@invinite-org/chartlang-runtime 1.0.2

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

@@ -0,0 +1,53 @@
+/**
+ * Wilder directional movement bundle. All four arrays have length
+ * `n` (= `high.length`); warmup slots `[0, length - 1]` are `NaN`.
+ *
+ * `plusDm` / `minusDm` are the Wilder-smoothed per-bar directional
+ * movement (divided by `length` so they read as averages — matches
+ * what TradingView's `ta.dmi` plots). `plusDi` / `minusDi` are
+ * `100 * smoothedPlusDm / smoothedTr` (symmetric for the minus
+ * side); these are the values consumed by `adxFromDi`.
+ *
+ * @formula  N/A — return-bundle type for {@link wilderDirectional}
+ * @since 0.2
+ * @stable
+ * @example
+ *     // const dm: DirectionalMovement = wilderDirectional(h, l, c, 14);
+ */
+export type DirectionalMovement = Readonly<{
+    plusDm: Float64Array;
+    minusDm: Float64Array;
+    plusDi: Float64Array;
+    minusDi: Float64Array;
+}>;
+/**
+ * Wilder's `+DM` / `-DM` / `+DI` / `-DI` over a `length`-bar
+ * smoothing window. The per-bar raw `+DM` / `-DM` are computed from
+ * consecutive high / low deltas, then smoothed via Wilder's α = 1/N
+ * recurrence (reuses `wilderStep`). True Range is computed inline
+ * (rather than via `lib/trSeries`) because this helper operates on
+ * Float64Array inputs, not `Bar[]`.
+ *
+ * Warmup: `length` — one extra slot above the smoothing window so
+ * the TR seed can settle. First valid slot index is `length`.
+ *
+ * `plusDi` / `minusDi` fall back to `0` when the smoothed TR is
+ * zero (matches invinite). Any non-finite input slot inside the
+ * seed window leaves the entire output `NaN` from that slot
+ * onwards (Wilder recurrence cannot resume past a NaN seed).
+ *
+ * @formula  upMove   = high[i] - high[i-1] ;
+ *           downMove = low[i-1] - low[i] ;
+ *           plusDm   = upMove > downMove && upMove > 0 ? upMove : 0 ;
+ *           minusDm  = downMove > upMove && downMove > 0 ? downMove : 0 ;
+ *           tr[i]    = max(h - l, |h - prevClose|, |l - prevClose|) ;
+ *           smoothed via wilderStep over `length`.
+ * @warmup   length
+ * @since 0.2
+ * @stable
+ * @example
+ *     // import { wilderDirectional } from "./wilderDirectional";
+ *     // const dm = wilderDirectional(highs, lows, closes, 14);
+ */
+export declare function wilderDirectional(high: Float64Array, low: Float64Array, close: Float64Array, length: number): DirectionalMovement;
+//# sourceMappingURL=wilderDirectional.d.ts.map

