@invinite-org/chartlang-runtime 1.0.2

package/dist/ta/lib/directionalState.js

@@ -0,0 +1,204 @@
+// 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/lib/directionalState.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 { wilderStep } from "./wilderSmoothing.js";
+/**
+ * Allocate a fresh directional-state record. Shared by `ta.dmi` and
+ * `ta.adx`. Exported so the ADX primitive can fold onto the same
+ * recurrence without duplicating the field set.
+ *
+ * @formula  N/A — state constructor (zero / NaN initializers)
+ * @since 0.2
+ * @stable
+ * @example
+ *     // const s = initDirectionalState(14);
+ */
+export function initDirectionalState(length) {
+    return {
+        length,
+        barCount: 0,
+        prevHigh: Number.NaN,
+        prevLow: Number.NaN,
+        prevClose: Number.NaN,
+        prevPrevHigh: Number.NaN,
+        prevPrevLow: Number.NaN,
+        prevPrevClose: Number.NaN,
+        seedPlusDm: 0,
+        seedMinusDm: 0,
+        seedTr: 0,
+        smoothedPlusDm: Number.NaN,
+        smoothedMinusDm: Number.NaN,
+        smoothedTr: Number.NaN,
+        prevClosedSmoothedPlusDm: Number.NaN,
+        prevClosedSmoothedMinusDm: Number.NaN,
+        prevClosedSmoothedTr: Number.NaN,
+        plusDi: Number.NaN,
+        minusDi: Number.NaN,
+    };
+}
+function trueRange(high, low, prevClose) {
+    // Defensive: `trueRange` is only called from bar 1 onwards (bar 0
+    // accumulates `high - low` inline via `seedTr += high - low`), and
+    // by then `prevClose` has been set to a finite value by the prior
+    // close-side advance. NaN-prevClose fallback kept for symmetry.
+    /* c8 ignore next */
+    if (!Number.isFinite(prevClose))
+        return high - low;
+    return Math.max(high - low, Math.abs(high - prevClose), Math.abs(low - prevClose));
+}
+function rawDirectionalMovement(high, low, prevHigh, prevLow) {
+    const upMove = high - prevHigh;
+    const downMove = prevLow - low;
+    const pDm = upMove > downMove && upMove > 0 ? upMove : 0;
+    const mDm = downMove > upMove && downMove > 0 ? downMove : 0;
+    return { pDm, mDm };
+}
+/**
+ * Fold the new closed bar into the directional state. Mutates
+ * `dirState` in place and returns the freshly computed `+DI` /
+ * `-DI` pair (NaN until the seed window completes). Shared by
+ * `ta.dmi` and `ta.adx`. The returned pair is also written back
+ * to `dirState.plusDi` / `dirState.minusDi` for the consumer's
+ * downstream DX computation.
+ *
+ * @formula  See {@link wilderDirectional} (lib/) for the per-step
+ *           +DM / -DM / TR formulas; this routine inlines the same
+ *           recurrence in a single-pass mutable form.
+ * @warmup   length + 1 (first defined DI at barCount === length + 1)
+ * @since 0.2
+ * @stable
+ * @example
+ *     // const { plusDi, minusDi } = advanceDirectionalClose(s, h, l, c);
+ */
+export function advanceDirectionalClose(dirState, high, low, close) {
+    const { length } = dirState;
+    if (!Number.isFinite(high) || !Number.isFinite(low) || !Number.isFinite(close)) {
+        // Hold prior values forward, do not advance the seed / smoothed
+        // state. Matches `atr.ts`'s NaN-input semantics — the recurrence
+        // cannot resume past a NaN, so we keep the last known values.
+        return { plusDi: dirState.plusDi, minusDi: dirState.minusDi };
+    }
+    dirState.barCount += 1;
+    if (dirState.barCount === 1) {
+        // First bar: seed prev-* snapshots and accumulate the bar-0
+        // range as the initial TR contribution. Matches the reference
+        // `lib/wilderDirectional` whose `seedTr` starts at
+        // `high[0] - low[0]`. No DM yet (no prevHigh).
+        dirState.prevPrevHigh = dirState.prevHigh;
+        dirState.prevPrevLow = dirState.prevLow;
+        dirState.prevPrevClose = dirState.prevClose;
+        dirState.prevHigh = high;
+        dirState.prevLow = low;
+        dirState.prevClose = close;
+        dirState.seedTr += high - low;
+        return { plusDi: Number.NaN, minusDi: Number.NaN };
+    }
+    const tr = trueRange(high, low, dirState.prevClose);
+    const { pDm, mDm } = rawDirectionalMovement(high, low, dirState.prevHigh, dirState.prevLow);
+    // Capture prev-prev BEFORE overwriting prev (tick replay needs the
+    // bar-before-current snapshot).
+    dirState.prevPrevHigh = dirState.prevHigh;
+    dirState.prevPrevLow = dirState.prevLow;
+    dirState.prevPrevClose = dirState.prevClose;
+    dirState.prevHigh = high;
+    dirState.prevLow = low;
+    dirState.prevClose = close;
+    if (dirState.barCount <= length) {
+        // Seed window: barCount in [2, length] inclusive accumulate
+        // pDm + mDm + tr; barCount === length + 1 completes the seed
+        // and emits the first defined DI pair.
+        dirState.seedPlusDm += pDm;
