@invinite-org/chartlang-runtime 1.0.2

package/dist/ta/sessionVolumeProfile.js

@@ -0,0 +1,164 @@
+// Copyright (c) 2026 Invinite. Licensed under the MIT License.
+// Ported from ../invinite/src/components/trading-chart/indicators/session-volume-profile.ts
+//   @ 3234c8c0c3f9880d9d1e3a3ee63ebd55ddd535f4.
+// Translated, not transcribed — Series<T> shape, opts.offset, JSDoc.
+// See packages/runtime/src/ta/CLAUDE.md for the port convention.
+import { pushDiagnostic } from "../emit/index.js";
+import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
+import { makeSeriesView, makeShiftedSeriesView } from "../seriesView.js";
+import { commitVolumeProfileSnapshot, createVolumeProfileCore, emitVolumeProfileHistogram, resolveVolumeProfileSnapshot, volumeProfileConfigFromOpts, } from "./lib/volume-profile/index.js";
+const DAY_MS = 86_400_000;
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.sessionVolumeProfile called outside an active script step");
+    }
+    return ctx;
+}
+function initSlot(capacity) {
+    const core = createVolumeProfileCore(capacity);
+    const slot = {
+        ...core,
+        result: Object.freeze({
+            get buckets() {
+                return slot.buckets;
+            },
+            poc: makeSeriesView(core.pocBuffer),
+            valHigh: makeSeriesView(core.valHighBuffer),
+            valLow: makeSeriesView(core.valLowBuffer),
+        }),
+        shiftedResults: new Map(),
+    };
+    return slot;
+}
+function resultForOffset(slot, offset) {
+    if (offset === 0)
+        return slot.result;
+    let cached = slot.shiftedResults.get(offset);
+    if (cached === undefined) {
+        cached = Object.freeze({
+            get buckets() {
+                return slot.buckets;
+            },
+            poc: makeShiftedSeriesView(slot.pocBuffer, offset),
+            valHigh: makeShiftedSeriesView(slot.valHighBuffer, offset),
+            valLow: makeShiftedSeriesView(slot.valLowBuffer, offset),
+        });
+        slot.shiftedResults.set(offset, cached);
+    }
+    return cached;
+}
+function utcDayStart(time) {
+    return Math.floor(time / DAY_MS) * DAY_MS;
+}
+function parseSessionWindowMinutes(session) {
+    const match = /^(\d{1,2})(?::?(\d{2}))?\s*-\s*(\d{1,2})(?::?(\d{2}))?$/.exec(session.trim());
+    if (match === null)
+        return null;
+    const startHour = Number(match[1]);
+    const startMinute = match[2] === undefined ? 0 : Number(match[2]);
+    const endHour = Number(match[3]);
+    const endMinute = match[4] === undefined ? 0 : Number(match[4]);
+    if (startHour < 0 || startHour > 23 || startMinute < 0 || startMinute > 59)
+        return null;
+    if (endHour < 0 || endHour > 23 || endMinute < 0 || endMinute > 59)
+        return null;
+    return {
+        startMinutes: startHour * 60 + startMinute,
+        endMinutes: endHour * 60 + endMinute,
+    };
+}
+function sessionBoundaryFromDescriptor(time, session) {
+    const parsed = parseSessionWindowMinutes(session);
+    if (parsed === null)
+        return null;
+    const dayStart = utcDayStart(time);
+    const boundary = dayStart + parsed.startMinutes * 60_000;
+    return time >= boundary ? boundary : boundary - DAY_MS;
+}
+function diagnoseMissingSession(ctx, slotId) {
