@invinite-org/chartlang-runtime 1.0.2

package/dist/ta/williamsFractal.js

@@ -0,0 +1,171 @@
+// 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/williams-fractal.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. Williams Fractal is self-contained — no
+// composition with `ta.highest` / `ta.lowest` because the centre bar
+// must be EXCLUDED from the windowed strict-extreme comparison (and
+// the sub-primitives don't expose that semantic). The slot owns a
+// `2 · length + 1` ring buffer per side (high / low) and scans it
+// per close. Output deviates from the task spec's literal "boolean"
+// wording in favour of price levels (matches invinite's
+// `upFractals[i] = high`); this gives the `marker` plot a y-anchor.
+import { Float64RingBuffer } from "../ringBuffer.js";
+import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
+import { makeSeriesView } from "../seriesView.js";
+const DEFAULT_LENGTH = 2;
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.williamsFractal called outside an active script step");
+    }
+    return ctx;
+}
+function initSlot(capacity, length) {
+    const upBuffer = new Float64RingBuffer(capacity);
+    const downBuffer = new Float64RingBuffer(capacity);
+    const windowSize = 2 * length + 1;
+    return {
+        outputs: Object.freeze({
+            up: makeSeriesView(upBuffer),
+            down: makeSeriesView(downBuffer),
+        }),
+        upBuffer,
+        downBuffer,
+        length,
+        highWindow: new Float64RingBuffer(windowSize),
+        lowWindow: new Float64RingBuffer(windowSize),
+        barCount: 0,
+    };
+}
+/**
+ * Scan the centred window for an up-fractal at the centre bar (age
+ * `length`). Returns `centreHigh` if the centre's high is strictly
+ * greater than every other entry in `[0, 2·length]` (NaN entries
+ * fail the comparison — any NaN means no fractal). `headHigh` is
+ * the substitute value for age 0 (`highWindow.at(0)`); tick replay
+ * passes the tick's high there.
+ */
+function scanUpFractal(highWindow, headHigh, length) {
+    const centreHigh = highWindow.at(length);
+    if (!Number.isFinite(centreHigh))
+        return Number.NaN;
+    const windowSize = 2 * length + 1;
+    for (let k = 0; k < windowSize; k += 1) {
+        if (k === length)
+            continue;
+        const v = k === 0 ? headHigh : highWindow.at(k);
+        if (!Number.isFinite(v))
+            return Number.NaN;
+        if (v >= centreHigh)
+            return Number.NaN;
+    }
+    return centreHigh;
+}
+/**
+ * Scan the centred window for a down-fractal at the centre bar.
+ * Mirrors {@link scanUpFractal} with `<` / `centreLow`.
+ */
+function scanDownFractal(lowWindow, headLow, length) {
+    const centreLow = lowWindow.at(length);
+    if (!Number.isFinite(centreLow))
+        return Number.NaN;
+    const windowSize = 2 * length + 1;
+    for (let k = 0; k < windowSize; k += 1) {
+        if (k === length)
+            continue;
+        const v = k === 0 ? headLow : lowWindow.at(k);
+        if (!Number.isFinite(v))
+            return Number.NaN;
+        if (v <= centreLow)
+            return Number.NaN;
+    }
+    return centreLow;
+}
+/**
+ * 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 function williamsFractal(slotId, opts) {
+    const ctx = getCtx();
+    let slot = ctx.stream.taSlots.get(slotId);
+    if (slot === undefined) {
+        const length = opts?.length ?? DEFAULT_LENGTH;
+        slot = initSlot(ctx.stream.ohlcv.close.capacity, length);
+        ctx.stream.taSlots.set(slotId, slot);
+    }
+    const bar = ctx.stream.bar;
+    const windowSize = 2 * slot.length + 1;
+    if (ctx.isTick) {
+        // Tick: substitute head (age 0) with the tick's high/low; centre
+        // is still at age `length` in the closed window. Warmup
+        // requires `barCount >= windowSize`.
+        if (slot.barCount < windowSize) {
+            slot.upBuffer.replaceHead(Number.NaN);
+            slot.downBuffer.replaceHead(Number.NaN);
+        }
+        else {
+            slot.upBuffer.replaceHead(scanUpFractal(slot.highWindow, bar.high, slot.length));
+            slot.downBuffer.replaceHead(scanDownFractal(slot.lowWindow, bar.low, slot.length));
+        }
+    }
+    else {
+        slot.highWindow.append(bar.high);
+        slot.lowWindow.append(bar.low);
+        slot.barCount += 1;
+        if (slot.barCount < windowSize) {
+            slot.upBuffer.append(Number.NaN);
+            slot.downBuffer.append(Number.NaN);
+        }
+        else {
+            // Close-side: head (age 0) IS this bar's high/low (we just
+            // appended). Scan with `headHigh = highWindow.at(0)` —
+            // i.e. no substitution.
+            slot.upBuffer.append(scanUpFractal(slot.highWindow, slot.highWindow.at(0), slot.length));
+            slot.downBuffer.append(scanDownFractal(slot.lowWindow, slot.lowWindow.at(0), slot.length));
+        }
+    }
+    return slot.outputs;
+}
+//# sourceMappingURL=williamsFractal.js.map