+        dirState.seedMinusDm += mDm;
+        dirState.seedTr += tr;
+        return { plusDi: Number.NaN, minusDi: Number.NaN };
+    }
+    if (dirState.barCount === length + 1) {
+        // Seed completes at the (length + 1)-th close — first defined
+        // slot is bar index `length` (zero-based; matches the
+        // full-recompute reference). Capture the pre-completion seed
+        // sums on `prevClosedSmoothed*` so tick replay can substitute
+        // the head bar's contribution.
+        dirState.prevClosedSmoothedPlusDm = dirState.seedPlusDm;
+        dirState.prevClosedSmoothedMinusDm = dirState.seedMinusDm;
+        dirState.prevClosedSmoothedTr = dirState.seedTr;
+        dirState.seedPlusDm += pDm;
+        dirState.seedMinusDm += mDm;
+        dirState.seedTr += tr;
+        dirState.smoothedPlusDm = dirState.seedPlusDm;
+        dirState.smoothedMinusDm = dirState.seedMinusDm;
+        dirState.smoothedTr = dirState.seedTr;
+        const tr0 = dirState.smoothedTr;
+        const plusDi = tr0 === 0 ? 0 : (100 * dirState.smoothedPlusDm) / tr0;
+        const minusDi = tr0 === 0 ? 0 : (100 * dirState.smoothedMinusDm) / tr0;
+        dirState.plusDi = plusDi;
+        dirState.minusDi = minusDi;
+        return { plusDi, minusDi };
+    }
+    // Post-seed: Wilder-smooth +DM / -DM / TR.
+    dirState.prevClosedSmoothedPlusDm = dirState.smoothedPlusDm;
+    dirState.prevClosedSmoothedMinusDm = dirState.smoothedMinusDm;
+    dirState.prevClosedSmoothedTr = dirState.smoothedTr;
+    dirState.smoothedPlusDm = wilderStep(dirState.smoothedPlusDm, pDm, length);
+    dirState.smoothedMinusDm = wilderStep(dirState.smoothedMinusDm, mDm, length);
+    dirState.smoothedTr = wilderStep(dirState.smoothedTr, tr, length);
+    const tr1 = dirState.smoothedTr;
+    const plusDi = tr1 === 0 ? 0 : (100 * dirState.smoothedPlusDm) / tr1;
+    const minusDi = tr1 === 0 ? 0 : (100 * dirState.smoothedMinusDm) / tr1;
+    dirState.plusDi = plusDi;
+    dirState.minusDi = minusDi;
+    return { plusDi, minusDi };
+}
+/**
+ * Replay the latest TR / DM / DI against the FROZEN prior-closed
+ * smoothed state. Does NOT mutate `dirState` (the consumer's
+ * close-side advance owns mutation). Returns the head DI pair the
+ * primitive should write to its output buffer.
+ *
+ * @formula  Same recurrence as {@link advanceDirectionalClose}, but
+ *           applied against `prevClosedSmoothed*` snapshots so the
+ *           current bar can be replaced rather than appended.
+ * @since 0.2
+ * @stable
+ * @example
+ *     // const di = tickDirectional(s, h, l, c);
+ */
+export function tickDirectional(dirState, high, low, close) {
+    if (dirState.barCount < dirState.length + 1) {
+        return { plusDi: Number.NaN, minusDi: Number.NaN };
+    }
+    if (!Number.isFinite(high) || !Number.isFinite(low) || !Number.isFinite(close)) {
+        return { plusDi: dirState.plusDi, minusDi: dirState.minusDi };
+    }
+    // Tick replay reads against the bar-before-current (prevPrevHigh /
+    // prevPrevLow / prevPrevClose) — the values captured at the prior
+    // close. The current closed bar's contribution to the smoothed
+    // state has already been folded; we reverse-undo it by reading off
+    // `prevClosedSmoothed*` and applying one fresh Wilder step.
+    const tr = trueRange(high, low, dirState.prevPrevClose);
+    const { pDm, mDm } = rawDirectionalMovement(high, low, dirState.prevPrevHigh, dirState.prevPrevLow);
+    if (dirState.barCount === dirState.length + 1) {
+        // We just seeded on the current close; the
+        // `prevClosedSmoothed*` snapshots are the seed sums BEFORE
+        // this close's contribution. Re-seed with the tick's
+        // contribution substituted.
+        const seedPlusDm = dirState.prevClosedSmoothedPlusDm + pDm;
+        const seedMinusDm = dirState.prevClosedSmoothedMinusDm + mDm;
+        const seedTr = dirState.prevClosedSmoothedTr + tr;
+        // Defensive: seedTr === 0 only on a perfectly-flat seed window
+        // (every bar high === low === prev close). Real data never hits it.
+        const plusDi = /* c8 ignore next */ seedTr === 0 ? 0 : (100 * seedPlusDm) / seedTr;
+        const minusDi = /* c8 ignore next */ seedTr === 0 ? 0 : (100 * seedMinusDm) / seedTr;
+        return { plusDi, minusDi };
+    }
+    const plusDmSm = wilderStep(dirState.prevClosedSmoothedPlusDm, pDm, dirState.length);
+    const minusDmSm = wilderStep(dirState.prevClosedSmoothedMinusDm, mDm, dirState.length);
+    const trSm = wilderStep(dirState.prevClosedSmoothedTr, tr, dirState.length);
+    const plusDi = /* c8 ignore next */ trSm === 0 ? 0 : (100 * plusDmSm) / trSm;
+    const minusDi = /* c8 ignore next */ trSm === 0 ? 0 : (100 * minusDmSm) / trSm;
+    return { plusDi, minusDi };
+}
+//# sourceMappingURL=directionalState.js.map

