@invinite-org/chartlang-runtime 1.0.2

package/dist/ta/ppo.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/ppo.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. Per §9.4 we fold invinite's private EMA copy
+// onto the canonical `ta.ema` primitive via three sub-slots
+// (`${slotId}/fast`, `${slotId}/slow`, `${slotId}/signal`) — same
+// composition pattern as `ta.macd`.
+import { Float64RingBuffer } from "../ringBuffer.js";
+import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
+import { makeSeriesView, makeShiftedSeriesView } from "../seriesView.js";
+import { ema } from "./ema.js";
+import { readSourceValue } from "./lib/sourceValue.js";
+const DEFAULT_FAST = 12;
+const DEFAULT_SLOW = 26;
+const DEFAULT_SIGNAL = 9;
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.ppo called outside an active script step");
+    }
+    return ctx;
+}
+function initSlot(capacity, signalSeries, signalBuf) {
+    const ppoBuf = new Float64RingBuffer(capacity);
+    const histBuf = new Float64RingBuffer(capacity);
+    return {
+        result: Object.freeze({
+            ppo: makeSeriesView(ppoBuf),
+            signal: signalSeries,
+            hist: makeSeriesView(histBuf),
+        }),
+        ppoBuf,
+        histBuf,
+        signalBuf,
+        shiftedResults: new Map(),
+    };
+}
+function resultForOffset(slot, offset) {
+    if (offset === 0)
+        return slot.result;
+    let cached = slot.shiftedResults.get(offset);
+    if (cached === undefined) {
+        cached = Object.freeze({
+            ppo: makeShiftedSeriesView(slot.ppoBuf, offset),
+            signal: makeShiftedSeriesView(slot.signalBuf, offset),
+            hist: makeShiftedSeriesView(slot.histBuf, offset),
+        });
+        slot.shiftedResults.set(offset, cached);
+    }
+    return cached;
+}
+function ppoValue(fast, slow) {
+    if (!Number.isFinite(fast) || !Number.isFinite(slow) || slow === 0)
+        return Number.NaN;
+    return (100 * (fast - slow)) / slow;
+}
+/**
+ * Percentage Price Oscillator — same shape as MACD but normalised by
+ * the slow EMA so the histogram + lines are scale-invariant across
+ * symbols. Composes three `ta.ema` sub-slots (`${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 function ppo(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 pv = ppoValue(fastSeries.current, slowSeries.current);
+    // Feed PPO scalar into the signal EMA. Always call with the
+    // un-shifted (default) view — offset shifting for the composite
+    // PpoResult happens via `resultForOffset`, which reads directly off
+    // the signal-EMA's outBuffer (captured below).
+    const signalSeries = ema(signalSlotId, pv, signalLength);
+    let slot = ctx.stream.taSlots.get(slotId);
+    if (slot === undefined) {
+        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(pv) && Number.isFinite(sig) ? pv - sig : Number.NaN;
+    if (ctx.isTick) {
+        slot.ppoBuf.replaceHead(pv);
+        slot.histBuf.replaceHead(histValue);
+    }
+    else {
+        slot.ppoBuf.append(pv);
+        slot.histBuf.append(histValue);
+    }
+    return resultForOffset(slot, offset);
+}
+//# sourceMappingURL=ppo.js.map

