@invinite-org/chartlang-runtime 1.0.2
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/CHANGELOG.md +2690 -0
- package/LICENSE +21 -0
- package/README.md +57 -0
- package/dist/buildComputeContext.d.ts +21 -0
- package/dist/buildComputeContext.d.ts.map +1 -0
- package/dist/buildComputeContext.js +48 -0
- package/dist/buildComputeContext.js.map +1 -0
- package/dist/createScriptRunner.d.ts +111 -0
- package/dist/createScriptRunner.d.ts.map +1 -0
- package/dist/createScriptRunner.js +234 -0
- package/dist/createScriptRunner.js.map +1 -0
- package/dist/emit/alert.d.ts +46 -0
- package/dist/emit/alert.d.ts.map +1 -0
- package/dist/emit/alert.js +71 -0
- package/dist/emit/alert.js.map +1 -0
- package/dist/emit/alertConditionEmission.d.ts +15 -0
- package/dist/emit/alertConditionEmission.d.ts.map +1 -0
- package/dist/emit/alertConditionEmission.js +53 -0
- package/dist/emit/alertConditionEmission.js.map +1 -0
- package/dist/emit/draw/annotations/arrow.d.ts +42 -0
- package/dist/emit/draw/annotations/arrow.d.ts.map +1 -0
- package/dist/emit/draw/annotations/arrow.js +40 -0
- package/dist/emit/draw/annotations/arrow.js.map +1 -0
- package/dist/emit/draw/annotations/arrowMarkDown.d.ts +36 -0
- package/dist/emit/draw/annotations/arrowMarkDown.d.ts.map +1 -0
- package/dist/emit/draw/annotations/arrowMarkDown.js +40 -0
- package/dist/emit/draw/annotations/arrowMarkDown.js.map +1 -0
- package/dist/emit/draw/annotations/arrowMarkUp.d.ts +36 -0
- package/dist/emit/draw/annotations/arrowMarkUp.d.ts.map +1 -0
- package/dist/emit/draw/annotations/arrowMarkUp.js +40 -0
- package/dist/emit/draw/annotations/arrowMarkUp.js.map +1 -0
- package/dist/emit/draw/annotations/arrowMarker.d.ts +40 -0
- package/dist/emit/draw/annotations/arrowMarker.d.ts.map +1 -0
- package/dist/emit/draw/annotations/arrowMarker.js +40 -0
- package/dist/emit/draw/annotations/arrowMarker.js.map +1 -0
- package/dist/emit/draw/annotations/text.d.ts +41 -0
- package/dist/emit/draw/annotations/text.d.ts.map +1 -0
- package/dist/emit/draw/annotations/text.js +44 -0
- package/dist/emit/draw/annotations/text.js.map +1 -0
- package/dist/emit/draw/boxes/circle.d.ts +42 -0
- package/dist/emit/draw/boxes/circle.d.ts.map +1 -0
- package/dist/emit/draw/boxes/circle.js +44 -0
- package/dist/emit/draw/boxes/circle.js.map +1 -0
- package/dist/emit/draw/boxes/ellipse.d.ts +42 -0
- package/dist/emit/draw/boxes/ellipse.d.ts.map +1 -0
- package/dist/emit/draw/boxes/ellipse.js +40 -0
- package/dist/emit/draw/boxes/ellipse.js.map +1 -0
- package/dist/emit/draw/boxes/marker.d.ts +43 -0
- package/dist/emit/draw/boxes/marker.d.ts.map +1 -0
- package/dist/emit/draw/boxes/marker.js +49 -0
- package/dist/emit/draw/boxes/marker.js.map +1 -0
- package/dist/emit/draw/boxes/path.d.ts +43 -0
- package/dist/emit/draw/boxes/path.d.ts.map +1 -0
- package/dist/emit/draw/boxes/path.js +40 -0
- package/dist/emit/draw/boxes/path.js.map +1 -0
- package/dist/emit/draw/boxes/polyline.d.ts +43 -0
- package/dist/emit/draw/boxes/polyline.d.ts.map +1 -0
- package/dist/emit/draw/boxes/polyline.js +40 -0
- package/dist/emit/draw/boxes/polyline.js.map +1 -0
- package/dist/emit/draw/boxes/rectangle.d.ts +40 -0
- package/dist/emit/draw/boxes/rectangle.d.ts.map +1 -0
- package/dist/emit/draw/boxes/rectangle.js +40 -0
- package/dist/emit/draw/boxes/rectangle.js.map +1 -0
- package/dist/emit/draw/boxes/rotatedRectangle.d.ts +45 -0
- package/dist/emit/draw/boxes/rotatedRectangle.d.ts.map +1 -0
- package/dist/emit/draw/boxes/rotatedRectangle.js +40 -0
- package/dist/emit/draw/boxes/rotatedRectangle.js.map +1 -0
- package/dist/emit/draw/boxes/triangle.d.ts +42 -0
- package/dist/emit/draw/boxes/triangle.d.ts.map +1 -0
- package/dist/emit/draw/boxes/triangle.js +40 -0
- package/dist/emit/draw/boxes/triangle.js.map +1 -0
- package/dist/emit/draw/channels/disjointChannel.d.ts +43 -0
- package/dist/emit/draw/channels/disjointChannel.d.ts.map +1 -0
- package/dist/emit/draw/channels/disjointChannel.js +40 -0
- package/dist/emit/draw/channels/disjointChannel.js.map +1 -0
- package/dist/emit/draw/channels/flatTopBottom.d.ts +44 -0
- package/dist/emit/draw/channels/flatTopBottom.d.ts.map +1 -0
- package/dist/emit/draw/channels/flatTopBottom.js +40 -0
- package/dist/emit/draw/channels/flatTopBottom.js.map +1 -0
- package/dist/emit/draw/channels/regressionTrend.d.ts +49 -0
- package/dist/emit/draw/channels/regressionTrend.d.ts.map +1 -0
- package/dist/emit/draw/channels/regressionTrend.js +44 -0
- package/dist/emit/draw/channels/regressionTrend.js.map +1 -0
- package/dist/emit/draw/channels/trendChannel.d.ts +43 -0
- package/dist/emit/draw/channels/trendChannel.d.ts.map +1 -0
- package/dist/emit/draw/channels/trendChannel.js +40 -0
- package/dist/emit/draw/channels/trendChannel.js.map +1 -0
- package/dist/emit/draw/containers/frame.d.ts +42 -0
- package/dist/emit/draw/containers/frame.d.ts.map +1 -0
- package/dist/emit/draw/containers/frame.js +47 -0
- package/dist/emit/draw/containers/frame.js.map +1 -0
- package/dist/emit/draw/containers/group.d.ts +47 -0
- package/dist/emit/draw/containers/group.d.ts.map +1 -0
- package/dist/emit/draw/containers/group.js +44 -0
- package/dist/emit/draw/containers/group.js.map +1 -0
- package/dist/emit/draw/curves/arc.d.ts +44 -0
- package/dist/emit/draw/curves/arc.d.ts.map +1 -0
- package/dist/emit/draw/curves/arc.js +40 -0
- package/dist/emit/draw/curves/arc.js.map +1 -0
- package/dist/emit/draw/curves/brush.d.ts +44 -0
- package/dist/emit/draw/curves/brush.d.ts.map +1 -0
- package/dist/emit/draw/curves/brush.js +43 -0
- package/dist/emit/draw/curves/brush.js.map +1 -0
- package/dist/emit/draw/curves/curve.d.ts +43 -0
- package/dist/emit/draw/curves/curve.d.ts.map +1 -0
- package/dist/emit/draw/curves/curve.js +40 -0
- package/dist/emit/draw/curves/curve.js.map +1 -0
- package/dist/emit/draw/curves/doubleCurve.d.ts +46 -0
- package/dist/emit/draw/curves/doubleCurve.d.ts.map +1 -0
- package/dist/emit/draw/curves/doubleCurve.js +40 -0
- package/dist/emit/draw/curves/doubleCurve.js.map +1 -0
- package/dist/emit/draw/curves/highlighter.d.ts +43 -0
- package/dist/emit/draw/curves/highlighter.d.ts.map +1 -0
- package/dist/emit/draw/curves/highlighter.js +43 -0
- package/dist/emit/draw/curves/highlighter.js.map +1 -0
- package/dist/emit/draw/curves/pen.d.ts +41 -0
- package/dist/emit/draw/curves/pen.d.ts.map +1 -0
- package/dist/emit/draw/curves/pen.js +40 -0
- package/dist/emit/draw/curves/pen.js.map +1 -0
- package/dist/emit/draw/cycles/cyclicLines.d.ts +41 -0
- package/dist/emit/draw/cycles/cyclicLines.d.ts.map +1 -0
- package/dist/emit/draw/cycles/cyclicLines.js +44 -0
- package/dist/emit/draw/cycles/cyclicLines.js.map +1 -0
- package/dist/emit/draw/cycles/sineLine.d.ts +40 -0
- package/dist/emit/draw/cycles/sineLine.d.ts.map +1 -0
- package/dist/emit/draw/cycles/sineLine.js +44 -0
- package/dist/emit/draw/cycles/sineLine.js.map +1 -0
- package/dist/emit/draw/cycles/timeCycles.d.ts +40 -0
- package/dist/emit/draw/cycles/timeCycles.d.ts.map +1 -0
- package/dist/emit/draw/cycles/timeCycles.js +44 -0
- package/dist/emit/draw/cycles/timeCycles.js.map +1 -0
- package/dist/emit/draw/elliott/elliottCorrectionWave.d.ts +39 -0
- package/dist/emit/draw/elliott/elliottCorrectionWave.d.ts.map +1 -0
- package/dist/emit/draw/elliott/elliottCorrectionWave.js +43 -0
