@invinite-org/chartlang-runtime 1.1.0 → 1.2.0

package/dist/ta/lib/volume-profile/bucketEdges.js.map

@@ -1 +1 @@
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package/dist/ta/lib/volume-profile/bucketizeVolume.js.map

@@ -1 +1 @@
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Licensed under the MIT License.\n// Ported from ../invinite/src/components/trading-chart/indicators/lib/volume-profile/bucketize-volume.ts\n//   @ 3234c8c0c3f9880d9d1e3a3ee63ebd55ddd535f4.\n// Translated, not transcribed — ReadonlyArray<number> inputs, JSDoc, runtime.\n// See packages/runtime/src/ta/CLAUDE.md for the port convention.\n\nimport type {\n    BucketizedVolume,\n    VolumeProfileBar,\n    VolumeProfileBucket,\n    VolumeProfileRow,\n    VolumeSplit,\n} from \"./types.js\";\n\n/**\n * Distribute each bar's volume across overlapping price buckets and\n * return the Phase 5 `horizontal-histogram` bucket shape.\n *\n * @formula PLAN §9.2 — share = volume * overlap([bar.low, bar.high], bucket) / max(high - low, eps).\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const buckets = bucketizeVolume(bars, new Float64Array([100, 101]), \"total\");\n */\nexport function bucketizeVolume(\n    bars: ReadonlyArray<VolumeProfileBar>,\n    bucketEdges: ArrayLike<number>,\n    volumeSplit: VolumeSplit,\n): ReadonlyArray<VolumeProfileBucket> {\n    return bucketizeVolumeDetailed(bars, bucketEdges, volumeSplit).buckets;\n}\n\n/**\n * Detailed bucketization retaining row bounds, directional volume,\n * total volume, and POC index for value-area/profile computation.\n *\n * @formula PLAN §9.2 — same overlap weighting as {@link bucketizeVolume}.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const detailed = bucketizeVolumeDetailed(bars, edges, \"upDown\");\n */\nexport function bucketizeVolumeDetailed(\n    bars: ReadonlyArray<VolumeProfileBar>,\n    bucketEdges: ArrayLike<number>,\n    volumeSplit: VolumeSplit,\n): BucketizedVolume {\n    const bucketCount = bucketEdges.length - 1;\n    if (bucketCount <= 0) return { buckets: [], pocIdx: -1, rows: [], totalVolume: 0 };\n\n    const upPerBucket = new Float64Array(bucketCount);\n    const downPerBucket = new Float64Array(bucketCount);\n\n    for (const bar of bars) {\n        const vol = Number.isFinite(bar.volume) ? bar.volume : 0;\n        if (vol <= 0) continue;\n\n        const low = bar.low;\n        const high = bar.high;\n        // Skip bars whose price fields aren't finite or whose range is\n        // inverted / zero. NaN inputs would otherwise propagate `share = NaN`\n        // into every overlapping bucket and silently corrupt the profile.\n        if (!Number.isFinite(low) || !Number.isFinite(high)) continue;\n        if (!Number.isFinite(bar.open) || !Number.isFinite(bar.close)) continue;\n        if (high <= low) continue;\n\n        const span = high - low;\n        const isUp = bar.close >= bar.open;\n\n        for (let b = 0; b < bucketCount; b += 1) {\n            const edgeLow = bucketEdges[b];\n            const edgeHigh = bucketEdges[b + 1];\n            if (edgeHigh <= low) continue;\n            if (edgeLow >= high) break;\n\n            const overlap = Math.min(edgeHigh, high) - Math.max(edgeLow, low);\n            if (overlap <= 0) continue;\n\n            const share = (vol * overlap) / span;\n            if (isUp) upPerBucket[b] += share;\n            else downPerBucket[b] += share;\n        }\n    }\n\n    const rows = new Array<VolumeProfileRow>(bucketCount);\n    const buckets = new Array<VolumeProfileBucket>(bucketCount);\n    let totalVolume = 0;\n    let pocIdx = -1;\n    let pocVolume = -1;\n\n    for (let b = 0; b < bucketCount; b += 1) {\n        const rawUp = upPerBucket[b];\n        const rawDown = downPerBucket[b];\n        const split = splitVolume(rawUp, rawDown, volumeSplit);\n        const low = bucketEdges[b];\n        const high = bucketEdges[b + 1];\n        const mid = (low + high) / 2;\n\n        rows[b] = {\n            downVolume: split.downVolume,\n            high,\n            low,\n            mid,\n            upVolume: split.upVolume,\n            volume: split.volume,\n        };\n        buckets[b] = { price: mid, volume: split.volume };\n        totalVolume += split.volume;\n        if (split.volume > pocVolume) {\n            pocVolume = split.volume;\n            pocIdx = b;\n        }\n    }\n\n    return { buckets, pocIdx, rows, totalVolume };\n}\n\nfunction splitVolume(\n    rawUp: number,\n    rawDown: number,\n    volumeSplit: VolumeSplit,\n): { upVolume: number; downVolume: number; volume: number } {\n    switch (volumeSplit) {\n        case \"total\": {\n            const volume = rawUp + rawDown;\n            return { downVolume: 0, upVolume: volume, volume };\n        }\n        case \"delta\": {\n            const upVolume = Math.max(0, rawUp - rawDown);\n            const downVolume = Math.max(0, rawDown - rawUp);\n            return { downVolume, upVolume, volume: upVolume + downVolume };\n        }\n        case \"upDown\":\n            return { downVolume: rawDown, upVolume: rawUp, volume: rawUp + rawDown };\n    }\n}\n"]}

