@invinite-org/chartlang-runtime 1.1.0 → 1.2.0

package/dist/ta/fixedRangeVolumeProfile.js.map

@@ -1 +1 @@
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Licensed under the MIT License.\n// Ported from ../invinite/src/components/trading-chart/indicators/fixed-range-volume-profile.ts\n//   @ 3234c8c0c3f9880d9d1e3a3ee63ebd55ddd535f4.\n// Translated, not transcribed — Series<T> shape, opts.offset, JSDoc.\n// See packages/runtime/src/ta/CLAUDE.md for the port convention.\n\nimport type {\n    FixedRangeVolumeProfileOpts,\n    FixedRangeVolumeProfileResult,\n} from \"@invinite-org/chartlang-core\";\n\nimport { pushDiagnostic } from \"../emit/index.js\";\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { makeSeriesView, makeShiftedSeriesView } from \"../seriesView.js\";\nimport {\n    type VolumeProfileBar,\n    type VolumeProfileCore,\n    type VolumeProfileSnapshot,\n    commitVolumeProfileSnapshot,\n    createVolumeProfileCore,\n    emitVolumeProfileHistogram,\n    emptyVolumeProfileSnapshot,\n    resolveVolumeProfileSnapshot,\n    volumeProfileConfigFromOpts,\n} from \"./lib/volume-profile/index.js\";\n\ntype FixedRangeVolumeProfileSlot = VolumeProfileCore & {\n    frozen: VolumeProfileSnapshot | null;\n    readonly result: FixedRangeVolumeProfileResult;\n    readonly shiftedResults: Map<number, FixedRangeVolumeProfileResult>;\n};\n\ntype MutableFixedRangeVolumeProfileSlot = Omit<FixedRangeVolumeProfileSlot, \"result\"> & {\n    result: FixedRangeVolumeProfileResult;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.fixedRangeVolumeProfile called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(capacity: number): FixedRangeVolumeProfileSlot {\n    const core = createVolumeProfileCore(capacity);\n    const slot: MutableFixedRangeVolumeProfileSlot = {\n        ...core,\n        frozen: null,\n        result: Object.freeze({\n            get buckets() {\n                return slot.buckets;\n            },\n            poc: makeSeriesView<number>(core.pocBuffer),\n            valHigh: makeSeriesView<number>(core.valHighBuffer),\n            valLow: makeSeriesView<number>(core.valLowBuffer),\n        }),\n        shiftedResults: new Map(),\n    };\n    return slot;\n}\n\nfunction resultForOffset(\n    slot: FixedRangeVolumeProfileSlot,\n    offset: number,\n): FixedRangeVolumeProfileResult {\n    if (offset === 0) return slot.result;\n    let cached = slot.shiftedResults.get(offset);\n    if (cached === undefined) {\n        cached = Object.freeze({\n            get buckets() {\n                return slot.buckets;\n            },\n            poc: makeShiftedSeriesView<number>(slot.pocBuffer, offset),\n            valHigh: makeShiftedSeriesView<number>(slot.valHighBuffer, offset),\n            valLow: makeShiftedSeriesView<number>(slot.valLowBuffer, offset),\n        });\n        slot.shiftedResults.set(offset, cached);\n    }\n    return cached;\n}\n\nfunction collectBars(\n    ctx: RuntimeContext,\n    from: number,\n    to: number,\n): ReadonlyArray<VolumeProfileBar> {\n    const { ohlcv } = ctx.stream;\n    const bars: VolumeProfileBar[] = [];\n    for (let lookback = ohlcv.close.length - 1; lookback >= 0; lookback -= 1) {\n        const time = ohlcv.time.at(lookback);\n        if (time < from || time > to) continue;\n        bars.push({\n            close: ohlcv.close.at(lookback),\n            high: ohlcv.high.at(lookback),\n            low: ohlcv.low.at(lookback),\n            open: ohlcv.open.at(lookback),\n            time,\n            volume: ohlcv.volume.at(lookback),\n        });\n    }\n    return bars;\n}\n\nfunction diagnoseInvertedRange(ctx: RuntimeContext, slotId: string): void {\n    const key = `fixed-range-inverted|${slotId}`;\n    if (ctx.diagnosedRequestKeys.has(key)) return;\n    ctx.diagnosedRequestKeys.add(key);\n    pushDiagnostic(ctx.emissions, {\n        kind: \"diagnostic\",\n        severity: \"warning\",\n        code: \"fixed-range-inverted\",\n        message: \"ta.fixedRangeVolumeProfile requires opts.from <= opts.to.\",\n        slotId,\n        bar: ctx.barIndex(),\n    });\n}\n\n/**\n * Fixed-Range Volume Profile — bucketizes volume between two\n * user-picked time anchors, inclusive on both ends.\n *\n * Bars before `opts.from` emit NaN. Bars after `opts.to` reuse the\n * frozen profile captured at the `to` bar. If `opts.from > opts.to`,\n * the primitive emits one `fixed-range-inverted` diagnostic per slot\n * and returns NaN series values.\n *\n * @formula  Port of invinite fixed-range-vp: collect candles in the\n *           fixed `[from, to]` window, bucket volume by price, then\n *           derive POC / value-area high / value-area low through the\n *           shared volume-profile pipeline.\n * @anchors  `opts.from: Time` and `opts.to: Time`, typically supplied\n *           by two `input.time(..., { pickFromChart: true })` inputs.\n * @warmup   NaN before `opts.from`; a degenerate `from === to`\n *           one-bar window can emit on the anchor bar when it has\n *           finite positive volume.\n * @since 0.5\n * @stable\n * @example\n *     // import { input, plot, ta } from \"@invinite-org/chartlang-core\";\n *     // const from = input.time(0, { pickFromChart: true, title: \"From\" });\n *     // const to = input.time(0, { pickFromChart: true, title: \"To\" });\n *     // const vp = ta.fixedRangeVolumeProfile({ from: from.value, to: to.value });\n *     // plot(vp.poc, { style: { kind: \"horizontal-histogram\", buckets: vp.buckets } });\n */\nexport function fixedRangeVolumeProfile(\n    slotId: string,\n    opts: FixedRangeVolumeProfileOpts,\n): FixedRangeVolumeProfileResult {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as FixedRangeVolumeProfileSlot | undefined;\n    if (slot === undefined) {\n        slot = initSlot(ctx.stream.ohlcv.close.capacity);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n\n    let snapshot: VolumeProfileSnapshot = emptyVolumeProfileSnapshot();\n    if (opts.from > opts.to) {\n        diagnoseInvertedRange(ctx, slotId);\n        slot.frozen = null;\n    } else if (ctx.stream.bar.time < opts.from) {\n        slot.frozen = null;\n    } else if (ctx.stream.bar.time > opts.to && slot.frozen !== null) {\n        snapshot = slot.frozen;\n    } else {\n        snapshot = resolveVolumeProfileSnapshot({\n            bars: collectBars(ctx, opts.from, opts.to),\n            bucketColor: opts.bucketColor,\n            config: volumeProfileConfigFromOpts(opts),\n        });\n        if (ctx.stream.bar.time >= opts.to) slot.frozen = snapshot;\n    }\n\n    commitVolumeProfileSnapshot(slot, ctx.isTick, snapshot);\n    emitVolumeProfileHistogram(\n        ctx,\n        slotId,\n        \"Fixed Range Volume Profile\",\n        snapshot.poc,\n        snapshot.buckets,\n    );\n    return resultForOffset(slot, opts.offset ?? 0);\n}\n"]}

package/dist/ta/highest.js

@@ -1,7 +1,7 @@
 // Copyright (c) 2026 Invinite. Licensed under the MIT License.
 // See the LICENSE file in the repo root for full license text.
 //
-// No invinite source — semantics per Pine `ta.highest`. See PLAN.md §3.1.
+// No invinite source — semantics per Pine `ta.highest`.
 // Structural choices (callsite-id slot, Series<T> proxy, replaceHead
 // mode) follow chartlang's primitive shape.
 import { Float64RingBuffer } from "../ringBuffer.js";

