@invinite-org/chartlang-runtime 1.0.2

package/dist/ta/maRibbon.d.ts

@@ -0,0 +1,52 @@
+import type { MaRibbonOpts, MaRibbonResult } from "@invinite-org/chartlang-core";
+import { type ScalarOrSeries } from "./lib/sourceValue.js";
+/**
+ * Resolve the ordered `ma_<length>` keys for an `opts` value. Defaults
+ * mirror `ta.maRibbon`'s defaults (`lengths = [10, 20, 30, 40, 50]`)
+ * so a no-opts call yields `["ma_10", "ma_20", "ma_30", "ma_40",
+ * "ma_50"]`. Iteration order matches the resolved `lengths` array;
+ * consumers (legend chips, sub-pane axes, the conformance harness) use
+ * this helper to enumerate the `MaRibbonResult` record without
+ * hard-coding key names.
+ *
+ * @formula  keys = (opts.lengths ?? DEFAULT_LENGTHS).map(n => `ma_${n}`)
+ * @since 0.2
+ * @stable
+ * @example
+ *     // import { maRibbonOutputKeys } from "@invinite-org/chartlang-runtime";
+ *     // const keys = maRibbonOutputKeys({ lengths: [10, 20, 30] });
+ *     // // keys === ["ma_10", "ma_20", "ma_30"]
+ */
+export declare function maRibbonOutputKeys(opts?: MaRibbonOpts): ReadonlyArray<string>;
+/**
+ * MA Ribbon — a fan of K moving averages of the same kind at different
+ * lengths. Returns a dynamic-key record `{ ma_<length>: Series<number> }`
+ * keyed by the resolved `lengths` array. Each output is composed through
+ * `TA_REGISTRY`'s registered MA primitive (`sma` / `ema` / `wma` /
+ * `smma`) via the sub-slot id `${slotId}/ma_<length>` — no private MA
+ * copy, so a fix to any MA primitive flows in for free (matches the
+ * `donchian` / `bb` / `macd` composition convention). Defaults:
+ * `lengths = [10, 20, 30, 40, 50]`, `maType = "sma"`. Per-output warmup
+ * matches the source MA's warmup at that length.
+ *
+ * The sibling helper {@link maRibbonOutputKeys} returns the ordered
+ * `ma_<length>` keys for stable iteration over the result record.
+ * `TA_REGISTRY_METADATA.maRibbon` records the default primary key +
+ * visible keys + `{ kind: "auto" }` y-domain for legend / pane sizing.
+ *
+ * @formula  out.ma_<length> = MA(source, length)  for length ∈ lengths
+ * @warmup   per-output : matches the source MA's warmup at `length` ;
+ *           ribbon as a whole : `max(lengths) − 1`
+ * @anchors  lengths, maType
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const r = ta.maRibbon(bar.close, { lengths: [10, 20, 30], maType: "ema" });
+ *     // plot(r.ma_10);
+ *     // plot(r.ma_20);
+ *     // plot(r.ma_30);
+ */
+export declare function maRibbon(slotId: string, source: ScalarOrSeries, opts?: MaRibbonOpts): MaRibbonResult;
+//# sourceMappingURL=maRibbon.d.ts.map