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

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

@@ -0,0 +1,121 @@
+// 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/wilder-directional.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";
+/**
+ * Wilder's `+DM` / `-DM` / `+DI` / `-DI` over a `length`-bar
+ * smoothing window. The per-bar raw `+DM` / `-DM` are computed from
+ * consecutive high / low deltas, then smoothed via Wilder's α = 1/N
+ * recurrence (reuses `wilderStep`). True Range is computed inline
+ * (rather than via `lib/trSeries`) because this helper operates on
+ * Float64Array inputs, not `Bar[]`.
+ *
+ * Warmup: `length` — one extra slot above the smoothing window so
+ * the TR seed can settle. First valid slot index is `length`.
+ *
+ * `plusDi` / `minusDi` fall back to `0` when the smoothed TR is
+ * zero (matches invinite). Any non-finite input slot inside the
+ * seed window leaves the entire output `NaN` from that slot
+ * onwards (Wilder recurrence cannot resume past a NaN seed).
+ *
+ * @formula  upMove   = high[i] - high[i-1] ;
+ *           downMove = low[i-1] - low[i] ;
+ *           plusDm   = upMove > downMove && upMove > 0 ? upMove : 0 ;
+ *           minusDm  = downMove > upMove && downMove > 0 ? downMove : 0 ;
+ *           tr[i]    = max(h - l, |h - prevClose|, |l - prevClose|) ;
+ *           smoothed via wilderStep over `length`.
+ * @warmup   length
+ * @since 0.2
+ * @stable
+ * @example
+ *     // import { wilderDirectional } from "./wilderDirectional";
+ *     // const dm = wilderDirectional(highs, lows, closes, 14);
+ */
+export function wilderDirectional(high, low, close, length) {
+    const n = high.length;
+    const plusDm = new Float64Array(n);
+    const minusDm = new Float64Array(n);
+    const plusDi = new Float64Array(n);
+    const minusDi = new Float64Array(n);
+    plusDm.fill(Number.NaN);
+    minusDm.fill(Number.NaN);
+    plusDi.fill(Number.NaN);
+    minusDi.fill(Number.NaN);
+    if (n === 0 || length <= 0 || n <= length || low.length !== n || close.length !== n) {
+        return { minusDi, minusDm, plusDi, plusDm };
+    }
+    let seedPlusDm = 0;
+    let seedMinusDm = 0;
+    let seedTr = high[0] - low[0];
+    let seedFinite = Number.isFinite(seedTr);
+    for (let i = 1; i <= length; i += 1) {
+        const h = high[i];
+        const l = low[i];
+        const prevClose = close[i - 1];
+        const prevHigh = high[i - 1];
+        const prevLow = low[i - 1];
+        if (!Number.isFinite(h) ||
+            !Number.isFinite(l) ||
+            !Number.isFinite(prevClose) ||
+            !Number.isFinite(prevHigh) ||
+            !Number.isFinite(prevLow)) {
+            seedFinite = false;
+            break;
+        }
+        const a = h - l;
+        const b = Math.abs(h - prevClose);
+        const d = Math.abs(l - prevClose);
+        const tr = Math.max(a, b, d);
+        const upMove = h - prevHigh;
+        const downMove = prevLow - l;
+        const pDm = upMove > downMove && upMove > 0 ? upMove : 0;
+        const mDm = downMove > upMove && downMove > 0 ? downMove : 0;
+        seedPlusDm += pDm;
+        seedMinusDm += mDm;
+        seedTr += tr;
+    }
+    if (!seedFinite)
+        return { minusDi, minusDm, plusDi, plusDm };
+    let smoothedPlusDm = seedPlusDm;
+    let smoothedMinusDm = seedMinusDm;
+    let smoothedTr = seedTr;
+    plusDm[length] = smoothedPlusDm / length;
+    minusDm[length] = smoothedMinusDm / length;
+    plusDi[length] = smoothedTr === 0 ? 0 : (100 * smoothedPlusDm) / smoothedTr;
+    minusDi[length] = smoothedTr === 0 ? 0 : (100 * smoothedMinusDm) / smoothedTr;
+    for (let i = length + 1; i < n; i += 1) {
+        const h = high[i];
+        const l = low[i];
+        const prevClose = close[i - 1];
+        const prevHigh = high[i - 1];
+        const prevLow = low[i - 1];
+        if (!Number.isFinite(h) ||
+            !Number.isFinite(l) ||
+            !Number.isFinite(prevClose) ||
+            !Number.isFinite(prevHigh) ||
+            !Number.isFinite(prevLow)) {
+            return { minusDi, minusDm, plusDi, plusDm };
+        }
+        const a = h - l;
+        const b = Math.abs(h - prevClose);
+        const d = Math.abs(l - prevClose);
+        const tr = Math.max(a, b, d);
+        const upMove = h - prevHigh;
+        const downMove = prevLow - l;
+        const pDm = upMove > downMove && upMove > 0 ? upMove : 0;
+        const mDm = downMove > upMove && downMove > 0 ? downMove : 0;
+        smoothedPlusDm = wilderStep(smoothedPlusDm, pDm, length);
+        smoothedMinusDm = wilderStep(smoothedMinusDm, mDm, length);
+        smoothedTr = wilderStep(smoothedTr, tr, length);
+        plusDm[i] = smoothedPlusDm / length;
+        minusDm[i] = smoothedMinusDm / length;
+        plusDi[i] = smoothedTr === 0 ? 0 : (100 * smoothedPlusDm) / smoothedTr;
+        minusDi[i] = smoothedTr === 0 ? 0 : (100 * smoothedMinusDm) / smoothedTr;
+    }
+    return { minusDi, minusDm, plusDi, plusDm };
+}
+//# sourceMappingURL=wilderDirectional.js.map

