@invinite-org/chartlang-runtime 1.0.2

package/dist/ta/adx.d.ts

@@ -0,0 +1,31 @@
+import type { AdxOpts, Series } from "@invinite-org/chartlang-core";
+/**
+ * Wilder's Average Directional Index — single-line trend-strength
+ * oscillator bounded in `[0, 100]`. Reads `bar.high` / `bar.low` /
+ * `bar.close` directly (mirrors Pine's `ta.adx(length)` — no source
+ * param). Composes onto the same Wilder directional-movement
+ * recurrence `ta.dmi` runs (`+DI` / `−DI` from Wilder-smoothed `+DM`
+ * / `−DM` / TR), then folds DX = `100 · |+DI − −DI| / (+DI + −DI)`
+ * into a second Wilder-smoothing window of length
+ * `opts.smoothing` (default `14`).
+ *
+ * @formula  +DI, −DI per `ta.dmi(length)` ;
+ *           DX[t]  = (+DI + −DI) === 0 ? 0 : 100 · |+DI − −DI| / (+DI + −DI) ;
+ *           seed at first defined ADX bar = mean(DX over `smoothing` samples) ;
+ *           ADX[t] = wilderStep(ADX[t−1], DX[t], smoothing)
+ * @warmup   length + smoothing − 1
+ * @anchors  length, smoothing
+ * @since 0.2
+ * @stable
+ *
+ * `opts.offset` shifts the returned series (PLAN.md §9.1) —
+ * `series.current` returns the value `offset` bars ago.
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-runtime";
+ *     // const a = ta.adx("slot", 14);
+ *     // plot(a);
+ *     // const lagged = ta.adx("slot2", 14, { offset: 5 });
+ */
+export declare function adx(slotId: string, length: number, opts?: AdxOpts): Series<number>;
+//# sourceMappingURL=adx.d.ts.map

package/dist/ta/adx.d.ts.map

@@ -0,0 +1 @@
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package/dist/ta/adx.js