package/dist/ta/highest.js.map

@@ -1 +1 @@
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Licensed under the MIT License.\n// See the LICENSE file in the repo root for full license text.\n//\n// No invinite source — semantics per Pine `ta.highest`.\n// Structural choices (callsite-id slot, Series<T> proxy, replaceHead\n// mode) follow chartlang's primitive shape.\n\nimport type { HighestOpts, Series } from \"@invinite-org/chartlang-core\";\n\nimport { Float64RingBuffer } from \"../ringBuffer.js\";\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { makeSeriesView } from \"../seriesView.js\";\nimport { type ScalarOrSeries, readSourceValue } from \"./lib/sourceValue.js\";\n\ntype HighestSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly length: number;\n    /**\n     * Closed source values across the trailing `length` bars (capacity\n     * `length`). `at(0)` is the most recent close (the head bar).\n     */\n    readonly sourceWindow: Float64RingBuffer;\n    /**\n     * Monotonic-decreasing deque of absolute bar indices in the trailing\n     * `length` window. Front = bar index whose source value is the\n     * current rolling max.\n     */\n    monoIndices: number[];\n    /** Source value at each retained index — mirrors `monoIndices`. */\n    monoValues: number[];\n    /** Number of closed bars folded into the slot. */\n    barCount: number;\n    /**\n     * Max of the trailing `length` window EXCLUDING the head bar.\n     * Computed once per close by walking the source window. Tick replay\n     * reads this directly. `NEGATIVE_INFINITY` when no finite\n     * non-head value exists.\n     */\n    closedMaxExcludingHead: number;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.highest called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(length: number, capacity: number): HighestSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    return {\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        length,\n        sourceWindow: new Float64RingBuffer(length),\n        monoIndices: [],\n        monoValues: [],\n        barCount: 0,\n        closedMaxExcludingHead: Number.NEGATIVE_INFINITY,\n    };\n}\n\nfunction recomputeMaxExcludingHead(slot: HighestSlot): number {\n    // The window holds the last `min(barCount, length)` closed sources;\n    // `sourceWindow.at(0)` is the head bar. Walk the non-head entries\n    // and find the max of the finite ones.\n    let maxV = Number.NEGATIVE_INFINITY;\n    const filled = slot.sourceWindow.length;\n    for (let i = 1; i < filled; i += 1) {\n        const v = slot.sourceWindow.at(i);\n        if (Number.isFinite(v) && v > maxV) maxV = v;\n    }\n    return maxV;\n}\n\nfunction closeValue(slot: HighestSlot, src: number): number {\n    slot.barCount += 1;\n    const headIndex = slot.barCount - 1;\n    slot.sourceWindow.append(src);\n\n    // Evict deque front entries that fell out of the trailing window.\n    const oldestAllowed = headIndex - slot.length + 1;\n    while (slot.monoIndices.length > 0 && slot.monoIndices[0] < oldestAllowed) {\n        slot.monoIndices.shift();\n        slot.monoValues.shift();\n    }\n\n    if (Number.isFinite(src)) {\n        // Maintain monotone-decreasing values from front to back. Pop on\n        // strict `<` keeps equal values in the deque so the window can\n        // tell when multiple bars share the same max.\n        while (slot.monoIndices.length > 0 && slot.monoValues[slot.monoValues.length - 1] < src) {\n            slot.monoIndices.pop();\n            slot.monoValues.pop();\n        }\n        slot.monoIndices.push(headIndex);\n        slot.monoValues.push(src);\n    }\n    // NaN sources are not pushed — NaN slots are skipped from the window\n    // (matches `ta.highest`'s NaN-skip semantics).\n\n    // Warmup: require at least `length` closed bars before emitting.\n    if (slot.barCount < slot.length) {\n        slot.closedMaxExcludingHead = Number.NEGATIVE_INFINITY;\n        return Number.NaN;\n    }\n\n    slot.closedMaxExcludingHead = recomputeMaxExcludingHead(slot);\n\n    if (slot.monoIndices.length === 0) {\n        // All NaN in the window.\n        return Number.NaN;\n    }\n    return slot.monoValues[0];\n}\n\nfunction tickValue(slot: HighestSlot, src: number): number {\n    // Unwarmed: tick during warmup still NaN.\n    if (slot.barCount < slot.length) return Number.NaN;\n    if (!Number.isFinite(src)) {\n        // NaN tick — treat the head as if its source were NaN; the\n        // window's max excludes the head bar.\n        return slot.closedMaxExcludingHead === Number.NEGATIVE_INFINITY\n            ? Number.NaN\n            : slot.closedMaxExcludingHead;\n    }\n    if (slot.closedMaxExcludingHead === Number.NEGATIVE_INFINITY) {\n        // Window-excluding-head has no finite values (e.g. length === 1\n        // or every other bar was NaN). The tick value is the only\n        // candidate.\n        return src;\n    }\n    return Math.max(slot.closedMaxExcludingHead, src);\n}\n\n/**\n * Rolling maximum of the last `length` source values. NaN inputs are\n * skipped from the window; the output is NaN until `length` closed\n * bars have been folded in. Tick-mode replays the head as\n * `max(closedMaxExcludingHead, tickValue)` so partial-bar values do\n * not pollute the next close's deque.\n *\n * @formula  out[t] = max(source[t − length + 1 .. t])  (NaN slots skipped)\n * @warmup   length − 1\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-core\";\n *     // const upper = ta.highest(bar.high, 20);\n *     // plot(upper);\n */\nexport function highest(\n    slotId: string,\n    source: ScalarOrSeries,\n    length: number,\n    _opts?: HighestOpts,\n): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as HighestSlot | undefined;\n    if (slot === undefined) {\n        slot = initSlot(length, ctx.stream.ohlcv.close.capacity);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    const src = readSourceValue(source);\n    if (ctx.isTick) {\n        slot.outBuffer.replaceHead(tickValue(slot, src));\n    } else {\n        slot.outBuffer.append(closeValue(slot, src));\n    }\n    return slot.series;\n}\n"]}

package/dist/ta/highestbars.d.ts

@@ -0,0 +1,25 @@
+import type { HighestbarsOpts, Series } from "@invinite-org/chartlang-core";
+import { type ScalarOrSeries } from "./lib/sourceValue.js";
+/**
+ * Bar offset (≤ 0) to the highest `source` value over the trailing
+ * `length` bars (the window INCLUDES the current bar). `0` means the
+ * current bar is the highest; `-k` means the highest occurred `k` bars
+ * ago. Ties resolve to the MOST RECENT bar (smallest |offset|). NaN
+ * inputs are skipped as candidates; an all-NaN window emits NaN. The
+ * output is NaN until `length` closed bars have folded in. Tick-mode
+ * replays the in-progress head as the offset-0 candidate without
+ * advancing the buffer.
+ *
+ * @formula  out[t] = argmax_{k ∈ [0, length)} source[t − k] expressed as −k
+ *           (NaN slots skipped; ties → smallest k)
+ * @warmup   length − 1
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const hbar = ta.highestbars(bar.high, 20);
+ *     // const left = bar.point(hbar.current, bar.high.current);
+ */
+export declare function highestbars(slotId: string, source: ScalarOrSeries, length: number, _opts?: HighestbarsOpts): Series<number>;
+//# sourceMappingURL=highestbars.d.ts.map