- package/dist/emit/draw/elliott/elliottCorrectionWave.js.map +1 -0
- package/dist/emit/draw/elliott/elliottDoubleCombo.d.ts +44 -0
- package/dist/emit/draw/elliott/elliottDoubleCombo.d.ts.map +1 -0
- package/dist/emit/draw/elliott/elliottDoubleCombo.js +43 -0
- package/dist/emit/draw/elliott/elliottDoubleCombo.js.map +1 -0
- package/dist/emit/draw/elliott/elliottImpulseWave.d.ts +42 -0
- package/dist/emit/draw/elliott/elliottImpulseWave.d.ts.map +1 -0
- package/dist/emit/draw/elliott/elliottImpulseWave.js +43 -0
- package/dist/emit/draw/elliott/elliottImpulseWave.js.map +1 -0
- package/dist/emit/draw/elliott/elliottTriangleWave.d.ts +41 -0
- package/dist/emit/draw/elliott/elliottTriangleWave.d.ts.map +1 -0
- package/dist/emit/draw/elliott/elliottTriangleWave.js +43 -0
- package/dist/emit/draw/elliott/elliottTriangleWave.js.map +1 -0
- package/dist/emit/draw/elliott/elliottTripleCombo.d.ts +44 -0
- package/dist/emit/draw/elliott/elliottTripleCombo.d.ts.map +1 -0
- package/dist/emit/draw/elliott/elliottTripleCombo.js +47 -0
- package/dist/emit/draw/elliott/elliottTripleCombo.js.map +1 -0
- package/dist/emit/draw/fibA/fibChannel.d.ts +41 -0
- package/dist/emit/draw/fibA/fibChannel.d.ts.map +1 -0
- package/dist/emit/draw/fibA/fibChannel.js +40 -0
- package/dist/emit/draw/fibA/fibChannel.js.map +1 -0
- package/dist/emit/draw/fibA/fibRetracement.d.ts +40 -0
- package/dist/emit/draw/fibA/fibRetracement.d.ts.map +1 -0
- package/dist/emit/draw/fibA/fibRetracement.js +44 -0
- package/dist/emit/draw/fibA/fibRetracement.js.map +1 -0
- package/dist/emit/draw/fibA/fibTimeZone.d.ts +41 -0
- package/dist/emit/draw/fibA/fibTimeZone.d.ts.map +1 -0
- package/dist/emit/draw/fibA/fibTimeZone.js +44 -0
- package/dist/emit/draw/fibA/fibTimeZone.js.map +1 -0
- package/dist/emit/draw/fibA/fibTrendExtension.d.ts +42 -0
- package/dist/emit/draw/fibA/fibTrendExtension.d.ts.map +1 -0
- package/dist/emit/draw/fibA/fibTrendExtension.js +44 -0
- package/dist/emit/draw/fibA/fibTrendExtension.js.map +1 -0
- package/dist/emit/draw/fibA/fibWedge.d.ts +42 -0
- package/dist/emit/draw/fibA/fibWedge.d.ts.map +1 -0
- package/dist/emit/draw/fibA/fibWedge.js +40 -0
- package/dist/emit/draw/fibA/fibWedge.js.map +1 -0
- package/dist/emit/draw/fibB/fibCircles.d.ts +41 -0
- package/dist/emit/draw/fibB/fibCircles.d.ts.map +1 -0
- package/dist/emit/draw/fibB/fibCircles.js +44 -0
- package/dist/emit/draw/fibB/fibCircles.js.map +1 -0
- package/dist/emit/draw/fibB/fibSpeedArcs.d.ts +39 -0
- package/dist/emit/draw/fibB/fibSpeedArcs.d.ts.map +1 -0
- package/dist/emit/draw/fibB/fibSpeedArcs.js +44 -0
- package/dist/emit/draw/fibB/fibSpeedArcs.js.map +1 -0
- package/dist/emit/draw/fibB/fibSpeedFan.d.ts +39 -0
- package/dist/emit/draw/fibB/fibSpeedFan.d.ts.map +1 -0
- package/dist/emit/draw/fibB/fibSpeedFan.js +44 -0
- package/dist/emit/draw/fibB/fibSpeedFan.js.map +1 -0
- package/dist/emit/draw/fibB/fibSpiral.d.ts +41 -0
- package/dist/emit/draw/fibB/fibSpiral.d.ts.map +1 -0
- package/dist/emit/draw/fibB/fibSpiral.js +44 -0
- package/dist/emit/draw/fibB/fibSpiral.js.map +1 -0
- package/dist/emit/draw/fibB/fibTrendTime.d.ts +45 -0
- package/dist/emit/draw/fibB/fibTrendTime.d.ts.map +1 -0
- package/dist/emit/draw/fibB/fibTrendTime.js +44 -0
- package/dist/emit/draw/fibB/fibTrendTime.js.map +1 -0
- package/dist/emit/draw/gann/gannBox.d.ts +39 -0
- package/dist/emit/draw/gann/gannBox.d.ts.map +1 -0
- package/dist/emit/draw/gann/gannBox.js +44 -0
- package/dist/emit/draw/gann/gannBox.js.map +1 -0
- package/dist/emit/draw/gann/gannFan.d.ts +39 -0
- package/dist/emit/draw/gann/gannFan.d.ts.map +1 -0
- package/dist/emit/draw/gann/gannFan.js +44 -0
- package/dist/emit/draw/gann/gannFan.js.map +1 -0
- package/dist/emit/draw/gann/gannSquare.d.ts +38 -0
- package/dist/emit/draw/gann/gannSquare.d.ts.map +1 -0
- package/dist/emit/draw/gann/gannSquare.js +44 -0
- package/dist/emit/draw/gann/gannSquare.js.map +1 -0
- package/dist/emit/draw/gann/gannSquareFixed.d.ts +35 -0
- package/dist/emit/draw/gann/gannSquareFixed.d.ts.map +1 -0
- package/dist/emit/draw/gann/gannSquareFixed.js +44 -0
- package/dist/emit/draw/gann/gannSquareFixed.js.map +1 -0
- package/dist/emit/draw/handle.d.ts +37 -0
- package/dist/emit/draw/handle.d.ts.map +1 -0
- package/dist/emit/draw/handle.js +118 -0
- package/dist/emit/draw/handle.js.map +1 -0
- package/dist/emit/draw/index.d.ts +5 -0
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- package/dist/emit/draw/index.js.map +1 -0
- package/dist/emit/draw/lines/crossLine.d.ts +37 -0
- package/dist/emit/draw/lines/crossLine.d.ts.map +1 -0
- package/dist/emit/draw/lines/crossLine.js +40 -0
- package/dist/emit/draw/lines/crossLine.js.map +1 -0
- package/dist/emit/draw/lines/horizontalLine.d.ts +33 -0
- package/dist/emit/draw/lines/horizontalLine.d.ts.map +1 -0
- package/dist/emit/draw/lines/horizontalLine.js +40 -0
- package/dist/emit/draw/lines/horizontalLine.js.map +1 -0
- package/dist/emit/draw/lines/horizontalRay.d.ts +36 -0
- package/dist/emit/draw/lines/horizontalRay.d.ts.map +1 -0
- package/dist/emit/draw/lines/horizontalRay.js +40 -0
- package/dist/emit/draw/lines/horizontalRay.js.map +1 -0
- package/dist/emit/draw/lines/line.d.ts +43 -0
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- package/dist/emit/draw/lines/line.js +43 -0
- package/dist/emit/draw/lines/line.js.map +1 -0
- package/dist/emit/draw/lines/trendAngle.d.ts +38 -0
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- package/dist/emit/draw/lines/trendAngle.js.map +1 -0
- package/dist/emit/draw/lines/verticalLine.d.ts +33 -0
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- package/dist/emit/draw/lines/verticalLine.js +40 -0
- package/dist/emit/draw/lines/verticalLine.js.map +1 -0
- package/dist/emit/draw/namespace.d.ts +26 -0
- package/dist/emit/draw/namespace.d.ts.map +1 -0
- package/dist/emit/draw/namespace.js +186 -0
- package/dist/emit/draw/namespace.js.map +1 -0
- package/dist/emit/draw/patterns/abcdPattern.d.ts +40 -0
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- package/dist/emit/draw/patterns/cypherPattern.d.ts +43 -0
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- package/dist/emit/draw/patterns/cypherPattern.js.map +1 -0
- package/dist/emit/draw/patterns/headAndShoulders.d.ts +42 -0
- package/dist/emit/draw/patterns/headAndShoulders.d.ts.map +1 -0
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- package/dist/emit/draw/patterns/threeDrivesPattern.d.ts +43 -0
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- package/dist/emit/draw/patterns/trianglePattern.d.ts +41 -0
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- package/dist/emit/draw/patterns/xabcdPattern.d.ts +41 -0
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- package/dist/emit/draw/pitchforks/pitchfan.d.ts +39 -0
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- package/dist/ta/sessionVolumeProfile.js +164 -0
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- package/dist/ta/supertrend.js.map +1 -0
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- package/dist/ta/trendStrengthIndex.js +183 -0
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- package/package.json +46 -0
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// Copyright (c) 2026 Invinite. Licensed under the MIT License.
