@invinite-org/chartlang-runtime 1.0.2

package/dist/ta/vortex.js

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+// Copyright (c) 2026 Invinite. Licensed under the MIT License.
+// See the LICENSE file in the repo root for full license text.
+//
+// Ported from invinite/src/components/trading-chart/indicators/vortex.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. Vortex reads `bar.high` / `bar.low` /
+// `bar.close` directly (mirrors Pine's `ta.vortex(length)` — no source
+// param) and maintains rolling running-sum windows over `vmPlus`,
+// `vmMinus`, and TR for O(1) per-bar updates. NaN-on-zero-TR semantics
+// per chartlang task spec §6 (invinite emits 0 on zero TR; chartlang
+// emits NaN to surface the degenerate window).
+import { Float64RingBuffer } from "../ringBuffer.js";
+import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
+import { makeSeriesView, makeShiftedSeriesView } from "../seriesView.js";
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.vortex called outside an active script step");
+    }
+    return ctx;
+}
+function trueRange(high, low, prevClose) {
+    if (!Number.isFinite(prevClose))
+        return high - low;
+    return Math.max(high - low, Math.abs(high - prevClose), Math.abs(low - prevClose));
+}
+function initSlot(length, capacity) {
+    const plusBuffer = new Float64RingBuffer(capacity);
+    const minusBuffer = new Float64RingBuffer(capacity);
+    return {
+        result: Object.freeze({
+            plus: makeSeriesView(plusBuffer),
+            minus: makeSeriesView(minusBuffer),
+        }),
+        plusBuffer,
+        minusBuffer,
+        length,
+        vmPlusWindow: new Float64RingBuffer(length),
+        vmMinusWindow: new Float64RingBuffer(length),
+        trWindow: new Float64RingBuffer(length),
+        runningPlus: 0,
+        runningMinus: 0,
+        runningTr: 0,
+        prevHigh: Number.NaN,
+        prevLow: Number.NaN,
+        prevClose: Number.NaN,
+        prevPrevHigh: Number.NaN,
+        prevPrevLow: Number.NaN,
+        prevPrevClose: Number.NaN,
+        prevClosedRunningPlus: 0,
+        prevClosedRunningMinus: 0,
+        prevClosedRunningTr: 0,
+        evictedPlus: 0,
+        evictedMinus: 0,
+        evictedTr: 0,
+        barCount: 0,
+        shiftedResults: new Map(),
+    };
+}
+function resultForOffset(slot, offset) {
+    if (offset === 0)
+        return slot.result;
+    let cached = slot.shiftedResults.get(offset);
+    if (cached === undefined) {
+        cached = Object.freeze({
+            plus: makeShiftedSeriesView(slot.plusBuffer, offset),
+            minus: makeShiftedSeriesView(slot.minusBuffer, offset),
+        });
+        slot.shiftedResults.set(offset, cached);
+    }
+    return cached;
+}
+function divide(num, den) {
+    // chartlang task spec §6: zero-TR window → NaN (degenerate; invinite
+    // emits 0). Surface as NaN so script-author conditionals can branch.
+    if (den === 0 || !Number.isFinite(den) || !Number.isFinite(num))
+        return Number.NaN;
+    return num / den;
+}
+function closeStep(slot, high, low, close) {
+    if (!Number.isFinite(high) || !Number.isFinite(low) || !Number.isFinite(close)) {
+        // Hold state forward; emit NaN.
+        return { plus: Number.NaN, minus: Number.NaN };
+    }
+    slot.barCount += 1;
+    // Snapshot prior running sums (post-prior-close state — these are
+    // the values tick replay needs to re-derive the head against the
+    // PRIOR closed bar).
+    slot.prevClosedRunningPlus = slot.runningPlus;
+    slot.prevClosedRunningMinus = slot.runningMinus;
+    slot.prevClosedRunningTr = slot.runningTr;
+    const tr = trueRange(high, low, slot.prevClose);
+    const vmPlus = Number.isFinite(slot.prevLow) ? Math.abs(high - slot.prevLow) : 0;
+    const vmMinus = Number.isFinite(slot.prevHigh) ? Math.abs(low - slot.prevHigh) : 0;
+    // Capture prev-prev BEFORE overwriting prev (tick replay reads
+    // against the bar-before-current).
+    slot.prevPrevHigh = slot.prevHigh;
+    slot.prevPrevLow = slot.prevLow;
+    slot.prevPrevClose = slot.prevClose;
+    slot.prevHigh = high;
+    slot.prevLow = low;
+    slot.prevClose = close;
+    // Roll the windows; capture evicted tail values for tick replay.
+    if (slot.vmPlusWindow.length >= slot.length) {
+        slot.evictedPlus = slot.vmPlusWindow.at(slot.length - 1);