package/dist/ta/lib/directionalState.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"directionalState.js","sourceRoot":"","sources":["../../../src/ta/lib/directionalState.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,uFAAuF;AACvF,mEAAmE;AACnE,0DAA0D;AAC1D,yEAAyE;AAEzE,OAAO,EAAE,UAAU,EAAE,MAAM,sBAAsB,CAAC;AAyClD;;;;;;;;;;GAUG;AACH,MAAM,UAAU,oBAAoB,CAAC,MAAc;IAC/C,OAAO;QACH,MAAM;QACN,QAAQ,EAAE,CAAC;QACX,QAAQ,EAAE,MAAM,CAAC,GAAG;QACpB,OAAO,EAAE,MAAM,CAAC,GAAG;QACnB,SAAS,EAAE,MAAM,CAAC,GAAG;QACrB,YAAY,EAAE,MAAM,CAAC,GAAG;QACxB,WAAW,EAAE,MAAM,CAAC,GAAG;QACvB,aAAa,EAAE,MAAM,CAAC,GAAG;QACzB,UAAU,EAAE,CAAC;QACb,WAAW,EAAE,CAAC;QACd,MAAM,EAAE,CAAC;QACT,cAAc,EAAE,MAAM,CAAC,GAAG;QAC1B,eAAe,EAAE,MAAM,CAAC,GAAG;QAC3B,UAAU,EAAE,MAAM,CAAC,GAAG;QACtB,wBAAwB,EAAE,MAAM,CAAC,GAAG;QACpC,yBAAyB,EAAE,MAAM,CAAC,GAAG;QACrC,oBAAoB,EAAE,MAAM,CAAC,GAAG;QAChC,MAAM,EAAE,MAAM,CAAC,GAAG;QAClB,OAAO,EAAE,MAAM,CAAC,GAAG;KACtB,CAAC;AACN,CAAC;AAED,SAAS,SAAS,CAAC,IAAY,EAAE,GAAW,EAAE,SAAiB;IAC3D,kEAAkE;IAClE,mEAAmE;IACnE,kEAAkE;IAClE,gEAAgE;IAChE,oBAAoB;IACpB,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,SAAS,CAAC;QAAE,OAAO,IAAI,GAAG,GAAG,CAAC;IACnD,OAAO,IAAI,CAAC,GAAG,CAAC,IAAI,GAAG,GAAG,EAAE,IAAI,CAAC,GAAG,CAAC,IAAI,GAAG,SAAS,CAAC,EAAE,IAAI,CAAC,GAAG,CAAC,GAAG,GAAG,SAAS,CAAC,CAAC,CAAC;AACvF,CAAC;AAED,SAAS,sBAAsB,CAC3B,IAAY,EACZ,GAAW,EACX,QAAgB,EAChB,OAAe;IAEf,MAAM,MAAM,GAAG,IAAI,GAAG,QAAQ,CAAC;IAC/B,MAAM,QAAQ,GAAG,OAAO,GAAG,GAAG,CAAC;IAC/B,MAAM,GAAG,GAAG,MAAM,GAAG,QAAQ,IAAI,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;IACzD,MAAM,GAAG,GAAG,QAAQ,GAAG,MAAM,IAAI,QAAQ,GAAG,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,CAAC;IAC7D,OAAO,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC;AACxB,CAAC;AAED;;;;;;;;;;;;;;;;GAgBG;AACH,MAAM,UAAU,uBAAuB,CACnC,QAA0B,EAC1B,IAAY,EACZ,GAAW,EACX,KAAa;IAEb,MAAM,EAAE,MAAM,EAAE,GAAG,QAAQ,CAAC;IAE5B,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,EAAE,CAAC;QAC7E,gEAAgE;QAChE,iEAAiE;QACjE,8DAA8D;QAC9D,OAAO,EAAE,MAAM,EAAE,QAAQ,CAAC,MAAM,EAAE,OAAO,EAAE,QAAQ,CAAC,OAAO,EAAE,CAAC;IAClE,CAAC;IAED,QAAQ,CAAC,QAAQ,IAAI,CAAC,CAAC;IAEvB,IAAI,QAAQ,CAAC,QAAQ,KAAK,CAAC,EAAE,CAAC;QAC1B,4DAA4D;QAC5D,8DAA8D;QAC9D,mDAAmD;QACnD,+CAA+C;QAC/C,QAAQ,CAAC,YAAY,GAAG,QAAQ,CAAC,QAAQ,CAAC;QAC1C,QAAQ,CAAC,WAAW,GAAG,QAAQ,CAAC,OAAO,CAAC;QACxC,QAAQ,CAAC,aAAa,GAAG,QAAQ,CAAC,SAAS,CAAC;QAC5C,QAAQ,CAAC,QAAQ,GAAG,IAAI,CAAC;QACzB,QAAQ,CAAC,OAAO,GAAG,GAAG,CAAC;QACvB,QAAQ,CAAC,SAAS,GAAG,KAAK,CAAC;QAC3B,QAAQ,CAAC,MAAM,IAAI,IAAI,GAAG,GAAG,CAAC;QAC9B,OAAO,EAAE,MAAM,EAAE,MAAM,CAAC,GAAG,EAAE,OAAO,EAAE,MAAM,CAAC,GAAG,EAAE,CAAC;IACvD,CAAC;IAED,MAAM,EAAE,GAAG,SAAS,CAAC,IAAI,EAAE,GAAG,EAAE,QAAQ,CAAC,SAAS,CAAC,CAAC;IACpD,MAAM,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,sBAAsB,CAAC,IAAI,EAAE,GAAG,EAAE,QAAQ,CAAC,QAAQ,EAAE,QAAQ,CAAC,OAAO,CAAC,CAAC;IAE5F,mEAAmE;IACnE,gCAAgC;IAChC,QAAQ,CAAC,YAAY,GAAG,QAAQ,CAAC,QAAQ,CAAC;IAC1C,QAAQ,CAAC,WAAW,GAAG,QAAQ,CAAC,OAAO,CAAC;IACxC,QAAQ,CAAC,aAAa,GAAG,QAAQ,CAAC,SAAS,CAAC;IAC5C,QAAQ,CAAC,QAAQ,GAAG,IAAI,CAAC;IACzB,QAAQ,CAAC,OAAO,GAAG,GAAG,CAAC;IACvB,QAAQ,CAAC,SAAS,GAAG,KAAK,CAAC;IAE3B,IAAI,QAAQ,CAAC,QAAQ,IAAI,MAAM,EAAE,CAAC;QAC9B,4DAA4D;QAC5D,6DAA6D;QAC7D,uCAAuC;QACvC,QAAQ,CAAC,UAAU,IAAI,GAAG,CAAC;QAC3B,QAAQ,CAAC,WAAW,IAAI,GAAG,CAAC;QAC5B,QAAQ,CAAC,MAAM,IAAI,EAAE,CAAC;QACtB,OAAO,EAAE,MAAM,EAAE,MAAM,CAAC,GAAG,EAAE,OAAO,EAAE,MAAM,CAAC,GAAG,EAAE,CAAC;IACvD,CAAC;IAED,IAAI,QAAQ,CAAC,QAAQ,KAAK,MAAM,GAAG,CAAC,EAAE,CAAC;QACnC,8DAA8D;QAC9D,sDAAsD;QACtD,6DAA6D;QAC7D,8DAA8D;QAC9D,+BAA+B;QAC/B,QAAQ,CAAC,wBAAwB,GAAG,QAAQ,CAAC,UAAU,CAAC;QACxD,QAAQ,CAAC,yBAAyB,GAAG,QAAQ,CAAC,WAAW,CAAC;QAC1D,QAAQ,CAAC,oBAAoB,GAAG,QAAQ,CAAC,MAAM,CAAC;QAChD,QAAQ,CAAC,UAAU,IAAI,GAAG,CAAC;QAC3B,QAAQ,CAAC,WAAW,IAAI,GAAG,CAAC;QAC5B,QAAQ,CAAC,MAAM,IAAI,EAAE,CAAC;QACtB,QAAQ,CAAC,cAAc,GAAG,QAAQ,CAAC,UAAU,CAAC;QAC9C,QAAQ,CAAC,eAAe,GAAG,QAAQ,CAAC,WAAW,CAAC;QAChD,QAAQ,CAAC,UAAU,GAAG,QAAQ,CAAC,MAAM,CAAC;QACtC,MAAM,GAAG,GAAG,QAAQ,CAAC,UAAU,CAAC;QAChC,MAAM,MAAM,GAAG,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,GAAG,QAAQ,CAAC,cAAc,CAAC,GAAG,GAAG,CAAC;QACrE,MAAM,OAAO,GAAG,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,GAAG,QAAQ,CAAC,eAAe,CAAC,GAAG,GAAG,CAAC;QACvE,QAAQ,CAAC,MAAM,GAAG,MAAM,CAAC;QACzB,QAAQ,CAAC,OAAO,GAAG,OAAO,CAAC;QAC3B,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,CAAC;IAC/B,CAAC;IAED,2CAA2C;IAC3C,QAAQ,CAAC,wBAAwB,GAAG,QAAQ,CAAC,cAAc,CAAC;IAC5D,QAAQ,CAAC,yBAAyB,GAAG,QAAQ,CAAC,eAAe,CAAC;IAC9D,QAAQ,CAAC,oBAAoB,GAAG,QAAQ,CAAC,UAAU,CAAC;IACpD,QAAQ,CAAC,cAAc,GAAG,UAAU,CAAC,QAAQ,CAAC,cAAc,EAAE,GAAG,EAAE,MAAM,CAAC,CAAC;IAC3E,QAAQ,CAAC,eAAe,GAAG,UAAU,CAAC,QAAQ,CAAC,eAAe,EAAE,GAAG,EAAE,MAAM,CAAC,CAAC;IAC7E,QAAQ,CAAC,UAAU,GAAG,UAAU,CAAC,QAAQ,CAAC,UAAU,EAAE,EAAE,EAAE,MAAM,CAAC,CAAC;IAClE,MAAM,GAAG,GAAG,QAAQ,CAAC,UAAU,CAAC;IAChC,MAAM,MAAM,GAAG,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,GAAG,QAAQ,CAAC,cAAc,CAAC,GAAG,GAAG,CAAC;IACrE,MAAM,OAAO,GAAG,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,GAAG,QAAQ,CAAC,eAAe,CAAC,GAAG,GAAG,CAAC;IACvE,QAAQ,CAAC,MAAM,GAAG,MAAM,CAAC;IACzB,QAAQ,CAAC,OAAO,GAAG,OAAO,CAAC;IAC3B,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,CAAC;AAC/B,CAAC;AAED;;;;;;;;;;;;;GAaG;AACH,MAAM,UAAU,eAAe,CAC3B,QAA0B,EAC1B,IAAY,EACZ,GAAW,EACX,KAAa;IAEb,IAAI,QAAQ,CAAC,QAAQ,GAAG,QAAQ,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;QAC1C,OAAO,EAAE,MAAM,EAAE,MAAM,CAAC,GAAG,EAAE,OAAO,EAAE,MAAM,CAAC,GAAG,EAAE,CAAC;IACvD,CAAC;IACD,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,EAAE,CAAC;QAC7E,OAAO,EAAE,MAAM,EAAE,QAAQ,CAAC,MAAM,EAAE,OAAO,EAAE,QAAQ,CAAC,OAAO,EAAE,CAAC;IAClE,CAAC;IACD,mEAAmE;IACnE,kEAAkE;IAClE,+DAA+D;IAC/D,mEAAmE;IACnE,4DAA4D;IAC5D,MAAM,EAAE,GAAG,SAAS,CAAC,IAAI,EAAE,GAAG,EAAE,QAAQ,CAAC,aAAa,CAAC,CAAC;IACxD,MAAM,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,sBAAsB,CACvC,IAAI,EACJ,GAAG,EACH,QAAQ,CAAC,YAAY,EACrB,QAAQ,CAAC,WAAW,CACvB,CAAC;IAEF,IAAI,QAAQ,CAAC,QAAQ,KAAK,QAAQ,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;QAC5C,2CAA2C;QAC3C,2DAA2D;QAC3D,qDAAqD;QACrD,4BAA4B;QAC5B,MAAM,UAAU,GAAG,QAAQ,CAAC,wBAAwB,GAAG,GAAG,CAAC;QAC3D,MAAM,WAAW,GAAG,QAAQ,CAAC,yBAAyB,GAAG,GAAG,CAAC;QAC7D,MAAM,MAAM,GAAG,QAAQ,CAAC,oBAAoB,GAAG,EAAE,CAAC;QAClD,+DAA+D;QAC/D,oEAAoE;QACpE,MAAM,MAAM,GAAG,oBAAoB,CAAC,MAAM,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,GAAG,UAAU,CAAC,GAAG,MAAM,CAAC;QACnF,MAAM,OAAO,GAAG,oBAAoB,CAAC,MAAM,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,GAAG,WAAW,CAAC,GAAG,MAAM,CAAC;QACrF,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,CAAC;IAC/B,CAAC;IACD,MAAM,QAAQ,GAAG,UAAU,CAAC,QAAQ,CAAC,wBAAwB,EAAE,GAAG,EAAE,QAAQ,CAAC,MAAM,CAAC,CAAC;IACrF,MAAM,SAAS,GAAG,UAAU,CAAC,QAAQ,CAAC,yBAAyB,EAAE,GAAG,EAAE,QAAQ,CAAC,MAAM,CAAC,CAAC;IACvF,MAAM,IAAI,GAAG,UAAU,CAAC,QAAQ,CAAC,oBAAoB,EAAE,EAAE,EAAE,QAAQ,CAAC,MAAM,CAAC,CAAC;IAC5E,MAAM,MAAM,GAAG,oBAAoB,CAAC,IAAI,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,GAAG,QAAQ,CAAC,GAAG,IAAI,CAAC;IAC7E,MAAM,OAAO,GAAG,oBAAoB,CAAC,IAAI,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,GAAG,SAAS,CAAC,GAAG,IAAI,CAAC;IAC/E,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,CAAC;AAC/B,CAAC"}

