAG,MAAM,EAAE,CAAC;IACrB,IAAI,IAAI,GAAG,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,CAA+B,CAAC;IACxE,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;QACrB,IAAI,GAAG,QAAQ,CAAC,MAAM,EAAE,MAAM,EAAE,GAAG,CAAC,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC;QACjE,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,IAAI,CAAC,CAAC;IACzC,CAAC;IACD,MAAM,GAAG,GAAG,eAAe,CAAC,MAAM,CAAC,CAAC;IACpC,+DAA+D;IAC/D,6BAA6B;IAC7B,MAAM,SAAS,GAAG,OAAO,CAAC,IAAI,CAAC,UAAU,EAAE,MAAM,EAAE,MAAM,CAAC,CAAC;IAC3D,MAAM,MAAM,GAAG,SAAS,CAAC,OAAO,CAAC;IACjC,IAAI,GAAG,CAAC,MAAM,EAAE,CAAC;QACb,IAAI,CAAC,SAAS,CAAC,WAAW,CAAC,SAAS,CAAC,IAAI,EAAE,GAAG,EAAE,MAAM,CAAC,CAAC,CAAC;IAC7D,CAAC;SAAM,CAAC;QACJ,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,UAAU,CAAC,IAAI,EAAE,GAAG,EAAE,MAAM,CAAC,CAAC,CAAC;IACzD,CAAC;IACD,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/ulcer-index.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. Composes `ta.highest` via the sub-slot id\n// `${slotId}/highest` so a fix to `highest` flows through.\n\nimport type { Series, UlcerIndexOpts } from \"@invinite-org/chartlang-core\";\n\nimport { Float64RingBuffer } from \"../ringBuffer.js\";\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { makeSeriesView } from \"../seriesView.js\";\nimport { highest } from \"./highest.js\";\nimport { type ScalarOrSeries, readSourceValue } from \"./lib/sourceValue.js\";\n\ntype UlcerIndexSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly length: number;\n    /** Sub-slot id passed to `ta.highest` for the rolling-max term. */\n    readonly highestSub: string;\n    /**\n     * Closed-bar `drawdown_pct^2` values across the trailing `length`\n     * bars (capacity `length`). `at(0)` is the head; older slots index\n     * upward.\n     */\n    readonly drawdownSqWindow: Float64RingBuffer;\n    sumDrawdownSq: number;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.ulcerIndex called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(slotId: string, length: number, capacity: number): UlcerIndexSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    return {\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        length,\n        highestSub: `${slotId}/highest`,\n        drawdownSqWindow: new Float64RingBuffer(length),\n        sumDrawdownSq: 0,\n    };\n}\n\nfunction drawdownSquared(src: number, maxSrc: number): number {\n    if (!Number.isFinite(src) || !Number.isFinite(maxSrc) || maxSrc === 0) {\n        return Number.NaN;\n    }\n    const dd = (100 * (src - maxSrc)) / maxSrc;\n    return dd * dd;\n}\n\nfunction closeValue(slot: UlcerIndexSlot, src: number, maxSrc: number): number {\n    const ddSq = drawdownSquared(src, maxSrc);\n    if (!Number.isFinite(ddSq)) {\n        // Per task spec §6 (NaN handling): NaN source → NaN output.\n        // Do NOT advance the window — preserves the previous closed\n        // state for the next bar to consume.\n        return Number.NaN;\n    }\n    if (slot.drawdownSqWindow.length === slot.length) {\n        // Window full: evict the oldest before append.\n        slot.sumDrawdownSq -= slot.drawdownSqWindow.at(slot.length - 1);\n    }\n    slot.drawdownSqWindow.append(ddSq);\n    slot.sumDrawdownSq += ddSq;\n    return Math.sqrt(slot.sumDrawdownSq / slot.drawdownSqWindow.length);\n}\n\nfunction tickValue(slot: UlcerIndexSlot, src: number, maxSrc: number): number {\n    if (slot.drawdownSqWindow.length === 0) return Number.NaN;\n    const ddSq = drawdownSquared(src, maxSrc);\n    if (!Number.isFinite(ddSq)) return Number.NaN;\n    // Substitute the tick's ddSq for the head slot's ddSq without\n    // mutating the closed window. Hypothetical sum = sum − head + tick.\n    const headSq = slot.drawdownSqWindow.at(0);\n    const hypSum = slot.sumDrawdownSq - headSq + ddSq;\n    return Math.sqrt(hypSum / slot.drawdownSqWindow.length);\n}\n\n/**\n * Ulcer Index — drawdown-based volatility. The trailing-window RMS of\n * `drawdown_pct[t] = 100 · (source[t] − highest(source, length)[t]) /\n * highest(source, length)[t]`. Composes `ta.highest` via the sub-slot\n * id `${slotId}/highest` so a fix to `highest` flows through. Always\n * non-negative.\n *\n * NaN sources (or zero rolling-max) emit NaN and do NOT advance the\n * window — the next bar's drawdown is computed against the still-valid\n * prior state.\n *\n * **Warmup ramp.** The first defined output lands at bar `length − 1`\n * (when `highest(source, length)` first emits). Up to bar `2·(length −\n * 1)` the window is partially populated and the RMS divides by the\n * actual `window.length`; from bar `2·(length − 1)` onward the window\n * is fully warm and the RMS uses the full `length` denominator. This\n * matches the task spec's `length − 1` warmup pin.\n *\n * @formula  highVal[t] = max(source[t − length + 1 .. t]) ;\n *           dd[t] = 100 · (source[t] − highVal[t]) / highVal[t] ;\n *           out[t] = sqrt(mean(dd^2 over the last `length` finite bars))\n * @warmup   length − 1\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-core\";\n *     // const ui = ta.ulcerIndex(bar.close, 14);\n *     // plot(ui);\n */\nexport function ulcerIndex(\n    slotId: string,\n    source: ScalarOrSeries,\n    length: number,\n    _opts?: UlcerIndexOpts,\n): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as UlcerIndexSlot | undefined;\n    if (slot === undefined) {\n        slot = initSlot(slotId, length, ctx.stream.ohlcv.close.capacity);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    const src = readSourceValue(source);\n    // Compose: `highest` respects `ctx.isTick`. The sub-slot id is\n    // stable per parent slot id.\n    const maxSeries = highest(slot.highestSub, source, length);\n    const maxSrc = maxSeries.current;\n    if (ctx.isTick) {\n        slot.outBuffer.replaceHead(tickValue(slot, src, maxSrc));\n    } else {\n        slot.outBuffer.append(closeValue(slot, src, maxSrc));\n    }\n    return slot.series;\n}\n"]}