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// See the LICENSE file in the repo root for full license text.
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//
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// No invinite source — semantics per Pine `ta.valuewhen`. See PLAN.md §3.1.
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// Structural choices (callsite-id slot, Series<T> proxy, replaceHead
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// mode) follow chartlang's primitive shape.
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import { Float64RingBuffer } from "../ringBuffer.js";
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import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
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import { makeSeriesView, makeShiftedSeriesView } from "../seriesView.js";
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import { readSourceValue } from "./lib/sourceValue.js";
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function getCtx() {
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const ctx = ACTIVE_RUNTIME_CONTEXT.current;
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if (ctx === null) {
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throw new Error("ta.valuewhen called outside an active script step");
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}
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return ctx;
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}
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function readBoolean(condition) {
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return condition.current;
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}
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function initSlot(occurrence, capacity) {
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const outBuffer = new Float64RingBuffer(capacity);
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const ringCapacity = occurrence + 1;
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return {
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outBuffer,
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series: makeSeriesView(outBuffer),
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shiftedSeries: new Map(),
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occurrence,
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capacity: ringCapacity,
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ring: [],
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matchCount: 0,
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prevRing: [],
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prevMatchCount: 0,
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};
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}
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function emitFromState(occurrence, ring, matchCount) {
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if (matchCount < occurrence + 1)
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return Number.NaN;
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// The ring is oldest-first within its capacity (occurrence + 1).
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// The `occurrence`-th most recent match is the OLDEST entry in a
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// full ring — i.e. ring[0].
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return ring[0];
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}
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function closeValue(slot, src, fired) {
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slot.prevRing = slot.ring.slice();
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slot.prevMatchCount = slot.matchCount;
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if (fired) {
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slot.ring.push(src);
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if (slot.ring.length > slot.capacity)
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slot.ring.shift();
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slot.matchCount += 1;
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}
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return emitFromState(slot.occurrence, slot.ring, slot.matchCount);
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}
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function tickValue(slot, src, fired) {
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// Replay against the snapshot taken before the most recent close.
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const ring = slot.prevRing.slice();
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let count = slot.prevMatchCount;
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if (fired) {
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ring.push(src);
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if (ring.length > slot.capacity)
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ring.shift();
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count += 1;
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}
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return emitFromState(slot.occurrence, ring, count);
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}
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/**
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* Source value at the bar of the n-th most recent `condition === true`.
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* `occurrence === 0` returns the value at the most recent match;
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* `occurrence === 1` the second most recent; etc. NaN until
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* `occurrence + 1` matches have been seen.
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*
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* NaN-source at the matching bar produces NaN in the ring entry, which
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* surfaces as NaN once that entry is the one emitted. Matches NaN-source
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* semantics in Pine.
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*
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* @formula out[t] = source[bar of n-th most recent condition true],
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* NaN until `occurrence + 1` matches
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* @warmup bar of the `occurrence + 1`-th match (data-dependent)
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* @since 0.2
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* @stable
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*
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* @example
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* // import { ta } from "@invinite-org/chartlang-core";
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* // const fast = ta.sma(bar.close, 10);
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* // const slow = ta.sma(bar.close, 30);
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* // const onCross = ta.valuewhen(ta.crossover(fast, slow), bar.close);
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* // plot(onCross);
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*/
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export function valuewhen(slotId, condition, source, occurrence = 0, opts = {}) {
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const ctx = getCtx();
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let slot = ctx.stream.taSlots.get(slotId);
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if (slot === undefined) {
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slot = initSlot(occurrence, ctx.stream.ohlcv.close.capacity);
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ctx.stream.taSlots.set(slotId, slot);
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}
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const fired = readBoolean(condition);
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const src = readSourceValue(source);
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if (ctx.isTick) {
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slot.outBuffer.replaceHead(tickValue(slot, src, fired));
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}
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else {
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slot.outBuffer.append(closeValue(slot, src, fired));
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}
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const offset = opts.offset ?? 0;
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if (offset === 0)
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return slot.series;
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const shifted = slot.shiftedSeries.get(offset);
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if (shifted !== undefined)
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return shifted;
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const next = makeShiftedSeriesView(slot.outBuffer, offset);
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slot.shiftedSeries.set(offset, next);
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return next;
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}
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//# sourceMappingURL=valuewhen.js.map
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{"version":3,"file":"valuewhen.js","sourceRoot":"","sources":["../../src/ta/valuewhen.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,4EAA4E;AAC5E,qEAAqE;AACrE,4CAA4C;AAI5C,OAAO,EAAE,iBAAiB,EAAE,MAAM,kBAAkB,CAAC;AACrD,OAAO,EAAE,sBAAsB,EAAuB,MAAM,sBAAsB,CAAC;AACnF,OAAO,EAAE,cAAc,EAAE,qBAAqB,EAAE,MAAM,kBAAkB,CAAC;AACzE,OAAO,EAAuB,eAAe,EAAE,MAAM,sBAAsB,CAAC;AAsB5E,SAAS,MAAM;IACX,MAAM,GAAG,GAAG,sBAAsB,CAAC,OAAO,CAAC;IAC3C,IAAI,GAAG,KAAK,IAAI,EAAE,CAAC;QACf,MAAM,IAAI,KAAK,CAAC,mDAAmD,CAAC,CAAC;IACzE,CAAC;IACD,OAAO,GAAG,CAAC;AACf,CAAC;AAED,SAAS,WAAW,CAAC,SAA0B;IAC3C,OAAO,SAAS,CAAC,OAAO,CAAC;AAC7B,CAAC;AAED,SAAS,QAAQ,CAAC,UAAkB,EAAE,QAAgB;IAClD,MAAM,SAAS,GAAG,IAAI,iBAAiB,CAAC,QAAQ,CAAC,CAAC;IAClD,MAAM,YAAY,GAAG,UAAU,GAAG,CAAC,CAAC;IACpC,OAAO;QACH,SAAS;QACT,MAAM,EAAE,cAAc,CAAS,SAAS,CAAC;QACzC,aAAa,EAAE,IAAI,GAAG,EAAE;QACxB,UAAU;QACV,QAAQ,EAAE,YAAY;QACtB,IAAI,EAAE,EAAE;QACR,UAAU,EAAE,CAAC;QACb,QAAQ,EAAE,EAAE;QACZ,cAAc,EAAE,CAAC;KACpB,CAAC;AACN,CAAC;AAED,SAAS,aAAa,CAClB,UAAkB,EAClB,IAA2B,EAC3B,UAAkB;IAElB,IAAI,UAAU,GAAG,UAAU,GAAG,CAAC;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IACnD,iEAAiE;IACjE,iEAAiE;IACjE,4BAA4B;IAC5B,OAAO,IAAI,CAAC,CAAC,CAAC,CAAC;AACnB,CAAC;AAED,SAAS,UAAU,CAAC,IAAmB,EAAE,GAAW,EAAE,KAAc;IAChE,IAAI,CAAC,QAAQ,GAAG,IAAI,CAAC,IAAI,CAAC,KAAK,EAAE,CAAC;IAClC,IAAI,CAAC,cAAc,GAAG,IAAI,CAAC,UAAU,CAAC;IACtC,IAAI,KAAK,EAAE,CAAC;QACR,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;QACpB,IAAI,IAAI,CAAC,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,QAAQ;YAAE,IAAI,CAAC,IAAI,CAAC,KAAK,EAAE,CAAC;QACxD,IAAI,CAAC,UAAU,IAAI,CAAC,CAAC;IACzB,CAAC;IACD,OAAO,aAAa,CAAC,IAAI,CAAC,UAAU,EAAE,IAAI,CAAC,IAAI,EAAE,IAAI,CAAC,UAAU,CAAC,CAAC;AACtE,CAAC;AAED,SAAS,SAAS,CAAC,IAAmB,EAAE,GAAW,EAAE,KAAc;IAC/D,kEAAkE;IAClE,MAAM,IAAI,GAAG,IAAI,CAAC,QAAQ,CAAC,KAAK,EAAE,CAAC;IACnC,IAAI,KAAK,GAAG,IAAI,CAAC,cAAc,CAAC;IAChC,IAAI,KAAK,EAAE,CAAC;QACR,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;QACf,IAAI,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,QAAQ;YAAE,IAAI,CAAC,KAAK,EAAE,CAAC;QAC9C,KAAK,IAAI,CAAC,CAAC;IACf,CAAC;IACD,OAAO,aAAa,CAAC,IAAI,CAAC,UAAU,EAAE,IAAI,EAAE,KAAK,CAAC,CAAC;AACvD,CAAC;AAED;;;;;;;;;;;;;;;;;;;;;;GAsBG;AACH,MAAM,UAAU,SAAS,CACrB,MAAc,EACd,SAA0B,EAC1B,MAAsB,EACtB,UAAU,GAAG,CAAC,EACd,OAAsB,EAAE;IAExB,MAAM,GAAG,GAAG,MAAM,EAAE,CAAC;IACrB,IAAI,IAAI,GAAG,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,CAA8B,CAAC;IACvE,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;QACrB,IAAI,GAAG,QAAQ,CAAC,UAAU,EAAE,GAAG,CAAC,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC;QAC7D,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,IAAI,CAAC,CAAC;IACzC,CAAC;IACD,MAAM,KAAK,GAAG,WAAW,CAAC,SAAS,CAAC,CAAC;IACrC,MAAM,GAAG,GAAG,eAAe,CAAC,MAAM,CAAC,CAAC;IACpC,IAAI,GAAG,CAAC,MAAM,EAAE,CAAC;QACb,IAAI,CAAC,SAAS,CAAC,WAAW,CAAC,SAAS,CAAC,IAAI,EAAE,GAAG,EAAE,KAAK,CAAC,CAAC,CAAC;IAC5D,CAAC;SAAM,CAAC;QACJ,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,UAAU,CAAC,IAAI,EAAE,GAAG,EAAE,KAAK,CAAC,CAAC,CAAC;IACxD,CAAC;IACD,MAAM,MAAM,GAAG,IAAI,CAAC,MAAM,IAAI,CAAC,CAAC;IAChC,IAAI,MAAM,KAAK,CAAC;QAAE,OAAO,IAAI,CAAC,MAAM,CAAC;IACrC,MAAM,OAAO,GAAG,IAAI,CAAC,aAAa,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC;IAC/C,IAAI,OAAO,KAAK,SAAS;QAAE,OAAO,OAAO,CAAC;IAC1C,MAAM,IAAI,GAAG,qBAAqB,CAAS,IAAI,CAAC,SAAS,EAAE,MAAM,CAAC,CAAC;IACnE,IAAI,CAAC,aAAa,CAAC,GAAG,CAAC,MAAM,EAAE,IAAI,CAAC,CAAC;IACrC,OAAO,IAAI,CAAC;AAChB,CAAC"}
