@invinite-org/chartlang-runtime 1.0.2

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Files changed (984) hide show
  1. package/CHANGELOG.md +2690 -0
  2. package/LICENSE +21 -0
  3. package/README.md +57 -0
  4. package/dist/buildComputeContext.d.ts +21 -0
  5. package/dist/buildComputeContext.d.ts.map +1 -0
  6. package/dist/buildComputeContext.js +48 -0
  7. package/dist/buildComputeContext.js.map +1 -0
  8. package/dist/createScriptRunner.d.ts +111 -0
  9. package/dist/createScriptRunner.d.ts.map +1 -0
  10. package/dist/createScriptRunner.js +234 -0
  11. package/dist/createScriptRunner.js.map +1 -0
  12. package/dist/emit/alert.d.ts +46 -0
  13. package/dist/emit/alert.d.ts.map +1 -0
  14. package/dist/emit/alert.js +71 -0
  15. package/dist/emit/alert.js.map +1 -0
  16. package/dist/emit/alertConditionEmission.d.ts +15 -0
  17. package/dist/emit/alertConditionEmission.d.ts.map +1 -0
  18. package/dist/emit/alertConditionEmission.js +53 -0
  19. package/dist/emit/alertConditionEmission.js.map +1 -0
  20. package/dist/emit/draw/annotations/arrow.d.ts +42 -0
  21. package/dist/emit/draw/annotations/arrow.d.ts.map +1 -0
  22. package/dist/emit/draw/annotations/arrow.js +40 -0
  23. package/dist/emit/draw/annotations/arrow.js.map +1 -0
  24. package/dist/emit/draw/annotations/arrowMarkDown.d.ts +36 -0
  25. package/dist/emit/draw/annotations/arrowMarkDown.d.ts.map +1 -0
  26. package/dist/emit/draw/annotations/arrowMarkDown.js +40 -0
  27. package/dist/emit/draw/annotations/arrowMarkDown.js.map +1 -0
  28. package/dist/emit/draw/annotations/arrowMarkUp.d.ts +36 -0
  29. package/dist/emit/draw/annotations/arrowMarkUp.d.ts.map +1 -0
  30. package/dist/emit/draw/annotations/arrowMarkUp.js +40 -0
  31. package/dist/emit/draw/annotations/arrowMarkUp.js.map +1 -0
  32. package/dist/emit/draw/annotations/arrowMarker.d.ts +40 -0
  33. package/dist/emit/draw/annotations/arrowMarker.d.ts.map +1 -0
  34. package/dist/emit/draw/annotations/arrowMarker.js +40 -0
  35. package/dist/emit/draw/annotations/arrowMarker.js.map +1 -0
  36. package/dist/emit/draw/annotations/text.d.ts +41 -0
  37. package/dist/emit/draw/annotations/text.d.ts.map +1 -0
  38. package/dist/emit/draw/annotations/text.js +44 -0
  39. package/dist/emit/draw/annotations/text.js.map +1 -0
  40. package/dist/emit/draw/boxes/circle.d.ts +42 -0
  41. package/dist/emit/draw/boxes/circle.d.ts.map +1 -0
  42. package/dist/emit/draw/boxes/circle.js +44 -0
  43. package/dist/emit/draw/boxes/circle.js.map +1 -0
  44. package/dist/emit/draw/boxes/ellipse.d.ts +42 -0
  45. package/dist/emit/draw/boxes/ellipse.d.ts.map +1 -0
  46. package/dist/emit/draw/boxes/ellipse.js +40 -0
  47. package/dist/emit/draw/boxes/ellipse.js.map +1 -0
  48. package/dist/emit/draw/boxes/marker.d.ts +43 -0
  49. package/dist/emit/draw/boxes/marker.d.ts.map +1 -0
  50. package/dist/emit/draw/boxes/marker.js +49 -0
  51. package/dist/emit/draw/boxes/marker.js.map +1 -0
  52. package/dist/emit/draw/boxes/path.d.ts +43 -0
  53. package/dist/emit/draw/boxes/path.d.ts.map +1 -0
  54. package/dist/emit/draw/boxes/path.js +40 -0
  55. package/dist/emit/draw/boxes/path.js.map +1 -0
  56. package/dist/emit/draw/boxes/polyline.d.ts +43 -0
  57. package/dist/emit/draw/boxes/polyline.d.ts.map +1 -0
  58. package/dist/emit/draw/boxes/polyline.js +40 -0
  59. package/dist/emit/draw/boxes/polyline.js.map +1 -0
  60. package/dist/emit/draw/boxes/rectangle.d.ts +40 -0
  61. package/dist/emit/draw/boxes/rectangle.d.ts.map +1 -0
  62. package/dist/emit/draw/boxes/rectangle.js +40 -0
  63. package/dist/emit/draw/boxes/rectangle.js.map +1 -0
  64. package/dist/emit/draw/boxes/rotatedRectangle.d.ts +45 -0
  65. package/dist/emit/draw/boxes/rotatedRectangle.d.ts.map +1 -0
  66. package/dist/emit/draw/boxes/rotatedRectangle.js +40 -0
  67. package/dist/emit/draw/boxes/rotatedRectangle.js.map +1 -0
  68. package/dist/emit/draw/boxes/triangle.d.ts +42 -0
  69. package/dist/emit/draw/boxes/triangle.d.ts.map +1 -0
  70. package/dist/emit/draw/boxes/triangle.js +40 -0
  71. package/dist/emit/draw/boxes/triangle.js.map +1 -0
  72. package/dist/emit/draw/channels/disjointChannel.d.ts +43 -0
  73. package/dist/emit/draw/channels/disjointChannel.d.ts.map +1 -0
  74. package/dist/emit/draw/channels/disjointChannel.js +40 -0
  75. package/dist/emit/draw/channels/disjointChannel.js.map +1 -0
  76. package/dist/emit/draw/channels/flatTopBottom.d.ts +44 -0
  77. package/dist/emit/draw/channels/flatTopBottom.d.ts.map +1 -0
  78. package/dist/emit/draw/channels/flatTopBottom.js +40 -0
  79. package/dist/emit/draw/channels/flatTopBottom.js.map +1 -0
  80. package/dist/emit/draw/channels/regressionTrend.d.ts +49 -0
  81. package/dist/emit/draw/channels/regressionTrend.d.ts.map +1 -0
