@invinite-org/chartlang-runtime 1.0.2

package/dist/ta/stdev.d.ts

@@ -0,0 +1,25 @@
+import type { Series, StdevOpts } from "@invinite-org/chartlang-core";
+import { type ScalarOrSeries } from "./lib/sourceValue.js";
+/**
+ * Rolling sample / population standard deviation over the last
+ * `length` source values. Defaults to **biased = false** (sample
+ * stddev, denominator `length − 1`) to match core's `StdevOpts`.
+ * `biased = true` switches to population (denominator `length`).
+ *
+ * @formula  μ = mean(window) ;
+ *           σ = sqrt(Σ(x − μ)² / N), N = length (biased) or length − 1 (sample)
+ * @warmup   length − 1
+ * @since 0.1
+ * @stable
+ *
+ * `opts.offset` shifts the returned series so `series.current` reads
+ * the value `offset` bars ago (PLAN.md §9.1).
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-runtime";
+ *     // const s = ta.stdev("slot", bar.close, 20, { biased: false });
+ *     // const head = s.current;
+ *     // const lagged = ta.stdev("slot2", bar.close, 20, { offset: 5 });
+ */
+export declare function stdev(slotId: string, source: ScalarOrSeries, length: number, opts?: StdevOpts): Series<number>;
+//# sourceMappingURL=stdev.d.ts.map

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

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

@@ -0,0 +1,125 @@
+// 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/lib/rolling-stddev.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.stdev called outside an active script step");
+    }
+    return ctx;
+}
+function initSlot(length, capacity, biased) {
+    const outBuffer = new Float64RingBuffer(capacity);
+    return {
+        outBuffer,
+        series: makeSeriesView(outBuffer),
+        length,
+        biased,
+        window: new Float64RingBuffer(length),
+        sumX: 0,
+        sumX2: 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 denominator(slot) {
+    return slot.biased ? slot.length : slot.length - 1;
+}
+function stddevFromSums(sumX, sumX2, slot) {
+    const denom = denominator(slot);
+    if (denom <= 0)
+        return Number.NaN;
+    const mean = sumX / slot.length;
+    const variance = (sumX2 - slot.length * mean * mean) / denom;
+    // Numerical: clamp tiny negatives from accumulated rounding error.
+    return Math.sqrt(Math.max(0, variance));
+}
+function closeValue(slot, src) {
+    if (!Number.isFinite(src)) {
+        if (slot.window.length < slot.length)
+            return Number.NaN;
+        return stddevFromSums(slot.sumX, slot.sumX2, slot);
+    }
+    if (slot.window.length < slot.length) {
+        slot.window.append(src);
+        slot.sumX += src;
+        slot.sumX2 += src * src;
+        if (slot.window.length < slot.length)
+            return Number.NaN;
+        return stddevFromSums(slot.sumX, slot.sumX2, slot);
+    }
+    const outgoing = slot.window.at(slot.length - 1);
+    slot.window.append(src);
+    slot.sumX = slot.sumX + src - outgoing;
+    slot.sumX2 = slot.sumX2 + src * src - outgoing * outgoing;
+    return stddevFromSums(slot.sumX, slot.sumX2, slot);
+}
+function tickValue(slot, src) {
+    if (!Number.isFinite(src))
+        return Number.NaN;
+    if (slot.window.length < slot.length)
+        return Number.NaN;
+    const oldestInHead = slot.window.at(0);
+    const sumX = slot.sumX - oldestInHead + src;
+    const sumX2 = slot.sumX2 - oldestInHead * oldestInHead + src * src;
+    return stddevFromSums(sumX, sumX2, slot);
+}
+/**
+ * Rolling sample / population standard deviation over the last
+ * `length` source values. Defaults to **biased = false** (sample
+ * stddev, denominator `length − 1`) to match core's `StdevOpts`.
+ * `biased = true` switches to population (denominator `length`).
+ *
+ * @formula  μ = mean(window) ;
+ *           σ = sqrt(Σ(x − μ)² / N), N = length (biased) or length − 1 (sample)
+ * @warmup   length − 1
+ * @since 0.1
+ * @stable
+ *
+ * `opts.offset` shifts the returned series so `series.current` reads
+ * the value `offset` bars ago (PLAN.md §9.1).
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-runtime";
+ *     // const s = ta.stdev("slot", bar.close, 20, { biased: false });
+ *     // const head = s.current;
+ *     // const lagged = ta.stdev("slot2", bar.close, 20, { offset: 5 });
+ */
+export function stdev(slotId, source, length, opts) {
+    const ctx = getCtx();
+    let slot = ctx.stream.taSlots.get(slotId);
+    if (slot === undefined) {
+        const biased = opts?.biased === true;
+        slot = initSlot(length, ctx.stream.ohlcv.close.capacity, biased);
+        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=stdev.js.map

