@invinite-org/chartlang-runtime 1.0.2

package/dist/ta/chandeKrollStop.js

@@ -0,0 +1,185 @@
+// 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/chande-kroll-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.
+// Structural choices (callsite-id slot, Series<T> proxy, replaceHead
+// mode) follow chartlang's primitive shape — NOT invinite's
+// IndicatorPlugin shape. ChandeKrollStop composes Phase-1 `ta.atr`
+// plus Task-5 `ta.highest` / `ta.lowest` at sub-slots
+// `${slotId}/atr` / `${slotId}/highHigh` / `${slotId}/lowLow` for the
+// first pass, then walks a self-owned `Float64RingBuffer` window of
+// size `smoothingLength` for the second-pass max/min. The opts
+// naming (`length` / `multiplier` / `smoothingLength`) matches
+// Chande Kroll's 1995 paper — `length` is the ATR period AND the
+// first-pass rolling extreme window, `smoothingLength` is the
+// second-pass extreme window.
+import { Float64RingBuffer } from "../ringBuffer.js";
+import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
+import { makeSeriesView } from "../seriesView.js";
+import { atr } from "./atr.js";
+import { highest } from "./highest.js";
+import { lowest } from "./lowest.js";
+const DEFAULT_LENGTH = 10;
+const DEFAULT_MULTIPLIER = 1;
+const DEFAULT_SMOOTHING = 9;
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.chandeKrollStop called outside an active script step");
+    }
+    return ctx;
+}
+function initSlot(capacity, length, multiplier, smoothingLength) {
+    const longBuffer = new Float64RingBuffer(capacity);
+    const shortBuffer = new Float64RingBuffer(capacity);
+    return {
+        outputs: Object.freeze({
+            long: makeSeriesView(longBuffer),
+            short: makeSeriesView(shortBuffer),
+        }),
+        longBuffer,
+        shortBuffer,
+        length,
+        multiplier,
+        smoothingLength,
+        firstHighWindow: new Float64RingBuffer(smoothingLength),
+        firstLowWindow: new Float64RingBuffer(smoothingLength),
+        barCount: 0,
+    };
+}
+function firstPass(hi, lo, atrValue, multiplier) {
+    if (!Number.isFinite(hi) || !Number.isFinite(lo) || !Number.isFinite(atrValue)) {
+        return { firstHigh: Number.NaN, firstLow: Number.NaN };
+    }
+    return {
+        firstHigh: hi - multiplier * atrValue,
+        firstLow: lo + multiplier * atrValue,
+    };
+}
+/**
+ * Scan `window.at(start)..at(end)` (inclusive of start, exclusive of
+ * end+1) for the max of finite entries. Returns `NaN` if no finite
+ * entry exists.
+ */
+function maxOver(window, headOverride, startExclusiveOfHead, smoothingLength) {
+    let best = Number.NEGATIVE_INFINITY;
+    if (Number.isFinite(headOverride))
+        best = headOverride;
+    const startAge = startExclusiveOfHead ? 1 : 0;
+    const filled = window.length;
+    for (let k = startAge; k < filled && k < smoothingLength; k += 1) {
+        const v = window.at(k);
+        if (Number.isFinite(v) && v > best)
+            best = v;
+    }
+    return best === Number.NEGATIVE_INFINITY ? Number.NaN : best;
+}
+function minOver(window, headOverride, startExclusiveOfHead, smoothingLength) {
+    let best = Number.POSITIVE_INFINITY;
+    if (Number.isFinite(headOverride))
+        best = headOverride;
+    const startAge = startExclusiveOfHead ? 1 : 0;
+    const filled = window.length;
+    for (let k = startAge; k < filled && k < smoothingLength; k += 1) {
+        const v = window.at(k);
+        if (Number.isFinite(v) && v < best)
+            best = v;
+    }
+    return best === Number.POSITIVE_INFINITY ? Number.NaN : best;
+}
+/**
+ * Chande Kroll Stop — two-pass ATR-offset trailing stops. The first
+ * pass anchors each bar to its `length`-bar high/low extreme minus /
+ * plus `multiplier · ATR`; the second pass smooths the first-pass
+ * stops by taking the rolling max / min over a `smoothingLength`-bar
+ * window. `long` is the long-trade trailing stop ceiling (max of
+ * `firstHigh`), `short` is the short-trade trailing stop floor (min
+ * of `firstLow`). Composes Phase-1 `ta.atr` plus Task-5 `ta.highest`
+ * and `ta.lowest` at sub-slots.
+ *
+ * Source field is hard-coded to `bar.high` / `bar.low` (matches Pine
