@invinite-org/chartlang-runtime 1.0.2

package/dist/request/security.js

@@ -0,0 +1,172 @@
+// Copyright (c) 2026 Invinite. Licensed under the MIT License.
+// See the LICENSE file in the repo root for full license text.
+import { getOrAlign } from "./alignHtfSeriesCache.js";
+import { pushOnce } from "./pushOnce.js";
+import { ascendingBarsFor } from "./streamBars.js";
+const NUMERIC_SOURCE_KEYS = Object.freeze([
+    "time",
+    "open",
+    "high",
+    "low",
+    "close",
+    "volume",
+    "hl2",
+    "hlc3",
+    "ohlc4",
+    "hlcc4",
+]);
+function makeSeries(current) {
+    return Object.freeze({ current, length: 0 });
+}
+/**
+ * Build the all-NaN `SecurityBar` fallback for unsupported MTF paths.
+ *
+ * @since 0.4
+ * @stable
+ * @example
+ *     const bar = makeNanSecurityBar();
+ *     const close = bar.close.current;
+ *     void close;
+ */
+export function makeNanSecurityBar() {
+    const nanNumberSeries = makeSeries(Number.NaN);
+    const nanStringSeries = makeSeries("");
+    return Object.freeze({
+        time: nanNumberSeries,
+        open: nanNumberSeries,
+        high: nanNumberSeries,
+        low: nanNumberSeries,
+        close: nanNumberSeries,
+        volume: nanNumberSeries,
+        hl2: nanNumberSeries,
+        hlc3: nanNumberSeries,
+        ohlc4: nanNumberSeries,
+        hlcc4: nanNumberSeries,
+        symbol: nanStringSeries,
+        interval: nanStringSeries,
+    });
+}
+function seriesAscending(stream, sourceKey) {
+    const values = [];
+    const source = stream.ohlcv[sourceKey];
+    for (let age = source.length - 1; age >= 0; age -= 1) {
+        values.push(source.at(age));
+    }
+    return values;
+}
+function alignmentKey(slotId, interval, sourceKey) {
+    return `${slotId}|${interval}|${sourceKey}`;
+}
+function alignedSeries(ctx, slotId, interval, sourceKey, secondary) {
+    const key = alignmentKey(slotId, interval, sourceKey);
+    const existing = ctx.requestSecurityAlignments.get(key);
+    if (existing !== undefined)
+        return existing;
+    const htfBars = ascendingBarsFor(ctx, secondary);
+    const ltfBars = ascendingBarsFor(ctx, ctx.stream);
+    const aligned = getOrAlign(htfBars, seriesAscending(secondary, sourceKey), ltfBars);
+    ctx.requestSecurityAlignments.set(key, aligned);
+    return aligned;
+}
+function makeAlignedNumberSeries(ctx, slotId, interval, sourceKey, secondary) {
+    const target = {
+        get current() {
+            const aligned = alignedSeries(ctx, slotId, interval, sourceKey, secondary);
+            const value = aligned[aligned.length - 1];
+            return value === undefined ? Number.NaN : value;
+        },
+        get length() {
+            return ctx.stream.ohlcv.close.length;
+        },
+    };
+    return new Proxy(Object.freeze(target), {
+        get(obj, prop, receiver) {
+            if (typeof prop === "string") {
+                const n = Number(prop);
+                if (Number.isInteger(n) && n >= 0) {
+                    const aligned = alignedSeries(ctx, slotId, interval, sourceKey, secondary);
+                    const value = aligned[aligned.length - 1 - n];
+                    return value === undefined ? Number.NaN : value;
+                }
+            }