package/dist/ta/ultimateOsc.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/ultimate-osc.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. Ultimate Oscillator derives from

package/dist/ta/ultimateOsc.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/ultimate-osc.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. Ultimate Oscillator derives from\n// `bar.high` / `bar.low` / `bar.close` directly (no `source` arg).\n// Three pairs of (buying-pressure, true-range) ring buffers + running\n// sums — one pair per (shortLength | mediumLength | longLength)\n// window. Zero-TR-window emits `NaN`.\n\nimport type { Series, UltimateOscOpts } 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\";\n\nconst DEFAULT_SHORT_LENGTH = 7;\nconst DEFAULT_MEDIUM_LENGTH = 14;\nconst DEFAULT_LONG_LENGTH = 28;\n\ntype UltimateOscSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly shortLength: number;\n    readonly mediumLength: number;\n    readonly longLength: number;\n    readonly bpShort: Float64RingBuffer;\n    readonly bpMedium: Float64RingBuffer;\n    readonly bpLong: Float64RingBuffer;\n    readonly trShort: Float64RingBuffer;\n    readonly trMedium: Float64RingBuffer;\n    readonly trLong: Float64RingBuffer;\n    sumBpShort: number;\n    sumBpMedium: number;\n    sumBpLong: number;\n    sumTrShort: number;\n    sumTrMedium: number;\n    sumTrLong: number;\n    /** Number of closed bars folded into the slot so far. */\n    barCount: number;\n    /** Close of the most recent closed bar — used by tick mode. */\n    prevClose: number;\n    /** Close of the bar before the most recent closed bar — used by tick mode. */\n    prevPrevClose: number;\n    /** bp / tr of the most recent closed bar (per window) — used by tick mode. */\n    headBpShort: number;\n    headBpMedium: number;\n    headBpLong: number;\n    headTrShort: number;\n    headTrMedium: number;\n    headTrLong: number;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.ultimateOsc called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(\n    shortLength: number,\n    mediumLength: number,\n    longLength: number,\n    capacity: number,\n): UltimateOscSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    return {\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        shortLength,\n        mediumLength,\n        longLength,\n        bpShort: new Float64RingBuffer(shortLength),\n        bpMedium: new Float64RingBuffer(mediumLength),\n        bpLong: new Float64RingBuffer(longLength),\n        trShort: new Float64RingBuffer(shortLength),\n        trMedium: new Float64RingBuffer(mediumLength),\n        trLong: new Float64RingBuffer(longLength),\n        sumBpShort: 0,\n        sumBpMedium: 0,\n        sumBpLong: 0,\n        sumTrShort: 0,\n        sumTrMedium: 0,\n        sumTrLong: 0,\n        barCount: 0,\n        prevClose: Number.NaN,\n        prevPrevClose: Number.NaN,\n        headBpShort: 0,\n        headBpMedium: 0,\n        headBpLong: 0,\n        headTrShort: 0,\n        headTrMedium: 0,\n        headTrLong: 0,\n    };\n}\n\nfunction computeBpTr(\n    high: number,\n    low: number,\n    close: number,\n    prevClose: number,\n): [number, number] {\n    // First bar (no prevClose) — invinite seeds bp = tr = 0 so the\n    // running sums kick off at zero. We mirror that.\n    if (!Number.isFinite(prevClose)) return [0, 0];\n    const trueLow = Math.min(low, prevClose);\n    const trueHigh = Math.max(high, prevClose);\n    return [close - trueLow, trueHigh - trueLow];\n}\n\nfunction pushToWindow(\n    ring: Float64RingBuffer,\n    sum: number,\n    incoming: number,\n    capacity: number,\n): { newSum: number; outgoing: number } {\n    let outgoing = 0;\n    if (ring.length >= capacity) {\n        outgoing = ring.at(capacity - 1);\n    }\n    ring.append(incoming);\n    return { newSum: sum + incoming - outgoing, outgoing };\n}\n\nfunction uoFromSums(\n    sumBpShort: number,\n    sumTrShort: number,\n    sumBpMedium: number,\n    sumTrMedium: number,\n    sumBpLong: number,\n    sumTrLong: number,\n): number {\n    if (sumTrShort === 0 || sumTrMedium === 0 || sumTrLong === 0) return Number.NaN;\n    const avgShort = sumBpShort / sumTrShort;\n    const avgMedium = sumBpMedium / sumTrMedium;\n    const avgLong = sumBpLong / sumTrLong;\n    return (100 * (4 * avgShort + 2 * avgMedium + avgLong)) / 7;\n}\n\nfunction closeValue(slot: UltimateOscSlot, high: number, low: number, close: number): number {\n    if (!Number.isFinite(high) || !Number.isFinite(low) || !Number.isFinite(close)) {\n        // Hold prior — do not advance window state; emit NaN if unwarmed.