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

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package/dist/ta/maRibbon.js

@@ -0,0 +1,125 @@
+// 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/ma-ribbon.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. maRibbon dispatches per-bar through
+// `TA_REGISTRY`'s registered MA primitives (sma / ema / wma / smma)
+// via sub-slot ids derived from the parent slot id; no private MA copy.
+import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
+import { ema } from "./ema.js";
+import { sma } from "./sma.js";
+import { smma } from "./smma.js";
+import { readSourceValue } from "./lib/sourceValue.js";
+import { wma } from "./wma.js";
+const DEFAULT_LENGTHS = Object.freeze([10, 20, 30, 40, 50]);
+const DEFAULT_MA_TYPE = "sma";
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.maRibbon called outside an active script step");
+    }
+    return ctx;
+}
+function dispatchMa(maType, subSlotId, source, length) {
+    switch (maType) {
+        case "sma":
+            return sma(subSlotId, source, length);
+        case "ema":
+            return ema(subSlotId, source, length);
+        case "wma":
+            return wma(subSlotId, source, length);
+        case "smma":
+            return smma(subSlotId, source, length);
+    }
+}
+/**
+ * Resolve the ordered `ma_<length>` keys for an `opts` value. Defaults
+ * mirror `ta.maRibbon`'s defaults (`lengths = [10, 20, 30, 40, 50]`)
+ * so a no-opts call yields `["ma_10", "ma_20", "ma_30", "ma_40",
+ * "ma_50"]`. Iteration order matches the resolved `lengths` array;
+ * consumers (legend chips, sub-pane axes, the conformance harness) use
+ * this helper to enumerate the `MaRibbonResult` record without
+ * hard-coding key names.
+ *
+ * @formula  keys = (opts.lengths ?? DEFAULT_LENGTHS).map(n => `ma_${n}`)
+ * @since 0.2
+ * @stable
+ * @example
+ *     // import { maRibbonOutputKeys } from "@invinite-org/chartlang-runtime";
+ *     // const keys = maRibbonOutputKeys({ lengths: [10, 20, 30] });
+ *     // // keys === ["ma_10", "ma_20", "ma_30"]
+ */
+export function maRibbonOutputKeys(opts) {
+    const lengths = opts?.lengths ?? DEFAULT_LENGTHS;
+    const out = [];
+    for (const length of lengths)
+        out.push(`ma_${length}`);
+    return out;
+}
+/**
+ * MA Ribbon — a fan of K moving averages of the same kind at different
+ * lengths. Returns a dynamic-key record `{ ma_<length>: Series<number> }`
+ * keyed by the resolved `lengths` array. Each output is composed through
+ * `TA_REGISTRY`'s registered MA primitive (`sma` / `ema` / `wma` /
+ * `smma`) via the sub-slot id `${slotId}/ma_<length>` — no private MA
+ * copy, so a fix to any MA primitive flows in for free (matches the
+ * `donchian` / `bb` / `macd` composition convention). Defaults:
+ * `lengths = [10, 20, 30, 40, 50]`, `maType = "sma"`. Per-output warmup
+ * matches the source MA's warmup at that length.
+ *
+ * The sibling helper {@link maRibbonOutputKeys} returns the ordered
+ * `ma_<length>` keys for stable iteration over the result record.
+ * `TA_REGISTRY_METADATA.maRibbon` records the default primary key +
+ * visible keys + `{ kind: "auto" }` y-domain for legend / pane sizing.
+ *
+ * @formula  out.ma_<length> = MA(source, length)  for length ∈ lengths
+ * @warmup   per-output : matches the source MA's warmup at `length` ;
+ *           ribbon as a whole : `max(lengths) − 1`
+ * @anchors  lengths, maType
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const r = ta.maRibbon(bar.close, { lengths: [10, 20, 30], maType: "ema" });
+ *     // plot(r.ma_10);
+ *     // plot(r.ma_20);
+ *     // plot(r.ma_30);
+ */
+export function maRibbon(slotId, source, opts) {
+    const ctx = getCtx();
+    const lengths = opts?.lengths ?? DEFAULT_LENGTHS;
+    const maType = opts?.maType ?? DEFAULT_MA_TYPE;
+    const src = readSourceValue(source);
+    let slot = ctx.stream.taSlots.get(slotId);
+    if (slot === undefined) {
+        // First call: drive every sub-slot to allocate its `Series<number>`,
+        // then freeze the result record (identity-stable per parent slot).
+        const outputs = {};
+        for (const length of lengths) {
+            const subSlotId = `${slotId}/ma_${length}`;
+            outputs[`ma_${length}`] = dispatchMa(maType, subSlotId, src, length);
+        }
+        slot = {
+            outputs: Object.freeze(outputs),
+            lengths,
+            maType,
+        };
+        ctx.stream.taSlots.set(slotId, slot);
+        return slot.outputs;
+    }
+    // Subsequent calls: drive every sub-slot through its registered MA
+    // primitive — the sub-slots own per-bar advancement (close-side
+    // append / tick-side replaceHead via `ctx.isTick`).
+    for (const length of slot.lengths) {
+        const subSlotId = `${slotId}/ma_${length}`;
+        dispatchMa(slot.maType, subSlotId, src, length);
+    }
+    return slot.outputs;
+}
+//# sourceMappingURL=maRibbon.js.map