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import type { VisibleRangeVolumeProfileOpts, VisibleRangeVolumeProfileResult } from "@invinite-org/chartlang-core";
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/**
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* Visible-Range Volume Profile — buckets the current visible range's
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* volume by price, emits a `horizontal-histogram`, and returns cached
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* POC / VAH / VAL series.
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*
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* The Phase 5 OSS runtime supplies the visible range through
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8
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* `bar.viewport`, populated as the latest 100 bars ending at the
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9
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* current head. Real chart viewport injection is deferred to adapter
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10
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* integrations in Phase 6.
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*
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* @formula Port of invinite visible-range-vp: slice visible candles,
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13
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* bucket volume by price, then derive POC / value-area high /
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* value-area low via the shared volume-profile pipeline.
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15
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* @anchors Visible range = `(bar.viewport.fromTime, bar.viewport.toTime)`.
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16
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* @warmup First 2 bars for non-degenerate bucketization; constant-price
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* positive-volume input emits a one-bucket fallback.
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* @since 0.5
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* @stable
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* @example
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* // import { ta, plot } from "@invinite-org/chartlang-core";
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* // const vp = ta.visibleRangeVolumeProfile({ rowSize: 24 });
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* // plot(vp.poc, { title: "VRVP POC" });
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*/
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export declare function visibleRangeVolumeProfile(slotId: string, opts?: VisibleRangeVolumeProfileOpts): VisibleRangeVolumeProfileResult;
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//# sourceMappingURL=visibleRangeVolumeProfile.d.ts.map
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{"version":3,"file":"visibleRangeVolumeProfile.d.ts","sourceRoot":"","sources":["../../src/ta/visibleRangeVolumeProfile.ts"],"names":[],"mappings":"AAMA,OAAO,KAAK,EACR,6BAA6B,EAC7B,+BAA+B,EAClC,MAAM,8BAA8B,CAAC;AAuFtC;;;;;;;;;;;;;;;;;;;;;;GAsBG;AACH,wBAAgB,yBAAyB,CACrC,MAAM,EAAE,MAAM,EACd,IAAI,CAAC,EAAE,6BAA6B,GACrC,+BAA+B,CAsBjC"}
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// Copyright (c) 2026 Invinite. Licensed under the MIT License.
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// Ported from ../invinite/src/components/trading-chart/indicators/visible-range-volume-profile.ts
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// @ 3234c8c0c3f9880d9d1e3a3ee63ebd55ddd535f4.
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4
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// Translated, not transcribed — Series<T> shape, opts.offset, JSDoc.
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5
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// See packages/runtime/src/ta/CLAUDE.md for the port convention.
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6
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import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
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7
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+
import { makeSeriesView, makeShiftedSeriesView } from "../seriesView.js";
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8
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import { commitVolumeProfileSnapshot, createVolumeProfileCore, emitVolumeProfileHistogram, resolveVolumeProfileSnapshot, volumeProfileConfigFromOpts, } from "./lib/volume-profile/index.js";
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9
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function getCtx() {
|
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10
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+
const ctx = ACTIVE_RUNTIME_CONTEXT.current;
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if (ctx === null) {
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+
throw new Error("ta.visibleRangeVolumeProfile called outside an active script step");
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13
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}
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14
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+
return ctx;
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15
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+
}
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16
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+
function initSlot(capacity) {
|
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17
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+
const core = createVolumeProfileCore(capacity);
|
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18
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+
const slot = {
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19
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+
...core,
|
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20
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+
result: Object.freeze({
|
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21
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+
get buckets() {
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22
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+
return slot.buckets;
|
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23
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+
},
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24
|
+
poc: makeSeriesView(core.pocBuffer),
|
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25
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+
valHigh: makeSeriesView(core.valHighBuffer),
|
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26
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+
valLow: makeSeriesView(core.valLowBuffer),
|
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27
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+
}),
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28
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+
shiftedResults: new Map(),
|
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+
};
|
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30
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+
return slot;
|
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31
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+
}
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32
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+
function resultForOffset(slot, offset) {
|
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33
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+
if (offset === 0)
|
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+
return slot.result;
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35
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+
let cached = slot.shiftedResults.get(offset);
|
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+
if (cached === undefined) {
|
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37
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+
cached = Object.freeze({
|
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38
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+
get buckets() {
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39
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+
return slot.buckets;
|
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40
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+
},
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+
poc: makeShiftedSeriesView(slot.pocBuffer, offset),
|
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valHigh: makeShiftedSeriesView(slot.valHighBuffer, offset),
|
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43
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+
valLow: makeShiftedSeriesView(slot.valLowBuffer, offset),
|
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+
});
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45
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+
slot.shiftedResults.set(offset, cached);
|
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46
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+
}
|
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47
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+
return cached;
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48
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+
}
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49
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+
function collectBars(ctx) {
|
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50
|
+
const { ohlcv } = ctx.stream;
|
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51
|
+
const { fromTime, toTime } = ctx.stream.bar.viewport;
|
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52
|
+
const bars = [];
|
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53
|
+
for (let lookback = ohlcv.close.length - 1; lookback >= 0; lookback -= 1) {
|
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54
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+
const time = ohlcv.time.at(lookback);
|
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55
|
+
if (time < fromTime || time > toTime)
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+
continue;
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+
bars.push({
|
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58
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+
close: ohlcv.close.at(lookback),
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59
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+
high: ohlcv.high.at(lookback),
|
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60
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+
low: ohlcv.low.at(lookback),
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61
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+
open: ohlcv.open.at(lookback),
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time,
|
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63
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+
volume: ohlcv.volume.at(lookback),
|
|
64
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+
});
|
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65
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+
}
|
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66
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+
return bars;
|
|
67
|
+
}
|
|
68
|
+
/**
|
|
69
|
+
* Visible-Range Volume Profile — buckets the current visible range's
|
|
70
|
+
* volume by price, emits a `horizontal-histogram`, and returns cached
|
|
71
|
+
* POC / VAH / VAL series.
|
|
72
|
+
*
|
|
73
|
+
* The Phase 5 OSS runtime supplies the visible range through
|
|
74
|
+
* `bar.viewport`, populated as the latest 100 bars ending at the
|
|
75
|
+
* current head. Real chart viewport injection is deferred to adapter
|
|
76
|
+
* integrations in Phase 6.