package/dist/ta/williamsFractal.js.map

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package/dist/ta/williamsR.d.ts

@@ -0,0 +1,24 @@
+import type { Series, WilliamsROpts } from "@invinite-org/chartlang-core";
+/**
+ * Williams %R — momentum oscillator bounded in `[-100, 0]`. Sources
+ * from `bar.high` / `bar.low` / `bar.close` directly (no `source`
+ * arg — matches Pine). Composes `ta.highest` + `ta.lowest` over the
+ * trailing `length` bars; `hh === ll` (flat-line window) emits `NaN`.
+ *
+ * The registry records `yDomain: { kind: "fixed", min: -100, max: 0 }`
+ * via `TA_REGISTRY_METADATA`.
+ *
+ * @formula  hh = highest(bar.high, length) ;
+ *           ll = lowest(bar.low, length) ;
+ *           wr = -100 · (hh − bar.close) / (hh − ll) ; NaN if hh === ll
+ * @warmup   length − 1
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-runtime";
+ *     // const w = ta.williamsR("slot", 14);
+ *     // plot(w);
+ */
+export declare function williamsR(slotId: string, length: number, _opts?: WilliamsROpts): Series<number>;
+//# sourceMappingURL=williamsR.d.ts.map

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

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package/dist/ta/williamsR.js

@@ -0,0 +1,75 @@
+// 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/williams-r.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. Williams %R derives from
+// `bar.high` / `bar.low` / `bar.close` directly — no `source` arg
+// per Pine. Composes `ta.highest` + `ta.lowest` over the trailing
+// `length` bars.
+import { Float64RingBuffer } from "../ringBuffer.js";
+import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
+import { makeSeriesView } from "../seriesView.js";
+import { highest } from "./highest.js";
+import { lowest } from "./lowest.js";
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.williamsR called outside an active script step");
+    }
+    return ctx;
+}
+function williamsRValue(hh, ll, close) {
+    if (!Number.isFinite(hh) || !Number.isFinite(ll) || !Number.isFinite(close)) {
+        return Number.NaN;
+    }
+    const denom = hh - ll;
+    if (denom === 0)
+        return Number.NaN;
+    return (-100 * (hh - close)) / denom;
+}
+/**
+ * Williams %R — momentum oscillator bounded in `[-100, 0]`. Sources
+ * from `bar.high` / `bar.low` / `bar.close` directly (no `source`
+ * arg — matches Pine). Composes `ta.highest` + `ta.lowest` over the
+ * trailing `length` bars; `hh === ll` (flat-line window) emits `NaN`.
+ *
+ * The registry records `yDomain: { kind: "fixed", min: -100, max: 0 }`
+ * via `TA_REGISTRY_METADATA`.
+ *
+ * @formula  hh = highest(bar.high, length) ;
+ *           ll = lowest(bar.low, length) ;
+ *           wr = -100 · (hh − bar.close) / (hh − ll) ; NaN if hh === ll
+ * @warmup   length − 1
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-runtime";
+ *     // const w = ta.williamsR("slot", 14);
+ *     // plot(w);
+ */
+export function williamsR(slotId, length, _opts) {
+    const ctx = getCtx();
+    let slot = ctx.stream.taSlots.get(slotId);
+    if (slot === undefined) {
+        const outBuffer = new Float64RingBuffer(ctx.stream.ohlcv.close.capacity);
+        slot = { outBuffer, series: makeSeriesView(outBuffer) };
+        ctx.stream.taSlots.set(slotId, slot);
+    }
+    const bar = ctx.stream.bar;
+    const hh = highest(`${slotId}/hh`, bar.high, length).current;
+    const ll = lowest(`${slotId}/ll`, bar.low, length).current;
+    const value = williamsRValue(hh, ll, bar.close);
+    if (ctx.isTick) {
+        slot.outBuffer.replaceHead(value);
+    }
+    else {
+        slot.outBuffer.append(value);
+    }
+    return slot.series;
+}
+//# sourceMappingURL=williamsR.js.map