package/dist/ta/ppo.js.map

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package/dist/ta/psar.d.ts

@@ -0,0 +1,36 @@
+import type { PsarOpts, PsarResult } from "@invinite-org/chartlang-core";
+/**
+ * Parabolic SAR — Wilder's classic stop-and-reverse oscillator with
+ * extreme-point + acceleration-factor tracking. Reads `bar.high` /
+ * `bar.low` / `bar.close` directly (no `source` arg — mirrors Pine).
+ * Returns a cached `{ sar, direction }` record (same identity every
+ * bar). `direction` is `+1` (uptrend) / `-1` (downtrend), NaN during
+ * NaN-suspension. Warmup is `1` — bar 0 emits the seed value
+ * (`sar = bar.low`, `direction = +1`); bar 1 decides the initial
+ * direction from `close[1] >= close[0]` and runs the recurrence; bar
+ * 2+ continues the recurrence.
+ *
+ * NaN inputs SUSPEND the recurrence: any non-finite OHL emits NaN /
+ * NaN and freezes the live state so the next finite bar resumes from
+ * the prior state. Replay-mode (`replaceHead`) recomputes from the
+ * snapshot captured at the start of the current bar, so a final tick
+ * cannot poison the next close's seed.
+ *
+ * @formula  candidateSar = prevSar + prevAf · (prevEp − prevSar) ;
+ *           up-trend clamp: candidateSar ≤ min(prevLow, priorLow) ;
+ *           down-trend clamp: candidateSar ≥ max(prevHigh, priorHigh) ;
+ *           flip (up→down): bar.low ≤ candidateSar → sar = prevEp, ep = low, af = accStart ;
+ *           flip (down→up): bar.high ≥ candidateSar → sar = prevEp, ep = high, af = accStart ;
+ *           EP advance: new extreme widens ep, af = min(af + accStep, accMax)
+ * @warmup   1
+ * @anchors  accelerationStart, accelerationStep, accelerationMax
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const p = ta.psar({ accelerationStart: 0.02, accelerationStep: 0.02, accelerationMax: 0.2 });
+ *     // plot(p.sar);
+ */
+export declare function psar(slotId: string, opts?: PsarOpts): PsarResult;
+//# sourceMappingURL=psar.d.ts.map