|
|
77
|
+
*
|
|
78
|
+
* @formula Port of invinite visible-range-vp: slice visible candles,
|
|
79
|
+
* bucket volume by price, then derive POC / value-area high /
|
|
80
|
+
* value-area low via the shared volume-profile pipeline.
|
|
81
|
+
* @anchors Visible range = `(bar.viewport.fromTime, bar.viewport.toTime)`.
|
|
82
|
+
* @warmup First 2 bars for non-degenerate bucketization; constant-price
|
|
83
|
+
* positive-volume input emits a one-bucket fallback.
|
|
84
|
+
* @since 0.5
|
|
85
|
+
* @stable
|
|
86
|
+
* @example
|
|
87
|
+
* // import { ta, plot } from "@invinite-org/chartlang-core";
|
|
88
|
+
* // const vp = ta.visibleRangeVolumeProfile({ rowSize: 24 });
|
|
89
|
+
* // plot(vp.poc, { title: "VRVP POC" });
|
|
90
|
+
*/
|
|
91
|
+
export function visibleRangeVolumeProfile(slotId, opts) {
|
|
92
|
+
const ctx = getCtx();
|
|
93
|
+
let slot = ctx.stream.taSlots.get(slotId);
|
|
94
|
+
if (slot === undefined) {
|
|
95
|
+
slot = initSlot(ctx.stream.ohlcv.close.capacity);
|
|
96
|
+
ctx.stream.taSlots.set(slotId, slot);
|
|
97
|
+
}
|
|
98
|
+
const snapshot = resolveVolumeProfileSnapshot({
|
|
99
|
+
bars: collectBars(ctx),
|
|
100
|
+
bucketColor: opts?.bucketColor,
|
|
101
|
+
config: volumeProfileConfigFromOpts(opts ?? {}),
|
|
102
|
+
});
|
|
103
|
+
commitVolumeProfileSnapshot(slot, ctx.isTick, snapshot);
|
|
104
|
+
emitVolumeProfileHistogram(ctx, slotId, "Visible Range Volume Profile", snapshot.poc, snapshot.buckets);
|
|
105
|
+
return resultForOffset(slot, opts?.offset ?? 0);
|
|
106
|
+
}
|
|
107
|
+
//# sourceMappingURL=visibleRangeVolumeProfile.js.map
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|
@@ -0,0 +1 @@
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1
|
+
{"version":3,"file":"visibleRangeVolumeProfile.js","sourceRoot":"","sources":["../../src/ta/visibleRangeVolumeProfile.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,kGAAkG;AAClG,gDAAgD;AAChD,qEAAqE;AACrE,iEAAiE;AAOjE,OAAO,EAAE,sBAAsB,EAAuB,MAAM,sBAAsB,CAAC;AACnF,OAAO,EAAE,cAAc,EAAE,qBAAqB,EAAE,MAAM,kBAAkB,CAAC;AACzE,OAAO,EAGH,2BAA2B,EAC3B,uBAAuB,EACvB,0BAA0B,EAC1B,4BAA4B,EAC5B,2BAA2B,GAC9B,MAAM,+BAA+B,CAAC;AAWvC,SAAS,MAAM;IACX,MAAM,GAAG,GAAG,sBAAsB,CAAC,OAAO,CAAC;IAC3C,IAAI,GAAG,KAAK,IAAI,EAAE,CAAC;QACf,MAAM,IAAI,KAAK,CAAC,mEAAmE,CAAC,CAAC;IACzF,CAAC;IACD,OAAO,GAAG,CAAC;AACf,CAAC;AAED,SAAS,QAAQ,CAAC,QAAgB;IAC9B,MAAM,IAAI,GAAG,uBAAuB,CAAC,QAAQ,CAAC,CAAC;IAC/C,MAAM,IAAI,GAAyC;QAC/C,GAAG,IAAI;QACP,MAAM,EAAE,MAAM,CAAC,MAAM,CAAC;YAClB,IAAI,OAAO;gBACP,OAAO,IAAI,CAAC,OAAO,CAAC;YACxB,CAAC;YACD,GAAG,EAAE,cAAc,CAAS,IAAI,CAAC,SAAS,CAAC;YAC3C,OAAO,EAAE,cAAc,CAAS,IAAI,CAAC,aAAa,CAAC;YACnD,MAAM,EAAE,cAAc,CAAS,IAAI,CAAC,YAAY,CAAC;SACpD,CAAC;QACF,cAAc,EAAE,IAAI,GAAG,EAAE;KAC5B,CAAC;IACF,OAAO,IAAI,CAAC;AAChB,CAAC;AAED,SAAS,eAAe,CACpB,IAAmC,EACnC,MAAc;IAEd,IAAI,MAAM,KAAK,CAAC;QAAE,OAAO,IAAI,CAAC,MAAM,CAAC;IACrC,IAAI,MAAM,GAAG,IAAI,CAAC,cAAc,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC;IAC7C,IAAI,MAAM,KAAK,SAAS,EAAE,CAAC;QACvB,MAAM,GAAG,MAAM,CAAC,MAAM,CAAC;YACnB,IAAI,OAAO;gBACP,OAAO,IAAI,CAAC,OAAO,CAAC;YACxB,CAAC;YACD,GAAG,EAAE,qBAAqB,CAAS,IAAI,CAAC,SAAS,EAAE,MAAM,CAAC;YAC1D,OAAO,EAAE,qBAAqB,CAAS,IAAI,CAAC,aAAa,EAAE,MAAM,CAAC;YAClE,MAAM,EAAE,qBAAqB,CAAS,IAAI,CAAC,YAAY,EAAE,MAAM,CAAC;SACnE,CAAC,CAAC;QACH,IAAI,CAAC,cAAc,CAAC,GAAG,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC;IAC5C,CAAC;IACD,OAAO,MAAM,CAAC;AAClB,CAAC;AAED,SAAS,WAAW,CAAC,GAAmB;IACpC,MAAM,EAAE,KAAK,EAAE,GAAG,GAAG,CAAC,MAAM,CAAC;IAC7B,MAAM,EAAE,QAAQ,EAAE,MAAM,EAAE,GAAG,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,QAAQ,CAAC;IACrD,MAAM,IAAI,GAAuB,EAAE,CAAC;IACpC,KAAK,IAAI,QAAQ,GAAG,KAAK,CAAC,KAAK,CAAC,MAAM,GAAG,CAAC,EAAE,QAAQ,IAAI,CAAC,EAAE,QAAQ,IAAI,CAAC,EAAE,CAAC;QACvE,MAAM,IAAI,GAAG,KAAK,CAAC,IAAI,CAAC,EAAE,CAAC,QAAQ,CAAC,CAAC;QACrC,IAAI,IAAI,GAAG,QAAQ,IAAI,IAAI,GAAG,MAAM;YAAE,SAAS;QAC/C,IAAI,CAAC,IAAI,CAAC;YACN,KAAK,EAAE,KAAK,CAAC,KAAK,CAAC,EAAE,CAAC,QAAQ,CAAC;YAC/B,IAAI,EAAE,KAAK,CAAC,IAAI,CAAC,EAAE,CAAC,QAAQ,CAAC;YAC7B,GAAG,EAAE,KAAK,CAAC,GAAG,CAAC,EAAE,CAAC,QAAQ,CAAC;YAC3B,IAAI,EAAE,KAAK,CAAC,IAAI,CAAC,EAAE,CAAC,QAAQ,CAAC;YAC7B,IAAI;YACJ,MAAM,EAAE,KAAK,CAAC,MAAM,CAAC,EAAE,CAAC,QAAQ,CAAC;SACpC,CAAC,CAAC;IACP,CAAC;IACD,OAAO,IAAI,CAAC;AAChB,CAAC;AAED;;;;;;;;;;;;;;;;;;;;;;GAsBG;AACH,MAAM,UAAU,yBAAyB,CACrC,MAAc,EACd,IAAoC;IAEpC,MAAM,GAAG,GAAG,MAAM,EAAE,CAAC;IACrB,IAAI,IAAI,GAAG,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,CAA8C,CAAC;IACvF,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;QACrB,IAAI,GAAG,QAAQ,CAAC,GAAG,CAAC,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC;QACjD,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,IAAI,CAAC,CAAC;IACzC,CAAC;IAED,MAAM,QAAQ,GAAG,4BAA4B,CAAC;QAC1C,IAAI,EAAE,WAAW,CAAC,GAAG,CAAC;QACtB,WAAW,EAAE,IAAI,EAAE,WAAW;QAC9B,MAAM,EAAE,2BAA2B,CAAC,IAAI,IAAI,EAAE,CAAC;KAClD,CAAC,CAAC;IACH,2BAA2B,CAAC,IAAI,EAAE,GAAG,CAAC,MAAM,EAAE,QAAQ,CAAC,CAAC;IACxD,0BAA0B,CACtB,GAAG,EACH,MAAM,EACN,8BAA8B,EAC9B,QAAQ,CAAC,GAAG,EACZ,QAAQ,CAAC,OAAO,CACnB,CAAC;IACF,OAAO,eAAe,CAAC,IAAI,EAAE,IAAI,EAAE,MAAM,IAAI,CAAC,CAAC,CAAC;AACpD,CAAC"}
|
package/dist/ta/vol.d.ts
ADDED
|
@@ -0,0 +1,23 @@
|
|
|
1
|
+
import type { Series, VolOpts } from "@invinite-org/chartlang-core";
|
|
2
|
+
/**
|
|
3
|
+
* Volume passthrough — emits `bar.volume` as a `Series<number>` so
|
|
4
|
+
* script authors can compose it like any other primitive (e.g. plot
|
|
5
|
+
* as a histogram). Stateless math; the slot exists purely to back
|
|
6
|
+
* the cached `Series<T>` Proxy + the per-callsite output buffer the
|
|
7
|
+
* compiler-injected slot id keys.