+        slot.evictedMinus = slot.vmMinusWindow.at(slot.length - 1);
+        slot.evictedTr = slot.trWindow.at(slot.length - 1);
+        slot.runningPlus -= slot.evictedPlus;
+        slot.runningMinus -= slot.evictedMinus;
+        slot.runningTr -= slot.evictedTr;
+    }
+    else {
+        slot.evictedPlus = 0;
+        slot.evictedMinus = 0;
+        slot.evictedTr = 0;
+    }
+    slot.vmPlusWindow.append(vmPlus);
+    slot.vmMinusWindow.append(vmMinus);
+    slot.trWindow.append(tr);
+    slot.runningPlus += vmPlus;
+    slot.runningMinus += vmMinus;
+    slot.runningTr += tr;
+    // Warmup: first defined output at `barCount === length + 1` (i.e.
+    // bar index `length` zero-based). The seed window completes when
+    // the `length`-th VM/TR triple has been folded in.
+    if (slot.barCount <= slot.length) {
+        return { plus: Number.NaN, minus: Number.NaN };
+    }
+    return {
+        plus: divide(slot.runningPlus, slot.runningTr),
+        minus: divide(slot.runningMinus, slot.runningTr),
+    };
+}
+function tickStep(slot, high, low, close) {
+    if (slot.barCount <= slot.length)
+        return { plus: Number.NaN, minus: Number.NaN };
+    if (!Number.isFinite(high) || !Number.isFinite(low) || !Number.isFinite(close)) {
+        return { plus: Number.NaN, minus: Number.NaN };
+    }
+    // Tick replay against the BAR BEFORE the current bar.
+    const tr = trueRange(high, low, slot.prevPrevClose);
+    // Defensive: `prevPrev*` is seeded by the prior close-side advance,
+    // so by the time `barCount > length` (the guard above) these are
+    // finite. The `: 0` fallback is defence-in-depth.
+    /* c8 ignore next 2 */
+    const vmPlus = Number.isFinite(slot.prevPrevLow) ? Math.abs(high - slot.prevPrevLow) : 0;
+    const vmMinus = Number.isFinite(slot.prevPrevHigh) ? Math.abs(low - slot.prevPrevHigh) : 0;
+    // Re-derive the running sums by starting from the prior closed
+    // sums, subtracting the head bar's evicted tail (captured at the
+    // close-side advance), and adding the tick's contribution.
+    const runningPlus = slot.prevClosedRunningPlus - slot.evictedPlus + vmPlus;
+    const runningMinus = slot.prevClosedRunningMinus - slot.evictedMinus + vmMinus;
+    const runningTr = slot.prevClosedRunningTr - slot.evictedTr + tr;
+    return {
+        plus: divide(runningPlus, runningTr),
+        minus: divide(runningMinus, runningTr),
+    };
+}
+/**
+ * Vortex Indicator (Botes & Siepman, 2010) — paired `+VI` / `−VI`
+ * trend-direction lines. Reads `bar.high` / `bar.low` / `bar.close`
+ * directly (mirrors Pine's `ta.vortex(length)` — no source param).
+ * Maintains rolling running-sum windows over the per-bar `vmPlus`,
+ * `vmMinus`, and TR series for O(1) per-bar updates. Returns a cached
+ * `{ plus, minus }` record (same identity every bar).
+ *
+ * @formula  TR[t]      = max(high − low, |high − prevClose|, |low − prevClose|) ;
+ *           vmPlus[t]  = |high[t] − low[t-1]| ;
+ *           vmMinus[t] = |low[t]  − high[t-1]| ;
+ *           plus[t]    = Σ(vmPlus, length)  / Σ(TR, length) ;
+ *           minus[t]   = Σ(vmMinus, length) / Σ(TR, length) ;
+ *           NaN when Σ(TR, length) === 0 (degenerate flat window).
+ * @warmup   length
+ * @since 0.2
+ * @stable
+ *
+ * `opts.offset` shifts both series in lockstep (PLAN.md §9.1) —
+ * `series.current` on each output returns the value `offset` bars ago.
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-runtime";
+ *     // const v = ta.vortex("slot", 14);
+ *     // plot(v.plus);
+ *     // plot(v.minus);
+ */
+export function vortex(slotId, length, opts) {
+    const ctx = getCtx();
+    let slot = ctx.stream.taSlots.get(slotId);
+    if (slot === undefined) {
+        slot = initSlot(length, ctx.stream.ohlcv.close.capacity);
+        ctx.stream.taSlots.set(slotId, slot);
+    }
+    const bar = ctx.stream.bar;
+    if (ctx.isTick) {
+        const { plus, minus } = tickStep(slot, bar.high, bar.low, bar.close);
+        slot.plusBuffer.replaceHead(plus);
+        slot.minusBuffer.replaceHead(minus);
+    }
+    else {
+        const { plus, minus } = closeStep(slot, bar.high, bar.low, bar.close);
+        slot.plusBuffer.append(plus);
+        slot.minusBuffer.append(minus);
+    }
+    return resultForOffset(slot, opts?.offset ?? 0);
+}
+//# sourceMappingURL=vortex.js.map

