@invinite-org/chartlang-runtime 1.0.2

package/dist/ta/pivotsStandard.js

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+// 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/pivots-standard.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. Pivots Standard is self-contained — no
+// composition. Session boundaries are detected from `bar.time` via
+// `Math.floor(bar.time / 86_400_000)` (UTC-day key). Invinite's
+// full session-detection machinery (weekly / monthly / yearly /
+// custom session ranges) is reduced to daily-only here — Phase 2
+// ships daily pivots; broader session support could land in a
+// follow-up. Six published formula systems are reduced to four
+// (classic / fibonacci / camarilla / woodie) per task §1; DeMark
+// and Traditional defer. R4 / R5 / S4 / S5 defer per the Phase-2
+// README "Deferred / Follow-Up Work" footnote.
+import { Float64RingBuffer } from "../ringBuffer.js";
+import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
+import { makeSeriesView } from "../seriesView.js";
+const DEFAULT_SYSTEM = "classic";
+const MS_PER_DAY = 86_400_000;
+const NAN = Number.NaN;
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.pivotsStandard called outside an active script step");
+    }
+    return ctx;
+}
+function makeNaNLevels() {
+    return { pp: NAN, r1: NAN, s1: NAN, r2: NAN, s2: NAN, r3: NAN, s3: NAN };
+}
+function classic(h, l, c) {
+    const p = (h + l + c) / 3;
+    const range = h - l;
+    return {
+        pp: p,
+        r1: 2 * p - l,
+        s1: 2 * p - h,
+        r2: p + range,
+        s2: p - range,
+        r3: p + 2 * range,
+        s3: p - 2 * range,
+    };
+}
+function fibonacci(h, l, c) {
+    const p = (h + l + c) / 3;
+    const range = h - l;
+    return {
+        pp: p,
+        r1: p + 0.382 * range,
+        s1: p - 0.382 * range,
+        r2: p + 0.618 * range,
+        s2: p - 0.618 * range,
+        r3: p + range,
+        s3: p - range,
+    };
+}
+/**
+ * Camarilla — R3 / S3 use the (1.1/4) coefficient per the published
+ * TradingView formula. R4 / R5 / S4 / S5 defer per the Phase-2
+ * README footnote.
+ */
+function camarilla(h, l, c) {
+    const p = (h + l + c) / 3;
+    const range = h - l;
+    return {
+        pp: p,
+        r1: c + (1.1 * range) / 12,
+        s1: c - (1.1 * range) / 12,
+        r2: c + (1.1 * range) / 6,
+        s2: c - (1.1 * range) / 6,
+        r3: c + (1.1 * range) / 4,
+        s3: c - (1.1 * range) / 4,
+    };
+}
+/**
+ * Woodie — pivot point weights the close more heavily ((h+l+2c)/4).
+ * R3 / S3 anchor on the daily high / low directly (mirrors invinite's
+ * `h + 2(p-l)` / `l - 2(h-p)`).
