@invinite-org/chartlang-runtime 1.1.0 → 1.2.0

package/dist/ta/klinger.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/klinger.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. Composition: three `ta.ema` sub-slots\n// (`${slotId}/fastEma`, `${slotId}/slowEma`, `${slotId}/signalEma`).\n// The Volume Force accumulator (trend / cm / dm) is bespoke\n// per-primitive state — no registry helper expresses VF.\n\nimport type { KlingerOpts, KlingerResult, 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 { ema } from \"./ema.js\";\n\nconst DEFAULT_FAST_LENGTH = 34;\nconst DEFAULT_SLOW_LENGTH = 55;\nconst DEFAULT_SIGNAL_LENGTH = 13;\n\ntype KlingerSlot = {\n    result: KlingerResult | null;\n    readonly klingerBuf: Float64RingBuffer;\n    readonly klingerSeries: Series<number>;\n    /** Active per-bar accumulator (closed-side, post most-recent close). */\n    prevHlc: number;\n    prevTrend: number;\n    prevCm: number;\n    prevDm: number;\n    /** Snapshot BEFORE the most recent close — used by tick replay. */\n    prevClosedHlc: number;\n    prevClosedTrend: number;\n    prevClosedCm: number;\n    prevClosedDm: number;\n    barCount: number;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.klinger called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(capacity: number): KlingerSlot {\n    const klingerBuf = new Float64RingBuffer(capacity);\n    return {\n        result: null,\n        klingerBuf,\n        klingerSeries: makeSeriesView<number>(klingerBuf),\n        prevHlc: Number.NaN,\n        prevTrend: 0,\n        prevCm: 0,\n        prevDm: 0,\n        prevClosedHlc: Number.NaN,\n        prevClosedTrend: 0,\n        prevClosedCm: 0,\n        prevClosedDm: 0,\n        barCount: 0,\n    };\n}\n\n/**\n * Volume Force given the bar OHLCV + the prior bar's (hlc, trend, cm,\n * dm) snapshot. Returns the new (vf, trend, cm, dm) tuple.\n *\n * `vf = volume · |2 · (dm / cm − 1)| · trend · 100` when `cm` is\n * finite and non-zero; else `vf = 0`. NaN price inputs hold the prior\n * state forward (vf = 0).\n */\nfunction computeVf(\n    high: number,\n    low: number,\n    close: number,\n    volume: number,\n    baseHlc: number,\n    baseTrend: number,\n    baseCm: number,\n    baseDm: number,\n): { vf: number; hlc: number; trend: number; cm: number; dm: number } {\n    if (!Number.isFinite(high) || !Number.isFinite(low) || !Number.isFinite(close)) {\n        return { vf: 0, hlc: baseHlc, trend: baseTrend, cm: baseCm, dm: baseDm };\n    }\n    const hlc = high + low + close;\n    const dm = high - low;\n    let trend: number;\n    if (!Number.isFinite(baseHlc)) {\n        // First bar — no prior HLC. Seed trend = 0 (matches invinite's\n        // initialisation: `prevTrend = 0`), emit vf = 0, propagate\n        // baseDm = dm (subsequent bar's cm starts from this dm).\n        return { vf: 0, hlc, trend: 0, cm: 0, dm };\n    }\n    if (hlc > baseHlc) trend = 1;\n    else if (hlc < baseHlc) trend = -1;\n    else trend = baseTrend;\n    const cm = trend === baseTrend ? baseCm + dm : baseDm + dm;\n    // Defensive: volume / vf-finite guards. Outer call site has already\n    // checked high / low / close are finite; volume can still be NaN on\n    // some exchanges, but the runtime feeds a finite default elsewhere.\n    /* c8 ignore next */\n    const volumeFinite = Number.isFinite(volume) ? volume : 0;\n    let vf = 0;\n    if (cm !== 0 && Number.isFinite(cm)) {\n        vf = volumeFinite * Math.abs(2 * (dm / cm - 1)) * trend * 100;\n        /* c8 ignore next */\n        if (!Number.isFinite(vf)) vf = 0;\n    }\n    return { vf, hlc, trend, cm, dm };\n}\n\n/**\n * Klinger Volume Oscillator. Per-bar Volume Force accumulator drives\n * the difference of two EMAs (`fastLength` / `slowLength`); the\n * signal line is a third EMA over the Klinger line. Defaults\n * `(34, 55, 13)`. Composes 3 `ta.ema` sub-slots (`${slotId}/fastEma`,\n * `${slotId}/slowEma`, `${slotId}/signalEma`). The user-facing\n * `signal` Series IS the signalEma sub-slot's own Series view.\n *\n * Zero-volume bars emit `vf = 0` (no contribution); this matches\n * invinite's `safeVolume`-style shape and the task spec's \"no VF\n * update\" wording — zero-VF still flows into the EMAs, it just adds\n * zero. The first bar emits `vf = 0` (seed only — no prior HLC to\n * difference against).\n *\n * @formula  hlc[t] = high + low + close ;\n *           trend  = hlc > prevHlc ? +1 : hlc < prevHlc ? −1 : prevTrend ;\n *           dm     = high − low ; cm = trend === prevTrend ? prevCm + dm : prevDm + dm ;\n *           vf     = cm ≠ 0 ? volume · |2·(dm/cm − 1)| · trend · 100 : 0 ;\n *           klinger = ema(vf, fastLength) − ema(vf, slowLength) ;\n *           signal  = ema(klinger, signalLength)\n * @warmup   slowLength + signalLength − 2\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-runtime\";\n *     // const k = ta.klinger(\"slot\");\n *     // plot(k.klinger); plot(k.signal);\n */\nexport function klinger(slotId: string, opts?: KlingerOpts): KlingerResult {\n    const ctx = getCtx();\n    const fastLength = opts?.fastLength ?? DEFAULT_FAST_LENGTH;\n    const slowLength = opts?.slowLength ?? DEFAULT_SLOW_LENGTH;\n    const signalLength = opts?.signalLength ?? DEFAULT_SIGNAL_LENGTH;\n\n    let slot = ctx.stream.taSlots.get(slotId) as KlingerSlot | undefined;\n    if (slot === undefined) {\n        slot = initSlot(ctx.stream.ohlcv.close.capacity);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n\n    const { high, low, close, volume } = ctx.stream.bar;\n\n    let vf: number;\n    if (ctx.isTick) {\n        // Replay the head's VF against the prior-close snapshot.\n        const step = computeVf(\n            high,\n            low,\n            close,\n            volume,\n            slot.prevClosedHlc,\n            slot.prevClosedTrend,\n            slot.prevClosedCm,\n            slot.prevClosedDm,\n        );\n        vf = step.vf;\n    } else {\n        // Close-side. Snapshot prior-close BEFORE folding in.\n        slot.prevClosedHlc = slot.prevHlc;\n        slot.prevClosedTrend = slot.prevTrend;\n        slot.prevClosedCm = slot.prevCm;\n        slot.prevClosedDm = slot.prevDm;\n        const step = computeVf(\n            high,\n            low,\n            close,\n            volume,\n            slot.prevHlc,\n            slot.prevTrend,\n            slot.prevCm,\n            slot.prevDm,\n        );\n        vf = step.vf;\n        slot.prevHlc = step.hlc;\n        slot.prevTrend = step.trend;\n        slot.prevCm = step.cm;\n        slot.prevDm = step.dm;\n        slot.barCount += 1;\n    }\n\n    const fastSeries = ema(`${slotId}/fastEma`, vf, fastLength);\n    const slowSeries = ema(`${slotId}/slowEma`, vf, slowLength);\n    const fa = fastSeries.current;\n    const sa = slowSeries.current;\n    const klingerValue = Number.isFinite(fa) && Number.isFinite(sa) ? fa - sa : Number.NaN;\n\n    if (ctx.isTick) slot.klingerBuf.replaceHead(klingerValue);\n    else slot.klingerBuf.append(klingerValue);\n\n    const signalSeries = ema(`${slotId}/signalEma`, klingerValue, signalLength);\n\n    if (slot.result === null) {\n        slot.result = Object.freeze({\n            klinger: slot.klingerSeries,\n            signal: signalSeries,\n        });\n    }\n    return slot.result;\n}\n"]}

package/dist/ta/kst.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/kst.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: four `ta.sma` sub-slots (one per