package/dist/ta/vortex.js.map

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

@@ -0,0 +1,33 @@
+import type { Series, VwapOpts } from "@invinite-org/chartlang-core";
+/**
+ * Volume-Weighted Average Price (VWAP), session-anchored to the UTC
+ * calendar day. Accumulates `Σ(source · volume) / Σ(volume)` over
+ * the bars since the most recent UTC midnight; resets to NaN at the
+ * top of every UTC day. `source` defaults to `"hlc3"` per Pine.
+ *
+ * **Phase-2 session boundary.** Phase 2 keys the session reset off
+ * `floor(bar.time / 86_400_000)` (the UTC calendar day). Phase 4
+ * lifts session detection to `syminfo.session.regularStart` per
+ * invinite — until then VWAP behaves as a UTC-day-anchored VWAP.
+ *
+ * **NaN handling.** Bars with NaN source or non-positive / NaN volume
+ * contribute zero to the accumulator (the average stays well-defined
+ * across data gaps). The first bar of every new day before any
+ * volume accumulates yields NaN (`cumV === 0`).
+ *
+ * **Tick mode.** Replays the head bar's contribution against a
+ * snapshot of the prior-close (cumPV, cumV, dayKey) tuple so a
+ * partial-bar tick doesn't pollute the next close's accumulator.
+ *
+ * @formula  vwap[t] = Σ_{u ∈ session(t)}(source[u] · volume[u]) / Σ_{u ∈ session(t)}(volume[u])
+ * @warmup   0 (NaN until the first bar with cumV > 0 in the session)
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-runtime";
+ *     // const v = ta.vwap("slot", { source: "hlc3" });
+ *     // const head = v.current;
+ */
+export declare function vwap(slotId: string, opts?: VwapOpts): Series<number>;
+//# sourceMappingURL=vwap.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"vwap.d.ts","sourceRoot":"","sources":["../../src/ta/vwap.ts"],"names":[],"mappings":"AAWA,OAAO,KAAK,EAAE,MAAM,EAAE,QAAQ,EAAE,MAAM,8BAA8B,CAAC;AAyGrE;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA6BG;AACH,wBAAgB,IAAI,CAAC,MAAM,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,QAAQ,GAAG,MAAM,CAAC,MAAM,CAAC,CAmCpE"}

