@invinite-org/chartlang-runtime 1.0.2

package/dist/ta/mcginley.js

@@ -0,0 +1,118 @@
+// 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/mcginley.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.
+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.mcginley called outside an active script step");
+    }
+    return ctx;
+}
+function initSlot(length, capacity) {
+    const outBuffer = new Float64RingBuffer(capacity);
+    return {
+        outBuffer,
+        series: makeSeriesView(outBuffer),
+        length,
+        prevMc: Number.NaN,
+        prevClosedMc: Number.NaN,
+        seedCount: 0,
+    };
+}
+/**
+ * Apply the McGinley Dynamic recurrence step given the prior MC
+ * anchor. `prev === 0` is the well-defined zero-seed edge case:
+ * `(src/0)^4 = +Infinity` → division by `+Infinity` → 0 → sticky-zero
+ * fix-point. The task spec calls for NaN in that regime — concretely,
+ * a `prev === 0` recurrence cannot escape the fix-point, so we emit
+ * NaN to signal the degenerate state.
+ */
+function step(src, prev, length) {
+    if (prev === 0)
+        return Number.NaN;
+    const ratio = src / prev;
+    const denom = length * ratio * ratio * ratio * ratio;
+    return prev + (src - prev) / denom;
+}
+function compute(slot, src, isTick) {
+    if (!Number.isFinite(src)) {
+        // Mid-stream NaN forward-fills the prior value (matches the
+        // EMA / SMMA recurrence convention).
+        return isTick ? slot.prevMc : slot.prevClosedMc;
+    }
+    // Warmup: emit NaN until `length` finite source values have been
+    // seen (matches invinite's seed convention). At the warmup
+    // boundary the recurrence is seeded with the source value itself.
+    if (slot.seedCount < slot.length - 1) {
+        if (isTick)
+            return Number.NaN;
+        slot.seedCount += 1;
+        slot.prevClosedMc = Number.NaN;
+        slot.prevMc = Number.NaN;
+        return Number.NaN;
+    }
+    if (!Number.isFinite(slot.prevClosedMc)) {
+        // Seed bar — `length`-th finite source value lands here.
+        if (isTick)
+            return src;
+        slot.seedCount += 1;
+        slot.prevClosedMc = src;
+        slot.prevMc = src;
+        return src;
+    }
+    const prev = slot.prevClosedMc;
+    const next = step(src, prev, slot.length);
+    if (!isTick) {
+        slot.prevClosedMc = next;
+        slot.prevMc = next;
+    }
+    return next;
+}
+/**
+ * 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 function mcginley(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 value = compute(slot, readSourceValue(source), ctx.isTick);
+    if (ctx.isTick)
+        slot.outBuffer.replaceHead(value);
+    else
+        slot.outBuffer.append(value);
+    return slot.series;
+}
+//# sourceMappingURL=mcginley.js.map

package/dist/ta/mcginley.js.map

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

@@ -0,0 +1,24 @@
+import type { MedianOpts, Series } from "@invinite-org/chartlang-core";
+import { type ScalarOrSeries } from "./lib/sourceValue.js";
+/**
+ * Rolling median — middle-value statistic across the trailing
+ * `length` source values. NaN slots are dropped from the sort
+ * (window length effectively shrinks); if every slot is NaN the
+ * output is NaN. Robust to single-bar spikes the way an SMA isn't.
+ * Tick-mode replays the head by substituting the tick value for
+ * the age-0 slot before sorting — the closed window is unchanged.
+ *
+ * @formula  out[t] = median(source[t − length + 1 .. t]) ;
+ *           odd length → middle value ; even length → mean of the
+ *           two middle values ; NaN slots dropped before sort
+ * @warmup   length − 1
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const m = ta.median(bar.close, 21);
+ *     // plot(m);
+ */
+export declare function median(slotId: string, source: ScalarOrSeries, length: number, _opts?: MedianOpts): Series<number>;
+//# sourceMappingURL=median.d.ts.map