package/dist/ta/kst.js.map

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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/kst.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. Composition: four `ta.sma` sub-slots (one per\n// smoothed ROC) + one `ta.sma` sub-slot for the signal line. The four\n// percentage ROCs are computed inline against the parent's source\n// ring (same convention as `coppock.ts` — `ta.change` emits absolute\n// deltas, while KST needs percentage rate-of-change).\n\nimport type { KstOpts, KstResult, 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 { sma } from \"./sma.js\";\nimport { type ScalarOrSeries, readSourceValue } from \"./lib/sourceValue.js\";\n\nconst DEFAULT_ROC1_LENGTH = 10;\nconst DEFAULT_ROC2_LENGTH = 15;\nconst DEFAULT_ROC3_LENGTH = 20;\nconst DEFAULT_ROC4_LENGTH = 30;\nconst DEFAULT_ROC1_SMOOTH = 10;\nconst DEFAULT_ROC2_SMOOTH = 10;\nconst DEFAULT_ROC3_SMOOTH = 10;\nconst DEFAULT_ROC4_SMOOTH = 15;\nconst DEFAULT_SIGNAL_LENGTH = 9;\n\ntype KstSlot = {\n    result: KstResult | null;\n    readonly kstBuf: Float64RingBuffer;\n    readonly kstSeries: Series<number>;\n    readonly roc1Length: number;\n    readonly roc2Length: number;\n    readonly roc3Length: number;\n    readonly roc4Length: number;\n    /**\n     * Last `max(rocN) + 1` closed source values; `at(0)` is the head.\n     * Shared by all four percentage-ROC computations.\n     */\n    readonly sourceWindow: Float64RingBuffer;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.kst called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction pctRoc(current: number, lookback: number): number {\n    if (!Number.isFinite(lookback) || lookback === 0 || !Number.isFinite(current)) {\n        return Number.NaN;\n    }\n    return (100 * (current - lookback)) / lookback;\n}\n\nfunction rocFromWindow(window: Float64RingBuffer, src: number, length: number): number {\n    if (window.length <= length) return Number.NaN;\n    return pctRoc(src, window.at(length));\n}\n\n/**\n * Know Sure Thing (Martin Pring, 1992). Weighted sum of four SMA-\n * smoothed percentage rate-of-change series plus an SMA signal line.\n * Defaults `(10, 15, 20, 30, 10, 10, 10, 15, 9)` match Pring's\n * canonical settings. Composes 4 `ta.sma` sub-slots\n * (`${slotId}/r1Sma` .. `${slotId}/r4Sma`) for the smoothing layer\n * plus one `ta.sma` sub-slot (`${slotId}/signalSma`) for the signal\n * line. The percentage-ROC math is inline (mirrors `ta.coppock` —\n * `ta.change` emits absolute deltas, not percentages).\n *\n * The user-facing `signal` Series IS the signalSma sub-slot's own\n * Series view (no extra output buffer on the parent slot). The\n * `kst` Series wraps the parent's own `kstBuf` ring. Result identity\n * is captured on the first call and returned by reference thereafter.\n *\n * @formula  rN[t] = sma(pctRoc(source[t], source[t − rocNLength]), rocNSmooth) for N in 1..4 ;\n *           kst[t] = r1 + 2·r2 + 3·r3 + 4·r4 ; NaN if any rN NaN ;\n *           signal = sma(kst, signalLength)\n * @warmup   max_N(rocNLength + rocNSmooth) + signalLength − 2\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-runtime\";\n *     // const k = ta.kst(\"slot\", bar.close);\n *     // plot(k.kst); plot(k.signal);\n */\nexport function kst(slotId: string, source: ScalarOrSeries, opts?: KstOpts): KstResult {\n    const ctx = getCtx();\n    const roc1Length = opts?.roc1Length ?? DEFAULT_ROC1_LENGTH;\n    const roc2Length = opts?.roc2Length ?? DEFAULT_ROC2_LENGTH;\n    const roc3Length = opts?.roc3Length ?? DEFAULT_ROC3_LENGTH;\n    const roc4Length = opts?.roc4Length ?? DEFAULT_ROC4_LENGTH;\n    const roc1Smooth = opts?.roc1Smooth ?? DEFAULT_ROC1_SMOOTH;\n    const roc2Smooth = opts?.roc2Smooth ?? DEFAULT_ROC2_SMOOTH;\n    const roc3Smooth = opts?.roc3Smooth ?? DEFAULT_ROC3_SMOOTH;\n    const roc4Smooth = opts?.roc4Smooth ?? DEFAULT_ROC4_SMOOTH;\n    const signalLength = opts?.signalLength ?? DEFAULT_SIGNAL_LENGTH;\n\n    const src = readSourceValue(source);\n\n    let slot = ctx.stream.taSlots.get(slotId) as KstSlot | undefined;\n    if (slot === undefined) {\n        const capacity = ctx.stream.ohlcv.close.capacity;\n        const kstBuf = new Float64RingBuffer(capacity);\n        const lookbackCap = Math.max(roc1Length, roc2Length, roc3Length, roc4Length) + 1;\n        slot = {\n            result: null,\n            kstBuf,\n            kstSeries: makeSeriesView<number>(kstBuf),\n            roc1Length,\n            roc2Length,\n            roc3Length,\n            roc4Length,\n            sourceWindow: new Float64RingBuffer(lookbackCap),\n        };\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n\n    if (ctx.isTick) {\n        slot.sourceWindow.replaceHead(src);\n    } else {\n        slot.sourceWindow.append(src);\n    }\n\n    const roc1 = rocFromWindow(slot.sourceWindow, src, slot.roc1Length);\n    const roc2 = rocFromWindow(slot.sourceWindow, src, slot.roc2Length);\n    const roc3 = rocFromWindow(slot.sourceWindow, src, slot.roc3Length);\n    const roc4 = rocFromWindow(slot.sourceWindow, src, slot.roc4Length);\n\n    const r1Series = sma(`${slotId}/r1Sma`, roc1, roc1Smooth);\n    const r2Series = sma(`${slotId}/r2Sma`, roc2, roc2Smooth);\n    const r3Series = sma(`${slotId}/r3Sma`, roc3, roc3Smooth);\n    const r4Series = sma(`${slotId}/r4Sma`, roc4, roc4Smooth);\n\n    const r1 = r1Series.current;\n    const r2 = r2Series.current;\n    const r3 = r3Series.current;\n    const r4 = r4Series.current;\n\n    const kstValue =\n        Number.isFinite(r1) && Number.isFinite(r2) && Number.isFinite(r3) && Number.isFinite(r4)\n            ? r1 + 2 * r2 + 3 * r3 + 4 * r4\n            : Number.NaN;\n\n    if (ctx.isTick) {\n        slot.kstBuf.replaceHead(kstValue);\n    } else {\n        slot.kstBuf.append(kstValue);\n    }\n\n    const signalSeries = sma(`${slotId}/signalSma`, kstValue, signalLength);\n\n    if (slot.result === null) {\n        slot.result = Object.freeze({\n            kst: slot.kstSeries,\n            signal: signalSeries,\n        });\n    }\n    return slot.result;\n}\n"]}

package/dist/ta/lib/adxFromDi.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/lib/adx-from-di.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.
 import { wilderStep } from "./wilderSmoothing.js";
 /**
  * Wilder ADX from a pre-computed `+DI` / `-DI` pair. Computes

package/dist/ta/lib/adxFromDi.js.map

@@ -1 +1 @@
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+{"version":3,"file":"adxFromDi.js","sourceRoot":"","sources":["../../../src/ta/lib/adxFromDi.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,kFAAkF;AAClF,mEAAmE;AACnE,qEAAqE;AACrE,gBAAgB;AAEhB,OAAO,EAAE,UAAU,EAAE,MAAM,sBAAsB,CAAC;AAElD;;;;;;;;;;;;;;;;;;;;;;;;;;GA0BG;AACH,MAAM,UAAU,SAAS,CACrB,MAAoB,EACpB,OAAqB,EACrB,MAAc;IAEd,MAAM,CAAC,GAAG,MAAM,CAAC,MAAM,CAAC;IACxB,MAAM,GAAG,GAAG,IAAI,YAAY,CAAC,CAAC,CAAC,CAAC;IAChC,GAAG,CAAC,IAAI,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IACrB,IAAI,MAAM,IAAI,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,OAAO,CAAC,MAAM,KAAK,CAAC,IAAI,CAAC,GAAG,CAAC,GAAG,MAAM,EAAE,CAAC;QACnE,OAAO,GAAG,CAAC;IACf,CAAC;IAED,MAAM,EAAE,GAAG,IAAI,YAAY,CAAC,CAAC,CAAC,CAAC;IAC/B,EAAE,CAAC,IAAI,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IACpB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;QAC5B,MAAM,CAAC,GAAG,MAAM,CAAC,CAAC,CAAC,CAAC;QACpB,MAAM,CAAC,GAAG,OAAO,CAAC,CAAC,CAAC,CAAC;QACrB,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC,CAAC;YAAE,SAAS;QACzD,MAAM,GAAG,GAAG,CAAC,GAAG,CAAC,CAAC;QAClB,EAAE,CAAC,CAAC,CAAC,GAAG,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,GAAG,CAAC;IAC1D,CAAC;IAED,MAAM,YAAY,GAAG,CAAC,GAAG,MAAM,GAAG,CAAC,CAAC;IACpC,IAAI,OAAO,GAAG,CAAC,CAAC;IAChB,KAAK,IAAI,CAAC,GAAG,MAAM,EAAE,CAAC,IAAI,YAAY,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;QAC7C,MAAM,CAAC,GAAG,EAAE,CAAC,CAAC,CAAC,CAAC;QAChB,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC,CAAC;YAAE,OAAO,GAAG,CAAC;QACpC,OAAO,IAAI,CAAC,CAAC;IACjB,CAAC;IACD,mEAAmE;IACnE,qEAAqE;IACrE,GAAG,CAAC,YAAY,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,OAAO,GAAG,MAAM,CAAC,CAAC;IAEpD,KAAK,IAAI,CAAC,GAAG,YAAY,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;QAC3C,MAAM,CAAC,GAAG,EAAE,CAAC,CAAC,CAAC,CAAC;QAChB,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC,CAAC;YAAE,OAAO,GAAG,CAAC;QACpC,GAAG,CAAC,CAAC,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,UAAU,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,EAAE,CAAC,EAAE,MAAM,CAAC,CAAC,CAAC;IAC9D,CAAC;IAED,OAAO,GAAG,CAAC;AACf,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/lib/adx-from-di.ts\n//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n\nimport { wilderStep } from \"./wilderSmoothing.js\";\n\n/**\n * Wilder ADX from a pre-computed `+DI` / `-DI` pair. Computes\n * `DX = 100 * |+DI - -DI| / (+DI + -DI)` per bar (falls back to `0`\n * when both DIs are zero), then Wilder-smooths `DX` over `length`\n * via the shared `wilderStep`.\n *\n * Warmup: `2 * length - 1`. Slots `[0, length - 1]` carry the DI\n * warmup (callers feed NaN there); slots `[length, 2*length - 2]`\n * accumulate the ADX seed sum; `out[2*length - 1]` is the first\n * defined ADX value (mean of the first `length` DX samples).\n *\n * Mismatched input lengths or `length <= 0` yields an all-NaN\n * buffer. Any non-finite DI in the seed window leaves the output\n * NaN past the warmup — the Wilder recurrence cannot resume past\n * a NaN seed.\n *\n * @formula  dx[i]  = 100 * |+DI - -DI| / (+DI + -DI) ;\n *           seed   = mean(dx[length .. 2*length - 1]) ;\n *           out[i] = wilderStep(out[i-1], dx[i], length) ;\n *           outputs are clamped to [0, 100]\n * @warmup   2 * length - 1\n * @since 0.2\n * @stable\n * @example\n *     // import { adxFromDi } from \"./adxFromDi\";\n *     // const adx = adxFromDi(plusDi, minusDi, 14);\n */\nexport function adxFromDi(\n    plusDi: Float64Array,\n    minusDi: Float64Array,\n    length: number,\n): Float64Array {\n    const n = plusDi.length;\n    const out = new Float64Array(n);\n    out.fill(Number.NaN);\n    if (length <= 0 || n === 0 || minusDi.length !== n || n < 2 * length) {\n        return out;\n    }\n\n    const dx = new Float64Array(n);\n    dx.fill(Number.NaN);\n    for (let i = 0; i < n; i += 1) {\n        const p = plusDi[i];\n        const m = minusDi[i];\n        if (!Number.isFinite(p) || !Number.isFinite(m)) continue;\n        const sum = p + m;\n        dx[i] = sum === 0 ? 0 : (100 * Math.abs(p - m)) / sum;\n    }\n\n    const firstSeedIdx = 2 * length - 1;\n    let seedSum = 0;\n    for (let i = length; i <= firstSeedIdx; i += 1) {\n        const v = dx[i];\n        if (!Number.isFinite(v)) return out;\n        seedSum += v;\n    }\n    // dx is bounded by [0, 100] in exact arithmetic, but the seed mean\n    // and the Wilder recurrence can overshoot 100 by a few ulps — clamp.\n    out[firstSeedIdx] = Math.min(100, seedSum / length);\n\n    for (let i = firstSeedIdx + 1; i < n; i += 1) {\n        const v = dx[i];\n        if (!Number.isFinite(v)) return out;\n        out[i] = Math.min(100, wilderStep(out[i - 1], v, length));\n    }\n\n    return out;\n}\n"]}