package/dist/ta/vwap.js

@@ -0,0 +1,138 @@
+// 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/vwap.ts
+//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
+// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
+// provenance contract; the math is the reference, the code style is not.
+// Structural choices (callsite-id slot, Series<T> proxy, replaceHead
+// mode) follow chartlang's primitive shape — NOT invinite's
+// IndicatorPlugin shape.
+import { Float64RingBuffer } from "../ringBuffer.js";
+import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
+import { makeSeriesView } from "../seriesView.js";
+const DEFAULT_SOURCE = "hlc3";
+const MS_PER_DAY = 86_400_000;
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.vwap called outside an active script step");
+    }
+    return ctx;
+}
+function initSlot(capacity) {
+    const outBuffer = new Float64RingBuffer(capacity);
+    return {
+        outBuffer,
+        series: makeSeriesView(outBuffer),
+        cumPV: 0,
+        cumV: 0,
+        currentDayKey: Number.NaN,
+        prevClosedCumPV: 0,
+        prevClosedCumV: 0,
+        prevClosedDayKey: Number.NaN,
+    };
+}
+function readSource(ctx, source) {
+    switch (source) {
+        case "close":
+            return ctx.stream.bar.close;
+        case "hl2":
+            return ctx.stream.bar.hl2;
+        case "hlc3":
+            return ctx.stream.bar.hlc3;
+        case "ohlc4":
+            return ctx.stream.bar.ohlc4;
+        case "hlcc4":
+            return ctx.stream.bar.hlcc4;
+    }
+}
+function dayKeyOf(time) {
+    return Math.floor(time / MS_PER_DAY);
+}
+/**
+ * Fold one bar into a (cumPV, cumV, dayKey) accumulator and return
+ * the post-fold tuple. The first arg is the accumulator state coming
+ * in; the result is the state after consuming the bar.
+ *
+ * Resets the cumulative pair to zero when `dayKey` changes from the
+ * incoming `inDayKey`. NaN source or NaN/non-finite volume contributes
+ * zero (keeps the running average stable across data gaps); the day
+ * boundary still triggers the reset.
+ */
+function fold(inCumPV, inCumV, inDayKey, dayKey, src, volume) {
+    let cumPV = inCumPV;
+    let cumV = inCumV;
+    if (inDayKey !== dayKey) {
+        cumPV = 0;
+        cumV = 0;
+    }
+    if (Number.isFinite(src) && Number.isFinite(volume) && volume > 0) {
+        cumPV += src * volume;
+        cumV += volume;
+    }
+    return { cumPV, cumV, dayKey };
+}
+function valueFromCum(cumPV, cumV) {
+    if (cumV === 0)
+        return Number.NaN;
+    return cumPV / cumV;
+}
+/**
+ * Volume-Weighted Average Price (VWAP), session-anchored to the UTC
+ * calendar day. Accumulates `Σ(source · volume) / Σ(volume)` over
+ * the bars since the most recent UTC midnight; resets to NaN at the
+ * top of every UTC day. `source` defaults to `"hlc3"` per Pine.
+ *
+ * **Phase-2 session boundary.** Phase 2 keys the session reset off
+ * `floor(bar.time / 86_400_000)` (the UTC calendar day). Phase 4
+ * lifts session detection to `syminfo.session.regularStart` per
+ * invinite — until then VWAP behaves as a UTC-day-anchored VWAP.
+ *
+ * **NaN handling.** Bars with NaN source or non-positive / NaN volume
+ * contribute zero to the accumulator (the average stays well-defined
+ * across data gaps). The first bar of every new day before any
+ * volume accumulates yields NaN (`cumV === 0`).
+ *
+ * **Tick mode.** Replays the head bar's contribution against a
+ * snapshot of the prior-close (cumPV, cumV, dayKey) tuple so a
+ * partial-bar tick doesn't pollute the next close's accumulator.
+ *
+ * @formula  vwap[t] = Σ_{u ∈ session(t)}(source[u] · volume[u]) / Σ_{u ∈ session(t)}(volume[u])
+ * @warmup   0 (NaN until the first bar with cumV > 0 in the session)
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-runtime";
+ *     // const v = ta.vwap("slot", { source: "hlc3" });
+ *     // const head = v.current;
+ */
+export function vwap(slotId, opts) {
+    const ctx = getCtx();
+    const source = opts?.source ?? DEFAULT_SOURCE;
+    let slot = ctx.stream.taSlots.get(slotId);
+    if (slot === undefined) {
+        slot = initSlot(ctx.stream.ohlcv.close.capacity);
+        ctx.stream.taSlots.set(slotId, slot);
+    }
+    const src = readSource(ctx, source);
+    const volume = ctx.stream.bar.volume;
+    const dayKey = dayKeyOf(ctx.stream.bar.time);
+    if (ctx.isTick) {
+        const next = fold(slot.prevClosedCumPV, slot.prevClosedCumV, slot.prevClosedDayKey, dayKey, src, volume);
+        slot.outBuffer.replaceHead(valueFromCum(next.cumPV, next.cumV));
+        return slot.series;
+    }
+    // Close-side: snapshot the prior-close state, then fold in the new bar.
+    slot.prevClosedCumPV = slot.cumPV;
+    slot.prevClosedCumV = slot.cumV;
+    slot.prevClosedDayKey = slot.currentDayKey;
+    const next = fold(slot.cumPV, slot.cumV, slot.currentDayKey, dayKey, src, volume);
+    slot.cumPV = next.cumPV;
+    slot.cumV = next.cumV;
+    slot.currentDayKey = next.dayKey;
+    slot.outBuffer.append(valueFromCum(slot.cumPV, slot.cumV));
+    return slot.series;
+}
+//# sourceMappingURL=vwap.js.map