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

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package/dist/ta/median.js

@@ -0,0 +1,112 @@
+// 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/median.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. Only the median-statistic line is ported;
+// invinite's median plugin also bundles ±ATR bands + an EMA-smoothed
+// median line — those compositions are out of scope for the single-
+// output `ta.median` primitive (script authors compose them via
+// `ta.atr`, `ta.ema` as needed).
+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.median called outside an active script step");
+    }
+    return ctx;
+}
+function initSlot(length, capacity) {
+    const outBuffer = new Float64RingBuffer(capacity);
+    return {
+        outBuffer,
+        series: makeSeriesView(outBuffer),
+        length,
+        window: new Float64RingBuffer(length),
+        sortedBuffer: new Float64Array(length),
+    };
+}
+/**
+ * Compute the median of the window's finite values. Substitutes
+ * `headOverride` for the head slot (age 0) when finite — used by
+ * tick replay to evaluate the partial-bar tick without mutating
+ * the closed window.
+ *
+ * Returns `NaN` when the window contains no finite values.
+ */
+function medianOfWindow(slot, headOverride) {
+    const buf = slot.sortedBuffer;
+    let k = 0;
+    const filled = slot.window.length;
+    for (let i = 0; i < filled; i += 1) {
+        const v = i === 0 ? headOverride : slot.window.at(i);
+        if (Number.isFinite(v)) {
+            buf[k] = v;
+            k += 1;
+        }
+    }
+    if (k === 0)
+        return Number.NaN;
+    // Sort only the populated prefix — `Float64Array.prototype.sort`
+    // takes a comparator but here we slice a typed subarray view.
+    const view = buf.subarray(0, k);
+    view.sort();
+    if (k % 2 === 1)
+        return view[(k - 1) >> 1];
+    return (view[(k >> 1) - 1] + view[k >> 1]) / 2;
+}
+function closeValue(slot, src) {
+    slot.window.append(src);
+    if (slot.window.length < slot.length)
+        return Number.NaN;
+    return medianOfWindow(slot, slot.window.at(0));
+}
+function tickValue(slot, src) {
+    if (slot.window.length < slot.length)
+        return Number.NaN;
+    return medianOfWindow(slot, src);
+}
+/**
+ * Rolling median — middle-value statistic across the trailing
+ * `length` source values. NaN slots are dropped from the sort
+ * (window length effectively shrinks); if every slot is NaN the
+ * output is NaN. Robust to single-bar spikes the way an SMA isn't.
+ * Tick-mode replays the head by substituting the tick value for
+ * the age-0 slot before sorting — the closed window is unchanged.
+ *
+ * @formula  out[t] = median(source[t − length + 1 .. t]) ;
+ *           odd length → middle value ; even length → mean of the
+ *           two middle values ; NaN slots dropped before sort
+ * @warmup   length − 1
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const m = ta.median(bar.close, 21);
+ *     // plot(m);
+ */
+export function median(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=median.js.map