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

@@ -0,0 +1 @@
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package/dist/ta/highestbars.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.
+//
+// No invinite source — semantics per Pine `ta.highestbars`.
+// Structural choices (callsite-id slot, Series<T> proxy, replaceHead
+// mode) follow chartlang's primitive 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.highestbars 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),
+        barCount: 0,
+    };
+}
+/**
+ * Bar offset (≤ 0) to the highest value across the retained window.
+ * Walks the window most-recent-first (`at(0)` is the head bar) and
+ * updates the running extreme only on a STRICT improvement, so ties
+ * keep the most-recent bar (smallest |offset|). `headValue` overrides
+ * the head candidate (`at(0)`) for the tick-replay path; pass
+ * `undefined` to read the closed head from the window.
+ *
+ * Returns `NaN` when every candidate in the window is NaN.
+ */
+function offsetToMax(slot, headValue) {
+    const filled = slot.sourceWindow.length;
+    let bestValue = Number.NEGATIVE_INFINITY;
+    let bestOffset = Number.NaN;
+    for (let i = 0; i < filled; i += 1) {
+        const v = i === 0 && headValue !== undefined ? headValue : slot.sourceWindow.at(i);
+        if (Number.isFinite(v) && v > bestValue) {
+            bestValue = v;
+            // `i === 0` ⇒ offset 0 (NOT −0) so `Object.is`-based equality
+            // and JSON serialisation never see negative zero.
+            bestOffset = i === 0 ? 0 : -i;
+        }
+    }
+    return bestOffset;
+}
+function closeValue(slot, src) {
+    slot.barCount += 1;
+    slot.sourceWindow.append(src);
+    // Warmup: require at least `length` closed bars before emitting.
+    if (slot.barCount < slot.length)
+        return Number.NaN;
+    return offsetToMax(slot, undefined);
+}
+function tickValue(slot, src) {
+    if (slot.barCount < slot.length)
+        return Number.NaN;
+    // Replay the in-progress head: its source overrides the closed
+    // head candidate without advancing the window or mutating closed
+    // state.
+    return offsetToMax(slot, src);
+}
+/**
+ * Bar offset (≤ 0) to the highest `source` value over the trailing
+ * `length` bars (the window INCLUDES the current bar). `0` means the
+ * current bar is the highest; `-k` means the highest occurred `k` bars
+ * ago. Ties resolve to the MOST RECENT bar (smallest |offset|). NaN
+ * inputs are skipped as candidates; an all-NaN window emits NaN. The
+ * output is NaN until `length` closed bars have folded in. Tick-mode
+ * replays the in-progress head as the offset-0 candidate without
+ * advancing the buffer.
+ *
+ * @formula  out[t] = argmax_{k ∈ [0, length)} source[t − k] expressed as −k
+ *           (NaN slots skipped; ties → smallest k)
+ * @warmup   length − 1
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const hbar = ta.highestbars(bar.high, 20);
+ *     // const left = bar.point(hbar.current, bar.high.current);
+ */
+export function highestbars(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=highestbars.js.map

package/dist/ta/highestbars.js.map

@@ -0,0 +1 @@
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Licensed under the MIT License.\n// See the LICENSE file in the repo root for full license text.\n//\n// No invinite source — semantics per Pine `ta.highestbars`.\n// Structural choices (callsite-id slot, Series<T> proxy, replaceHead\n// mode) follow chartlang's primitive shape.\n\nimport type { HighestbarsOpts, Series } from \"@invinite-org/chartlang-core\";\n\nimport { Float64RingBuffer } from \"../ringBuffer.js\";\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { makeSeriesView } from \"../seriesView.js\";\nimport { type ScalarOrSeries, readSourceValue } from \"./lib/sourceValue.js\";\n\ntype HighestbarsSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly length: number;\n    /**\n     * Closed source values across the trailing `length` bars (capacity\n     * `length`). `at(0)` is the most recent close (the head bar),\n     * `at(k)` the value `k` closed bars ago.\n     */\n    readonly sourceWindow: Float64RingBuffer;\n    /** Number of closed bars folded into the slot. */\n    barCount: number;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.highestbars called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(length: number, capacity: number): HighestbarsSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    return {\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        length,\n        sourceWindow: new Float64RingBuffer(length),\n        barCount: 0,\n    };\n}\n\n/**\n * Bar offset (≤ 0) to the highest value across the retained window.\n * Walks the window most-recent-first (`at(0)` is the head bar) and\n * updates the running extreme only on a STRICT improvement, so ties\n * keep the most-recent bar (smallest |offset|). `headValue` overrides\n * the head candidate (`at(0)`) for the tick-replay path; pass\n * `undefined` to read the closed head from the window.\n *\n * Returns `NaN` when every candidate in the window is NaN.\n */\nfunction offsetToMax(slot: HighestbarsSlot, headValue: number | undefined): number {\n    const filled = slot.sourceWindow.length;\n    let bestValue = Number.NEGATIVE_INFINITY;\n    let bestOffset = Number.NaN;\n    for (let i = 0; i < filled; i += 1) {\n        const v = i === 0 && headValue !== undefined ? headValue : slot.sourceWindow.at(i);\n        if (Number.isFinite(v) && v > bestValue) {\n            bestValue = v;\n            // `i === 0` ⇒ offset 0 (NOT −0) so `Object.is`-based equality\n            // and JSON serialisation never see negative zero.\n            bestOffset = i === 0 ? 0 : -i;\n        }\n    }\n    return bestOffset;\n}\n\nfunction closeValue(slot: HighestbarsSlot, src: number): number {\n    slot.barCount += 1;\n    slot.sourceWindow.append(src);\n\n    // Warmup: require at least `length` closed bars before emitting.\n    if (slot.barCount < slot.length) return Number.NaN;\n\n    return offsetToMax(slot, undefined);\n}\n\nfunction tickValue(slot: HighestbarsSlot, src: number): number {\n    if (slot.barCount < slot.length) return Number.NaN;\n    // Replay the in-progress head: its source overrides the closed\n    // head candidate without advancing the window or mutating closed\n    // state.\n    return offsetToMax(slot, src);\n}\n\n/**\n * Bar offset (≤ 0) to the highest `source` value over the trailing\n * `length` bars (the window INCLUDES the current bar). `0` means the\n * current bar is the highest; `-k` means the highest occurred `k` bars\n * ago. Ties resolve to the MOST RECENT bar (smallest |offset|). NaN\n * inputs are skipped as candidates; an all-NaN window emits NaN. The\n * output is NaN until `length` closed bars have folded in. Tick-mode\n * replays the in-progress head as the offset-0 candidate without\n * advancing the buffer.\n *\n * @formula  out[t] = argmax_{k ∈ [0, length)} source[t − k] expressed as −k\n *           (NaN slots skipped; ties → smallest k)\n * @warmup   length − 1\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-core\";\n *     // const hbar = ta.highestbars(bar.high, 20);\n *     // const left = bar.point(hbar.current, bar.high.current);\n */\nexport function highestbars(\n    slotId: string,\n    source: ScalarOrSeries,\n    length: number,\n    _opts?: HighestbarsOpts,\n): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as HighestbarsSlot | undefined;\n    if (slot === undefined) {\n        slot = initSlot(length, ctx.stream.ohlcv.close.capacity);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    const src = readSourceValue(source);\n    if (ctx.isTick) {\n        slot.outBuffer.replaceHead(tickValue(slot, src));\n    } else {\n        slot.outBuffer.append(closeValue(slot, src));\n    }\n    return slot.series;\n}\n"]}

package/dist/ta/historicalVolatility.d.ts

@@ -16,8 +16,9 @@ import { type ScalarOrSeries } from "./lib/sourceValue.js";
  * @since 0.2
  * @stable
  *
- * `opts.offset` shifts the returned series so `series.current` reads
- * the value `offset` bars ago (PLAN.md §9.1).
+ * `opts.offset` is a presentation display shift carried to the plot
+ * emission as `xShift` (`+n` right / future, `−n` left / past); the
+ * series value is unshifted.
  *
  * @example
  *     // import { ta } from "@invinite-org/chartlang-core";

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

@@ -1 +1 @@
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+{"version":3,"file":"historicalVolatility.d.ts","sourceRoot":"","sources":["../../src/ta/historicalVolatility.ts"],"names":[],"mappings":"AAeA,OAAO,KAAK,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,8BAA8B,CAAC;AAKnE,OAAO,EAAE,KAAK,cAAc,EAAmB,MAAM,sBAAsB,CAAC;AA4J5E;;;;;;;;;;;;;;;;;;;;;;;;GAwBG;AACH,wBAAgB,oBAAoB,CAChC,MAAM,EAAE,MAAM,EACd,MAAM,EAAE,cAAc,EACtB,MAAM,EAAE,MAAM,EACd,IAAI,CAAC,EAAE,MAAM,GACd,MAAM,CAAC,MAAM,CAAC,CAehB"}

package/dist/ta/historicalVolatility.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/historical-volatility.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.
+// Re-licensed MIT for chartlang. 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. The rolling log-returns window is folded
@@ -171,8 +171,9 @@ function tickValue(slot, src) {
  * @since 0.2
  * @stable
  *
- * `opts.offset` shifts the returned series so `series.current` reads
- * the value `offset` bars ago (PLAN.md §9.1).
+ * `opts.offset` is a presentation display shift carried to the plot
+ * emission as `xShift` (`+n` right / future, `−n` left / past); the
+ * series value is unshifted.
  *
  * @example
  *     // import { ta } from "@invinite-org/chartlang-core";