|
|
8
|
+
*
|
|
9
|
+
* Tick-mode reads the live `bar.volume`, replacing the head — volume
|
|
10
|
+
* can change mid-bar in real time.
|
|
11
|
+
*
|
|
12
|
+
* @formula out[t] = bar.volume[t]
|
|
13
|
+
* @warmup 0
|
|
14
|
+
* @since 0.2
|
|
15
|
+
* @stable
|
|
16
|
+
*
|
|
17
|
+
* @example
|
|
18
|
+
* // import { ta, plot } from "@invinite-org/chartlang-runtime";
|
|
19
|
+
* // const v = ta.vol("slot");
|
|
20
|
+
* // plot(v, { style: { kind: "histogram", baseline: 0 } });
|
|
21
|
+
*/
|
|
22
|
+
export declare function vol(slotId: string, _opts?: VolOpts): Series<number>;
|
|
23
|
+
//# sourceMappingURL=vol.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"vol.d.ts","sourceRoot":"","sources":["../../src/ta/vol.ts"],"names":[],"mappings":"AAQA,OAAO,KAAK,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,8BAA8B,CAAC;AAwBpE;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,KAAK,CAAC,EAAE,OAAO,GAAG,MAAM,CAAC,MAAM,CAAC,CAcnE"}
|
package/dist/ta/vol.js
ADDED
|
@@ -0,0 +1,58 @@
|
|
|
1
|
+
// Copyright (c) 2026 Invinite. Licensed under the MIT License.
|
|
2
|
+
// See the LICENSE file in the repo root for full license text.
|
|
3
|
+
//
|
|
4
|
+
// Ported from invinite/src/components/trading-chart/indicators/vol.ts
|
|
5
|
+
// (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
|
|
6
|
+
// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
|
|
7
|
+
// provenance contract; the math is the reference, the code style is not.
|
|
8
|
+
import { Float64RingBuffer } from "../ringBuffer.js";
|
|
9
|
+
import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
|
|
10
|
+
import { makeSeriesView } from "../seriesView.js";
|
|
11
|
+
function getCtx() {
|
|
12
|
+
const ctx = ACTIVE_RUNTIME_CONTEXT.current;
|
|
13
|
+
if (ctx === null) {
|
|
14
|
+
throw new Error("ta.vol called outside an active script step");
|
|
15
|
+
}
|
|
16
|
+
return ctx;
|
|
17
|
+
}
|
|
18
|
+
function initSlot(capacity) {
|
|
19
|
+
const outBuffer = new Float64RingBuffer(capacity);
|
|
20
|
+
return { outBuffer, series: makeSeriesView(outBuffer) };
|
|
21
|
+
}
|
|
22
|
+
/**
|
|
23
|
+
* Volume passthrough — emits `bar.volume` as a `Series<number>` so
|
|
24
|
+
* script authors can compose it like any other primitive (e.g. plot
|
|
25
|
+
* as a histogram). Stateless math; the slot exists purely to back
|
|
26
|
+
* the cached `Series<T>` Proxy + the per-callsite output buffer the
|
|
27
|
+
* compiler-injected slot id keys.
|
|
28
|
+
*
|
|
29
|
+
* Tick-mode reads the live `bar.volume`, replacing the head — volume
|
|
30
|
+
* can change mid-bar in real time.
|
|
31
|
+
*
|
|
32
|
+
* @formula out[t] = bar.volume[t]
|
|
33
|
+
* @warmup 0
|
|
34
|
+
* @since 0.2
|
|
35
|
+
* @stable
|
|
36
|
+
*
|
|
37
|
+
* @example
|
|
38
|
+
* // import { ta, plot } from "@invinite-org/chartlang-runtime";
|
|
39
|
+
* // const v = ta.vol("slot");
|
|
40
|
+
* // plot(v, { style: { kind: "histogram", baseline: 0 } });
|
|
41
|
+
*/
|
|
42
|
+
export function vol(slotId, _opts) {
|
|
43
|
+
const ctx = getCtx();
|
|
44
|
+
let slot = ctx.stream.taSlots.get(slotId);
|
|
45
|
+
if (slot === undefined) {
|
|
46
|
+
slot = initSlot(ctx.stream.ohlcv.close.capacity);
|
|
47
|
+
ctx.stream.taSlots.set(slotId, slot);
|
|
48
|
+
}
|
|
49
|
+
const value = ctx.stream.bar.volume;
|
|
50
|
+
if (ctx.isTick) {
|
|
51
|
+
slot.outBuffer.replaceHead(value);
|
|
52
|
+
}
|
|
53
|
+
else {
|
|
54
|
+
slot.outBuffer.append(value);
|
|
55
|
+
}
|
|
56
|
+
return slot.series;
|
|
57
|
+
}
|
|
58
|
+
//# sourceMappingURL=vol.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"vol.js","sourceRoot":"","sources":["../../src/ta/vol.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,sEAAsE;AACtE,mEAAmE;AACnE,0DAA0D;AAC1D,yEAAyE;AAIzE,OAAO,EAAE,iBAAiB,EAAE,MAAM,kBAAkB,CAAC;AACrD,OAAO,EAAE,sBAAsB,EAAuB,MAAM,sBAAsB,CAAC;AACnF,OAAO,EAAE,cAAc,EAAE,MAAM,kBAAkB,CAAC;AAOlD,SAAS,MAAM;IACX,MAAM,GAAG,GAAG,sBAAsB,CAAC,OAAO,CAAC;IAC3C,IAAI,GAAG,KAAK,IAAI,EAAE,CAAC;QACf,MAAM,IAAI,KAAK,CAAC,6CAA6C,CAAC,CAAC;IACnE,CAAC;IACD,OAAO,GAAG,CAAC;AACf,CAAC;AAED,SAAS,QAAQ,CAAC,QAAgB;IAC9B,MAAM,SAAS,GAAG,IAAI,iBAAiB,CAAC,QAAQ,CAAC,CAAC;IAClD,OAAO,EAAE,SAAS,EAAE,MAAM,EAAE,cAAc,CAAS,SAAS,CAAC,EAAE,CAAC;AACpE,CAAC;AAED;;;;;;;;;;;;;;;;;;;GAmBG;AACH,MAAM,UAAU,GAAG,CAAC,MAAc,EAAE,KAAe;IAC/C,MAAM,GAAG,GAAG,MAAM,EAAE,CAAC;IACrB,IAAI,IAAI,GAAG,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,CAAwB,CAAC;IACjE,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;QACrB,IAAI,GAAG,QAAQ,CAAC,GAAG,CAAC,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC;QACjD,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,IAAI,CAAC,CAAC;IACzC,CAAC;IACD,MAAM,KAAK,GAAG,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,MAAM,CAAC;IACpC,IAAI,GAAG,CAAC,MAAM,EAAE,CAAC;QACb,IAAI,CAAC,SAAS,CAAC,WAAW,CAAC,KAAK,CAAC,CAAC;IACtC,CAAC;SAAM,CAAC;QACJ,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;IACjC,CAAC;IACD,OAAO,IAAI,CAAC,MAAM,CAAC;AACvB,CAAC"}
|
|
@@ -0,0 +1,36 @@
|
|
|
1
|
+
import type { VolatilityStopOpts, VolatilityStopResult } from "@invinite-org/chartlang-core";
|
|
2
|
+
/**
|
|
3
|
+
* Volatility Stop — PSAR-like trend-following stop driven by ATR
|
|
4
|
+
* instead of acceleration factors. Trend up: `stop[i] = max(prevStop,
|
|
5
|
+
* src − multiplier · atr)`; flip to down when `src < stop[i]`, reset
|
|
6
|
+
* to `src + multiplier · atr`. Trend down symmetric. Reads
|
|
7
|
+
* `bar.close` as source (Pine `ta.vstop` convention — invinite's
|
|
8
|
+
* `source` opt is omitted; a `source` opt could land in a follow-up).
|
|
9
|
+
* Composes Phase-1 `ta.atr` at sub-slot `${slotId}/atr`. Returns a
|
|
10
|
+
* cached `{ value, direction }` record (same identity every bar).