package/dist/ta/lib/volume-profile/developingSeries.js.map

@@ -1 +1 @@
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Licensed under the MIT License.\n// Ported from ../invinite/src/components/trading-chart/indicators/lib/volume-profile/developing-series.ts\n//   @ 3234c8c0c3f9880d9d1e3a3ee63ebd55ddd535f4.\n// Translated, not transcribed — ReadonlyArray<number> inputs, JSDoc, runtime.\n// See packages/runtime/src/ta/CLAUDE.md for the port convention.\n\nimport { buildBucketEdges } from \"./bucketEdges.js\";\nimport { bucketizeVolumeDetailed } from \"./bucketizeVolume.js\";\nimport type { DevelopingProfileSeries, VolumeProfileBar, VolumeProfileConfig } from \"./types.js\";\nimport { DEFAULT_TICK_SIZE } from \"./types.js\";\nimport { computeValueArea } from \"./valueArea.js\";\n\nconst WARMUP_BARS = 30;\n\n/**\n * Compute lane-indexed developing POC / VAH / VAL series.\n *\n * @formula PLAN §9.2 / §10.1.1 — for each lane bar, bucket all source\n *          bars in the active profile window up to that bar's time.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const developing = computeDevelopingSeries({ laneBars: bars, finerBars: [], windowFromIdx: 0, windowToIdx: bars.length - 1, config: { rowSize: 20, valueAreaPct: 70 } });\n */\nexport function computeDevelopingSeries(args: {\n    laneBars: ReadonlyArray<VolumeProfileBar>;\n    finerBars: ReadonlyArray<VolumeProfileBar>;\n    windowFromIdx: number;\n    windowToIdx: number;\n    config: VolumeProfileConfig;\n}): DevelopingProfileSeries {\n    const { laneBars, finerBars, windowFromIdx, windowToIdx, config } = args;\n    const laneCount = laneBars.length;\n    const developingPoc = new Float64Array(laneCount);\n    const developingVahHigh = new Float64Array(laneCount);\n    const developingVahLow = new Float64Array(laneCount);\n    developingPoc.fill(Number.NaN);\n    developingVahHigh.fill(Number.NaN);\n    developingVahLow.fill(Number.NaN);\n    if (laneCount === 0) return { developingPoc, developingVahHigh, developingVahLow };\n\n    const fromIdx = Math.max(0, Math.min(laneCount - 1, windowFromIdx));\n    const toIdx = Math.max(fromIdx, Math.min(laneCount - 1, windowToIdx));\n    const source = finerBars.length > 0 ? finerBars : laneBars;\n    const sourceStart = lowerBoundTime(source, laneBars[fromIdx].time);\n    let sourceEnd = sourceStart;\n\n    for (let i = fromIdx; i <= toIdx; i += 1) {\n        while (sourceEnd < source.length && source[sourceEnd].time <= laneBars[i].time)\n            sourceEnd += 1;\n        const slice = source.slice(sourceStart, sourceEnd);\n        if (slice.length <= WARMUP_BARS) continue;\n\n        const { priceMax, priceMin } = derivePriceRange(slice);\n        const edges = buildBucketEdges(\n            priceMin,\n            priceMax,\n            config.rowsLayout ?? \"numberOfRows\",\n            config.rowSize,\n            config.tickSize ?? DEFAULT_TICK_SIZE,\n        );\n        const bucketized = bucketizeVolumeDetailed(slice, edges, config.volumeSplit ?? \"upDown\");\n        if (bucketized.totalVolume <= 0) continue;\n\n        const valueArea = computeValueArea(bucketized.rows, config.valueAreaPct, bucketized.pocIdx);\n        developingPoc[i] = valueArea.poc;\n        developingVahHigh[i] = valueArea.valHigh;\n        developingVahLow[i] = valueArea.valLow;\n    }\n\n    return { developingPoc, developingVahHigh, developingVahLow };\n}\n\nfunction lowerBoundTime(bars: ReadonlyArray<VolumeProfileBar>, target: number): number {\n    let lo = 0;\n    let hi = bars.length;\n    while (lo < hi) {\n        const mid = (lo + hi) >>> 1;\n        if (bars[mid].time < target) lo = mid + 1;\n        else hi = mid;\n    }\n    return lo;\n}\n\n/**\n * Derive min/max price bounds for a bar slice.\n *\n * @formula PLAN §9.2 — bucket range spans the min low to max high\n *          of the selected profile source.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const range = derivePriceRange(bars);\n */\nexport function derivePriceRange(bars: ReadonlyArray<Pick<VolumeProfileBar, \"high\" | \"low\">>): {\n    priceMin: number;\n    priceMax: number;\n} {\n    let priceMin = Number.POSITIVE_INFINITY;\n    let priceMax = Number.NEGATIVE_INFINITY;\n    for (const bar of bars) {\n        // Skip bars with non-finite OHLC. Per the Bar contract NaN is allowed\n        // and would otherwise poison the running min/max (NaN comparisons\n        // return false), letting NaN edges flow into bucketization.\n        if (!Number.isFinite(bar.low) || !Number.isFinite(bar.high)) continue;\n        if (bar.low < priceMin) priceMin = bar.low;\n        if (bar.high > priceMax) priceMax = bar.high;\n    }\n    if (priceMin === Number.POSITIVE_INFINITY) return { priceMax: 0, priceMin: 0 };\n    return { priceMax, priceMin };\n}\n"]}

package/dist/ta/lib/volume-profile/index.js.map

@@ -1 +1 @@
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package/dist/ta/lib/volume-profile/intercept.js.map