package/dist/ta/lib/computeMa.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/lib/compute-ma.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.
 import { computeMaOfFloat64 } from "./computeMaOfFloat64.js";
 import { vwmaFloat64 } from "./vwmaFloat64.js";
 /**

package/dist/ta/lib/computeMa.js.map

@@ -1 +1 @@
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+{"version":3,"file":"computeMa.js","sourceRoot":"","sources":["../../../src/ta/lib/computeMa.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,iFAAiF;AACjF,mEAAmE;AACnE,qEAAqE;AACrE,gBAAgB;AAEhB,OAAO,EAAE,kBAAkB,EAAE,MAAM,yBAAyB,CAAC;AAE7D,OAAO,EAAE,WAAW,EAAE,MAAM,kBAAkB,CAAC;AAS/C;;;;;;;;;;;;;;;;;;;;;GAqBG;AACH,MAAM,UAAU,SAAS,CACrB,IAAY,EACZ,MAAoB,EACpB,MAAc,EACd,MAA2B;IAE3B,IAAI,IAAI,KAAK,MAAM,EAAE,CAAC;QAClB,IAAI,MAAM,KAAK,IAAI,EAAE,CAAC;YAClB,MAAM,GAAG,GAAG,IAAI,SAAS,CACrB,kDAAkD,CAC1B,CAAC;YAC7B,GAAG,CAAC,IAAI,GAAG,6BAA6B,CAAC;YACzC,MAAM,GAAG,CAAC;QACd,CAAC;QACD,OAAO,WAAW,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,CAAC,CAAC;IAC/C,CAAC;IACD,OAAO,kBAAkB,CAAC,IAAI,EAAE,MAAM,EAAE,MAAM,CAAC,CAAC;AACpD,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/lib/compute-ma.ts\n//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n\nimport { computeMaOfFloat64 } from \"./computeMaOfFloat64.js\";\nimport type { MaType } from \"./maTypes.js\";\nimport { vwmaFloat64 } from \"./vwmaFloat64.js\";\n\n/**\n * Error thrown by {@link computeMa} when `kind === \"vwma\"` is called\n * with `volume === null`. Carries a stable `code` for programmatic\n * dispatch: `\"ta-lib-vwma-requires-volume\"`.\n */\ntype VwmaRequiresVolumeError = TypeError & { code: \"ta-lib-vwma-requires-volume\" };\n\n/**\n * Volume-aware MA dispatcher over a `Float64Array` input. Routes\n * `\"vwma\"` through {@link vwmaFloat64} (requires a parallel volume\n * array); every other kind routes through {@link computeMaOfFloat64}.\n * Mirrors invinite's `computeMaSeries`, but operates on flat\n * `Float64Array` source + volume instead of `ChartCandle[]` so the\n * helper stays decoupled from the bar-shape.\n *\n * Throws a `TypeError` with `code = \"ta-lib-vwma-requires-volume\"` if\n * `kind === \"vwma\"` and `volume === null` — calling VWMA without a\n * volume stream is a programmer error, not a runtime data condition.\n * For non-VWMA kinds, `volume` is ignored.\n *\n * @formula  kind === \"vwma\" → vwmaFloat64(source, volume, length) ;\n *           otherwise         → computeMaOfFloat64(kind, source, length)\n * @since 0.2\n * @stable\n * @example\n *     // import { computeMa } from \"./computeMa\";\n *     // const ma = computeMa(\"vwma\", close, volume, 20);\n *     // const sma20 = computeMa(\"sma\", close, null, 20);\n */\nexport function computeMa(\n    kind: MaType,\n    source: Float64Array,\n    length: number,\n    volume: Float64Array | null,\n): Float64Array {\n    if (kind === \"vwma\") {\n        if (volume === null) {\n            const err = new TypeError(\n                \"computeMa: vwma requires a non-null volume array\",\n            ) as VwmaRequiresVolumeError;\n            err.code = \"ta-lib-vwma-requires-volume\";\n            throw err;\n        }\n        return vwmaFloat64(source, volume, length);\n    }\n    return computeMaOfFloat64(kind, source, length);\n}\n"]}

package/dist/ta/lib/computeMaOfFloat64.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/lib/compute-ma-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.
+// Re-licensed MIT for chartlang. The math is the reference, the code
+// style is not.
 import { computeEmaOfFloat64 } from "./emaFloat64.js";
 import { computeSmaOfFloat64 } from "./smaFloat64.js";
 import { smmaFloat64 } from "./smmaFloat64.js";

package/dist/ta/lib/computeMaOfFloat64.js.map

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+{"version":3,"file":"computeMaOfFloat64.js","sourceRoot":"","sources":["../../../src/ta/lib/computeMaOfFloat64.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,4FAA4F;AAC5F,mEAAmE;AACnE,qEAAqE;AACrE,gBAAgB;AAEhB,OAAO,EAAE,mBAAmB,EAAE,MAAM,iBAAiB,CAAC;AAEtD,OAAO,EAAE,mBAAmB,EAAE,MAAM,iBAAiB,CAAC;AACtD,OAAO,EAAE,WAAW,EAAE,MAAM,kBAAkB,CAAC;AAC/C,OAAO,EAAE,UAAU,EAAE,MAAM,iBAAiB,CAAC;AAE7C;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,MAAM,UAAU,kBAAkB,CAC9B,IAAoB,EACpB,MAAoB,EACpB,MAAc;IAEd,QAAQ,IAAI,EAAE,CAAC;QACX,KAAK,KAAK;YACN,OAAO,mBAAmB,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC;QAC/C,KAAK,KAAK;YACN,OAAO,mBAAmB,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC;QAC/C,KAAK,KAAK;YACN,OAAO,UAAU,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC;QACtC,KAAK,MAAM;YACP,OAAO,WAAW,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC;IAC3C,CAAC;AACL,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/lib/compute-ma-of-float64.ts\n//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n\nimport { computeEmaOfFloat64 } from \"./emaFloat64.js\";\nimport type { MaTypeNoVolume } from \"./maTypes.js\";\nimport { computeSmaOfFloat64 } from \"./smaFloat64.js\";\nimport { smmaFloat64 } from \"./smmaFloat64.js\";\nimport { wmaFloat64 } from \"./wmaFloat64.js\";\n\n/**\n * Chained-MA dispatcher over a `Float64Array` input. Routes by\n * `MaTypeNoVolume` to the matching per-kind core — never re-implements\n * the math. Consumed by chained MAs (MACD signal-of-MACD, PPO /\n * PVO signal-of-oscillator, RSI smoothing-MA over RSI) and by every\n * primitive that exposes an `maType` opt over a derived Float64 source\n * (BB middle override, Keltner middle, Envelope middle, Chop\n * denominator, Donchian midpoint).\n *\n * `\"vwma\"` is excluded at the type level: VWMA needs a parallel\n * volume array and derived Float64 chain inputs carry no matching\n * volume stream. Volume-aware callers route through {@link computeMa}.\n *\n * @formula  kind switch over MaTypeNoVolume → delegates to\n *           {sma,ema,wma,smma}Float64(source, length)\n * @since 0.2\n * @stable\n * @example\n *     // import { computeMaOfFloat64 } from \"./computeMaOfFloat64\";\n *     // const sig = computeMaOfFloat64(\"ema\", macdLine, 9);\n */\nexport function computeMaOfFloat64(\n    kind: MaTypeNoVolume,\n    source: Float64Array,\n    length: number,\n): Float64Array {\n    switch (kind) {\n        case \"sma\":\n            return computeSmaOfFloat64(source, length);\n        case \"ema\":\n            return computeEmaOfFloat64(source, length);\n        case \"wma\":\n            return wmaFloat64(source, length);\n        case \"smma\":\n            return smmaFloat64(source, length);\n    }\n}\n"]}