+ */
+function woodie(h, l, c) {
+    const p = (h + l + 2 * c) / 4;
+    const range = h - l;
+    return {
+        pp: p,
+        r1: 2 * p - l,
+        s1: 2 * p - h,
+        r2: p + range,
+        s2: p - range,
+        r3: h + 2 * (p - l),
+        s3: l - 2 * (h - p),
+    };
+}
+const FORMULA_DISPATCH = Object.freeze({
+    classic,
+    fibonacci,
+    camarilla,
+    woodie,
+});
+function computeLevels(slot) {
+    return computeLevelsFrom(slot.prevDayHigh, slot.prevDayLow, slot.prevDayClose, slot.system);
+}
+function computeLevelsFrom(prevHigh, prevLow, prevClose, system) {
+    if (!Number.isFinite(prevHigh) || !Number.isFinite(prevLow) || !Number.isFinite(prevClose)) {
+        return makeNaNLevels();
+    }
+    return FORMULA_DISPATCH[system](prevHigh, prevLow, prevClose);
+}
+function initSlot(capacity, system) {
+    const ppBuffer = new Float64RingBuffer(capacity);
+    const r1Buffer = new Float64RingBuffer(capacity);
+    const s1Buffer = new Float64RingBuffer(capacity);
+    const r2Buffer = new Float64RingBuffer(capacity);
+    const s2Buffer = new Float64RingBuffer(capacity);
+    const r3Buffer = new Float64RingBuffer(capacity);
+    const s3Buffer = new Float64RingBuffer(capacity);
+    return {
+        outputs: Object.freeze({
+            pp: makeSeriesView(ppBuffer),
+            r1: makeSeriesView(r1Buffer),
+            s1: makeSeriesView(s1Buffer),
+            r2: makeSeriesView(r2Buffer),
+            s2: makeSeriesView(s2Buffer),
+            r3: makeSeriesView(r3Buffer),
+            s3: makeSeriesView(s3Buffer),
+        }),
+        ppBuffer,
+        r1Buffer,
+        s1Buffer,
+        r2Buffer,
+        s2Buffer,
+        r3Buffer,
+        s3Buffer,
+        system,
+        barCount: 0,
+        currentDayKey: 0,
+        currentDayHigh: NAN,
+        currentDayLow: NAN,
+        currentDayClose: NAN,
+        prevDayHigh: NAN,
+        prevDayLow: NAN,
+        prevDayClose: NAN,
+        prevClosedBarCount: 0,
+        prevClosedCurrentDayKey: 0,
+        prevClosedCurrentDayHigh: NAN,
+        prevClosedCurrentDayLow: NAN,
+        prevClosedCurrentDayClose: NAN,
+        prevClosedPrevDayHigh: NAN,
+        prevClosedPrevDayLow: NAN,
+        prevClosedPrevDayClose: NAN,
+    };
+}
+function snapshot(slot) {
+    slot.prevClosedBarCount = slot.barCount;
+    slot.prevClosedCurrentDayKey = slot.currentDayKey;
+    slot.prevClosedCurrentDayHigh = slot.currentDayHigh;
+    slot.prevClosedCurrentDayLow = slot.currentDayLow;
+    slot.prevClosedCurrentDayClose = slot.currentDayClose;
+    slot.prevClosedPrevDayHigh = slot.prevDayHigh;
+    slot.prevClosedPrevDayLow = slot.prevDayLow;
+    slot.prevClosedPrevDayClose = slot.prevDayClose;
+}
+/** NaN-aware max — NaN inputs leave the running aggregate unchanged. */
+function safeMax(acc, x) {
+    if (!Number.isFinite(x))
+        return acc;
+    // Defensive: callers seed `acc` finite before folding, so the
+    // `!isFinite(acc)` recovery branch is only reachable if the seed bar
+    // contained a NaN high/low — the surrounding pivot pipeline already
+    // skips that case.
+    /* c8 ignore next */
+    if (!Number.isFinite(acc))
+        return x;
+    return x > acc ? x : acc;
+}
+function safeMin(acc, x) {
+    if (!Number.isFinite(x))
+        return acc;
+    /* c8 ignore next */
+    if (!Number.isFinite(acc))
+        return x;
+    return x < acc ? x : acc;
+}
+function emitLevels(slot, levels, isTick) {
+    if (isTick) {
+        slot.ppBuffer.replaceHead(levels.pp);
+        slot.r1Buffer.replaceHead(levels.r1);
+        slot.s1Buffer.replaceHead(levels.s1);
+        slot.r2Buffer.replaceHead(levels.r2);
+        slot.s2Buffer.replaceHead(levels.s2);
+        slot.r3Buffer.replaceHead(levels.r3);
+        slot.s3Buffer.replaceHead(levels.s3);
+    }
+    else {
+        slot.ppBuffer.append(levels.pp);
+        slot.r1Buffer.append(levels.r1);
+        slot.s1Buffer.append(levels.s1);
+        slot.r2Buffer.append(levels.r2);
+        slot.s2Buffer.append(levels.s2);
+        slot.r3Buffer.append(levels.r3);
+        slot.s3Buffer.append(levels.s3);
+    }
+}
+function closeStep(slot, time, high, low, close) {
+    const dayKey = Math.floor(time / MS_PER_DAY);
+    snapshot(slot);
+    if (slot.barCount === 0) {
+        // Seed bar — start the in-progress day aggregate. No prevDay
+        // yet → all outputs NaN.