@@ -1 +1 @@
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package/dist/ta/lib/volume-profile/scaffold.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\nimport type { PlotEmission } from \"@invinite-org/chartlang-adapter-kit\";\n\nimport { pushDiagnostic, pushPlot } from \"../../../emit/index.js\";\nimport { Float64RingBuffer } from \"../../../ringBuffer.js\";\nimport type { RuntimeContext } from \"../../../runtimeContext.js\";\n\nimport { type VolumeProfileBar, type VolumeProfileResult, computeProfile } from \"./index.js\";\nimport type { ProfileConfig } from \"./index.js\";\n\n/**\n * Histogram bucket shape shared by all four volume-profile primitives.\n *\n * @formula N/A — internal volume-profile slot scaffolding (see the four\n *          `ta.*VolumeProfile` primitives for the math contract).\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const bucket: HistogramBucket = { price: 100, volume: 10 };\n */\nexport type HistogramBucket = Readonly<{\n    price: number;\n    volume: number;\n    color?: string;\n}>;\n\n/**\n * The \"what we computed for this bar\" snapshot used to commit to the\n * slot's ring buffers and emit the histogram. NaN values short-circuit\n * the buffer writes to NaN-warmup.\n *\n * @formula N/A — internal volume-profile slot scaffolding (see the four\n *          `ta.*VolumeProfile` primitives for the math contract).\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const snap: VolumeProfileSnapshot = { buckets: [], poc: NaN, valHigh: NaN, valLow: NaN };\n */\nexport type VolumeProfileSnapshot = Readonly<{\n    buckets: ReadonlyArray<HistogramBucket>;\n    poc: number;\n    valHigh: number;\n    valLow: number;\n}>;\n\n/**\n * Per-VP slot state: three Float64 ring buffers (POC / VAH / VAL) plus\n * the latest computed buckets. Callers wrap this with a primitive-\n * specific `result` object that exposes `Series<number>` views over the\n * buffers and (optionally) the `buckets` getter.\n *\n * @formula N/A — internal volume-profile slot scaffolding (see the four\n *          `ta.*VolumeProfile` primitives for the math contract).\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const core = createVolumeProfileCore(capacity);\n */\nexport type VolumeProfileCore = {\n    readonly pocBuffer: Float64RingBuffer;\n    readonly valHighBuffer: Float64RingBuffer;\n    readonly valLowBuffer: Float64RingBuffer;\n    buckets: ReadonlyArray<HistogramBucket>;\n};\n\nconst DEFAULT_ROW_SIZE = 24;\nconst DEFAULT_VALUE_AREA_PCT = 0.7;\nconst HISTOGRAM_SLOT_SUFFIX = \"/histogram\";\n\n/**\n * Allocate the three Float64 ring buffers + an empty `buckets` array\n * shared by every volume-profile slot.\n *\n * @formula N/A — internal volume-profile slot scaffolding (see the four\n *          `ta.*VolumeProfile` primitives for the math contract).\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const core = createVolumeProfileCore(capacity);\n */\nexport function createVolumeProfileCore(capacity: number): VolumeProfileCore {\n    return {\n        buckets: [],\n        pocBuffer: new Float64RingBuffer(capacity),\n        valHighBuffer: new Float64RingBuffer(capacity),\n        valLowBuffer: new Float64RingBuffer(capacity),\n    };\n}\n\n/**\n * Normalise a primitive's options into the shared `ProfileConfig`.\n * `rowSize` defaults to 24 and `valueAreaPct` defaults to 0.7 — both\n * values match the upstream invinite reference. `valueAreaPct <= 1` is\n * interpreted as a fraction and scaled to percent.\n *\n * @formula N/A — internal volume-profile slot scaffolding (see the four\n *          `ta.*VolumeProfile` primitives for the math contract).\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const cfg = volumeProfileConfigFromOpts({ rowSize: 20, valueAreaPct: 0.7 });\n */\nexport function volumeProfileConfigFromOpts(opts: {\n    rowSize?: number;\n    valueAreaPct?: number;\n}): ProfileConfig {\n    const rowSize = opts.rowSize;\n    const valueAreaPct = opts.valueAreaPct ?? DEFAULT_VALUE_AREA_PCT;\n    return {\n        rowSize: rowSize === undefined || rowSize <= 0 ? DEFAULT_ROW_SIZE : rowSize,\n        valueAreaPct: valueAreaPct <= 1 ? valueAreaPct * 100 : valueAreaPct,\n    };\n}\n\n/**\n * Apply a single-bucket fallback for windows where the full bucketizer\n * cannot produce a profile (constant-price input, single-bar window,\n * etc.). Returns `null` when no finite-close / positive-volume bar\n * exists in the window.\n *\n * @formula N/A — internal volume-profile slot scaffolding (see the four\n *          `ta.*VolumeProfile` primitives for the math contract).\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const fallback = degenerateVolumeProfile(bars, \"#fff\");\n */\nexport function degenerateVolumeProfile(\n    bars: ReadonlyArray<VolumeProfileBar>,\n    bucketColor: string | undefined,\n): VolumeProfileSnapshot | null {\n    let totalVolume = 0;\n    let price = Number.NaN;\n    for (const bar of bars) {\n        if (!Number.isFinite(bar.close)) continue;\n        price = bar.close;\n        if (Number.isFinite(bar.volume) && bar.volume > 0) totalVolume += bar.volume;\n    }\n    if (!Number.isFinite(price) || totalVolume <= 0) return null;\n    const bucket =\n        bucketColor === undefined\n            ? { price, volume: totalVolume }\n            : { price, volume: totalVolume, color: bucketColor };\n    return {\n        buckets: [bucket],\n        poc: price,\n        valHigh: price,\n        valLow: price,\n    };\n}\n\n/**\n * Empty / NaN snapshot returned when no bars are in the window and\n * the degenerate fallback also fails to produce one.\n *\n * @formula N/A — internal volume-profile slot scaffolding (see the four\n *          `ta.*VolumeProfile` primitives for the math contract).\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const snap = emptyVolumeProfileSnapshot();\n */\nexport function emptyVolumeProfileSnapshot(): VolumeProfileSnapshot {\n    return {\n        buckets: [],\n        poc: Number.NaN,\n        valHigh: Number.NaN,\n        valLow: Number.NaN,\n    };\n}\n\n/**\n * Common \"compute → apply bucketColor → fall back to degenerate\"\n * pipeline used by every VP primitive.\n *\n * @formula N/A — internal volume-profile slot scaffolding (see the four\n *          `ta.*VolumeProfile` primitives for the math contract).\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const snap = resolveVolumeProfileSnapshot({ bars, config, bucketColor: \"#fff\" });\n */\nexport function resolveVolumeProfileSnapshot(args: {\n    bars: ReadonlyArray<VolumeProfileBar>;\n    config: ProfileConfig;\n    bucketColor: string | undefined;\n}): VolumeProfileSnapshot {\n    const { bars, config, bucketColor } = args;\n    const profile: VolumeProfileResult | null =\n        bars.length === 0\n            ? null\n            : computeProfile({\n                  config,\n                  laneBars: bars,\n                  windowFromIdx: 0,\n                  windowToIdx: bars.length - 1,\n              });\n    if (profile !== null && profile.buckets.length > 0) {\n        return {\n            buckets: profile.buckets.map((bucket) =>\n                bucketColor === undefined ? bucket : { ...bucket, color: bucketColor },\n            ),\n            poc: profile.poc,\n            valHigh: profile.valHigh,\n            valLow: profile.valLow,\n        };\n    }\n    return degenerateVolumeProfile(bars, bucketColor) ?? emptyVolumeProfileSnapshot();\n}\n\n/**\n * Commit a snapshot to a slot's POC / VAH / VAL ring buffers. Append\n * on close, replace-head on tick. Updates the `buckets` cache.\n *\n * @formula N/A — internal volume-profile slot scaffolding (see the four\n *          `ta.*VolumeProfile` primitives for the math contract).\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // commitVolumeProfileSnapshot(core, false, snap);\n */\nexport function commitVolumeProfileSnapshot(\n    core: VolumeProfileCore,\n    isTick: boolean,\n    snapshot: VolumeProfileSnapshot,\n): void {\n    core.buckets = snapshot.buckets;\n    if (isTick) {\n        core.pocBuffer.replaceHead(snapshot.poc);\n        core.valHighBuffer.replaceHead(snapshot.valHigh);\n        core.valLowBuffer.replaceHead(snapshot.valLow);\n    } else {\n        core.pocBuffer.append(snapshot.poc);\n        core.valHighBuffer.append(snapshot.valHigh);\n        core.valLowBuffer.append(snapshot.valLow);\n    }\n}\n\n/**\n * Emit the auto-generated `horizontal-histogram` PlotEmission for a\n * VP primitive, or a deduped `unsupported-plot-kind` diagnostic when\n * the adapter cannot render the kind. The dedup key includes the slot\n * id so an indicator that reuses VP across multiple call sites still\n * receives one diagnostic per call site, not per bar.\n *\n * @formula N/A — internal volume-profile slot scaffolding (see the four\n *          `ta.*VolumeProfile` primitives for the math contract).\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // emitVolumeProfileHistogram(ctx, slotId, \"Anchored Volume Profile\", snap.poc, snap.buckets);\n */\nexport function emitVolumeProfileHistogram(\n    ctx: RuntimeContext,\n    slotId: string,\n    title: string,\n    value: number,\n    buckets: ReadonlyArray<HistogramBucket>,\n): void {\n    if (!ctx.capabilities.plots.has(\"horizontal-histogram\")) {\n        const key = `unsupported-plot-kind|${slotId}`;\n        if (ctx.diagnosedRequestKeys.has(key)) return;\n        ctx.diagnosedRequestKeys.add(key);\n        pushDiagnostic(ctx.emissions, {\n            kind: \"diagnostic\",\n            severity: \"warning\",\n            code: \"unsupported-plot-kind\",\n            message: 'Adapter cannot render plot kind \"horizontal-histogram\".',\n            slotId,\n            bar: ctx.barIndex(),\n        });\n        return;\n    }\n    const emission: PlotEmission = {\n        bar: ctx.barIndex(),\n        color: null,\n        kind: \"plot\",\n        meta: {},\n        pane: \"overlay\",\n        slotId: `${slotId}${HISTOGRAM_SLOT_SUFFIX}`,\n        style: { kind: \"horizontal-histogram\", buckets },\n        time: ctx.stream.bar.time,\n        title,\n        value: Number.isFinite(value) ? value : null,\n    };\n    pushPlot(ctx.emissions, emission);\n}\n"]}