package/dist/ta/historicalVolatility.js.map

@@ -1 +1 @@
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Copyright (c) 2026 Invinite. Licensed under the MIT License.\n// See the LICENSE file in the repo root for full license text.\n//\n// Ported from invinite/src/components/trading-chart/indicators/historical-volatility.ts\n//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n// Structural choices (callsite-id slot, Series<T> proxy, replaceHead\n// mode) follow chartlang's primitive shape — NOT invinite's\n// IndicatorPlugin shape. The rolling log-returns window is folded\n// incrementally per bar (one append per close, one head-replace per\n// tick) rather than invinite's full-array recompute. The Phase-1\n// `lib/rollingStddev` helper is the full-recompute reference the\n// property test asserts against.\n\nimport type { HvOpts, Series } from \"@invinite-org/chartlang-core\";\n\nimport { Float64RingBuffer } from \"../ringBuffer.js\";\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { makeSeriesView, makeShiftedSeriesView } from \"../seriesView.js\";\nimport { type ScalarOrSeries, readSourceValue } from \"./lib/sourceValue.js\";\n\nconst DEFAULT_ANNUALISATION_FACTOR = 365;\n\ntype HvSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly length: number;\n    readonly annualisationFactor: number;\n    readonly logReturnsWindow: Float64RingBuffer;\n    sumX: number;\n    sumX2: number;\n    /** Last closed source value (basis of next bar's log-return). */\n    prevSrc: number;\n    /** Per-offset Series-view cache; see `sma.ts` for the convention. */\n    readonly shiftedViews: Map<number, Series<number>>;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.historicalVolatility called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(length: number, annualisationFactor: number, capacity: number): HvSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    return {\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        length,\n        annualisationFactor,\n        logReturnsWindow: new Float64RingBuffer(length),\n        sumX: 0,\n        sumX2: 0,\n        prevSrc: Number.NaN,\n        shiftedViews: new Map(),\n    };\n}\n\nfunction viewForOffset(slot: HvSlot, offset: number): Series<number> {\n    if (offset === 0) return slot.series;\n    let view = slot.shiftedViews.get(offset);\n    if (view === undefined) {\n        view = makeShiftedSeriesView<number>(slot.outBuffer, offset);\n        slot.shiftedViews.set(offset, view);\n    }\n    return view;\n}\n\nfunction logReturn(prev: number, cur: number): number {\n    if (!Number.isFinite(prev) || !Number.isFinite(cur) || prev <= 0 || cur <= 0) {\n        return Number.NaN;\n    }\n    return Math.log(cur / prev);\n}\n\nfunction windowStdDev(window: Float64RingBuffer, sumX: number, sumX2: number): number {\n    const n = window.length;\n    // Defensive: callers gate on `length === capacity` so n > 0 here.\n    /* c8 ignore next */\n    if (n <= 0) return Number.NaN;\n    const mean = sumX / n;\n    const variance = sumX2 / n - mean * mean;\n    return Math.sqrt(Math.max(0, variance));\n}\n\n/**\n * Recompute the window-sums by walking the buffer. Called when a NaN\n * has been folded into the running sums (which would otherwise poison\n * every subsequent recompute) — restores the running invariant from\n * the live window contents. O(length) but only runs when needed.\n */\nfunction recomputeSums(slot: HvSlot): void {\n    let sumX = 0;\n    let sumX2 = 0;\n    let anyNaN = false;\n    for (let i = 0; i < slot.logReturnsWindow.length; i += 1) {\n        const v = slot.logReturnsWindow.at(slot.logReturnsWindow.length - 1 - i);\n        if (!Number.isFinite(v)) {\n            anyNaN = true;\n            break;\n        }\n        sumX += v;\n        sumX2 += v * v;\n    }\n    if (anyNaN) {\n        slot.sumX = Number.NaN;\n        slot.sumX2 = Number.NaN;\n    } else {\n        slot.sumX = sumX;\n        slot.sumX2 = sumX2;\n    }\n}\n\nfunction closeValue(slot: HvSlot, src: number): number {\n    const lr = logReturn(slot.prevSrc, src);\n    if (slot.logReturnsWindow.length < slot.logReturnsWindow.capacity) {\n        slot.logReturnsWindow.append(lr);\n        if (Number.isFinite(lr)) {\n            slot.sumX += lr;\n            slot.sumX2 += lr * lr;\n        } else {\n            slot.sumX = Number.NaN;\n            slot.sumX2 = Number.NaN;\n        }\n        slot.prevSrc = src;\n        return Number.NaN;\n    }\n    const outgoing = slot.logReturnsWindow.at(slot.logReturnsWindow.length - 1);\n    slot.logReturnsWindow.append(lr);\n    if (!Number.isFinite(lr)) {\n        slot.sumX = Number.NaN;\n        slot.sumX2 = Number.NaN;\n    } else if (\n        !Number.isFinite(slot.sumX) ||\n        /* c8 ignore next */\n        !Number.isFinite(outgoing)\n    ) {\n        // A previous NaN poisoned the running sums; rebuild from the\n        // live window. NaN inside short-circuits to NaN. The\n        // `!Number.isFinite(outgoing)` half of the OR is defensive —\n        // outgoing comes from the live window head and is only NaN\n        // when a NaN was previously appended, which also poisoned\n        // `sumX` (covered by the first half of the OR).\n        recomputeSums(slot);\n    } else {\n        slot.sumX = slot.sumX - outgoing + lr;\n        slot.sumX2 = slot.sumX2 - outgoing * outgoing + lr * lr;\n    }\n    slot.prevSrc = src;\n    if (!Number.isFinite(slot.sumX)) return Number.NaN;\n    const sd = windowStdDev(slot.logReturnsWindow, slot.sumX, slot.sumX2);\n    return sd * Math.sqrt(slot.annualisationFactor) * 100;\n}\n\nfunction tickValue(slot: HvSlot, src: number): number {\n    if (slot.logReturnsWindow.length < slot.logReturnsWindow.capacity) return Number.NaN;\n    const lr = logReturn(slot.prevSrc, src);\n    if (!Number.isFinite(lr) || !Number.isFinite(slot.sumX)) return Number.NaN;\n    const oldestInHead = slot.logReturnsWindow.at(0);\n    // Defensive: the close-side advance appends a finite lr (otherwise\n    // sumX is poisoned and we returned at the guard above). The window\n    // head can only be NaN if a prior NaN was appended, which is\n    // already covered by the sumX guard.\n    /* c8 ignore next */\n    if (!Number.isFinite(oldestInHead)) return Number.NaN;\n    const sumX = slot.sumX - oldestInHead + lr;\n    const sumX2 = slot.sumX2 - oldestInHead * oldestInHead + lr * lr;\n    const n = slot.logReturnsWindow.length;\n    const mean = sumX / n;\n    const variance = sumX2 / n - mean * mean;\n    return Math.sqrt(Math.max(0, variance)) * Math.sqrt(slot.annualisationFactor) * 100;\n}\n\n/**\n * Historical Volatility — sub-pane line. Standard deviation of log\n * returns annualised + percent-scaled. Use `annualisationFactor: 365`\n * for crypto / 24-7 series (the default), `252` for trading-day\n * equity series. NaN through warmup (`[0, length − 1]`) — the first\n * log return lands at bar 1 and the window needs `length` of them.\n * NaN inputs (≤ 0 or non-finite source) yield NaN log-returns; any\n * NaN inside the window short-circuits the output to NaN.\n *\n * @formula  lr[t]  = ln(src[t] / src[t − 1]) ;\n *           hv[t]  = stddev(lr[t − length + 1..= t]) · sqrt(annualisationFactor) · 100\n * @warmup   length\n * @anchors  annualisationFactor\n * @since 0.2\n * @stable\n *\n * `opts.offset` is a presentation display shift carried to the plot\n * emission as `xShift` (`+n` right / future, `−n` left / past); the\n * series value is unshifted.\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-core\";\n *     // const hv = ta.historicalVolatility(bar.close, 10);\n *     // plot(hv);\n */\nexport function historicalVolatility(\n    slotId: string,\n    source: ScalarOrSeries,\n    length: number,\n    opts?: HvOpts,\n): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as HvSlot | undefined;\n    if (slot === undefined) {\n        const annualisationFactor = opts?.annualisationFactor ?? DEFAULT_ANNUALISATION_FACTOR;\n        slot = initSlot(length, annualisationFactor, ctx.stream.ohlcv.close.capacity);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    const src = readSourceValue(source);\n    if (ctx.isTick) {\n        slot.outBuffer.replaceHead(tickValue(slot, src));\n    } else {\n        slot.outBuffer.append(closeValue(slot, src));\n    }\n    return viewForOffset(slot, opts?.offset ?? 0);\n}\n"]}

