@invinite-org/chartlang-runtime 1.0.2

package/dist/ta/lib/pearson.js

@@ -0,0 +1,79 @@
+// 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/pearson.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 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 function pearson(a, b, length) {
+    const n = a.length;
+    const out = new Float64Array(n);
+    out.fill(Number.NaN);
+    if (length < 2 || n === 0 || b.length !== n || n < length)
+        return out;
+    for (let i = length - 1; i < n; i += 1) {
+        const startIdx = i - length + 1;
+        let sumA = 0;
+        let sumB = 0;
+        let windowFinite = true;
+        for (let j = 0; j < length; j += 1) {
+            const av = a[startIdx + j];
+            const bv = b[startIdx + j];
+            if (!Number.isFinite(av) || !Number.isFinite(bv)) {
+                windowFinite = false;
+                break;
+            }
+            sumA += av;
+            sumB += bv;
+        }
+        if (!windowFinite)
+            continue;
+        const meanA = sumA / length;
+        const meanB = sumB / length;
+        let sumAB = 0;
+        let sumAA = 0;
+        let sumBB = 0;
+        for (let j = 0; j < length; j += 1) {
+            const dA = a[startIdx + j] - meanA;
+            const dB = b[startIdx + j] - meanB;
+            sumAB += dA * dB;
+            sumAA += dA * dA;
+            sumBB += dB * dB;
+        }
+        if (sumAA === 0 || sumBB === 0)
+            continue;
+        const r = sumAB / Math.sqrt(sumAA * sumBB);
+        out[i] = r < -1 ? -1 : r > 1 ? 1 : r;
+    }
+    return out;
+}
+//# sourceMappingURL=pearson.js.map

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

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

@@ -0,0 +1,24 @@
+import type { Bar } from "@invinite-org/chartlang-core";
+import type { SourceField } from "./readSourceField.js";
+/**
+ * Read one of the eight canonical source values off a `Bar`. The
+ * four derived fields (`hl2` / `hlc3` / `ohlc4` / `hlcc4`) live on
+ * the chartlang `Bar` type as readable scalars — the runtime fills
+ * them per close in `onBarClose` / `onBarTick`.
+ *
+ * @formula  hl2 = (high + low) / 2 ; hlc3 = (high + low + close) / 3 ;
+ *           ohlc4 = (open + high + low + close) / 4 ;
+ *           hlcc4 = (high + low + close + close) / 4
+ * @since 0.1
+ * @stable
+ * @example
+ *     // import { pickCandleSource } from "./pickCandleSource";
+ *     // const px = pickCandleSource(bar, "hl2");
+ */
+export declare function pickCandleSource(bar: Bar | (Bar & {
+    hl2: number;
+    hlc3: number;
+    ohlc4: number;
+    hlcc4: number;
+}), source: SourceField): number;
+//# sourceMappingURL=pickCandleSource.d.ts.map

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

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

@@ -0,0 +1,45 @@
+// 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/pick-candle-source.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.
+// Structural choice: the chartlang runtime pre-computes the four
+// derived sources on `BarView` per close (`hl2` / `hlc3` / `ohlc4` /
+// `hlcc4`), so this helper is a plain field read — invinite computed
+// the derived values inline because its `ChartCandle` shape carries
+// only the raw OHLC fields.
+/**
+ * Read one of the eight canonical source values off a `Bar`. The
+ * four derived fields (`hl2` / `hlc3` / `ohlc4` / `hlcc4`) live on
+ * the chartlang `Bar` type as readable scalars — the runtime fills
+ * them per close in `onBarClose` / `onBarTick`.
+ *
+ * @formula  hl2 = (high + low) / 2 ; hlc3 = (high + low + close) / 3 ;
+ *           ohlc4 = (open + high + low + close) / 4 ;
+ *           hlcc4 = (high + low + close + close) / 4
+ * @since 0.1
+ * @stable
+ * @example
+ *     // import { pickCandleSource } from "./pickCandleSource";
+ *     // const px = pickCandleSource(bar, "hl2");
+ */
+export function pickCandleSource(bar, source) {
+    switch (source) {
+        case "close":
+        case "high":
+        case "low":
+        case "open":
+            return bar[source];
+        case "hl2":
+            return (bar.high + bar.low) / 2;
+        case "hlc3":
+            return (bar.high + bar.low + bar.close) / 3;
+        case "ohlc4":
+            return (bar.open + bar.high + bar.low + bar.close) / 4;
+        case "hlcc4":
+            return (bar.high + bar.low + bar.close + bar.close) / 4;
+    }
+}
+//# sourceMappingURL=pickCandleSource.js.map