  82. package/dist/emit/draw/channels/regressionTrend.js +44 -0
  83. package/dist/emit/draw/channels/regressionTrend.js.map +1 -0
  84. package/dist/emit/draw/channels/trendChannel.d.ts +43 -0
  85. package/dist/emit/draw/channels/trendChannel.d.ts.map +1 -0
  86. package/dist/emit/draw/channels/trendChannel.js +40 -0
  87. package/dist/emit/draw/channels/trendChannel.js.map +1 -0
  88. package/dist/emit/draw/containers/frame.d.ts +42 -0
  89. package/dist/emit/draw/containers/frame.d.ts.map +1 -0
  90. package/dist/emit/draw/containers/frame.js +47 -0
  91. package/dist/emit/draw/containers/frame.js.map +1 -0
  92. package/dist/emit/draw/containers/group.d.ts +47 -0
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  94. package/dist/emit/draw/containers/group.js +44 -0
  95. package/dist/emit/draw/containers/group.js.map +1 -0
  96. package/dist/emit/draw/curves/arc.d.ts +44 -0
  97. package/dist/emit/draw/curves/arc.d.ts.map +1 -0
  98. package/dist/emit/draw/curves/arc.js +40 -0
  99. package/dist/emit/draw/curves/arc.js.map +1 -0
  100. package/dist/emit/draw/curves/brush.d.ts +44 -0
  101. package/dist/emit/draw/curves/brush.d.ts.map +1 -0
  102. package/dist/emit/draw/curves/brush.js +43 -0
  103. package/dist/emit/draw/curves/brush.js.map +1 -0
  104. package/dist/emit/draw/curves/curve.d.ts +43 -0
  105. package/dist/emit/draw/curves/curve.d.ts.map +1 -0
  106. package/dist/emit/draw/curves/curve.js +40 -0
  107. package/dist/emit/draw/curves/curve.js.map +1 -0
  108. package/dist/emit/draw/curves/doubleCurve.d.ts +46 -0
  109. package/dist/emit/draw/curves/doubleCurve.d.ts.map +1 -0
  110. package/dist/emit/draw/curves/doubleCurve.js +40 -0
  111. package/dist/emit/draw/curves/doubleCurve.js.map +1 -0
  112. package/dist/emit/draw/curves/highlighter.d.ts +43 -0
  113. package/dist/emit/draw/curves/highlighter.d.ts.map +1 -0
  114. package/dist/emit/draw/curves/highlighter.js +43 -0
  115. package/dist/emit/draw/curves/highlighter.js.map +1 -0
  116. package/dist/emit/draw/curves/pen.d.ts +41 -0
  117. package/dist/emit/draw/curves/pen.d.ts.map +1 -0
  118. package/dist/emit/draw/curves/pen.js +40 -0
  119. package/dist/emit/draw/curves/pen.js.map +1 -0
  120. package/dist/emit/draw/cycles/cyclicLines.d.ts +41 -0
  121. package/dist/emit/draw/cycles/cyclicLines.d.ts.map +1 -0
  122. package/dist/emit/draw/cycles/cyclicLines.js +44 -0
  123. package/dist/emit/draw/cycles/cyclicLines.js.map +1 -0
  124. package/dist/emit/draw/cycles/sineLine.d.ts +40 -0
  125. package/dist/emit/draw/cycles/sineLine.d.ts.map +1 -0
  126. package/dist/emit/draw/cycles/sineLine.js +44 -0
  127. package/dist/emit/draw/cycles/sineLine.js.map +1 -0
  128. package/dist/emit/draw/cycles/timeCycles.d.ts +40 -0
  129. package/dist/emit/draw/cycles/timeCycles.d.ts.map +1 -0
  130. package/dist/emit/draw/cycles/timeCycles.js +44 -0
  131. package/dist/emit/draw/cycles/timeCycles.js.map +1 -0
  132. package/dist/emit/draw/elliott/elliottCorrectionWave.d.ts +39 -0
  133. package/dist/emit/draw/elliott/elliottCorrectionWave.d.ts.map +1 -0
  134. package/dist/emit/draw/elliott/elliottCorrectionWave.js +43 -0
  135. package/dist/emit/draw/elliott/elliottCorrectionWave.js.map +1 -0
  136. package/dist/emit/draw/elliott/elliottDoubleCombo.d.ts +44 -0
  137. package/dist/emit/draw/elliott/elliottDoubleCombo.d.ts.map +1 -0
  138. package/dist/emit/draw/elliott/elliottDoubleCombo.js +43 -0
  139. package/dist/emit/draw/elliott/elliottDoubleCombo.js.map +1 -0
  140. package/dist/emit/draw/elliott/elliottImpulseWave.d.ts +42 -0
  141. package/dist/emit/draw/elliott/elliottImpulseWave.d.ts.map +1 -0
  142. package/dist/emit/draw/elliott/elliottImpulseWave.js +43 -0
  143. package/dist/emit/draw/elliott/elliottImpulseWave.js.map +1 -0
  144. package/dist/emit/draw/elliott/elliottTriangleWave.d.ts +41 -0
  145. package/dist/emit/draw/elliott/elliottTriangleWave.d.ts.map +1 -0
  146. package/dist/emit/draw/elliott/elliottTriangleWave.js +43 -0
  147. package/dist/emit/draw/elliott/elliottTriangleWave.js.map +1 -0
  148. package/dist/emit/draw/elliott/elliottTripleCombo.d.ts +44 -0
  149. package/dist/emit/draw/elliott/elliottTripleCombo.d.ts.map +1 -0
  150. package/dist/emit/draw/elliott/elliottTripleCombo.js +47 -0
  151. package/dist/emit/draw/elliott/elliottTripleCombo.js.map +1 -0
  152. package/dist/emit/draw/fibA/fibChannel.d.ts +41 -0
  153. package/dist/emit/draw/fibA/fibChannel.d.ts.map +1 -0
  154. package/dist/emit/draw/fibA/fibChannel.js +40 -0
  155. package/dist/emit/draw/fibA/fibChannel.js.map +1 -0
  156. package/dist/emit/draw/fibA/fibRetracement.d.ts +40 -0
  157. package/dist/emit/draw/fibA/fibRetracement.d.ts.map +1 -0
  158. package/dist/emit/draw/fibA/fibRetracement.js +44 -0