\n        /* c8 ignore next */\n        if (slot.barCount < slot.longLength) return Number.NaN;\n        return uoFromSums(\n            slot.sumBpShort,\n            slot.sumTrShort,\n            slot.sumBpMedium,\n            slot.sumTrMedium,\n            slot.sumBpLong,\n            slot.sumTrLong,\n        );\n    }\n    const [bp, tr] = computeBpTr(high, low, close, slot.prevClose);\n    const short = pushToWindow(slot.bpShort, slot.sumBpShort, bp, slot.shortLength);\n    slot.sumBpShort = short.newSum;\n    const medium = pushToWindow(slot.bpMedium, slot.sumBpMedium, bp, slot.mediumLength);\n    slot.sumBpMedium = medium.newSum;\n    const long = pushToWindow(slot.bpLong, slot.sumBpLong, bp, slot.longLength);\n    slot.sumBpLong = long.newSum;\n    const trShort = pushToWindow(slot.trShort, slot.sumTrShort, tr, slot.shortLength);\n    slot.sumTrShort = trShort.newSum;\n    const trMedium = pushToWindow(slot.trMedium, slot.sumTrMedium, tr, slot.mediumLength);\n    slot.sumTrMedium = trMedium.newSum;\n    const trLong = pushToWindow(slot.trLong, slot.sumTrLong, tr, slot.longLength);\n    slot.sumTrLong = trLong.newSum;\n\n    slot.prevPrevClose = slot.prevClose;\n    slot.prevClose = close;\n    slot.barCount += 1;\n\n    // Capture the new head's bp/tr per window for tick-mode replay.\n    slot.headBpShort = bp;\n    slot.headBpMedium = bp;\n    slot.headBpLong = bp;\n    slot.headTrShort = tr;\n    slot.headTrMedium = tr;\n    slot.headTrLong = tr;\n\n    if (slot.barCount < slot.longLength) return Number.NaN;\n    return uoFromSums(\n        slot.sumBpShort,\n        slot.sumTrShort,\n        slot.sumBpMedium,\n        slot.sumTrMedium,\n        slot.sumBpLong,\n        slot.sumTrLong,\n    );\n}\n\nfunction tickValue(slot: UltimateOscSlot, high: number, low: number, close: number): number {\n    if (slot.barCount < slot.longLength) return Number.NaN;\n    if (!Number.isFinite(high) || !Number.isFinite(low) || !Number.isFinite(close)) {\n        return uoFromSums(\n            slot.sumBpShort,\n            slot.sumTrShort,\n            slot.sumBpMedium,\n            slot.sumTrMedium,\n            slot.sumBpLong,\n            slot.sumTrLong,\n        );\n    }\n    // The head bar's bp/tr were computed against prevPrevClose (the\n    // close two bars ago). Replaying the head with the tick uses the\n    // same prevPrevClose baseline.\n    const [tickBp, tickTr] = computeBpTr(high, low, close, slot.prevPrevClose);\n    return uoFromSums(\n        slot.sumBpShort - slot.headBpShort + tickBp,\n        slot.sumTrShort - slot.headTrShort + tickTr,\n        slot.sumBpMedium - slot.headBpMedium + tickBp,\n        slot.sumTrMedium - slot.headTrMedium + tickTr,\n        slot.sumBpLong - slot.headBpLong + tickBp,\n        slot.sumTrLong - slot.headTrLong + tickTr,\n    );\n}\n\n/**\n * Larry Williams' Ultimate Oscillator. Sources from `bar.high` /\n * `bar.low` / `bar.close` directly (no `source` arg — matches Pine).\n * Weighted average of three buying-pressure / true-range ratios over\n * `shortLength` / `mediumLength` / `longLength` windows (defaults\n * `7` / `14` / `28`). Output bounded `[0, 100]` (or `NaN`).\n *\n * Zero-TR window (flat-line input over the long window) emits `NaN`.\n * The registry records `yDomain: { kind: \"fixed\", min: 0, max: 100 }`\n * via `TA_REGISTRY_METADATA`.\n *\n * @formula  bp = close − min(low, prevClose) ;\n *           tr = max(high, prevClose) − min(low, prevClose) ;\n *           avgN = Σ bp[t − N + 1 .. t] / Σ tr[t − N + 1 .. t] ;\n *           uo = 100 · (4 · avgShort + 2 · avgMedium + avgLong) / 7\n * @warmup   longLength\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-runtime\";\n *     // const u = ta.ultimateOsc(\"slot\");\n *     // plot(u);\n */\nexport function ultimateOsc(slotId: string, opts?: UltimateOscOpts): Series<number> {\n    const ctx = getCtx();\n    const shortLength = opts?.shortLength ?? DEFAULT_SHORT_LENGTH;\n    const mediumLength = opts?.mediumLength ?? DEFAULT_MEDIUM_LENGTH;\n    const longLength = opts?.longLength ?? DEFAULT_LONG_LENGTH;\n    let slot = ctx.stream.taSlots.get(slotId) as UltimateOscSlot | undefined;\n    if (slot === undefined) {\n        slot = initSlot(shortLength, mediumLength, longLength, ctx.stream.ohlcv.close.capacity);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    const bar = ctx.stream.bar;\n    if (ctx.isTick) {\n        slot.outBuffer.replaceHead(tickValue(slot, bar.high, bar.low, bar.close));\n    } else {\n        slot.outBuffer.append(closeValue(slot, bar.high, bar.low, bar.close));\n    }\n    return slot.series;\n}\n"]}