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

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

@@ -0,0 +1,16 @@
+/**
+ * One step of Wilder's α = 1/length smoothing. Returns the updated
+ * running average given the prior average and a new sample:
+ * `prev * (length − 1) / length + sample / length`. RSI's avgGain /
+ * avgLoss recurrence and ATR's Wilder ATR recurrence both fold onto
+ * this helper so a single line carries the math.
+ *
+ * @formula  out = prev * (length − 1) / length + sample / length
+ * @since 0.1
+ * @stable
+ * @example
+ *     // import { wilderStep } from "./wilderSmoothing";
+ *     // const nextAvg = wilderStep(prevAvg, gain, 14);
+ */
+export declare function wilderStep(prev: number, sample: number, length: number): number;
+//# sourceMappingURL=wilderSmoothing.d.ts.map

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

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

@@ -0,0 +1,26 @@
+// Copyright (c) 2026 Invinite. Licensed under the MIT License.
+// See the LICENSE file in the repo root for full license text.
+//
+// New helper extracted from invinite/src/components/trading-chart/indicators/
+//   rsi.ts and atr.ts Wilder smoothing loops
+//   (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.
+/**
+ * One step of Wilder's α = 1/length smoothing. Returns the updated
+ * running average given the prior average and a new sample:
+ * `prev * (length − 1) / length + sample / length`. RSI's avgGain /
+ * avgLoss recurrence and ATR's Wilder ATR recurrence both fold onto
+ * this helper so a single line carries the math.
+ *
+ * @formula  out = prev * (length − 1) / length + sample / length
+ * @since 0.1
+ * @stable
+ * @example
+ *     // import { wilderStep } from "./wilderSmoothing";
+ *     // const nextAvg = wilderStep(prevAvg, gain, 14);
+ */
+export function wilderStep(prev, sample, length) {
+    return (prev * (length - 1) + sample) / length;
+}
+//# sourceMappingURL=wilderSmoothing.js.map

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

@@ -0,0 +1 @@
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package/dist/ta/lib/wmaFloat64.d.ts

@@ -0,0 +1,22 @@
+/**
+ * Weighted Moving Average over a `Float64Array` input. Walks past any
+ * leading-NaN prefix, then runs a linearly-weighted mean over each
+ * trailing `length`-bar window with weights `(1, 2, …, N)` and
+ * denominator `N(N + 1) / 2`. A NaN anywhere inside a window
+ * short-circuits that bar's output to NaN — full-recompute weighted
+ * windows cannot meaningfully forward-fill a gap.
+ *
+ * Warmup `[0, length − 2]` is `NaN`; `out[length − 1]` is the first
+ * defined value.
+ *
+ * @formula  denom = N(N + 1) / 2 ;
+ *           out[i] = (Σ_{j=0..N-1} input[i − j] * (N − j)) / denom
+ * @warmup   length − 1
+ * @since 0.2
+ * @stable
+ * @example
+ *     // import { wmaFloat64 } from "./wmaFloat64";
+ *     // const out = wmaFloat64(new Float64Array([1, 2, 3, 4]), 3);
+ */
+export declare function wmaFloat64(source: Float64Array, length: number): Float64Array;
+//# sourceMappingURL=wmaFloat64.d.ts.map

package/dist/ta/lib/wmaFloat64.d.ts.map

@@ -0,0 +1 @@
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package/dist/ta/lib/wmaFloat64.js