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

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

@@ -0,0 +1,29 @@
+/**
+ * The eight canonical OHLC + derived source fields every `ta.*`
+ * primitive accepts as a `source` field. Four raw OHLC keys plus
+ * four TradingView-conforming derived averages. The derived values
+ * are pre-computed by the runtime's execution loop and live on
+ * `StreamState.bar` / `StreamState.seriesViews` — `pickCandleSource`
+ * just reads them.
+ *
+ * @formula  N/A — string-literal union
+ * @since 0.1
+ * @stable
+ * @example
+ *     // type S = SourceField; // "close" | "hl2" | ...
+ */
+export type SourceField = "open" | "high" | "low" | "close" | "hl2" | "hlc3" | "ohlc4" | "hlcc4";
+/**
+ * Coerce a loose params bag's `source` entry to one of the eight
+ * canonical fields. Anything not in the set falls through to
+ * `fallback` (default `"close"` — matches Pine).
+ *
+ * @formula  params.source ∈ SOURCE_FIELDS ? params.source : fallback
+ * @since 0.1
+ * @stable
+ * @example
+ *     // import { readSourceField } from "./readSourceField";
+ *     // const s = readSourceField({ source: "hl2" }); // "hl2"
+ */
+export declare function readSourceField(params: Record<string, unknown>, fallback?: SourceField): SourceField;
+//# sourceMappingURL=readSourceField.d.ts.map

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

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

@@ -0,0 +1,37 @@
+// 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/read-source-field.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.
+const SOURCE_FIELDS = new Set([
+    "close",
+    "high",
+    "hl2",
+    "hlc3",
+    "hlcc4",
+    "low",
+    "ohlc4",
+    "open",
+]);
+/**
+ * Coerce a loose params bag's `source` entry to one of the eight
+ * canonical fields. Anything not in the set falls through to
+ * `fallback` (default `"close"` — matches Pine).
+ *
+ * @formula  params.source ∈ SOURCE_FIELDS ? params.source : fallback
+ * @since 0.1
+ * @stable
+ * @example
+ *     // import { readSourceField } from "./readSourceField";
+ *     // const s = readSourceField({ source: "hl2" }); // "hl2"
+ */
+export function readSourceField(params, fallback = "close") {
+    const raw = params.source;
+    if (typeof raw === "string" && SOURCE_FIELDS.has(raw)) {
+        return raw;
+    }
+    return fallback;
+}
+//# sourceMappingURL=readSourceField.js.map

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

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

@@ -0,0 +1,22 @@
+/**
+ * Rolling standard deviation over each trailing `length`-bar window
+ * of a `Float64Array` input. The default `biased = true` matches
+ * invinite's BB math (population stddev, denominator `length`). Set
+ * `biased = false` for sample stddev (denominator `length − 1`,
+ * matches `StdevOpts.biased = false` from core).
+ *
+ * Warmup `[0, length − 2]` is `NaN`; any NaN inside the window
+ * yields `NaN` (no fill-forward — std dev of a partially defined
+ * window is undefined). Provides the full-recompute reference the
+ * `ta.stdev` primitive's property test asserts against.
+ *
+ * @formula  μ = mean(input[i − length + 1 ..= i]) ;
+ *           σ = sqrt(Σ(x − μ)² / N), N = length (biased) or length − 1 (sample)
+ * @since 0.1
+ * @stable
+ * @example
+ *     // import { computeRollingStdDev } from "./rollingStddev";
+ *     // const std = computeRollingStdDev(new Float64Array([1, 2, 3, 4]), 3);
+ */
+export declare function computeRollingStdDev(input: Float64Array, length: number, biased?: boolean): Float64Array;
+//# sourceMappingURL=rollingStddev.d.ts.map