package/dist/ta/lib/volume-profile/tooHeavy.js.map

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Licensed under the MIT License.\n// Ported from ../invinite/src/components/trading-chart/indicators/lib/volume-profile/too-heavy.ts\n//   @ 3234c8c0c3f9880d9d1e3a3ee63ebd55ddd535f4.\n// Translated, not transcribed — ReadonlyArray<number> inputs, JSDoc, runtime.\n// See packages/runtime/src/ta/CLAUDE.md for the port convention.\n\nimport type { RowsLayout, VolumeProfileCostStatus } from \"./types.js\";\n\n/**\n * Finer-bar count threshold from the invinite profile renderer.\n *\n * @formula PLAN §9.2 — cap finer-bar scans for one profile compute.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const max = VOLUME_PROFILE_HEAVY_THRESHOLD;\n */\nexport const VOLUME_PROFILE_HEAVY_THRESHOLD = 50_000;\n\n/**\n * Default maximum bucket count for a single pure profile compute.\n *\n * @formula PLAN §9.2 — cap bucket allocations for one profile compute.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const max = VOLUME_PROFILE_MAX_BUCKETS;\n */\nexport const VOLUME_PROFILE_MAX_BUCKETS = 2_000;\n\n/**\n * Assess whether a volume-profile input window is too expensive and\n * optionally recommend a coarser `rowSize` fallback.\n *\n * @formula PLAN §9.2 — guard range / rowSize combinations that would\n *          allocate pathological bucket counts before bucketing.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const status = assessVolumeProfileCost({ finerCandleCount: 1000, priceMin: 1, priceMax: 100, rowSize: 1, rowsLayout: \"numberOfRows\" });\n */\nexport function assessVolumeProfileCost(args: {\n    finerCandleCount: number;\n    rowSize?: number;\n    rowsLayout?: RowsLayout;\n    tickSize?: number;\n    priceMin?: number;\n    priceMax?: number;\n    maxBuckets?: number;\n}): VolumeProfileCostStatus {\n    if (args.finerCandleCount > VOLUME_PROFILE_HEAVY_THRESHOLD) {\n        return { heavy: true, reason: \"too-many-finer-bars\", recommendedRowSize: null };\n    }\n\n    const maxBuckets = args.maxBuckets ?? VOLUME_PROFILE_MAX_BUCKETS;\n    const estimate = estimateBucketCount(args);\n    if (estimate.kind === \"estimated\" && estimate.bucketCount > maxBuckets) {\n        return {\n            heavy: true,\n            reason: \"too-many-buckets\",\n            recommendedRowSize:\n                args.rowsLayout === \"ticksPerRow\"\n                    ? Math.ceil(\n                          (estimate.priceMax - estimate.priceMin) /\n                              (maxBuckets * estimate.tickSize),\n                      )\n                    : Math.max(1, maxBuckets),\n        };\n    }\n\n    return { heavy: false, reason: null, recommendedRowSize: null };\n}\n\nfunction estimateBucketCount(args: {\n    rowSize?: number;\n    rowsLayout?: RowsLayout;\n    tickSize?: number;\n    priceMin?: number;\n    priceMax?: number;\n}):\n    | { bucketCount: 0; kind: \"invalid\" }\n    | {\n          bucketCount: number;\n          kind: \"estimated\";\n          priceMin: number;\n          priceMax: number;\n          rowSize: number;\n          tickSize: number;\n      } {\n    const { priceMax, priceMin, rowSize } = args;\n    if (\n        rowSize === undefined ||\n        priceMin === undefined ||\n        priceMax === undefined ||\n        !Number.isFinite(priceMin) ||\n        !Number.isFinite(priceMax) ||\n        rowSize <= 0 ||\n        priceMax <= priceMin\n    ) {\n        return { bucketCount: 0, kind: \"invalid\" };\n    }\n    const tickSize = args.tickSize ?? 0.01;\n    if (args.rowsLayout === \"ticksPerRow\") {\n        const width = rowSize * tickSize;\n        return width > 0\n            ? {\n                  bucketCount: Math.ceil((priceMax - priceMin) / width),\n                  kind: \"estimated\",\n                  priceMax,\n                  priceMin,\n                  rowSize,\n                  tickSize,\n              }\n            : { bucketCount: 0, kind: \"invalid\" };\n    }\n    return {\n        bucketCount: Math.floor(rowSize),\n        kind: \"estimated\",\n        priceMax,\n        priceMin,\n        rowSize,\n        tickSize,\n    };\n}\n"]}

package/dist/ta/lib/volume-profile/types.js.map

@@ -1 +1 @@
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Licensed under the MIT License.\n// Ported from ../invinite/src/components/trading-chart/indicators/lib/volume-profile/types.ts\n//   @ 3234c8c0c3f9880d9d1e3a3ee63ebd55ddd535f4.\n// Translated, not transcribed — ReadonlyArray<number> inputs, JSDoc, runtime.\n// See packages/runtime/src/ta/CLAUDE.md for the port convention.\n\n/**\n * Bucket-width strategy. `ticksPerRow` derives from `tickSize`;\n * `numberOfRows` divides the range evenly.\n *\n * @formula PLAN §9.2 — controls bucket width derivation for profile rows.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const layout: RowsLayout = \"numberOfRows\";\n */\nexport type RowsLayout = \"numberOfRows\" | \"ticksPerRow\";\n\n/**\n * Bar coloring strategy inside each bucket.\n *\n * @formula PLAN §9.2 — selects total, delta, or up/down volume partitioning.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const split: VolumeSplit = \"upDown\";\n */\nexport type VolumeSplit = \"delta\" | \"total\" | \"upDown\";\n\n/**\n * Minimal OHLCV shape consumed by the pure volume-profile helpers.\n *\n * @formula PLAN §9.2 — normalized OHLCV input for profile bucketing.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const bar: VolumeProfileBar = { time: 0, open: 1, high: 2, low: 1, close: 2, volume: 100 };\n */\nexport type VolumeProfileBar = Readonly<{\n    time: number;\n    open: number;\n    high: number;\n    low: number;\n    close: number;\n    volume: number;\n}>;\n\n/**\n * Horizontal-histogram bucket shape used by Phase 5 plot emissions.\n *\n * @formula PLAN §9.2 — price row plus accumulated volume.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const bucket: VolumeProfileBucket = { price: 100, volume: 25 };\n */\nexport type VolumeProfileBucket = Readonly<{\n    price: number;\n    volume: number;\n}>;\n\n/**\n * Internal row shape retaining bucket bounds and directional volume.\n *\n * @formula PLAN §9.2 — bucket bounds plus directional volume totals.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const row: VolumeProfileRow = { low: 99, high: 101, mid: 100, volume: 10, upVolume: 10, downVolume: 0 };\n */\nexport type VolumeProfileRow = Readonly<{\n    low: number;\n    high: number;\n    mid: number;\n    volume: number;\n    upVolume: number;\n    downVolume: number;\n}>;\n\n/**\n * Shared math config consumed by bucket/value-area/developing helpers.\n *\n * @formula PLAN §9.2 — shared profile row count and value-area settings.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const config: VolumeProfileConfig = { rowSize: 24, valueAreaPct: 70 };\n */\nexport type VolumeProfileConfig = Readonly<{\n    rowSize: number;\n    valueAreaPct: number;\n    rowsLayout?: RowsLayout;\n    volumeSplit?: VolumeSplit;\n    tickSize?: number;\n}>;\n\n/**\n * Cost guard result for profile windows that would allocate too many\n * buckets or scan too many finer bars.\n *\n * @formula PLAN §9.2 — cost guard state for profile windows.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const status: VolumeProfileCostStatus = { heavy: false, reason: null, recommendedRowSize: null };\n */\nexport type VolumeProfileCostStatus = Readonly<{\n    heavy: boolean;\n    reason: \"too-many-buckets\" | \"too-many-finer-bars\" | null;\n    recommendedRowSize: number | null;\n}>;\n\n/**\n * Value-area result: high/low price bounds plus point-of-control.\n *\n * @formula PLAN §9.2 — point-of-control and value-area bounds.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const va: ValueAreaResult = { valHigh: 101, valLow: 99, poc: 100, vahIdx: 1, valIdx: 0, pocIdx: 0, cumulativeVolume: 10 };\n */\nexport type ValueAreaResult = Readonly<{\n    valHigh: number;\n    valLow: number;\n    poc: number;\n    vahIdx: number;\n    valIdx: number;\n    pocIdx: number;\n    cumulativeVolume: number;\n}>;\n\n/**\n * Detailed bucketization output.\n *\n * @formula PLAN §9.2 — raw histogram buckets and total volume.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const out: BucketizedVolume = { buckets: [], rows: [], totalVolume: 0, pocIdx: -1 };\n */\nexport type BucketizedVolume = Readonly<{\n    buckets: ReadonlyArray<VolumeProfileBucket>;\n    rows: ReadonlyArray<VolumeProfileRow>;\n    totalVolume: number;\n    pocIdx: number;\n}>;\n\n/**\n * Developing POC/value-area time-series arrays.\n *\n * @formula PLAN §9.2 — developing profile time-series outputs.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const dev: DevelopingProfileSeries = { developingPoc: new Float64Array(0), developingVahHigh: new Float64Array(0), developingVahLow: new Float64Array(0) };\n */\nexport type DevelopingProfileSeries = Readonly<{\n    developingPoc: Float64Array;\n    developingVahHigh: Float64Array;\n    developingVahLow: Float64Array;\n}>;\n\n/**\n * Full pure profile result consumed by later volume-profile primitives.\n *\n * @formula PLAN §9.2 — complete profile histogram, value area, and cost state.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const result: VolumeProfileResult = { buckets: [], rows: [], valueAreaMask: new Float64Array(0), poc: Number.NaN, valHigh: Number.NaN, valLow: Number.NaN, costStatus: { heavy: false, reason: null, recommendedRowSize: null } };\n */\nexport type VolumeProfileResult = Readonly<{\n    buckets: ReadonlyArray<VolumeProfileBucket>;\n    rows: ReadonlyArray<VolumeProfileRow>;\n    valueAreaMask: Float64Array;\n    poc: number;\n    valHigh: number;\n    valLow: number;\n    costStatus: VolumeProfileCostStatus;\n    developing?: DevelopingProfileSeries;\n}>;\n\n/**\n * Sentinel tick size used when no symbol-specific minimum tick is supplied.\n *\n * @formula PLAN §9.2 — fallback row quantum for symbols without min tick.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const tick = DEFAULT_TICK_SIZE;\n */\nexport const DEFAULT_TICK_SIZE = 0.01;\n"]}