package/dist/ta/valuewhen.js

@@ -1,7 +1,7 @@
 // Copyright (c) 2026 Invinite. Licensed under the MIT License.
 // See the LICENSE file in the repo root for full license text.
 //
-// No invinite source — semantics per Pine `ta.valuewhen`. See PLAN.md §3.1.
+// No invinite source — semantics per Pine `ta.valuewhen`.
 // Structural choices (callsite-id slot, Series<T> proxy, replaceHead
 // mode) follow chartlang's primitive shape.
 import { Float64RingBuffer } from "../ringBuffer.js";

package/dist/ta/valuewhen.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// No invinite source — semantics per Pine `ta.valuewhen`.\n// Structural choices (callsite-id slot, Series<T> proxy, replaceHead\n// mode) follow chartlang's primitive shape.\n\nimport type { Series, ValuewhenOpts } 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 ValuewhenSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly shiftedSeries: Map<number, Series<number>>;\n    readonly occurrence: number;\n    readonly capacity: number;\n    /**\n     * Oldest-first source values at the last `occurrence + 1` matching\n     * bars. Length grows to `capacity = occurrence + 1` and then the\n     * front is shifted on each subsequent match.\n     */\n    ring: number[];\n    /** Total matches ever seen across the stream. */\n    matchCount: number;\n    /** Snapshot of `ring` BEFORE the most recent close-side update. */\n    prevRing: ReadonlyArray<number>;\n    /** Snapshot of `matchCount` BEFORE the most recent close-side update. */\n    prevMatchCount: number;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.valuewhen called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction readBoolean(condition: Series<boolean>): boolean {\n    return condition.current;\n}\n\nfunction initSlot(occurrence: number, capacity: number): ValuewhenSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    const ringCapacity = occurrence + 1;\n    return {\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        shiftedSeries: new Map(),\n        occurrence,\n        capacity: ringCapacity,\n        ring: [],\n        matchCount: 0,\n        prevRing: [],\n        prevMatchCount: 0,\n    };\n}\n\nfunction emitFromState(\n    occurrence: number,\n    ring: ReadonlyArray<number>,\n    matchCount: number,\n): number {\n    if (matchCount < occurrence + 1) return Number.NaN;\n    // The ring is oldest-first within its capacity (occurrence + 1).\n    // The `occurrence`-th most recent match is the OLDEST entry in a\n    // full ring — i.e. ring[0].\n    return ring[0];\n}\n\nfunction closeValue(slot: ValuewhenSlot, src: number, fired: boolean): number {\n    slot.prevRing = slot.ring.slice();\n    slot.prevMatchCount = slot.matchCount;\n    if (fired) {\n        slot.ring.push(src);\n        if (slot.ring.length > slot.capacity) slot.ring.shift();\n        slot.matchCount += 1;\n    }\n    return emitFromState(slot.occurrence, slot.ring, slot.matchCount);\n}\n\nfunction tickValue(slot: ValuewhenSlot, src: number, fired: boolean): number {\n    // Replay against the snapshot taken before the most recent close.\n    const ring = slot.prevRing.slice();\n    let count = slot.prevMatchCount;\n    if (fired) {\n        ring.push(src);\n        if (ring.length > slot.capacity) ring.shift();\n        count += 1;\n    }\n    return emitFromState(slot.occurrence, ring, count);\n}\n\n/**\n * Source value at the bar of the n-th most recent `condition === true`.\n * `occurrence === 0` returns the value at the most recent match;\n * `occurrence === 1` the second most recent; etc. NaN until\n * `occurrence + 1` matches have been seen.\n *\n * NaN-source at the matching bar produces NaN in the ring entry, which\n * surfaces as NaN once that entry is the one emitted. Matches NaN-source\n * semantics in Pine.\n *\n * @formula  out[t] = source[bar of n-th most recent condition true],\n *           NaN until `occurrence + 1` matches\n * @warmup   bar of the `occurrence + 1`-th match (data-dependent)\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-core\";\n *     // const fast = ta.sma(bar.close, 10);\n *     // const slow = ta.sma(bar.close, 30);\n *     // const onCross = ta.valuewhen(ta.crossover(fast, slow), bar.close);\n *     // plot(onCross);\n */\nexport function valuewhen(\n    slotId: string,\n    condition: Series<boolean>,\n    source: ScalarOrSeries,\n    occurrence = 0,\n    opts: ValuewhenOpts = {},\n): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as ValuewhenSlot | undefined;\n    if (slot === undefined) {\n        slot = initSlot(occurrence, ctx.stream.ohlcv.close.capacity);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    const fired = readBoolean(condition);\n    const src = readSourceValue(source);\n    if (ctx.isTick) {\n        slot.outBuffer.replaceHead(tickValue(slot, src, fired));\n    } else {\n        slot.outBuffer.append(closeValue(slot, src, fired));\n    }\n    const offset = opts.offset ?? 0;\n    if (offset === 0) return slot.series;\n    const shifted = slot.shiftedSeries.get(offset);\n    if (shifted !== undefined) return shifted;\n    const next = makeShiftedSeriesView<number>(slot.outBuffer, offset);\n    slot.shiftedSeries.set(offset, next);\n    return next;\n}\n"]}