package/dist/ta/williamsR.js.map

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

@@ -0,0 +1,24 @@
+import type { Series, WmaOpts } from "@invinite-org/chartlang-core";
+import { type ScalarOrSeries } from "./lib/sourceValue.js";
+/**
+ * Weighted moving average — linear weights `1..N` over the trailing
+ * `length` source values, denominator `N(N + 1) / 2`. Warmup of
+ * `length − 1` bars returns `NaN`; a NaN anywhere inside the window
+ * also returns `NaN` (full-recompute weighted windows cannot
+ * meaningfully forward-fill a gap). Tick-mode replays the head as
+ * `(N·tickValue + Σ_{j=1..N-1} window[j]·(N−j)) / denom` so a
+ * partial-bar tick doesn't pollute the next close's weighted sum.
+ *
+ * @formula  denom = length(length + 1) / 2 ;
+ *           out[t] = (Σ_{j=0..length-1} source[t − j] · (length − j)) / denom
+ * @warmup   length − 1
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const w = ta.wma(bar.close, 14);
+ *     // plot(w);
+ */
+export declare function wma(slotId: string, source: ScalarOrSeries, length: number, _opts?: WmaOpts): Series<number>;
+//# sourceMappingURL=wma.d.ts.map

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

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

@@ -0,0 +1,106 @@
+// 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/wma.ts
+//   plus lib/wma-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.wma called outside an active script step");
+    }
+    return ctx;
+}
+function initSlot(length, capacity) {
+    const outBuffer = new Float64RingBuffer(capacity);
+    return {
+        outBuffer,
+        series: makeSeriesView(outBuffer),
+        length,
+        denom: (length * (length + 1)) / 2,
+        window: new Float64RingBuffer(length),
+    };
+}
+function weightedFromWindow(slot) {
+    // `window.at(0)` is the head; weight on the head is `length`, weight
+    // on the oldest bar (`at(length - 1)`) is `1`. Any NaN slot in the
+    // window short-circuits the result to NaN (matches `wmaFloat64`'s
+    // window short-circuit semantics).
+    let sum = 0;
+    for (let j = 0; j < slot.length; j += 1) {
+        const v = slot.window.at(j);
+        if (!Number.isFinite(v))
+            return Number.NaN;
+        sum += v * (slot.length - j);
+    }
+    return sum / slot.denom;
+}
+function closeValue(slot, src) {
+    slot.window.append(src);
+    if (slot.window.length < slot.length)
+        return Number.NaN;
+    return weightedFromWindow(slot);
+}
+function tickValue(slot, src) {
+    // The window holds the closed-bar history. A tick replaces the head
+    // bar's value with `src`; compute the weighted sum against the
+    // closed window with `src` substituted at position 0.
+    if (slot.window.length < slot.length)
+        return Number.NaN;
+    if (!Number.isFinite(src))
+        return Number.NaN;
+    let sum = src * slot.length;
+    for (let j = 1; j < slot.length; j += 1) {
+        const v = slot.window.at(j);
+        if (!Number.isFinite(v))
+            return Number.NaN;
+        sum += v * (slot.length - j);
+    }
+    return sum / slot.denom;
+}
+/**
+ * Weighted moving average — linear weights `1..N` over the trailing
+ * `length` source values, denominator `N(N + 1) / 2`. Warmup of
