@invinite-org/chartlang-runtime 1.0.2

package/dist/ta/chop.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/chop.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. Chop composes `ta.highest` / `ta.lowest`
+// via sub-slots `${slotId}/highest` / `${slotId}/lowest` over
+// `bar.high` / `bar.low` for the range denominator; the TR-sum
+// numerator is maintained as a sliding-window sum inside the slot
+// (same internal TR formula as `ta.atr`, but raw — Pine `ta.chop`
+// uses raw TR sums rather than the Wilder-smoothed ATR).
+import { Float64RingBuffer } from "../ringBuffer.js";
+import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
+import { makeSeriesView } from "../seriesView.js";
+import { highest } from "./highest.js";
+import { lowest } from "./lowest.js";
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.chop called outside an active script step");
+    }
+    return ctx;
+}
+function initSlot(length, capacity) {
+    const outBuffer = new Float64RingBuffer(capacity);
+    return {
+        outBuffer,
+        series: makeSeriesView(outBuffer),
+        length,
+        logN: Math.log10(length),
+        trWindow: new Float64RingBuffer(length),
+        sumTr: 0,
+        prevClose: Number.NaN,
+        prevPrevClose: Number.NaN,
+        prevClosedSumTr: 0,
+        prevClosedHeadTr: Number.NaN,
+        prevClosedEvictedTr: Number.NaN,
+        barCount: 0,
+    };
+}
+function trueRange(high, low, prevClose) {
+    if (!Number.isFinite(prevClose))
+        return high - low;
+    return Math.max(high - low, Math.abs(high - prevClose), Math.abs(low - prevClose));
+}
+function chopValue(slot, upper, lower) {
+    if (slot.barCount < slot.length)
+        return Number.NaN;
+    // Defensive: upper / lower come from highest / lowest sub-slots over
+    // bar.high / bar.low, both finite once the highest / lowest slots
+    // are warmed. Same goes for sumTr (kept positive once trSeries seeds).
+    /* c8 ignore next */
+    if (!Number.isFinite(upper) || !Number.isFinite(lower))
+        return Number.NaN;
+    const range = upper - lower;
+    /* c8 ignore next */
+    if (range <= 0)
+        return Number.NaN;
+    /* c8 ignore next */
+    if (!Number.isFinite(slot.sumTr) || slot.sumTr <= 0)
+        return Number.NaN;
+    const raw = (100 * Math.log10(slot.sumTr / range)) / slot.logN;
+    // Clamp to [0, 100]. The raw value can exceed 100 on bars with
+    // large gaps (where TR > range) — Pine + TradingView present chop
+    // as a bounded oscillator, so we clamp at the output to match.
+    /* c8 ignore next 2 */
+    if (raw < 0)
+        return 0;
+    if (raw > 100)
+        return 100;
+    return raw;
+}
+function closeValue(slot, high, low, close, upper, lower) {
+    if (!Number.isFinite(high) || !Number.isFinite(low) || !Number.isFinite(close)) {
+        // Skip the bar (don't advance TR window state); emit NaN.
+        return Number.NaN;
+    }
+    const tr = trueRange(high, low, slot.prevClose);
+    // Capture pre-append state for tick-mode rollback.
+    slot.prevClosedSumTr = slot.sumTr;
+    const evicted = slot.trWindow.length === slot.length ? slot.trWindow.at(slot.length - 1) : Number.NaN;
+    slot.prevClosedEvictedTr = evicted;
+    if (Number.isFinite(evicted))
+        slot.sumTr -= evicted;
+    slot.trWindow.append(tr);
+    slot.sumTr += tr;
+    slot.prevClosedHeadTr = tr;
+    slot.prevPrevClose = slot.prevClose;
+    slot.prevClose = close;
+    slot.barCount += 1;
+    return chopValue(slot, upper, lower);
+}
+function tickValue(slot, high, low, close, upper, lower) {
+    if (!Number.isFinite(high) || !Number.isFinite(low) || !Number.isFinite(close)) {
+        return Number.NaN;
+    }
+    // Defensive: tickValue runs after at least one close, so barCount is ≥ 1.
+    /* c8 ignore next */
+    if (slot.barCount === 0)
+        return Number.NaN;
+    // Recompute the head TR using the BAR-BEFORE-CURRENT's close
+    // (mirrors atr.ts:103-117 — the close-side advance moved
+    // `prevPrevClose` into the slot before we replaced `prevClose`).
+    const tr = trueRange(high, low, slot.prevPrevClose);
+    // Synthesise the post-rollback sum and re-fold the tick's TR.
+    let synthSum = slot.prevClosedSumTr;
+    if (Number.isFinite(slot.prevClosedEvictedTr))
+        synthSum -= slot.prevClosedEvictedTr;
+    synthSum += tr;
+    // Temporarily flip the slot's sumTr so chopValue sees the synth.
+    const savedSum = slot.sumTr;
+    slot.sumTr = synthSum;
+    const value = chopValue(slot, upper, lower);
+    slot.sumTr = savedSum;
+    return value;
+}
+/**
+ * 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 function chop(slotId, length, _opts) {
+    const ctx = getCtx();
+    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 bar = ctx.stream.bar;
+    const upperSeries = highest(`${slotId}/highest`, bar.high, length);
+    const lowerSeries = lowest(`${slotId}/lowest`, bar.low, length);
+    const upper = upperSeries.current;
+    const lower = lowerSeries.current;
+    if (ctx.isTick) {
+        slot.outBuffer.replaceHead(tickValue(slot, bar.high, bar.low, bar.close, upper, lower));
+    }
+    else {
+        slot.outBuffer.append(closeValue(slot, bar.high, bar.low, bar.close, upper, lower));
+    }
+    return slot.series;
+}
+//# sourceMappingURL=chop.js.map