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

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package/dist/ta/psar.js

@@ -0,0 +1,283 @@
+// 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/psar.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. PSAR reads `bar.high` / `bar.low` /
+// `bar.close` directly (mirrors Pine's `ta.psar` which has no source
+// param). The recurrence runs incrementally one bar at a time;
+// tick-mode replays the recurrence from a per-bar snapshot of the
+// state at the start of the current bar so a partial-bar tick doesn't
+// pollute the next close's flip detection.
+import { Float64RingBuffer } from "../ringBuffer.js";
+import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
+import { makeSeriesView } from "../seriesView.js";
+const DEFAULT_ACC_START = 0.02;
+const DEFAULT_ACC_STEP = 0.02;
+const DEFAULT_ACC_MAX = 0.2;
+const TREND_UP = 1;
+const TREND_DOWN = -1;
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.psar called outside an active script step");
+    }
+    return ctx;
+}
+function initSlot(capacity, accStart, accStep, accMax) {
+    const sarBuffer = new Float64RingBuffer(capacity);
+    const directionBuffer = new Float64RingBuffer(capacity);
+    return {
+        outputs: Object.freeze({
+            sar: makeSeriesView(sarBuffer),
+            direction: makeSeriesView(directionBuffer),
+        }),
+        sarBuffer,
+        directionBuffer,
+        accStart,
+        accStep,
+        accMax,
+        barCount: 0,
+        trend: TREND_UP,
+        ep: Number.NaN,
+        af: accStart,
+        sar: Number.NaN,
+        prevHigh: Number.NaN,
+        prevLow: Number.NaN,
+        priorHigh: Number.NaN,
+        priorLow: Number.NaN,
+        prevClose: Number.NaN,
+        prevClosedTrend: TREND_UP,
+        prevClosedEp: Number.NaN,
+        prevClosedAf: accStart,
+        prevClosedSar: Number.NaN,
+        prevClosedPrevHigh: Number.NaN,
+        prevClosedPrevLow: Number.NaN,
+        prevClosedPriorHigh: Number.NaN,
+        prevClosedPriorLow: Number.NaN,
+        prevClosedPrevClose: Number.NaN,
+        prevClosedBarCount: 0,
+    };
+}
+function snapshot(slot) {
+    slot.prevClosedTrend = slot.trend;
+    slot.prevClosedEp = slot.ep;
+    slot.prevClosedAf = slot.af;
+    slot.prevClosedSar = slot.sar;
+    slot.prevClosedPrevHigh = slot.prevHigh;
+    slot.prevClosedPrevLow = slot.prevLow;
+    slot.prevClosedPriorHigh = slot.priorHigh;
+    slot.prevClosedPriorLow = slot.priorLow;
+    slot.prevClosedPrevClose = slot.prevClose;
+    slot.prevClosedBarCount = slot.barCount;
+}
+/**
+ * Run one bar of the recurrence given the prior CLOSED-bar state
+ * (`prevTrend` / `prevEp` / `prevAf` / `prevSar` / `prevHigh` /
+ * `prevLow` / `priorHigh` / `priorLow`) and the new bar's
+ * `high` / `low`. Returns `{ trend, ep, af, sar }` for the new bar.
+ * Used by both the close-side advance and the tick-side replay.
+ */
+function recurrenceStep(prevTrend, prevEp, prevAf, prevSar, prevHigh, prevLow, priorHigh, priorLow, high, low, accStart, accStep, accMax) {
+    let candidateSar = prevSar + prevAf * (prevEp - prevSar);
+    if (prevTrend === TREND_UP) {
+        const lowerBound = Math.min(prevLow, priorLow);
+        if (candidateSar > lowerBound)
+            candidateSar = lowerBound;
+        if (low <= candidateSar) {
+            // Flip to downtrend: SAR becomes the prior EP, new EP is
+            // this bar's low, AF resets.
+            return { trend: TREND_DOWN, ep: low, af: accStart, sar: prevEp };
+        }
+        let ep = prevEp;
+        let af = prevAf;
+        if (high > prevEp) {
+            ep = high;
+            af = Math.min(prevAf + accStep, accMax);
+        }
+        return { trend: TREND_UP, ep, af, sar: candidateSar };
+    }
+    // prevTrend === TREND_DOWN
+    const upperBound = Math.max(prevHigh, priorHigh);
+    if (candidateSar < upperBound)
+        candidateSar = upperBound;
+    if (high >= candidateSar) {
+        return { trend: TREND_UP, ep: high, af: accStart, sar: prevEp };
+    }
+    let ep = prevEp;
+    let af = prevAf;
+    if (low < prevEp) {
+        ep = low;
+        af = Math.min(prevAf + accStep, accMax);
+    }
+    return { trend: TREND_DOWN, ep, af, sar: candidateSar };
+}
+function closeStep(slot, high, low, close) {
+    // NaN suspends state: do not advance any of the live recurrence
+    // fields. The snapshot remains the prior bar's state so the next
+    // finite close picks up exactly where the last finite close left
+    // off.
+    if (!Number.isFinite(high) || !Number.isFinite(low) || !Number.isFinite(close)) {
+        return { sar: Number.NaN, direction: Number.NaN };
+    }
+    // Snapshot the live state BEFORE any mutation so a tick-mode
+    // replay (which arrives AFTER the close-side advance for the
+    // same bar) sees the start-of-bar state.
+    snapshot(slot);
+    slot.barCount += 1;
+    // First finite bar: seed slot. Invinite uses
+    // `sar[0] = candles[0].low`, `trend[0] = TREND_UP`. The internal
+    // recurrence state is initialised to `ep = high` (the initial
+    // EP for an up-trend), `af = accStart`, with `prevHigh / prevLow
+    // / priorHigh / priorLow` all set to this bar's H/L (no bar -1).
+    if (slot.prevClosedBarCount === 0) {
+        slot.trend = TREND_UP;
+        slot.sar = low;
+        slot.ep = high;
+        slot.af = slot.accStart;
+        slot.prevHigh = high;
+        slot.prevLow = low;
+        slot.priorHigh = high;
+        slot.priorLow = low;
+        slot.prevClose = close;
+        return { sar: low, direction: TREND_UP };
+    }
+    // Second finite bar: decide initial direction by comparing this
+    // bar's close to the prior CLOSED bar's close. Re-seed `ep` and
+    // `sar` per the chosen direction.
+    if (slot.prevClosedBarCount === 1) {
+        const direction = close >= slot.prevClose ? TREND_UP : TREND_DOWN;