+            return Reflect.get(obj, prop, receiver);
+        },
+    });
+}
+function makeConstantStringSeries(value) {
+    const target = {
+        get current() {
+            return value;
+        },
+        get length() {
+            return 0;
+        },
+    };
+    return new Proxy(Object.freeze(target), {
+        get(obj, prop, receiver) {
+            if (typeof prop === "string") {
+                const n = Number(prop);
+                if (Number.isInteger(n) && n >= 0)
+                    return value;
+            }
+            return Reflect.get(obj, prop, receiver);
+        },
+    });
+}
+function makeLiveSecurityBar(ctx, slotId, interval, secondary) {
+    const numeric = new Map();
+    for (const key of NUMERIC_SOURCE_KEYS) {
+        numeric.set(key, makeAlignedNumberSeries(ctx, slotId, interval, key, secondary));
+    }
+    return Object.freeze({
+        time: numeric.get("time") ?? makeSeries(Number.NaN),
+        open: numeric.get("open") ?? makeSeries(Number.NaN),
+        high: numeric.get("high") ?? makeSeries(Number.NaN),
+        low: numeric.get("low") ?? makeSeries(Number.NaN),
+        close: numeric.get("close") ?? makeSeries(Number.NaN),
+        volume: numeric.get("volume") ?? makeSeries(Number.NaN),
+        hl2: numeric.get("hl2") ?? makeSeries(Number.NaN),
+        hlc3: numeric.get("hlc3") ?? makeSeries(Number.NaN),
+        ohlc4: numeric.get("ohlc4") ?? makeSeries(Number.NaN),
+        hlcc4: numeric.get("hlcc4") ?? makeSeries(Number.NaN),
+        symbol: makeConstantStringSeries(secondary.bar.symbol),
+        interval: makeConstantStringSeries(interval),
+    });
+}
+function fallbackNaN(ctx, cacheKey, slotId, interval, code, message) {
+    pushOnce(ctx, code, slotId, interval, "security", message);
+    const bar = makeNanSecurityBar();
+    ctx.requestSecurityBars.set(cacheKey, bar);
+    return bar;
+}
+/**
+ * Return the runtime `request.security` bar for a callsite and interval.
+ *
+ * @since 0.5
+ * @stable
+ * @example
+ *     // const bar = makeSecurityBar(ctx, "slot#0", "1D");
+ *     const requested = "1D";
+ *     void requested;
+ */
+export function makeSecurityBar(ctx, slotId, interval) {
+    const cacheKey = `${slotId}|${interval}`;
+    const existing = ctx.requestSecurityBars.get(cacheKey);
+    if (existing !== undefined)
+        return existing;
+    if (!ctx.capabilities.multiTimeframe) {
+        return fallbackNaN(ctx, cacheKey, slotId, interval, "multi-timeframe-not-supported", "Adapter declares multiTimeframe: false; request.security returns NaN");
+    }
+    const known = ctx.capabilities.intervals.some((descriptor) => descriptor.value === interval);
+    if (!known) {
+        return fallbackNaN(ctx, cacheKey, slotId, interval, "unsupported-interval", `Requested interval "${interval}" is not in Capabilities.intervals`);
+    }
+    const secondary = ctx.secondaryStreams.get(interval);
+    if (secondary === undefined) {
+        return fallbackNaN(ctx, cacheKey, slotId, interval, "unknown-secondary-stream", `Requested interval "${interval}" has no registered secondary stream`);
+    }
+    const bar = makeLiveSecurityBar(ctx, slotId, interval, secondary);
+    ctx.requestSecurityBars.set(cacheKey, bar);
+    return bar;
+}
+//# sourceMappingURL=security.js.map