package/dist/ta/chop.js.map

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

@@ -0,0 +1,26 @@
+import type { CmfOpts, Series } from "@invinite-org/chartlang-core";
+/**
+ * Chaikin Money Flow — trailing-window sum of money-flow volume
+ * divided by trailing-window sum of volume. Bounded between -1 and
+ * +1 mathematically. Zero-range bars (`high === low`) contribute 0
+ * to the numerator (matches invinite's CLV guard); NaN OHLC / volume
+ * bars contribute 0 to both numerator and denominator.
+ *
+ * **Tick mode.** Substitutes the tick's per-bar (mfv, volume)
+ * contribution for the head slot's stored values without mutating the
+ * trailing-window rings — mirrors the `ulcerIndex.ts` substitution
+ * shape ("hypSum = sum − head + tick").
+ *
+ * @formula  cmf[t] = Σ_{u ∈ window(t)} mfv[u] / Σ_{u ∈ window(t)} volume[u]
+ *           where mfv = ((C − L) − (H − C)) / (H − L) · volume
+ * @warmup   length − 1
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta, plot } from "@invinite-org/chartlang-core";
+ *     // const c = ta.cmf(20);
+ *     // plot(c);
+ */
+export declare function cmf(slotId: string, length: number, _opts?: CmfOpts): Series<number>;
+//# sourceMappingURL=cmf.d.ts.map

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

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package/dist/ta/cmf.js

@@ -0,0 +1,126 @@
+// 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/cmf.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 rolling-window sum follows the
+// `ulcerIndex` "subtract head + add tick" pattern for tick-mode replay
+// (no window mutation on tick).
+import { Float64RingBuffer } from "../ringBuffer.js";
+import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
+import { makeSeriesView } from "../seriesView.js";
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.cmf called outside an active script step");
+    }
+    return ctx;
+}
+function initSlot(length, capacity) {
+    const outBuffer = new Float64RingBuffer(capacity);
+    return {
+        outBuffer,
+        series: makeSeriesView(outBuffer),
+        length,
+        mfvWindow: new Float64RingBuffer(length),
+        volWindow: new Float64RingBuffer(length),
+        sumMfv: 0,
+        sumVol: 0,
+    };
+}
+/**
+ * Per-bar money-flow volume — CLV × volume with the same zero-range
+ * + NaN guards as `adl.ts` (defensive 0 contribution on either edge
+ * case).
+ */
+function mfvAt(close, high, low, volume) {
+    if (!Number.isFinite(close) ||
+        !Number.isFinite(high) ||
+        !Number.isFinite(low) ||
+        !Number.isFinite(volume)) {
+        return 0;
+    }
+    const range = high - low;
+    // Defensive: flat bar (high === low) — emit zero CLV contribution
+    // rather than divide-by-zero. Real OHLC streams rarely hit this.
+    /* c8 ignore next */
+    if (range === 0)
+        return 0;
+    const clv = (close - low - (high - close)) / range;
+    return clv * volume;
+}
+/** Safe-volume contribution to the rolling-window volume sum. */
+function safeVol(volume) {
+    return Number.isFinite(volume) ? volume : 0;
+}
+function emit(sumMfv, sumVol, ready) {
+    if (!ready || sumVol === 0)
+        return Number.NaN;
+    return sumMfv / sumVol;
+}
+/**
+ * Chaikin Money Flow — trailing-window sum of money-flow volume
+ * divided by trailing-window sum of volume. Bounded between -1 and
+ * +1 mathematically. Zero-range bars (`high === low`) contribute 0
+ * to the numerator (matches invinite's CLV guard); NaN OHLC / volume
+ * bars contribute 0 to both numerator and denominator.
+ *
+ * **Tick mode.** Substitutes the tick's per-bar (mfv, volume)
+ * contribution for the head slot's stored values without mutating the
+ * trailing-window rings — mirrors the `ulcerIndex.ts` substitution
+ * shape ("hypSum = sum − head + tick").
+ *
+ * @formula  cmf[t] = Σ_{u ∈ window(t)} mfv[u] / Σ_{u ∈ window(t)} volume[u]
+ *           where mfv = ((C − L) − (H − C)) / (H − L) · volume
+ * @warmup   length − 1
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta, plot } from "@invinite-org/chartlang-core";
+ *     // const c = ta.cmf(20);
+ *     // plot(c);
+ */
+export function cmf(slotId, length, _opts) {
+    const ctx = getCtx();
+    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 { close, high, low, volume } = ctx.stream.bar;
+    const mfv = mfvAt(close, high, low, volume);
+    const vol = safeVol(volume);
+    if (ctx.isTick) {
+        // Tick replay against the closed window: substitute the head
+        // slot's contribution with the tick's, leaving the window
+        // untouched. Pre-warmup ticks emit NaN.
+        if (slot.mfvWindow.length < slot.length) {
+            slot.outBuffer.replaceHead(Number.NaN);
+            return slot.series;
+        }
+        const headMfv = slot.mfvWindow.at(0);
+        const headVol = slot.volWindow.at(0);
+        const hypMfv = slot.sumMfv - headMfv + mfv;
+        const hypVol = slot.sumVol - headVol + vol;
+        slot.outBuffer.replaceHead(emit(hypMfv, hypVol, true));
+        return slot.series;
+    }
+    // Close-side: evict the oldest slot if the ring is full, then
+    // append the new (mfv, vol) pair and refresh the running sums.
+    if (slot.mfvWindow.length === slot.length) {
+        slot.sumMfv -= slot.mfvWindow.at(slot.length - 1);
+        slot.sumVol -= slot.volWindow.at(slot.length - 1);
+    }
+    slot.mfvWindow.append(mfv);
+    slot.volWindow.append(vol);
+    slot.sumMfv += mfv;
+    slot.sumVol += vol;
+    slot.outBuffer.append(emit(slot.sumMfv, slot.sumVol, slot.mfvWindow.length === slot.length));
+    return slot.series;
+}
+//# sourceMappingURL=cmf.js.map