package/dist/ta/lib/donchianMid.d.ts

@@ -0,0 +1,21 @@
+/**
+ * Donchian midpoint over a trailing `length`-bar window of `high` /
+ * `low` Float64Arrays: `(max(high) + min(low)) / 2`. Warmup slots
+ * `[0, length - 2]` are `NaN`; a NaN inside the window propagates
+ * `NaN` at that slot only. Mismatched input lengths return an
+ * all-NaN buffer. Consumed by `ta.donchian` (channel midpoint) and
+ * `ta.ichimoku` (Tenkan / Kijun / Senkou B raw).
+ *
+ * O(length) per slot — the per-bar scan is fine for the consumer
+ * primitives, which keep their own incremental state.
+ *
+ * @formula  mid[i] = (max(high[i - length + 1 ..= i]) + min(low[i - length + 1 ..= i])) / 2
+ * @warmup   length - 1
+ * @since 0.2
+ * @stable
+ * @example
+ *     // import { donchianMid } from "./donchianMid";
+ *     // const mid = donchianMid(highs, lows, 20);
+ */
+export declare function donchianMid(high: Float64Array, low: Float64Array, length: number): Float64Array;
+//# sourceMappingURL=donchianMid.d.ts.map

package/dist/ta/lib/donchianMid.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"donchianMid.d.ts","sourceRoot":"","sources":["../../../src/ta/lib/donchianMid.ts"],"names":[],"mappings":"AAQA;;;;;;;;;;;;;;;;;;GAkBG;AACH,wBAAgB,WAAW,CAAC,IAAI,EAAE,YAAY,EAAE,GAAG,EAAE,YAAY,EAAE,MAAM,EAAE,MAAM,GAAG,YAAY,CAyB/F"}

package/dist/ta/lib/donchianMid.js

@@ -0,0 +1,56 @@
+// 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/lib/donchian-mid.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.
+/**
+ * Donchian midpoint over a trailing `length`-bar window of `high` /
+ * `low` Float64Arrays: `(max(high) + min(low)) / 2`. Warmup slots
+ * `[0, length - 2]` are `NaN`; a NaN inside the window propagates
+ * `NaN` at that slot only. Mismatched input lengths return an
+ * all-NaN buffer. Consumed by `ta.donchian` (channel midpoint) and
+ * `ta.ichimoku` (Tenkan / Kijun / Senkou B raw).
+ *
+ * O(length) per slot — the per-bar scan is fine for the consumer
+ * primitives, which keep their own incremental state.
+ *
+ * @formula  mid[i] = (max(high[i - length + 1 ..= i]) + min(low[i - length + 1 ..= i])) / 2
+ * @warmup   length - 1
+ * @since 0.2
+ * @stable
+ * @example
+ *     // import { donchianMid } from "./donchianMid";
+ *     // const mid = donchianMid(highs, lows, 20);
+ */
+export function donchianMid(high, low, length) {
+    const n = high.length;
+    const out = new Float64Array(n);
+    out.fill(Number.NaN);
+    if (length <= 0 || n === 0 || n < length || low.length !== n)
+        return out;
+    for (let i = length - 1; i < n; i += 1) {
+        let highest = high[i];
+        let lowest = low[i];
+        let windowFinite = Number.isFinite(highest) && Number.isFinite(lowest);
+        if (windowFinite) {
+            for (let j = i - length + 1; j < i; j += 1) {
+                const h = high[j];
+                const l = low[j];
+                if (!Number.isFinite(h) || !Number.isFinite(l)) {
+                    windowFinite = false;
+                    break;
+                }
+                if (h > highest)
+                    highest = h;
+                if (l < lowest)
+                    lowest = l;
+            }
+        }
+        if (windowFinite)
+            out[i] = (highest + lowest) / 2;
+    }
+    return out;
+}
+//# sourceMappingURL=donchianMid.js.map

package/dist/ta/lib/donchianMid.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"donchianMid.js","sourceRoot":"","sources":["../../../src/ta/lib/donchianMid.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,mFAAmF;AACnF,mEAAmE;AACnE,0DAA0D;AAC1D,yEAAyE;AAEzE;;;;;;;;;;;;;;;;;;GAkBG;AACH,MAAM,UAAU,WAAW,CAAC,IAAkB,EAAE,GAAiB,EAAE,MAAc;IAC7E,MAAM,CAAC,GAAG,IAAI,CAAC,MAAM,CAAC;IACtB,MAAM,GAAG,GAAG,IAAI,YAAY,CAAC,CAAC,CAAC,CAAC;IAChC,GAAG,CAAC,IAAI,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IACrB,IAAI,MAAM,IAAI,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,GAAG,MAAM,IAAI,GAAG,CAAC,MAAM,KAAK,CAAC;QAAE,OAAO,GAAG,CAAC;IAEzE,KAAK,IAAI,CAAC,GAAG,MAAM,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;QACrC,IAAI,OAAO,GAAG,IAAI,CAAC,CAAC,CAAC,CAAC;QACtB,IAAI,MAAM,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC;QACpB,IAAI,YAAY,GAAG,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,IAAI,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC;QACvE,IAAI,YAAY,EAAE,CAAC;YACf,KAAK,IAAI,CAAC,GAAG,CAAC,GAAG,MAAM,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;gBACzC,MAAM,CAAC,GAAG,IAAI,CAAC,CAAC,CAAC,CAAC;gBAClB,MAAM,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC;gBACjB,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC,CAAC,EAAE,CAAC;oBAC7C,YAAY,GAAG,KAAK,CAAC;oBACrB,MAAM;gBACV,CAAC;gBACD,IAAI,CAAC,GAAG,OAAO;oBAAE,OAAO,GAAG,CAAC,CAAC;gBAC7B,IAAI,CAAC,GAAG,MAAM;oBAAE,MAAM,GAAG,CAAC,CAAC;YAC/B,CAAC;QACL,CAAC;QACD,IAAI,YAAY;YAAE,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,OAAO,GAAG,MAAM,CAAC,GAAG,CAAC,CAAC;IACtD,CAAC;IACD,OAAO,GAAG,CAAC;AACf,CAAC"}

package/dist/ta/lib/emaFloat64.d.ts

@@ -0,0 +1,22 @@
+/**
+ * EMA over a `Float64Array` input. Walks past any leading-NaN prefix,
+ * seeds with the simple mean of the next `length` finite values, then
+ * runs the recurrence `out[i] = src[i] * k + out[i − 1] * (1 − k)`
+ * with `k = 2 / (length + 1)`. A mid-stream NaN holds the previous
+ * value forward — keeps the output continuous past gaps. The
+ * incremental `ta.ema` primitive and the property tests share this
+ * helper as their reference.
+ *
+ * Warmup `[0, length − 2]` is `NaN`; `out[length − 1]` is the first
+ * defined value.
+ *
+ * @formula  k = 2 / (length + 1) ;
+ *           out[i] = input[i] * k + out[i − 1] * (1 − k)
+ * @since 0.1
+ * @stable
+ * @example
+ *     // import { computeEmaOfFloat64 } from "./emaFloat64";
+ *     // const out = computeEmaOfFloat64(new Float64Array([1, 2, 3, 4]), 2);
+ */
+export declare function computeEmaOfFloat64(input: Float64Array, length: number): Float64Array;
+//# sourceMappingURL=emaFloat64.d.ts.map

package/dist/ta/lib/emaFloat64.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"emaFloat64.d.ts","sourceRoot":"","sources":["../../../src/ta/lib/emaFloat64.ts"],"names":[],"mappings":"AAQA;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,mBAAmB,CAAC,KAAK,EAAE,YAAY,EAAE,MAAM,EAAE,MAAM,GAAG,YAAY,CAgCrF"}