package/dist/ta/stdev.js.map

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package/dist/ta/stoch.d.ts

@@ -0,0 +1,32 @@
+import type { StochOpts, StochResult } from "@invinite-org/chartlang-core";
+/**
+ * Stochastic Oscillator (%K + %D). Sources from `bar.high` / `bar.low`
+ * / `bar.close` directly (no `source` arg — matches Pine). Composes
+ * `ta.highest` + `ta.lowest` over `kLength`, two chained `ta.sma`
+ * layers (`kSmoothing`, then `dLength`). Output bounded `[0, 100]`
+ * (or `NaN`).
+ *
+ * Defaults `{ kLength: 14, kSmoothing: 3, dLength: 3 }`. The flat-
+ * window (`hh === ll`) edge emits `NaN` at `k` (and propagates to
+ * `d`) — diverges from invinite's prev-or-50 fallback per task spec.
+ *
+ * The registry records `primarySeriesKey: "k"`, `visibleSeriesKeys:
+ * ["k", "d"]`, and `yDomain: { kind: "fixed", min: 0, max: 100 }`
+ * via `TA_REGISTRY_METADATA`.
+ *
+ * @formula  hh    = highest(bar.high, kLength) ;
+ *           ll    = lowest(bar.low, kLength) ;
+ *           kRaw  = 100 · (bar.close − ll) / (hh − ll) ; NaN if hh === ll ;
+ *           k     = sma(kRaw, kSmoothing) ;
+ *           d     = sma(k, dLength)
+ * @warmup   kLength + kSmoothing + dLength − 3
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-runtime";
+ *     // const s = ta.stoch("slot", { kLength: 14, kSmoothing: 3, dLength: 3 });
+ *     // plot(s.k); plot(s.d);
+ */
+export declare function stoch(slotId: string, opts?: StochOpts): StochResult;
+//# sourceMappingURL=stoch.d.ts.map