package/dist/ta/lib/directionalState.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/lib/directionalState.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.
 import { wilderStep } from "./wilderSmoothing.js";
 /**
  * Allocate a fresh directional-state record. Shared by `ta.dmi` and

package/dist/ta/lib/directionalState.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/lib/directionalState.ts\n//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n\nimport { wilderStep } from \"./wilderSmoothing.js\";\n\n/**\n * Incremental Wilder-directional state shared by `ta.dmi` and\n * `ta.adx`. Tracks the seed-window accumulators + the smoothed\n * running values, plus the \"previous-previous\" snapshots the tick\n * replay needs to recompute the head against the prior closed bar.\n *\n * @formula  N/A — record type for {@link initDirectionalState}\n * @since 0.2\n * @stable\n * @example\n *     // const s: DirectionalState = initDirectionalState(14);\n */\nexport type DirectionalState = {\n    readonly length: number;\n    /** Number of CLOSED bars seen so far (counts every close-side step). */\n    barCount: number;\n    prevHigh: number;\n    prevLow: number;\n    prevClose: number;\n    /** `prevHigh` / `prevLow` / `prevClose` as of the bar before the\n     * current bar — frozen by the prior close-side advance so tick\n     * replay can recompute against the previous closed state. */\n    prevPrevHigh: number;\n    prevPrevLow: number;\n    prevPrevClose: number;\n    seedPlusDm: number;\n    seedMinusDm: number;\n    seedTr: number;\n    smoothedPlusDm: number;\n    smoothedMinusDm: number;\n    smoothedTr: number;\n    /** Smoothed state captured at the prior close — used by tick replay. */\n    prevClosedSmoothedPlusDm: number;\n    prevClosedSmoothedMinusDm: number;\n    prevClosedSmoothedTr: number;\n    plusDi: number;\n    minusDi: number;\n};\n\n/**\n * Allocate a fresh directional-state record. Shared by `ta.dmi` and\n * `ta.adx`. Exported so the ADX primitive can fold onto the same\n * recurrence without duplicating the field set.\n *\n * @formula  N/A — state constructor (zero / NaN initializers)\n * @since 0.2\n * @stable\n * @example\n *     // const s = initDirectionalState(14);\n */\nexport function initDirectionalState(length: number): DirectionalState {\n    return {\n        length,\n        barCount: 0,\n        prevHigh: Number.NaN,\n        prevLow: Number.NaN,\n        prevClose: Number.NaN,\n        prevPrevHigh: Number.NaN,\n        prevPrevLow: Number.NaN,\n        prevPrevClose: Number.NaN,\n        seedPlusDm: 0,\n        seedMinusDm: 0,\n        seedTr: 0,\n        smoothedPlusDm: Number.NaN,\n        smoothedMinusDm: Number.NaN,\n        smoothedTr: Number.NaN,\n        prevClosedSmoothedPlusDm: Number.NaN,\n        prevClosedSmoothedMinusDm: Number.NaN,\n        prevClosedSmoothedTr: Number.NaN,\n        plusDi: Number.NaN,\n        minusDi: Number.NaN,\n    };\n}\n\nfunction trueRange(high: number, low: number, prevClose: number): number {\n    // Defensive: `trueRange` is only called from bar 1 onwards (bar 0\n    // accumulates `high - low` inline via `seedTr += high - low`), and\n    // by then `prevClose` has been set to a finite value by the prior\n    // close-side advance. NaN-prevClose fallback kept for symmetry.\n    /* c8 ignore next */\n    if (!Number.isFinite(prevClose)) return high - low;\n    return Math.max(high - low, Math.abs(high - prevClose), Math.abs(low - prevClose));\n}\n\nfunction rawDirectionalMovement(\n    high: number,\n    low: number,\n    prevHigh: number,\n    prevLow: number,\n): { pDm: number; mDm: number } {\n    const upMove = high - prevHigh;\n    const downMove = prevLow - low;\n    const pDm = upMove > downMove && upMove > 0 ? upMove : 0;\n    const mDm = downMove > upMove && downMove > 0 ? downMove : 0;\n    return { pDm, mDm };\n}\n\n/**\n * Fold the new closed bar into the directional state. Mutates\n * `dirState` in place and returns the freshly computed `+DI` /\n * `-DI` pair (NaN until the seed window completes). Shared by\n * `ta.dmi` and `ta.adx`. The returned pair is also written back\n * to `dirState.plusDi` / `dirState.minusDi` for the consumer's\n * downstream DX computation.\n *\n * @formula  See {@link wilderDirectional} (lib/) for the per-step\n *           +DM / -DM / TR formulas; this routine inlines the same\n *           recurrence in a single-pass mutable form.\n * @warmup   length + 1 (first defined DI at barCount === length + 1)\n * @since 0.2\n * @stable\n * @example\n *     // const { plusDi, minusDi } = advanceDirectionalClose(s, h, l, c);\n */\nexport function advanceDirectionalClose(\n    dirState: DirectionalState,\n    high: number,\n    low: number,\n    close: number,\n): { plusDi: number; minusDi: number } {\n    const { length } = dirState;\n\n    if (!Number.isFinite(high) || !Number.isFinite(low) || !Number.isFinite(close)) {\n        // Hold prior values forward, do not advance the seed / smoothed\n        // state. Matches `atr.ts`'s NaN-input semantics — the recurrence\n        // cannot resume past a NaN, so we keep the last known values.\n        return { plusDi: dirState.plusDi, minusDi: dirState.minusDi };\n    }\n\n    dirState.barCount += 1;\n\n    if (dirState.barCount === 1) {\n        // First bar: seed prev-* snapshots and accumulate the bar-0\n        // range as the initial TR contribution. Matches the reference\n        // `lib/wilderDirectional` whose `seedTr` starts at\n        // `high[0] - low[0]`. No DM yet (no prevHigh).\n        dirState.prevPrevHigh = dirState.prevHigh;\n        dirState.prevPrevLow = dirState.prevLow;\n        dirState.prevPrevClose = dirState.prevClose;\n        dirState.prevHigh = high;\n        dirState.prevLow = low;\n        dirState.prevClose = close;\n        dirState.seedTr += high - low;\n        return { plusDi: Number.NaN, minusDi: Number.NaN };\n    }\n\n    const tr = trueRange(high, low, dirState.prevClose);\n    const { pDm, mDm } = rawDirectionalMovement(high, low, dirState.prevHigh, dirState.prevLow);\n\n    // Capture prev-prev BEFORE overwriting prev (tick replay needs the\n    // bar-before-current snapshot).\n    dirState.prevPrevHigh = dirState.prevHigh;\n    dirState.prevPrevLow = dirState.prevLow;\n    dirState.prevPrevClose = dirState.prevClose;\n    dirState.prevHigh = high;\n    dirState.prevLow = low;\n    dirState.prevClose = close;\n\n    if (dirState.barCount <= length) {\n        // Seed window: barCount in [2, length] inclusive accumulate\n        // pDm + mDm + tr; barCount === length + 1 completes the seed\n        // and emits the first defined DI pair.\n        dirState.seedPlusDm += pDm;\n        dirState.seedMinusDm += mDm;\n        dirState.seedTr += tr;\n        return { plusDi: Number.NaN, minusDi: Number.NaN };\n    }\n\n    if (dirState.barCount === length + 1) {\n        // Seed completes at the (length + 1)-th close — first defined\n        // slot is bar index `length` (zero-based; matches the\n        // full-recompute reference). Capture the pre-completion seed\n        // sums on `prevClosedSmoothed*` so tick replay can substitute\n        // the head bar's contribution.\n        dirState.prevClosedSmoothedPlusDm = dirState.seedPlusDm;\n        dirState.prevClosedSmoothedMinusDm = dirState.seedMinusDm;\n        dirState.prevClosedSmoothedTr = dirState.seedTr;\n        dirState.seedPlusDm += pDm;\n        dirState.seedMinusDm += mDm;\n        dirState.seedTr += tr;\n        dirState.smoothedPlusDm = dirState.seedPlusDm;\n        dirState.smoothedMinusDm = dirState.seedMinusDm;\n        dirState.smoothedTr = dirState.seedTr;\n        const tr0 = dirState.smoothedTr;\n        const plusDi = tr0 === 0 ? 0 : (100 * dirState.smoothedPlusDm) / tr0;\n        const minusDi = tr0 === 0 ? 0 : (100 * dirState.smoothedMinusDm) / tr0;\n        dirState.plusDi = plusDi;\n        dirState.minusDi = minusDi;\n        return { plusDi, minusDi };\n    }\n\n    // Post-seed: Wilder-smooth +DM / -DM / TR.\n    dirState.prevClosedSmoothedPlusDm = dirState.smoothedPlusDm;\n    dirState.prevClosedSmoothedMinusDm = dirState.smoothedMinusDm;\n    dirState.prevClosedSmoothedTr = dirState.smoothedTr;\n    dirState.smoothedPlusDm = wilderStep(dirState.smoothedPlusDm, pDm, length);\n    dirState.smoothedMinusDm = wilderStep(dirState.smoothedMinusDm, mDm, length);\n    dirState.smoothedTr = wilderStep(dirState.smoothedTr, tr, length);\n    const tr1 = dirState.smoothedTr;\n    const plusDi = tr1 === 0 ? 0 : (100 * dirState.smoothedPlusDm) / tr1;\n    const minusDi = tr1 === 0 ? 0 : (100 * dirState.smoothedMinusDm) / tr1;\n    dirState.plusDi = plusDi;\n    dirState.minusDi = minusDi;\n    return { plusDi, minusDi };\n}\n\n/**\n * Replay the latest TR / DM / DI against the FROZEN prior-closed\n * smoothed state. Does NOT mutate `dirState` (the consumer's\n * close-side advance owns mutation). Returns the head DI pair the\n * primitive should write to its output buffer.\n *\n * @formula  Same recurrence as {@link advanceDirectionalClose}, but\n *           applied against `prevClosedSmoothed*` snapshots so the\n *           current bar can be replaced rather than appended.\n * @since 0.2\n * @stable\n * @example\n *     // const di = tickDirectional(s, h, l, c);\n */\nexport function tickDirectional(\n    dirState: DirectionalState,\n    high: number,\n    low: number,\n    close: number,\n): { plusDi: number; minusDi: number } {\n    if (dirState.barCount < dirState.length + 1) {\n        return { plusDi: Number.NaN, minusDi: Number.NaN };\n    }\n    if (!Number.isFinite(high) || !Number.isFinite(low) || !Number.isFinite(close)) {\n        return { plusDi: dirState.plusDi, minusDi: dirState.minusDi };\n    }\n    // Tick replay reads against the bar-before-current (prevPrevHigh /\n    // prevPrevLow / prevPrevClose) — the values captured at the prior\n    // close. The current closed bar's contribution to the smoothed\n    // state has already been folded; we reverse-undo it by reading off\n    // `prevClosedSmoothed*` and applying one fresh Wilder step.\n    const tr = trueRange(high, low, dirState.prevPrevClose);\n    const { pDm, mDm } = rawDirectionalMovement(\n        high,\n        low,\n        dirState.prevPrevHigh,\n        dirState.prevPrevLow,\n    );\n\n    if (dirState.barCount === dirState.length + 1) {\n        // We just seeded on the current close; the\n        // `prevClosedSmoothed*` snapshots are the seed sums BEFORE\n        // this close's contribution. Re-seed with the tick's\n        // contribution substituted.\n        const seedPlusDm = dirState.prevClosedSmoothedPlusDm + pDm;\n        const seedMinusDm = dirState.prevClosedSmoothedMinusDm + mDm;\n        const seedTr = dirState.prevClosedSmoothedTr + tr;\n        // Defensive: seedTr === 0 only on a perfectly-flat seed window\n        // (every bar high === low === prev close). Real data never hits it.\n        const plusDi = /* c8 ignore next */ seedTr === 0 ? 0 : (100 * seedPlusDm) / seedTr;\n        const minusDi = /* c8 ignore next */ seedTr === 0 ? 0 : (100 * seedMinusDm) / seedTr;\n        return { plusDi, minusDi };\n    }\n    const plusDmSm = wilderStep(dirState.prevClosedSmoothedPlusDm, pDm, dirState.length);\n    const minusDmSm = wilderStep(dirState.prevClosedSmoothedMinusDm, mDm, dirState.length);\n    const trSm = wilderStep(dirState.prevClosedSmoothedTr, tr, dirState.length);\n    const plusDi = /* c8 ignore next */ trSm === 0 ? 0 : (100 * plusDmSm) / trSm;\n    const minusDi = /* c8 ignore next */ trSm === 0 ? 0 : (100 * minusDmSm) / trSm;\n    return { plusDi, minusDi };\n}\n"]}