+    const key = `session-info-missing|${slotId}`;
+    if (ctx.diagnosedRequestKeys.has(key))
+        return;
+    ctx.diagnosedRequestKeys.add(key);
+    pushDiagnostic(ctx.emissions, {
+        kind: "diagnostic",
+        severity: "warning",
+        code: "session-info-missing",
+        message: "Adapter did not provide syminfo.session; ta.sessionVolumeProfile used UTC-day boundaries.",
+        slotId,
+        bar: ctx.barIndex(),
+    });
+}
+function resolveSessionStart(ctx, slotId, opts) {
+    if (opts?.sessionStart !== undefined)
+        return opts.sessionStart;
+    const session = ctx.views.syminfo.session;
+    if (!ctx.capabilities.symInfoFields.has("session") || session === "") {
+        diagnoseMissingSession(ctx, slotId);
+        return utcDayStart(ctx.stream.bar.time);
+    }
+    const boundary = sessionBoundaryFromDescriptor(ctx.stream.bar.time, session);
+    if (boundary === null) {
+        diagnoseMissingSession(ctx, slotId);
+        return utcDayStart(ctx.stream.bar.time);
+    }
+    return boundary;
+}
+function collectBars(ctx, sessionStart) {
+    const { ohlcv } = ctx.stream;
+    const bars = [];
+    for (let lookback = ohlcv.close.length - 1; lookback >= 0; lookback -= 1) {
+        const time = ohlcv.time.at(lookback);
+        if (time <= sessionStart)
+            continue;
+        bars.push({
+            close: ohlcv.close.at(lookback),
+            high: ohlcv.high.at(lookback),
+            low: ohlcv.low.at(lookback),
+            open: ohlcv.open.at(lookback),
+            time,
+            volume: ohlcv.volume.at(lookback),
+        });
+    }
+    return bars;
+}
+/**
+ * Session Volume Profile — bucketizes the current session's volume
+ * by price, resetting when `bar.time` crosses the active session
+ * boundary.
+ *
+ * @formula  Port of invinite session-vp: find the current session
+ *           window, bucket volume by price, then derive POC / value-
+ *           area high / value-area low via the shared volume-profile
+ *           pipeline.
+ * @anchors  `syminfo.session` descriptor, or `opts.sessionStart`
+ *           override when provided.
+ * @warmup   NaN until a session window has positive volume; missing
+ *           `syminfo.session` falls back to UTC-day boundaries.
+ * @since 0.5
+ * @stable
+ * @example
+ *     // import { plot, ta } from "@invinite-org/chartlang-core";
+ *     // const vp = ta.sessionVolumeProfile({ rowSize: 24 });
+ *     // plot(vp.poc, { style: { kind: "horizontal-histogram", buckets: vp.buckets } });
+ */
+export function sessionVolumeProfile(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 sessionStart = resolveSessionStart(ctx, slotId, opts);
+    const bars = ctx.stream.bar.time <= sessionStart ? [] : collectBars(ctx, sessionStart);
+    const snapshot = resolveVolumeProfileSnapshot({
+        bars,
+        bucketColor: opts?.bucketColor,
+        config: volumeProfileConfigFromOpts(opts ?? {}),
+    });
+    commitVolumeProfileSnapshot(slot, ctx.isTick, snapshot);
+    emitVolumeProfileHistogram(ctx, slotId, "Session Volume Profile", snapshot.poc, snapshot.buckets);
+    return resultForOffset(slot, opts?.offset ?? 0);
+}
+//# sourceMappingURL=sessionVolumeProfile.js.map