+        slot.barCount = 1;
+        slot.currentDayKey = dayKey;
+        slot.currentDayHigh = high;
+        slot.currentDayLow = low;
+        slot.currentDayClose = close;
+        return makeNaNLevels();
+    }
+    if (dayKey !== slot.currentDayKey) {
+        // Day boundary fired: promote currentDay → prevDay.
+        slot.prevDayHigh = slot.currentDayHigh;
+        slot.prevDayLow = slot.currentDayLow;
+        slot.prevDayClose = slot.currentDayClose;
+        slot.currentDayKey = dayKey;
+        slot.currentDayHigh = high;
+        slot.currentDayLow = low;
+        slot.currentDayClose = close;
+    }
+    else {
+        // Same day — update aggregate.
+        slot.currentDayHigh = safeMax(slot.currentDayHigh, high);
+        slot.currentDayLow = safeMin(slot.currentDayLow, low);
+        if (Number.isFinite(close))
+            slot.currentDayClose = close;
+    }
+    slot.barCount += 1;
+    return computeLevels(slot);
+}
+function tickStep(slot, time, _high, _low, _close) {
+    if (slot.prevClosedBarCount === 0) {
+        return makeNaNLevels();
+    }
+    // Tick replay from snapshot. Determine if the tick crosses a day
+    // boundary relative to the snapshot's currentDayKey.
+    const dayKey = Math.floor(time / MS_PER_DAY);
+    const snapKey = slot.prevClosedCurrentDayKey;
+    const snapPrevHigh = slot.prevClosedPrevDayHigh;
+    const snapPrevLow = slot.prevClosedPrevDayLow;
+    const snapPrevClose = slot.prevClosedPrevDayClose;
+    if (dayKey !== snapKey) {
+        // Boundary crossing on the tick — promote snapshot's current
+        // day to prev (transient), levels derive from the snapshot's
+        // currentDay.
+        return computeLevelsFrom(slot.prevClosedCurrentDayHigh, slot.prevClosedCurrentDayLow, slot.prevClosedCurrentDayClose, slot.system);
+    }
+    // Same day — levels still derive from the snapshot's prevDay.
+    return computeLevelsFrom(snapPrevHigh, snapPrevLow, snapPrevClose, slot.system);
+}
+/**
+ * Pivots Standard — classical daily pivot-point levels (P, R1..R3,
+ * S1..S3) derived from the previous UTC-day's high / low / close.
+ * Four formula systems supported: `"classic"` (default),
+ * `"fibonacci"`, `"camarilla"`, `"woodie"`. Reads `bar.time` /
+ * `bar.high` / `bar.low` / `bar.close` directly; session boundary
+ * detection uses `Math.floor(bar.time / 86_400_000)` (UTC-day key).
+ * Returns a cached seven-Series `{ pp, r1, s1, r2, s2, r3, s3 }`
+ * record (same identity every bar).
+ *
+ * The runtime aggregates the in-progress day's HLC on every close;
+ * when a new UTC-day opens, the in-progress aggregate is promoted
+ * to `prevDay` and the new day's pivot levels are computed via the
+ * selected formula. Outputs are NaN at every bar in the FIRST UTC
+ * day (no `prevDay` available) and finite from the SECOND UTC day
+ * onward.