  159. package/dist/emit/draw/fibA/fibRetracement.js.map +1 -0
  160. package/dist/emit/draw/fibA/fibTimeZone.d.ts +41 -0
  161. package/dist/emit/draw/fibA/fibTimeZone.d.ts.map +1 -0
  162. package/dist/emit/draw/fibA/fibTimeZone.js +44 -0
  163. package/dist/emit/draw/fibA/fibTimeZone.js.map +1 -0
  164. package/dist/emit/draw/fibA/fibTrendExtension.d.ts +42 -0
  165. package/dist/emit/draw/fibA/fibTrendExtension.d.ts.map +1 -0
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  167. package/dist/emit/draw/fibA/fibTrendExtension.js.map +1 -0
  168. package/dist/emit/draw/fibA/fibWedge.d.ts +42 -0
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  171. package/dist/emit/draw/fibA/fibWedge.js.map +1 -0
  172. package/dist/emit/draw/fibB/fibCircles.d.ts +41 -0
  173. package/dist/emit/draw/fibB/fibCircles.d.ts.map +1 -0
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  175. package/dist/emit/draw/fibB/fibCircles.js.map +1 -0
  176. package/dist/emit/draw/fibB/fibSpeedArcs.d.ts +39 -0
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  179. package/dist/emit/draw/fibB/fibSpeedArcs.js.map +1 -0
  180. package/dist/emit/draw/fibB/fibSpeedFan.d.ts +39 -0
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  183. package/dist/emit/draw/fibB/fibSpeedFan.js.map +1 -0
  184. package/dist/emit/draw/fibB/fibSpiral.d.ts +41 -0
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  188. package/dist/emit/draw/fibB/fibTrendTime.d.ts +45 -0
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  192. package/dist/emit/draw/gann/gannBox.d.ts +39 -0
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  208. package/dist/emit/draw/handle.d.ts +37 -0
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  212. package/dist/emit/draw/index.d.ts +5 -0
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@@ -0,0 +1,199 @@
1
+ // Copyright (c) 2026 Invinite. Licensed under the MIT License.
2
+ // See the LICENSE file in the repo root for full license text.
3
+ //
4
+ // Ported from invinite/src/components/trading-chart/indicators/historical-volatility.ts
5
+ // (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
6
+ // Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
7
+ // provenance contract; the math is the reference, the code style is not.
8
+ // Structural choices (callsite-id slot, Series<T> proxy, replaceHead
9
+ // mode) follow chartlang's primitive shape — NOT invinite's
10
+ // IndicatorPlugin shape. The rolling log-returns window is folded
11
+ // incrementally per bar (one append per close, one head-replace per
12
+ // tick) rather than invinite's full-array recompute. The Phase-1
13
+ // `lib/rollingStddev` helper is the full-recompute reference the
14
+ // property test asserts against.
15
+ import { Float64RingBuffer } from "../ringBuffer.js";
16
+ import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
17
+ import { makeSeriesView, makeShiftedSeriesView } from "../seriesView.js";
18
+ import { readSourceValue } from "./lib/sourceValue.js";
19
+ const DEFAULT_ANNUALISATION_FACTOR = 365;
20
+ function getCtx() {
21
+ const ctx = ACTIVE_RUNTIME_CONTEXT.current;
22
+ if (ctx === null) {
23
+ throw new Error("ta.historicalVolatility called outside an active script step");
24
+ }
25
+ return ctx;
26
+ }
27
+ function initSlot(length, annualisationFactor, capacity) {
28
+ const outBuffer = new Float64RingBuffer(capacity);
29
+ return {
30
+ outBuffer,
31
+ series: makeSeriesView(outBuffer),
32
+ length,
33
+ annualisationFactor,
34
+ logReturnsWindow: new Float64RingBuffer(length),
35
+ sumX: 0,
36
+ sumX2: 0,
37
+ prevSrc: Number.NaN,
38
+ shiftedViews: new Map(),
39
+ };
40
+ }
41
+ function viewForOffset(slot, offset) {
42
+ if (offset === 0)
43
+ return slot.series;
44
+ let view = slot.shiftedViews.get(offset);
45
+ if (view === undefined) {
46
+ view = makeShiftedSeriesView(slot.outBuffer, offset);
47
+ slot.shiftedViews.set(offset, view);
48
+ }
49
+ return view;
50
+ }
51
+ function logReturn(prev, cur) {
52
+ if (!Number.isFinite(prev) || !Number.isFinite(cur) || prev <= 0 || cur <= 0) {
53
+ return Number.NaN;
54
+ }
55
+ return Math.log(cur / prev);
56
+ }
57
+ function windowStdDev(window, sumX, sumX2) {
58
+ const n = window.length;
59
+ // Defensive: callers gate on `length === capacity` so n > 0 here.
60
+ /* c8 ignore next */
61
+ if (n <= 0)
62
+ return Number.NaN;
63
+ const mean = sumX / n;
64
+ const variance = sumX2 / n - mean * mean;
65
+ return Math.sqrt(Math.max(0, variance));
66
+ }
67
+ /**
68
+ * Recompute the window-sums by walking the buffer. Called when a NaN
69
+ * has been folded into the running sums (which would otherwise poison
70
+ * every subsequent recompute) — restores the running invariant from
71
+ * the live window contents. O(length) but only runs when needed.