@@ -0,0 +1,167 @@
+// Copyright (c) 2026 Invinite. Licensed under the MIT License.
+// See the LICENSE file in the repo root for full license text.
+//
+// Ported from invinite/src/components/trading-chart/indicators/adx.ts
+//   plus lib/wilder-directional.ts + lib/adx-from-di.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.
+// Structural choices (callsite-id slot, Series<T> proxy, replaceHead
+// mode) follow chartlang's primitive shape — NOT invinite's
+// IndicatorPlugin shape. ADX reads `bar.high` / `bar.low` /
+// `bar.close` directly (mirrors Pine's `ta.adx(length)` — no source
+// param) and runs the Wilder DI smoothing AND the DX → Wilder-
+// smoothed ADX recurrence incrementally via `wilderStep` (the same
+// per-step recurrence the reference helpers
+// `lib/wilderDirectional.ts` + `lib/adxFromDi.ts` use internally).
+import { advanceDirectionalClose, initDirectionalState, tickDirectional, } from "./lib/directionalState.js";
+import { Float64RingBuffer } from "../ringBuffer.js";
+import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
+import { makeSeriesView, makeShiftedSeriesView } from "../seriesView.js";
+import { wilderStep } from "./lib/wilderSmoothing.js";
+const DEFAULT_SMOOTHING = 14;
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.adx called outside an active script step");
+    }
+    return ctx;
+}
+function initSlot(length, smoothingLength, capacity) {
+    const outBuffer = new Float64RingBuffer(capacity);
+    return {
+        outBuffer,
+        series: makeSeriesView(outBuffer),
+        smoothingLength,
+        dirState: initDirectionalState(length),
+        dxSeed: 0,
+        dxSeedCount: 0,
+        adx: Number.NaN,
+        prevClosedAdx: Number.NaN,
+        prevClosedDxSeed: 0,
+        prevClosedDxSeedCount: 0,
+        shiftedViews: new Map(),
+    };
+}
+function viewForOffset(slot, offset) {
+    if (offset === 0)
+        return slot.series;
+    let view = slot.shiftedViews.get(offset);
+    if (view === undefined) {
+        view = makeShiftedSeriesView(slot.outBuffer, offset);
+        slot.shiftedViews.set(offset, view);
+    }
+    return view;
+}
+function dxFromDi(plusDi, minusDi) {
+    const sum = plusDi + minusDi;
+    if (sum === 0)
+        return 0;
+    return (100 * Math.abs(plusDi - minusDi)) / sum;
+}
+function closeValue(slot, high, low, close) {
+    if (!Number.isFinite(high) || !Number.isFinite(low) || !Number.isFinite(close)) {
+        // NaN inputs: do not advance the DI / DX recurrence. Hold the
+        // prior ADX forward (matches `atr.ts` / `rsi.ts` NaN-input
+        // semantics). The DI helper's own NaN handling already returns
+        // the held-forward DI, but folding the held-DI into a fresh DX
+        // would falsely advance the ADX recurrence.
+        return Number.isFinite(slot.adx) ? slot.adx : Number.NaN;
+    }
+    const { plusDi, minusDi } = advanceDirectionalClose(slot.dirState, high, low, close);
+    if (!Number.isFinite(plusDi) || !Number.isFinite(minusDi)) {
+        // DI still in warmup — capture prior state for tick replay.
+        slot.prevClosedAdx = slot.adx;
+        slot.prevClosedDxSeed = slot.dxSeed;
+        slot.prevClosedDxSeedCount = slot.dxSeedCount;
+        return Number.NaN;
+    }
+    const dx = dxFromDi(plusDi, minusDi);
+    // Capture prior state BEFORE folding this close into the DX seed.
+    slot.prevClosedAdx = slot.adx;
+    slot.prevClosedDxSeed = slot.dxSeed;
+    slot.prevClosedDxSeedCount = slot.dxSeedCount;
+    if (slot.dxSeedCount < slot.smoothingLength) {
+        slot.dxSeed += dx;
+        slot.dxSeedCount += 1;
+        if (slot.dxSeedCount === slot.smoothingLength) {
+            slot.adx = slot.dxSeed / slot.smoothingLength;
+            return slot.adx;
+        }
+        return Number.NaN;
+    }
+    slot.adx = wilderStep(slot.adx, dx, slot.smoothingLength);
+    return slot.adx;
+}
+function tickValue(slot, high, low, close) {
+    const { plusDi, minusDi } = tickDirectional(slot.dirState, high, low, close);
+    if (!Number.isFinite(plusDi) || !Number.isFinite(minusDi)) {
+        // Defensive: `tickDirectional` returns NaN only when the
+        // directional-state warmup has not completed (barCount <
+        // length + 1) — and at that point `slot.adx` is still NaN
+        // (adx warms strictly later than DI). So `Number.isFinite(slot.adx)`
+        // is always false on this branch; kept for safety.
+        return /* c8 ignore next */ Number.isFinite(slot.adx) ? slot.adx : Number.NaN;
+    }
+    const dx = dxFromDi(plusDi, minusDi);
+    // Defensive: the close-side advance runs first on every bar and
+    // raises `prevClosedDxSeedCount` to `smoothingLength` once the
+    // seed window completes. The tick-side never observes a partial
+    // DX-seed window because the bar that completes it has already
+    // committed its close-side increment by the time `tickValue` runs.
+    /* c8 ignore start */
+    if (slot.prevClosedDxSeedCount < slot.smoothingLength) {
+        const provisionalCount = slot.prevClosedDxSeedCount + 1;
+        if (provisionalCount < slot.smoothingLength)
+            return Number.NaN;
+        return (slot.prevClosedDxSeed + dx) / slot.smoothingLength;
+    }
+    /* c8 ignore stop */
+    return wilderStep(slot.prevClosedAdx, dx, slot.smoothingLength);
+}
+/**
+ * Wilder's Average Directional Index — single-line trend-strength
+ * oscillator bounded in `[0, 100]`. Reads `bar.high` / `bar.low` /
+ * `bar.close` directly (mirrors Pine's `ta.adx(length)` — no source
+ * param). Composes onto the same Wilder directional-movement
+ * recurrence `ta.dmi` runs (`+DI` / `−DI` from Wilder-smoothed `+DM`
+ * / `−DM` / TR), then folds DX = `100 · |+DI − −DI| / (+DI + −DI)`
+ * into a second Wilder-smoothing window of length
+ * `opts.smoothing` (default `14`).
+ *
+ * @formula  +DI, −DI per `ta.dmi(length)` ;
+ *           DX[t]  = (+DI + −DI) === 0 ? 0 : 100 · |+DI − −DI| / (+DI + −DI) ;
+ *           seed at first defined ADX bar = mean(DX over `smoothing` samples) ;
+ *           ADX[t] = wilderStep(ADX[t−1], DX[t], smoothing)
+ * @warmup   length + smoothing − 1
+ * @anchors  length, smoothing
+ * @since 0.2
+ * @stable
+ *
+ * `opts.offset` shifts the returned series (PLAN.md §9.1) —
+ * `series.current` returns the value `offset` bars ago.
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-runtime";
+ *     // const a = ta.adx("slot", 14);
+ *     // plot(a);
+ *     // const lagged = ta.adx("slot2", 14, { offset: 5 });
+ */
+export function adx(slotId, length, opts) {
+    const ctx = getCtx();
+    const smoothingLength = opts?.smoothing ?? DEFAULT_SMOOTHING;
+    let slot = ctx.stream.taSlots.get(slotId);
+    if (slot === undefined) {
+        slot = initSlot(length, smoothingLength, ctx.stream.ohlcv.close.capacity);
+        ctx.stream.taSlots.set(slotId, slot);
+    }
+    const bar = ctx.stream.bar;
+    if (ctx.isTick) {
+        slot.outBuffer.replaceHead(tickValue(slot, bar.high, bar.low, bar.close));
+    }
+    else {
+        slot.outBuffer.append(closeValue(slot, bar.high, bar.low, bar.close));
+    }
+    return viewForOffset(slot, opts?.offset ?? 0);
+}
+//# sourceMappingURL=adx.js.map