package/dist/ta/hma.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/hma.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.
+// Re-licensed MIT for chartlang. 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. The HMA primitive composes three WMA sub-

package/dist/ta/hma.js.map

@@ -1 +1 @@
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+{"version":3,"file":"hma.js","sourceRoot":"","sources":["../../src/ta/hma.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,sEAAsE;AACtE,mEAAmE;AACnE,qEAAqE;AACrE,gBAAgB;AAChB,qEAAqE;AACrE,4DAA4D;AAC5D,mEAAmE;AACnE,yCAAyC;AAIzC,OAAO,EAAE,sBAAsB,EAAuB,MAAM,sBAAsB,CAAC;AACnF,OAAO,EAAuB,eAAe,EAAE,MAAM,sBAAsB,CAAC;AAC5E,OAAO,EAAE,GAAG,EAAE,MAAM,UAAU,CAAC;AAM/B,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;;;;;;;;;;;;;;;;;;;;;;;GAuBG;AACH,MAAM,UAAU,GAAG,CACf,MAAc,EACd,MAAsB,EACtB,MAAc,EACd,KAAe;IAEf,MAAM,GAAG,GAAG,MAAM,EAAE,CAAC;IACrB,MAAM,OAAO,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,KAAK,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC;IACpD,MAAM,OAAO,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC;IAC3D,MAAM,GAAG,GAAG,eAAe,CAAC,MAAM,CAAC,CAAC;IACpC,MAAM,UAAU,GAAG,GAAG,CAAC,GAAG,MAAM,OAAO,EAAE,GAAG,EAAE,OAAO,CAAC,CAAC;IACvD,MAAM,UAAU,GAAG,GAAG,CAAC,GAAG,MAAM,OAAO,EAAE,GAAG,EAAE,MAAM,CAAC,CAAC;IACtD,MAAM,EAAE,GAAG,UAAU,CAAC,OAAO,CAAC;IAC9B,MAAM,EAAE,GAAG,UAAU,CAAC,OAAO,CAAC;IAC9B,MAAM,IAAI,GAAG,MAAM,CAAC,QAAQ,CAAC,EAAE,CAAC,IAAI,MAAM,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,EAAE,GAAG,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC,GAAG,CAAC;IACnF,MAAM,WAAW,GAAG,GAAG,CAAC,GAAG,MAAM,QAAQ,EAAE,IAAI,EAAE,OAAO,CAAC,CAAC;IAE1D,IAAI,IAAI,GAAG,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,CAAwB,CAAC;IACjE,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;QACrB,IAAI,GAAG,EAAE,MAAM,EAAE,WAAW,EAAE,CAAC;QAC/B,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,IAAI,CAAC,CAAC;IACzC,CAAC;IACD,OAAO,IAAI,CAAC,MAAM,CAAC;AACvB,CAAC","sourcesContent":["// Copyright (c) 2026 Invinite. Licensed under the MIT License.\n// See the LICENSE file in the repo root for full license text.\n//\n// Ported from invinite/src/components/trading-chart/indicators/hma.ts\n//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n// Structural choices (callsite-id slot, Series<T> proxy, replaceHead\n// mode) follow chartlang's primitive shape — NOT invinite's\n// IndicatorPlugin shape. The HMA primitive composes three WMA sub-\n// slots derived from the parent slot id.\n\nimport type { HmaOpts, Series } from \"@invinite-org/chartlang-core\";\n\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { type ScalarOrSeries, readSourceValue } from \"./lib/sourceValue.js\";\nimport { wma } from \"./wma.js\";\n\ntype HmaSlot = {\n    readonly series: Series<number>;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.hma called outside an active script step\");\n    }\n    return ctx;\n}\n\n/**\n * Hull moving average — `WMA(2·WMA(src, N/2) − WMA(src, N), sqrt(N))`.\n * Composes three WMA sub-slots derived from the parent slot id\n * (`${slotId}/half`, `${slotId}/full`, `${slotId}/final`). The intermediate\n * `diff = 2·halfWMA − fullWMA` is a scalar passed into the final WMA;\n * no separate primitive owns the diff stream. Warmup is the full chain:\n * `length + ceil(sqrt(length)) − 2`. Tick-mode propagates through every\n * sub-slot's replace-head branch.\n *\n * @formula  halfLen = floor(length / 2) ;\n *           sqrtLen = round(sqrt(length)) ;\n *           half   = WMA(source, halfLen) ;\n *           full   = WMA(source, length) ;\n *           diff   = 2 · half − full ;\n *           out    = WMA(diff, sqrtLen)\n * @warmup   length + ceil(sqrt(length)) − 2\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-core\";\n *     // const h = ta.hma(bar.close, 21);\n *     // plot(h);\n */\nexport function hma(\n    slotId: string,\n    source: ScalarOrSeries,\n    length: number,\n    _opts?: HmaOpts,\n): Series<number> {\n    const ctx = getCtx();\n    const halfLen = Math.max(1, Math.floor(length / 2));\n    const sqrtLen = Math.max(1, Math.round(Math.sqrt(length)));\n    const src = readSourceValue(source);\n    const halfSeries = wma(`${slotId}/half`, src, halfLen);\n    const fullSeries = wma(`${slotId}/full`, src, length);\n    const ha = halfSeries.current;\n    const fa = fullSeries.current;\n    const diff = Number.isFinite(ha) && Number.isFinite(fa) ? 2 * ha - fa : Number.NaN;\n    const finalSeries = wma(`${slotId}/final`, diff, sqrtLen);\n\n    let slot = ctx.stream.taSlots.get(slotId) as HmaSlot | undefined;\n    if (slot === undefined) {\n        slot = { series: finalSeries };\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    return slot.series;\n}\n"]}

package/dist/ta/ichimoku.d.ts

@@ -27,7 +27,9 @@ import type { IchimokuOpts, IchimokuResult } from "@invinite-org/chartlang-core"
  * @since 0.2
  * @stable
  *
- * `opts.offset` shifts all five outputs in lockstep (PLAN.md §9.1).
+ * `opts.offset` is a presentation display shift carried to the plot
+ * emission as `xShift` for all five outputs in lockstep (`+n` right / future,
+ * `−n` left / past); the series values are unshifted.
  *
  * @example
  *     // import { ta } from "@invinite-org/chartlang-runtime";

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

@@ -1 +1 @@
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+{"version":3,"file":"ichimoku.d.ts","sourceRoot":"","sources":["../../src/ta/ichimoku.ts"],"names":[],"mappings":"AAgBA,OAAO,KAAK,EAAE,YAAY,EAAE,cAAc,EAAE,MAAM,8BAA8B,CAAC;AAqHjF;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAwCG;AACH,wBAAgB,QAAQ,CAAC,MAAM,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,YAAY,GAAG,cAAc,CA8D5E"}

package/dist/ta/ichimoku.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/ichimoku.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.
+// Re-licensed MIT for chartlang. 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. Ichimoku composes six `ta.highest` / `ta.lowest`
@@ -121,7 +121,9 @@ function resultForOffset(slot, offset) {
  * @since 0.2
  * @stable
  *
- * `opts.offset` shifts all five outputs in lockstep (PLAN.md §9.1).
+ * `opts.offset` is a presentation display shift carried to the plot
+ * emission as `xShift` for all five outputs in lockstep (`+n` right / future,
+ * `−n` left / past); the series values are unshifted.
  *
  * @example
  *     // import { ta } from "@invinite-org/chartlang-runtime";