72
+ */
73
+ function recomputeSums(slot) {
74
+ let sumX = 0;
75
+ let sumX2 = 0;
76
+ let anyNaN = false;
77
+ for (let i = 0; i < slot.logReturnsWindow.length; i += 1) {
78
+ const v = slot.logReturnsWindow.at(slot.logReturnsWindow.length - 1 - i);
79
+ if (!Number.isFinite(v)) {
80
+ anyNaN = true;
81
+ break;
82
+ }
83
+ sumX += v;
84
+ sumX2 += v * v;
85
+ }
86
+ if (anyNaN) {
87
+ slot.sumX = Number.NaN;
88
+ slot.sumX2 = Number.NaN;
89
+ }
90
+ else {
91
+ slot.sumX = sumX;
92
+ slot.sumX2 = sumX2;
93
+ }
94
+ }
95
+ function closeValue(slot, src) {
96
+ const lr = logReturn(slot.prevSrc, src);
97
+ if (slot.logReturnsWindow.length < slot.logReturnsWindow.capacity) {
98
+ slot.logReturnsWindow.append(lr);
99
+ if (Number.isFinite(lr)) {
100
+ slot.sumX += lr;
101
+ slot.sumX2 += lr * lr;
102
+ }
103
+ else {
104
+ slot.sumX = Number.NaN;
105
+ slot.sumX2 = Number.NaN;
106
+ }
107
+ slot.prevSrc = src;
108
+ return Number.NaN;
109
+ }
110
+ const outgoing = slot.logReturnsWindow.at(slot.logReturnsWindow.length - 1);
111
+ slot.logReturnsWindow.append(lr);
112
+ if (!Number.isFinite(lr)) {
113
+ slot.sumX = Number.NaN;
114
+ slot.sumX2 = Number.NaN;
115
+ }
116
+ else if (!Number.isFinite(slot.sumX) ||
117
+ /* c8 ignore next */
118
+ !Number.isFinite(outgoing)) {
119
+ // A previous NaN poisoned the running sums; rebuild from the
120
+ // live window. NaN inside short-circuits to NaN. The
121
+ // `!Number.isFinite(outgoing)` half of the OR is defensive —
122
+ // outgoing comes from the live window head and is only NaN
123
+ // when a NaN was previously appended, which also poisoned
124
+ // `sumX` (covered by the first half of the OR).
125
+ recomputeSums(slot);
126
+ }
127
+ else {
128
+ slot.sumX = slot.sumX - outgoing + lr;
129
+ slot.sumX2 = slot.sumX2 - outgoing * outgoing + lr * lr;
130
+ }
131
+ slot.prevSrc = src;
132
+ if (!Number.isFinite(slot.sumX))
133
+ return Number.NaN;
134
+ const sd = windowStdDev(slot.logReturnsWindow, slot.sumX, slot.sumX2);
135
+ return sd * Math.sqrt(slot.annualisationFactor) * 100;
136
+ }
137
+ function tickValue(slot, src) {
138
+ if (slot.logReturnsWindow.length < slot.logReturnsWindow.capacity)
139
+ return Number.NaN;
140
+ const lr = logReturn(slot.prevSrc, src);
141
+ if (!Number.isFinite(lr) || !Number.isFinite(slot.sumX))
142
+ return Number.NaN;
143
+ const oldestInHead = slot.logReturnsWindow.at(0);
144
+ // Defensive: the close-side advance appends a finite lr (otherwise
145
+ // sumX is poisoned and we returned at the guard above). The window
146
+ // head can only be NaN if a prior NaN was appended, which is
147
+ // already covered by the sumX guard.
148
+ /* c8 ignore next */
149
+ if (!Number.isFinite(oldestInHead))
150
+ return Number.NaN;
151
+ const sumX = slot.sumX - oldestInHead + lr;
152
+ const sumX2 = slot.sumX2 - oldestInHead * oldestInHead + lr * lr;
153
+ const n = slot.logReturnsWindow.length;
154
+ const mean = sumX / n;
155
+ const variance = sumX2 / n - mean * mean;
156
+ return Math.sqrt(Math.max(0, variance)) * Math.sqrt(slot.annualisationFactor) * 100;
157
+ }
158
+ /**
159
+ * Historical Volatility — sub-pane line. Standard deviation of log
160
+ * returns annualised + percent-scaled. Use `annualisationFactor: 365`
161
+ * for crypto / 24-7 series (the default), `252` for trading-day
162
+ * equity series. NaN through warmup (`[0, length − 1]`) — the first
163
+ * log return lands at bar 1 and the window needs `length` of them.
164
+ * NaN inputs (≤ 0 or non-finite source) yield NaN log-returns; any
165
+ * NaN inside the window short-circuits the output to NaN.
166
+ *
167
+ * @formula lr[t] = ln(src[t] / src[t − 1]) ;
168
+ * hv[t] = stddev(lr[t − length + 1..= t]) · sqrt(annualisationFactor) · 100
169
+ * @warmup length
170
+ * @anchors annualisationFactor
171
+ * @since 0.2
172
+ * @stable
173
+ *
174
+ * `opts.offset` shifts the returned series so `series.current` reads
175
+ * the value `offset` bars ago (PLAN.md §9.1).
176
+ *
177
+ * @example
178
+ * // import { ta } from "@invinite-org/chartlang-core";
179
+ * // const hv = ta.historicalVolatility(bar.close, 10);
180
+ * // plot(hv);
181
+ */
182
+ export function historicalVolatility(slotId, source, length, opts) {
183
+ const ctx = getCtx();
184
+ let slot = ctx.stream.taSlots.get(slotId);
185
+ if (slot === undefined) {
186
+ const annualisationFactor = opts?.annualisationFactor ?? DEFAULT_ANNUALISATION_FACTOR;
187
+ slot = initSlot(length, annualisationFactor, ctx.stream.ohlcv.close.capacity);
188
+ ctx.stream.taSlots.set(slotId, slot);
189
+ }
190
+ const src = readSourceValue(source);
191
+ if (ctx.isTick) {
192
+ slot.outBuffer.replaceHead(tickValue(slot, src));
193
+ }
194
+ else {
195
+ slot.outBuffer.append(closeValue(slot, src));
196
+ }
197
+ return viewForOffset(slot, opts?.offset ?? 0);
198
+ }
199
+ //# sourceMappingURL=historicalVolatility.js.map
@@ -0,0 +1 @@
1
+ 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@@ -0,0 +1,28 @@
1
+ import type { HmaOpts, Series } from "@invinite-org/chartlang-core";
2
+ import { type ScalarOrSeries } from "./lib/sourceValue.js";
3
+ /**
4
+ * Hull moving average — `WMA(2·WMA(src, N/2) − WMA(src, N), sqrt(N))`.