package/dist/ta/sessionVolumeProfile.js.map

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

@@ -0,0 +1,23 @@
+import type { Series, SmaOpts } from "@invinite-org/chartlang-core";
+import { type ScalarOrSeries } from "./lib/sourceValue.js";
+/**
+ * Simple moving average — rolling mean of the last `length` source
+ * values. Warmup of `length − 1` bars returns `NaN`. Tick-mode replays
+ * the head as `(window_sum − window_head + tick_value) / length` so a
+ * partial-bar tick doesn't pollute the next close's running sum.
+ * `opts.offset` shifts the returned series so `series.current` reads
+ * the value `offset` bars ago (PLAN.md §9.1).
+ *
+ * @formula  out[t] = (source[t] + source[t − 1] + … + source[t − length + 1]) / length
+ * @warmup   length − 1
+ * @since 0.1
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-runtime";
+ *     // const s = ta.sma("slot", bar.close, 20);
+ *     // const head = s.current; // NaN until bar length-1
+ *     // const lagged = ta.sma("slot2", bar.close, 20, { offset: 5 });
+ */
+export declare function sma(slotId: string, source: ScalarOrSeries, length: number, opts?: SmaOpts): Series<number>;
+//# sourceMappingURL=sma.d.ts.map

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

@@ -0,0 +1 @@
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package/dist/ta/sma.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/sma.ts
+//   plus lib/sma-of-float64.ts
+//   (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.
+import { Float64RingBuffer } from "../ringBuffer.js";
+import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
+import { makeSeriesView, makeShiftedSeriesView } from "../seriesView.js";
+import { readSourceValue } from "./lib/sourceValue.js";
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.sma called outside an active script step");
+    }
+    return ctx;
+}
+function initSlot(length, capacity) {
+    const outBuffer = new Float64RingBuffer(capacity);
+    return {
+        kind: "ta.sma",
+        outBuffer,
+        series: makeSeriesView(outBuffer),
+        length,
+        window: new Float64RingBuffer(length),
+        sum: 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 tickValue(slot, src) {
+    // `window` currently holds the close-side values `[t-length+1 .. t]` for
+    // the most-recent closed bar. The tick replaces bar `t`'s value with
+    // `src`, so the hypothetical mean is `(sum - window.at(0)) + src`.
+    if (!Number.isFinite(src))
+        return Number.NaN;
+    if (slot.window.length < slot.length)
+        return Number.NaN;
+    const oldestInHead = slot.window.at(0);
+    return (slot.sum - oldestInHead + src) / slot.length;
+}
+function closeValue(slot, src) {
+    if (!Number.isFinite(src)) {
+        // Skip the window update; emit the prior closed mean (or NaN when
+        // unwarmed). The window's contents are unchanged so future closes
+        // continue against the last valid set.
+        if (slot.window.length < slot.length)
+            return Number.NaN;
+        return slot.sum / slot.length;
+    }
+    if (slot.window.length < slot.length) {
+        slot.window.append(src);
+        slot.sum += src;
+        if (slot.window.length < slot.length)
+            return Number.NaN;
+        return slot.sum / slot.length;
+    }
+    const outgoing = slot.window.at(slot.length - 1);
+    slot.window.append(src);
+    slot.sum = slot.sum + src - outgoing;
+    return slot.sum / slot.length;
+}
+/**
+ * Simple moving average — rolling mean of the last `length` source
+ * values. Warmup of `length − 1` bars returns `NaN`. Tick-mode replays
+ * the head as `(window_sum − window_head + tick_value) / length` so a
+ * partial-bar tick doesn't pollute the next close's running sum.
+ * `opts.offset` shifts the returned series so `series.current` reads
+ * the value `offset` bars ago (PLAN.md §9.1).
+ *
+ * @formula  out[t] = (source[t] + source[t − 1] + … + source[t − length + 1]) / length
+ * @warmup   length − 1
+ * @since 0.1
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-runtime";
+ *     // const s = ta.sma("slot", bar.close, 20);
+ *     // const head = s.current; // NaN until bar length-1
+ *     // const lagged = ta.sma("slot2", bar.close, 20, { offset: 5 });
+ */
+export function sma(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 viewForOffset(slot, opts?.offset ?? 0);
+}
+//# sourceMappingURL=sma.js.map