package/dist/request/security.js.map

@@ -0,0 +1 @@
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package/dist/request/streamBars.d.ts

@@ -0,0 +1,27 @@
+import type { Bar } from "@invinite-org/chartlang-core";
+import type { RuntimeContext } from "../runtimeContext.js";
+import type { StreamState } from "../streamState.js";
+/**
+ * Materialise the bar at ring-buffer `age` from a stream state.
+ *
+ * @since 0.6
+ * @stable
+ * @example
+ *     // const bar = barFromStream(stream, 0);
+ *     const age = 0;
+ *     void age;
+ */
+export declare function barFromStream(stream: StreamState, age: number): Bar;
+/**
+ * Return a stream's bars in ascending time order, memoised per step on
+ * `ctx.requestSecurityAscendingBars` (cleared each bar close).
+ *
+ * @since 0.6
+ * @stable
+ * @example
+ *     // const bars = ascendingBarsFor(ctx, ctx.stream);
+ *     const memo = "requestSecurityAscendingBars";
+ *     void memo;
+ */
+export declare function ascendingBarsFor(ctx: RuntimeContext, stream: StreamState): ReadonlyArray<Bar>;
+//# sourceMappingURL=streamBars.d.ts.map

package/dist/request/streamBars.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"streamBars.d.ts","sourceRoot":"","sources":["../../src/request/streamBars.ts"],"names":[],"mappings":"AAGA,OAAO,KAAK,EAAE,GAAG,EAAE,MAAM,8BAA8B,CAAC;AAExD,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,sBAAsB,CAAC;AAC3D,OAAO,KAAK,EAAE,WAAW,EAAE,MAAM,mBAAmB,CAAC;AAErD;;;;;;;;;GASG;AACH,wBAAgB,aAAa,CAAC,MAAM,EAAE,WAAW,EAAE,GAAG,EAAE,MAAM,GAAG,GAAG,CAmBnE;AAED;;;;;;;;;;GAUG;AACH,wBAAgB,gBAAgB,CAAC,GAAG,EAAE,cAAc,EAAE,MAAM,EAAE,WAAW,GAAG,aAAa,CAAC,GAAG,CAAC,CAS7F"}

package/dist/request/streamBars.js

@@ -0,0 +1,55 @@
+// Copyright (c) 2026 Invinite. Licensed under the MIT License.
+// See the LICENSE file in the repo root for full license text.
+/**
+ * Materialise the bar at ring-buffer `age` from a stream state.
+ *
+ * @since 0.6
+ * @stable
+ * @example
+ *     // const bar = barFromStream(stream, 0);
+ *     const age = 0;
+ *     void age;
+ */
+export function barFromStream(stream, age) {
+    const open = stream.ohlcv.open.at(age);
+    const high = stream.ohlcv.high.at(age);
+    const low = stream.ohlcv.low.at(age);
+    const close = stream.ohlcv.close.at(age);
+    return {
+        time: stream.ohlcv.time.at(age),
+        open,
+        high,
+        low,
+        close,
+        volume: stream.ohlcv.volume.at(age),
+        symbol: stream.bar.symbol,
+        interval: stream.bar.interval,
+        hl2: (high + low) / 2,
+        hlc3: (high + low + close) / 3,
+        ohlc4: (open + high + low + close) / 4,
+        hlcc4: (high + low + close + close) / 4,
+    };
+}
+/**
+ * Return a stream's bars in ascending time order, memoised per step on
+ * `ctx.requestSecurityAscendingBars` (cleared each bar close).
+ *
+ * @since 0.6
+ * @stable
+ * @example
+ *     // const bars = ascendingBarsFor(ctx, ctx.stream);
+ *     const memo = "requestSecurityAscendingBars";
+ *     void memo;
+ */
+export function ascendingBarsFor(ctx, stream) {
+    const cached = ctx.requestSecurityAscendingBars.get(stream);
+    if (cached !== undefined)
+        return cached;
+    const bars = [];
+    for (let age = stream.ohlcv.close.length - 1; age >= 0; age -= 1) {
+        bars.push(barFromStream(stream, age));
+    }
+    ctx.requestSecurityAscendingBars.set(stream, bars);
+    return bars;
+}
+//# sourceMappingURL=streamBars.js.map

package/dist/request/streamBars.js.map

@@ -0,0 +1 @@
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package/dist/ringBuffer.d.ts