package/dist/ta/visibleRangeVolumeProfile.d.ts

@@ -4,10 +4,10 @@ import type { VisibleRangeVolumeProfileOpts, VisibleRangeVolumeProfileResult } f
  * volume by price, emits a `horizontal-histogram`, and returns cached
  * POC / VAH / VAL series.
  *
- * The Phase 5 OSS runtime supplies the visible range through
+ * The runtime supplies the visible range through
  * `bar.viewport`, populated as the latest 100 bars ending at the
  * current head. Real chart viewport injection is deferred to adapter
- * integrations in Phase 6.
+ * integrations.
  *
  * @formula  Port of invinite visible-range-vp: slice visible candles,
  *           bucket volume by price, then derive POC / value-area high /

package/dist/ta/visibleRangeVolumeProfile.js

@@ -70,10 +70,10 @@ function collectBars(ctx) {
  * volume by price, emits a `horizontal-histogram`, and returns cached
  * POC / VAH / VAL series.
  *
- * The Phase 5 OSS runtime supplies the visible range through
+ * The runtime supplies the visible range through
  * `bar.viewport`, populated as the latest 100 bars ending at the
  * current head. Real chart viewport injection is deferred to adapter
- * integrations in Phase 6.
+ * integrations.
  *
  * @formula  Port of invinite visible-range-vp: slice visible candles,
  *           bucket volume by price, then derive POC / value-area high /

package/dist/ta/visibleRangeVolumeProfile.js.map

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Licensed under the MIT License.\n// Ported from ../invinite/src/components/trading-chart/indicators/visible-range-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    VisibleRangeVolumeProfileOpts,\n    VisibleRangeVolumeProfileResult,\n} from \"@invinite-org/chartlang-core\";\n\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\ntype VisibleRangeVolumeProfileSlot = VolumeProfileCore & {\n    readonly result: VisibleRangeVolumeProfileResult;\n    readonly shiftedResults: Map<number, VisibleRangeVolumeProfileResult>;\n};\n\ntype MutableVisibleRangeVolumeProfileSlot = Omit<VisibleRangeVolumeProfileSlot, \"result\"> & {\n    result: VisibleRangeVolumeProfileResult;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.visibleRangeVolumeProfile called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(capacity: number): VisibleRangeVolumeProfileSlot {\n    const core = createVolumeProfileCore(capacity);\n    const slot: MutableVisibleRangeVolumeProfileSlot = {\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: VisibleRangeVolumeProfileSlot,\n    offset: number,\n): VisibleRangeVolumeProfileResult {\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 collectBars(ctx: RuntimeContext): ReadonlyArray<VolumeProfileBar> {\n    const { ohlcv } = ctx.stream;\n    const { fromTime, toTime } = ctx.stream.bar.viewport;\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 < fromTime || time > toTime) 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 * Visible-Range Volume Profile — buckets the current visible range's\n * volume by price, emits a `horizontal-histogram`, and returns cached\n * POC / VAH / VAL series.\n *\n * The runtime supplies the visible range through\n * `bar.viewport`, populated as the latest 100 bars ending at the\n * current head. Real chart viewport injection is deferred to adapter\n * integrations.\n *\n * @formula  Port of invinite visible-range-vp: slice visible candles,\n *           bucket volume by price, then derive POC / value-area high /\n *           value-area low via the shared volume-profile pipeline.\n * @anchors  Visible range = `(bar.viewport.fromTime, bar.viewport.toTime)`.\n * @warmup   First 2 bars for non-degenerate bucketization; constant-price\n *           positive-volume input emits a one-bucket fallback.\n * @since 0.5\n * @stable\n * @example\n *     // import { ta, plot } from \"@invinite-org/chartlang-core\";\n *     // const vp = ta.visibleRangeVolumeProfile({ rowSize: 24 });\n *     // plot(vp.poc, { title: \"VRVP POC\" });\n */\nexport function visibleRangeVolumeProfile(\n    slotId: string,\n    opts?: VisibleRangeVolumeProfileOpts,\n): VisibleRangeVolumeProfileResult {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as VisibleRangeVolumeProfileSlot | undefined;\n    if (slot === undefined) {\n        slot = initSlot(ctx.stream.ohlcv.close.capacity);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n\n    const snapshot = resolveVolumeProfileSnapshot({\n        bars: collectBars(ctx),\n        bucketColor: opts?.bucketColor,\n        config: volumeProfileConfigFromOpts(opts ?? {}),\n    });\n    commitVolumeProfileSnapshot(slot, ctx.isTick, snapshot);\n    emitVolumeProfileHistogram(\n        ctx,\n        slotId,\n        \"Visible Range Volume Profile\",\n        snapshot.poc,\n        snapshot.buckets,\n    );\n    return resultForOffset(slot, opts?.offset ?? 0);\n}\n"]}