package/dist/ta/vwap.js.map

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

@@ -0,0 +1,24 @@
+import type { Series, VwmaOpts } from "@invinite-org/chartlang-core";
+import { type ScalarOrSeries } from "./lib/sourceValue.js";
+/**
+ * Volume-weighted moving average — `Σ source[t−j] · volume[t−j]` over
+ * the trailing `length` bars divided by `Σ volume[t−j]`. NaN volume
+ * slots are treated as `0` (matches `vwmaFloat64`'s null-coalesce
+ * semantics). A NaN source anywhere inside the window emits `NaN`;
+ * a window whose total volume is `0` emits `NaN` (the ratio is
+ * undefined). Reads bar volume from `RuntimeContext.stream.bar.volume`.
+ *
+ * @formula  out[t] = (Σ_{j=0..length-1} source[t − j] · volume[t − j])
+ *                  / (Σ_{j=0..length-1} volume[t − j])
+ *                 ;  NaN when the denominator is 0.
+ * @warmup   length − 1
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const v = ta.vwma(bar.close, 20);
+ *     // plot(v);
+ */
+export declare function vwma(slotId: string, source: ScalarOrSeries, length: number, _opts?: VwmaOpts): Series<number>;
+//# sourceMappingURL=vwma.d.ts.map

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

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

@@ -0,0 +1,112 @@
+// Copyright (c) 2026 Invinite. Licensed under the MIT License.
+// See the LICENSE file in the repo root for full license text.
+//
+// Ported from invinite/src/components/trading-chart/indicators/vwma.ts
+//   plus lib/vwma-of-float64.ts
+//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
+// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
+// provenance contract; the math is the reference, the code style is not.
+// Structural choices (callsite-id slot, Series<T> proxy, replaceHead
+// mode) follow chartlang's primitive shape — NOT invinite's
+// IndicatorPlugin shape.
+import { Float64RingBuffer } from "../ringBuffer.js";
+import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
+import { makeSeriesView } from "../seriesView.js";
+import { readSourceValue } from "./lib/sourceValue.js";
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.vwma called outside an active script step");
+    }
+    return ctx;
+}
+function initSlot(length, capacity) {
+    const outBuffer = new Float64RingBuffer(capacity);
+    return {
+        outBuffer,
+        series: makeSeriesView(outBuffer),
+        length,
+        sourceWindow: new Float64RingBuffer(length),
+        volumeWindow: new Float64RingBuffer(length),
+    };
+}
+function weightedFromWindows(slot) {
+    let pvSum = 0;
+    let volSum = 0;
+    for (let j = 0; j < slot.length; j += 1) {
+        const value = slot.sourceWindow.at(j);
+        if (!Number.isFinite(value))
+            return Number.NaN;
+        const rawVol = slot.volumeWindow.at(j);
+        const v = Number.isFinite(rawVol) ? rawVol : 0;
+        pvSum += value * v;
+        volSum += v;
+    }
+    return volSum > 0 ? pvSum / volSum : Number.NaN;
+}
+function closeValue(slot, src, vol) {
+    slot.sourceWindow.append(src);
+    slot.volumeWindow.append(vol);
+    if (slot.sourceWindow.length < slot.length)
+        return Number.NaN;
+    return weightedFromWindows(slot);
+}
+function tickValue(slot, src, vol) {
+    if (slot.sourceWindow.length < slot.length)
+        return Number.NaN;
+    if (!Number.isFinite(src))
+        return Number.NaN;
+    // Substitute (src, vol) at head position; walk the closed window
+    // for positions 1..length-1.
+    const headVol = Number.isFinite(vol) ? vol : 0;
+    let pvSum = src * headVol;
+    let volSum = headVol;
+    for (let j = 1; j < slot.length; j += 1) {
+        const value = slot.sourceWindow.at(j);
+        if (!Number.isFinite(value))
+            return Number.NaN;
+        const rawVol = slot.volumeWindow.at(j);
+        const v = Number.isFinite(rawVol) ? rawVol : 0;
+        pvSum += value * v;
+        volSum += v;
+    }
+    return volSum > 0 ? pvSum / volSum : Number.NaN;
+}
+/**
+ * Volume-weighted moving average — `Σ source[t−j] · volume[t−j]` over
+ * the trailing `length` bars divided by `Σ volume[t−j]`. NaN volume
+ * slots are treated as `0` (matches `vwmaFloat64`'s null-coalesce
+ * semantics). A NaN source anywhere inside the window emits `NaN`;
+ * a window whose total volume is `0` emits `NaN` (the ratio is
+ * undefined). Reads bar volume from `RuntimeContext.stream.bar.volume`.
+ *
+ * @formula  out[t] = (Σ_{j=0..length-1} source[t − j] · volume[t − j])
+ *                  / (Σ_{j=0..length-1} volume[t − j])
+ *                 ;  NaN when the denominator is 0.
+ * @warmup   length − 1
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const v = ta.vwma(bar.close, 20);
+ *     // plot(v);
+ */
+export function vwma(slotId, source, length, _opts) {
+    const ctx = getCtx();
+    let slot = ctx.stream.taSlots.get(slotId);
+    if (slot === undefined) {
+        slot = initSlot(length, ctx.stream.ohlcv.close.capacity);
+        ctx.stream.taSlots.set(slotId, slot);
+    }
+    const src = readSourceValue(source);
+    const vol = ctx.stream.bar.volume;
+    if (ctx.isTick) {
+        slot.outBuffer.replaceHead(tickValue(slot, src, vol));
+    }
+    else {
+        slot.outBuffer.append(closeValue(slot, src, vol));
+    }
+    return slot.series;
+}
+//# sourceMappingURL=vwma.js.map