+ *
+ * **Deferred:** R4 / R5 / S4 / S5 levels (Camarilla's full table
+ * defines them; Phase 2 ships R1..R3 / S1..S3 only). DeMark /
+ * Traditional formula systems also defer.
+ *
+ * NaN bar leaves the day aggregate unchanged (NaN-aware max / min).
+ * Tick-mode replays from the snapshot captured at the start of the
+ * current bar.
+ *
+ * @formula  pp / r1..r3 / s1..s3 derived from prevDay HLC per system :
+ *           classic   — pp = (h+l+c)/3 ; r1 = 2p − l ; s1 = 2p − h ; r2 = p + (h−l) ; s2 = p − (h−l) ; r3 = p + 2(h−l) ; s3 = p − 2(h−l) ;
+ *           fibonacci — pp = (h+l+c)/3 ; r1/s1 = p ± 0.382·(h−l) ; r2/s2 = p ± 0.618·(h−l) ; r3/s3 = p ± (h−l) ;
+ *           camarilla — pp = (h+l+c)/3 ; r1/s1 = c ± 1.1·(h−l)/12 ; r2/s2 = c ± 1.1·(h−l)/6 ; r3/s3 = c ± 1.1·(h−l)/4 ;
+ *           woodie    — pp = (h+l+2c)/4 ; r1 = 2p − l ; s1 = 2p − h ; r2 = p + (h−l) ; s2 = p − (h−l) ; r3 = h + 2(p−l) ; s3 = l − 2(h−p)
+ * @warmup   1 UTC-day boundary (every output NaN until the second
+ *           UTC day opens)
+ * @anchors  system
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const p = ta.pivotsStandard();
+ *     // plot(p.pp);
+ *     // plot(p.r1);
+ *     // plot(p.s1);
+ */
+export function pivotsStandard(slotId, opts) {
+    const ctx = getCtx();
+    let slot = ctx.stream.taSlots.get(slotId);
+    if (slot === undefined) {
+        const system = opts?.system ?? DEFAULT_SYSTEM;
+        slot = initSlot(ctx.stream.ohlcv.close.capacity, system);
+        ctx.stream.taSlots.set(slotId, slot);
+    }
+    const bar = ctx.stream.bar;
+    if (ctx.isTick) {
+        const levels = tickStep(slot, bar.time, bar.high, bar.low, bar.close);
+        emitLevels(slot, levels, true);
+    }
+    else {
+        const levels = closeStep(slot, bar.time, bar.high, bar.low, bar.close);
+        emitLevels(slot, levels, false);
+    }
+    return slot.outputs;
+}
+//# sourceMappingURL=pivotsStandard.js.map

package/dist/ta/pivotsStandard.js.map

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package/dist/ta/pmo.d.ts

@@ -0,0 +1,31 @@
+import type { PmoOpts, PmoResult } from "@invinite-org/chartlang-core";
+import { type ScalarOrSeries } from "./lib/sourceValue.js";
+/**
+ * Carl Swenlin's Price Momentum Oscillator (PMO). Three-pass smoothing
+ * of the 1-bar ROC, scaled to PMO's characteristic ±10 swing range:
+ *
+ *   1. `roc1[t] = ((src[t] / src[t-1]) - 1) × 1000`.
+ *   2. `ema1 = SwenlinEMA(firstSmoothing)(roc1)` — `α = 2 / firstSmoothing`.
+ *   3. `scaled = ema1 × 10`.
+ *   4. `pmo  = SwenlinEMA(secondSmoothing)(scaled)` — `α = 2 / secondSmoothing`.
+ *   5. `signal = EMA(signalLength)(pmo)` — standard `α = 2 / (signalLength + 1)`.
+ *
+ * The Swenlin EMA factor diverges from canonical `ta.ema`'s `α = 2 /
+ * (length + 1)`; without it the PMO output is off by a multiplicative
+ * constant. Matches TradingView's published PMO output verbatim.
