@invinite-org/chartlang-runtime 1.0.2

package/dist/ta/pvo.d.ts

@@ -0,0 +1,34 @@
+import type { PvoOpts, PvoResult } from "@invinite-org/chartlang-core";
+/**
+ * Percentage Volume Oscillator — MACD shape applied to `bar.volume`
+ * and 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
+ * `ta.ema` flows in for free. Multi-output: `{ pvo, signal, hist }`.
+ * The registry records `primarySeriesKey: "pvo"`,
+ * `visibleSeriesKeys: ["pvo", "signal", "hist"]`, and `yDomain: {
+ * kind: "auto" }` via `TA_REGISTRY_METADATA`.
+ *
+ * Defaults `{ fastLength: 12, slowLength: 26, signalLength: 9 }`
+ * (Appel-era — matches MACD / PPO). `slow === 0` (no volume in the
+ * slow window) emits NaN on the PVO line, which propagates to hist;
+ * signal can still be defined off prior PVO values.
+ *
+ * @formula  fast   = ema(volume, fastLength) ;
+ *           slow   = ema(volume, slowLength) ;
+ *           pvo    = 100 · (fast − slow) / slow ; NaN if slow === 0 ;
+ *           signal = ema(pvo, signalLength) ;
+ *           hist   = pvo − signal
+ * @warmup   slowLength + signalLength − 2
+ * @since 0.2
+ * @stable
+ *
+ * `opts.offset` shifts all three outputs in lockstep (PLAN.md §9.1).
+ *
+ * @example
+ *     // import { ta, plot } from "@invinite-org/chartlang-runtime";
+ *     // const p = ta.pvo("slot");
+ *     // plot(p.pvo); plot(p.signal); plot(p.hist);
+ */
+export declare function pvo(slotId: string, opts?: PvoOpts): PvoResult;
+//# sourceMappingURL=pvo.d.ts.map

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

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

@@ -0,0 +1,123 @@
+// 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/pvo.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
+// copies onto the canonical `ta.ema` primitive via three sub-slots
+// (`${slotId}/fast`, `${slotId}/slow`, `${slotId}/signal`) — same
+// composition pattern as `ta.ppo`.
+import { Float64RingBuffer } from "../ringBuffer.js";
+import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
+import { makeSeriesView, makeShiftedSeriesView } from "../seriesView.js";
+import { ema } from "./ema.js";
+const DEFAULT_FAST = 12;
+const DEFAULT_SLOW = 26;
+const DEFAULT_SIGNAL = 9;
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.pvo called outside an active script step");
+    }
+    return ctx;
+}
+function initSlot(capacity, signalSeries, signalBuf) {
+    const pvoBuf = new Float64RingBuffer(capacity);
+    const histBuf = new Float64RingBuffer(capacity);
+    return {
+        result: Object.freeze({
+            pvo: makeSeriesView(pvoBuf),
+            signal: signalSeries,
+            hist: makeSeriesView(histBuf),
+        }),
+        pvoBuf,
+        histBuf,
+        signalBuf,
+        shiftedResults: new Map(),
+    };
+}
+function resultForOffset(slot, offset) {
+    if (offset === 0)
+        return slot.result;
+    let cached = slot.shiftedResults.get(offset);
+    if (cached === undefined) {
+        cached = Object.freeze({
+            pvo: makeShiftedSeriesView(slot.pvoBuf, offset),
+            signal: makeShiftedSeriesView(slot.signalBuf, offset),
+            hist: makeShiftedSeriesView(slot.histBuf, offset),
+        });
+        slot.shiftedResults.set(offset, cached);
+    }
+    return cached;
+}
+function pvoValue(fast, slow) {
+    if (!Number.isFinite(fast) || !Number.isFinite(slow) || slow === 0)
+        return Number.NaN;
+    return (100 * (fast - slow)) / slow;
+}
+/**
+ * Percentage Volume Oscillator — MACD shape applied to `bar.volume`
+ * and normalised by the slow EMA so the histogram + lines are
+ * scale-invariant across symbols. Composes three `ta.ema` sub-slots
+ * (`${slotId}/fast`, `${slotId}/slow`, `${slotId}/signal`); a fix to
+ * `ta.ema` flows in for free. Multi-output: `{ pvo, signal, hist }`.
+ * The registry records `primarySeriesKey: "pvo"`,
+ * `visibleSeriesKeys: ["pvo", "signal", "hist"]`, and `yDomain: {
+ * kind: "auto" }` via `TA_REGISTRY_METADATA`.
+ *
+ * Defaults `{ fastLength: 12, slowLength: 26, signalLength: 9 }`
+ * (Appel-era — matches MACD / PPO). `slow === 0` (no volume in the
+ * slow window) emits NaN on the PVO line, which propagates to hist;
+ * signal can still be defined off prior PVO values.
+ *
+ * @formula  fast   = ema(volume, fastLength) ;
+ *           slow   = ema(volume, slowLength) ;
+ *           pvo    = 100 · (fast − slow) / slow ; NaN if slow === 0 ;
+ *           signal = ema(pvo, signalLength) ;
+ *           hist   = pvo − signal
+ * @warmup   slowLength + signalLength − 2
+ * @since 0.2
+ * @stable
+ *
+ * `opts.offset` shifts all three outputs in lockstep (PLAN.md §9.1).
+ *
+ * @example
+ *     // import { ta, plot } from "@invinite-org/chartlang-runtime";
+ *     // const p = ta.pvo("slot");
+ *     // plot(p.pvo); plot(p.signal); plot(p.hist);
+ */
+export function pvo(slotId, 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 = `${slotId}/signal`;
+    const volume = ctx.stream.bar.volume;
+    const fastSeries = ema(`${slotId}/fast`, volume, fastLength);
+    const slowSeries = ema(`${slotId}/slow`, volume, slowLength);
+    const pv = pvoValue(fastSeries.current, slowSeries.current);
+    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.pvoBuf.replaceHead(pv);
+        slot.histBuf.replaceHead(histValue);
+    }
+    else {
+        slot.pvoBuf.append(pv);
+        slot.histBuf.append(histValue);
+    }
+    return resultForOffset(slot, offset);
+}
+//# sourceMappingURL=pvo.js.map