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

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package/dist/ta/stoch.js

@@ -0,0 +1,91 @@
+// 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/stoch.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. Composition: `ta.highest`
+// + `ta.lowest` + two chained `ta.sma` layers (k-smoothing, then d).
+//
+// DIVERGENCE: invinite's flat-window (`hh === ll`) fallback returns
+// the prior valid kRaw (or 50 on the first slot). The task spec
+// (§7) overrides this with NaN — we follow the spec, not invinite.
+// The plot-hash assertion for the conformance scenario reflects this
+// divergence.
+import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
+import { highest } from "./highest.js";
+import { lowest } from "./lowest.js";
+import { sma } from "./sma.js";
+const DEFAULT_K_LENGTH = 14;
+const DEFAULT_K_SMOOTHING = 3;
+const DEFAULT_D_LENGTH = 3;
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.stoch called outside an active script step");
+    }
+    return ctx;
+}
+/**
+ * Stochastic Oscillator (%K + %D). Sources from `bar.high` / `bar.low`
+ * / `bar.close` directly (no `source` arg — matches Pine). Composes
+ * `ta.highest` + `ta.lowest` over `kLength`, two chained `ta.sma`
+ * layers (`kSmoothing`, then `dLength`). Output bounded `[0, 100]`
+ * (or `NaN`).
+ *
+ * Defaults `{ kLength: 14, kSmoothing: 3, dLength: 3 }`. The flat-
+ * window (`hh === ll`) edge emits `NaN` at `k` (and propagates to
+ * `d`) — diverges from invinite's prev-or-50 fallback per task spec.
+ *
+ * The registry records `primarySeriesKey: "k"`, `visibleSeriesKeys:
+ * ["k", "d"]`, and `yDomain: { kind: "fixed", min: 0, max: 100 }`
+ * via `TA_REGISTRY_METADATA`.
+ *
+ * @formula  hh    = highest(bar.high, kLength) ;
+ *           ll    = lowest(bar.low, kLength) ;
+ *           kRaw  = 100 · (bar.close − ll) / (hh − ll) ; NaN if hh === ll ;
+ *           k     = sma(kRaw, kSmoothing) ;
+ *           d     = sma(k, dLength)
+ * @warmup   kLength + kSmoothing + dLength − 3
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-runtime";
+ *     // const s = ta.stoch("slot", { kLength: 14, kSmoothing: 3, dLength: 3 });
+ *     // plot(s.k); plot(s.d);
+ */
+export function stoch(slotId, opts) {
+    const ctx = getCtx();
+    const kLength = opts?.kLength ?? DEFAULT_K_LENGTH;
+    const kSmoothing = opts?.kSmoothing ?? DEFAULT_K_SMOOTHING;
+    const dLength = opts?.dLength ?? DEFAULT_D_LENGTH;
+    const bar = ctx.stream.bar;
+    const hhSeries = highest(`${slotId}/hh`, bar.high, kLength);
+    const llSeries = lowest(`${slotId}/ll`, bar.low, kLength);
+    const hh = hhSeries.current;
+    const ll = llSeries.current;
+    let kRaw;
+    if (!Number.isFinite(hh) || !Number.isFinite(ll)) {
+        kRaw = Number.NaN;
+    }
+    else if (hh === ll) {
+        kRaw = Number.NaN;
+    }
+    else {
+        kRaw = (100 * (bar.close - ll)) / (hh - ll);
+    }
+    const kSeries = sma(`${slotId}/kSmooth`, kRaw, kSmoothing);
+    const dSeries = sma(`${slotId}/d`, kSeries.current, dLength);
+    let slot = ctx.stream.taSlots.get(slotId);
+    if (slot === undefined) {
+        slot = {
+            result: Object.freeze({ k: kSeries, d: dSeries }),
+        };
+        ctx.stream.taSlots.set(slotId, slot);
+    }
+    return slot.result;
+}
+//# sourceMappingURL=stoch.js.map

package/dist/ta/stoch.js.map

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

@@ -0,0 +1,35 @@
+import type { StochRsiOpts, StochRsiResult } from "@invinite-org/chartlang-core";
+import { type ScalarOrSeries } from "./lib/sourceValue.js";
+/**
+ * Stochastic of the Wilder RSI series (%K + %D). Composes
+ * `ta.rsi(source, rsiLength)`, then applies the Stochastic transform
+ * (`ta.highest` + `ta.lowest` over `stochLength`), then smooths via
+ * `ta.sma(kSmoothing)` for `k` and `ta.sma(dSmoothing)` on `k` for
+ * `d`. Output bounded `[0, 100]` (or `NaN`).
+ *
+ * Defaults `{ rsiLength: 14, stochLength: 14, kSmoothing: 3,
+ * dSmoothing: 3 }`. The flat-window (`hh === ll` of the RSI series)
+ * edge emits `NaN` at `k` (and propagates to `d`) — diverges from
+ * invinite's prev-or-50 fallback per task spec.
+ *
+ * The registry records `primarySeriesKey: "k"`, `visibleSeriesKeys:
+ * ["k", "d"]`, and `yDomain: { kind: "fixed", min: 0, max: 100 }`
+ * via `TA_REGISTRY_METADATA`.
+ *
+ * @formula  rsi  = rsi(source, rsiLength) ;
+ *           hh   = highest(rsi, stochLength) ;
+ *           ll   = lowest(rsi, stochLength) ;
+ *           kRaw = 100 · (rsi − ll) / (hh − ll) ; NaN if hh === ll ;
+ *           k    = sma(kRaw, kSmoothing) ;
+ *           d    = sma(k, dSmoothing)
+ * @warmup   rsiLength + stochLength + kSmoothing + dSmoothing − 4
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-runtime";
+ *     // const s = ta.stochRsi("slot", bar.close);
+ *     // plot(s.k); plot(s.d);
+ */
+export declare function stochRsi(slotId: string, source: ScalarOrSeries, opts?: StochRsiOpts): StochRsiResult;
+//# sourceMappingURL=stochRsi.d.ts.map