+        slot.trend = direction;
+        if (direction === TREND_UP) {
+            slot.ep = high;
+            slot.sar = slot.prevLow;
+        }
+        else {
+            slot.ep = low;
+            slot.sar = slot.prevHigh;
+        }
+        slot.af = slot.accStart;
+        // Now run the recurrence for this bar starting from the just-
+        // re-seeded `(trend, ep, af, sar)` with priorH/L = prevH/L
+        // (only one prior bar exists).
+        const step = recurrenceStep(slot.trend, slot.ep, slot.af, slot.sar, slot.prevHigh, slot.prevLow, slot.prevHigh, slot.prevLow, high, low, slot.accStart, slot.accStep, slot.accMax);
+        slot.trend = step.trend;
+        slot.ep = step.ep;
+        slot.af = step.af;
+        slot.sar = step.sar;
+        // Shift the look-back window forward.
+        slot.priorHigh = slot.prevHigh;
+        slot.priorLow = slot.prevLow;
+        slot.prevHigh = high;
+        slot.prevLow = low;
+        slot.prevClose = close;
+        return { sar: step.sar, direction: step.trend };
+    }
+    // Third finite bar onward: standard recurrence.
+    const step = recurrenceStep(slot.trend, slot.ep, slot.af, slot.sar, slot.prevHigh, slot.prevLow, slot.priorHigh, slot.priorLow, high, low, slot.accStart, slot.accStep, slot.accMax);
+    slot.trend = step.trend;
+    slot.ep = step.ep;
+    slot.af = step.af;
+    slot.sar = step.sar;
+    slot.priorHigh = slot.prevHigh;
+    slot.priorLow = slot.prevLow;
+    slot.prevHigh = high;
+    slot.prevLow = low;
+    slot.prevClose = close;
+    return { sar: step.sar, direction: step.trend };
+}
+function tickStep(slot, high, low, close) {
+    if (!Number.isFinite(high) || !Number.isFinite(low) || !Number.isFinite(close)) {
+        return { sar: Number.NaN, direction: Number.NaN };
+    }
+    // Replay from the snapshot taken at the start of the current
+    // CLOSED bar. The snapshot's `prevClosedBarCount` tells us which
+    // branch of `closeStep` to mirror.
+    const seedBarCount = slot.prevClosedBarCount;
+    if (seedBarCount === 0) {
+        // The current bar is the FIRST closed bar — its tick replay
+        // is the seed itself, with the tick's low as the sar.
+        return { sar: low, direction: TREND_UP };
+    }
+    if (seedBarCount === 1) {
+        const direction = close >= slot.prevClosedPrevClose ? TREND_UP : TREND_DOWN;
+        let ep;
+        let sar;
+        if (direction === TREND_UP) {
+            ep = high;
+            sar = slot.prevClosedPrevLow;
+        }
+        else {
+            ep = low;
+            sar = slot.prevClosedPrevHigh;
+        }
+        const af = slot.accStart;
+        const step = recurrenceStep(direction, ep, af, sar, slot.prevClosedPrevHigh, slot.prevClosedPrevLow, slot.prevClosedPrevHigh, slot.prevClosedPrevLow, high, low, slot.accStart, slot.accStep, slot.accMax);
+        return { sar: step.sar, direction: step.trend };
+    }
+    const step = recurrenceStep(slot.prevClosedTrend, slot.prevClosedEp, slot.prevClosedAf, slot.prevClosedSar, slot.prevClosedPrevHigh, slot.prevClosedPrevLow, slot.prevClosedPriorHigh, slot.prevClosedPriorLow, high, low, slot.accStart, slot.accStep, slot.accMax);
+    return { sar: step.sar, direction: step.trend };
+}
+/**
+ * Parabolic SAR — Wilder's classic stop-and-reverse oscillator with
+ * extreme-point + acceleration-factor tracking. Reads `bar.high` /
+ * `bar.low` / `bar.close` directly (no `source` arg — mirrors Pine).
+ * Returns a cached `{ sar, direction }` record (same identity every
+ * bar). `direction` is `+1` (uptrend) / `-1` (downtrend), NaN during
+ * NaN-suspension. Warmup is `1` — bar 0 emits the seed value
+ * (`sar = bar.low`, `direction = +1`); bar 1 decides the initial
+ * direction from `close[1] >= close[0]` and runs the recurrence; bar
+ * 2+ continues the recurrence.
+ *
+ * NaN inputs SUSPEND the recurrence: any non-finite OHL emits NaN /
+ * NaN and freezes the live state so the next finite bar resumes from
+ * the prior state. Replay-mode (`replaceHead`) recomputes from the
+ * snapshot captured at the start of the current bar, so a final tick
+ * cannot poison the next close's seed.
+ *
+ * @formula  candidateSar = prevSar + prevAf · (prevEp − prevSar) ;
+ *           up-trend clamp: candidateSar ≤ min(prevLow, priorLow) ;
+ *           down-trend clamp: candidateSar ≥ max(prevHigh, priorHigh) ;
+ *           flip (up→down): bar.low ≤ candidateSar → sar = prevEp, ep = low, af = accStart ;
+ *           flip (down→up): bar.high ≥ candidateSar → sar = prevEp, ep = high, af = accStart ;
+ *           EP advance: new extreme widens ep, af = min(af + accStep, accMax)
+ * @warmup   1
+ * @anchors  accelerationStart, accelerationStep, accelerationMax
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const p = ta.psar({ accelerationStart: 0.02, accelerationStep: 0.02, accelerationMax: 0.2 });
+ *     // plot(p.sar);
+ */
+export function psar(slotId, opts) {
+    const ctx = getCtx();
+    let slot = ctx.stream.taSlots.get(slotId);
+    if (slot === undefined) {
+        const accStart = opts?.accelerationStart ?? DEFAULT_ACC_START;
+        const accStep = opts?.accelerationStep ?? DEFAULT_ACC_STEP;
+        const accMax = opts?.accelerationMax ?? DEFAULT_ACC_MAX;
+        slot = initSlot(ctx.stream.ohlcv.close.capacity, accStart, accStep, accMax);
+        ctx.stream.taSlots.set(slotId, slot);
+    }
+    const high = ctx.stream.bar.high;
+    const low = ctx.stream.bar.low;
+    const close = ctx.stream.bar.close;
+    if (ctx.isTick) {
+        const { sar, direction } = tickStep(slot, high, low, close);
+        slot.sarBuffer.replaceHead(sar);
+        slot.directionBuffer.replaceHead(direction);
+    }
+    else {
+        const { sar, direction } = closeStep(slot, high, low, close);
+        slot.sarBuffer.append(sar);
+        slot.directionBuffer.append(direction);
+    }
+    return slot.outputs;
+}
+//# sourceMappingURL=psar.js.map