@@ -0,0 +1,61 @@
+// 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/wma-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.
+/**
+ * Weighted Moving Average over a `Float64Array` input. Walks past any
+ * leading-NaN prefix, then runs a linearly-weighted mean over each
+ * trailing `length`-bar window with weights `(1, 2, …, N)` and
+ * denominator `N(N + 1) / 2`. A NaN anywhere inside a window
+ * short-circuits that bar's output to NaN — full-recompute weighted
+ * windows cannot meaningfully forward-fill a gap.
+ *
+ * Warmup `[0, length − 2]` is `NaN`; `out[length − 1]` is the first
+ * defined value.
+ *
+ * @formula  denom = N(N + 1) / 2 ;
+ *           out[i] = (Σ_{j=0..N-1} input[i − j] * (N − j)) / denom
+ * @warmup   length − 1
+ * @since 0.2
+ * @stable
+ * @example
+ *     // import { wmaFloat64 } from "./wmaFloat64";
+ *     // const out = wmaFloat64(new Float64Array([1, 2, 3, 4]), 3);
+ */
+export function wmaFloat64(source, length) {
+    const n = source.length;
+    const out = new Float64Array(n);
+    out.fill(Number.NaN);
+    if (length <= 0 || n === 0)
+        return out;
+    const denom = (length * (length + 1)) / 2;
+    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;
+    for (let i = firstValidIdx + length - 1; i < n; i += 1) {
+        let sum = 0;
+        let allFinite = true;
+        for (let j = 0; j < length; j += 1) {
+            const v = source[i - j];
+            if (!Number.isFinite(v)) {
+                allFinite = false;
+                break;
+            }
+            sum += v * (length - j);
+        }
+        if (!allFinite)
+            continue;
+        out[i] = sum / denom;
+    }
+    return out;
+}
+//# sourceMappingURL=wmaFloat64.js.map

package/dist/ta/lib/wmaFloat64.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"wmaFloat64.js","sourceRoot":"","sources":["../../../src/ta/lib/wmaFloat64.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,UAAU,CAAC,MAAoB,EAAE,MAAc;IAC3D,MAAM,CAAC,GAAG,MAAM,CAAC,MAAM,CAAC;IACxB,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,MAAM,KAAK,GAAG,CAAC,MAAM,GAAG,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC;IAE1C,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,MAAM,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC;YAC7B,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,KAAK,IAAI,CAAC,GAAG,aAAa,GAAG,MAAM,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;QACrD,IAAI,GAAG,GAAG,CAAC,CAAC;QACZ,IAAI,SAAS,GAAG,IAAI,CAAC;QACrB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,MAAM,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;YACjC,MAAM,CAAC,GAAG,MAAM,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;YACxB,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC,CAAC,EAAE,CAAC;gBACtB,SAAS,GAAG,KAAK,CAAC;gBAClB,MAAM;YACV,CAAC;YACD,GAAG,IAAI,CAAC,GAAG,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC;QAC5B,CAAC;QACD,IAAI,CAAC,SAAS;YAAE,SAAS;QACzB,GAAG,CAAC,CAAC,CAAC,GAAG,GAAG,GAAG,KAAK,CAAC;IACzB,CAAC;IACD,OAAO,GAAG,CAAC;AACf,CAAC"}