package/dist/ta/maRibbon.js.map

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package/dist/ta/macd.d.ts

@@ -0,0 +1,30 @@
+import type { MacdOpts, MacdResult } from "@invinite-org/chartlang-core";
+import { type ScalarOrSeries } from "./lib/sourceValue.js";
+/**
+ * MACD — fast EMA minus slow EMA, with a signal-line EMA over the
+ * MACD line and a histogram of their difference. Defaults
+ * `{ fastLength: 12, slowLength: 26, signalLength: 9 }`. Composes
+ * three EMA primitives at sub-slots `${slotId}/fast`, `${slotId}/slow`,
+ * `${slotId}/signal`. The signal EMA reads from an internal MACD
+ * Float64 ring; the user-facing `macd` Series wraps the same buffer.
+ *
+ * @formula  fast   = ema(source, fastLength) ;
+ *           slow   = ema(source, slowLength) ;
+ *           macd   = fast − slow ;
+ *           signal = ema(macd, signalLength) ;
+ *           hist   = macd − signal
+ * @warmup   slowLength + signalLength − 1 (slow EMA seeds at slowLength − 1; signal EMA seeds signalLength − 1 bars after that)
+ * @since 0.1
+ * @stable
+ *
+ * `opts.offset` shifts all three outputs in lockstep (PLAN.md §9.1) —
+ * `series.current` on each output returns the value `offset` bars ago.
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-runtime";
+ *     // const m = ta.macd("slot", bar.close);
+ *     // const h = m.hist.current;
+ *     // const lagged = ta.macd("slot2", bar.close, { offset: 5 });
+ */
+export declare function macd(slotId: string, source: ScalarOrSeries, opts?: MacdOpts): MacdResult;
+//# sourceMappingURL=macd.d.ts.map