package/dist/ta/lib/donchianMid.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/lib/donchian-mid.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.
 /**
  * Donchian midpoint over a trailing `length`-bar window of `high` /
  * `low` Float64Arrays: `(max(high) + min(low)) / 2`. Warmup slots

package/dist/ta/lib/donchianMid.js.map

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+{"version":3,"file":"donchianMid.js","sourceRoot":"","sources":["../../../src/ta/lib/donchianMid.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,mFAAmF;AACnF,mEAAmE;AACnE,qEAAqE;AACrE,gBAAgB;AAEhB;;;;;;;;;;;;;;;;;;GAkBG;AACH,MAAM,UAAU,WAAW,CAAC,IAAkB,EAAE,GAAiB,EAAE,MAAc;IAC7E,MAAM,CAAC,GAAG,IAAI,CAAC,MAAM,CAAC;IACtB,MAAM,GAAG,GAAG,IAAI,YAAY,CAAC,CAAC,CAAC,CAAC;IAChC,GAAG,CAAC,IAAI,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IACrB,IAAI,MAAM,IAAI,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,GAAG,MAAM,IAAI,GAAG,CAAC,MAAM,KAAK,CAAC;QAAE,OAAO,GAAG,CAAC;IAEzE,KAAK,IAAI,CAAC,GAAG,MAAM,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;QACrC,IAAI,OAAO,GAAG,IAAI,CAAC,CAAC,CAAC,CAAC;QACtB,IAAI,MAAM,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC;QACpB,IAAI,YAAY,GAAG,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,IAAI,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC;QACvE,IAAI,YAAY,EAAE,CAAC;YACf,KAAK,IAAI,CAAC,GAAG,CAAC,GAAG,MAAM,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;gBACzC,MAAM,CAAC,GAAG,IAAI,CAAC,CAAC,CAAC,CAAC;gBAClB,MAAM,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC;gBACjB,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC,CAAC,EAAE,CAAC;oBAC7C,YAAY,GAAG,KAAK,CAAC;oBACrB,MAAM;gBACV,CAAC;gBACD,IAAI,CAAC,GAAG,OAAO;oBAAE,OAAO,GAAG,CAAC,CAAC;gBAC7B,IAAI,CAAC,GAAG,MAAM;oBAAE,MAAM,GAAG,CAAC,CAAC;YAC/B,CAAC;QACL,CAAC;QACD,IAAI,YAAY;YAAE,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,OAAO,GAAG,MAAM,CAAC,GAAG,CAAC,CAAC;IACtD,CAAC;IACD,OAAO,GAAG,CAAC;AACf,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/lib/donchian-mid.ts\n//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n\n/**\n * Donchian midpoint over a trailing `length`-bar window of `high` /\n * `low` Float64Arrays: `(max(high) + min(low)) / 2`. Warmup slots\n * `[0, length - 2]` are `NaN`; a NaN inside the window propagates\n * `NaN` at that slot only. Mismatched input lengths return an\n * all-NaN buffer. Consumed by `ta.donchian` (channel midpoint) and\n * `ta.ichimoku` (Tenkan / Kijun / Senkou B raw).\n *\n * O(length) per slot — the per-bar scan is fine for the consumer\n * primitives, which keep their own incremental state.\n *\n * @formula  mid[i] = (max(high[i - length + 1 ..= i]) + min(low[i - length + 1 ..= i])) / 2\n * @warmup   length - 1\n * @since 0.2\n * @stable\n * @example\n *     // import { donchianMid } from \"./donchianMid\";\n *     // const mid = donchianMid(highs, lows, 20);\n */\nexport function donchianMid(high: Float64Array, low: Float64Array, length: number): Float64Array {\n    const n = high.length;\n    const out = new Float64Array(n);\n    out.fill(Number.NaN);\n    if (length <= 0 || n === 0 || n < length || low.length !== n) return out;\n\n    for (let i = length - 1; i < n; i += 1) {\n        let highest = high[i];\n        let lowest = low[i];\n        let windowFinite = Number.isFinite(highest) && Number.isFinite(lowest);\n        if (windowFinite) {\n            for (let j = i - length + 1; j < i; j += 1) {\n                const h = high[j];\n                const l = low[j];\n                if (!Number.isFinite(h) || !Number.isFinite(l)) {\n                    windowFinite = false;\n                    break;\n                }\n                if (h > highest) highest = h;\n                if (l < lowest) lowest = l;\n            }\n        }\n        if (windowFinite) out[i] = (highest + lowest) / 2;\n    }\n    return out;\n}\n"]}

package/dist/ta/lib/emaFloat64.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/lib/ema-of-float64.ts
 //   (commit d2d1043c1b039f66d2f3674526d303d31cf2f1e0, © Invinite).
-// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
-// provenance contract; the math is the reference, the code style is not.
+// Re-licensed MIT for chartlang. The math is the reference, the code
+// style is not.
 /**
  * EMA over a `Float64Array` input. Walks past any leading-NaN prefix,
  * seeds with the simple mean of the next `length` finite values, then

package/dist/ta/lib/emaFloat64.js.map

@@ -1 +1 @@
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package/dist/ta/lib/linearRegression.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/lib/linear-regression.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.
 /**
  * Rolling ordinary-least-squares fit of `y = a + b·x` over each
  * trailing `length`-bar window, with `x = 0 .. length - 1` (bar