package/dist/ta/lib/emaFloat64.js

@@ -0,0 +1,60 @@
+// 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/lib/ema-of-float64.ts
+//   (commit d2d1043c1b039f66d2f3674526d303d31cf2f1e0, © 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.
+/**
+ * EMA over a `Float64Array` input. Walks past any leading-NaN prefix,
+ * seeds with the simple mean of the next `length` finite values, then
+ * runs the recurrence `out[i] = src[i] * k + out[i − 1] * (1 − k)`
+ * with `k = 2 / (length + 1)`. A mid-stream NaN holds the previous
+ * value forward — keeps the output continuous past gaps. The
+ * incremental `ta.ema` primitive and the property tests share this
+ * helper as their reference.
+ *
+ * Warmup `[0, length − 2]` is `NaN`; `out[length − 1]` is the first
+ * defined value.
+ *
+ * @formula  k = 2 / (length + 1) ;
+ *           out[i] = input[i] * k + out[i − 1] * (1 − k)
+ * @since 0.1
+ * @stable
+ * @example
+ *     // import { computeEmaOfFloat64 } from "./emaFloat64";
+ *     // const out = computeEmaOfFloat64(new Float64Array([1, 2, 3, 4]), 2);
+ */
+export function computeEmaOfFloat64(input, length) {
+    const n = input.length;
+    const out = new Float64Array(n);
+    out.fill(Number.NaN);
+    if (length <= 0 || n === 0)
+        return out;
+    let firstValidIdx = -1;
+    for (let i = 0; i < n; i += 1) {
+        if (Number.isFinite(input[i])) {
+            firstValidIdx = i;
+            break;
+        }
+    }
+    if (firstValidIdx < 0 || n - firstValidIdx < length)
+        return out;
+    let seedSum = 0;
+    for (let i = firstValidIdx; i < firstValidIdx + length; i += 1) {
+        seedSum += input[i];
+    }
+    const seedIdx = firstValidIdx + length - 1;
+    out[seedIdx] = seedSum / length;
+    const k = 2 / (length + 1);
+    for (let i = seedIdx + 1; i < n; i += 1) {
+        const v = input[i];
+        if (!Number.isFinite(v)) {
+            out[i] = out[i - 1];
+            continue;
+        }
+        out[i] = v * k + out[i - 1] * (1 - k);
+    }
+    return out;
+}
+//# sourceMappingURL=emaFloat64.js.map

package/dist/ta/lib/emaFloat64.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"emaFloat64.js","sourceRoot":"","sources":["../../../src/ta/lib/emaFloat64.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,qFAAqF;AACrF,mEAAmE;AACnE,0DAA0D;AAC1D,yEAAyE;AAEzE;;;;;;;;;;;;;;;;;;;GAmBG;AACH,MAAM,UAAU,mBAAmB,CAAC,KAAmB,EAAE,MAAc;IACnE,MAAM,CAAC,GAAG,KAAK,CAAC,MAAM,CAAC;IACvB,MAAM,GAAG,GAAG,IAAI,YAAY,CAAC,CAAC,CAAC,CAAC;IAChC,GAAG,CAAC,IAAI,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IACrB,IAAI,MAAM,IAAI,CAAC,IAAI,CAAC,KAAK,CAAC;QAAE,OAAO,GAAG,CAAC;IAEvC,IAAI,aAAa,GAAG,CAAC,CAAC,CAAC;IACvB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;QAC5B,IAAI,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC;YAC5B,aAAa,GAAG,CAAC,CAAC;YAClB,MAAM;QACV,CAAC;IACL,CAAC;IACD,IAAI,aAAa,GAAG,CAAC,IAAI,CAAC,GAAG,aAAa,GAAG,MAAM;QAAE,OAAO,GAAG,CAAC;IAEhE,IAAI,OAAO,GAAG,CAAC,CAAC;IAChB,KAAK,IAAI,CAAC,GAAG,aAAa,EAAE,CAAC,GAAG,aAAa,GAAG,MAAM,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;QAC7D,OAAO,IAAI,KAAK,CAAC,CAAC,CAAC,CAAC;IACxB,CAAC;IACD,MAAM,OAAO,GAAG,aAAa,GAAG,MAAM,GAAG,CAAC,CAAC;IAC3C,GAAG,CAAC,OAAO,CAAC,GAAG,OAAO,GAAG,MAAM,CAAC;IAEhC,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC;IAC3B,KAAK,IAAI,CAAC,GAAG,OAAO,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;QACtC,MAAM,CAAC,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC;QACnB,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC,CAAC,EAAE,CAAC;YACtB,GAAG,CAAC,CAAC,CAAC,GAAG,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;YACpB,SAAS;QACb,CAAC;QACD,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,GAAG,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;IAC1C,CAAC;IACD,OAAO,GAAG,CAAC;AACf,CAAC"}

package/dist/ta/lib/linearRegression.d.ts

@@ -0,0 +1,50 @@
+/**
+ * Per-slot OLS rolling regression result over a `Float64Array`
+ * window. Each of the three Float64Array fields has the same length
+ * as the input source; warmup slots are NaN.
+ *
+ * @formula  N/A — return-bundle type for {@link linearRegression}
+ * @since 0.2
+ * @stable
+ * @example
+ *     // const r: LinearRegressionFrame = linearRegression(close, 20);
+ */
+export type LinearRegressionFrame = Readonly<{
+    slope: Float64Array;
+    intercept: Float64Array;
+    value: Float64Array;
+}>;
+/**
+ * Rolling ordinary-least-squares fit of `y = a + b·x` over each
+ * trailing `length`-bar window, with `x = 0 .. length - 1` (bar
+ * index inside the window). Returns three same-length arrays:
+ *
+ * - `slope[i]`     — the `b` coefficient at slot `i`.
+ * - `intercept[i]` — the `a` coefficient.
+ * - `value[i]`     — the regression line evaluated at the last bar
+ *                    of the window (`intercept + slope * (length - 1)`).
+ *                    This is the LSMA value at `i`.
+ *
+ * Closed-form formula:
+ *   `slope = (N·Σxy − Σx·Σy) / (N·Σx² − (Σx)²)` —
+ * since `x` is `0..N-1`, `Σx² − (Σx)²/N` is a constant of `length`
+ * and is precomputed once outside the slot loop.
+ *
+ * Warmup `[0, length - 2]` is `NaN` on all three outputs. Any NaN
+ * inside the window propagates `NaN` at that slot only.
+ *
+ * @formula  xMean   = (length - 1) / 2 ;
+ *           xDev[j] = j - xMean ;
+ *           sumXX   = Σ xDev² ;
+ *           slope   = Σ(xDev * (y - yMean)) / sumXX ;
+ *           intercept = yMean - slope * xMean ;
+ *           value   = intercept + slope * (length - 1)
+ * @warmup   length - 1
+ * @since 0.2
+ * @stable
+ * @example
+ *     // import { linearRegression } from "./linearRegression";
+ *     // const { slope, intercept, value } = linearRegression(close, 20);
+ */
+export declare function linearRegression(source: Float64Array, length: number): LinearRegressionFrame;
+//# sourceMappingURL=linearRegression.d.ts.map