5
+ * Composes three WMA sub-slots derived from the parent slot id
6
+ * (`${slotId}/half`, `${slotId}/full`, `${slotId}/final`). The intermediate
7
+ * `diff = 2·halfWMA − fullWMA` is a scalar passed into the final WMA;
8
+ * no separate primitive owns the diff stream. Warmup is the full chain:
9
+ * `length + ceil(sqrt(length)) − 2`. Tick-mode propagates through every
10
+ * sub-slot's replace-head branch.
11
+ *
12
+ * @formula halfLen = floor(length / 2) ;
13
+ * sqrtLen = round(sqrt(length)) ;
14
+ * half = WMA(source, halfLen) ;
15
+ * full = WMA(source, length) ;
16
+ * diff = 2 · half − full ;
17
+ * out = WMA(diff, sqrtLen)
18
+ * @warmup length + ceil(sqrt(length)) − 2
19
+ * @since 0.2
20
+ * @stable
21
+ *
22
+ * @example
23
+ * // import { ta } from "@invinite-org/chartlang-core";
24
+ * // const h = ta.hma(bar.close, 21);
25
+ * // plot(h);
26
+ */
27
+ export declare function hma(slotId: string, source: ScalarOrSeries, length: number, _opts?: HmaOpts): Series<number>;
28
+ //# sourceMappingURL=hma.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"hma.d.ts","sourceRoot":"","sources":["../../src/ta/hma.ts"],"names":[],"mappings":"AAYA,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,EAAE,MAAM,8BAA8B,CAAC;AAGpE,OAAO,EAAE,KAAK,cAAc,EAAmB,MAAM,sBAAsB,CAAC;AAe5E;;;;;;;;;;;;;;;;;;;;;;;GAuBG;AACH,wBAAgB,GAAG,CACf,MAAM,EAAE,MAAM,EACd,MAAM,EAAE,cAAc,EACtB,MAAM,EAAE,MAAM,EACd,KAAK,CAAC,EAAE,OAAO,GAChB,MAAM,CAAC,MAAM,CAAC,CAkBhB"}
package/dist/ta/hma.js ADDED
@@ -0,0 +1,64 @@
1
+ // Copyright (c) 2026 Invinite. Licensed under the MIT License.
2
+ // See the LICENSE file in the repo root for full license text.
3
+ //
4
+ // Ported from invinite/src/components/trading-chart/indicators/hma.ts
5
+ // (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
6
+ // Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
7
+ // provenance contract; the math is the reference, the code style is not.
8
+ // Structural choices (callsite-id slot, Series<T> proxy, replaceHead
9
+ // mode) follow chartlang's primitive shape — NOT invinite's
10
+ // IndicatorPlugin shape. The HMA primitive composes three WMA sub-
11
+ // slots derived from the parent slot id.
12
+ import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
13
+ import { readSourceValue } from "./lib/sourceValue.js";
14
+ import { wma } from "./wma.js";
15
+ function getCtx() {
16
+ const ctx = ACTIVE_RUNTIME_CONTEXT.current;
17
+ if (ctx === null) {
18
+ throw new Error("ta.hma called outside an active script step");
19
+ }
20
+ return ctx;
21
+ }
22
+ /**
23
+ * Hull moving average — `WMA(2·WMA(src, N/2) − WMA(src, N), sqrt(N))`.
24
+ * Composes three WMA sub-slots derived from the parent slot id
25
+ * (`${slotId}/half`, `${slotId}/full`, `${slotId}/final`). The intermediate
26
+ * `diff = 2·halfWMA − fullWMA` is a scalar passed into the final WMA;
27
+ * no separate primitive owns the diff stream. Warmup is the full chain:
28
+ * `length + ceil(sqrt(length)) − 2`. Tick-mode propagates through every
29
+ * sub-slot's replace-head branch.
30
+ *
31
+ * @formula halfLen = floor(length / 2) ;
32
+ * sqrtLen = round(sqrt(length)) ;
33
+ * half = WMA(source, halfLen) ;
34
+ * full = WMA(source, length) ;
35
+ * diff = 2 · half − full ;
36
+ * out = WMA(diff, sqrtLen)
37
+ * @warmup length + ceil(sqrt(length)) − 2
38
+ * @since 0.2
39
+ * @stable
40
+ *
41
+ * @example
42
+ * // import { ta } from "@invinite-org/chartlang-core";
43
+ * // const h = ta.hma(bar.close, 21);
44
+ * // plot(h);
45
+ */
46
+ export function hma(slotId, source, length, _opts) {
47
+ const ctx = getCtx();
48
+ const halfLen = Math.max(1, Math.floor(length / 2));
49
+ const sqrtLen = Math.max(1, Math.round(Math.sqrt(length)));
50
+ const src = readSourceValue(source);
51
+ const halfSeries = wma(`${slotId}/half`, src, halfLen);
52
+ const fullSeries = wma(`${slotId}/full`, src, length);
53
+ const ha = halfSeries.current;
54
+ const fa = fullSeries.current;
55
+ const diff = Number.isFinite(ha) && Number.isFinite(fa) ? 2 * ha - fa : Number.NaN;
56
+ const finalSeries = wma(`${slotId}/final`, diff, sqrtLen);
57
+ let slot = ctx.stream.taSlots.get(slotId);
58
+ if (slot === undefined) {
59
+ slot = { series: finalSeries };
60
+ ctx.stream.taSlots.set(slotId, slot);
61
+ }
62
+ return slot.series;
63
+ }
64
+ //# sourceMappingURL=hma.js.map
@@ -0,0 +1 @@
1
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@@ -0,0 +1,42 @@
1
+ import type { IchimokuOpts, IchimokuResult } from "@invinite-org/chartlang-core";
2
+ /**
3
+ * Ichimoku Cloud — five-line trend / cloud overlay. Composes six
4
+ * `ta.highest` / `ta.lowest` sub-slots (Tenkan high+low, Kijun
5
+ * high+low, Senkou B high+low) — the same composition seam
6
+ * `ta.donchian` uses — so a fix to either rolling-extreme primitive
7
+ * flows in for free. Forward-displaced Senkou A / Senkou B and
8
+ * backward-displaced Chikou are produced via per-slot delay ring
9
+ * buffers of capacity `displacement + 1`.