package/dist/ta/lib/linearRegression.js.map

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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/lib/linear-regression.ts\n//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n\n/**\n * Per-slot OLS rolling regression result over a `Float64Array`\n * window. Each of the three Float64Array fields has the same length\n * as the input source; warmup slots are NaN.\n *\n * @formula  N/A — return-bundle type for {@link linearRegression}\n * @since 0.2\n * @stable\n * @example\n *     // const r: LinearRegressionFrame = linearRegression(close, 20);\n */\nexport type LinearRegressionFrame = Readonly<{\n    slope: Float64Array;\n    intercept: Float64Array;\n    value: Float64Array;\n}>;\n\n/**\n * Rolling ordinary-least-squares fit of `y = a + b·x` over each\n * trailing `length`-bar window, with `x = 0 .. length - 1` (bar\n * index inside the window). Returns three same-length arrays:\n *\n * - `slope[i]`     — the `b` coefficient at slot `i`.\n * - `intercept[i]` — the `a` coefficient.\n * - `value[i]`     — the regression line evaluated at the last bar\n *                    of the window (`intercept + slope * (length - 1)`).\n *                    This is the LSMA value at `i`.\n *\n * Closed-form formula:\n *   `slope = (N·Σxy − Σx·Σy) / (N·Σx² − (Σx)²)` —\n * since `x` is `0..N-1`, `Σx² − (Σx)²/N` is a constant of `length`\n * and is precomputed once outside the slot loop.\n *\n * Warmup `[0, length - 2]` is `NaN` on all three outputs. Any NaN\n * inside the window propagates `NaN` at that slot only.\n *\n * @formula  xMean   = (length - 1) / 2 ;\n *           xDev[j] = j - xMean ;\n *           sumXX   = Σ xDev² ;\n *           slope   = Σ(xDev * (y - yMean)) / sumXX ;\n *           intercept = yMean - slope * xMean ;\n *           value   = intercept + slope * (length - 1)\n * @warmup   length - 1\n * @since 0.2\n * @stable\n * @example\n *     // import { linearRegression } from \"./linearRegression\";\n *     // const { slope, intercept, value } = linearRegression(close, 20);\n */\nexport function linearRegression(source: Float64Array, length: number): LinearRegressionFrame {\n    const n = source.length;\n    const slope = new Float64Array(n);\n    const intercept = new Float64Array(n);\n    const value = new Float64Array(n);\n    slope.fill(Number.NaN);\n    intercept.fill(Number.NaN);\n    value.fill(Number.NaN);\n    if (length < 2 || n === 0 || n < length) {\n        return { intercept, slope, value };\n    }\n\n    const xMean = (length - 1) / 2;\n    const xDev = new Float64Array(length);\n    let sumXX = 0;\n    for (let j = 0; j < length; j += 1) {\n        const dev = j - xMean;\n        xDev[j] = dev;\n        sumXX += dev * dev;\n    }\n\n    for (let i = length - 1; i < n; i += 1) {\n        const startIdx = i - length + 1;\n        let sumY = 0;\n        let windowFinite = true;\n        for (let j = 0; j < length; j += 1) {\n            const v = source[startIdx + j];\n            if (!Number.isFinite(v)) {\n                windowFinite = false;\n                break;\n            }\n            sumY += v;\n        }\n        if (!windowFinite) continue;\n\n        const yMean = sumY / length;\n        let num = 0;\n        for (let j = 0; j < length; j += 1) {\n            num += xDev[j] * (source[startIdx + j] - yMean);\n        }\n        const m = num / sumXX;\n        const b = yMean - m * xMean;\n        slope[i] = m;\n        intercept[i] = b;\n        value[i] = b + m * (length - 1);\n    }\n\n    return { intercept, slope, value };\n}\n"]}

package/dist/ta/lib/maTypes.js.map

@@ -1 +1 @@
-{"version":3,"file":"maTypes.js","sourceRoot":"","sources":["../../../src/ta/lib/maTypes.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D"}
+{"version":3,"file":"maTypes.js","sourceRoot":"","sources":["../../../src/ta/lib/maTypes.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D","sourcesContent":["// Copyright (c) 2026 Invinite. Licensed under the MIT License.\n// See the LICENSE file in the repo root for full license text.\n\nimport type { MaTypeNoVolume } from \"@invinite-org/chartlang-core\";\n\n/**\n * Re-export of the public {@link MaTypeNoVolume} from\n * `@invinite-org/chartlang-core`. The runtime-side `ta/lib/` helpers\n * consume it through this module so the local {@link MaType} (which\n * adds `\"vwma\"`) and the chained-MA subset stay declared next to each\n * other — there is no separate runtime declaration of the union, only\n * a re-export, so the two cannot drift.\n *\n * @formula  N/A — string-literal union type\n * @since 0.2\n * @stable\n * @example\n *     // const k: MaTypeNoVolume = \"wma\";\n */\nexport type { MaTypeNoVolume };\n\n/**\n * Canonical moving-average kind union shared by every primitive that\n * exposes a configurable MA-type option (`bb` middle override,\n * `keltner` middle, `envelope` middle, `chop` denominator, `donchian`\n * midpoint, MACD / PPO / PVO signal). `\"smma\"` is the Wilder\n * smoothing kind (RMA in TradingView's vocabulary; same math path).\n *\n * Extends the public {@link MaTypeNoVolume} from\n * `@invinite-org/chartlang-core` with `\"vwma\"` — VWMA requires a\n * parallel volume array and is therefore unavailable to the chained-MA\n * dispatcher (`computeMaOfFloat64`). The volume-aware dispatcher\n * (`computeMa`) accepts the full {@link MaType}.\n *\n * @formula  N/A — string-literal union type\n * @since 0.2\n * @stable\n * @example\n *     // const k: MaType = \"ema\";\n */\nexport type MaType = MaTypeNoVolume | \"vwma\";\n"]}

package/dist/ta/lib/pearson.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/lib/pearson.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.
 /**
  * Rolling Pearson correlation coefficient between two equal-length
  * series over each trailing `length`-bar window. Output values lie

package/dist/ta/lib/pearson.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/lib/pearson.ts\n//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n\n/**\n * Rolling Pearson correlation coefficient between two equal-length\n * series over each trailing `length`-bar window. Output values lie\n * in `[-1, +1]` (clamped to guard against floating-point overshoot);\n * `+1` is perfect positive correlation, `-1` perfect anti-correlation,\n * `0` no linear relationship.\n *\n * Warmup `[0, length - 2]` is `NaN`. Any non-finite slot inside the\n * window, or a window whose variance on either side is zero (a flat\n * window — correlation undefined), yields `NaN`. Mismatched input\n * lengths or `length < 2` returns an all-NaN buffer.\n *\n * Invinite's `pearson.ts` correlates a series against the bar index\n * (Trend Strength Index formula). This generalisation takes two\n * arbitrary series so the same helper backs `ta.trendStrengthIndex`\n * (pass `b = [0, 1, ..., n-1]`) and Phase-5's `correlationCoeff`\n * (pass a secondary symbol's close).\n *\n * @formula  meanA = Σa/N ; meanB = Σb/N ;\n *           num   = Σ((a - meanA) * (b - meanB)) ;\n *           den   = sqrt(Σ(a - meanA)² * Σ(b - meanB)²) ;\n *           r     = clamp(num / den, -1, 1)\n * @warmup   length - 1\n * @since 0.2\n * @stable\n * @example\n *     // import { pearson } from \"./pearson\";\n *     // const r = pearson(seriesA, seriesB, 20);\n */\nexport function pearson(a: Float64Array, b: Float64Array, length: number): Float64Array {\n    const n = a.length;\n    const out = new Float64Array(n);\n    out.fill(Number.NaN);\n    if (length < 2 || n === 0 || b.length !== n || n < length) return out;\n\n    for (let i = length - 1; i < n; i += 1) {\n        const startIdx = i - length + 1;\n        let sumA = 0;\n        let sumB = 0;\n        let windowFinite = true;\n        for (let j = 0; j < length; j += 1) {\n            const av = a[startIdx + j];\n            const bv = b[startIdx + j];\n            if (!Number.isFinite(av) || !Number.isFinite(bv)) {\n                windowFinite = false;\n                break;\n            }\n            sumA += av;\n            sumB += bv;\n        }\n        if (!windowFinite) continue;\n\n        const meanA = sumA / length;\n        const meanB = sumB / length;\n        let sumAB = 0;\n        let sumAA = 0;\n        let sumBB = 0;\n        for (let j = 0; j < length; j += 1) {\n            const dA = a[startIdx + j] - meanA;\n            const dB = b[startIdx + j] - meanB;\n            sumAB += dA * dB;\n            sumAA += dA * dA;\n            sumBB += dB * dB;\n        }\n        if (sumAA === 0 || sumBB === 0) continue;\n\n        const r = sumAB / Math.sqrt(sumAA * sumBB);\n        out[i] = r < -1 ? -1 : r > 1 ? 1 : r;\n    }\n    return out;\n}\n"]}

package/dist/ta/lib/pickCandleSource.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/lib/pick-candle-source.ts
 //   (commit d2d1043c1b039f66d2f3674526d303d31cf2f1e0, © Invinite).
-// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
-// provenance contract; the math is the reference, the code style is not.
+// Re-licensed MIT for chartlang. The math is the reference, the code
+// style is not.
 // Structural choice: the chartlang runtime pre-computes the four
 // derived sources on `BarView` per close (`hl2` / `hlc3` / `ohlc4` /
 // `hlcc4`), so this helper is a plain field read — invinite computed