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

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package/dist/ta/macd.js

@@ -0,0 +1,122 @@
+// 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/macd.ts
+//   (folded onto lib/ema-of-float64.ts per PLAN.md §9.4)
+//   (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 choices (callsite-id slot, Series<T> proxy, replaceHead
+// mode) follow chartlang's primitive shape — NOT invinite's
+// IndicatorPlugin shape. The MACD primitive composes three EMA
+// sub-slots and a virtual "MACD line" Float64 buffer the signal EMA
+// reads from.
+import { Float64RingBuffer } from "../ringBuffer.js";
+import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
+import { makeSeriesView, makeShiftedSeriesView } from "../seriesView.js";
+import { ema } from "./ema.js";
+import { readSourceValue } from "./lib/sourceValue.js";
+const DEFAULT_FAST = 12;
+const DEFAULT_SLOW = 26;
+const DEFAULT_SIGNAL = 9;
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.macd called outside an active script step");
+    }
+    return ctx;
+}
+function initSlot(capacity, signalSeries, signalBuf) {
+    const macdBuf = new Float64RingBuffer(capacity);
+    const histBuf = new Float64RingBuffer(capacity);
+    return {
+        result: Object.freeze({
+            macd: makeSeriesView(macdBuf),
+            signal: signalSeries,
+            hist: makeSeriesView(histBuf),
+        }),
+        macdBuf,
+        histBuf,
+        signalBuf,
+        shiftedResults: new Map(),
+    };
+}
+function resultForOffset(slot, offset) {
+    if (offset === 0)
+        return slot.result;
+    let cached = slot.shiftedResults.get(offset);
+    if (cached === undefined) {
+        cached = Object.freeze({
+            macd: makeShiftedSeriesView(slot.macdBuf, offset),
+            signal: makeShiftedSeriesView(slot.signalBuf, offset),
+            hist: makeShiftedSeriesView(slot.histBuf, offset),
+        });
+        slot.shiftedResults.set(offset, cached);
+    }
+    return cached;
+}
+/**
+ * MACD — fast EMA minus slow EMA, with a signal-line EMA over the
+ * MACD line and a histogram of their difference. Defaults
+ * `{ fastLength: 12, slowLength: 26, signalLength: 9 }`. Composes
+ * three EMA primitives at sub-slots `${slotId}/fast`, `${slotId}/slow`,
+ * `${slotId}/signal`. The signal EMA reads from an internal MACD
+ * Float64 ring; the user-facing `macd` Series wraps the same buffer.
+ *
+ * @formula  fast   = ema(source, fastLength) ;
+ *           slow   = ema(source, slowLength) ;
+ *           macd   = fast − slow ;
+ *           signal = ema(macd, signalLength) ;
+ *           hist   = macd − signal
+ * @warmup   slowLength + signalLength − 1 (slow EMA seeds at slowLength − 1; signal EMA seeds signalLength − 1 bars after that)
+ * @since 0.1
+ * @stable
+ *
+ * `opts.offset` shifts all three outputs in lockstep (PLAN.md §9.1) —
+ * `series.current` on each output returns the value `offset` bars ago.
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-runtime";
+ *     // const m = ta.macd("slot", bar.close);
+ *     // const h = m.hist.current;
+ *     // const lagged = ta.macd("slot2", bar.close, { offset: 5 });
+ */
+export function macd(slotId, source, opts) {
+    const ctx = getCtx();
+    const fastLength = opts?.fastLength ?? DEFAULT_FAST;
+    const slowLength = opts?.slowLength ?? DEFAULT_SLOW;
+    const signalLength = opts?.signalLength ?? DEFAULT_SIGNAL;
+    const offset = opts?.offset ?? 0;
+    const signalSlotId = `${slotId}/signal`;
+    const src = readSourceValue(source);
+    const fastSeries = ema(`${slotId}/fast`, src, fastLength);
+    const slowSeries = ema(`${slotId}/slow`, src, slowLength);
+    const fa = fastSeries.current;
+    const sa = slowSeries.current;
+    const macdValue = Number.isFinite(fa) && Number.isFinite(sa) ? fa - sa : Number.NaN;
+    // Feed macdValue into the signal EMA. Always call with the
+    // un-shifted (default) view — offset shifting for the composite
+    // MacdResult happens via the local `resultForOffset`, which reads
+    // directly off the signal-EMA's outBuffer (captured below).
+    const signalSeries = ema(signalSlotId, macdValue, signalLength);
+    let slot = ctx.stream.taSlots.get(slotId);
+    if (slot === undefined) {
+        // Capture the signal-EMA sub-slot's output ring buffer so
+        // future shifted-view lookups don't need to re-enter `ema()`.
+        const emaSlot = ctx.stream.taSlots.get(signalSlotId);
+        slot = initSlot(ctx.stream.ohlcv.close.capacity, signalSeries, emaSlot.outBuffer);
+        ctx.stream.taSlots.set(slotId, slot);
+    }
+    const sig = signalSeries.current;
+    const histValue = Number.isFinite(macdValue) && Number.isFinite(sig) ? macdValue - sig : Number.NaN;
+    if (ctx.isTick) {
+        slot.macdBuf.replaceHead(macdValue);
+        slot.histBuf.replaceHead(histValue);
+    }
+    else {
+        slot.macdBuf.append(macdValue);
+        slot.histBuf.append(histValue);
+    }
+    return resultForOffset(slot, offset);
+}
+//# sourceMappingURL=macd.js.map

package/dist/ta/macd.js.map

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package/dist/ta/massIndex.d.ts