|
|
11
|
+
*
|
|
12
|
+
* `direction` is `+1` (uptrend → stop is BELOW price), `-1`
|
|
13
|
+
* (downtrend → stop is ABOVE price), NaN during warmup or NaN-
|
|
14
|
+
* suspension. Warmup is `length` (ATR's warmup) — the FIRST warm bar
|
|
15
|
+
* emits NaN (need a prior close to decide direction); the SECOND
|
|
16
|
+
* warm bar seeds direction from `src[i] vs src[i-1]`.
|
|
17
|
+
*
|
|
18
|
+
* NaN ATR or NaN src → NaN outputs; local state freezes so the next
|
|
19
|
+
* finite bar resumes from the prior closed state. Tick-mode replays
|
|
20
|
+
* the recurrence from the snapshot captured at the start of the
|
|
21
|
+
* current bar (mirrors PSAR / Supertrend).
|
|
22
|
+
*
|
|
23
|
+
* @formula up : value = max(prevStop, src − multiplier · atr) ; flip to down on src < value ;
|
|
24
|
+
* down : value = min(prevStop, src + multiplier · atr) ; flip to up on src > value
|
|
25
|
+
* @warmup length
|
|
26
|
+
* @anchors length, multiplier
|
|
27
|
+
* @since 0.2
|
|
28
|
+
* @stable
|
|
29
|
+
*
|
|
30
|
+
* @example
|
|
31
|
+
* // import { ta } from "@invinite-org/chartlang-core";
|
|
32
|
+
* // const v = ta.volatilityStop({ length: 20, multiplier: 2 });
|
|
33
|
+
* // plot(v.value);
|
|
34
|
+
*/
|
|
35
|
+
export declare function volatilityStop(slotId: string, opts?: VolatilityStopOpts): VolatilityStopResult;
|
|
36
|
+
//# sourceMappingURL=volatilityStop.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"volatilityStop.d.ts","sourceRoot":"","sources":["../../src/ta/volatilityStop.ts"],"names":[],"mappings":"AAkBA,OAAO,KAAK,EAAE,kBAAkB,EAAE,oBAAoB,EAAE,MAAM,8BAA8B,CAAC;AA2L7F;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAgCG;AACH,wBAAgB,cAAc,CAAC,MAAM,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,kBAAkB,GAAG,oBAAoB,CAsB9F"}
|
|
@@ -0,0 +1,203 @@
|
|
|
1
|
+
// Copyright (c) 2026 Invinite. Licensed under the MIT License.
|
|
2
|
+
// See the LICENSE file in the repo root for full license text.
|
|
3
|
+
//
|
|
4
|
+
// Ported from invinite/src/components/trading-chart/indicators/volatility-stop.ts
|
|
5
|
+
// (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
|
|
6
|
+
// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
|
|
7
|
+
// provenance contract; the math is the reference, the code style is not.
|
|
8
|
+
// Structural choices (callsite-id slot, Series<T> proxy, replaceHead
|
|
9
|
+
// mode) follow chartlang's primitive shape — NOT invinite's
|
|
10
|
+
// IndicatorPlugin shape. Volatility Stop composes Phase-1 `ta.atr` at
|
|
11
|
+
// sub-slot `${slotId}/atr` (mirrors Supertrend); the source is
|
|
12
|
+
// hard-coded to `bar.close` (Pine `ta.vstop` convention; invinite's
|
|
13
|
+
// `source` field is deliberately dropped). The recurrence runs
|
|
14
|
+
// incrementally one bar at a time; tick-mode replays the recurrence
|
|
15
|
+
// from a per-bar snapshot of the state at the start of the current
|
|
16
|
+
// bar so a partial-bar tick doesn't pollute the next close's flip
|
|
17
|
+
// detection.
|
|
18
|
+
import { Float64RingBuffer } from "../ringBuffer.js";
|
|
19
|
+
import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
|
|
20
|
+
import { makeSeriesView } from "../seriesView.js";
|
|
21
|
+
import { atr } from "./atr.js";
|
|
22
|
+
const DEFAULT_LENGTH = 20;
|
|
23
|
+
const DEFAULT_MULTIPLIER = 2;
|
|
24
|
+
const TREND_UP = 1;
|
|
25
|
+
const TREND_DOWN = -1;
|
|
26
|
+
const TREND_UNKNOWN = 0;
|
|
27
|
+
function getCtx() {
|
|
28
|
+
const ctx = ACTIVE_RUNTIME_CONTEXT.current;
|
|
29
|
+
if (ctx === null) {
|
|
30
|
+
throw new Error("ta.volatilityStop called outside an active script step");
|
|
31
|
+
}
|
|
32
|
+
return ctx;
|
|
33
|
+
}
|
|
34
|
+
function initSlot(capacity, length, multiplier) {
|
|
35
|
+
const valueBuffer = new Float64RingBuffer(capacity);
|
|
36
|
+
const directionBuffer = new Float64RingBuffer(capacity);
|
|
37
|
+
return {
|
|
38
|
+
outputs: Object.freeze({
|
|
39
|
+
value: makeSeriesView(valueBuffer),
|
|
40
|
+
direction: makeSeriesView(directionBuffer),
|
|
41
|
+
}),
|
|
42
|
+
valueBuffer,
|
|
43
|
+
directionBuffer,
|
|
44
|
+
length,
|
|
45
|
+
multiplier,
|
|
46
|
+
warmBarCount: 0,
|
|
47
|
+
direction: TREND_UNKNOWN,
|
|
48
|
+
prevStop: Number.NaN,
|
|
49
|
+
prevSrc: Number.NaN,
|
|
50
|
+
prevClosedWarmBarCount: 0,
|
|
51
|
+
prevClosedDirection: TREND_UNKNOWN,
|
|
52
|
+
prevClosedPrevStop: Number.NaN,
|
|
53
|
+
prevClosedPrevSrc: Number.NaN,
|
|
54
|
+
};
|
|
55
|
+
}
|
|
56
|
+
function snapshot(slot) {
|
|
57
|
+
slot.prevClosedWarmBarCount = slot.warmBarCount;
|
|
58
|
+
slot.prevClosedDirection = slot.direction;
|
|
59
|
+
slot.prevClosedPrevStop = slot.prevStop;
|
|
60
|
+
slot.prevClosedPrevSrc = slot.prevSrc;
|
|
61
|
+
}
|
|
62
|
+
/**
|
|
63
|
+
* One step of the Volatility Stop recurrence given the prior CLOSED-
|
|
64
|
+
* bar snapshot. Returns the new `(value, direction)` for this bar.
|
|
65
|
+
* Used by both close-side (which mutates the slot) and tick-side
|
|
66
|
+
* (which reads the snapshot, does NOT mutate the slot).
|
|
67
|
+
*/
|
|
68
|
+
function recurrenceStep(src, atrValue, multiplier, prevDirection, prevStop, prevSrc) {
|
|
69
|
+
if (prevDirection === TREND_UNKNOWN) {
|
|
70
|
+
// Second warm bar — decide initial direction from src[i] vs
|
|
71
|
+
// src[i-1]. Initial stop seeds from the deviation band.
|
|
72
|
+
const newDirection = src >= prevSrc ? TREND_UP : TREND_DOWN;
|
|
73
|
+
const stop = newDirection === TREND_UP ? src - multiplier * atrValue : src + multiplier * atrValue;
|
|
74
|
+
return {
|
|
75
|
+
value: stop,
|
|
76
|
+
direction: newDirection,
|
|
77
|
+
nextDirection: newDirection,
|
|
78
|
+
nextStop: stop,
|
|
79
|
+
};
|
|
80
|
+
}
|
|
81
|
+
if (prevDirection === TREND_UP) {
|
|
82
|
+
let next = src - multiplier * atrValue;
|
|
83
|
+
if (next < prevStop)
|
|
84
|
+
next = prevStop;
|
|
85
|
+
if (src < next) {
|
|
86
|
+
next = src + multiplier * atrValue;
|
|
87
|
+
return {
|
|
88
|
+
value: next,
|
|
89
|
+
direction: TREND_DOWN,
|
|
90
|
+
nextDirection: TREND_DOWN,
|
|
91
|
+
nextStop: next,
|
|
92
|
+
};
|
|
93
|
+
}
|
|
94
|
+
return { value: next, direction: TREND_UP, nextDirection: TREND_UP, nextStop: next };
|
|
95
|
+
}
|
|
96
|
+
// prevDirection === TREND_DOWN.
|
|
97
|
+
let next = src + multiplier * atrValue;
|
|
98
|
+
if (next > prevStop)
|
|
99
|
+
next = prevStop;
|
|
100
|
+
if (src > next) {
|
|
101
|
+
next = src - multiplier * atrValue;
|
|
102
|
+
return {
|
|
103
|
+
value: next,
|
|
104
|
+
direction: TREND_UP,
|
|
105
|
+
nextDirection: TREND_UP,
|
|
106
|
+
nextStop: next,
|
|
107
|
+
};
|
|
108
|
+
}
|
|
109
|
+
return { value: next, direction: TREND_DOWN, nextDirection: TREND_DOWN, nextStop: next };
|
|
110
|
+
}
|
|
111
|
+
function closeStep(slot, src, atrValue) {
|
|
112
|
+
// NaN suspends state: don't advance live fields. Snapshot stays
|
|
113
|
+
// pinned to the prior bar's state.