package/dist/ta/lowest.d.ts

@@ -0,0 +1,20 @@
+import type { LowestOpts, Series } from "@invinite-org/chartlang-core";
+import { type ScalarOrSeries } from "./lib/sourceValue.js";
+/**
+ * Rolling minimum of the last `length` source values. NaN inputs are
+ * skipped from the window; the output is NaN until `length` closed
+ * bars have been folded in. Tick-mode replays the head as
+ * `min(closedMinExcludingHead, tickValue)`.
+ *
+ * @formula  out[t] = min(source[t − length + 1 .. t])  (NaN slots skipped)
+ * @warmup   length − 1
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const lower = ta.lowest(bar.low, 20);
+ *     // plot(lower);
+ */
+export declare function lowest(slotId: string, source: ScalarOrSeries, length: number, _opts?: LowestOpts): Series<number>;
+//# sourceMappingURL=lowest.d.ts.map

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

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

@@ -0,0 +1,113 @@
+// Copyright (c) 2026 Invinite. Licensed under the MIT License.
+// See the LICENSE file in the repo root for full license text.
+//
+// No invinite source — semantics per Pine `ta.lowest`. See PLAN.md §3.1.
+// Structural choices (callsite-id slot, Series<T> proxy, replaceHead
+// mode) follow chartlang's primitive shape.
+import { Float64RingBuffer } from "../ringBuffer.js";
+import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
+import { makeSeriesView } from "../seriesView.js";
+import { readSourceValue } from "./lib/sourceValue.js";
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.lowest called outside an active script step");
+    }
+    return ctx;
+}
+function initSlot(length, capacity) {
+    const outBuffer = new Float64RingBuffer(capacity);
+    return {
+        outBuffer,
+        series: makeSeriesView(outBuffer),
+        length,
+        sourceWindow: new Float64RingBuffer(length),
+        monoIndices: [],
+        monoValues: [],
+        barCount: 0,
+        closedMinExcludingHead: Number.POSITIVE_INFINITY,
+    };
+}
+function recomputeMinExcludingHead(slot) {
+    let minV = Number.POSITIVE_INFINITY;
+    const filled = slot.sourceWindow.length;
+    for (let i = 1; i < filled; i += 1) {
+        const v = slot.sourceWindow.at(i);
+        if (Number.isFinite(v) && v < minV)
+            minV = v;
+    }
+    return minV;
+}
+function closeValue(slot, src) {
+    slot.barCount += 1;
+    const headIndex = slot.barCount - 1;
+    slot.sourceWindow.append(src);
+    const oldestAllowed = headIndex - slot.length + 1;
+    while (slot.monoIndices.length > 0 && slot.monoIndices[0] < oldestAllowed) {
+        slot.monoIndices.shift();
+        slot.monoValues.shift();
+    }
+    if (Number.isFinite(src)) {
+        // Strict `>` keeps equal values in the deque.
+        while (slot.monoIndices.length > 0 && slot.monoValues[slot.monoValues.length - 1] > src) {
+            slot.monoIndices.pop();
+            slot.monoValues.pop();
+        }
+        slot.monoIndices.push(headIndex);
+        slot.monoValues.push(src);
+    }
+    if (slot.barCount < slot.length) {
+        slot.closedMinExcludingHead = Number.POSITIVE_INFINITY;
+        return Number.NaN;
+    }
+    slot.closedMinExcludingHead = recomputeMinExcludingHead(slot);
+    if (slot.monoIndices.length === 0)
+        return Number.NaN;
+    return slot.monoValues[0];
+}
+function tickValue(slot, src) {
+    if (slot.barCount < slot.length)
+        return Number.NaN;
+    if (!Number.isFinite(src)) {
+        return slot.closedMinExcludingHead === Number.POSITIVE_INFINITY
+            ? Number.NaN
+            : slot.closedMinExcludingHead;
+    }
+    if (slot.closedMinExcludingHead === Number.POSITIVE_INFINITY) {
+        return src;
+    }
+    return Math.min(slot.closedMinExcludingHead, src);
+}
+/**
+ * Rolling minimum of the last `length` source values. NaN inputs are
+ * skipped from the window; the output is NaN until `length` closed
+ * bars have been folded in. Tick-mode replays the head as
+ * `min(closedMinExcludingHead, tickValue)`.
+ *
+ * @formula  out[t] = min(source[t − length + 1 .. t])  (NaN slots skipped)
+ * @warmup   length − 1
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const lower = ta.lowest(bar.low, 20);
+ *     // plot(lower);
+ */
+export function lowest(slotId, source, length, _opts) {
+    const ctx = getCtx();
+    let slot = ctx.stream.taSlots.get(slotId);
+    if (slot === undefined) {
+        slot = initSlot(length, ctx.stream.ohlcv.close.capacity);
+        ctx.stream.taSlots.set(slotId, slot);
+    }
+    const src = readSourceValue(source);
+    if (ctx.isTick) {
+        slot.outBuffer.replaceHead(tickValue(slot, src));
+    }
+    else {
+        slot.outBuffer.append(closeValue(slot, src));
+    }
+    return slot.series;
+}
+//# sourceMappingURL=lowest.js.map