+ * `ta.cks` and the canonical TradingView CKS). Invinite's `source`
+ * parameter is omitted; a `source` opt could land in a follow-up.
+ *
+ * NaN ATR or NaN extreme → NaN at both first-pass and second-pass
+ * outputs for that bar (the rolling window retains the NaN slot;
+ * downstream max/min skip NaN entries via `Number.isFinite`).
+ *
+ * @formula  firstHigh = highest(bar.high, length) − multiplier · atr(length) ;
+ *           firstLow  = lowest(bar.low,   length) + multiplier · atr(length) ;
+ *           long  = max(firstHigh over smoothingLength bars) ;
+ *           short = min(firstLow  over smoothingLength bars)
+ * @warmup   length + smoothingLength − 1
+ * @anchors  length, multiplier
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const c = ta.chandeKrollStop({ length: 10, multiplier: 1, smoothingLength: 9 });
+ *     // plot(c.long);
+ *     // plot(c.short);
+ */
+export function chandeKrollStop(slotId, opts) {
+    const ctx = getCtx();
+    let slot = ctx.stream.taSlots.get(slotId);
+    if (slot === undefined) {
+        const length = opts?.length ?? DEFAULT_LENGTH;
+        const multiplier = opts?.multiplier ?? DEFAULT_MULTIPLIER;
+        const smoothingLength = opts?.smoothingLength ?? DEFAULT_SMOOTHING;
+        slot = initSlot(ctx.stream.ohlcv.close.capacity, length, multiplier, smoothingLength);
+        ctx.stream.taSlots.set(slotId, slot);
+    }
+    const bar = ctx.stream.bar;
+    // Compose: ta.atr + ta.highest + ta.lowest at sub-slots. Each
+    // sub-slot owns its own tick replay; the head reads below are
+    // correct in both close and tick contexts.
+    const atrSeries = atr(`${slotId}/atr`, slot.length);
+    const highSeries = highest(`${slotId}/highHigh`, bar.high, slot.length);
+    const lowSeries = lowest(`${slotId}/lowLow`, bar.low, slot.length);
+    const { firstHigh, firstLow } = firstPass(highSeries.current, lowSeries.current, atrSeries.current, slot.multiplier);
+    if (ctx.isTick) {
+        // Second pass: scan the CLOSED window (excluding head) plus the
+        // tick's first-pass value as the candidate for age 0.
+        const long = maxOver(slot.firstHighWindow, firstHigh, true, slot.smoothingLength);
+        const short = minOver(slot.firstLowWindow, firstLow, true, slot.smoothingLength);
+        // Output is NaN unless both first-pass passes are warm AND the
+        // smoothing window has enough closed entries (>= smoothingLength).
+        // The closed window has `min(barCount, smoothingLength)` entries;
+        // the tick adds one more candidate. So second-pass warm requires
+        // `barCount >= smoothingLength`.
+        const warm = slot.barCount >= slot.smoothingLength;
+        slot.longBuffer.replaceHead(warm ? long : Number.NaN);
+        slot.shortBuffer.replaceHead(warm ? short : Number.NaN);
+    }
+    else {
+        slot.firstHighWindow.append(firstHigh);
+        slot.firstLowWindow.append(firstLow);
+        slot.barCount += 1;
+        // Second-pass warmup needs `smoothingLength` first-pass bars
+        // (matches invinite's `secondValidIdx = firstValidIdx + pLength
+        // - 1`, which is `length - 1 + smoothingLength - 1` — i.e.
+        // `barCount >= length + smoothingLength - 1`). With invinite's
+        // `firstValidIdx = max(length - 1, length - 1)`, the second
+        // valid index is `length + smoothingLength - 2` (0-based), so
+        // bar `length + smoothingLength - 1` (1-based barCount) is the
+        // first warm bar.
+        const warm = slot.barCount >= slot.length + slot.smoothingLength - 1;
+        if (!warm) {
+            slot.longBuffer.append(Number.NaN);
+            slot.shortBuffer.append(Number.NaN);
+        }
+        else {
+            // Second pass over the full window (head included).
+            const long = maxOver(slot.firstHighWindow, Number.NaN, false, slot.smoothingLength);
+            const short = minOver(slot.firstLowWindow, Number.NaN, false, slot.smoothingLength);
+            slot.longBuffer.append(long);
+            slot.shortBuffer.append(short);
+        }
+    }
+    return slot.outputs;
+}
+//# sourceMappingURL=chandeKrollStop.js.map