package/dist/ta/pvo.js.map

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package/dist/ta/pvt.d.ts

@@ -0,0 +1,26 @@
+import type { PvtOpts, Series } from "@invinite-org/chartlang-core";
+/**
+ * Price Volume Trend — cumulative `volume · (close − prevClose) /
+ * prevClose`. Conceptually similar to OBV but uses the magnitude of
+ * the close-pct-change move (not just sign), so the rate of accumulation
+ * scales with how strong the bar's move was. The first bar emits `0`
+ * (Pine convention — no prior close to difference against).
+ *
+ * **Tick mode.** Replays the head bar's contribution against a
+ * snapshot of the prior-close `(cumPvt, prevClose)` tuple so a partial-
+ * bar tick doesn't pollute the next close's accumulator.
+ *
+ * @formula  pvt[t] = pvt[t − 1] + volume[t] · (close[t] − close[t − 1]) / close[t − 1]
+ * @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 p = ta.pvt();
+ *     // plot(p);
+ */
+export declare function pvt(slotId: string, opts?: PvtOpts): Series<number>;
+//# sourceMappingURL=pvt.d.ts.map

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

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

@@ -0,0 +1,128 @@
+// 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/pvt.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 runtime emits the RAW PVT cumulative
+// only; invinite's optional smoothing block is left to the script
+// author (`ta.ema(ta.pvt(), n)` etc.).
+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.pvt called outside an active script step");
+    }
+    return ctx;
+}
+function initSlot(capacity) {
+    const outBuffer = new Float64RingBuffer(capacity);
+    return {
+        outBuffer,
+        series: makeSeriesView(outBuffer),
+        shiftedViews: new Map(),
+        cumPvt: 0,
+        prevClose: Number.NaN,
+        prevClosedCumPvt: 0,
+        prevClosedPrevClose: 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 PVT contribution `volume · (close − prevClose) / prevClose`.
+ * Zero `prevClose` is a sentinel for "undefined ratio": we surface NaN
+ * so the output bar carries a NaN, AND signal the caller (via
+ * `Number.isNaN`) to carry `cumPvt` forward without an update. NaN
+ * volume contributes 0; NaN close → 0 (caller short-circuits).
+ */
+function contribution(prevClose, close, volume) {
+    if (prevClose === 0)
+        return Number.NaN;
+    const v = Number.isFinite(volume) ? volume : 0;
+    return (v * (close - prevClose)) / prevClose;
+}
+/**
+ * Fold the given bar into the prior `(cum, prevClose)` accumulator.
+ * NaN close → carry both forward unchanged (no advance of prevClose).
+ * Zero prevClose → output the bar as NaN AND carry `cum` forward
+ * (advance prevClose to `close` so the next finite ratio is well-
+ * defined). First bar (`prevClose === NaN`) seeds `prevClose = close`
+ * and leaves `cum` at its 0 seed.
+ */
+function fold(inCum, inPrevClose, close, volume) {
+    if (!Number.isFinite(close)) {
+        return { cum: inCum, prevClose: inPrevClose, emit: inCum };
+    }
+    if (!Number.isFinite(inPrevClose)) {
+        // First defined bar: seed prevClose, output 0 (no prior delta).
+        return { cum: inCum, prevClose: close, emit: inCum };
+    }
+    const c = contribution(inPrevClose, close, volume);
+    if (Number.isNaN(c)) {
+        // Zero prevClose: carry cum forward, advance prevClose so the
+        // next finite ratio is well-defined; emit NaN this bar.
+        return { cum: inCum, prevClose: close, emit: Number.NaN };
+    }
+    const next = inCum + c;
+    return { cum: next, prevClose: close, emit: next };
+}
+/**
+ * Price Volume Trend — cumulative `volume · (close − prevClose) /
+ * prevClose`. Conceptually similar to OBV but uses the magnitude of
+ * the close-pct-change move (not just sign), so the rate of accumulation
+ * scales with how strong the bar's move was. The first bar emits `0`
+ * (Pine convention — no prior close to difference against).
+ *
+ * **Tick mode.** Replays the head bar's contribution against a
+ * snapshot of the prior-close `(cumPvt, prevClose)` tuple so a partial-
+ * bar tick doesn't pollute the next close's accumulator.
+ *
+ * @formula  pvt[t] = pvt[t − 1] + volume[t] · (close[t] − close[t − 1]) / close[t − 1]
+ * @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 p = ta.pvt();
+ *     // plot(p);
+ */
+export function pvt(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.prevClosedCumPvt, slot.prevClosedPrevClose, close, volume);
+        slot.outBuffer.replaceHead(next.emit);
+        return viewForOffset(slot, offset);
+    }
+    slot.prevClosedCumPvt = slot.cumPvt;
+    slot.prevClosedPrevClose = slot.prevClose;
+    const next = fold(slot.cumPvt, slot.prevClose, close, volume);
+    slot.cumPvt = next.cum;
+    slot.prevClose = next.prevClose;
+    slot.outBuffer.append(next.emit);
+    return viewForOffset(slot, offset);
+}
+//# sourceMappingURL=pvt.js.map

package/dist/ta/pvt.js.map

@@ -0,0 +1 @@
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