package/dist/ta/lib/volume-profile/valueArea.js.map

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Licensed under the MIT License.\n// Ported from ../invinite/src/components/trading-chart/indicators/lib/volume-profile/value-area.ts\n//   @ 3234c8c0c3f9880d9d1e3a3ee63ebd55ddd535f4.\n// Translated, not transcribed — ReadonlyArray<number> inputs, JSDoc, runtime.\n// See packages/runtime/src/ta/CLAUDE.md for the port convention.\n\nimport type { ValueAreaResult, VolumeProfileRow } from \"./types.js\";\n\n/**\n * Compute greedy expand-from-POC value-area bounds.\n *\n * @formula PLAN §9.2 — start at POC, then absorb the larger of the\n *          next two above-buckets vs below-buckets until target volume.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const va = computeValueArea(rows, 70);\n */\nexport function computeValueArea(\n    rows: ReadonlyArray<VolumeProfileRow>,\n    valueAreaPct = 70,\n    pocIdx: number = findPocIndex(rows),\n): ValueAreaResult {\n    if (rows.length === 0 || pocIdx < 0 || pocIdx >= rows.length) {\n        return {\n            cumulativeVolume: 0,\n            poc: Number.NaN,\n            pocIdx,\n            vahIdx: pocIdx,\n            valHigh: Number.NaN,\n            valIdx: pocIdx,\n            valLow: Number.NaN,\n        };\n    }\n\n    const totalVolume = rows.reduce((sum, row) => sum + row.volume, 0);\n    const targetPct = Math.max(0, Math.min(100, valueAreaPct));\n    const target = totalVolume * (targetPct / 100);\n    let lowIdx = pocIdx;\n    let highIdx = pocIdx;\n    let cumulative = rows[pocIdx].volume;\n\n    while (cumulative < target && (lowIdx > 0 || highIdx + 1 < rows.length)) {\n        const aboveAvailable = highIdx + 1 < rows.length;\n        const belowAvailable = lowIdx - 1 >= 0;\n\n        let aboveSum = 0;\n        if (aboveAvailable) {\n            aboveSum = rows[highIdx + 1].volume;\n            if (highIdx + 2 < rows.length) aboveSum += rows[highIdx + 2].volume;\n        }\n\n        let belowSum = 0;\n        if (belowAvailable) {\n            belowSum = rows[lowIdx - 1].volume;\n            if (lowIdx - 2 >= 0) belowSum += rows[lowIdx - 2].volume;\n        }\n\n        if (aboveAvailable && (!belowAvailable || aboveSum >= belowSum)) {\n            const takeTwo = highIdx + 2 < rows.length;\n            cumulative += rows[highIdx + 1].volume;\n            highIdx += 1;\n            if (takeTwo && cumulative < target) {\n                cumulative += rows[highIdx + 1].volume;\n                highIdx += 1;\n            }\n        } else {\n            const takeTwo = lowIdx - 2 >= 0;\n            cumulative += rows[lowIdx - 1].volume;\n            lowIdx -= 1;\n            if (takeTwo && cumulative < target) {\n                cumulative += rows[lowIdx - 1].volume;\n                lowIdx -= 1;\n            }\n        }\n    }\n\n    return {\n        cumulativeVolume: cumulative,\n        poc: rows[pocIdx].mid,\n        pocIdx,\n        vahIdx: highIdx,\n        valHigh: rows[highIdx].high,\n        valIdx: lowIdx,\n        valLow: rows[lowIdx].low,\n    };\n}\n\nfunction findPocIndex(rows: ReadonlyArray<VolumeProfileRow>): number {\n    let pocIdx = -1;\n    let pocVolume = -1;\n    for (let i = 0; i < rows.length; i += 1) {\n        if (rows[i].volume > pocVolume) {\n            pocIdx = i;\n            pocVolume = rows[i].volume;\n        }\n    }\n    return pocIdx;\n}\n"]}