package/dist/ta/lib/linearRegression.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"linearRegression.d.ts","sourceRoot":"","sources":["../../../src/ta/lib/linearRegression.ts"],"names":[],"mappings":"AAQA;;;;;;;;;;GAUG;AACH,MAAM,MAAM,qBAAqB,GAAG,QAAQ,CAAC;IACzC,KAAK,EAAE,YAAY,CAAC;IACpB,SAAS,EAAE,YAAY,CAAC;IACxB,KAAK,EAAE,YAAY,CAAC;CACvB,CAAC,CAAC;AAEH;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA+BG;AACH,wBAAgB,gBAAgB,CAAC,MAAM,EAAE,YAAY,EAAE,MAAM,EAAE,MAAM,GAAG,qBAAqB,CAgD5F"}

package/dist/ta/lib/linearRegression.js

@@ -0,0 +1,86 @@
+// 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/lib/linear-regression.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.
+/**
+ * Rolling ordinary-least-squares fit of `y = a + b·x` over each
+ * trailing `length`-bar window, with `x = 0 .. length - 1` (bar
+ * index inside the window). Returns three same-length arrays:
+ *
+ * - `slope[i]`     — the `b` coefficient at slot `i`.
+ * - `intercept[i]` — the `a` coefficient.
+ * - `value[i]`     — the regression line evaluated at the last bar
+ *                    of the window (`intercept + slope * (length - 1)`).
+ *                    This is the LSMA value at `i`.
+ *
+ * Closed-form formula:
+ *   `slope = (N·Σxy − Σx·Σy) / (N·Σx² − (Σx)²)` —
+ * since `x` is `0..N-1`, `Σx² − (Σx)²/N` is a constant of `length`
+ * and is precomputed once outside the slot loop.
+ *
+ * Warmup `[0, length - 2]` is `NaN` on all three outputs. Any NaN
+ * inside the window propagates `NaN` at that slot only.
+ *
+ * @formula  xMean   = (length - 1) / 2 ;
+ *           xDev[j] = j - xMean ;
+ *           sumXX   = Σ xDev² ;
+ *           slope   = Σ(xDev * (y - yMean)) / sumXX ;
+ *           intercept = yMean - slope * xMean ;
+ *           value   = intercept + slope * (length - 1)
+ * @warmup   length - 1
+ * @since 0.2
+ * @stable
+ * @example
+ *     // import { linearRegression } from "./linearRegression";
+ *     // const { slope, intercept, value } = linearRegression(close, 20);
+ */
+export function linearRegression(source, length) {
+    const n = source.length;
+    const slope = new Float64Array(n);
+    const intercept = new Float64Array(n);
+    const value = new Float64Array(n);
+    slope.fill(Number.NaN);
+    intercept.fill(Number.NaN);
+    value.fill(Number.NaN);
+    if (length < 2 || n === 0 || n < length) {
+        return { intercept, slope, value };
+    }
+    const xMean = (length - 1) / 2;
+    const xDev = new Float64Array(length);
+    let sumXX = 0;
+    for (let j = 0; j < length; j += 1) {
+        const dev = j - xMean;
+        xDev[j] = dev;
+        sumXX += dev * dev;
+    }
+    for (let i = length - 1; i < n; i += 1) {
+        const startIdx = i - length + 1;
+        let sumY = 0;
+        let windowFinite = true;
+        for (let j = 0; j < length; j += 1) {
+            const v = source[startIdx + j];
+            if (!Number.isFinite(v)) {
+                windowFinite = false;
+                break;
+            }
+            sumY += v;
+        }
+        if (!windowFinite)
+            continue;
+        const yMean = sumY / length;
+        let num = 0;
+        for (let j = 0; j < length; j += 1) {
+            num += xDev[j] * (source[startIdx + j] - yMean);
+        }
+        const m = num / sumXX;
+        const b = yMean - m * xMean;
+        slope[i] = m;
+        intercept[i] = b;
+        value[i] = b + m * (length - 1);
+    }
+    return { intercept, slope, value };
+}
+//# sourceMappingURL=linearRegression.js.map

package/dist/ta/lib/linearRegression.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"linearRegression.js","sourceRoot":"","sources":["../../../src/ta/lib/linearRegression.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,wFAAwF;AACxF,mEAAmE;AACnE,0DAA0D;AAC1D,yEAAyE;AAmBzE;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA+BG;AACH,MAAM,UAAU,gBAAgB,CAAC,MAAoB,EAAE,MAAc;IACjE,MAAM,CAAC,GAAG,MAAM,CAAC,MAAM,CAAC;IACxB,MAAM,KAAK,GAAG,IAAI,YAAY,CAAC,CAAC,CAAC,CAAC;IAClC,MAAM,SAAS,GAAG,IAAI,YAAY,CAAC,CAAC,CAAC,CAAC;IACtC,MAAM,KAAK,GAAG,IAAI,YAAY,CAAC,CAAC,CAAC,CAAC;IAClC,KAAK,CAAC,IAAI,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IACvB,SAAS,CAAC,IAAI,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IAC3B,KAAK,CAAC,IAAI,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IACvB,IAAI,MAAM,GAAG,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,GAAG,MAAM,EAAE,CAAC;QACtC,OAAO,EAAE,SAAS,EAAE,KAAK,EAAE,KAAK,EAAE,CAAC;IACvC,CAAC;IAED,MAAM,KAAK,GAAG,CAAC,MAAM,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC;IAC/B,MAAM,IAAI,GAAG,IAAI,YAAY,CAAC,MAAM,CAAC,CAAC;IACtC,IAAI,KAAK,GAAG,CAAC,CAAC;IACd,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,MAAM,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;QACjC,MAAM,GAAG,GAAG,CAAC,GAAG,KAAK,CAAC;QACtB,IAAI,CAAC,CAAC,CAAC,GAAG,GAAG,CAAC;QACd,KAAK,IAAI,GAAG,GAAG,GAAG,CAAC;IACvB,CAAC;IAED,KAAK,IAAI,CAAC,GAAG,MAAM,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;QACrC,MAAM,QAAQ,GAAG,CAAC,GAAG,MAAM,GAAG,CAAC,CAAC;QAChC,IAAI,IAAI,GAAG,CAAC,CAAC;QACb,IAAI,YAAY,GAAG,IAAI,CAAC;QACxB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,MAAM,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;YACjC,MAAM,CAAC,GAAG,MAAM,CAAC,QAAQ,GAAG,CAAC,CAAC,CAAC;YAC/B,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC,CAAC,EAAE,CAAC;gBACtB,YAAY,GAAG,KAAK,CAAC;gBACrB,MAAM;YACV,CAAC;YACD,IAAI,IAAI,CAAC,CAAC;QACd,CAAC;QACD,IAAI,CAAC,YAAY;YAAE,SAAS;QAE5B,MAAM,KAAK,GAAG,IAAI,GAAG,MAAM,CAAC;QAC5B,IAAI,GAAG,GAAG,CAAC,CAAC;QACZ,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,MAAM,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;YACjC,GAAG,IAAI,IAAI,CAAC,CAAC,CAAC,GAAG,CAAC,MAAM,CAAC,QAAQ,GAAG,CAAC,CAAC,GAAG,KAAK,CAAC,CAAC;QACpD,CAAC;QACD,MAAM,CAAC,GAAG,GAAG,GAAG,KAAK,CAAC;QACtB,MAAM,CAAC,GAAG,KAAK,GAAG,CAAC,GAAG,KAAK,CAAC;QAC5B,KAAK,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC;QACb,SAAS,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC;QACjB,KAAK,CAAC,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,GAAG,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC;IACpC,CAAC;IAED,OAAO,EAAE,SAAS,EAAE,KAAK,EAAE,KAAK,EAAE,CAAC;AACvC,CAAC"}