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

@@ -0,0 +1 @@
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package/dist/ta/lib/rollingStddev.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/rolling-stddev.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.
+/**
+ * Rolling standard deviation over each trailing `length`-bar window
+ * of a `Float64Array` input. The default `biased = true` matches
+ * invinite's BB math (population stddev, denominator `length`). Set
+ * `biased = false` for sample stddev (denominator `length − 1`,
+ * matches `StdevOpts.biased = false` from core).
+ *
+ * Warmup `[0, length − 2]` is `NaN`; any NaN inside the window
+ * yields `NaN` (no fill-forward — std dev of a partially defined
+ * window is undefined). Provides the full-recompute reference the
+ * `ta.stdev` primitive's property test asserts against.
+ *
+ * @formula  μ = mean(input[i − length + 1 ..= i]) ;
+ *           σ = sqrt(Σ(x − μ)² / N), N = length (biased) or length − 1 (sample)
+ * @since 0.1
+ * @stable
+ * @example
+ *     // import { computeRollingStdDev } from "./rollingStddev";
+ *     // const std = computeRollingStdDev(new Float64Array([1, 2, 3, 4]), 3);
+ */
+export function computeRollingStdDev(input, length, biased = true) {
+    const n = input.length;
+    const out = new Float64Array(n);
+    out.fill(Number.NaN);
+    if (length <= 0 || n === 0)
+        return out;
+    const denominator = biased ? length : length - 1;
+    if (denominator <= 0)
+        return out;
+    for (let i = length - 1; i < n; i += 1) {
+        let sum = 0;
+        let allFinite = true;
+        for (let j = i - length + 1; j <= i; j += 1) {
+            const v = input[j];
+            if (!Number.isFinite(v)) {
+                allFinite = false;
+                break;
+            }
+            sum += v;
+        }
+        if (!allFinite)
+            continue;
+        const mean = sum / length;
+        let sumSq = 0;
+        for (let j = i - length + 1; j <= i; j += 1) {
+            const d = input[j] - mean;
+            sumSq += d * d;
+        }
+        out[i] = Math.sqrt(sumSq / denominator);
+    }
+    return out;
+}
+//# sourceMappingURL=rollingStddev.js.map

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

@@ -0,0 +1 @@
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package/dist/ta/lib/smaFloat64.d.ts

@@ -0,0 +1,20 @@
+/**
+ * Simple Moving Average over a `Float64Array` input. Walks past any
+ * leading-NaN prefix, then runs an O(N) rolling-sum SMA over the
+ * next `length` finite values. A mid-stream NaN holds the previous
+ * output forward (no re-seeding). The full-recompute form lives here
+ * so the runtime's `ta.sma` primitive (incremental) and the property
+ * / golden tests (reference-equivalent) share a single math source.
+ *
+ * Warmup `[0, length − 2]` is `NaN`; `out[length − 1]` is the first
+ * defined value.
+ *
+ * @formula  out[i] = mean(input[i − length + 1 ..= i])
+ * @since 0.1
+ * @stable
+ * @example
+ *     // import { computeSmaOfFloat64 } from "./smaFloat64";
+ *     // const out = computeSmaOfFloat64(new Float64Array([1, 2, 3, 4]), 2);
+ */
+export declare function computeSmaOfFloat64(input: Float64Array, length: number): Float64Array;
+//# sourceMappingURL=smaFloat64.d.ts.map

package/dist/ta/lib/smaFloat64.d.ts.map

@@ -0,0 +1 @@
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package/dist/ta/lib/smaFloat64.js