package/dist/ta/vol.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/vol.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 } from "../seriesView.js";

package/dist/ta/vol.js.map

@@ -1 +1 @@
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+{"version":3,"file":"vol.js","sourceRoot":"","sources":["../../src/ta/vol.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,sEAAsE;AACtE,mEAAmE;AACnE,qEAAqE;AACrE,gBAAgB;AAIhB,OAAO,EAAE,iBAAiB,EAAE,MAAM,kBAAkB,CAAC;AACrD,OAAO,EAAE,sBAAsB,EAAuB,MAAM,sBAAsB,CAAC;AACnF,OAAO,EAAE,cAAc,EAAE,MAAM,kBAAkB,CAAC;AAOlD,SAAS,MAAM;IACX,MAAM,GAAG,GAAG,sBAAsB,CAAC,OAAO,CAAC;IAC3C,IAAI,GAAG,KAAK,IAAI,EAAE,CAAC;QACf,MAAM,IAAI,KAAK,CAAC,6CAA6C,CAAC,CAAC;IACnE,CAAC;IACD,OAAO,GAAG,CAAC;AACf,CAAC;AAED,SAAS,QAAQ,CAAC,QAAgB;IAC9B,MAAM,SAAS,GAAG,IAAI,iBAAiB,CAAC,QAAQ,CAAC,CAAC;IAClD,OAAO,EAAE,SAAS,EAAE,MAAM,EAAE,cAAc,CAAS,SAAS,CAAC,EAAE,CAAC;AACpE,CAAC;AAED;;;;;;;;;;;;;;;;;;;GAmBG;AACH,MAAM,UAAU,GAAG,CAAC,MAAc,EAAE,KAAe;IAC/C,MAAM,GAAG,GAAG,MAAM,EAAE,CAAC;IACrB,IAAI,IAAI,GAAG,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,CAAwB,CAAC;IACjE,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;QACrB,IAAI,GAAG,QAAQ,CAAC,GAAG,CAAC,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC;QACjD,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,IAAI,CAAC,CAAC;IACzC,CAAC;IACD,MAAM,KAAK,GAAG,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,MAAM,CAAC;IACpC,IAAI,GAAG,CAAC,MAAM,EAAE,CAAC;QACb,IAAI,CAAC,SAAS,CAAC,WAAW,CAAC,KAAK,CAAC,CAAC;IACtC,CAAC;SAAM,CAAC;QACJ,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;IACjC,CAAC;IACD,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/vol.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 { Series, VolOpts } 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\";\n\ntype VolSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.vol called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(capacity: number): VolSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    return { outBuffer, series: makeSeriesView<number>(outBuffer) };\n}\n\n/**\n * Volume passthrough — emits `bar.volume` as a `Series<number>` so\n * script authors can compose it like any other primitive (e.g. plot\n * as a histogram). Stateless math; the slot exists purely to back\n * the cached `Series<T>` Proxy + the per-callsite output buffer the\n * compiler-injected slot id keys.\n *\n * Tick-mode reads the live `bar.volume`, replacing the head — volume\n * can change mid-bar in real time.\n *\n * @formula  out[t] = bar.volume[t]\n * @warmup   0\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta, plot } from \"@invinite-org/chartlang-runtime\";\n *     // const v = ta.vol(\"slot\");\n *     // plot(v, { style: { kind: \"histogram\", baseline: 0 } });\n */\nexport function vol(slotId: string, _opts?: VolOpts): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as VolSlot | undefined;\n    if (slot === undefined) {\n        slot = initSlot(ctx.stream.ohlcv.close.capacity);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    const value = ctx.stream.bar.volume;\n    if (ctx.isTick) {\n        slot.outBuffer.replaceHead(value);\n    } else {\n        slot.outBuffer.append(value);\n    }\n    return slot.series;\n}\n"]}

package/dist/ta/volatilityStop.d.ts

@@ -6,7 +6,7 @@ import type { VolatilityStopOpts, VolatilityStopResult } from "@invinite-org/cha
  * to `src + multiplier · atr`. Trend down symmetric. Reads
  * `bar.close` as source (Pine `ta.vstop` convention — invinite's
  * `source` opt is omitted; a `source` opt could land in a follow-up).
- * Composes Phase-1 `ta.atr` at sub-slot `${slotId}/atr`. Returns a
+ * Composes `ta.atr` at sub-slot `${slotId}/atr`. Returns a
  * cached `{ value, direction }` record (same identity every bar).
  *
  * `direction` is `+1` (uptrend → stop is BELOW price), `-1`