package/dist/ta/median.js.map

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package/dist/ta/mfi.d.ts

@@ -0,0 +1,38 @@
+import type { MfiOpts, Series } from "@invinite-org/chartlang-core";
+/**
+ * Money Flow Index — volume-weighted RSI over a trailing window of
+ * `length` typical-price comparisons. Per-bar typical price `tp = (H +
+ * L + C) / 3`; per-bar money flow `mf = tp · volume` lands in the
+ * positive bucket when `tp > prevTp`, in the negative bucket when
+ * `tp < prevTp`, and is dropped on equality / first bar. The emit is
+ * `100 · sumPos / (sumPos + sumNeg)` once `length` such comparisons
+ * have accumulated; NaN before warmup and when `sumPos + sumNeg ===
+ * 0` (no flow either way — invinite's zero-denominator guard).
+ *
+ * Range `[0, 100]` when defined: `sumPos === 0` → 0 (perfect
+ * downflow); `sumNeg === 0` with `sumPos > 0` → 100 (perfect
+ * upflow). NaN OHLC / volume contributes 0 to both buckets (matches
+ * `cmf.ts:62-75`'s defensive shape).
+ *
+ * **Tick mode.** Substitutes the tick's (posMf, negMf) contribution
+ * for the head slot's stored values without mutating the trailing-
+ * window rings or advancing `prevTp` — mirrors `cmf.ts:125-138`.
+ *
+ * @formula  tp  = (high + low + close) / 3 ;
+ *           mf  = tp · volume ;
+ *           pos = mf when tp > prevTp else 0 ;
+ *           neg = mf when tp < prevTp else 0 ;
+ *           mfi = 100 · Σ pos / (Σ pos + Σ neg) over the trailing `length` window
+ * @warmup   length + 1   (one bar to seed prevTp + `length` comparisons)
+ * @since 0.2
+ * @stable
+ *
+ * `opts.offset` shifts the returned series (PLAN.md §9.1).
+ *
+ * @example
+ *     // import { ta, plot } from "@invinite-org/chartlang-core";
+ *     // const m = ta.mfi(14);
+ *     // plot(m);
+ */
+export declare function mfi(slotId: string, length: number, opts?: MfiOpts): Series<number>;
+//# sourceMappingURL=mfi.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"mfi.d.ts","sourceRoot":"","sources":["../../src/ta/mfi.ts"],"names":[],"mappings":"AAaA,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,EAAE,MAAM,8BAA8B,CAAC;AA+EpE;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAkCG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,OAAO,GAAG,MAAM,CAAC,MAAM,CAAC,CA+ClF"}