+ *
+ * @formula  roc1[t]   = ((src[t]/src[t-1]) - 1) × 1000 ;
+ *           ema1[t]   = SwenlinEMA(firstSmoothing)(roc1) ;
+ *           pmo[t]    = SwenlinEMA(secondSmoothing)(ema1 × 10) ;
+ *           signal[t] = EMA(signalLength)(pmo)
+ * @warmup   firstSmoothing + secondSmoothing − 1 (pmo line); firstSmoothing + secondSmoothing + signalLength − 3 (signal line)
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-runtime";
+ *     // const p = ta.pmo("slot", bar.close);
+ *     // plot(p.pmo); plot(p.signal);
+ */
+export declare function pmo(slotId: string, source: ScalarOrSeries, opts?: PmoOpts): PmoResult;
+//# sourceMappingURL=pmo.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"pmo.d.ts","sourceRoot":"","sources":["../../src/ta/pmo.ts"],"names":[],"mappings":"AAQA,OAAO,KAAK,EAAE,OAAO,EAAE,SAAS,EAAE,MAAM,8BAA8B,CAAC;AAMvE,OAAO,EAAE,KAAK,cAAc,EAAmB,MAAM,sBAAsB,CAAC;AA8G5E;;;;;;;;;;;;;;;;;;;;;;;;;;GA0BG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,cAAc,EAAE,IAAI,CAAC,EAAE,OAAO,GAAG,SAAS,CA0ErF"}

package/dist/ta/pmo.js

@@ -0,0 +1,185 @@
+// 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/pmo.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 { 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_FIRST = 35;
+const DEFAULT_SECOND = 20;
+const DEFAULT_SIGNAL = 10;
+function makeSwenlinState(length) {
+    return {
+        alpha: 2 / length,
+        length,
+        seedSum: 0,
+        seedCount: 0,
+        prevClosedEma: Number.NaN,
+    };
+}
+function swenlinClose(state, src) {
+    if (!Number.isFinite(src)) {
+        // Forward-hold prior closed EMA — mirrors invinite's
+        // pmo.ts:130 "out[i] = out[i - 1]" branch.
+        return state.prevClosedEma;
+    }
+    if (state.seedCount < state.length) {
+        state.seedSum += src;
+        state.seedCount += 1;
+        if (state.seedCount < state.length) {
+            state.prevClosedEma = Number.NaN;
+            return Number.NaN;
+        }
+        const seedValue = state.seedSum / state.length;
+        state.prevClosedEma = seedValue;
+        return seedValue;
+    }
+    const prev = state.prevClosedEma;
+    const next = src * state.alpha + prev * (1 - state.alpha);
+    state.prevClosedEma = next;
+    return next;
+}
+function swenlinTick(state, src) {
+    if (!Number.isFinite(src))
+        return state.prevClosedEma;
+    if (state.seedCount < state.length) {
+        const nextSum = state.seedSum + src;
+        const nextCount = state.seedCount + 1;
+        // Defensive: the seed-completion branch (`nextCount === length`)
+        // is unreachable in normal flow because `swenlinClose` runs
+        // first on every bar and would have raised `seedCount` to
+        // `length` if this bar completes the seed window — making the
+        // outer `seedCount < length` guard false on the tick path.