@@ -0,0 +1,95 @@
+/**
+ * Shared contract for the two ring-buffer flavours the runtime ships
+ * (`RingBuffer<T>` for object payloads, `Float64RingBuffer` for numeric
+ * payloads). Mirrors PLAN.md §6.6 — `at(n)` returns `undefined` on
+ * out-of-range reads in the generic shape; `Float64RingBuffer` narrows
+ * the return to `number` with `NaN` as the OOR sentinel.
+ *
+ * @since 0.1
+ * @example
+ *     const buf: RingBufferLike<number> = new Float64RingBuffer(8);
+ *     buf.append(42);
+ *     buf.at(0); // 42
+ */
+export interface RingBufferLike<T> {
+    readonly capacity: number;
+    readonly length: number;
+    append(v: T): void;
+    replaceHead(v: T): void;
+    at(n: number): T | undefined;
+    reset(): void;
+}
+/**
+ * Generic ring buffer over an `Array<T>`. Backs object-valued
+ * `Series<T>` (e.g. Phase-3 drawing handles). For numeric series use
+ * `Float64RingBuffer` — it avoids the array-pointer indirection on
+ * every read.
+ *
+ * Out-of-range `at(n)` returns `undefined`. `replaceHead` on an empty
+ * buffer behaves like `append` so the first call after construction
+ * does not need a special-case branch in callers.
+ *
+ * @since 0.1
+ * @example
+ *     const buf = new RingBuffer<string>(3);
+ *     buf.append("a");
+ *     buf.append("b");
+ *     buf.append("c");
+ *     buf.append("d"); // overwrites "a"
+ *     buf.at(0); // "d"
+ *     buf.at(2); // "b"
+ */
+export declare class RingBuffer<T> implements RingBufferLike<T> {
+    readonly capacity: number;
+    private buf;
+    private head;
+    private filled;
+    constructor(capacity: number);
+    append(v: T): void;
+    replaceHead(v: T): void;
+    at(n: number): T | undefined;
+    get length(): number;
+    reset(): void;
+}
+/**
+ * Numeric ring buffer backed by a `Float64Array`. Reads are direct
+ * memory hits — no boxing, no map lookup. Out-of-range reads return
+ * `NaN` (the language-wide warmup sentinel per PLAN.md §6.3), which
+ * is the correct value for unwarmed indicator slots.
+ *
+ * `at(n)` narrows the shared `RingBufferLike<T>`'s `T | undefined`
+ * return to plain `number` in a covariant return position; callers
+ * that hold this concrete class see `number`, callers that hold
+ * the wider interface see `number | undefined`.
+ *
+ * @since 0.1
+ * @example
+ *     const buf = new Float64RingBuffer(4);
+ *     buf.append(1.0);
+ *     buf.append(2.0);
+ *     buf.at(0); // 2
+ *     buf.at(5); // NaN
+ */
+export declare class Float64RingBuffer implements RingBufferLike<number> {
+    readonly capacity: number;
+    private buf;
+    private head;
+    private filled;
+    constructor(capacity: number);
+    append(v: number): void;
+    replaceHead(v: number): void;
+    at(n: number): number;
+    get length(): number;
+    serialiseSnapshotBuffer(): Readonly<{
+        headIndex: number;
+        filled: number;
+        values: ReadonlyArray<number | null>;
+    }>;
+    restoreFromSnapshotBuffer(args: Readonly<{
+        headIndex: number;
+        filled: number;
+        values: ReadonlyArray<number | null>;
+    }>): void;
+    reset(): void;
+}
+//# sourceMappingURL=ringBuffer.d.ts.map