@@ -0,0 +1,29 @@
+import type { MassIndexOpts, Series } from "@invinite-org/chartlang-core";
+/**
+ * Mass Index — sub-pane volatility line tracking the range-EMA
+ * "bulge" ratio to flag trend-reversal setups via the canonical
+ * 27 threshold. Built on EMA-of-EMA-of-range via two chained
+ * sub-slots (`${slotId}/ema1`, `${slotId}/ema2`) — a fix to EMA's
+ * recurrence flows in for free. Reads `bar.high − bar.low` directly
+ * (no source param). NaN when either chained EMA is NaN or when
+ * the inner EMA of EMA is zero (degenerate ratio).
+ *
+ * @formula  range[t] = high[t] − low[t] ;
+ *           ema1     = EMA(emaLength)(range) ;
+ *           ema2     = EMA(emaLength)(ema1) ;
+ *           ratio[t] = ema1[t] / ema2[t] ;
+ *           mi[t]    = sum(ratio[t − sumLength + 1..= t])
+ * @warmup   emaLength + emaLength + sumLength − 3
+ * @since 0.2
+ * @stable
+ *
+ * `opts.offset` shifts the returned series so `series.current` reads
+ * the value `offset` bars ago (PLAN.md §9.1).
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const mi = ta.massIndex();
+ *     // plot(mi);
+ */
+export declare function massIndex(slotId: string, opts?: MassIndexOpts): Series<number>;
+//# sourceMappingURL=massIndex.d.ts.map

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

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package/dist/ta/massIndex.js

@@ -0,0 +1,149 @@
+// 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/mass-index.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 chained EMA-of-range and EMA-of-EMA
+// arms compose `ta.ema` via sub-slots `${slotId}/ema1` /
+// `${slotId}/ema2` so the EMA recurrence + warmup semantics flow in
+// by reference. The rolling-sum-of-ratio window is folded
+// incrementally per bar.
+import { Float64RingBuffer } from "../ringBuffer.js";
+import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
+import { makeSeriesView, makeShiftedSeriesView } from "../seriesView.js";
+import { ema } from "./ema.js";
+const DEFAULT_EMA_LENGTH = 9;
+const DEFAULT_SUM_LENGTH = 25;
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.massIndex called outside an active script step");
+    }
+    return ctx;
+}
+function initSlot(emaLength, sumLength, capacity) {
+    const outBuffer = new Float64RingBuffer(capacity);
+    return {
+        outBuffer,
+        series: makeSeriesView(outBuffer),
+        emaLength,
+        sumLength,
+        ratioWindow: new Float64RingBuffer(sumLength),
+        sumRatio: 0,
+        shiftedViews: new Map(),
+    };
+}
+function viewForOffset(slot, offset) {
+    if (offset === 0)
+        return slot.series;
+    let view = slot.shiftedViews.get(offset);
+    if (view === undefined) {
+        view = makeShiftedSeriesView(slot.outBuffer, offset);
+        slot.shiftedViews.set(offset, view);
+    }
+    return view;
+}
+function ratioValue(e1, e2) {
+    if (!Number.isFinite(e1) || !Number.isFinite(e2) || e2 === 0)
+        return Number.NaN;
+    return e1 / e2;
+}
+function recomputeSum(slot) {
+    let sum = 0;
+    let anyNaN = false;
+    for (let i = 0; i < slot.ratioWindow.length; i += 1) {
+        const v = slot.ratioWindow.at(i);
+        if (!Number.isFinite(v)) {
+            anyNaN = true;
+            break;
+        }
+        sum += v;
+    }
+    slot.sumRatio = anyNaN ? Number.NaN : sum;
+}
+function closeValue(slot, ratio) {
+    if (slot.ratioWindow.length < slot.ratioWindow.capacity) {
+        slot.ratioWindow.append(ratio);
+        if (Number.isFinite(ratio)) {
+            slot.sumRatio += ratio;
+        }
+        else {
+            slot.sumRatio = Number.NaN;
+        }
+        if (slot.ratioWindow.length < slot.ratioWindow.capacity)
+            return Number.NaN;
+        return slot.sumRatio;
+    }
+    const outgoing = slot.ratioWindow.at(slot.ratioWindow.length - 1);
+    slot.ratioWindow.append(ratio);
+    if (Number.isFinite(outgoing) && Number.isFinite(ratio) && Number.isFinite(slot.sumRatio)) {
+        slot.sumRatio = slot.sumRatio - outgoing + ratio;
+    }
+    else {
+        recomputeSum(slot);
+    }
+    return slot.sumRatio;
+}
+function tickValue(slot, ratio) {
+    if (slot.ratioWindow.length < slot.ratioWindow.capacity)
+        return Number.NaN;
+    const oldestInHead = slot.ratioWindow.at(0);
+    // NaN propagates through subtraction/addition — Infinity does too —
+    // so a poisoned sum, NaN ratio, or NaN oldestInHead all surface as
+    // a non-finite value at the head.
+    return slot.sumRatio - oldestInHead + ratio;
+}
+/**
+ * Mass Index — sub-pane volatility line tracking the range-EMA
+ * "bulge" ratio to flag trend-reversal setups via the canonical
+ * 27 threshold. Built on EMA-of-EMA-of-range via two chained
+ * sub-slots (`${slotId}/ema1`, `${slotId}/ema2`) — a fix to EMA's
+ * recurrence flows in for free. Reads `bar.high − bar.low` directly
+ * (no source param). NaN when either chained EMA is NaN or when
+ * the inner EMA of EMA is zero (degenerate ratio).
+ *
+ * @formula  range[t] = high[t] − low[t] ;
+ *           ema1     = EMA(emaLength)(range) ;
+ *           ema2     = EMA(emaLength)(ema1) ;
+ *           ratio[t] = ema1[t] / ema2[t] ;
+ *           mi[t]    = sum(ratio[t − sumLength + 1..= t])
+ * @warmup   emaLength + emaLength + sumLength − 3
+ * @since 0.2
+ * @stable
+ *
+ * `opts.offset` shifts the returned series so `series.current` reads
+ * the value `offset` bars ago (PLAN.md §9.1).
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const mi = ta.massIndex();
+ *     // plot(mi);
+ */
+export function massIndex(slotId, opts) {
+    const ctx = getCtx();
+    let slot = ctx.stream.taSlots.get(slotId);
+    if (slot === undefined) {
+        const emaLength = opts?.emaLength ?? DEFAULT_EMA_LENGTH;
+        const sumLength = opts?.sumLength ?? DEFAULT_SUM_LENGTH;
+        slot = initSlot(emaLength, sumLength, ctx.stream.ohlcv.close.capacity);
+        ctx.stream.taSlots.set(slotId, slot);
+    }
+    const range = ctx.stream.bar.high - ctx.stream.bar.low;
+    const ema1Series = ema(`${slotId}/ema1`, range, slot.emaLength);
+    const e1 = ema1Series.current;
+    const ema2Series = ema(`${slotId}/ema2`, e1, slot.emaLength);
+    const e2 = ema2Series.current;
+    const ratio = ratioValue(e1, e2);
+    if (ctx.isTick) {
+        slot.outBuffer.replaceHead(tickValue(slot, ratio));
+    }
+    else {
+        slot.outBuffer.append(closeValue(slot, ratio));
+    }
+    return viewForOffset(slot, opts?.offset ?? 0);
+}
+//# sourceMappingURL=massIndex.js.map