|
|
114
|
+
if (!Number.isFinite(src) || !Number.isFinite(atrValue)) {
|
|
115
|
+
return { value: Number.NaN, direction: Number.NaN };
|
|
116
|
+
}
|
|
117
|
+
snapshot(slot);
|
|
118
|
+
if (slot.warmBarCount === 0) {
|
|
119
|
+
// First warm bar — can't decide direction yet (need a prior
|
|
120
|
+
// src to compare). Seed `prevSrc` and emit NaN.
|
|
121
|
+
slot.warmBarCount = 1;
|
|
122
|
+
slot.prevSrc = src;
|
|
123
|
+
slot.direction = TREND_UNKNOWN;
|
|
124
|
+
slot.prevStop = Number.NaN;
|
|
125
|
+
return { value: Number.NaN, direction: Number.NaN };
|
|
126
|
+
}
|
|
127
|
+
const step = recurrenceStep(src, atrValue, slot.multiplier, slot.direction, slot.prevStop, slot.prevSrc);
|
|
128
|
+
slot.warmBarCount += 1;
|
|
129
|
+
slot.direction = step.nextDirection;
|
|
130
|
+
slot.prevStop = step.nextStop;
|
|
131
|
+
slot.prevSrc = src;
|
|
132
|
+
return { value: step.value, direction: step.direction };
|
|
133
|
+
}
|
|
134
|
+
function tickStep(slot, src, atrValue) {
|
|
135
|
+
if (!Number.isFinite(src) || !Number.isFinite(atrValue)) {
|
|
136
|
+
return { value: Number.NaN, direction: Number.NaN };
|
|
137
|
+
}
|
|
138
|
+
if (slot.prevClosedWarmBarCount === 0) {
|
|
139
|
+
// The current bar is the first warm bar — its tick replay is
|
|
140
|
+
// the seed (NaN, NaN — direction undecided).
|
|
141
|
+
return { value: Number.NaN, direction: Number.NaN };
|
|
142
|
+
}
|
|
143
|
+
const step = recurrenceStep(src, atrValue, slot.multiplier, slot.prevClosedDirection, slot.prevClosedPrevStop, slot.prevClosedPrevSrc);
|
|
144
|
+
return { value: step.value, direction: step.direction };
|
|
145
|
+
}
|
|
146
|
+
/**
|
|
147
|
+
* Volatility Stop — PSAR-like trend-following stop driven by ATR
|
|
148
|
+
* instead of acceleration factors. Trend up: `stop[i] = max(prevStop,
|
|
149
|
+
* src − multiplier · atr)`; flip to down when `src < stop[i]`, reset
|
|
150
|
+
* to `src + multiplier · atr`. Trend down symmetric. Reads
|
|
151
|
+
* `bar.close` as source (Pine `ta.vstop` convention — invinite's
|
|
152
|
+
* `source` opt is omitted; a `source` opt could land in a follow-up).
|
|
153
|
+
* Composes Phase-1 `ta.atr` at sub-slot `${slotId}/atr`. Returns a
|
|
154
|
+
* cached `{ value, direction }` record (same identity every bar).
|
|
155
|
+
*
|
|
156
|
+
* `direction` is `+1` (uptrend → stop is BELOW price), `-1`
|
|
157
|
+
* (downtrend → stop is ABOVE price), NaN during warmup or NaN-
|
|
158
|
+
* suspension. Warmup is `length` (ATR's warmup) — the FIRST warm bar
|
|
159
|
+
* emits NaN (need a prior close to decide direction); the SECOND
|
|
160
|
+
* warm bar seeds direction from `src[i] vs src[i-1]`.
|
|
161
|
+
*
|
|
162
|
+
* NaN ATR or NaN src → NaN outputs; local state freezes so the next
|
|
163
|
+
* finite bar resumes from the prior closed state. Tick-mode replays
|
|
164
|
+
* the recurrence from the snapshot captured at the start of the
|
|
165
|
+
* current bar (mirrors PSAR / Supertrend).
|
|
166
|
+
*
|
|
167
|
+
* @formula up : value = max(prevStop, src − multiplier · atr) ; flip to down on src < value ;
|
|
168
|
+
* down : value = min(prevStop, src + multiplier · atr) ; flip to up on src > value
|
|
169
|
+
* @warmup length
|
|
170
|
+
* @anchors length, multiplier
|
|
171
|
+
* @since 0.2
|
|
172
|
+
* @stable
|
|
173
|
+
*
|
|
174
|
+
* @example
|
|
175
|
+
* // import { ta } from "@invinite-org/chartlang-core";
|
|
176
|
+
* // const v = ta.volatilityStop({ length: 20, multiplier: 2 });
|
|
177
|
+
* // plot(v.value);
|
|
178
|
+
*/
|
|
179
|
+
export function volatilityStop(slotId, opts) {
|
|
180
|
+
const ctx = getCtx();
|
|
181
|
+
let slot = ctx.stream.taSlots.get(slotId);
|
|
182
|
+
if (slot === undefined) {
|
|
183
|
+
const length = opts?.length ?? DEFAULT_LENGTH;
|
|
184
|
+
const multiplier = opts?.multiplier ?? DEFAULT_MULTIPLIER;
|
|
185
|
+
slot = initSlot(ctx.stream.ohlcv.close.capacity, length, multiplier);
|
|
186
|
+
ctx.stream.taSlots.set(slotId, slot);
|
|
187
|
+
}
|
|
188
|
+
const atrSeries = atr(`${slotId}/atr`, slot.length);
|
|
189
|
+
const src = ctx.stream.bar.close;
|
|
190
|
+
const atrValue = atrSeries.current;
|
|
191
|
+
if (ctx.isTick) {
|
|
192
|
+
const { value, direction } = tickStep(slot, src, atrValue);
|
|
193
|
+
slot.valueBuffer.replaceHead(value);
|
|
194
|
+
slot.directionBuffer.replaceHead(direction);
|
|
195
|
+
}
|
|
196
|
+
else {
|
|
197
|
+
const { value, direction } = closeStep(slot, src, atrValue);
|
|
198
|
+
slot.valueBuffer.append(value);
|
|
199
|
+
slot.directionBuffer.append(direction);
|
|
200
|
+
}
|
|
201
|
+
return slot.outputs;
|
|
202
|
+
}
|
|
203
|
+
//# sourceMappingURL=volatilityStop.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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@@ -0,0 +1,30 @@
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|
|
1
|
+
import type { VortexOpts, VortexResult } from "@invinite-org/chartlang-core";
|
|
2
|
+
/**
|
|
3
|
+
* Vortex Indicator (Botes & Siepman, 2010) — paired `+VI` / `−VI`
|
|
4
|
+
* trend-direction lines. Reads `bar.high` / `bar.low` / `bar.close`
|
|
5
|
+
* directly (mirrors Pine's `ta.vortex(length)` — no source param).
|
|
6
|
+
* Maintains rolling running-sum windows over the per-bar `vmPlus`,
|
|
7
|
+
* `vmMinus`, and TR series for O(1) per-bar updates. Returns a cached
|
|
8
|
+
* `{ plus, minus }` record (same identity every bar).
|
|
9
|
+
*
|
|
10
|
+
* @formula TR[t] = max(high − low, |high − prevClose|, |low − prevClose|) ;
|
|
11
|
+
* vmPlus[t] = |high[t] − low[t-1]| ;
|
|
12
|
+
* vmMinus[t] = |low[t] − high[t-1]| ;
|
|
13
|
+
* plus[t] = Σ(vmPlus, length) / Σ(TR, length) ;
|
|
14
|
+
* minus[t] = Σ(vmMinus, length) / Σ(TR, length) ;
|
|
15
|
+
* NaN when Σ(TR, length) === 0 (degenerate flat window).
|
|
16
|
+
* @warmup length
|
|
17
|
+
* @since 0.2
|
|
18
|
+
* @stable
|
|
19
|
+
*
|
|
20
|
+
* `opts.offset` shifts both series in lockstep (PLAN.md §9.1) —
|
|
21
|
+
* `series.current` on each output returns the value `offset` bars ago.
|
|
22
|
+
*
|
|
23
|
+
* @example
|
|
24
|
+
* // import { ta } from "@invinite-org/chartlang-runtime";
|
|
25
|
+
* // const v = ta.vortex("slot", 14);
|
|
26
|
+
* // plot(v.plus);
|
|
27
|
+
* // plot(v.minus);
|
|
28
|
+
*/
|
|
29
|
+
export declare function vortex(slotId: string, length: number, opts?: VortexOpts): VortexResult;
|
|
30
|
+
//# sourceMappingURL=vortex.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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|