package/dist/ta/ichimoku.js.map

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Copyright (c) 2026 Invinite. Licensed under the MIT License.\n// See the LICENSE file in the repo root for full license text.\n//\n// Ported from invinite/src/components/trading-chart/indicators/ichimoku.ts\n//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n// Structural choices (callsite-id slot, Series<T> proxy, replaceHead\n// mode) follow chartlang's primitive shape — NOT invinite's\n// IndicatorPlugin shape. Ichimoku composes six `ta.highest` / `ta.lowest`\n// sub-slots (one pair each for Tenkan / Kijun / Senkou B) — the same\n// composition seam `donchian.ts` uses — so a fix to highest/lowest\n// flows in for free. The forward-displaced Senkou A / Senkou B and\n// backward-displaced Chikou are produced via per-slot delay ring\n// buffers of capacity `displacement + 1`.\n\nimport type { IchimokuOpts, IchimokuResult } from \"@invinite-org/chartlang-core\";\n\nimport { Float64RingBuffer } from \"../ringBuffer.js\";\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { makeSeriesView, makeShiftedSeriesView } from \"../seriesView.js\";\nimport { highest } from \"./highest.js\";\nimport { lowest } from \"./lowest.js\";\n\nconst DEFAULT_CONVERSION_LENGTH = 9;\nconst DEFAULT_BASE_LENGTH = 26;\nconst DEFAULT_LEADING_SPAN_B_LENGTH = 52;\nconst DEFAULT_DISPLACEMENT = 26;\n\ntype IchimokuSlot = {\n    readonly outputs: IchimokuResult;\n    readonly tenkanBuffer: Float64RingBuffer;\n    readonly kijunBuffer: Float64RingBuffer;\n    readonly senkouABuffer: Float64RingBuffer;\n    readonly senkouBBuffer: Float64RingBuffer;\n    readonly chikouBuffer: Float64RingBuffer;\n    readonly conversionLength: number;\n    readonly baseLength: number;\n    readonly leadingSpanBLength: number;\n    readonly displacement: number;\n    /** Forward-shift delay for senkouA: capacity `displacement + 1`.\n     * At each close we append the new `senkouARaw`; `at(displacement)`\n     * gives the value from `displacement` closes ago — exactly the\n     * value we emit for `senkouA[t]`. */\n    readonly senkouADelay: Float64RingBuffer;\n    readonly senkouBDelay: Float64RingBuffer;\n    /** Backward-shift delay for chikou: capacity `displacement + 1`.\n     * `chikou[t] = close[t − displacement]` — at each close we append\n     * the new close; `at(displacement)` gives the value from\n     * `displacement` closes ago. */\n    readonly closeDelay: Float64RingBuffer;\n    readonly shiftedResults: Map<number, IchimokuResult>;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.ichimoku called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction midpoint(hi: number, lo: number): number {\n    if (!Number.isFinite(hi) || !Number.isFinite(lo)) return Number.NaN;\n    return (hi + lo) / 2;\n}\n\nfunction spanAverage(a: number, b: number): number {\n    if (!Number.isFinite(a) || !Number.isFinite(b)) return Number.NaN;\n    return (a + b) / 2;\n}\n\nfunction delayedValue(delay: Float64RingBuffer, displacement: number): number {\n    if (delay.length <= displacement) return Number.NaN;\n    return delay.at(displacement);\n}\n\nfunction initSlot(\n    capacity: number,\n    conversionLength: number,\n    baseLength: number,\n    leadingSpanBLength: number,\n    displacement: number,\n): IchimokuSlot {\n    const tenkanBuffer = new Float64RingBuffer(capacity);\n    const kijunBuffer = new Float64RingBuffer(capacity);\n    const senkouABuffer = new Float64RingBuffer(capacity);\n    const senkouBBuffer = new Float64RingBuffer(capacity);\n    const chikouBuffer = new Float64RingBuffer(capacity);\n    // The delay ring buffers need only `displacement + 1` slots — at\n    // each close we append the new raw value; `at(displacement)`\n    // returns the value from `displacement` closes ago.\n    const delayCap = displacement + 1;\n    return {\n        outputs: Object.freeze({\n            tenkan: makeSeriesView<number>(tenkanBuffer),\n            kijun: makeSeriesView<number>(kijunBuffer),\n            senkouA: makeSeriesView<number>(senkouABuffer),\n            senkouB: makeSeriesView<number>(senkouBBuffer),\n            chikou: makeSeriesView<number>(chikouBuffer),\n        }),\n        tenkanBuffer,\n        kijunBuffer,\n        senkouABuffer,\n        senkouBBuffer,\n        chikouBuffer,\n        conversionLength,\n        baseLength,\n        leadingSpanBLength,\n        displacement,\n        senkouADelay: new Float64RingBuffer(delayCap),\n        senkouBDelay: new Float64RingBuffer(delayCap),\n        closeDelay: new Float64RingBuffer(delayCap),\n        shiftedResults: new Map(),\n    };\n}\n\nfunction resultForOffset(slot: IchimokuSlot, offset: number): IchimokuResult {\n    if (offset === 0) return slot.outputs;\n    let cached = slot.shiftedResults.get(offset);\n    if (cached === undefined) {\n        cached = Object.freeze({\n            tenkan: makeShiftedSeriesView<number>(slot.tenkanBuffer, offset),\n            kijun: makeShiftedSeriesView<number>(slot.kijunBuffer, offset),\n            senkouA: makeShiftedSeriesView<number>(slot.senkouABuffer, offset),\n            senkouB: makeShiftedSeriesView<number>(slot.senkouBBuffer, offset),\n            chikou: makeShiftedSeriesView<number>(slot.chikouBuffer, offset),\n        });\n        slot.shiftedResults.set(offset, cached);\n    }\n    return cached;\n}\n\n/**\n * Ichimoku Cloud — five-line trend / cloud overlay. Composes six\n * `ta.highest` / `ta.lowest` sub-slots (Tenkan high+low, Kijun\n * high+low, Senkou B high+low) — the same composition seam\n * `ta.donchian` uses — so a fix to either rolling-extreme primitive\n * flows in for free. Forward-displaced Senkou A / Senkou B and\n * backward-displaced Chikou are produced via per-slot delay ring\n * buffers of capacity `displacement + 1`.\n *\n * `chikou.current` returns `close[t − displacement]` (the close from\n * `displacement` bars ago, plotted at today's position — the\n * lagging-span semantic). Renderer-side, the script author may\n * choose to draw it at the visually-offset position; the runtime\n * exposes the backward-shifted value so script-author conditionals\n * (cross / alert) see meaningful data.\n *\n * @formula  tenkan[t]  = (highest(high, conversionLength) + lowest(low, conversionLength)) / 2 ;\n *           kijun[t]   = (highest(high, baseLength)       + lowest(low, baseLength))       / 2 ;\n *           senkouARaw = (tenkan + kijun) / 2 ;\n *           senkouBRaw = (highest(high, leadingSpanBLength) + lowest(low, leadingSpanBLength)) / 2 ;\n *           senkouA[t] = senkouARaw[t − displacement] ;\n *           senkouB[t] = senkouBRaw[t − displacement] ;\n *           chikou[t]  = close[t − displacement]\n * @anchors  displacement, conversionLength, baseLength, leadingSpanBLength\n * @warmup   max(conversionLength, baseLength, leadingSpanBLength) + displacement − 1\n * @since 0.2\n * @stable\n *\n * `opts.offset` is a presentation display shift carried to the plot\n * emission as `xShift` for all five outputs in lockstep (`+n` right / future,\n * `−n` left / past); the series values are unshifted.\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-runtime\";\n *     // const i = ta.ichimoku(\"slot\");\n *     // plot(i.tenkan);\n *     // plot(i.kijun);\n *     // plot(i.senkouA);\n *     // plot(i.senkouB);\n *     // plot(i.chikou);\n */\nexport function ichimoku(slotId: string, opts?: IchimokuOpts): IchimokuResult {\n    const ctx = getCtx();\n    const conversionLength = opts?.conversionLength ?? DEFAULT_CONVERSION_LENGTH;\n    const baseLength = opts?.baseLength ?? DEFAULT_BASE_LENGTH;\n    const leadingSpanBLength = opts?.leadingSpanBLength ?? DEFAULT_LEADING_SPAN_B_LENGTH;\n    const displacement = opts?.displacement ?? DEFAULT_DISPLACEMENT;\n    const offset = opts?.offset ?? 0;\n    const bar = ctx.stream.bar;\n\n    let slot = ctx.stream.taSlots.get(slotId) as IchimokuSlot | undefined;\n    if (slot === undefined) {\n        slot = initSlot(\n            ctx.stream.ohlcv.close.capacity,\n            conversionLength,\n            baseLength,\n            leadingSpanBLength,\n            displacement,\n        );\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n\n    // Compose: rolling extremes via the registered ta.highest /\n    // ta.lowest sub-slots. Each composed call advances the sub-slot on\n    // the same close (or replaces its head on the same tick).\n    const tenkanHi = highest(`${slotId}/tenkanHigh`, bar.high, conversionLength).current;\n    const tenkanLo = lowest(`${slotId}/tenkanLow`, bar.low, conversionLength).current;\n    const kijunHi = highest(`${slotId}/kijunHigh`, bar.high, baseLength).current;\n    const kijunLo = lowest(`${slotId}/kijunLow`, bar.low, baseLength).current;\n    const senkouBHi = highest(`${slotId}/senkouBHigh`, bar.high, leadingSpanBLength).current;\n    const senkouBLo = lowest(`${slotId}/senkouBLow`, bar.low, leadingSpanBLength).current;\n\n    const tenkan = midpoint(tenkanHi, tenkanLo);\n    const kijun = midpoint(kijunHi, kijunLo);\n    const senkouBRaw = midpoint(senkouBHi, senkouBLo);\n    const senkouARaw = spanAverage(tenkan, kijun);\n\n    if (ctx.isTick) {\n        // Replace the head of the delay buffers with the tick's\n        // updated raw values. `at(displacement)` then returns the\n        // SAME value as before (the displacement-shifted slot is not\n        // affected by the head's value), so the displaced output\n        // heads are stable on tick.\n        slot.senkouADelay.replaceHead(senkouARaw);\n        slot.senkouBDelay.replaceHead(senkouBRaw);\n        slot.closeDelay.replaceHead(bar.close);\n        slot.tenkanBuffer.replaceHead(tenkan);\n        slot.kijunBuffer.replaceHead(kijun);\n        slot.senkouABuffer.replaceHead(delayedValue(slot.senkouADelay, displacement));\n        slot.senkouBBuffer.replaceHead(delayedValue(slot.senkouBDelay, displacement));\n        slot.chikouBuffer.replaceHead(delayedValue(slot.closeDelay, displacement));\n    } else {\n        slot.senkouADelay.append(senkouARaw);\n        slot.senkouBDelay.append(senkouBRaw);\n        slot.closeDelay.append(bar.close);\n        slot.tenkanBuffer.append(tenkan);\n        slot.kijunBuffer.append(kijun);\n        slot.senkouABuffer.append(delayedValue(slot.senkouADelay, displacement));\n        slot.senkouBBuffer.append(delayedValue(slot.senkouBDelay, displacement));\n        slot.chikouBuffer.append(delayedValue(slot.closeDelay, displacement));\n    }\n\n    return resultForOffset(slot, offset);\n}\n"]}