10
+ *
11
+ * `chikou.current` returns `close[t − displacement]` (the close from
12
+ * `displacement` bars ago, plotted at today's position — the
13
+ * lagging-span semantic). Renderer-side, the script author may
14
+ * choose to draw it at the visually-offset position; the runtime
15
+ * exposes the backward-shifted value so script-author conditionals
16
+ * (cross / alert) see meaningful data.
17
+ *
18
+ * @formula tenkan[t] = (highest(high, conversionLength) + lowest(low, conversionLength)) / 2 ;
19
+ * kijun[t] = (highest(high, baseLength) + lowest(low, baseLength)) / 2 ;
20
+ * senkouARaw = (tenkan + kijun) / 2 ;
21
+ * senkouBRaw = (highest(high, leadingSpanBLength) + lowest(low, leadingSpanBLength)) / 2 ;
22
+ * senkouA[t] = senkouARaw[t − displacement] ;
23
+ * senkouB[t] = senkouBRaw[t − displacement] ;
24
+ * chikou[t] = close[t − displacement]
25
+ * @anchors displacement, conversionLength, baseLength, leadingSpanBLength
26
+ * @warmup max(conversionLength, baseLength, leadingSpanBLength) + displacement − 1
27
+ * @since 0.2
28
+ * @stable
29
+ *
30
+ * `opts.offset` shifts all five outputs in lockstep (PLAN.md §9.1).
31
+ *
32
+ * @example
33
+ * // import { ta } from "@invinite-org/chartlang-runtime";
34
+ * // const i = ta.ichimoku("slot");
35
+ * // plot(i.tenkan);
36
+ * // plot(i.kijun);
37
+ * // plot(i.senkouA);
38
+ * // plot(i.senkouB);
39
+ * // plot(i.chikou);
40
+ */
41
+ export declare function ichimoku(slotId: string, opts?: IchimokuOpts): IchimokuResult;
42
+ //# sourceMappingURL=ichimoku.d.ts.map
@@ -0,0 +1 @@
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@@ -0,0 +1,188 @@
1
+ // Copyright (c) 2026 Invinite. Licensed under the MIT License.
2
+ // See the LICENSE file in the repo root for full license text.
3
+ //
4
+ // Ported from invinite/src/components/trading-chart/indicators/ichimoku.ts
5
+ // (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
6
+ // Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
7
+ // provenance contract; the math is the reference, the code style is not.
8
+ // Structural choices (callsite-id slot, Series<T> proxy, replaceHead
9
+ // mode) follow chartlang's primitive shape — NOT invinite's
10
+ // IndicatorPlugin shape. Ichimoku composes six `ta.highest` / `ta.lowest`
11
+ // sub-slots (one pair each for Tenkan / Kijun / Senkou B) — the same
12
+ // composition seam `donchian.ts` uses — so a fix to highest/lowest
13
+ // flows in for free. The forward-displaced Senkou A / Senkou B and
14
+ // backward-displaced Chikou are produced via per-slot delay ring
15
+ // buffers of capacity `displacement + 1`.
16
+ import { Float64RingBuffer } from "../ringBuffer.js";
17
+ import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
18
+ import { makeSeriesView, makeShiftedSeriesView } from "../seriesView.js";
19
+ import { highest } from "./highest.js";
20
+ import { lowest } from "./lowest.js";
21
+ const DEFAULT_CONVERSION_LENGTH = 9;
22
+ const DEFAULT_BASE_LENGTH = 26;
23
+ const DEFAULT_LEADING_SPAN_B_LENGTH = 52;
24
+ const DEFAULT_DISPLACEMENT = 26;
25
+ function getCtx() {
26
+ const ctx = ACTIVE_RUNTIME_CONTEXT.current;
27
+ if (ctx === null) {
28
+ throw new Error("ta.ichimoku called outside an active script step");
29
+ }
30
+ return ctx;
31
+ }
32
+ function midpoint(hi, lo) {
33
+ if (!Number.isFinite(hi) || !Number.isFinite(lo))
34
+ return Number.NaN;
35
+ return (hi + lo) / 2;
36
+ }
37
+ function spanAverage(a, b) {
38
+ if (!Number.isFinite(a) || !Number.isFinite(b))
39
+ return Number.NaN;
40
+ return (a + b) / 2;
41
+ }
42
+ function delayedValue(delay, displacement) {
43
+ if (delay.length <= displacement)
44
+ return Number.NaN;
45
+ return delay.at(displacement);
46
+ }
47
+ function initSlot(capacity, conversionLength, baseLength, leadingSpanBLength, displacement) {
48
+ const tenkanBuffer = new Float64RingBuffer(capacity);
49
+ const kijunBuffer = new Float64RingBuffer(capacity);
50
+ const senkouABuffer = new Float64RingBuffer(capacity);
51
+ const senkouBBuffer = new Float64RingBuffer(capacity);
52
+ const chikouBuffer = new Float64RingBuffer(capacity);
53
+ // The delay ring buffers need only `displacement + 1` slots — at
54
+ // each close we append the new raw value; `at(displacement)`
55
+ // returns the value from `displacement` closes ago.