package/dist/ta/psar.js.map

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package/dist/ta/pvi.d.ts

@@ -0,0 +1,32 @@
+import type { PviOpts, Series } from "@invinite-org/chartlang-core";
+/**
+ * Positive Volume Index — mirror of {@link nvi}. Cumulative percentage-
+ * change in close on bars whose volume is strictly HIGHER than the
+ * prior bar's; bars with equal-or-lower volume carry the prior PVI
+ * value unchanged. Seeded at 1000.
+ *
+ * NaN volume is treated as 0 (matches invinite's `safeVolume` shape);
+ * NaN close carries the accumulator forward without advancing
+ * `prevClose`.
+ *
+ * **Tick mode.** Replays the head bar's contribution against a
+ * snapshot of the prior-close `(value, prevClose, prevVolume)` tuple.
+ *
+ * @formula  pvi[0] = 1000 ;
+ *           pvi[t] = (volume[t] > volume[t − 1] && prevClose != 0)
+ *                  ? pvi[t − 1] · (1 + (close[t] − close[t − 1]) / close[t − 1])
+ *                  : pvi[t − 1]
+ * @warmup   1 (bar 0 emits the 1000 seed)
+ * @anchors  seedValue
+ * @since 0.2
+ * @stable
+ *
+ * `opts.offset` shifts the returned series (PLAN.md §9.1).
+ *
+ * @example
+ *     // import { ta, plot } from "@invinite-org/chartlang-core";
+ *     // const p = ta.pvi();
+ *     // plot(p);
+ */
+export declare function pvi(slotId: string, opts?: PviOpts): Series<number>;
+//# sourceMappingURL=pvi.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"pvi.d.ts","sourceRoot":"","sources":["../../src/ta/pvi.ts"],"names":[],"mappings":"AAcA,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,EAAE,MAAM,8BAA8B,CAAC;AAsFpE;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA4BG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,OAAO,GAAG,MAAM,CAAC,MAAM,CAAC,CA+BlE"}