package/dist/ta/lib/pickCandleSource.js.map

@@ -1 +1 @@
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+{"version":3,"file":"pickCandleSource.js","sourceRoot":"","sources":["../../../src/ta/lib/pickCandleSource.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,yFAAyF;AACzF,mEAAmE;AACnE,qEAAqE;AACrE,gBAAgB;AAChB,iEAAiE;AACjE,qEAAqE;AACrE,qEAAqE;AACrE,oEAAoE;AACpE,4BAA4B;AAM5B;;;;;;;;;;;;;;GAcG;AACH,MAAM,UAAU,gBAAgB,CAC5B,GAA8E,EAC9E,MAAmB;IAEnB,QAAQ,MAAM,EAAE,CAAC;QACb,KAAK,OAAO,CAAC;QACb,KAAK,MAAM,CAAC;QACZ,KAAK,KAAK,CAAC;QACX,KAAK,MAAM;YACP,OAAO,GAAG,CAAC,MAAM,CAAC,CAAC;QACvB,KAAK,KAAK;YACN,OAAO,CAAC,GAAG,CAAC,IAAI,GAAG,GAAG,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;QACpC,KAAK,MAAM;YACP,OAAO,CAAC,GAAG,CAAC,IAAI,GAAG,GAAG,CAAC,GAAG,GAAG,GAAG,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;QAChD,KAAK,OAAO;YACR,OAAO,CAAC,GAAG,CAAC,IAAI,GAAG,GAAG,CAAC,IAAI,GAAG,GAAG,CAAC,GAAG,GAAG,GAAG,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;QAC3D,KAAK,OAAO;YACR,OAAO,CAAC,GAAG,CAAC,IAAI,GAAG,GAAG,CAAC,GAAG,GAAG,GAAG,CAAC,KAAK,GAAG,GAAG,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IAChE,CAAC;AACL,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/lib/pick-candle-source.ts\n//   (commit d2d1043c1b039f66d2f3674526d303d31cf2f1e0, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n// Structural choice: the chartlang runtime pre-computes the four\n// derived sources on `BarView` per close (`hl2` / `hlc3` / `ohlc4` /\n// `hlcc4`), so this helper is a plain field read — invinite computed\n// the derived values inline because its `ChartCandle` shape carries\n// only the raw OHLC fields.\n\nimport type { Bar } from \"@invinite-org/chartlang-core\";\n\nimport type { SourceField } from \"./readSourceField.js\";\n\n/**\n * Read one of the eight canonical source values off a `Bar`. The\n * four derived fields (`hl2` / `hlc3` / `ohlc4` / `hlcc4`) live on\n * the chartlang `Bar` type as readable scalars — the runtime fills\n * them per close in `onBarClose` / `onBarTick`.\n *\n * @formula  hl2 = (high + low) / 2 ; hlc3 = (high + low + close) / 3 ;\n *           ohlc4 = (open + high + low + close) / 4 ;\n *           hlcc4 = (high + low + close + close) / 4\n * @since 0.1\n * @stable\n * @example\n *     // import { pickCandleSource } from \"./pickCandleSource\";\n *     // const px = pickCandleSource(bar, \"hl2\");\n */\nexport function pickCandleSource(\n    bar: Bar | (Bar & { hl2: number; hlc3: number; ohlc4: number; hlcc4: number }),\n    source: SourceField,\n): number {\n    switch (source) {\n        case \"close\":\n        case \"high\":\n        case \"low\":\n        case \"open\":\n            return bar[source];\n        case \"hl2\":\n            return (bar.high + bar.low) / 2;\n        case \"hlc3\":\n            return (bar.high + bar.low + bar.close) / 3;\n        case \"ohlc4\":\n            return (bar.open + bar.high + bar.low + bar.close) / 4;\n        case \"hlcc4\":\n            return (bar.high + bar.low + bar.close + bar.close) / 4;\n    }\n}\n"]}

package/dist/ta/lib/readSourceField.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/lib/read-source-field.ts
 //   (commit d2d1043c1b039f66d2f3674526d303d31cf2f1e0, © Invinite).
-// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
-// provenance contract; the math is the reference, the code style is not.
+// Re-licensed MIT for chartlang. The math is the reference, the code
+// style is not.
 const SOURCE_FIELDS = new Set([
     "close",
     "high",

package/dist/ta/lib/readSourceField.js.map

@@ -1 +1 @@
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+{"version":3,"file":"readSourceField.js","sourceRoot":"","sources":["../../../src/ta/lib/readSourceField.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,wFAAwF;AACxF,mEAAmE;AACnE,qEAAqE;AACrE,gBAAgB;AAkBhB,MAAM,aAAa,GAA6B,IAAI,GAAG,CAAc;IACjE,OAAO;IACP,MAAM;IACN,KAAK;IACL,MAAM;IACN,OAAO;IACP,KAAK;IACL,OAAO;IACP,MAAM;CACT,CAAC,CAAC;AAEH;;;;;;;;;;;GAWG;AACH,MAAM,UAAU,eAAe,CAC3B,MAA+B,EAC/B,WAAwB,OAAO;IAE/B,MAAM,GAAG,GAAG,MAAM,CAAC,MAAM,CAAC;IAC1B,IAAI,OAAO,GAAG,KAAK,QAAQ,IAAI,aAAa,CAAC,GAAG,CAAC,GAAkB,CAAC,EAAE,CAAC;QACnE,OAAO,GAAkB,CAAC;IAC9B,CAAC;IACD,OAAO,QAAQ,CAAC;AACpB,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/lib/read-source-field.ts\n//   (commit d2d1043c1b039f66d2f3674526d303d31cf2f1e0, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n\n/**\n * The eight canonical OHLC + derived source fields every `ta.*`\n * primitive accepts as a `source` field. Four raw OHLC keys plus\n * four TradingView-conforming derived averages. The derived values\n * are pre-computed by the runtime's execution loop and live on\n * `StreamState.bar` / `StreamState.seriesViews` — `pickCandleSource`\n * just reads them.\n *\n * @formula  N/A — string-literal union\n * @since 0.1\n * @stable\n * @example\n *     // type S = SourceField; // \"close\" | \"hl2\" | ...\n */\nexport type SourceField = \"open\" | \"high\" | \"low\" | \"close\" | \"hl2\" | \"hlc3\" | \"ohlc4\" | \"hlcc4\";\n\nconst SOURCE_FIELDS: ReadonlySet<SourceField> = new Set<SourceField>([\n    \"close\",\n    \"high\",\n    \"hl2\",\n    \"hlc3\",\n    \"hlcc4\",\n    \"low\",\n    \"ohlc4\",\n    \"open\",\n]);\n\n/**\n * Coerce a loose params bag's `source` entry to one of the eight\n * canonical fields. Anything not in the set falls through to\n * `fallback` (default `\"close\"` — matches Pine).\n *\n * @formula  params.source ∈ SOURCE_FIELDS ? params.source : fallback\n * @since 0.1\n * @stable\n * @example\n *     // import { readSourceField } from \"./readSourceField\";\n *     // const s = readSourceField({ source: \"hl2\" }); // \"hl2\"\n */\nexport function readSourceField(\n    params: Record<string, unknown>,\n    fallback: SourceField = \"close\",\n): SourceField {\n    const raw = params.source;\n    if (typeof raw === \"string\" && SOURCE_FIELDS.has(raw as SourceField)) {\n        return raw as SourceField;\n    }\n    return fallback;\n}\n"]}

package/dist/ta/lib/rollingStddev.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/lib/rolling-stddev.ts
 //   (commit d2d1043c1b039f66d2f3674526d303d31cf2f1e0, © Invinite).
-// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
-// provenance contract; the math is the reference, the code style is not.
+// Re-licensed MIT for chartlang. The math is the reference, the code
+// style is not.
 /**
  * Rolling standard deviation over each trailing `length`-bar window
  * of a `Float64Array` input. The default `biased = true` matches

package/dist/ta/lib/rollingStddev.js.map

@@ -1 +1 @@
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package/dist/ta/lib/smaFloat64.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/lib/sma-of-float64.ts
 //   (commit d2d1043c1b039f66d2f3674526d303d31cf2f1e0, © Invinite).
-// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
-// provenance contract; the math is the reference, the code style is not.
+// Re-licensed MIT for chartlang. The math is the reference, the code
+// style is not.
 /**
  * Simple Moving Average over a `Float64Array` input. Walks past any
  * leading-NaN prefix, then runs an O(N) rolling-sum SMA over the

package/dist/ta/lib/smaFloat64.js.map

@@ -1 +1 @@
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package/dist/ta/lib/smmaFloat64.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/lib/smma-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.
+// Re-licensed MIT for chartlang. The math is the reference, the code
+// style is not.
 /**
  * Smoothed Moving Average (Wilder's RMA) over a `Float64Array` input.
  * Walks past any leading-NaN prefix, seeds with the simple mean of