package/dist/ta/adx.js.map

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

@@ -0,0 +1,35 @@
+import type { AlmaOpts, Series } from "@invinite-org/chartlang-core";
+import { type ScalarOrSeries } from "./lib/sourceValue.js";
+/**
+ * Arnaud Legoux Moving Average — a Gaussian-weighted MA. Weights peak
+ * at `offset · (length − 1)` (default `0.85 · (length − 1)`, near the
+ * recent end of the window) and decay with standard deviation
+ * `length / sigma` (default `length / 6`). Weights are pre-computed
+ * once at slot init from `opts.offset` + `opts.sigma`; per-bar cost is
+ * an O(length) window walk. A NaN anywhere in the window
+ * short-circuits the output to NaN (matches the WMA full-recompute
+ * weighted-window convention).
+ *
+ * **`opts.offset` is the Gaussian-centre position in `[0, 1]`**, NOT
+ * the universal bar-shift. The universal shift on ALMA uses the
+ * distinct `opts.barShift` field — accepted on the surface (Task 29
+ * wires the runtime side along with every other Phase-2 primitive's
+ * `offset`).
+ *
+ * @formula  m = offset · (length − 1) ;
+ *           s = length / sigma ;
+ *           w[j] = exp(−((j − m)² / (2 · s²)))  for j = 0..length − 1 ;
+ *           norm = Σ w[j] ;
+ *           out[t] = (Σ_{j=0..length-1} w[j] · src[t − length + 1 + j]) / norm
+ * @warmup   length − 1
+ * @anchors  offset, sigma
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const a = ta.alma(bar.close, 9, { offset: 0.85, sigma: 6 });
+ *     // plot(a);
+ */
+export declare function alma(slotId: string, source: ScalarOrSeries, length: number, opts?: AlmaOpts): Series<number>;
+//# sourceMappingURL=alma.d.ts.map