@@ -0,0 +1,59 @@
+// 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/sma-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.
+/**
+ * Simple Moving Average over a `Float64Array` input. Walks past any
+ * leading-NaN prefix, then runs an O(N) rolling-sum SMA over the
+ * next `length` finite values. A mid-stream NaN holds the previous
+ * output forward (no re-seeding). The full-recompute form lives here
+ * so the runtime's `ta.sma` primitive (incremental) and the property
+ * / golden tests (reference-equivalent) share a single math source.
+ *
+ * Warmup `[0, length − 2]` is `NaN`; `out[length − 1]` is the first
+ * defined value.
+ *
+ * @formula  out[i] = mean(input[i − length + 1 ..= i])
+ * @since 0.1
+ * @stable
+ * @example
+ *     // import { computeSmaOfFloat64 } from "./smaFloat64";
+ *     // const out = computeSmaOfFloat64(new Float64Array([1, 2, 3, 4]), 2);
+ */
+export function computeSmaOfFloat64(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 runningSum = 0;
+    for (let i = firstValidIdx; i < firstValidIdx + length; i += 1) {
+        runningSum += input[i];
+    }
+    const seedIdx = firstValidIdx + length - 1;
+    out[seedIdx] = runningSum / length;
+    for (let i = seedIdx + 1; i < n; i += 1) {
+        const incoming = input[i];
+        const outgoing = input[i - length];
+        if (!Number.isFinite(incoming) || !Number.isFinite(outgoing)) {
+            out[i] = out[i - 1];
+            continue;
+        }
+        runningSum += incoming - outgoing;
+        out[i] = runningSum / length;
+    }
+    return out;
+}
+//# sourceMappingURL=smaFloat64.js.map

package/dist/ta/lib/smaFloat64.js.map

@@ -0,0 +1 @@
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package/dist/ta/lib/smmaFloat64.d.ts

@@ -0,0 +1,23 @@
+/**
+ * Smoothed Moving Average (Wilder's RMA) 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] = (out[i − 1] * (length − 1) + source[i]) / length` —
+ * equivalent to an EMA with `α = 1 / length`. A mid-stream NaN holds
+ * the prior value forward (continuous output past gaps), matching
+ * the recurrence-MA convention shared with {@link emaFloat64}.
+ *
+ * Warmup `[0, length − 2]` is `NaN`; `out[length − 1]` is the first
+ * defined value.
+ *
+ * @formula  α = 1 / length ;
+ *           out[i] = (out[i − 1] * (length − 1) + source[i]) / length
+ * @warmup   length − 1
+ * @since 0.2
+ * @stable
+ * @example
+ *     // import { smmaFloat64 } from "./smmaFloat64";
+ *     // const out = smmaFloat64(new Float64Array([1, 2, 3, 4]), 3);
+ */
+export declare function smmaFloat64(source: Float64Array, length: number): Float64Array;
+//# sourceMappingURL=smmaFloat64.d.ts.map

package/dist/ta/lib/smmaFloat64.d.ts.map

@@ -0,0 +1 @@
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package/dist/ta/lib/smmaFloat64.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/smma-of-float64.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.
+/**
+ * Smoothed Moving Average (Wilder's RMA) 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] = (out[i − 1] * (length − 1) + source[i]) / length` —
+ * equivalent to an EMA with `α = 1 / length`. A mid-stream NaN holds
+ * the prior value forward (continuous output past gaps), matching
+ * the recurrence-MA convention shared with {@link emaFloat64}.
+ *
+ * Warmup `[0, length − 2]` is `NaN`; `out[length − 1]` is the first
+ * defined value.
+ *
+ * @formula  α = 1 / length ;
+ *           out[i] = (out[i − 1] * (length − 1) + source[i]) / length
+ * @warmup   length − 1
+ * @since 0.2
+ * @stable
+ * @example
+ *     // import { smmaFloat64 } from "./smmaFloat64";
+ *     // const out = smmaFloat64(new Float64Array([1, 2, 3, 4]), 3);
+ */
+export function smmaFloat64(source, length) {
+    const n = source.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(source[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 += source[i];
+    }
+    const seedIdx = firstValidIdx + length - 1;
+    out[seedIdx] = seedSum / length;
+    for (let i = seedIdx + 1; i < n; i += 1) {
+        const v = source[i];
+        if (!Number.isFinite(v)) {
+            out[i] = out[i - 1];
+            continue;
+        }
+        out[i] = (out[i - 1] * (length - 1) + v) / length;
+    }
+    return out;
+}
+//# sourceMappingURL=smmaFloat64.js.map