package/dist/ta/sma.js.map

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

@@ -0,0 +1,41 @@
+import type { SmiOpts, SmiResult } from "@invinite-org/chartlang-core";
+/**
+ * Stochastic Momentum Index (William Blau). Composes `ta.highest` /
+ * `ta.lowest` over `bar.high` / `bar.low` (`kLength` window) for the
+ * rolling midpoint and range, then double-EMA-smooths both numerator
+ * (`bar.close − midpoint`) and denominator (`range / 2`) through two
+ * EMA layers (`firstSmoothing`, then `secondSmoothing`). The signal
+ * line is a standard EMA(`dLength`) over the SMI output.
+ *
+ * Bounded `[-100, 100]` by construction (when defined). Flat-range
+ * windows where the double-smoothed denominator collapses to zero
+ * emit NaN at `smi` (and propagate to `signal`).
+ *
+ * Defaults: `(kLength, firstSmoothing, secondSmoothing, dLength) =
+ * (10, 3, 5, 3)` — TradingView-canonical.
+ *
+ * The registry records `primarySeriesKey: "smi"`, `visibleSeriesKeys:
+ * ["smi", "signal"]`, and `yDomain: { kind: "fixed", min: -100, max:
+ * 100 }` via `TA_REGISTRY_METADATA`.
+ *
+ * @formula  hh   = highest(bar.high, kLength) ;
+ *           ll   = lowest(bar.low, kLength) ;
+ *           cm   = (hh + ll) / 2 ;
+ *           range = (hh - ll) / 2 ;
+ *           num  = bar.close - cm ;
+ *           den  = range ;
+ *           numSmoothed = EMA(secondSmoothing)(EMA(firstSmoothing)(num)) ;
+ *           denSmoothed = EMA(secondSmoothing)(EMA(firstSmoothing)(den)) ;
+ *           smi    = 100 · numSmoothed / denSmoothed ;
+ *           signal = EMA(dLength)(smi)
+ * @warmup   kLength + firstSmoothing + secondSmoothing + dLength − 4
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-runtime";
+ *     // const s = ta.smi("slot");
+ *     // plot(s.smi); plot(s.signal);
+ */
+export declare function smi(slotId: string, opts?: SmiOpts): SmiResult;
+//# sourceMappingURL=smi.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"smi.d.ts","sourceRoot":"","sources":["../../src/ta/smi.ts"],"names":[],"mappings":"AAQA,OAAO,KAAK,EAAE,OAAO,EAAE,SAAS,EAAE,MAAM,8BAA8B,CAAC;AAiDvE;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAqCG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,OAAO,GAAG,SAAS,CAyD7D"}