package/dist/ta/cmf.js.map

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package/dist/ta/cmo.d.ts

@@ -0,0 +1,23 @@
+import type { CmoOpts, Series } from "@invinite-org/chartlang-core";
+import { type ScalarOrSeries } from "./lib/sourceValue.js";
+/**
+ * Chande Momentum Oscillator — `100 · (Σ gain − Σ loss) / (Σ gain + Σ loss)`
+ * over the trailing `length` window of per-bar diffs. Bounded `[-100, 100]`.
+ * Flat-line input (zero denominator) → NaN. First emit lands at bar
+ * `length` (after `length` diffs have been folded; warmup = `length`).
+ *
+ * @formula  diff[t] = source[t] − source[t − 1] ;
+ *           gain[t] = max(diff[t], 0) ;
+ *           loss[t] = max(−diff[t], 0) ;
+ *           CMO[t]  = 100 · (Σ gain − Σ loss) / (Σ gain + Σ loss)
+ * @warmup   length
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-runtime";
+ *     // const c = ta.cmo("slot", bar.close, 9);
+ *     // const head = c.current;
+ */
+export declare function cmo(slotId: string, source: ScalarOrSeries, length: number, _opts?: CmoOpts): Series<number>;
+//# sourceMappingURL=cmo.d.ts.map