package/dist/ta/pvi.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/pvi.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. Mirror of `nvi.ts` — same recurrence, the
+// only difference is the volume-comparison predicate (`>` vs `<`).
+// Kept as parallel files (rather than a shared helper) so each
+// primitive has its own slot type + JSDoc + per-callsite tests.
+import { Float64RingBuffer } from "../ringBuffer.js";
+import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
+import { makeSeriesView, makeShiftedSeriesView } from "../seriesView.js";
+/**
+ * Anchored seed value at bar 0 (and after any bar where the
+ * accumulator has been carried-forward through NaN inputs).
+ *
+ * @anchors seedValue
+ */
+const SEED_VALUE = 1000;
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.pvi called outside an active script step");
+    }
+    return ctx;
+}
+function initSlot(capacity) {
+    const outBuffer = new Float64RingBuffer(capacity);
+    return {
+        outBuffer,
+        series: makeSeriesView(outBuffer),
+        shiftedViews: new Map(),
+        value: SEED_VALUE,
+        prevClose: Number.NaN,
+        prevVolume: Number.NaN,
+        prevClosedValue: SEED_VALUE,
+        prevClosedPrevClose: Number.NaN,
+        prevClosedPrevVolume: 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;
+}
+function safeVol(volume) {
+    return Number.isFinite(volume) ? volume : 0;
+}
+function fold(inValue, inPrevClose, inPrevVolume, close, volume) {
+    if (!Number.isFinite(close)) {
+        return { value: inValue, prevClose: inPrevClose, prevVolume: inPrevVolume };
+    }
+    const v = safeVol(volume);
+    if (!Number.isFinite(inPrevClose)) {
+        return { value: inValue, prevClose: close, prevVolume: v };
+    }
+    const pv = safeVol(inPrevVolume);
+    const shouldUpdate = v > pv;
+    if (!shouldUpdate || inPrevClose === 0) {
+        return { value: inValue, prevClose: close, prevVolume: v };
+    }
+    const next = inValue * (1 + (close - inPrevClose) / inPrevClose);
+    return { value: next, prevClose: close, prevVolume: v };
+}
+/**
+ * Positive Volume Index — mirror of {@link nvi}. Cumulative percentage-
+ * change in close on bars whose volume is strictly HIGHER than the
+ * prior bar's; bars with equal-or-lower volume carry the prior PVI
+ * value unchanged. Seeded at 1000.
+ *
+ * NaN volume is treated as 0 (matches invinite's `safeVolume` shape);
+ * NaN close carries the accumulator forward without advancing
+ * `prevClose`.
+ *
+ * **Tick mode.** Replays the head bar's contribution against a
+ * snapshot of the prior-close `(value, prevClose, prevVolume)` tuple.
+ *
+ * @formula  pvi[0] = 1000 ;
+ *           pvi[t] = (volume[t] > volume[t − 1] && prevClose != 0)
+ *                  ? pvi[t − 1] · (1 + (close[t] − close[t − 1]) / close[t − 1])
+ *                  : pvi[t − 1]
+ * @warmup   1 (bar 0 emits the 1000 seed)
+ * @anchors  seedValue
+ * @since 0.2
+ * @stable
+ *
+ * `opts.offset` shifts the returned series (PLAN.md §9.1).
+ *
+ * @example
+ *     // import { ta, plot } from "@invinite-org/chartlang-core";
+ *     // const p = ta.pvi();
+ *     // plot(p);
+ */
+export function pvi(slotId, opts) {
+    const ctx = getCtx();
+    let slot = ctx.stream.taSlots.get(slotId);
+    if (slot === undefined) {
+        slot = initSlot(ctx.stream.ohlcv.close.capacity);
+        ctx.stream.taSlots.set(slotId, slot);
+    }
+    const offset = opts?.offset ?? 0;
+    const { close, volume } = ctx.stream.bar;
+    if (ctx.isTick) {
+        const next = fold(slot.prevClosedValue, slot.prevClosedPrevClose, slot.prevClosedPrevVolume, close, volume);
+        slot.outBuffer.replaceHead(next.value);
+        return viewForOffset(slot, offset);
+    }
+    slot.prevClosedValue = slot.value;
+    slot.prevClosedPrevClose = slot.prevClose;
+    slot.prevClosedPrevVolume = slot.prevVolume;
+    const next = fold(slot.value, slot.prevClose, slot.prevVolume, close, volume);
+    slot.value = next.value;
+    slot.prevClose = next.prevClose;
+    slot.prevVolume = next.prevVolume;
+    slot.outBuffer.append(slot.value);
+    return viewForOffset(slot, offset);
+}
+//# sourceMappingURL=pvi.js.map

package/dist/ta/pvi.js.map

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