+        /* c8 ignore next 3 */
+        if (nextCount < state.length)
+            return Number.NaN;
+        return nextSum / state.length;
+    }
+    return src * state.alpha + state.prevClosedEma * (1 - state.alpha);
+}
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.pmo called outside an active script step");
+    }
+    return ctx;
+}
+function resultForOffset(slot, offset) {
+    if (offset === 0)
+        return slot.result;
+    let cached = slot.shiftedResults.get(offset);
+    if (cached === undefined) {
+        cached = Object.freeze({
+            pmo: makeShiftedSeriesView(slot.pmoBuf, offset),
+            signal: makeShiftedSeriesView(slot.signalBuf, offset),
+        });
+        slot.shiftedResults.set(offset, cached);
+    }
+    return cached;
+}
+function computeRoc1(src, prevSrc) {
+    if (!Number.isFinite(src) || !Number.isFinite(prevSrc) || prevSrc === 0) {
+        return Number.NaN;
+    }
+    return (src / prevSrc - 1) * 1000;
+}
+/**
+ * Carl Swenlin's Price Momentum Oscillator (PMO). Three-pass smoothing
+ * of the 1-bar ROC, scaled to PMO's characteristic ±10 swing range:
+ *
+ *   1. `roc1[t] = ((src[t] / src[t-1]) - 1) × 1000`.
+ *   2. `ema1 = SwenlinEMA(firstSmoothing)(roc1)` — `α = 2 / firstSmoothing`.
+ *   3. `scaled = ema1 × 10`.
+ *   4. `pmo  = SwenlinEMA(secondSmoothing)(scaled)` — `α = 2 / secondSmoothing`.
+ *   5. `signal = EMA(signalLength)(pmo)` — standard `α = 2 / (signalLength + 1)`.
+ *
+ * The Swenlin EMA factor diverges from canonical `ta.ema`'s `α = 2 /
+ * (length + 1)`; without it the PMO output is off by a multiplicative
+ * constant. Matches TradingView's published PMO output verbatim.
+ *
+ * @formula  roc1[t]   = ((src[t]/src[t-1]) - 1) × 1000 ;
+ *           ema1[t]   = SwenlinEMA(firstSmoothing)(roc1) ;
+ *           pmo[t]    = SwenlinEMA(secondSmoothing)(ema1 × 10) ;
+ *           signal[t] = EMA(signalLength)(pmo)
+ * @warmup   firstSmoothing + secondSmoothing − 1 (pmo line); firstSmoothing + secondSmoothing + signalLength − 3 (signal line)
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-runtime";
+ *     // const p = ta.pmo("slot", bar.close);
+ *     // plot(p.pmo); plot(p.signal);
+ */
+export function pmo(slotId, source, opts) {
+    const ctx = getCtx();
+    const firstSmoothing = opts?.firstSmoothing ?? DEFAULT_FIRST;
+    const secondSmoothing = opts?.secondSmoothing ?? DEFAULT_SECOND;
+    const signalLength = opts?.signalLength ?? DEFAULT_SIGNAL;
+    const offset = opts?.offset ?? 0;
+    const signalSlotId = `${slotId}/signal`;
+    const isTick = ctx.isTick;
+    const src = readSourceValue(source);
+    let slot = ctx.stream.taSlots.get(slotId);
+    // Stage 1: compute roc1 against the appropriate prev source.
+    // The `?? Number.NaN` fallbacks below are defensive: in normal flow
+    // the runner does a close-side advance before any tick, so by the
+    // time `isTick` is true `slot` exists. On the close path, the
+    // first-bar slot is still undefined and we want NaN ROC1.
+    const prevForRoc = isTick
+        ? /* c8 ignore next */ (slot?.prevClosedSrc ?? Number.NaN)
+        : (slot?.prevSrc ?? Number.NaN);
+    const roc1 = computeRoc1(src, prevForRoc);
+    // Stages 2 + 4: Swenlin EMA chain. The stages live on the slot; if
+    // slot is undefined this is the first bar and we materialise it.
+    if (slot === undefined) {
+        const pmoBuf = new Float64RingBuffer(ctx.stream.ohlcv.close.capacity);
+        const stage1 = makeSwenlinState(firstSmoothing);
+        const stage2 = makeSwenlinState(secondSmoothing);
+        const stage1Value = swenlinClose(stage1, roc1);
+        // Defensive: stage1Value is always NaN on bar 0 (Swenlin returns
+        // NaN inside the seed window) so the `* 10` branch never fires
+        // on the first-slot path.