package/dist/ta/mfi.js

@@ -0,0 +1,152 @@
+// 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/mfi.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 rolling-window pos / neg money-flow sums
+// follow the `cmf.ts` / `ulcerIndex.ts` "subtract head + add tick"
+// tick-mode shape (no window mutation on tick).
+import { Float64RingBuffer } from "../ringBuffer.js";
+import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
+import { makeSeriesView, makeShiftedSeriesView } from "../seriesView.js";
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.mfi called outside an active script step");
+    }
+    return ctx;
+}
+function initSlot(length, capacity) {
+    const outBuffer = new Float64RingBuffer(capacity);
+    return {
+        outBuffer,
+        series: makeSeriesView(outBuffer),
+        shiftedViews: new Map(),
+        length,
+        posMfWindow: new Float64RingBuffer(length),
+        negMfWindow: new Float64RingBuffer(length),
+        sumPosMf: 0,
+        sumNegMf: 0,
+        prevTp: Number.NaN,
+    };
+}
+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;
+}
+/**
+ * Per-bar typical-price contributions to the (posMF, negMF) split,
+ * given the prior typical price. NaN OHLC / volume → (0, 0). Equal
+ * `tp === prevTp` or first bar (`prevTp` NaN) → (0, 0) per Pine
+ * convention.
+ */
+function bucketMf(tp, prevTp, volume) {
+    if (!Number.isFinite(tp) || !Number.isFinite(volume)) {
+        return { posMf: 0, negMf: 0 };
+    }
+    if (!Number.isFinite(prevTp) || tp === prevTp) {
+        return { posMf: 0, negMf: 0 };
+    }
+    const mf = tp * volume;
+    if (tp > prevTp)
+        return { posMf: mf, negMf: 0 };
+    return { posMf: 0, negMf: mf };
+}
+function emitMfi(sumPos, sumNeg, ready) {
+    if (!ready)
+        return Number.NaN;
+    const total = sumPos + sumNeg;
+    if (total === 0)
+        return Number.NaN;
+    return (100 * sumPos) / total;
+}
+/**
+ * Money Flow Index — volume-weighted RSI over a trailing window of
+ * `length` typical-price comparisons. Per-bar typical price `tp = (H +
+ * L + C) / 3`; per-bar money flow `mf = tp · volume` lands in the
+ * positive bucket when `tp > prevTp`, in the negative bucket when
+ * `tp < prevTp`, and is dropped on equality / first bar. The emit is
+ * `100 · sumPos / (sumPos + sumNeg)` once `length` such comparisons
+ * have accumulated; NaN before warmup and when `sumPos + sumNeg ===
+ * 0` (no flow either way — invinite's zero-denominator guard).
+ *
+ * Range `[0, 100]` when defined: `sumPos === 0` → 0 (perfect
+ * downflow); `sumNeg === 0` with `sumPos > 0` → 100 (perfect
+ * upflow). NaN OHLC / volume contributes 0 to both buckets (matches
+ * `cmf.ts:62-75`'s defensive shape).
+ *
+ * **Tick mode.** Substitutes the tick's (posMf, negMf) contribution
+ * for the head slot's stored values without mutating the trailing-
+ * window rings or advancing `prevTp` — mirrors `cmf.ts:125-138`.
+ *
+ * @formula  tp  = (high + low + close) / 3 ;
+ *           mf  = tp · volume ;
+ *           pos = mf when tp > prevTp else 0 ;
+ *           neg = mf when tp < prevTp else 0 ;
+ *           mfi = 100 · Σ pos / (Σ pos + Σ neg) over the trailing `length` window
+ * @warmup   length + 1   (one bar to seed prevTp + `length` comparisons)
+ * @since 0.2
+ * @stable
+ *
+ * `opts.offset` shifts the returned series (PLAN.md §9.1).
+ *
+ * @example
+ *     // import { ta, plot } from "@invinite-org/chartlang-core";
+ *     // const m = ta.mfi(14);
+ *     // plot(m);
+ */
+export function mfi(slotId, 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 offset = opts?.offset ?? 0;
+    const { high, low, close, volume } = ctx.stream.bar;
+    const tp = (high + low + close) / 3;
+    const { posMf, negMf } = bucketMf(tp, slot.prevTp, volume);
+    // The seed bar (prevTp NaN) contributes no real comparison — we
+    // skip the window append so the trailing window only ever holds
+    // `length` REAL (prevTp-defined) comparisons. First finite emit
+    // lands at bar `length` (warmup `length + 1` per the JSDoc).
+    const hasComparison = Number.isFinite(slot.prevTp);
+    if (ctx.isTick) {
+        const ready = slot.posMfWindow.length === slot.length;
+        if (!ready || !hasComparison) {
+            slot.outBuffer.replaceHead(Number.NaN);
+            return viewForOffset(slot, offset);
+        }
+        const headPos = slot.posMfWindow.at(0);
+        const headNeg = slot.negMfWindow.at(0);
+        const hypPos = slot.sumPosMf - headPos + posMf;
+        const hypNeg = slot.sumNegMf - headNeg + negMf;
+        slot.outBuffer.replaceHead(emitMfi(hypPos, hypNeg, true));
+        return viewForOffset(slot, offset);
+    }
+    if (hasComparison) {
+        if (slot.posMfWindow.length === slot.length) {
+            slot.sumPosMf -= slot.posMfWindow.at(slot.length - 1);
+            slot.sumNegMf -= slot.negMfWindow.at(slot.length - 1);
+        }
+        slot.posMfWindow.append(posMf);
+        slot.negMfWindow.append(negMf);
+        slot.sumPosMf += posMf;
+        slot.sumNegMf += negMf;
+    }
+    if (Number.isFinite(tp))
+        slot.prevTp = tp;
+    slot.outBuffer.append(emitMfi(slot.sumPosMf, slot.sumNegMf, slot.posMfWindow.length === slot.length));
+    return viewForOffset(slot, offset);
+}
+//# sourceMappingURL=mfi.js.map