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

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

@@ -0,0 +1,130 @@
+// 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/cmo.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.
+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.cmo called outside an active script step");
+    }
+    return ctx;
+}
+function initSlot(length, capacity) {
+    const outBuffer = new Float64RingBuffer(capacity);
+    return {
+        outBuffer,
+        series: makeSeriesView(outBuffer),
+        length,
+        gainWindow: new Float64RingBuffer(length),
+        lossWindow: new Float64RingBuffer(length),
+        sumGain: 0,
+        sumLoss: 0,
+        prevSrc: Number.NaN,
+        prevClosedSrc: Number.NaN,
+        cmo: Number.NaN,
+        closedHeadGain: 0,
+        closedHeadLoss: 0,
+    };
+}
+function cmoFromSums(sumGain, sumLoss) {
+    const denom = sumGain + sumLoss;
+    if (denom === 0)
+        return Number.NaN;
+    const raw = (100 * (sumGain - sumLoss)) / denom;
+    return Math.min(100, Math.max(-100, raw));
+}
+function closeValue(slot, src) {
+    if (!Number.isFinite(src)) {
+        // Hold prior values forward; window is unchanged.
+        slot.closedHeadGain = 0;
+        slot.closedHeadLoss = 0;
+        return slot.cmo;
+    }
+    if (!Number.isFinite(slot.prevSrc)) {
+        slot.prevSrc = src;
+        slot.prevClosedSrc = src;
+        slot.closedHeadGain = 0;
+        slot.closedHeadLoss = 0;
+        return Number.NaN;
+    }
+    const diff = src - slot.prevSrc;
+    const gain = diff > 0 ? diff : 0;
+    const loss = diff < 0 ? -diff : 0;
+    slot.prevClosedSrc = slot.prevSrc;
+    slot.prevSrc = src;
+    slot.closedHeadGain = gain;
+    slot.closedHeadLoss = loss;
+    if (slot.gainWindow.length === slot.length) {
+        const oldestGain = slot.gainWindow.at(slot.length - 1);
+        const oldestLoss = slot.lossWindow.at(slot.length - 1);
+        slot.sumGain -= oldestGain;
+        slot.sumLoss -= oldestLoss;
+    }
+    slot.gainWindow.append(gain);
+    slot.lossWindow.append(loss);
+    slot.sumGain += gain;
+    slot.sumLoss += loss;
+    if (slot.gainWindow.length < slot.length) {
+        slot.cmo = Number.NaN;
+        return Number.NaN;
+    }
+    slot.cmo = cmoFromSums(slot.sumGain, slot.sumLoss);
+    return slot.cmo;
+}
+function tickValue(slot, src) {
+    if (!Number.isFinite(src) || !Number.isFinite(slot.prevClosedSrc)) {
+        return slot.cmo;
+    }
+    if (slot.gainWindow.length < slot.length)
+        return Number.NaN;
+    // Swap the most recently pushed gain/loss for the tick's gain/loss.
+    const diff = src - slot.prevClosedSrc;
+    const gain = diff > 0 ? diff : 0;
+    const loss = diff < 0 ? -diff : 0;
+    const provGain = slot.sumGain - slot.closedHeadGain + gain;
+    const provLoss = slot.sumLoss - slot.closedHeadLoss + loss;
+    return cmoFromSums(provGain, provLoss);
+}
+/**
+ * Chande Momentum Oscillator — `100 · (Σ gain − Σ loss) / (Σ gain + Σ loss)`
+ * over the trailing `length` window of per-bar diffs. Bounded `[-100, 100]`.
+ * Flat-line input (zero denominator) → NaN. First emit lands at bar
+ * `length` (after `length` diffs have been folded; warmup = `length`).
+ *
+ * @formula  diff[t] = source[t] − source[t − 1] ;
+ *           gain[t] = max(diff[t], 0) ;
+ *           loss[t] = max(−diff[t], 0) ;
+ *           CMO[t]  = 100 · (Σ gain − Σ loss) / (Σ gain + Σ loss)
+ * @warmup   length
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-runtime";
+ *     // const c = ta.cmo("slot", bar.close, 9);
+ *     // const head = c.current;
+ */
+export function cmo(slotId, source, length, _opts) {
+    const ctx = getCtx();
+    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=cmo.js.map

package/dist/ta/cmo.js.map

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

@@ -0,0 +1,31 @@
+import type { ConnorsRsiOpts, Series } from "@invinite-org/chartlang-core";
+import { type ScalarOrSeries } from "./lib/sourceValue.js";
+/**
+ * Connors RSI — three-component blend of `RSI(source, rsiLength)`,
+ * `RSI(streak, streakLength)`, and `PercentRank(ROC(source, 1),
+ * rocLength)` averaged into a single line bounded `[0, 100]`. The
+ * registry records `yDomain: { kind: "fixed", min: 0, max: 100 }` in
+ * `TA_REGISTRY_METADATA`. Composes Phase-1 `ta.rsi` for both RSI
+ * components (no private RSI math). Defaults `(3, 2, 100)` matches
+ * Larry Connors' original spec.
+ *
+ * @formula  diff       = source[t] − source[t − 1] ;
+ *           streak[t]  = signed run-length of consecutive same-sign diffs ;
+ *           rsiClose   = rsi(source, rsiLength) ;
+ *           rsiStreak  = rsi(streak, streakLength) ;
+ *           roc1       = 100 · diff / source[t − 1] ;
+ *           pctRank    = 100 · #(roc1[i] < roc1[t]) / validWindowCount
+ *                        over i in [t − rocLength, t − 1] ;
+ *           crsi       = (rsiClose + rsiStreak + pctRank) / 3 ;
+ *           components that are NaN are skipped — count adjusts
+ * @warmup   max(rsiLength, streakLength, rocLength) + 1
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-runtime";
+ *     // const c = ta.connorsRsi("slot", bar.close);
+ *     // plot(c);
+ */
+export declare function connorsRsi(slotId: string, source: ScalarOrSeries, opts?: ConnorsRsiOpts): Series<number>;
+//# sourceMappingURL=connorsRsi.d.ts.map

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

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