package/dist/ta/chandeKrollStop.js.map

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

@@ -0,0 +1,36 @@
+import type { ChandelierOpts, ChandelierResult } from "@invinite-org/chartlang-core";
+/**
+ * Chandelier Exit — two ATR-offset trailing stops anchored to the
+ * trailing `length`-bar extremes. `long` is the trailing stop for
+ * long trades (highest of `bar.high` over the window minus
+ * `multiplier · ATR`); `short` is the symmetric stop for short
+ * trades (lowest of `bar.low` plus `multiplier · ATR`). Composes
+ * Phase-1 `ta.atr` plus Task-5 `ta.highest` / `ta.lowest` at sub-slots
+ * `${slotId}/atr` / `${slotId}/highHigh` / `${slotId}/lowLow`. Returns
+ * a cached `{ long, short }` record (same identity every bar).
+ *
+ * Source field is hard-coded to `bar.high` (for the upper window)
+ * and `bar.low` (for the lower window) — matches Pine
+ * `ta.chandelier_exit` and the conventional TradingView reading.
+ * Invinite's `source` parameter (default `close`) is deliberately
+ * omitted; a `source` opt could land in a follow-up.
+ *
+ * NaN in ATR or the rolling extreme → NaN at both outputs. The
+ * composed sub-slots each handle their own tick replay; tick-side
+ * just reads `series.current` from each sub-slot and recomputes.
+ *
+ * @formula  long  = highest(bar.high, length) − multiplier · atr(length) ;
+ *           short = lowest(bar.low,   length) + multiplier · atr(length)
+ * @warmup   length
+ * @anchors  length, multiplier
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const c = ta.chandelier({ length: 22, multiplier: 3 });
+ *     // plot(c.long);
+ *     // plot(c.short);
+ */
+export declare function chandelier(slotId: string, opts?: ChandelierOpts): ChandelierResult;
+//# sourceMappingURL=chandelier.d.ts.map

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

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package/dist/ta/chandelier.js