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

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package/dist/ta/stochRsi.js

@@ -0,0 +1,98 @@
+// 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/stoch-rsi.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. Composition: `ta.rsi` +
+// `ta.highest` + `ta.lowest` + two chained `ta.sma` layers, all via
+// sub-slot ids derived from the parent slot id.
+//
+// DIVERGENCE: invinite's flat-window (`hh === ll` of the RSI series)
+// fallback returns the prior valid kRaw (or 50 on the first slot).
+// The task spec (§6) overrides this with NaN — we follow the spec.
+import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
+import { highest } from "./highest.js";
+import { lowest } from "./lowest.js";
+import { rsi } from "./rsi.js";
+import { sma } from "./sma.js";
+import { readSourceValue } from "./lib/sourceValue.js";
+const DEFAULT_RSI_LENGTH = 14;
+const DEFAULT_STOCH_LENGTH = 14;
+const DEFAULT_K_SMOOTHING = 3;
+const DEFAULT_D_SMOOTHING = 3;
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.stochRsi called outside an active script step");
+    }
+    return ctx;
+}
+/**
+ * Stochastic of the Wilder RSI series (%K + %D). Composes
+ * `ta.rsi(source, rsiLength)`, then applies the Stochastic transform
+ * (`ta.highest` + `ta.lowest` over `stochLength`), then smooths via
+ * `ta.sma(kSmoothing)` for `k` and `ta.sma(dSmoothing)` on `k` for
+ * `d`. Output bounded `[0, 100]` (or `NaN`).
+ *
+ * Defaults `{ rsiLength: 14, stochLength: 14, kSmoothing: 3,
+ * dSmoothing: 3 }`. The flat-window (`hh === ll` of the RSI series)
+ * edge emits `NaN` at `k` (and propagates to `d`) — diverges from
+ * invinite's prev-or-50 fallback per task spec.
+ *
+ * The registry records `primarySeriesKey: "k"`, `visibleSeriesKeys:
+ * ["k", "d"]`, and `yDomain: { kind: "fixed", min: 0, max: 100 }`
+ * via `TA_REGISTRY_METADATA`.
+ *
+ * @formula  rsi  = rsi(source, rsiLength) ;
+ *           hh   = highest(rsi, stochLength) ;
+ *           ll   = lowest(rsi, stochLength) ;
+ *           kRaw = 100 · (rsi − ll) / (hh − ll) ; NaN if hh === ll ;
+ *           k    = sma(kRaw, kSmoothing) ;
+ *           d    = sma(k, dSmoothing)
+ * @warmup   rsiLength + stochLength + kSmoothing + dSmoothing − 4
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-runtime";
+ *     // const s = ta.stochRsi("slot", bar.close);
+ *     // plot(s.k); plot(s.d);
+ */
+export function stochRsi(slotId, source, opts) {
+    const ctx = getCtx();
+    const rsiLength = opts?.rsiLength ?? DEFAULT_RSI_LENGTH;
+    const stochLength = opts?.stochLength ?? DEFAULT_STOCH_LENGTH;
+    const kSmoothing = opts?.kSmoothing ?? DEFAULT_K_SMOOTHING;
+    const dSmoothing = opts?.dSmoothing ?? DEFAULT_D_SMOOTHING;
+    const src = readSourceValue(source);
+    const rsiSeries = rsi(`${slotId}/rsi`, src, rsiLength);
+    const rsiCurrent = rsiSeries.current;
+    const hhSeries = highest(`${slotId}/hh`, rsiCurrent, stochLength);
+    const llSeries = lowest(`${slotId}/ll`, rsiCurrent, stochLength);
+    const hh = hhSeries.current;
+    const ll = llSeries.current;
+    let kRaw;
+    if (!Number.isFinite(hh) || !Number.isFinite(ll) || !Number.isFinite(rsiCurrent)) {
+        kRaw = Number.NaN;
+    }
+    else if (hh === ll) {
+        kRaw = Number.NaN;
+    }
+    else {
+        kRaw = (100 * (rsiCurrent - ll)) / (hh - ll);
+    }
+    const kSeries = sma(`${slotId}/kSmooth`, kRaw, kSmoothing);
+    const dSeries = sma(`${slotId}/d`, kSeries.current, dSmoothing);
+    let slot = ctx.stream.taSlots.get(slotId);
+    if (slot === undefined) {
+        slot = {
+            result: Object.freeze({ k: kSeries, d: dSeries }),
+        };
+        ctx.stream.taSlots.set(slotId, slot);
+    }
+    return slot.result;
+}
+//# sourceMappingURL=stochRsi.js.map