package/dist/ta/massIndex.js.map

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

@@ -0,0 +1,26 @@
+import type { McginleyOpts, Series } from "@invinite-org/chartlang-core";
+import { type ScalarOrSeries } from "./lib/sourceValue.js";
+/**
+ * McGinley Dynamic — an adaptive moving average with an automatic
+ * lag-compensation correction. The recurrence
+ * `mc[t] = mc[t-1] + (src[t] − mc[t-1]) / (length · (src[t] / mc[t-1])⁴)`
+ * scales the step size by the relative change between source and the
+ * prior MA value, so the indicator tracks faster on strong moves and
+ * smoother on quiet bars. NaN source forward-fills the prior value;
+ * `prev === 0` is the well-defined zero-seed fix-point and emits NaN
+ * (the recurrence cannot escape a zero anchor — matches the invinite
+ * reference's NaN-correct degenerate handling).
+ *
+ * @formula  seed at length-th finite source bar : mc = src ;
+ *           mc[t] = mc[t-1] + (src[t] − mc[t-1]) / (length · (src[t] / mc[t-1])^4)
+ * @warmup   length
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const m = ta.mcginley(bar.close, 14);
+ *     // plot(m);
+ */
+export declare function mcginley(slotId: string, source: ScalarOrSeries, length: number, _opts?: McginleyOpts): Series<number>;
+//# sourceMappingURL=mcginley.d.ts.map

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

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