package/dist/ta/mfi.js.map

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

@@ -0,0 +1,21 @@
+import type { MomentumOpts, Series } from "@invinite-org/chartlang-core";
+import type { ScalarOrSeries } from "./lib/sourceValue.js";
+/**
+ * Momentum (Pine `mom`) — first-difference `source[0] − source[length]`
+ * with a required `length`. Composes {@link change} via a sub-slot so
+ * the math kernel lives in one place; the returned `Series<number>` is
+ * the sub-slot's series view directly (parent slot just caches its
+ * identity for `===`-stable reads). Warmup is `length` bars.
+ *
+ * @formula  out[t] = source[t] − source[t − length]
+ * @warmup   length
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-runtime";
+ *     // const m = ta.momentum("slot", bar.close, 10);
+ *     // const head = m.current;
+ */
+export declare function momentum(slotId: string, source: ScalarOrSeries, length: number, _opts?: MomentumOpts): Series<number>;
+//# sourceMappingURL=momentum.d.ts.map

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

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

@@ -0,0 +1,46 @@
+// 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/momentum.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 { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
+import { change } from "./change.js";
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.momentum called outside an active script step");
+    }
+    return ctx;
+}
+/**
+ * Momentum (Pine `mom`) — first-difference `source[0] − source[length]`
+ * with a required `length`. Composes {@link change} via a sub-slot so
+ * the math kernel lives in one place; the returned `Series<number>` is
+ * the sub-slot's series view directly (parent slot just caches its
+ * identity for `===`-stable reads). Warmup is `length` bars.
+ *
+ * @formula  out[t] = source[t] − source[t − length]
+ * @warmup   length
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-runtime";
+ *     // const m = ta.momentum("slot", bar.close, 10);
+ *     // const head = m.current;
+ */
+export function momentum(slotId, source, length, _opts) {
+    const ctx = getCtx();
+    let slot = ctx.stream.taSlots.get(slotId);
+    if (slot === undefined) {
+        slot = { series: null };
+        ctx.stream.taSlots.set(slotId, slot);
+    }
+    const sub = change(`${slotId}/change`, source, { length });
+    if (slot.series === null)
+        slot.series = sub;
+    return slot.series;
+}
+//# sourceMappingURL=momentum.js.map

package/dist/ta/momentum.js.map

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

@@ -0,0 +1,31 @@
+import type { NetVolumeOpts, Series } from "@invinite-org/chartlang-core";
+/**
+ * Net Volume — cumulative `sign(close − prevClose) · volume`. **The
+ * math is identical to `ta.obv`** (both primitives ship in invinite
+ * under their own names; chartlang mirrors the public surface for
+ * naming parity). Prefer `ta.obv` when writing new scripts — this
+ * primitive exists to satisfy translation of Pine / invinite
+ * indicators that call `netVolume()` directly. The cross-equivalence
+ * is property-tested (`netVolume.property.test.ts`).
+ *
+ * First bar emits `0` (no prior close to difference against — Pine
+ * convention). NaN volume carries the accumulator forward without an
+ * update; NaN close holds `prevClose` at its prior value.
+ *
+ * **Tick mode.** Replays the head bar's contribution against a
+ * snapshot of the prior-close `(cumNetVol, prevClose)` tuple.
+ *
+ * @formula  netVolume[t] = netVolume[t − 1] + sign(close[t] − close[t − 1]) · volume[t]
+ * @warmup   1 (needs a prior close to compute the delta; bar 0 emits 0)
+ * @since 0.2
+ * @stable
+ *
+ * `opts.offset` shifts the returned series (PLAN.md §9.1).
+ *
+ * @example
+ *     // import { ta, plot } from "@invinite-org/chartlang-core";
+ *     // const nv = ta.netVolume();
+ *     // plot(nv);
+ */
+export declare function netVolume(slotId: string, opts?: NetVolumeOpts): Series<number>;
+//# sourceMappingURL=netVolume.d.ts.map

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

@@ -0,0 +1 @@
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