package/dist/ta/stochRsi.js.map

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package/dist/ta/supertrend.d.ts

@@ -0,0 +1,34 @@
+import type { SupertrendOpts, SupertrendResult } from "@invinite-org/chartlang-core";
+/**
+ * Supertrend — ATR-driven trailing-stop trend follower. Computes
+ * `basicUpper / basicLower = hl2 ± multiplier · atr(length)` per
+ * bar, smooths to `finalUpper / finalLower` via the standard
+ * persistence rule (carry forward unless the prior close pierced
+ * the band), and emits a single `line` Series equal to the active
+ * final band for the current direction. `direction` flips when
+ * `close` crosses the prior `finalUpper` (→ `+1`) or `finalLower`
+ * (→ `-1`). Composes Phase-1 `ta.atr` at sub-slot `${slotId}/atr`.
+ *
+ * NaN ATR (warmup or NaN-propagation) → NaN outputs; local state
+ * freezes so the next finite bar resumes from the prior closed
+ * state. Returns a cached `{ line, direction }` record
+ * (same identity every bar). Warmup is `length` — the same as
+ * `ta.atr`'s warmup, since Supertrend cannot run until ATR is warm.
+ *
+ * @formula  basicUpper = hl2 + multiplier · atr ;
+ *           basicLower = hl2 − multiplier · atr ;
+ *           finalUpper = basicUpper < prevFinalUpper || prevClose > prevFinalUpper ? basicUpper : prevFinalUpper ;
+ *           finalLower = basicLower > prevFinalLower || prevClose < prevFinalLower ? basicLower : prevFinalLower ;
+ *           direction  = close > prevFinalUpper ? +1 : close < prevFinalLower ? −1 : prevDirection ;
+ *           line       = direction === +1 ? finalLower : finalUpper
+ * @warmup   length
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const s = ta.supertrend({ length: 10, multiplier: 3 });
+ *     // plot(s.line);
+ */
+export declare function supertrend(slotId: string, opts?: SupertrendOpts): SupertrendResult;
+//# sourceMappingURL=supertrend.d.ts.map