package/dist/ta/lib/smmaFloat64.js.map

@@ -1 +1 @@
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+{"version":3,"file":"smmaFloat64.js","sourceRoot":"","sources":["../../../src/ta/lib/smmaFloat64.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,sFAAsF;AACtF,mEAAmE;AACnE,qEAAqE;AACrE,gBAAgB;AAEhB;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,MAAM,UAAU,WAAW,CAAC,MAAoB,EAAE,MAAc;IAC5D,MAAM,CAAC,GAAG,MAAM,CAAC,MAAM,CAAC;IACxB,MAAM,GAAG,GAAG,IAAI,YAAY,CAAC,CAAC,CAAC,CAAC;IAChC,GAAG,CAAC,IAAI,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IACrB,IAAI,MAAM,IAAI,CAAC,IAAI,CAAC,KAAK,CAAC;QAAE,OAAO,GAAG,CAAC;IAEvC,IAAI,aAAa,GAAG,CAAC,CAAC,CAAC;IACvB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;QAC5B,IAAI,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC;YAC7B,aAAa,GAAG,CAAC,CAAC;YAClB,MAAM;QACV,CAAC;IACL,CAAC;IACD,IAAI,aAAa,GAAG,CAAC,IAAI,CAAC,GAAG,aAAa,GAAG,MAAM;QAAE,OAAO,GAAG,CAAC;IAEhE,IAAI,OAAO,GAAG,CAAC,CAAC;IAChB,KAAK,IAAI,CAAC,GAAG,aAAa,EAAE,CAAC,GAAG,aAAa,GAAG,MAAM,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;QAC7D,OAAO,IAAI,MAAM,CAAC,CAAC,CAAC,CAAC;IACzB,CAAC;IACD,MAAM,OAAO,GAAG,aAAa,GAAG,MAAM,GAAG,CAAC,CAAC;IAC3C,GAAG,CAAC,OAAO,CAAC,GAAG,OAAO,GAAG,MAAM,CAAC;IAEhC,KAAK,IAAI,CAAC,GAAG,OAAO,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;QACtC,MAAM,CAAC,GAAG,MAAM,CAAC,CAAC,CAAC,CAAC;QACpB,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC,CAAC,EAAE,CAAC;YACtB,GAAG,CAAC,CAAC,CAAC,GAAG,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;YACpB,SAAS;QACb,CAAC;QACD,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,MAAM,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,MAAM,CAAC;IACtD,CAAC;IACD,OAAO,GAAG,CAAC;AACf,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/lib/smma-of-float64.ts\n//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n\n/**\n * Smoothed Moving Average (Wilder's RMA) over a `Float64Array` input.\n * Walks past any leading-NaN prefix, seeds with the simple mean of\n * the next `length` finite values, then runs the recurrence\n * `out[i] = (out[i − 1] * (length − 1) + source[i]) / length` —\n * equivalent to an EMA with `α = 1 / length`. A mid-stream NaN holds\n * the prior value forward (continuous output past gaps), matching\n * the recurrence-MA convention shared with {@link emaFloat64}.\n *\n * Warmup `[0, length − 2]` is `NaN`; `out[length − 1]` is the first\n * defined value.\n *\n * @formula  α = 1 / length ;\n *           out[i] = (out[i − 1] * (length − 1) + source[i]) / length\n * @warmup   length − 1\n * @since 0.2\n * @stable\n * @example\n *     // import { smmaFloat64 } from \"./smmaFloat64\";\n *     // const out = smmaFloat64(new Float64Array([1, 2, 3, 4]), 3);\n */\nexport function smmaFloat64(source: Float64Array, length: number): Float64Array {\n    const n = source.length;\n    const out = new Float64Array(n);\n    out.fill(Number.NaN);\n    if (length <= 0 || n === 0) return out;\n\n    let firstValidIdx = -1;\n    for (let i = 0; i < n; i += 1) {\n        if (Number.isFinite(source[i])) {\n            firstValidIdx = i;\n            break;\n        }\n    }\n    if (firstValidIdx < 0 || n - firstValidIdx < length) return out;\n\n    let seedSum = 0;\n    for (let i = firstValidIdx; i < firstValidIdx + length; i += 1) {\n        seedSum += source[i];\n    }\n    const seedIdx = firstValidIdx + length - 1;\n    out[seedIdx] = seedSum / length;\n\n    for (let i = seedIdx + 1; i < n; i += 1) {\n        const v = source[i];\n        if (!Number.isFinite(v)) {\n            out[i] = out[i - 1];\n            continue;\n        }\n        out[i] = (out[i - 1] * (length - 1) + v) / length;\n    }\n    return out;\n}\n"]}

package/dist/ta/lib/sourceValue.js.map

@@ -1 +1 @@
-{"version":3,"file":"sourceValue.js","sourceRoot":"","sources":["../../../src/ta/lib/sourceValue.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAoB/D;;;;;;;;;;;;GAYG;AACH,MAAM,UAAU,eAAe,CAAC,MAAsB;IAClD,IAAI,OAAO,MAAM,KAAK,QAAQ;QAAE,OAAO,MAAM,CAAC;IAC9C,OAAO,MAAM,CAAC,OAAO,CAAC;AAC1B,CAAC"}
+{"version":3,"file":"sourceValue.js","sourceRoot":"","sources":["../../../src/ta/lib/sourceValue.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAoB/D;;;;;;;;;;;;GAYG;AACH,MAAM,UAAU,eAAe,CAAC,MAAsB;IAClD,IAAI,OAAO,MAAM,KAAK,QAAQ;QAAE,OAAO,MAAM,CAAC;IAC9C,OAAO,MAAM,CAAC,OAAO,CAAC;AAC1B,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\nimport type { Series } from \"@invinite-org/chartlang-core\";\n\n/**\n * What every `ta.*` primitive accepts as its `source` argument. Phase-1\n * scripts pass `bar.close` (a `number`) as the source per the seed-\n * example convention; future surfaces (`source: Series<number>`) are\n * structurally compatible because the primitive only ever reads\n * `source.current`. The union is the runtime's accommodation of both\n * shapes without forcing the script author to wrap a scalar.\n *\n * @formula  N/A — type alias\n * @since 0.1\n * @stable\n * @example\n *     // type S = ScalarOrSeries; // number | Series<number>\n */\nexport type ScalarOrSeries = number | Series<number>;\n\n/**\n * Read the current value off a `ScalarOrSeries`. Returns the scalar\n * directly; reads `.current` off a Series. `Series` is duck-typed —\n * any object with a `current: number` field passes.\n *\n * @formula  source is number → source ; source is Series → source.current\n * @since 0.1\n * @stable\n * @example\n *     // import { readSourceValue } from \"./sourceValue\";\n *     // readSourceValue(12.5); // 12.5\n *     // readSourceValue(series); // series.current\n */\nexport function readSourceValue(source: ScalarOrSeries): number {\n    if (typeof source === \"number\") return source;\n    return source.current;\n}\n"]}

package/dist/ta/lib/trSeries.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/lib/tr-series.ts
 //   (commit d2d1043c1b039f66d2f3674526d303d31cf2f1e0, © Invinite).
-// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
-// provenance contract; the math is the reference, the code style is not.
+// Re-licensed MIT for chartlang. The math is the reference, the code
+// style is not.
 /**
  * True Range at bar `i` of a Bar array. For bar 0 (no prev close)
  * reduces to `high - low`. Phase 1's incremental `ta.atr` does the

package/dist/ta/lib/trSeries.js.map

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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/lib/tr-series.ts\n//   (commit d2d1043c1b039f66d2f3674526d303d31cf2f1e0, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n\nimport type { Bar } from \"@invinite-org/chartlang-core\";\n\n/**\n * True Range at bar `i` of a Bar array. For bar 0 (no prev close)\n * reduces to `high - low`. Phase 1's incremental `ta.atr` does the\n * same math one bar at a time inside its slot state; this helper\n * exists so the property test can reference-equivalent the\n * incremental output against a full recompute.\n *\n * @formula  TR_i = max(high − low, |high − prev_close|, |low − prev_close|)\n * @since 0.1\n * @stable\n * @example\n *     // import { trueRangeAt } from \"./trSeries\";\n *     // const tr = trueRangeAt(bars, 5);\n */\nexport function trueRangeAt(bars: ReadonlyArray<Bar>, i: number): number {\n    const c = bars[i];\n    if (i === 0) return c.high - c.low;\n    const prevClose = bars[i - 1].close;\n    const a = c.high - c.low;\n    const b = Math.abs(c.high - prevClose);\n    const d = Math.abs(c.low - prevClose);\n    return Math.max(a, b, d);\n}\n\n/**\n * Per-bar True Range series of length `bars.length`. Used by `ta.atr`\n * property tests and any future TR-derived primitive.\n *\n * @formula  tr[i] = trueRangeAt(bars, i) for i ∈ [0, n)\n * @since 0.1\n * @stable\n * @example\n *     // import { computeTrSeries } from \"./trSeries\";\n *     // const tr = computeTrSeries(bars);\n */\nexport function computeTrSeries(bars: ReadonlyArray<Bar>): Float64Array {\n    const n = bars.length;\n    const tr = new Float64Array(n);\n    for (let i = 0; i < n; i += 1) tr[i] = trueRangeAt(bars, i);\n    return tr;\n}\n\n/**\n * Wilder ATR over a `Bar` array, returned alongside the TR sidecar.\n * Warmup `[0, length − 2]` is `NaN`; `atr[length − 1]` is the simple\n * mean of the first `length` TR values; subsequent slots use the\n * Wilder recurrence `atr[i] = (atr[i − 1] * (length − 1) + tr[i]) /\n * length`. Acts as the property-test reference for the incremental\n * `ta.atr` primitive.\n *\n * @formula  see wilderSmoothing.ts and computeTrSeries above.\n * @since 0.1\n * @stable\n * @example\n *     // import { computeAtrSeries } from \"./trSeries\";\n *     // const { atr, tr } = computeAtrSeries(bars, 14);\n */\nexport function computeAtrSeries(\n    bars: ReadonlyArray<Bar>,\n    length: number,\n): { atr: Float64Array; tr: Float64Array } {\n    const n = bars.length;\n    const atr = new Float64Array(n);\n    atr.fill(Number.NaN);\n    const tr = computeTrSeries(bars);\n    if (n === 0 || length <= 0 || n < length) return { atr, tr };\n    let seedSum = 0;\n    for (let i = 0; i < length; i += 1) seedSum += tr[i];\n    atr[length - 1] = seedSum / length;\n    for (let i = length; i < n; i += 1) {\n        atr[i] = (atr[i - 1] * (length - 1) + tr[i]) / length;\n    }\n    return { atr, tr };\n}\n"]}