package/dist/ta/lowest.js.map

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

@@ -0,0 +1,31 @@
+import type { LsmaOpts, Series } from "@invinite-org/chartlang-core";
+import { type ScalarOrSeries } from "./lib/sourceValue.js";
+/**
+ * Least Squares Moving Average — the value of the ordinary-least-
+ * squares regression line `y = a + b·x` evaluated at the last bar of
+ * the trailing `length`-bar window (with `x = 0..length − 1` and `y`
+ * the source values). Mathematically equivalent to
+ * `linearRegression(source, length).value` from `lib/linearRegression`
+ * — that helper is reused verbatim as the property-test reference.
+ * Per-bar cost is a two-pass O(length) window walk (sumY, then
+ * covariance numerator) to keep the per-bar allocation profile flat;
+ * a NaN anywhere inside the window short-circuits the output to NaN
+ * (matches the WMA / weighted-window convention).
+ *
+ * @formula  xMean = (length − 1) / 2 ;
+ *           sumXX = Σ (j − xMean)²  for j = 0..length − 1 ;
+ *           yMean = (1 / length) · Σ source[t − length + 1 + j] ;
+ *           slope = (Σ (j − xMean) · (source[t − length + 1 + j] − yMean)) / sumXX ;
+ *           intercept = yMean − slope · xMean ;
+ *           out[t] = intercept + slope · (length − 1)
+ * @warmup   length − 1
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const l = ta.lsma(bar.close, 25);
+ *     // plot(l);
+ */
+export declare function lsma(slotId: string, source: ScalarOrSeries, length: number, _opts?: LsmaOpts): Series<number>;
+//# sourceMappingURL=lsma.d.ts.map