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

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

@@ -0,0 +1,181 @@
+// 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/supertrend.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. Supertrend composes Phase-1 `ta.atr` at
+// sub-slot `${slotId}/atr`, so a fix to ATR flows in for free. The
+// source is hard-coded to `hl2` (Pine-canonical Supertrend); a
+// `source` opt could land in a follow-up.
+import { Float64RingBuffer } from "../ringBuffer.js";
+import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
+import { makeSeriesView } from "../seriesView.js";
+import { atr } from "./atr.js";
+const DEFAULT_LENGTH = 10;
+const DEFAULT_MULTIPLIER = 3;
+const TREND_UP = 1;
+const TREND_DOWN = -1;
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.supertrend called outside an active script step");
+    }
+    return ctx;
+}
+function initSlot(capacity, length, multiplier) {
+    const lineBuffer = new Float64RingBuffer(capacity);
+    const directionBuffer = new Float64RingBuffer(capacity);
+    return {
+        outputs: Object.freeze({
+            line: makeSeriesView(lineBuffer),
+            direction: makeSeriesView(directionBuffer),
+        }),
+        lineBuffer,
+        directionBuffer,
+        length,
+        multiplier,
+        warmBarCount: 0,
+        prevFinalUpper: Number.NaN,
+        prevFinalLower: Number.NaN,
+        prevDirection: TREND_UP,
+        prevClose: Number.NaN,
+        prevClosedFinalUpper: Number.NaN,
+        prevClosedFinalLower: Number.NaN,
+        prevClosedDirection: TREND_UP,
+        prevClosedPrevClose: Number.NaN,
+        prevClosedWarmBarCount: 0,
+    };
+}
+function snapshot(slot) {
+    slot.prevClosedFinalUpper = slot.prevFinalUpper;
+    slot.prevClosedFinalLower = slot.prevFinalLower;
+    slot.prevClosedDirection = slot.prevDirection;
+    slot.prevClosedPrevClose = slot.prevClose;
+    slot.prevClosedWarmBarCount = slot.warmBarCount;
+}
+/**
+ * One step of the Supertrend recurrence given the snapshot of the
+ * prior CLOSED bar's `(finalUpper, finalLower, direction, prevClose)`
+ * and this bar's `mid` / `atr` / `close`. Returns the new
+ * `(finalUpper, finalLower, direction, line)`. Used by both close
+ * and tick. Caller decides whether to seed (first warm bar) or run
+ * the recurrence based on the snapshot's `warmBarCount`.
+ */
+function recurrenceStep(mid, atrValue, close, multiplier, prevFinalUpper, prevFinalLower, prevDirection, prevClose) {
+    const basicUpper = mid + multiplier * atrValue;
+    const basicLower = mid - multiplier * atrValue;
+    const finalUpper = basicUpper < prevFinalUpper || prevClose > prevFinalUpper ? basicUpper : prevFinalUpper;
+    const finalLower = basicLower > prevFinalLower || prevClose < prevFinalLower ? basicLower : prevFinalLower;
+    let direction = prevDirection;
+    if (close > prevFinalUpper) {
+        direction = TREND_UP;
+    }
+    else if (close < prevFinalLower) {
+        direction = TREND_DOWN;
+    }
+    const line = direction === TREND_UP ? finalLower : finalUpper;
+    return { finalUpper, finalLower, direction, line };
+}
+function closeStep(slot, mid, atrValue, close) {
+    // NaN inputs (incl. NaN ATR during warmup) freeze state.
+    if (!Number.isFinite(mid) || !Number.isFinite(atrValue) || !Number.isFinite(close)) {
+        return { line: Number.NaN, direction: Number.NaN };
+    }
+    snapshot(slot);
+    slot.warmBarCount += 1;
+    // First warm bar: seed. Set finalUpper / finalLower from the
+    // basic bands, direction = +1, line = finalLower. (Matches
+    // invinite's `supertrend.ts:99-111`.)
+    if (slot.prevClosedWarmBarCount === 0) {
+        const basicUpper = mid + slot.multiplier * atrValue;
+        const basicLower = mid - slot.multiplier * atrValue;
+        slot.prevFinalUpper = basicUpper;
+        slot.prevFinalLower = basicLower;
+        slot.prevDirection = TREND_UP;