package/dist/ta/alma.d.ts.map

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package/dist/ta/alma.js

@@ -0,0 +1,121 @@
+// Copyright (c) 2026 Invinite. Licensed under the MIT License.
+// See the LICENSE file in the repo root for full license text.
+//
+// Ported from invinite/src/components/trading-chart/indicators/alma.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.
+// Structural choices (callsite-id slot, Series<T> proxy, replaceHead
+// mode) follow chartlang's primitive shape — NOT invinite's
+// IndicatorPlugin shape. The ALMA `offset` opt is the Gaussian centre
+// in `[0, 1]` (default 0.85), distinct from the universal bar-shift
+// which lives on `opts.barShift`.
+import { Float64RingBuffer } from "../ringBuffer.js";
+import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
+import { makeSeriesView } from "../seriesView.js";
+import { readSourceValue } from "./lib/sourceValue.js";
+const DEFAULT_OFFSET = 0.85;
+const DEFAULT_SIGMA = 6;
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.alma called outside an active script step");
+    }
+    return ctx;
+}
+function initSlot(length, offsetCentre, sigma, capacity) {
+    const outBuffer = new Float64RingBuffer(capacity);
+    const m = offsetCentre * (length - 1);
+    const s = length / sigma;
+    const weights = new Float64Array(length);
+    let normaliser = 0;
+    for (let j = 0; j < length; j += 1) {
+        const d = j - m;
+        const w = Math.exp(-(d * d) / (2 * s * s));
+        weights[j] = w;
+        normaliser += w;
+    }
+    return {
+        outBuffer,
+        series: makeSeriesView(outBuffer),
+        length,
+        sourceWindow: new Float64RingBuffer(length),
+        weights,
+        normaliser,
+    };
+}
+function weightedFromWindow(slot, headOverride) {
+    let sum = 0;
+    for (let j = 0; j < slot.length; j += 1) {
+        // j = 0 → oldest (window.at(length - 1)); j = length - 1 → head.
+        const ageFromHead = slot.length - 1 - j;
+        const v = ageFromHead === 0 && headOverride !== undefined
+            ? headOverride
+            : slot.sourceWindow.at(ageFromHead);
+        if (!Number.isFinite(v))
+            return Number.NaN;
+        sum += v * slot.weights[j];
+    }
+    return sum / slot.normaliser;
+}
+function closeValue(slot, src) {
+    slot.sourceWindow.append(src);
+    if (slot.sourceWindow.length < slot.length)
+        return Number.NaN;
+    return weightedFromWindow(slot);
+}
+function tickValue(slot, src) {
+    if (slot.sourceWindow.length < slot.length)
+        return Number.NaN;
+    if (!Number.isFinite(src))
+        return Number.NaN;
+    return weightedFromWindow(slot, src);
+}
+/**
+ * Arnaud Legoux Moving Average — a Gaussian-weighted MA. Weights peak
+ * at `offset · (length − 1)` (default `0.85 · (length − 1)`, near the
+ * recent end of the window) and decay with standard deviation
+ * `length / sigma` (default `length / 6`). Weights are pre-computed
+ * once at slot init from `opts.offset` + `opts.sigma`; per-bar cost is
+ * an O(length) window walk. A NaN anywhere in the window
+ * short-circuits the output to NaN (matches the WMA full-recompute
+ * weighted-window convention).
+ *
+ * **`opts.offset` is the Gaussian-centre position in `[0, 1]`**, NOT
+ * the universal bar-shift. The universal shift on ALMA uses the
+ * distinct `opts.barShift` field — accepted on the surface (Task 29
+ * wires the runtime side along with every other Phase-2 primitive's
+ * `offset`).
+ *
+ * @formula  m = offset · (length − 1) ;
+ *           s = length / sigma ;
+ *           w[j] = exp(−((j − m)² / (2 · s²)))  for j = 0..length − 1 ;
+ *           norm = Σ w[j] ;
+ *           out[t] = (Σ_{j=0..length-1} w[j] · src[t − length + 1 + j]) / norm
+ * @warmup   length − 1
+ * @anchors  offset, sigma
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const a = ta.alma(bar.close, 9, { offset: 0.85, sigma: 6 });
+ *     // plot(a);
+ */
+export function alma(slotId, source, length, opts) {
+    const ctx = getCtx();
+    let slot = ctx.stream.taSlots.get(slotId);
+    if (slot === undefined) {
+        slot = initSlot(length, opts?.offset ?? DEFAULT_OFFSET, opts?.sigma ?? DEFAULT_SIGMA, ctx.stream.ohlcv.close.capacity);
+        ctx.stream.taSlots.set(slotId, slot);
+    }
+    const src = readSourceValue(source);
+    if (ctx.isTick) {
+        slot.outBuffer.replaceHead(tickValue(slot, src));
+    }
+    else {
+        slot.outBuffer.append(closeValue(slot, src));
+    }
+    return slot.series;
+}
+//# sourceMappingURL=alma.js.map