package/dist/ta/lib/volume-profile/volumeProfileShared.js.map

@@ -1 +1 @@
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Licensed under the MIT License.\n// Ported from ../invinite/src/components/trading-chart/indicators/lib/volume-profile/volume-profile-shared.ts\n//   @ 3234c8c0c3f9880d9d1e3a3ee63ebd55ddd535f4.\n// Translated, not transcribed — ReadonlyArray<number> inputs, JSDoc, runtime.\n// See packages/runtime/src/ta/CLAUDE.md for the port convention.\n\nimport { buildBucketEdges } from \"./bucketEdges.js\";\nimport { bucketizeVolumeDetailed } from \"./bucketizeVolume.js\";\nimport { computeDevelopingSeries, derivePriceRange } from \"./developingSeries.js\";\nimport { assessVolumeProfileCost } from \"./tooHeavy.js\";\nimport type { VolumeProfileBar, VolumeProfileConfig, VolumeProfileResult } from \"./types.js\";\nimport { DEFAULT_TICK_SIZE } from \"./types.js\";\nimport { computeValueArea } from \"./valueArea.js\";\n\n/**\n * Compute the pure shared volume-profile payload used by all four\n * Phase 5 profile primitives.\n *\n * @formula PLAN §9.2 / §10.1.1 — slice the lane/finer window, bucket\n *          volume by price, compute POC/value-area, optionally compute\n *          developing POC/VA series in lane-bar space.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const profile = computeProfile({ laneBars: bars, finerBars: [], windowFromIdx: 0, windowToIdx: bars.length - 1, config: { rowSize: 20, valueAreaPct: 70 } });\n */\nexport function computeProfile(args: {\n    laneBars: ReadonlyArray<VolumeProfileBar>;\n    finerBars?: ReadonlyArray<VolumeProfileBar>;\n    windowFromIdx: number;\n    windowToIdx: number;\n    config: VolumeProfileConfig;\n    computeDeveloping?: boolean;\n}): VolumeProfileResult {\n    const { laneBars, config } = args;\n    const finerBars = args.finerBars ?? [];\n    if (laneBars.length === 0) return emptyProfile(false, null, null);\n\n    const fromIdx = Math.max(0, Math.min(laneBars.length - 1, args.windowFromIdx));\n    const toIdx = Math.max(fromIdx, Math.min(laneBars.length - 1, args.windowToIdx));\n    const laneSlice = laneBars.slice(fromIdx, toIdx + 1);\n\n    const finerSlice = sliceBarsByTime(\n        finerBars,\n        laneSlice[0].time,\n        laneSlice[laneSlice.length - 1].time,\n    );\n    const bucketSource = finerSlice.length > 0 ? finerSlice : laneSlice;\n    const range = derivePriceRange(bucketSource);\n    const costStatus = assessVolumeProfileCost({\n        finerCandleCount: finerSlice.length,\n        priceMax: range.priceMax,\n        priceMin: range.priceMin,\n        rowSize: config.rowSize,\n        rowsLayout: config.rowsLayout ?? \"numberOfRows\",\n        tickSize: config.tickSize ?? DEFAULT_TICK_SIZE,\n    });\n    if (costStatus.heavy)\n        return emptyProfile(costStatus.heavy, costStatus.reason, costStatus.recommendedRowSize);\n    if (range.priceMax <= range.priceMin) return emptyProfile(false, null, null);\n\n    const edges = buildBucketEdges(\n        range.priceMin,\n        range.priceMax,\n        config.rowsLayout ?? \"numberOfRows\",\n        config.rowSize,\n        config.tickSize ?? DEFAULT_TICK_SIZE,\n    );\n    const bucketized = bucketizeVolumeDetailed(bucketSource, edges, config.volumeSplit ?? \"upDown\");\n    if (bucketized.totalVolume <= 0) return emptyProfile(false, null, null);\n\n    const valueArea = computeValueArea(bucketized.rows, config.valueAreaPct, bucketized.pocIdx);\n    const valueAreaMask = new Float64Array(bucketized.rows.length);\n    const lo = Math.min(valueArea.vahIdx, valueArea.valIdx);\n    const hi = Math.max(valueArea.vahIdx, valueArea.valIdx);\n    for (let i = 0; i < valueAreaMask.length; i += 1) valueAreaMask[i] = i >= lo && i <= hi ? 1 : 0;\n\n    const base = {\n        buckets: bucketized.buckets,\n        costStatus,\n        poc: valueArea.poc,\n        rows: bucketized.rows,\n        valHigh: valueArea.valHigh,\n        valLow: valueArea.valLow,\n        valueAreaMask,\n    };\n\n    if (args.computeDeveloping === true) {\n        return {\n            ...base,\n            developing: computeDevelopingSeries({\n                config,\n                finerBars,\n                laneBars,\n                windowFromIdx: fromIdx,\n                windowToIdx: toIdx,\n            }),\n        };\n    }\n\n    return base;\n}\n\nfunction emptyProfile(\n    heavy: boolean,\n    reason: VolumeProfileResult[\"costStatus\"][\"reason\"],\n    recommendedRowSize: number | null,\n): VolumeProfileResult {\n    return {\n        buckets: [],\n        costStatus: { heavy, reason, recommendedRowSize },\n        poc: Number.NaN,\n        rows: [],\n        valHigh: Number.NaN,\n        valLow: Number.NaN,\n        valueAreaMask: new Float64Array(0),\n    };\n}\n\n/**\n * Slice sorted bars to the inclusive `[timeFromMs, timeToMs]` window.\n *\n * @formula PLAN §10.1.1 — finer lower-timeframe bars are clipped to\n *          the same wall-clock window as the lane profile.\n * @since 0.5\n * @internal\n * @stable\n * @example\n *     // const slice = sliceBarsByTime(bars, 0, 60_000);\n */\nexport function sliceBarsByTime(\n    bars: ReadonlyArray<VolumeProfileBar>,\n    timeFromMs: number,\n    timeToMs: number,\n): ReadonlyArray<VolumeProfileBar> {\n    if (bars.length === 0) return bars;\n    const start = lowerBoundTime(bars, timeFromMs);\n    const end = upperBoundTime(bars, timeToMs);\n    if (start >= end) return [];\n    return bars.slice(start, end);\n}\n\nfunction lowerBoundTime(bars: ReadonlyArray<VolumeProfileBar>, target: number): number {\n    let lo = 0;\n    let hi = bars.length;\n    while (lo < hi) {\n        const mid = (lo + hi) >>> 1;\n        if (bars[mid].time < target) lo = mid + 1;\n        else hi = mid;\n    }\n    return lo;\n}\n\nfunction upperBoundTime(bars: ReadonlyArray<VolumeProfileBar>, target: number): number {\n    let lo = 0;\n    let hi = bars.length;\n    while (lo < hi) {\n        const mid = (lo + hi) >>> 1;\n        if (bars[mid].time <= target) lo = mid + 1;\n        else hi = mid;\n    }\n    return lo;\n}\n"]}

package/dist/ta/lib/vwmaFloat64.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/lib/vwma-of-float64.ts
 //   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
-// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
-// provenance contract; the math is the reference, the code style is not.
+// Re-licensed MIT for chartlang. The math is the reference, the code
+// style is not.
 /**
  * Volume-Weighted Moving Average over parallel `Float64Array` source +
  * volume streams. Walks past any leading-NaN source prefix, then for

package/dist/ta/lib/vwmaFloat64.js.map

@@ -1 +1 @@
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+{"version":3,"file":"vwmaFloat64.js","sourceRoot":"","sources":["../../../src/ta/lib/vwmaFloat64.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,sFAAsF;AACtF,mEAAmE;AACnE,qEAAqE;AACrE,gBAAgB;AAEhB;;;;;;;;;;;;;;;;;;;;;;;;;GAyBG;AACH,MAAM,UAAU,WAAW,CACvB,MAAoB,EACpB,MAAoB,EACpB,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,MAAM,CAAC,MAAM,KAAK,CAAC;QAAE,OAAO,GAAG,CAAC;IAE9D,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,KAAK,IAAI,CAAC,GAAG,aAAa,GAAG,MAAM,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;QACrD,IAAI,KAAK,GAAG,CAAC,CAAC;QACd,IAAI,MAAM,GAAG,CAAC,CAAC;QACf,IAAI,SAAS,GAAG,IAAI,CAAC;QACrB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,MAAM,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;YACjC,MAAM,KAAK,GAAG,MAAM,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;YAC5B,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,EAAE,CAAC;gBAC1B,SAAS,GAAG,KAAK,CAAC;gBAClB,MAAM;YACV,CAAC;YACD,MAAM,MAAM,GAAG,MAAM,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;YAC7B,MAAM,CAAC,GAAG,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;YAC/C,KAAK,IAAI,KAAK,GAAG,CAAC,CAAC;YACnB,MAAM,IAAI,CAAC,CAAC;QAChB,CAAC;QACD,IAAI,CAAC,SAAS;YAAE,SAAS;QACzB,GAAG,CAAC,CAAC,CAAC,GAAG,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,KAAK,GAAG,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,GAAG,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/vwma-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 * Volume-Weighted Moving Average over parallel `Float64Array` source +\n * volume streams. Walks past any leading-NaN source prefix, then for\n * each trailing `length`-bar window emits\n * `Σ(source[i − j] * volume[i − j]) / Σ(volume[i − j])`. A NaN volume\n * slot is treated as zero (matches invinite's `candles[i].volume ?? 0`\n * null-coalesce). A NaN source slot anywhere inside the window\n * short-circuits that bar's output to NaN; a window whose total volume\n * is `0` also emits NaN (the ratio is undefined).\n *\n * The source and volume arrays must be the same length; a mismatch\n * yields an all-NaN output. Warmup `[0, length − 2]` is `NaN`;\n * `out[length − 1]` is the first defined value.\n *\n * @formula  out[i] = (Σ_{j=0..N-1} source[i − j] * volume[i − j])\n *                   / (Σ_{j=0..N-1} volume[i − j])\n *                  ;  NaN when the denominator is 0.\n * @warmup   length − 1\n * @since 0.2\n * @stable\n * @example\n *     // import { vwmaFloat64 } from \"./vwmaFloat64\";\n *     // const src = new Float64Array([10, 11, 12, 13]);\n *     // const vol = new Float64Array([100, 200, 150, 50]);\n *     // const out = vwmaFloat64(src, vol, 3);\n */\nexport function vwmaFloat64(\n    source: Float64Array,\n    volume: Float64Array,\n    length: number,\n): Float64Array {\n    const n = source.length;\n    const out = new Float64Array(n);\n    out.fill(Number.NaN);\n    if (length <= 0 || n === 0 || volume.length !== n) 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    for (let i = firstValidIdx + length - 1; i < n; i += 1) {\n        let pvSum = 0;\n        let volSum = 0;\n        let allFinite = true;\n        for (let j = 0; j < length; j += 1) {\n            const value = source[i - j];\n            if (!Number.isFinite(value)) {\n                allFinite = false;\n                break;\n            }\n            const rawVol = volume[i - j];\n            const v = Number.isFinite(rawVol) ? rawVol : 0;\n            pvSum += value * v;\n            volSum += v;\n        }\n        if (!allFinite) continue;\n        out[i] = volSum > 0 ? pvSum / volSum : Number.NaN;\n    }\n    return out;\n}\n"]}