package/dist/ta/lib/smmaFloat64.js.map

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

@@ -0,0 +1,31 @@
+import type { Series } from "@invinite-org/chartlang-core";
+/**
+ * What every `ta.*` primitive accepts as its `source` argument. Phase-1
+ * scripts pass `bar.close` (a `number`) as the source per the seed-
+ * example convention; future surfaces (`source: Series<number>`) are
+ * structurally compatible because the primitive only ever reads
+ * `source.current`. The union is the runtime's accommodation of both
+ * shapes without forcing the script author to wrap a scalar.
+ *
+ * @formula  N/A — type alias
+ * @since 0.1
+ * @stable
+ * @example
+ *     // type S = ScalarOrSeries; // number | Series<number>
+ */
+export type ScalarOrSeries = number | Series<number>;
+/**
+ * Read the current value off a `ScalarOrSeries`. Returns the scalar
+ * directly; reads `.current` off a Series. `Series` is duck-typed —
+ * any object with a `current: number` field passes.
+ *
+ * @formula  source is number → source ; source is Series → source.current
+ * @since 0.1
+ * @stable
+ * @example
+ *     // import { readSourceValue } from "./sourceValue";
+ *     // readSourceValue(12.5); // 12.5
+ *     // readSourceValue(series); // series.current
+ */
+export declare function readSourceValue(source: ScalarOrSeries): number;
+//# sourceMappingURL=sourceValue.d.ts.map

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

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

@@ -0,0 +1,21 @@
+// Copyright (c) 2026 Invinite. Licensed under the MIT License.
+// See the LICENSE file in the repo root for full license text.
+/**
+ * Read the current value off a `ScalarOrSeries`. Returns the scalar
+ * directly; reads `.current` off a Series. `Series` is duck-typed —
+ * any object with a `current: number` field passes.
+ *
+ * @formula  source is number → source ; source is Series → source.current
+ * @since 0.1
+ * @stable
+ * @example
+ *     // import { readSourceValue } from "./sourceValue";
+ *     // readSourceValue(12.5); // 12.5
+ *     // readSourceValue(series); // series.current
+ */
+export function readSourceValue(source) {
+    if (typeof source === "number")
+        return source;
+    return source.current;
+}
+//# sourceMappingURL=sourceValue.js.map

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

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

@@ -0,0 +1,48 @@
+import type { Bar } from "@invinite-org/chartlang-core";
+/**
+ * True Range at bar `i` of a Bar array. For bar 0 (no prev close)
+ * reduces to `high - low`. Phase 1's incremental `ta.atr` does the
+ * same math one bar at a time inside its slot state; this helper
+ * exists so the property test can reference-equivalent the
+ * incremental output against a full recompute.
+ *
+ * @formula  TR_i = max(high − low, |high − prev_close|, |low − prev_close|)
+ * @since 0.1
+ * @stable
+ * @example
+ *     // import { trueRangeAt } from "./trSeries";
+ *     // const tr = trueRangeAt(bars, 5);
+ */
+export declare function trueRangeAt(bars: ReadonlyArray<Bar>, i: number): number;
+/**
+ * Per-bar True Range series of length `bars.length`. Used by `ta.atr`
+ * property tests and any future TR-derived primitive.
+ *
+ * @formula  tr[i] = trueRangeAt(bars, i) for i ∈ [0, n)
+ * @since 0.1
+ * @stable
+ * @example
+ *     // import { computeTrSeries } from "./trSeries";
+ *     // const tr = computeTrSeries(bars);
+ */
+export declare function computeTrSeries(bars: ReadonlyArray<Bar>): Float64Array;
+/**
+ * Wilder ATR over a `Bar` array, returned alongside the TR sidecar.
+ * Warmup `[0, length − 2]` is `NaN`; `atr[length − 1]` is the simple
+ * mean of the first `length` TR values; subsequent slots use the
+ * Wilder recurrence `atr[i] = (atr[i − 1] * (length − 1) + tr[i]) /
+ * length`. Acts as the property-test reference for the incremental
+ * `ta.atr` primitive.
+ *
+ * @formula  see wilderSmoothing.ts and computeTrSeries above.
+ * @since 0.1
+ * @stable
+ * @example
+ *     // import { computeAtrSeries } from "./trSeries";
+ *     // const { atr, tr } = computeAtrSeries(bars, 14);
+ */
+export declare function computeAtrSeries(bars: ReadonlyArray<Bar>, length: number): {
+    atr: Float64Array;
+    tr: Float64Array;
+};
+//# sourceMappingURL=trSeries.d.ts.map

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

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