package/dist/ta/index.js.map

@@ -1 +1 @@
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+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/ta/index.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAE/D,OAAO,EAAE,WAAW,EAAE,EAAE,EAAE,MAAM,eAAe,CAAC;AAEhD,OAAO,EAAE,kBAAkB,EAAE,MAAM,eAAe,CAAC","sourcesContent":["// Copyright (c) 2026 Invinite. Licensed under the MIT License.\n// See the LICENSE file in the repo root for full license text.\n\nexport { TA_REGISTRY, ta } from \"./registry.js\";\nexport type { RuntimeTaNamespace } from \"./registry.js\";\nexport { maRibbonOutputKeys } from \"./maRibbon.js\";\nexport type { ScalarOrSeries } from \"./lib/sourceValue.js\";\n"]}

package/dist/ta/kama.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/kama.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.
+// Re-licensed MIT for chartlang. 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.

package/dist/ta/kama.js.map

@@ -1 +1 @@
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Licensed under the MIT License.\n// See the LICENSE file in the repo root for full license text.\n//\n// Ported from invinite/src/components/trading-chart/indicators/kama.ts\n//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n// Structural choices (callsite-id slot, Series<T> proxy, replaceHead\n// mode) follow chartlang's primitive shape — NOT invinite's\n// IndicatorPlugin shape.\n\nimport type { KamaOpts, Series } from \"@invinite-org/chartlang-core\";\n\nimport { Float64RingBuffer } from \"../ringBuffer.js\";\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { makeSeriesView } from \"../seriesView.js\";\nimport { type ScalarOrSeries, readSourceValue } from \"./lib/sourceValue.js\";\n\nconst DEFAULT_LENGTH = 10;\nconst DEFAULT_FAST = 2;\nconst DEFAULT_SLOW = 30;\n\ntype KamaSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly length: number;\n    readonly fastAlpha: number;\n    readonly slowAlpha: number;\n    /** Trailing `length + 1` source values; `at(0)` is head, `at(length)` is oldest. */\n    readonly sourceWindow: Float64RingBuffer;\n    prevKama: number;\n    prevClosedKama: number;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.kama called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(\n    length: number,\n    fastLength: number,\n    slowLength: number,\n    capacity: number,\n): KamaSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    return {\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        length,\n        fastAlpha: 2 / (fastLength + 1),\n        slowAlpha: 2 / (slowLength + 1),\n        sourceWindow: new Float64RingBuffer(length + 1),\n        prevKama: Number.NaN,\n        prevClosedKama: Number.NaN,\n    };\n}\n\n/**\n * Compute the next KAMA value given the slot's current window state,\n * `headSrc` (the source value to evaluate at age 0 — may be the\n * just-appended close or a tick replacement), and `prev` (the prior\n * KAMA — either `prevClosedKama` on close or `prevClosedKama` on\n * tick; tick recomputes from the closed prior). Returns NaN until the\n * window holds `length + 1` finite samples.\n */\nfunction computeKama(slot: KamaSlot, headSrc: number, prev: number): number {\n    if (slot.sourceWindow.length < slot.length + 1) return Number.NaN;\n    if (!Number.isFinite(headSrc)) return prev;\n\n    const oldest = slot.sourceWindow.at(slot.length);\n    if (!Number.isFinite(oldest)) return prev;\n\n    const change = Math.abs(headSrc - oldest);\n\n    let volatility = 0;\n    // Per-bar absolute diffs across the trailing `length` pairs:\n    // |w[0] − w[1]| + |w[1] − w[2]| + … + |w[length-1] − w[length]|\n    // with w[0] substituted by `headSrc` so tick replays work\n    // without mutating the closed window.\n    {\n        const next = headSrc;\n        const prior = slot.sourceWindow.at(1);\n        if (!Number.isFinite(prior)) return prev;\n        volatility += Math.abs(next - prior);\n    }\n    for (let j = 1; j < slot.length; j += 1) {\n        const next = slot.sourceWindow.at(j);\n        const prior = slot.sourceWindow.at(j + 1);\n        if (!Number.isFinite(next) || !Number.isFinite(prior)) return prev;\n        volatility += Math.abs(next - prior);\n    }\n\n    const er = volatility > 0 ? change / volatility : 0;\n    const sc = (er * (slot.fastAlpha - slot.slowAlpha) + slot.slowAlpha) ** 2;\n\n    // Seed at the warmup boundary with the source value itself\n    // (matches invinite's convention + standard Pine `ta.kama`).\n    if (!Number.isFinite(prev)) return headSrc;\n    return prev + sc * (headSrc - prev);\n}\n\n/**\n * Kaufman's Adaptive Moving Average — an EMA-like recurrence whose\n * smoothing constant adapts to market efficiency. The \"efficiency\n * ratio\" is the directional change over the last `length` bars\n * divided by the total path-length over the same window; high\n * efficiency (trending) → smoothing approaches `fastAlpha`,\n * low efficiency (chop) → smoothing approaches `slowAlpha`.\n * Defaults: `length = 10`, `fastLength = 2`, `slowLength = 30`.\n *\n * NaN handling: mid-stream NaN source → KAMA carries the prior value\n * forward (matches the EMA / SMMA recurrence convention). Zero-\n * volatility window → `er = 0`, smoothing degenerates to `slowAlpha²`\n * but no change occurs because `src − prev` is itself 0 in the\n * constant-source regime.\n *\n * @formula  fastAlpha = 2 / (fastLength + 1) ;\n *           slowAlpha = 2 / (slowLength + 1) ;\n *           change   = |src[t] − src[t − length]| ;\n *           vol      = Σ_{j=0..length-1} |src[t − j] − src[t − j − 1]| ;\n *           er       = vol > 0 ? change / vol : 0 ;\n *           sc       = (er · (fastAlpha − slowAlpha) + slowAlpha)² ;\n *           KAMA[t]  = KAMA[t − 1] + sc · (src[t] − KAMA[t − 1])\n * @warmup   length\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-core\";\n *     // const k = ta.kama(bar.close, { length: 10, fastLength: 2, slowLength: 30 });\n *     // plot(k);\n */\nexport function kama(slotId: string, source: ScalarOrSeries, opts?: KamaOpts): Series<number> {\n    const ctx = getCtx();\n    const length = opts?.length ?? DEFAULT_LENGTH;\n    const fastLength = opts?.fastLength ?? DEFAULT_FAST;\n    const slowLength = opts?.slowLength ?? DEFAULT_SLOW;\n    let slot = ctx.stream.taSlots.get(slotId) as KamaSlot | undefined;\n    if (slot === undefined) {\n        slot = initSlot(length, fastLength, slowLength, ctx.stream.ohlcv.close.capacity);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    const src = readSourceValue(source);\n    if (ctx.isTick) {\n        // Tick replays the head off the existing closed window with\n        // `src` substituted at age 0; `prevClosedKama` is the recurrence\n        // anchor (the prior CLOSED bar's KAMA).\n        const value = computeKama(slot, src, slot.prevClosedKama);\n        slot.prevKama = Number.isFinite(value) ? value : slot.prevClosedKama;\n        slot.outBuffer.replaceHead(value);\n    } else {\n        slot.sourceWindow.append(src);\n        const value = computeKama(slot, src, slot.prevClosedKama);\n        slot.prevClosedKama = Number.isFinite(value) ? value : slot.prevClosedKama;\n        slot.prevKama = slot.prevClosedKama;\n        slot.outBuffer.append(value);\n    }\n    return slot.series;\n}\n"]}