package/dist/ta/lib/wilderDirectional.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/lib/wilder-directional.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's `+DM` / `-DM` / `+DI` / `-DI` over a `length`-bar

package/dist/ta/lib/wilderDirectional.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/wilder-directional.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 directional movement bundle. All four arrays have length\n * `n` (= `high.length`); warmup slots `[0, length - 1]` are `NaN`.\n *\n * `plusDm` / `minusDm` are the Wilder-smoothed per-bar directional\n * movement (divided by `length` so they read as averages — matches\n * what TradingView's `ta.dmi` plots). `plusDi` / `minusDi` are\n * `100 * smoothedPlusDm / smoothedTr` (symmetric for the minus\n * side); these are the values consumed by `adxFromDi`.\n *\n * @formula  N/A — return-bundle type for {@link wilderDirectional}\n * @since 0.2\n * @stable\n * @example\n *     // const dm: DirectionalMovement = wilderDirectional(h, l, c, 14);\n */\nexport type DirectionalMovement = Readonly<{\n    plusDm: Float64Array;\n    minusDm: Float64Array;\n    plusDi: Float64Array;\n    minusDi: Float64Array;\n}>;\n\n/**\n * Wilder's `+DM` / `-DM` / `+DI` / `-DI` over a `length`-bar\n * smoothing window. The per-bar raw `+DM` / `-DM` are computed from\n * consecutive high / low deltas, then smoothed via Wilder's α = 1/N\n * recurrence (reuses `wilderStep`). True Range is computed inline\n * (rather than via `lib/trSeries`) because this helper operates on\n * Float64Array inputs, not `Bar[]`.\n *\n * Warmup: `length` — one extra slot above the smoothing window so\n * the TR seed can settle. First valid slot index is `length`.\n *\n * `plusDi` / `minusDi` fall back to `0` when the smoothed TR is\n * zero (matches invinite). Any non-finite input slot inside the\n * seed window leaves the entire output `NaN` from that slot\n * onwards (Wilder recurrence cannot resume past a NaN seed).\n *\n * @formula  upMove   = high[i] - high[i-1] ;\n *           downMove = low[i-1] - low[i] ;\n *           plusDm   = upMove > downMove && upMove > 0 ? upMove : 0 ;\n *           minusDm  = downMove > upMove && downMove > 0 ? downMove : 0 ;\n *           tr[i]    = max(h - l, |h - prevClose|, |l - prevClose|) ;\n *           smoothed via wilderStep over `length`.\n * @warmup   length\n * @since 0.2\n * @stable\n * @example\n *     // import { wilderDirectional } from \"./wilderDirectional\";\n *     // const dm = wilderDirectional(highs, lows, closes, 14);\n */\nexport function wilderDirectional(\n    high: Float64Array,\n    low: Float64Array,\n    close: Float64Array,\n    length: number,\n): DirectionalMovement {\n    const n = high.length;\n    const plusDm = new Float64Array(n);\n    const minusDm = new Float64Array(n);\n    const plusDi = new Float64Array(n);\n    const minusDi = new Float64Array(n);\n    plusDm.fill(Number.NaN);\n    minusDm.fill(Number.NaN);\n    plusDi.fill(Number.NaN);\n    minusDi.fill(Number.NaN);\n\n    if (n === 0 || length <= 0 || n <= length || low.length !== n || close.length !== n) {\n        return { minusDi, minusDm, plusDi, plusDm };\n    }\n\n    let seedPlusDm = 0;\n    let seedMinusDm = 0;\n    let seedTr = high[0] - low[0];\n    let seedFinite = Number.isFinite(seedTr);\n\n    for (let i = 1; i <= length; i += 1) {\n        const h = high[i];\n        const l = low[i];\n        const prevClose = close[i - 1];\n        const prevHigh = high[i - 1];\n        const prevLow = low[i - 1];\n\n        if (\n            !Number.isFinite(h) ||\n            !Number.isFinite(l) ||\n            !Number.isFinite(prevClose) ||\n            !Number.isFinite(prevHigh) ||\n            !Number.isFinite(prevLow)\n        ) {\n            seedFinite = false;\n            break;\n        }\n\n        const a = h - l;\n        const b = Math.abs(h - prevClose);\n        const d = Math.abs(l - prevClose);\n        const tr = Math.max(a, b, d);\n\n        const upMove = h - prevHigh;\n        const downMove = prevLow - l;\n        const pDm = upMove > downMove && upMove > 0 ? upMove : 0;\n        const mDm = downMove > upMove && downMove > 0 ? downMove : 0;\n\n        seedPlusDm += pDm;\n        seedMinusDm += mDm;\n        seedTr += tr;\n    }\n\n    if (!seedFinite) return { minusDi, minusDm, plusDi, plusDm };\n\n    let smoothedPlusDm = seedPlusDm;\n    let smoothedMinusDm = seedMinusDm;\n    let smoothedTr = seedTr;\n\n    plusDm[length] = smoothedPlusDm / length;\n    minusDm[length] = smoothedMinusDm / length;\n    plusDi[length] = smoothedTr === 0 ? 0 : (100 * smoothedPlusDm) / smoothedTr;\n    minusDi[length] = smoothedTr === 0 ? 0 : (100 * smoothedMinusDm) / smoothedTr;\n\n    for (let i = length + 1; i < n; i += 1) {\n        const h = high[i];\n        const l = low[i];\n        const prevClose = close[i - 1];\n        const prevHigh = high[i - 1];\n        const prevLow = low[i - 1];\n\n        if (\n            !Number.isFinite(h) ||\n            !Number.isFinite(l) ||\n            !Number.isFinite(prevClose) ||\n            !Number.isFinite(prevHigh) ||\n            !Number.isFinite(prevLow)\n        ) {\n            return { minusDi, minusDm, plusDi, plusDm };\n        }\n\n        const a = h - l;\n        const b = Math.abs(h - prevClose);\n        const d = Math.abs(l - prevClose);\n        const tr = Math.max(a, b, d);\n\n        const upMove = h - prevHigh;\n        const downMove = prevLow - l;\n        const pDm = upMove > downMove && upMove > 0 ? upMove : 0;\n        const mDm = downMove > upMove && downMove > 0 ? downMove : 0;\n\n        smoothedPlusDm = wilderStep(smoothedPlusDm, pDm, length);\n        smoothedMinusDm = wilderStep(smoothedMinusDm, mDm, length);\n        smoothedTr = wilderStep(smoothedTr, tr, length);\n\n        plusDm[i] = smoothedPlusDm / length;\n        minusDm[i] = smoothedMinusDm / length;\n        plusDi[i] = smoothedTr === 0 ? 0 : (100 * smoothedPlusDm) / smoothedTr;\n        minusDi[i] = smoothedTr === 0 ? 0 : (100 * smoothedMinusDm) / smoothedTr;\n    }\n\n    return { minusDi, minusDm, plusDi, plusDm };\n}\n"]}

package/dist/ta/lib/wilderSmoothing.js

@@ -4,8 +4,8 @@
 // New helper extracted from invinite/src/components/trading-chart/indicators/
 //   rsi.ts and atr.ts Wilder smoothing loops
 //   (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.
 /**
  * One step of Wilder's α = 1/length smoothing. Returns the updated
  * running average given the prior average and a new sample:

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

@@ -1 +1 @@
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package/dist/ta/lib/wmaFloat64.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/lib/wma-of-float64.ts
 //   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
-// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
-// provenance contract; the math is the reference, the code style is not.
+// Re-licensed MIT for chartlang. The math is the reference, the code
+// style is not.
 /**
  * Weighted Moving Average over a `Float64Array` input. Walks past any
  * leading-NaN prefix, then runs a linearly-weighted mean over each

package/dist/ta/lib/wmaFloat64.js.map

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package/dist/ta/lowest.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.lowest`. See PLAN.md §3.1.
+// No invinite source — semantics per Pine `ta.lowest`.
 // Structural choices (callsite-id slot, Series<T> proxy, replaceHead
 // mode) follow chartlang's primitive shape.
 import { Float64RingBuffer } from "../ringBuffer.js";

package/dist/ta/lowest.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.lowest`.\n// Structural choices (callsite-id slot, Series<T> proxy, replaceHead\n// mode) follow chartlang's primitive shape.\n\nimport type { LowestOpts, 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 LowestSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly length: number;\n    /** Closed source values across the trailing `length` bars. */\n    readonly sourceWindow: Float64RingBuffer;\n    /** Monotone-increasing values front-to-back (front = current min). */\n    monoIndices: number[];\n    monoValues: number[];\n    barCount: number;\n    /**\n     * Min of the trailing window EXCLUDING the head bar. Computed once\n     * per close by walking the source window.\n     */\n    closedMinExcludingHead: number;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.lowest called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(length: number, capacity: number): LowestSlot {\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        closedMinExcludingHead: Number.POSITIVE_INFINITY,\n    };\n}\n\nfunction recomputeMinExcludingHead(slot: LowestSlot): number {\n    let minV = Number.POSITIVE_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 < minV) minV = v;\n    }\n    return minV;\n}\n\nfunction closeValue(slot: LowestSlot, src: number): number {\n    slot.barCount += 1;\n    const headIndex = slot.barCount - 1;\n    slot.sourceWindow.append(src);\n\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        // Strict `>` keeps equal values in the deque.\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\n    if (slot.barCount < slot.length) {\n        slot.closedMinExcludingHead = Number.POSITIVE_INFINITY;\n        return Number.NaN;\n    }\n\n    slot.closedMinExcludingHead = recomputeMinExcludingHead(slot);\n\n    if (slot.monoIndices.length === 0) return Number.NaN;\n    return slot.monoValues[0];\n}\n\nfunction tickValue(slot: LowestSlot, src: number): number {\n    if (slot.barCount < slot.length) return Number.NaN;\n    if (!Number.isFinite(src)) {\n        return slot.closedMinExcludingHead === Number.POSITIVE_INFINITY\n            ? Number.NaN\n            : slot.closedMinExcludingHead;\n    }\n    if (slot.closedMinExcludingHead === Number.POSITIVE_INFINITY) {\n        return src;\n    }\n    return Math.min(slot.closedMinExcludingHead, src);\n}\n\n/**\n * Rolling minimum 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 * `min(closedMinExcludingHead, tickValue)`.\n *\n * @formula  out[t] = min(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 lower = ta.lowest(bar.low, 20);\n *     // plot(lower);\n */\nexport function lowest(\n    slotId: string,\n    source: ScalarOrSeries,\n    length: number,\n    _opts?: LowestOpts,\n): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as LowestSlot | 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/lowestbars.d.ts

@@ -0,0 +1,25 @@
+import type { LowestbarsOpts, Series } from "@invinite-org/chartlang-core";
+import { type ScalarOrSeries } from "./lib/sourceValue.js";
+/**
+ * Bar offset (≤ 0) to the lowest `source` value over the trailing
+ * `length` bars (the window INCLUDES the current bar). `0` means the
+ * current bar is the lowest; `-k` means the lowest 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] = argmin_{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 lbar = ta.lowestbars(bar.low, 20);
+ *     // const left = bar.point(lbar.current, bar.low.current);
+ */
+export declare function lowestbars(slotId: string, source: ScalarOrSeries, length: number, _opts?: LowestbarsOpts): Series<number>;
+//# sourceMappingURL=lowestbars.d.ts.map

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

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

@@ -0,0 +1,102 @@
+// 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.lowestbars`.
+// 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.lowestbars 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 lowest 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 offsetToMin(slot, headValue) {
+    const filled = slot.sourceWindow.length;
+    let bestValue = Number.POSITIVE_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);
+    if (slot.barCount < slot.length)
+        return Number.NaN;
+    return offsetToMin(slot, undefined);
+}
+function tickValue(slot, src) {
+    if (slot.barCount < slot.length)
+        return Number.NaN;
+    return offsetToMin(slot, src);
+}
+/**
+ * Bar offset (≤ 0) to the lowest `source` value over the trailing
+ * `length` bars (the window INCLUDES the current bar). `0` means the
+ * current bar is the lowest; `-k` means the lowest 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] = argmin_{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 lbar = ta.lowestbars(bar.low, 20);
+ *     // const left = bar.point(lbar.current, bar.low.current);
+ */
+export function lowestbars(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=lowestbars.js.map

package/dist/ta/lowestbars.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.lowestbars`.\n// Structural choices (callsite-id slot, Series<T> proxy, replaceHead\n// mode) follow chartlang's primitive shape.\n\nimport type { LowestbarsOpts, 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 LowestbarsSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly length: number;\n    /** Closed source values across the trailing `length` bars. */\n    readonly sourceWindow: Float64RingBuffer;\n    barCount: number;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.lowestbars called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(length: number, capacity: number): LowestbarsSlot {\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 lowest 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 offsetToMin(slot: LowestbarsSlot, headValue: number | undefined): number {\n    const filled = slot.sourceWindow.length;\n    let bestValue = Number.POSITIVE_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: LowestbarsSlot, src: number): number {\n    slot.barCount += 1;\n    slot.sourceWindow.append(src);\n\n    if (slot.barCount < slot.length) return Number.NaN;\n\n    return offsetToMin(slot, undefined);\n}\n\nfunction tickValue(slot: LowestbarsSlot, src: number): number {\n    if (slot.barCount < slot.length) return Number.NaN;\n    return offsetToMin(slot, src);\n}\n\n/**\n * Bar offset (≤ 0) to the lowest `source` value over the trailing\n * `length` bars (the window INCLUDES the current bar). `0` means the\n * current bar is the lowest; `-k` means the lowest 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] = argmin_{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 lbar = ta.lowestbars(bar.low, 20);\n *     // const left = bar.point(lbar.current, bar.low.current);\n */\nexport function lowestbars(\n    slotId: string,\n    source: ScalarOrSeries,\n    length: number,\n    _opts?: LowestbarsOpts,\n): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as LowestbarsSlot | 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"]}