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

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

@@ -0,0 +1,127 @@
+// 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/lsma.ts
+//   plus 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.
+// Structural choices (callsite-id slot, Series<T> proxy, replaceHead
+// mode) follow chartlang's primitive shape — NOT invinite's
+// IndicatorPlugin shape. The per-bar walk is the streaming-compatible
+// shape of `lib/linearRegression`'s closed-form formula; that helper is
+// reused verbatim as the reference computation in the property tests.
+import { Float64RingBuffer } from "../ringBuffer.js";
+import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
+import { makeSeriesView } from "../seriesView.js";
+import { readSourceValue } from "./lib/sourceValue.js";
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.lsma called outside an active script step");
+    }
+    return ctx;
+}
+function initSlot(length, capacity) {
+    const outBuffer = new Float64RingBuffer(capacity);
+    const xMean = (length - 1) / 2;
+    let sumXX = 0;
+    for (let j = 0; j < length; j += 1) {
+        const dev = j - xMean;
+        sumXX += dev * dev;
+    }
+    return {
+        outBuffer,
+        series: makeSeriesView(outBuffer),
+        length,
+        xMean,
+        sumXX,
+        sourceWindow: new Float64RingBuffer(length),
+    };
+}
+function lsmaFromWindow(slot, headOverride) {
+    // Single-pass scan: build sumY, then a second pass for the
+    // covariance numerator. Two passes still fit the streaming budget
+    // (O(length) per bar) and the structure mirrors the reference
+    // `linearRegression` helper byte-for-byte at the math level.
+    let sumY = 0;
+    for (let j = 0; j < slot.length; j += 1) {
+        // j = 0 → oldest (window.at(length - 1)); j = length - 1 → head.
+        const ageFromHead = slot.length - 1 - j;
+        const v = ageFromHead === 0 && headOverride !== undefined
+            ? headOverride
+            : slot.sourceWindow.at(ageFromHead);
+        if (!Number.isFinite(v))
+            return Number.NaN;
+        sumY += v;
+    }
+    const yMean = sumY / slot.length;
+    let num = 0;
+    for (let j = 0; j < slot.length; j += 1) {
+        const ageFromHead = slot.length - 1 - j;
+        const v = ageFromHead === 0 && headOverride !== undefined
+            ? headOverride
+            : slot.sourceWindow.at(ageFromHead);
+        num += (j - slot.xMean) * (v - yMean);
+    }
+    const slope = num / slot.sumXX;
+    const intercept = yMean - slope * slot.xMean;
+    return intercept + slope * (slot.length - 1);
+}
+function closeValue(slot, src) {
+    slot.sourceWindow.append(src);
+    if (slot.sourceWindow.length < slot.length)
+        return Number.NaN;
+    return lsmaFromWindow(slot);
+}
+function tickValue(slot, src) {
+    if (slot.sourceWindow.length < slot.length)
+        return Number.NaN;
+    if (!Number.isFinite(src))
+        return Number.NaN;
+    return lsmaFromWindow(slot, src);
+}
+/**
+ * Least Squares Moving Average — the value of the ordinary-least-
+ * squares regression line `y = a + b·x` evaluated at the last bar of
+ * the trailing `length`-bar window (with `x = 0..length − 1` and `y`
+ * the source values). Mathematically equivalent to
+ * `linearRegression(source, length).value` from `lib/linearRegression`
+ * — that helper is reused verbatim as the property-test reference.
+ * Per-bar cost is a two-pass O(length) window walk (sumY, then
+ * covariance numerator) to keep the per-bar allocation profile flat;
+ * a NaN anywhere inside the window short-circuits the output to NaN
+ * (matches the WMA / weighted-window convention).
+ *
+ * @formula  xMean = (length − 1) / 2 ;
+ *           sumXX = Σ (j − xMean)²  for j = 0..length − 1 ;
+ *           yMean = (1 / length) · Σ source[t − length + 1 + j] ;
+ *           slope = (Σ (j − xMean) · (source[t − length + 1 + j] − yMean)) / sumXX ;
+ *           intercept = yMean − slope · xMean ;
+ *           out[t] = intercept + slope · (length − 1)
+ * @warmup   length − 1
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const l = ta.lsma(bar.close, 25);
+ *     // plot(l);
+ */
+export function lsma(slotId, source, length, _opts) {
+    const ctx = getCtx();
+    let slot = ctx.stream.taSlots.get(slotId);
+    if (slot === undefined) {
+        slot = initSlot(length, ctx.stream.ohlcv.close.capacity);
+        ctx.stream.taSlots.set(slotId, slot);
+    }
+    const src = readSourceValue(source);
+    if (ctx.isTick) {
+        slot.outBuffer.replaceHead(tickValue(slot, src));
+    }
+    else {
+        slot.outBuffer.append(closeValue(slot, src));
+    }
+    return slot.series;
+}
+//# sourceMappingURL=lsma.js.map

package/dist/ta/lsma.js.map

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