56
+ const delayCap = displacement + 1;
57
+ return {
58
+ outputs: Object.freeze({
59
+ tenkan: makeSeriesView(tenkanBuffer),
60
+ kijun: makeSeriesView(kijunBuffer),
61
+ senkouA: makeSeriesView(senkouABuffer),
62
+ senkouB: makeSeriesView(senkouBBuffer),
63
+ chikou: makeSeriesView(chikouBuffer),
64
+ }),
65
+ tenkanBuffer,
66
+ kijunBuffer,
67
+ senkouABuffer,
68
+ senkouBBuffer,
69
+ chikouBuffer,
70
+ conversionLength,
71
+ baseLength,
72
+ leadingSpanBLength,
73
+ displacement,
74
+ senkouADelay: new Float64RingBuffer(delayCap),
75
+ senkouBDelay: new Float64RingBuffer(delayCap),
76
+ closeDelay: new Float64RingBuffer(delayCap),
77
+ shiftedResults: new Map(),
78
+ };
79
+ }
80
+ function resultForOffset(slot, offset) {
81
+ if (offset === 0)
82
+ return slot.outputs;
83
+ let cached = slot.shiftedResults.get(offset);
84
+ if (cached === undefined) {
85
+ cached = Object.freeze({
86
+ tenkan: makeShiftedSeriesView(slot.tenkanBuffer, offset),
87
+ kijun: makeShiftedSeriesView(slot.kijunBuffer, offset),
88
+ senkouA: makeShiftedSeriesView(slot.senkouABuffer, offset),
89
+ senkouB: makeShiftedSeriesView(slot.senkouBBuffer, offset),
90
+ chikou: makeShiftedSeriesView(slot.chikouBuffer, offset),
91
+ });
92
+ slot.shiftedResults.set(offset, cached);
93
+ }
94
+ return cached;
95
+ }
96
+ /**
97
+ * Ichimoku Cloud — five-line trend / cloud overlay. Composes six
98
+ * `ta.highest` / `ta.lowest` sub-slots (Tenkan high+low, Kijun
99
+ * high+low, Senkou B high+low) — the same composition seam
100
+ * `ta.donchian` uses — so a fix to either rolling-extreme primitive
101
+ * flows in for free. Forward-displaced Senkou A / Senkou B and
102
+ * backward-displaced Chikou are produced via per-slot delay ring
103
+ * buffers of capacity `displacement + 1`.
104
+ *
105
+ * `chikou.current` returns `close[t − displacement]` (the close from
106
+ * `displacement` bars ago, plotted at today's position — the
107
+ * lagging-span semantic). Renderer-side, the script author may
108
+ * choose to draw it at the visually-offset position; the runtime
109
+ * exposes the backward-shifted value so script-author conditionals
110
+ * (cross / alert) see meaningful data.
111
+ *
112
+ * @formula tenkan[t] = (highest(high, conversionLength) + lowest(low, conversionLength)) / 2 ;
113
+ * kijun[t] = (highest(high, baseLength) + lowest(low, baseLength)) / 2 ;
114
+ * senkouARaw = (tenkan + kijun) / 2 ;
115
+ * senkouBRaw = (highest(high, leadingSpanBLength) + lowest(low, leadingSpanBLength)) / 2 ;
116
+ * senkouA[t] = senkouARaw[t − displacement] ;
117
+ * senkouB[t] = senkouBRaw[t − displacement] ;
118
+ * chikou[t] = close[t − displacement]
119
+ * @anchors displacement, conversionLength, baseLength, leadingSpanBLength
120
+ * @warmup max(conversionLength, baseLength, leadingSpanBLength) + displacement − 1
121
+ * @since 0.2
122
+ * @stable
123
+ *
124
+ * `opts.offset` shifts all five outputs in lockstep (PLAN.md §9.1).
125
+ *
126
+ * @example
127
+ * // import { ta } from "@invinite-org/chartlang-runtime";
128
+ * // const i = ta.ichimoku("slot");
129
+ * // plot(i.tenkan);
130
+ * // plot(i.kijun);
131
+ * // plot(i.senkouA);
132
+ * // plot(i.senkouB);
133
+ * // plot(i.chikou);
134
+ */
135
+ export function ichimoku(slotId, opts) {
136
+ const ctx = getCtx();
137
+ const conversionLength = opts?.conversionLength ?? DEFAULT_CONVERSION_LENGTH;
138
+ const baseLength = opts?.baseLength ?? DEFAULT_BASE_LENGTH;
139
+ const leadingSpanBLength = opts?.leadingSpanBLength ?? DEFAULT_LEADING_SPAN_B_LENGTH;
140
+ const displacement = opts?.displacement ?? DEFAULT_DISPLACEMENT;
141
+ const offset = opts?.offset ?? 0;
142
+ const bar = ctx.stream.bar;
143
+ let slot = ctx.stream.taSlots.get(slotId);
144
+ if (slot === undefined) {
145
+ slot = initSlot(ctx.stream.ohlcv.close.capacity, conversionLength, baseLength, leadingSpanBLength, displacement);
146
+ ctx.stream.taSlots.set(slotId, slot);
147
+ }
148
+ // Compose: rolling extremes via the registered ta.highest /
149
+ // ta.lowest sub-slots. Each composed call advances the sub-slot on
150
+ // the same close (or replaces its head on the same tick).
151
+ const tenkanHi = highest(`${slotId}/tenkanHigh`, bar.high, conversionLength).current;
152
+ const tenkanLo = lowest(`${slotId}/tenkanLow`, bar.low, conversionLength).current;
153
+ const kijunHi = highest(`${slotId}/kijunHigh`, bar.high, baseLength).current;
154
+ const kijunLo = lowest(`${slotId}/kijunLow`, bar.low, baseLength).current;
155
+ const senkouBHi = highest(`${slotId}/senkouBHigh`, bar.high, leadingSpanBLength).current;
156
+ const senkouBLo = lowest(`${slotId}/senkouBLow`, bar.low, leadingSpanBLength).current;
157
+ const tenkan = midpoint(tenkanHi, tenkanLo);
158
+ const kijun = midpoint(kijunHi, kijunLo);
159
+ const senkouBRaw = midpoint(senkouBHi, senkouBLo);
160
+ const senkouARaw = spanAverage(tenkan, kijun);
161
+ if (ctx.isTick) {
162
+ // Replace the head of the delay buffers with the tick's
163
+ // updated raw values. `at(displacement)` then returns the
164
+ // SAME value as before (the displacement-shifted slot is not
165
+ // affected by the head's value), so the displaced output
166
+ // heads are stable on tick.