+        /* c8 ignore next */
+        const scaled = Number.isFinite(stage1Value) ? stage1Value * 10 : Number.NaN;
+        const stage2Value = swenlinClose(stage2, scaled);
+        pmoBuf.append(stage2Value);
+        const signalSeries = ema(signalSlotId, stage2Value, signalLength);
+        const emaSlot = ctx.stream.taSlots.get(signalSlotId);
+        slot = {
+            result: Object.freeze({
+                pmo: makeSeriesView(pmoBuf),
+                signal: signalSeries,
+            }),
+            pmoBuf,
+            signalBuf: emaSlot.outBuffer,
+            shiftedResults: new Map(),
+            stage1,
+            stage2,
+            prevSrc: src,
+            prevClosedSrc: Number.NaN,
+        };
+        ctx.stream.taSlots.set(slotId, slot);
+        return resultForOffset(slot, offset);
+    }
+    // Slot exists — advance / tick the chain.
+    const stage1Value = isTick ? swenlinTick(slot.stage1, roc1) : swenlinClose(slot.stage1, roc1);
+    const scaled = Number.isFinite(stage1Value) ? stage1Value * 10 : Number.NaN;
+    const pmoValue = isTick ? swenlinTick(slot.stage2, scaled) : swenlinClose(slot.stage2, scaled);
+    // Feed pmoValue into the signal EMA each bar (handles its own tick branch).
+    void ema(signalSlotId, pmoValue, signalLength);
+    if (isTick) {
+        slot.pmoBuf.replaceHead(pmoValue);
+    }
+    else {
+        slot.pmoBuf.append(pmoValue);
+        slot.prevClosedSrc = slot.prevSrc;
+        slot.prevSrc = src;
+    }
+    return resultForOffset(slot, offset);
+}
+//# sourceMappingURL=pmo.js.map

package/dist/ta/pmo.js.map

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package/dist/ta/ppo.d.ts

@@ -0,0 +1,37 @@
+import type { PpoOpts, PpoResult } from "@invinite-org/chartlang-core";
+import { type ScalarOrSeries } from "./lib/sourceValue.js";
+/**
+ * Percentage Price Oscillator — same shape as MACD but normalised by
+ * the slow EMA so the histogram + lines are scale-invariant across
+ * symbols. Composes three `ta.ema` sub-slots (`${slotId}/fast`,
+ * `${slotId}/slow`, `${slotId}/signal`); a fix to `ema` flows into
+ * PPO for free. Multi-output: `{ ppo, signal, hist }`. The registry
+ * records `primarySeriesKey: "ppo"`, `visibleSeriesKeys: ["ppo",
+ * "signal", "hist"]`, and `yDomain: { kind: "auto" }` via
+ * `TA_REGISTRY_METADATA`.
+ *
+ * Defaults `{ fastLength: 12, slowLength: 26, signalLength: 9 }`
+ * (Appel-era — matches MACD). `slow === 0` (degenerate price stream)
+ * emits `NaN` at the PPO line, which propagates to hist; signal can
+ * still be defined off prior PPO values.
+ *
+ * @formula  fast   = ema(source, fastLength) ;
+ *           slow   = ema(source, slowLength) ;
+ *           ppo    = 100 · (fast − slow) / slow ; NaN if slow === 0 ;
+ *           signal = ema(ppo, signalLength) ;
+ *           hist   = ppo − signal
+ * @warmup   slowLength + signalLength − 2
+ * @since 0.2
+ * @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 p = ta.ppo("slot", bar.close);
+ *     // const head = p.hist.current;
+ *     // const lagged = ta.ppo("slot2", bar.close, { offset: 5 });
+ */
+export declare function ppo(slotId: string, source: ScalarOrSeries, opts?: PpoOpts): PpoResult;
+//# sourceMappingURL=ppo.d.ts.map

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

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