+        slot.prevClose = close;
+        return { line: basicLower, direction: TREND_UP };
+    }
+    const step = recurrenceStep(mid, atrValue, close, slot.multiplier, slot.prevFinalUpper, slot.prevFinalLower, slot.prevDirection, slot.prevClose);
+    slot.prevFinalUpper = step.finalUpper;
+    slot.prevFinalLower = step.finalLower;
+    slot.prevDirection = step.direction;
+    slot.prevClose = close;
+    return { line: step.line, direction: step.direction };
+}
+function tickStep(slot, mid, atrValue, close) {
+    if (!Number.isFinite(mid) || !Number.isFinite(atrValue) || !Number.isFinite(close)) {
+        return { line: Number.NaN, direction: Number.NaN };
+    }
+    // Replay from snapshot.
+    if (slot.prevClosedWarmBarCount === 0) {
+        // The current bar is the FIRST warm bar — its tick replay
+        // re-derives the seed (line = finalLower, direction = +1).
+        const basicLower = mid - slot.multiplier * atrValue;
+        return { line: basicLower, direction: TREND_UP };
+    }
+    const step = recurrenceStep(mid, atrValue, close, slot.multiplier, slot.prevClosedFinalUpper, slot.prevClosedFinalLower, slot.prevClosedDirection, slot.prevClosedPrevClose);
+    return { line: step.line, direction: step.direction };
+}
+/**
+ * Supertrend — ATR-driven trailing-stop trend follower. Computes
+ * `basicUpper / basicLower = hl2 ± multiplier · atr(length)` per
+ * bar, smooths to `finalUpper / finalLower` via the standard
+ * persistence rule (carry forward unless the prior close pierced
+ * the band), and emits a single `line` Series equal to the active
+ * final band for the current direction. `direction` flips when
+ * `close` crosses the prior `finalUpper` (→ `+1`) or `finalLower`
+ * (→ `-1`). Composes Phase-1 `ta.atr` at sub-slot `${slotId}/atr`.
+ *
+ * NaN ATR (warmup or NaN-propagation) → NaN outputs; local state
+ * freezes so the next finite bar resumes from the prior closed
+ * state. Returns a cached `{ line, direction }` record
+ * (same identity every bar). Warmup is `length` — the same as
+ * `ta.atr`'s warmup, since Supertrend cannot run until ATR is warm.
+ *
+ * @formula  basicUpper = hl2 + multiplier · atr ;
+ *           basicLower = hl2 − multiplier · atr ;
+ *           finalUpper = basicUpper < prevFinalUpper || prevClose > prevFinalUpper ? basicUpper : prevFinalUpper ;
+ *           finalLower = basicLower > prevFinalLower || prevClose < prevFinalLower ? basicLower : prevFinalLower ;
+ *           direction  = close > prevFinalUpper ? +1 : close < prevFinalLower ? −1 : prevDirection ;
+ *           line       = direction === +1 ? finalLower : finalUpper
+ * @warmup   length
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const s = ta.supertrend({ length: 10, multiplier: 3 });
+ *     // plot(s.line);
+ */
+export function supertrend(slotId, opts) {
+    const ctx = getCtx();
+    let slot = ctx.stream.taSlots.get(slotId);
+    if (slot === undefined) {
+        const length = opts?.length ?? DEFAULT_LENGTH;
+        const multiplier = opts?.multiplier ?? DEFAULT_MULTIPLIER;
+        slot = initSlot(ctx.stream.ohlcv.close.capacity, length, multiplier);
+        ctx.stream.taSlots.set(slotId, slot);
+    }
+    // Compose: ta.atr at a sub-slot. The composed call routes
+    // through the registry and respects ctx.isTick automatically.
+    const atrSeries = atr(`${slotId}/atr`, slot.length);
+    const mid = ctx.stream.bar.hl2;
+    const atrValue = atrSeries.current;
+    const close = ctx.stream.bar.close;
+    if (ctx.isTick) {
+        const { line, direction } = tickStep(slot, mid, atrValue, close);
+        slot.lineBuffer.replaceHead(line);
+        slot.directionBuffer.replaceHead(direction);
+    }
+    else {
+        const { line, direction } = closeStep(slot, mid, atrValue, close);
+        slot.lineBuffer.append(line);
+        slot.directionBuffer.append(direction);
+    }
+    return slot.outputs;
+}
+//# sourceMappingURL=supertrend.js.map