167
+ slot.senkouADelay.replaceHead(senkouARaw);
168
+ slot.senkouBDelay.replaceHead(senkouBRaw);
169
+ slot.closeDelay.replaceHead(bar.close);
170
+ slot.tenkanBuffer.replaceHead(tenkan);
171
+ slot.kijunBuffer.replaceHead(kijun);
172
+ slot.senkouABuffer.replaceHead(delayedValue(slot.senkouADelay, displacement));
173
+ slot.senkouBBuffer.replaceHead(delayedValue(slot.senkouBDelay, displacement));
174
+ slot.chikouBuffer.replaceHead(delayedValue(slot.closeDelay, displacement));
175
+ }
176
+ else {
177
+ slot.senkouADelay.append(senkouARaw);
178
+ slot.senkouBDelay.append(senkouBRaw);
179
+ slot.closeDelay.append(bar.close);
180
+ slot.tenkanBuffer.append(tenkan);
181
+ slot.kijunBuffer.append(kijun);
182
+ slot.senkouABuffer.append(delayedValue(slot.senkouADelay, displacement));
183
+ slot.senkouBBuffer.append(delayedValue(slot.senkouBDelay, displacement));
184
+ slot.chikouBuffer.append(delayedValue(slot.closeDelay, displacement));
185
+ }
186
+ return resultForOffset(slot, offset);
187
+ }
188
+ //# sourceMappingURL=ichimoku.js.map
@@ -0,0 +1 @@
1
+ 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@@ -0,0 +1,5 @@
1
+ export { TA_REGISTRY, ta } from "./registry.js";
2
+ export type { RuntimeTaNamespace } from "./registry.js";
3
+ export { maRibbonOutputKeys } from "./maRibbon.js";
4
+ export type { ScalarOrSeries } from "./lib/sourceValue.js";
5
+ //# sourceMappingURL=index.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/ta/index.ts"],"names":[],"mappings":"AAGA,OAAO,EAAE,WAAW,EAAE,EAAE,EAAE,MAAM,eAAe,CAAC;AAChD,YAAY,EAAE,kBAAkB,EAAE,MAAM,eAAe,CAAC;AACxD,OAAO,EAAE,kBAAkB,EAAE,MAAM,eAAe,CAAC;AACnD,YAAY,EAAE,cAAc,EAAE,MAAM,sBAAsB,CAAC"}
@@ -0,0 +1,5 @@
1
+ // Copyright (c) 2026 Invinite. Licensed under the MIT License.
2
+ // See the LICENSE file in the repo root for full license text.
3
+ export { TA_REGISTRY, ta } from "./registry.js";
4
+ export { maRibbonOutputKeys } from "./maRibbon.js";
5
+ //# sourceMappingURL=index.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/ta/index.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAE/D,OAAO,EAAE,WAAW,EAAE,EAAE,EAAE,MAAM,eAAe,CAAC;AAEhD,OAAO,EAAE,kBAAkB,EAAE,MAAM,eAAe,CAAC"}
@@ -0,0 +1,35 @@
1
+ import type { KamaOpts, Series } from "@invinite-org/chartlang-core";
2
+ import { type ScalarOrSeries } from "./lib/sourceValue.js";
3
+ /**
4
+ * Kaufman's Adaptive Moving Average — an EMA-like recurrence whose
5
+ * smoothing constant adapts to market efficiency. The "efficiency
6
+ * ratio" is the directional change over the last `length` bars
7
+ * divided by the total path-length over the same window; high
8
+ * efficiency (trending) → smoothing approaches `fastAlpha`,
9
+ * low efficiency (chop) → smoothing approaches `slowAlpha`.
10
+ * Defaults: `length = 10`, `fastLength = 2`, `slowLength = 30`.
11
+ *
12
+ * NaN handling: mid-stream NaN source → KAMA carries the prior value
13
+ * forward (matches the EMA / SMMA recurrence convention). Zero-
14
+ * volatility window → `er = 0`, smoothing degenerates to `slowAlpha²`
15
+ * but no change occurs because `src − prev` is itself 0 in the
16
+ * constant-source regime.
17
+ *
18
+ * @formula fastAlpha = 2 / (fastLength + 1) ;
19
+ * slowAlpha = 2 / (slowLength + 1) ;
20
+ * change = |src[t] − src[t − length]| ;
21
+ * vol = Σ_{j=0..length-1} |src[t − j] − src[t − j − 1]| ;
22
+ * er = vol > 0 ? change / vol : 0 ;
23
+ * sc = (er · (fastAlpha − slowAlpha) + slowAlpha)² ;
24
+ * KAMA[t] = KAMA[t − 1] + sc · (src[t] − KAMA[t − 1])
25
+ * @warmup length
26
+ * @since 0.2
27
+ * @stable
28
+ *
29
+ * @example
30
+ * // import { ta } from "@invinite-org/chartlang-core";
31
+ * // const k = ta.kama(bar.close, { length: 10, fastLength: 2, slowLength: 30 });
32
+ * // plot(k);
33
+ */
34
+ export declare function kama(slotId: string, source: ScalarOrSeries, opts?: KamaOpts): Series<number>;
35
+ //# sourceMappingURL=kama.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"kama.d.ts","sourceRoot":"","sources":["../../src/ta/kama.ts"],"names":[],"mappings":"AAWA,OAAO,KAAK,EAAE,QAAQ,EAAE,MAAM,EAAE,MAAM,8BAA8B,CAAC;AAKrE,OAAO,EAAE,KAAK,cAAc,EAAmB,MAAM,sBAAsB,CAAC;AAyF5E;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA8BG;AACH,wBAAgB,IAAI,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,cAAc,EAAE,IAAI,CAAC,EAAE,QAAQ,GAAG,MAAM,CAAC,MAAM,CAAC,CA0B5F"}