package/dist/ta/vwma.js.map

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

@@ -0,0 +1,43 @@
+import type { WilliamsFractalOpts, WilliamsFractalResult } from "@invinite-org/chartlang-core";
+/**
+ * Williams Fractal — centred-window pivot detector. For each centre
+ * bar `c`, marks an **up-fractal** if `bar.high(c)` is strictly
+ * greater than every `bar.high` in the symmetric `length`-bar window
+ * on either side (`c − length .. c − 1` ∪ `c + 1 .. c + length`).
+ * Mirrors for **down-fractal** with `bar.low`.
+ *
+ * Output is centred — at live bar `t`, the value emitted at
+ * `up.current` / `down.current` is the fractal status of bar `t −
+ * length` (when bar `t` closes, we now have enough right-window bars
+ * to confirm bar `t − length`). The most recent `length` slots of
+ * the output Series are intentionally NaN (pending right-window
+ * confirmation). Warmup is `2 · length` bars before the first
+ * confirmed centre.
+ *
+ * Outputs encode **price levels**: `up.current` = `bar.high(centre)`
+ * when up-fractal, NaN otherwise; `down.current` = `bar.low(centre)`
+ * when down-fractal, NaN otherwise. This gives the `marker` plot a
+ * y-anchor (matches invinite's `upFractals[i] = high`). The task
+ * spec's literal "boolean" wording is intentionally not honoured
+ * because (a) the script-facing `plot()` only accepts numeric
+ * series, (b) the marker style needs a price to anchor at, and (c)
+ * level-series is what every reference implementation actually
+ * does. NaN in any window slot → no fractal at the centre.
+ *
+ * Returns a cached `{ up, down }` record (same identity every bar).
+ *
+ * @formula  up   = bar.high(centre) when strict argmax over [c−L, c+L] excluding c, NaN otherwise ;
+ *           down = bar.low(centre)  when strict argmin over [c−L, c+L] excluding c, NaN otherwise
+ * @warmup   2 · length
+ * @anchors  length
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const f = ta.williamsFractal();
+ *     // plot(f.up,   { style: { kind: "marker", shape: "triangle-up",   size: 6 } });
+ *     // plot(f.down, { style: { kind: "marker", shape: "triangle-down", size: 6 } });
+ */
+export declare function williamsFractal(slotId: string, opts?: WilliamsFractalOpts): WilliamsFractalResult;
+//# sourceMappingURL=williamsFractal.d.ts.map

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

@@ -0,0 +1 @@
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