package/dist/ta/smi.js

@@ -0,0 +1,134 @@
+// 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/smi.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 { highest } from "./highest.js";
+import { lowest } from "./lowest.js";
+const DEFAULT_K_LENGTH = 10;
+const DEFAULT_FIRST = 3;
+const DEFAULT_SECOND = 5;
+const DEFAULT_D_LENGTH = 3;
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.smi 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({
+            smi: makeShiftedSeriesView(slot.smiBuf, offset),
+            signal: makeShiftedSeriesView(slot.signalBuf, offset),
+        });
+        slot.shiftedResults.set(offset, cached);
+    }
+    return cached;
+}
+function smiValue(numSmoothed, denSmoothed) {
+    if (!Number.isFinite(numSmoothed) || !Number.isFinite(denSmoothed) || denSmoothed === 0) {
+        return Number.NaN;
+    }
+    return (100 * numSmoothed) / denSmoothed;
+}
+/**
+ * Stochastic Momentum Index (William Blau). Composes `ta.highest` /
+ * `ta.lowest` over `bar.high` / `bar.low` (`kLength` window) for the
+ * rolling midpoint and range, then double-EMA-smooths both numerator
+ * (`bar.close − midpoint`) and denominator (`range / 2`) through two
+ * EMA layers (`firstSmoothing`, then `secondSmoothing`). The signal
+ * line is a standard EMA(`dLength`) over the SMI output.
+ *
+ * Bounded `[-100, 100]` by construction (when defined). Flat-range
+ * windows where the double-smoothed denominator collapses to zero
+ * emit NaN at `smi` (and propagate to `signal`).
+ *
+ * Defaults: `(kLength, firstSmoothing, secondSmoothing, dLength) =
+ * (10, 3, 5, 3)` — TradingView-canonical.
+ *
+ * The registry records `primarySeriesKey: "smi"`, `visibleSeriesKeys:
+ * ["smi", "signal"]`, and `yDomain: { kind: "fixed", min: -100, max:
+ * 100 }` via `TA_REGISTRY_METADATA`.
+ *
+ * @formula  hh   = highest(bar.high, kLength) ;
+ *           ll   = lowest(bar.low, kLength) ;
+ *           cm   = (hh + ll) / 2 ;
+ *           range = (hh - ll) / 2 ;
+ *           num  = bar.close - cm ;
+ *           den  = range ;
+ *           numSmoothed = EMA(secondSmoothing)(EMA(firstSmoothing)(num)) ;
+ *           denSmoothed = EMA(secondSmoothing)(EMA(firstSmoothing)(den)) ;
+ *           smi    = 100 · numSmoothed / denSmoothed ;
+ *           signal = EMA(dLength)(smi)
+ * @warmup   kLength + firstSmoothing + secondSmoothing + dLength − 4
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-runtime";
+ *     // const s = ta.smi("slot");
+ *     // plot(s.smi); plot(s.signal);
+ */
+export function smi(slotId, opts) {
+    const ctx = getCtx();
+    const kLength = opts?.kLength ?? DEFAULT_K_LENGTH;
+    const firstSmoothing = opts?.firstSmoothing ?? DEFAULT_FIRST;
+    const secondSmoothing = opts?.secondSmoothing ?? DEFAULT_SECOND;
+    const dLength = opts?.dLength ?? DEFAULT_D_LENGTH;
+    const offset = opts?.offset ?? 0;
+    const isTick = ctx.isTick;
+    const bar = ctx.stream.bar;
+    const hh = highest(`${slotId}/hh`, bar.high, kLength).current;
+    const ll = lowest(`${slotId}/ll`, bar.low, kLength).current;
+    let num;
+    let den;
+    if (!Number.isFinite(hh) || !Number.isFinite(ll)) {
+        num = Number.NaN;
+        den = Number.NaN;
+    }
+    else {
+        const cm = (hh + ll) / 2;
+        num = bar.close - cm;
+        den = (hh - ll) / 2;
+    }
+    const numFirst = ema(`${slotId}/nFirst`, num, firstSmoothing).current;
+    const numSmoothed = ema(`${slotId}/nSecond`, numFirst, secondSmoothing).current;
+    const denFirst = ema(`${slotId}/dFirst`, den, firstSmoothing).current;
+    const denSmoothed = ema(`${slotId}/dSecond`, denFirst, secondSmoothing).current;
+    const smiOut = smiValue(numSmoothed, denSmoothed);
+    const signalSlotId = `${slotId}/signal`;
+    const signalSeries = ema(signalSlotId, smiOut, dLength);
+    let slot = ctx.stream.taSlots.get(slotId);
+    if (slot === undefined) {
+        const smiBuf = new Float64RingBuffer(ctx.stream.ohlcv.close.capacity);
+        const emaSlot = ctx.stream.taSlots.get(signalSlotId);
+        slot = {
+            result: Object.freeze({
+                smi: makeSeriesView(smiBuf),
+                signal: signalSeries,
+            }),
+            smiBuf,
+            signalBuf: emaSlot.outBuffer,
+            shiftedResults: new Map(),
+        };
+        ctx.stream.taSlots.set(slotId, slot);
+    }
+    if (isTick) {
+        slot.smiBuf.replaceHead(smiOut);
+    }
+    else {
+        slot.smiBuf.append(smiOut);
+    }
+    return resultForOffset(slot, offset);
+}
+//# sourceMappingURL=smi.js.map