package/dist/ta/volatilityStop.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/volatility-stop.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. Volatility Stop composes Phase-1 `ta.atr` at
@@ -150,7 +150,7 @@ function tickStep(slot, src, atrValue) {
  * to `src + multiplier · atr`. Trend down symmetric. Reads
  * `bar.close` as source (Pine `ta.vstop` convention — invinite's
  * `source` opt is omitted; a `source` opt could land in a follow-up).
- * Composes Phase-1 `ta.atr` at sub-slot `${slotId}/atr`. Returns a
+ * Composes `ta.atr` at sub-slot `${slotId}/atr`. Returns a
  * cached `{ value, direction }` record (same identity every bar).
  *
  * `direction` is `+1` (uptrend → stop is BELOW price), `-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/volatility-stop.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. Volatility Stop composes Phase-1 `ta.atr` at\n// sub-slot `${slotId}/atr` (mirrors Supertrend); the source is\n// hard-coded to `bar.close` (Pine `ta.vstop` convention; invinite's\n// `source` field is deliberately dropped). The recurrence runs\n// incrementally one bar at a time; tick-mode replays the recurrence\n// from a per-bar snapshot of the state at the start of the current\n// bar so a partial-bar tick doesn't pollute the next close's flip\n// detection.\n\nimport type { VolatilityStopOpts, VolatilityStopResult } 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 = 20;\nconst DEFAULT_MULTIPLIER = 2;\n\nconst TREND_UP = 1;\nconst TREND_DOWN = -1;\nconst TREND_UNKNOWN = 0;\n\ntype Trend = 1 | -1 | 0;\n\ntype VolatilityStopSlot = {\n    readonly outputs: VolatilityStopResult;\n    readonly valueBuffer: 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    warmBarCount: number;\n    direction: Trend;\n    prevStop: number;\n    prevSrc: number;\n    // Snapshot (start-of-current-bar).\n    prevClosedWarmBarCount: number;\n    prevClosedDirection: Trend;\n    prevClosedPrevStop: number;\n    prevClosedPrevSrc: number;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.volatilityStop called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(capacity: number, length: number, multiplier: number): VolatilityStopSlot {\n    const valueBuffer = new Float64RingBuffer(capacity);\n    const directionBuffer = new Float64RingBuffer(capacity);\n    return {\n        outputs: Object.freeze({\n            value: makeSeriesView<number>(valueBuffer),\n            direction: makeSeriesView<number>(directionBuffer),\n        }),\n        valueBuffer,\n        directionBuffer,\n        length,\n        multiplier,\n        warmBarCount: 0,\n        direction: TREND_UNKNOWN,\n        prevStop: Number.NaN,\n        prevSrc: Number.NaN,\n        prevClosedWarmBarCount: 0,\n        prevClosedDirection: TREND_UNKNOWN,\n        prevClosedPrevStop: Number.NaN,\n        prevClosedPrevSrc: Number.NaN,\n    };\n}\n\nfunction snapshot(slot: VolatilityStopSlot): void {\n    slot.prevClosedWarmBarCount = slot.warmBarCount;\n    slot.prevClosedDirection = slot.direction;\n    slot.prevClosedPrevStop = slot.prevStop;\n    slot.prevClosedPrevSrc = slot.prevSrc;\n}\n\n/**\n * One step of the Volatility Stop recurrence given the prior CLOSED-\n * bar snapshot. Returns the new `(value, direction)` for this bar.\n * Used by both close-side (which mutates the slot) and tick-side\n * (which reads the snapshot, does NOT mutate the slot).\n */\nfunction recurrenceStep(\n    src: number,\n    atrValue: number,\n    multiplier: number,\n    prevDirection: Trend,\n    prevStop: number,\n    prevSrc: number,\n): { value: number; direction: number; nextDirection: Trend; nextStop: number } {\n    if (prevDirection === TREND_UNKNOWN) {\n        // Second warm bar — decide initial direction from src[i] vs\n        // src[i-1]. Initial stop seeds from the deviation band.\n        const newDirection: Trend = src >= prevSrc ? TREND_UP : TREND_DOWN;\n        const stop =\n            newDirection === TREND_UP ? src - multiplier * atrValue : src + multiplier * atrValue;\n        return {\n            value: stop,\n            direction: newDirection,\n            nextDirection: newDirection,\n            nextStop: stop,\n        };\n    }\n    if (prevDirection === TREND_UP) {\n        let next = src - multiplier * atrValue;\n        if (next < prevStop) next = prevStop;\n        if (src < next) {\n            next = src + multiplier * atrValue;\n            return {\n                value: next,\n                direction: TREND_DOWN,\n                nextDirection: TREND_DOWN,\n                nextStop: next,\n            };\n        }\n        return { value: next, direction: TREND_UP, nextDirection: TREND_UP, nextStop: next };\n    }\n    // prevDirection === TREND_DOWN.\n    let next = src + multiplier * atrValue;\n    if (next > prevStop) next = prevStop;\n    if (src > next) {\n        next = src - multiplier * atrValue;\n        return {\n            value: next,\n            direction: TREND_UP,\n            nextDirection: TREND_UP,\n            nextStop: next,\n        };\n    }\n    return { value: next, direction: TREND_DOWN, nextDirection: TREND_DOWN, nextStop: next };\n}\n\nfunction closeStep(\n    slot: VolatilityStopSlot,\n    src: number,\n    atrValue: number,\n): { value: number; direction: number } {\n    // NaN suspends state: don't advance live fields. Snapshot stays\n    // pinned to the prior bar's state.