@@ -0,0 +1,114 @@
+// 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/chandelier.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. Chandelier composes Phase-1 `ta.atr` plus
+// Task-5 `ta.highest` / `ta.lowest` at sub-slots `${slotId}/atr`,
+// `${slotId}/highHigh`, `${slotId}/lowLow` (sources from `bar.high` /
+// `bar.low` per Pine `ta.chandelier_exit`; invinite's `source` field
+// — defaults to close — is deliberately dropped in favour of the
+// Pine-canonical bar-high/low reading).
+import { Float64RingBuffer } from "../ringBuffer.js";
+import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
+import { makeSeriesView } from "../seriesView.js";
+import { atr } from "./atr.js";
+import { highest } from "./highest.js";
+import { lowest } from "./lowest.js";
+const DEFAULT_LENGTH = 22;
+const DEFAULT_MULTIPLIER = 3;
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.chandelier called outside an active script step");
+    }
+    return ctx;
+}
+function initSlot(capacity, length, multiplier) {
+    const longBuffer = new Float64RingBuffer(capacity);
+    const shortBuffer = new Float64RingBuffer(capacity);
+    return {
+        outputs: Object.freeze({
+            long: makeSeriesView(longBuffer),
+            short: makeSeriesView(shortBuffer),
+        }),
+        longBuffer,
+        shortBuffer,
+        length,
+        multiplier,
+    };
+}
+function compute(hi, lo, atrValue, multiplier) {
+    if (!Number.isFinite(hi) || !Number.isFinite(lo) || !Number.isFinite(atrValue)) {
+        return { long: Number.NaN, short: Number.NaN };
+    }
+    return {
+        long: hi - multiplier * atrValue,
+        short: lo + multiplier * atrValue,
+    };
+}
+/**
+ * Chandelier Exit — two ATR-offset trailing stops anchored to the
+ * trailing `length`-bar extremes. `long` is the trailing stop for
+ * long trades (highest of `bar.high` over the window minus
+ * `multiplier · ATR`); `short` is the symmetric stop for short
+ * trades (lowest of `bar.low` plus `multiplier · ATR`). Composes
+ * Phase-1 `ta.atr` plus Task-5 `ta.highest` / `ta.lowest` at sub-slots
+ * `${slotId}/atr` / `${slotId}/highHigh` / `${slotId}/lowLow`. Returns
+ * a cached `{ long, short }` record (same identity every bar).
+ *
+ * Source field is hard-coded to `bar.high` (for the upper window)
+ * and `bar.low` (for the lower window) — matches Pine
+ * `ta.chandelier_exit` and the conventional TradingView reading.
+ * Invinite's `source` parameter (default `close`) is deliberately
+ * omitted; a `source` opt could land in a follow-up.
+ *
+ * NaN in ATR or the rolling extreme → NaN at both outputs. The
+ * composed sub-slots each handle their own tick replay; tick-side
+ * just reads `series.current` from each sub-slot and recomputes.
+ *
+ * @formula  long  = highest(bar.high, length) − multiplier · atr(length) ;
+ *           short = lowest(bar.low,   length) + multiplier · atr(length)
+ * @warmup   length
+ * @anchors  length, multiplier
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const c = ta.chandelier({ length: 22, multiplier: 3 });
+ *     // plot(c.long);
+ *     // plot(c.short);
+ */
+export function chandelier(slotId, opts) {
+    const ctx = getCtx();
+    let slot = ctx.stream.taSlots.get(slotId);
+    if (slot === undefined) {
+        const length = opts?.length ?? DEFAULT_LENGTH;
+        const multiplier = opts?.multiplier ?? DEFAULT_MULTIPLIER;
+        slot = initSlot(ctx.stream.ohlcv.close.capacity, length, multiplier);
+        ctx.stream.taSlots.set(slotId, slot);
+    }
+    const bar = ctx.stream.bar;
+    // Compose: ta.atr + ta.highest + ta.lowest at sub-slots. The
+    // composed calls route through the registry and respect ctx.isTick
+    // automatically (each sub-slot owns its own tick-replay).
+    const atrSeries = atr(`${slotId}/atr`, slot.length);
+    const highSeries = highest(`${slotId}/highHigh`, bar.high, slot.length);
+    const lowSeries = lowest(`${slotId}/lowLow`, bar.low, slot.length);
+    const result = compute(highSeries.current, lowSeries.current, atrSeries.current, slot.multiplier);
+    if (ctx.isTick) {
+        slot.longBuffer.replaceHead(result.long);
+        slot.shortBuffer.replaceHead(result.short);
+    }
+    else {
+        slot.longBuffer.append(result.long);
+        slot.shortBuffer.append(result.short);
+    }
+    return slot.outputs;
+}
+//# sourceMappingURL=chandelier.js.map

package/dist/ta/chandelier.js.map

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

@@ -0,0 +1,19 @@
+import type { ChangeOpts, Series } from "@invinite-org/chartlang-core";
+import { type ScalarOrSeries } from "./lib/sourceValue.js";
+/**
+ * First-difference of the source: `source[0] − source[length]`.
+ * `opts.length` defaults to `1` (one-bar delta). NaN in either operand
+ * propagates to a NaN output. Warmup is `length` bars.
+ *
+ * @formula  out[t] = source[t] − source[t − length]
+ * @warmup   length
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const delta = ta.change(bar.close, { length: 5 });
+ *     // plot(delta);
+ */
+export declare function change(slotId: string, source: ScalarOrSeries, opts?: ChangeOpts): Series<number>;
+//# sourceMappingURL=change.d.ts.map