+ * `length − 1` bars returns `NaN`; a NaN anywhere inside the window
+ * also returns `NaN` (full-recompute weighted windows cannot
+ * meaningfully forward-fill a gap). Tick-mode replays the head as
+ * `(N·tickValue + Σ_{j=1..N-1} window[j]·(N−j)) / denom` so a
+ * partial-bar tick doesn't pollute the next close's weighted sum.
+ *
+ * @formula  denom = length(length + 1) / 2 ;
+ *           out[t] = (Σ_{j=0..length-1} source[t − j] · (length − j)) / denom
+ * @warmup   length − 1
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const w = ta.wma(bar.close, 14);
+ *     // plot(w);
+ */
+export function wma(slotId, source, length, _opts) {
+    const ctx = getCtx();
+    let slot = ctx.stream.taSlots.get(slotId);
+    if (slot === undefined) {
+        slot = initSlot(length, ctx.stream.ohlcv.close.capacity);
+        ctx.stream.taSlots.set(slotId, slot);
+    }
+    const src = readSourceValue(source);
+    if (ctx.isTick) {
+        slot.outBuffer.replaceHead(tickValue(slot, src));
+    }
+    else {
+        slot.outBuffer.append(closeValue(slot, src));
+    }
+    return slot.series;
+}
+//# sourceMappingURL=wma.js.map

package/dist/ta/wma.js.map

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

@@ -0,0 +1,40 @@
+import type { ZigZagOpts, ZigZagResult } from "@invinite-org/chartlang-core";
+/**
+ * ZigZag — streaming swing-pivot detector. Walks the close series
+ * tracking a running candidate pivot; confirms a new pivot when the
+ * price has reversed by at least `deviation %` from the candidate
+ * AND `depth` bars have elapsed. The output `value` Series carries
+ * the price of the most-recently-confirmed pivot (held constant
+ * between confirmations); `direction` is `+1` (uptrend), `-1`
+ * (downtrend), or NaN before the first confirmation. Returns a
+ * cached `{ value, direction }` record (same identity every bar).
+ *
+ * Streaming adaptation of invinite's batch ZigZag: invinite paints
+ * a linearly-interpolated polyline between confirmed pivots and
+ * supports `extendToLastBar` retro-painting from the last confirmed
+ * pivot to the right edge. The append-only Series model cannot
+ * rewrite older slots, so the streaming output is the closest
+ * representable surface (a "trailing reference level" Pine authors
+ * would use as a stop). Defaults: `deviation = 5`, `depth = 10`.
+ *
+ * NaN close → NaN outputs and freezes the state machine. Tick-mode
+ * replays the head from the snapshot captured at the start of the
+ * current bar (mirrors PSAR / Supertrend).
+ *
+ * @formula  Confirm pivot when |Δ%| ≥ deviation AND barsSince ≥ depth :
+ *           up-trend: running peak updates on new highs ; flip on
+ *           |drop from peak| ≥ deviation ; flip-direction emits the
+ *           peak (the just-confirmed top) as `value`, sets new
+ *           `direction = −1`. Down-trend symmetric.
+ * @warmup   input-dependent (NaN until first confirmed pivot)
+ * @anchors  deviation, depth
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const z = ta.zigZag({ deviation: 5 });
+ *     // plot(z.value);
+ */
+export declare function zigZag(slotId: string, opts?: ZigZagOpts): ZigZagResult;
+//# sourceMappingURL=zigZag.d.ts.map

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

@@ -0,0 +1 @@
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