package/dist/ta/keltner.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/keltner.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.
+// Re-licensed MIT for chartlang. 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. Keltner composes the registered MA primitive

package/dist/ta/keltner.js.map

@@ -1 +1 @@
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Licensed under the MIT License.\n// See the LICENSE file in the repo root for full license text.\n//\n// Ported from invinite/src/components/trading-chart/indicators/keltner.ts\n//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n// Structural choices (callsite-id slot, Series<T> proxy, replaceHead\n// mode) follow chartlang's primitive shape — NOT invinite's\n// IndicatorPlugin shape. Keltner composes the registered MA primitive\n// (sma / ema / wma / smma) via sub-slot `${slotId}/<maType>` over\n// `bar.close` for the middle band, and `ta.atr` via sub-slot\n// `${slotId}/atr` for the band offset — so fixes to either flow in\n// for free (mirrors maRibbon / donchian composition convention).\n\nimport type {\n    KeltnerOpts,\n    KeltnerResult,\n    MaTypeNoVolume,\n    Series,\n} from \"@invinite-org/chartlang-core\";\n\nimport { Float64RingBuffer } from \"../ringBuffer.js\";\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { makeSeriesView } from \"../seriesView.js\";\nimport { atr } from \"./atr.js\";\nimport { ema } from \"./ema.js\";\nimport { sma } from \"./sma.js\";\nimport { smma } from \"./smma.js\";\nimport { wma } from \"./wma.js\";\n\nconst DEFAULT_LENGTH = 20;\nconst DEFAULT_MULTIPLIER = 2;\nconst DEFAULT_MA_TYPE: MaTypeNoVolume = \"ema\";\n\ntype KeltnerSlot = {\n    readonly upperBuffer: Float64RingBuffer;\n    readonly lowerBuffer: Float64RingBuffer;\n    readonly length: number;\n    readonly multiplier: number;\n    readonly maType: MaTypeNoVolume;\n    outputs: KeltnerResult | null;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.keltner called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(\n    length: number,\n    multiplier: number,\n    maType: MaTypeNoVolume,\n    capacity: number,\n): KeltnerSlot {\n    return {\n        upperBuffer: new Float64RingBuffer(capacity),\n        lowerBuffer: new Float64RingBuffer(capacity),\n        length,\n        multiplier,\n        maType,\n        outputs: null,\n    };\n}\n\nfunction dispatchMa(\n    maType: MaTypeNoVolume,\n    subSlotId: string,\n    source: number,\n    length: number,\n): Series<number> {\n    switch (maType) {\n        case \"sma\":\n            return sma(subSlotId, source, length);\n        case \"ema\":\n            return ema(subSlotId, source, length);\n        case \"wma\":\n            return wma(subSlotId, source, length);\n        case \"smma\":\n            return smma(subSlotId, source, length);\n    }\n}\n\n/**\n * Keltner Channels — overlay volatility envelope. Middle band is an\n * `maType` MA of `bar.close` over `length`; upper / lower bands sit\n * `multiplier · ATR(length)` above / below the middle. Defaults\n * `length = 20`, `multiplier = 2`, `maType = \"ema\"` (Linda Raschke /\n * TradingView canonical form — Chester Keltner's original used a\n * different \"typical range\" formulation; every modern reference\n * defaults to EMA + Wilder ATR). Composes the registered MA primitive\n * via sub-slot `${slotId}/<maType>` and `ta.atr` via sub-slot\n * `${slotId}/atr` — fixes to either flow in for free. Returns a\n * cached `{ upper, middle, lower }` record (same identity every bar).\n * NaN across all outputs while the trailing window is unwarmed.\n *\n * @formula  middle = MA(close, length, maType) ;\n *           upper  = middle + multiplier · atr(length) ;\n *           lower  = middle − multiplier · atr(length)\n * @warmup   length\n * @anchors  maType\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-core\";\n *     // const k = ta.keltner({ length: 20, multiplier: 2 });\n *     // plot(k.upper);\n *     // plot(k.middle);\n *     // plot(k.lower);\n */\nexport function keltner(slotId: string, opts?: KeltnerOpts): KeltnerResult {\n    const ctx = getCtx();\n    const length = opts?.length ?? DEFAULT_LENGTH;\n    const multiplier = opts?.multiplier ?? DEFAULT_MULTIPLIER;\n    const maType = opts?.maType ?? DEFAULT_MA_TYPE;\n    let slot = ctx.stream.taSlots.get(slotId) as KeltnerSlot | undefined;\n    if (slot === undefined) {\n        slot = initSlot(length, multiplier, maType, ctx.stream.ohlcv.close.capacity);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    const close = ctx.stream.bar.close;\n    const middleSeries = dispatchMa(slot.maType, `${slotId}/${slot.maType}`, close, slot.length);\n    const atrSeries = atr(`${slotId}/atr`, slot.length);\n    if (slot.outputs === null) {\n        slot.outputs = Object.freeze({\n            upper: makeSeriesView<number>(slot.upperBuffer),\n            middle: middleSeries,\n            lower: makeSeriesView<number>(slot.lowerBuffer),\n        });\n    }\n    const mid = middleSeries.current;\n    const atrValue = atrSeries.current;\n    let upperValue: number;\n    let lowerValue: number;\n    if (Number.isFinite(mid) && Number.isFinite(atrValue)) {\n        upperValue = mid + slot.multiplier * atrValue;\n        lowerValue = mid - slot.multiplier * atrValue;\n    } else {\n        upperValue = Number.NaN;\n        lowerValue = Number.NaN;\n    }\n    if (ctx.isTick) {\n        slot.upperBuffer.replaceHead(upperValue);\n        slot.lowerBuffer.replaceHead(lowerValue);\n    } else {\n        slot.upperBuffer.append(upperValue);\n        slot.lowerBuffer.append(lowerValue);\n    }\n    return slot.outputs;\n}\n"]}

package/dist/ta/klinger.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/klinger.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.
+// Re-licensed MIT for chartlang. 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. Composition: three `ta.ema` sub-slots