package/dist/ta/lib/maTypes.d.ts

@@ -0,0 +1,37 @@
+import type { MaTypeNoVolume } from "@invinite-org/chartlang-core";
+/**
+ * Re-export of the public {@link MaTypeNoVolume} from
+ * `@invinite-org/chartlang-core`. The runtime-side `ta/lib/` helpers
+ * consume it through this module so the local {@link MaType} (which
+ * adds `"vwma"`) and the chained-MA subset stay declared next to each
+ * other — there is no separate runtime declaration of the union, only
+ * a re-export, so the two cannot drift.
+ *
+ * @formula  N/A — string-literal union type
+ * @since 0.2
+ * @stable
+ * @example
+ *     // const k: MaTypeNoVolume = "wma";
+ */
+export type { MaTypeNoVolume };
+/**
+ * Canonical moving-average kind union shared by every primitive that
+ * exposes a configurable MA-type option (`bb` middle override,
+ * `keltner` middle, `envelope` middle, `chop` denominator, `donchian`
+ * midpoint, MACD / PPO / PVO signal). `"smma"` is the Wilder
+ * smoothing kind (RMA in TradingView's vocabulary; same math path).
+ *
+ * Extends the public {@link MaTypeNoVolume} from
+ * `@invinite-org/chartlang-core` with `"vwma"` — VWMA requires a
+ * parallel volume array and is therefore unavailable to the chained-MA
+ * dispatcher (`computeMaOfFloat64`). The volume-aware dispatcher
+ * (`computeMa`) accepts the full {@link MaType}.
+ *
+ * @formula  N/A — string-literal union type
+ * @since 0.2
+ * @stable
+ * @example
+ *     // const k: MaType = "ema";
+ */
+export type MaType = MaTypeNoVolume | "vwma";
+//# sourceMappingURL=maTypes.d.ts.map

package/dist/ta/lib/maTypes.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"maTypes.d.ts","sourceRoot":"","sources":["../../../src/ta/lib/maTypes.ts"],"names":[],"mappings":"AAGA,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,8BAA8B,CAAC;AAEnE;;;;;;;;;;;;;GAaG;AACH,YAAY,EAAE,cAAc,EAAE,CAAC;AAE/B;;;;;;;;;;;;;;;;;;GAkBG;AACH,MAAM,MAAM,MAAM,GAAG,cAAc,GAAG,MAAM,CAAC"}

package/dist/ta/lib/maTypes.js

@@ -0,0 +1,4 @@
+// Copyright (c) 2026 Invinite. Licensed under the MIT License.
+// See the LICENSE file in the repo root for full license text.
+export {};
+//# sourceMappingURL=maTypes.js.map

package/dist/ta/lib/maTypes.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"maTypes.js","sourceRoot":"","sources":["../../../src/ta/lib/maTypes.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D"}

package/dist/ta/lib/pearson.d.ts

@@ -0,0 +1,31 @@
+/**
+ * Rolling Pearson correlation coefficient between two equal-length
+ * series over each trailing `length`-bar window. Output values lie
+ * in `[-1, +1]` (clamped to guard against floating-point overshoot);
+ * `+1` is perfect positive correlation, `-1` perfect anti-correlation,
+ * `0` no linear relationship.
+ *
+ * Warmup `[0, length - 2]` is `NaN`. Any non-finite slot inside the
+ * window, or a window whose variance on either side is zero (a flat
+ * window — correlation undefined), yields `NaN`. Mismatched input
+ * lengths or `length < 2` returns an all-NaN buffer.
+ *
+ * Invinite's `pearson.ts` correlates a series against the bar index
+ * (Trend Strength Index formula). This generalisation takes two
+ * arbitrary series so the same helper backs `ta.trendStrengthIndex`
+ * (pass `b = [0, 1, ..., n-1]`) and Phase-5's `correlationCoeff`
+ * (pass a secondary symbol's close).
+ *
+ * @formula  meanA = Σa/N ; meanB = Σb/N ;
+ *           num   = Σ((a - meanA) * (b - meanB)) ;
+ *           den   = sqrt(Σ(a - meanA)² * Σ(b - meanB)²) ;
+ *           r     = clamp(num / den, -1, 1)
+ * @warmup   length - 1
+ * @since 0.2
+ * @stable
+ * @example
+ *     // import { pearson } from "./pearson";
+ *     // const r = pearson(seriesA, seriesB, 20);
+ */
+export declare function pearson(a: Float64Array, b: Float64Array, length: number): Float64Array;
+//# sourceMappingURL=pearson.d.ts.map

package/dist/ta/lib/pearson.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"pearson.d.ts","sourceRoot":"","sources":["../../../src/ta/lib/pearson.ts"],"names":[],"mappings":"AAQA;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA4BG;AACH,wBAAgB,OAAO,CAAC,CAAC,EAAE,YAAY,EAAE,CAAC,EAAE,YAAY,EAAE,MAAM,EAAE,MAAM,GAAG,YAAY,CAyCtF"}