package/dist/ta/alma.js.map

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

@@ -0,0 +1,22 @@
+import type { AnchoredVolumeProfileOpts, AnchoredVolumeProfileResult } from "@invinite-org/chartlang-core";
+/**
+ * Anchored Volume Profile — reads a user-picked time anchor and
+ * bucketizes volume from that anchor forward.
+ *
+ * @formula  Port of invinite anchored-volume-profile: find the first
+ *           candle with `time >= anchor`, bucket anchor→right-edge
+ *           volume by price, then derive POC / value-area high /
+ *           value-area low through the shared volume-profile pipeline.
+ * @anchors  `opts.anchor: Time` — supplied by `input.time(..., { pickFromChart: true })`.
+ * @warmup   NaN through the bar at `anchor`; first bar after `anchor`
+ *           can emit once the anchor→current window has positive volume.
+ * @since 0.5
+ * @stable
+ * @example
+ *     // import { input, plot, ta } from "@invinite-org/chartlang-core";
+ *     // const anchor = input.time(0, { pickFromChart: true });
+ *     // const vp = ta.anchoredVolumeProfile({ anchor: anchor.value, rowSize: 24 });
+ *     // plot(vp.poc, { style: { kind: "horizontal-histogram", buckets: vp.buckets } });
+ */
+export declare function anchoredVolumeProfile(slotId: string, opts: AnchoredVolumeProfileOpts): AnchoredVolumeProfileResult;
+//# sourceMappingURL=anchoredVolumeProfile.d.ts.map

package/dist/ta/anchoredVolumeProfile.d.ts.map

@@ -0,0 +1 @@
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package/dist/ta/anchoredVolumeProfile.js

@@ -0,0 +1,104 @@
+// Copyright (c) 2026 Invinite. Licensed under the MIT License.
+// Ported from ../invinite/src/components/trading-chart/indicators/anchored-volume-profile.ts
+//   @ 3234c8c0c3f9880d9d1e3a3ee63ebd55ddd535f4.
+// Translated, not transcribed — Series<T> shape, input.time anchor, opts.offset, JSDoc.
+// See packages/runtime/src/ta/CLAUDE.md for the port convention.
+import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
+import { makeSeriesView, makeShiftedSeriesView } from "../seriesView.js";
+import { commitVolumeProfileSnapshot, createVolumeProfileCore, emitVolumeProfileHistogram, resolveVolumeProfileSnapshot, volumeProfileConfigFromOpts, } from "./lib/volume-profile/index.js";
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.anchoredVolumeProfile called outside an active script step");
+    }
+    return ctx;
+}
+function initSlot(capacity) {
+    const core = createVolumeProfileCore(capacity);
+    const slot = {
+        ...core,
+        result: Object.freeze({
+            get buckets() {
+                return slot.buckets;
+            },
+            poc: makeSeriesView(core.pocBuffer),
+            valHigh: makeSeriesView(core.valHighBuffer),
+            valLow: makeSeriesView(core.valLowBuffer),
+        }),
+        shiftedResults: new Map(),
+    };
+    return slot;
+}
+function resultForOffset(slot, offset) {
+    if (offset === 0)
+        return slot.result;
+    let cached = slot.shiftedResults.get(offset);
+    if (cached === undefined) {
+        cached = Object.freeze({
+            get buckets() {
+                return slot.buckets;
+            },
+            poc: makeShiftedSeriesView(slot.pocBuffer, offset),
+            valHigh: makeShiftedSeriesView(slot.valHighBuffer, offset),
+            valLow: makeShiftedSeriesView(slot.valLowBuffer, offset),
+        });
+        slot.shiftedResults.set(offset, cached);
+    }
+    return cached;
+}
+function collectBars(ctx, anchor) {
+    if (ctx.stream.bar.time <= anchor)
+        return [];
+    const { ohlcv } = ctx.stream;
+    const bars = [];
+    for (let lookback = ohlcv.close.length - 1; lookback >= 0; lookback -= 1) {
+        const time = ohlcv.time.at(lookback);
+        if (time < anchor)
+            continue;
+        bars.push({
+            close: ohlcv.close.at(lookback),
+            high: ohlcv.high.at(lookback),
+            low: ohlcv.low.at(lookback),
+            open: ohlcv.open.at(lookback),
+            time,
+            volume: ohlcv.volume.at(lookback),
+        });
+    }
+    return bars;
+}
+/**
+ * Anchored Volume Profile — reads a user-picked time anchor and
+ * bucketizes volume from that anchor forward.
+ *
+ * @formula  Port of invinite anchored-volume-profile: find the first
+ *           candle with `time >= anchor`, bucket anchor→right-edge
+ *           volume by price, then derive POC / value-area high /
+ *           value-area low through the shared volume-profile pipeline.
+ * @anchors  `opts.anchor: Time` — supplied by `input.time(..., { pickFromChart: true })`.
+ * @warmup   NaN through the bar at `anchor`; first bar after `anchor`
+ *           can emit once the anchor→current window has positive volume.
+ * @since 0.5
+ * @stable
+ * @example
+ *     // import { input, plot, ta } from "@invinite-org/chartlang-core";
+ *     // const anchor = input.time(0, { pickFromChart: true });
+ *     // const vp = ta.anchoredVolumeProfile({ anchor: anchor.value, rowSize: 24 });
+ *     // plot(vp.poc, { style: { kind: "horizontal-histogram", buckets: vp.buckets } });
+ */
+export function anchoredVolumeProfile(slotId, opts) {
+    const ctx = getCtx();
+    let slot = ctx.stream.taSlots.get(slotId);
+    if (slot === undefined) {
+        slot = initSlot(ctx.stream.ohlcv.close.capacity);
+        ctx.stream.taSlots.set(slotId, slot);
+    }
+    const snapshot = resolveVolumeProfileSnapshot({
+        bars: collectBars(ctx, opts.anchor),
+        bucketColor: opts.bucketColor,
+        config: volumeProfileConfigFromOpts(opts),
+    });
+    commitVolumeProfileSnapshot(slot, ctx.isTick, snapshot);
+    emitVolumeProfileHistogram(ctx, slotId, "Anchored Volume Profile", snapshot.poc, snapshot.buckets);
+    return resultForOffset(slot, opts.offset ?? 0);
+}
+//# sourceMappingURL=anchoredVolumeProfile.js.map