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

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

@@ -0,0 +1,83 @@
+// 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.change`. See PLAN.md §3.1.
+// Structural choices (callsite-id slot, Series<T> proxy, replaceHead
+// mode) follow chartlang's primitive shape.
+import { Float64RingBuffer } from "../ringBuffer.js";
+import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
+import { makeSeriesView } from "../seriesView.js";
+import { readSourceValue } from "./lib/sourceValue.js";
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.change called outside an active script step");
+    }
+    return ctx;
+}
+function initSlot(length, capacity) {
+    const outBuffer = new Float64RingBuffer(capacity);
+    return {
+        outBuffer,
+        series: makeSeriesView(outBuffer),
+        length,
+        sourceWindow: new Float64RingBuffer(length + 1),
+    };
+}
+function closeValue(slot, src) {
+    slot.sourceWindow.append(src);
+    if (slot.sourceWindow.length <= slot.length)
+        return Number.NaN;
+    const head = slot.sourceWindow.at(0);
+    const old = slot.sourceWindow.at(slot.length);
+    if (!Number.isFinite(head) || !Number.isFinite(old))
+        return Number.NaN;
+    return head - old;
+}
+function tickValue(slot, src) {
+    // Tick replaces the head bar's source. Warmup count is based on
+    // CLOSED bars in the window, not tick activity — so an unwarmed
+    // slot returns NaN.
+    if (slot.sourceWindow.length <= slot.length)
+        return Number.NaN;
+    // The bar `length` ago relative to the tick is the same bar that
+    // was `length` ago relative to the most recent close (the lookback
+    // history doesn't change mid-bar).
+    const old = slot.sourceWindow.at(slot.length);
+    if (!Number.isFinite(src) || !Number.isFinite(old))
+        return Number.NaN;
+    return src - old;
+}
+/**
+ * First-difference of the source: `source[0] − source[length]`.
+ * `opts.length` defaults to `1` (one-bar delta). NaN in either operand
+ * propagates to a NaN output. Warmup is `length` bars.
+ *
+ * @formula  out[t] = source[t] − source[t − length]
+ * @warmup   length
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const delta = ta.change(bar.close, { length: 5 });
+ *     // plot(delta);
+ */
+export function change(slotId, source, opts) {
+    const ctx = getCtx();
+    const length = opts?.length ?? 1;
+    let slot = ctx.stream.taSlots.get(slotId);
+    if (slot === undefined) {
+        slot = initSlot(length, 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=change.js.map

package/dist/ta/change.js.map

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package/dist/ta/chop.d.ts

@@ -0,0 +1,29 @@
+import type { ChopOpts, Series } from "@invinite-org/chartlang-core";
+/**
+ * Choppiness Index — sub-pane volatility regime indicator. High
+ * values (`> 61.8`) signal a sideways / choppy market; low values
+ * (`< 38.2`) signal a strong trend. Output range `[0, 100]`. Reads
+ * `bar.high` / `bar.low` / `bar.close` directly (no source param,
+ * mirrors Pine). Composes the registered `ta.highest` / `ta.lowest`
+ * primitives via sub-slots `${slotId}/highest` and `${slotId}/lowest`
+ * for the range denominator; the TR-sum numerator is a sliding-window
+ * sum inside the slot (same internal TR math as `ta.atr` but raw —
+ * Pine `ta.chop` does NOT use the Wilder-smoothed ATR). NaN until
+ * the trailing `length`-bar window is fully warmed AND the range is
+ * positive.
+ *
+ * @formula  TR[t]  = max(high − low, |high − prevClose|, |low − prevClose|) ;
+ *           range  = highest(high, length) − lowest(low, length) ;
+ *           sumTr  = Σ TR over trailing length bars ;
+ *           chop   = 100 · log10(sumTr / range) / log10(length)
+ * @warmup   length
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const c = ta.chop(14);
+ *     // plot(c);
+ */
+export declare function chop(slotId: string, length: number, _opts?: ChopOpts): Series<number>;
+//# sourceMappingURL=chop.d.ts.map

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

@@ -0,0 +1 @@
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