package/dist/ta/smi.js.map

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

@@ -0,0 +1,26 @@
+import type { Series, SmmaOpts } from "@invinite-org/chartlang-core";
+import { type ScalarOrSeries } from "./lib/sourceValue.js";
+/**
+ * Smoothed moving average (Wilder's RMA). Recurrence
+ * `SMMA[t] = α·x[t] + (1 − α)·SMMA[t − 1]` with `α = 1 / length`
+ * after a seed of the simple mean of the first `length` finite
+ * source values. Mid-stream NaN forward-fills the prior value
+ * (matches the recurrence-MA convention shared with `ta.ema`).
+ * Tick-mode (`onBarTick`) recomputes the head from the previous
+ * closed SMMA so partial-bar values don't bleed into the next
+ * close's recurrence.
+ *
+ * @formula  α = 1 / length ;
+ *           seed at bar length−1 = mean(source[0..length−1]) ;
+ *           SMMA[t] = source[t]·α + SMMA[t−1]·(1−α)
+ * @warmup   length − 1
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const s = ta.smma(bar.close, 14);
+ *     // plot(s);
+ */
+export declare function smma(slotId: string, source: ScalarOrSeries, length: number, _opts?: SmmaOpts): Series<number>;
+//# sourceMappingURL=smma.d.ts.map

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

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package/dist/ta/smma.js

@@ -0,0 +1,105 @@
+// 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/smma.ts
+//   plus lib/smma-of-float64.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.smma called outside an active script step");
+    }
+    return ctx;
+}
+function initSlot(length, capacity) {
+    const outBuffer = new Float64RingBuffer(capacity);
+    return {
+        outBuffer,
+        series: makeSeriesView(outBuffer),
+        alpha: 1 / length,
+        length,
+        seedSum: 0,
+        seedCount: 0,
+        prevSmma: Number.NaN,
+        prevClosedSmma: Number.NaN,
+    };
+}
+function compute(slot, src, isTick) {
+    if (!Number.isFinite(src)) {
+        // Mid-stream NaN forward-fills the prior value (matches
+        // `smmaFloat64`'s recurrence-MA convention).
+        return isTick ? slot.prevSmma : slot.prevClosedSmma;
+    }
+    if (slot.seedCount < slot.length) {
+        if (isTick) {
+            const nextSum = slot.seedSum + src;
+            const nextCount = slot.seedCount + 1;
+            if (nextCount < slot.length)
+                return Number.NaN;
+            return nextSum / slot.length;
+        }
+        slot.seedSum += src;
+        slot.seedCount += 1;
+        if (slot.seedCount < slot.length) {
+            slot.prevClosedSmma = Number.NaN;
+            return Number.NaN;
+        }
+        const seedValue = slot.seedSum / slot.length;
+        slot.prevClosedSmma = seedValue;
+        slot.prevSmma = seedValue;
+        return seedValue;
+    }
+    const prev = slot.prevClosedSmma;
+    const next = src * slot.alpha + prev * (1 - slot.alpha);
+    if (!isTick) {
+        slot.prevClosedSmma = next;
+        slot.prevSmma = next;
+    }
+    return next;
+}
+/**
+ * Smoothed moving average (Wilder's RMA). Recurrence
+ * `SMMA[t] = α·x[t] + (1 − α)·SMMA[t − 1]` with `α = 1 / length`
+ * after a seed of the simple mean of the first `length` finite
+ * source values. Mid-stream NaN forward-fills the prior value
+ * (matches the recurrence-MA convention shared with `ta.ema`).
+ * Tick-mode (`onBarTick`) recomputes the head from the previous
+ * closed SMMA so partial-bar values don't bleed into the next
+ * close's recurrence.
+ *
+ * @formula  α = 1 / length ;
+ *           seed at bar length−1 = mean(source[0..length−1]) ;
+ *           SMMA[t] = source[t]·α + SMMA[t−1]·(1−α)
+ * @warmup   length − 1
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const s = ta.smma(bar.close, 14);
+ *     // plot(s);
+ */
+export function smma(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=smma.js.map

package/dist/ta/smma.js.map

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