package/dist/ta/anchoredVolumeProfile.js.map

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package/dist/ta/anchoredVwap.d.ts

@@ -0,0 +1,36 @@
+import type { AnchoredVwapOpts, Series } from "@invinite-org/chartlang-core";
+/**
+ * Anchored Volume-Weighted Average Price — accumulates
+ * `Σ(source · volume) / Σ(volume)` over every bar at or after
+ * `anchorTime` (a UTC millisecond epoch the script author hard-codes
+ * or computes from a literal). Bars with `bar.time < anchorTime` emit
+ * `NaN`; the first bar with `bar.time ≥ anchorTime` starts the
+ * accumulation, which never resets.
+ *
+ * **Sticky anchor.** The anchor is captured on the first call (slot
+ * init) and ignored on subsequent calls — the slot's anchor is
+ * sticky. Re-anchoring requires a new compiler-generated callsite id
+ * (i.e. editing the script). Phase 4's `input.time()` will lift the
+ * anchor to a user input that can change at runtime.
+ *
+ * **NaN handling.** NaN source or non-positive / NaN volume
+ * contributes zero (the average stays well-defined across data gaps).
+ * Bars before `anchorTime` or before any volume has accumulated emit
+ * NaN.
+ *
+ * **Tick mode.** Replays the head bar's contribution against a
+ * snapshot of the prior-close `(cumPV, cumV, started)` tuple so a
+ * partial-bar tick doesn't pollute the next close's accumulator.
+ *
+ * @formula  anchoredVwap[t] = Σ_{u ≥ anchor}(source[u] · volume[u]) / Σ_{u ≥ anchor}(volume[u])
+ * @warmup   0 (NaN until first bar with `bar.time ≥ anchorTime`)
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-runtime";
+ *     // const av = ta.anchoredVwap("slot", 1_700_000_000_000);
+ *     // const head = av.current;
+ */
+export declare function anchoredVwap(slotId: string, anchorTime: number, opts?: AnchoredVwapOpts): Series<number>;
+//# sourceMappingURL=anchoredVwap.d.ts.map

package/dist/ta/anchoredVwap.d.ts.map

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