package/dist/ringBuffer.d.ts.map

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package/dist/ringBuffer.js

@@ -0,0 +1,146 @@
+// Copyright (c) 2026 Invinite. Licensed under the MIT License.
+// See the LICENSE file in the repo root for full license text.
+/**
+ * Generic ring buffer over an `Array<T>`. Backs object-valued
+ * `Series<T>` (e.g. Phase-3 drawing handles). For numeric series use
+ * `Float64RingBuffer` — it avoids the array-pointer indirection on
+ * every read.
+ *
+ * Out-of-range `at(n)` returns `undefined`. `replaceHead` on an empty
+ * buffer behaves like `append` so the first call after construction
+ * does not need a special-case branch in callers.
+ *
+ * @since 0.1
+ * @example
+ *     const buf = new RingBuffer<string>(3);
+ *     buf.append("a");
+ *     buf.append("b");
+ *     buf.append("c");
+ *     buf.append("d"); // overwrites "a"
+ *     buf.at(0); // "d"
+ *     buf.at(2); // "b"
+ */
+export class RingBuffer {
+    capacity;
+    buf;
+    head = -1;
+    filled = 0;
+    constructor(capacity) {
+        this.capacity = capacity;
+        this.buf = new Array(capacity);
+    }
+    append(v) {
+        this.head = (this.head + 1) % this.capacity;
+        this.buf[this.head] = v;
+        if (this.filled < this.capacity)
+            this.filled += 1;
+    }
+    replaceHead(v) {
+        if (this.head === -1) {
+            this.append(v);
+            return;
+        }
+        this.buf[this.head] = v;
+    }
+    at(n) {
+        if (n < 0 || n >= this.filled)
+            return undefined;
+        return this.buf[(this.head - n + this.capacity) % this.capacity];
+    }
+    get length() {
+        return this.filled;
+    }
+    reset() {
+        this.buf = new Array(this.capacity);
+        this.head = -1;
+        this.filled = 0;
+    }
+}
+/**
+ * Numeric ring buffer backed by a `Float64Array`. Reads are direct
+ * memory hits — no boxing, no map lookup. Out-of-range reads return
+ * `NaN` (the language-wide warmup sentinel per PLAN.md §6.3), which
+ * is the correct value for unwarmed indicator slots.
+ *
+ * `at(n)` narrows the shared `RingBufferLike<T>`'s `T | undefined`
+ * return to plain `number` in a covariant return position; callers
+ * that hold this concrete class see `number`, callers that hold
+ * the wider interface see `number | undefined`.
+ *
+ * @since 0.1
+ * @example
+ *     const buf = new Float64RingBuffer(4);
+ *     buf.append(1.0);
+ *     buf.append(2.0);
+ *     buf.at(0); // 2
+ *     buf.at(5); // NaN
+ */
+export class Float64RingBuffer {
+    capacity;
+    buf;
+    head = -1;
+    filled = 0;
+    constructor(capacity) {
+        this.capacity = capacity;
+        this.buf = new Float64Array(capacity);
+    }
+    append(v) {
+        this.head = (this.head + 1) % this.capacity;
+        this.buf[this.head] = v;
+        if (this.filled < this.capacity)
+            this.filled += 1;
+    }
+    replaceHead(v) {
+        if (this.head === -1) {
+            this.append(v);
+            return;
+        }
+        this.buf[this.head] = v;
+    }
+    at(n) {
+        if (n < 0 || n >= this.filled)
+            return Number.NaN;
+        return this.buf[(this.head - n + this.capacity) % this.capacity];
+    }
+    get length() {
+        return this.filled;
+    }
+    serialiseSnapshotBuffer() {
+        const values = [];
+        for (const value of this.buf) {
+            values.push(Number.isNaN(value) ? null : value);
+        }
+        return Object.freeze({
+            headIndex: this.head,
+            filled: this.filled,
+            values: Object.freeze(values),
+        });
+    }
+    restoreFromSnapshotBuffer(args) {
+        if (args.values.length !== this.capacity ||
+            !Number.isInteger(args.headIndex) ||
+            args.headIndex < -1 ||
+            args.headIndex >= this.capacity ||
+            !Number.isInteger(args.filled) ||
+            args.filled < 0 ||
+            args.filled > this.capacity ||
+            (args.filled === 0 && args.headIndex !== -1) ||
+            (args.filled > 0 && args.headIndex < 0)) {
+            throw new Error("invalid ring buffer snapshot");
+        }
+        const next = new Float64Array(this.capacity);
+        for (let i = 0; i < args.values.length; i += 1) {
+            const value = args.values[i];
+            next[i] = value === null ? Number.NaN : value;
+        }
+        this.buf = next;
+        this.head = args.headIndex;
+        this.filled = args.filled;
+    }
+    reset() {
+        this.buf = new Float64Array(this.capacity);
+        this.head = -1;
+        this.filled = 0;
+    }
+}
+//# sourceMappingURL=ringBuffer.js.map

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