\n    if (!Number.isFinite(src) || !Number.isFinite(atrValue)) {\n        return { value: Number.NaN, direction: Number.NaN };\n    }\n    snapshot(slot);\n    if (slot.warmBarCount === 0) {\n        // First warm bar — can't decide direction yet (need a prior\n        // src to compare). Seed `prevSrc` and emit NaN.\n        slot.warmBarCount = 1;\n        slot.prevSrc = src;\n        slot.direction = TREND_UNKNOWN;\n        slot.prevStop = Number.NaN;\n        return { value: Number.NaN, direction: Number.NaN };\n    }\n    const step = recurrenceStep(\n        src,\n        atrValue,\n        slot.multiplier,\n        slot.direction,\n        slot.prevStop,\n        slot.prevSrc,\n    );\n    slot.warmBarCount += 1;\n    slot.direction = step.nextDirection;\n    slot.prevStop = step.nextStop;\n    slot.prevSrc = src;\n    return { value: step.value, direction: step.direction };\n}\n\nfunction tickStep(\n    slot: VolatilityStopSlot,\n    src: number,\n    atrValue: number,\n): { value: number; direction: number } {\n    if (!Number.isFinite(src) || !Number.isFinite(atrValue)) {\n        return { value: Number.NaN, direction: Number.NaN };\n    }\n    if (slot.prevClosedWarmBarCount === 0) {\n        // The current bar is the first warm bar — its tick replay is\n        // the seed (NaN, NaN — direction undecided).\n        return { value: Number.NaN, direction: Number.NaN };\n    }\n    const step = recurrenceStep(\n        src,\n        atrValue,\n        slot.multiplier,\n        slot.prevClosedDirection,\n        slot.prevClosedPrevStop,\n        slot.prevClosedPrevSrc,\n    );\n    return { value: step.value, direction: step.direction };\n}\n\n/**\n * Volatility Stop — PSAR-like trend-following stop driven by ATR\n * instead of acceleration factors. Trend up: `stop[i] = max(prevStop,\n * src − multiplier · atr)`; flip to down when `src < stop[i]`, reset\n * to `src + multiplier · atr`. Trend down symmetric. Reads\n * `bar.close` as source (Pine `ta.vstop` convention — invinite's\n * `source` opt is omitted; a `source` opt could land in a follow-up).\n * Composes `ta.atr` at sub-slot `${slotId}/atr`. Returns a\n * cached `{ value, direction }` record (same identity every bar).\n *\n * `direction` is `+1` (uptrend → stop is BELOW price), `-1`\n * (downtrend → stop is ABOVE price), NaN during warmup or NaN-\n * suspension. Warmup is `length` (ATR's warmup) — the FIRST warm bar\n * emits NaN (need a prior close to decide direction); the SECOND\n * warm bar seeds direction from `src[i] vs src[i-1]`.\n *\n * NaN ATR or NaN src → NaN outputs; local state freezes so the next\n * finite bar resumes from the prior closed state. Tick-mode replays\n * the recurrence from the snapshot captured at the start of the\n * current bar (mirrors PSAR / Supertrend).\n *\n * @formula  up   : value = max(prevStop, src − multiplier · atr) ; flip to down on src < value ;\n *           down : value = min(prevStop, src + multiplier · atr) ; flip to up   on src > value\n * @warmup   length\n * @anchors  length, multiplier\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-core\";\n *     // const v = ta.volatilityStop({ length: 20, multiplier: 2 });\n *     // plot(v.value);\n */\nexport function volatilityStop(slotId: string, opts?: VolatilityStopOpts): VolatilityStopResult {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as VolatilityStopSlot | 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    const atrSeries = atr(`${slotId}/atr`, slot.length);\n    const src = ctx.stream.bar.close;\n    const atrValue = atrSeries.current;\n    if (ctx.isTick) {\n        const { value, direction } = tickStep(slot, src, atrValue);\n        slot.valueBuffer.replaceHead(value);\n        slot.directionBuffer.replaceHead(direction);\n    } else {\n        const { value, direction } = closeStep(slot, src, atrValue);\n        slot.valueBuffer.append(value);\n        slot.directionBuffer.append(direction);\n    }\n    return slot.outputs;\n}\n"]}

package/dist/ta/vortex.d.ts

@@ -17,7 +17,7 @@ import type { VortexOpts, VortexResult } from "@invinite-org/chartlang-core";
  * @since 0.2
  * @stable
  *
- * `opts.offset` shifts both series in lockstep (PLAN.md §9.1) —
+ * `opts.offset` shifts both series in lockstep —
  * `series.current` on each output returns the value `offset` bars ago.
  *
  * @example

package/dist/ta/vortex.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/vortex.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. Vortex reads `bar.high` / `bar.low` /
@@ -178,7 +178,7 @@ function tickStep(slot, high, low, close) {
  * @since 0.2
  * @stable
  *
- * `opts.offset` shifts both series in lockstep (PLAN.md §9.1) —
+ * `opts.offset` shifts both series in lockstep —
  * `series.current` on each output returns the value `offset` bars ago.
  *
  * @example