@invinite-org/chartlang-runtime 1.1.0 → 1.2.0

package/dist/ta/lsma.js

@@ -4,8 +4,8 @@
 // Ported from invinite/src/components/trading-chart/indicators/lsma.ts
 //   plus 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.
 // Structural choices (callsite-id slot, Series<T> proxy, replaceHead
 // mode) follow chartlang's primitive shape — NOT invinite's
 // IndicatorPlugin shape. The per-bar walk is the streaming-compatible

package/dist/ta/lsma.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/lsma.ts\n//   plus 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// Structural choices (callsite-id slot, Series<T> proxy, replaceHead\n// mode) follow chartlang's primitive shape — NOT invinite's\n// IndicatorPlugin shape. The per-bar walk is the streaming-compatible\n// shape of `lib/linearRegression`'s closed-form formula; that helper is\n// reused verbatim as the reference computation in the property tests.\n\nimport type { LsmaOpts, 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 LsmaSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly length: number;\n    /** Precomputed `(length − 1) / 2`. */\n    readonly xMean: number;\n    /** Precomputed `Σ (j − xMean)²` for `j = 0..length − 1`. */\n    readonly sumXX: number;\n    /**\n     * Trailing `length` source values. `at(0)` is the head (most\n     * recent close); `at(length − 1)` is the oldest.\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.lsma called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(length: number, capacity: number): LsmaSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    const xMean = (length - 1) / 2;\n    let sumXX = 0;\n    for (let j = 0; j < length; j += 1) {\n        const dev = j - xMean;\n        sumXX += dev * dev;\n    }\n    return {\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        length,\n        xMean,\n        sumXX,\n        sourceWindow: new Float64RingBuffer(length),\n    };\n}\n\nfunction lsmaFromWindow(slot: LsmaSlot, headOverride?: number): number {\n    // Single-pass scan: build sumY, then a second pass for the\n    // covariance numerator. Two passes still fit the streaming budget\n    // (O(length) per bar) and the structure mirrors the reference\n    // `linearRegression` helper byte-for-byte at the math level.\n    let sumY = 0;\n    for (let j = 0; j < slot.length; j += 1) {\n        // j = 0 → oldest (window.at(length - 1)); j = length - 1 → head.\n        const ageFromHead = slot.length - 1 - j;\n        const v =\n            ageFromHead === 0 && headOverride !== undefined\n                ? headOverride\n                : slot.sourceWindow.at(ageFromHead);\n        if (!Number.isFinite(v)) return Number.NaN;\n        sumY += v;\n    }\n    const yMean = sumY / slot.length;\n    let num = 0;\n    for (let j = 0; j < slot.length; j += 1) {\n        const ageFromHead = slot.length - 1 - j;\n        const v =\n            ageFromHead === 0 && headOverride !== undefined\n                ? headOverride\n                : slot.sourceWindow.at(ageFromHead);\n        num += (j - slot.xMean) * (v - yMean);\n    }\n    const slope = num / slot.sumXX;\n    const intercept = yMean - slope * slot.xMean;\n    return intercept + slope * (slot.length - 1);\n}\n\nfunction closeValue(slot: LsmaSlot, src: number): number {\n    slot.sourceWindow.append(src);\n    if (slot.sourceWindow.length < slot.length) return Number.NaN;\n    return lsmaFromWindow(slot);\n}\n\nfunction tickValue(slot: LsmaSlot, src: number): number {\n    if (slot.sourceWindow.length < slot.length) return Number.NaN;\n    if (!Number.isFinite(src)) return Number.NaN;\n    return lsmaFromWindow(slot, src);\n}\n\n/**\n * Least Squares Moving Average — the value of the ordinary-least-\n * squares regression line `y = a + b·x` evaluated at the last bar of\n * the trailing `length`-bar window (with `x = 0..length − 1` and `y`\n * the source values). Mathematically equivalent to\n * `linearRegression(source, length).value` from `lib/linearRegression`\n * — that helper is reused verbatim as the property-test reference.\n * Per-bar cost is a two-pass O(length) window walk (sumY, then\n * covariance numerator) to keep the per-bar allocation profile flat;\n * a NaN anywhere inside the window short-circuits the output to NaN\n * (matches the WMA / weighted-window convention).\n *\n * @formula  xMean = (length − 1) / 2 ;\n *           sumXX = Σ (j − xMean)²  for j = 0..length − 1 ;\n *           yMean = (1 / length) · Σ source[t − length + 1 + j] ;\n *           slope = (Σ (j − xMean) · (source[t − length + 1 + j] − yMean)) / sumXX ;\n *           intercept = yMean − slope · xMean ;\n *           out[t] = intercept + slope · (length − 1)\n * @warmup   length − 1\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-core\";\n *     // const l = ta.lsma(bar.close, 25);\n *     // plot(l);\n */\nexport function lsma(\n    slotId: string,\n    source: ScalarOrSeries,\n    length: number,\n    _opts?: LsmaOpts,\n): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as LsmaSlot | 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/maRibbon.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/ma-ribbon.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. maRibbon dispatches per-bar through

package/dist/ta/maRibbon.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/ma-ribbon.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. maRibbon dispatches per-bar through\n// `TA_REGISTRY`'s registered MA primitives (sma / ema / wma / smma)\n// via sub-slot ids derived from the parent slot id; no private MA copy.\n\nimport type {\n    MaRibbonOpts,\n    MaRibbonResult,\n    MaTypeNoVolume,\n    Series,\n} from \"@invinite-org/chartlang-core\";\n\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { ema } from \"./ema.js\";\nimport { sma } from \"./sma.js\";\nimport { smma } from \"./smma.js\";\nimport { type ScalarOrSeries, readSourceValue } from \"./lib/sourceValue.js\";\nimport { wma } from \"./wma.js\";\n\nconst DEFAULT_LENGTHS: ReadonlyArray<number> = Object.freeze([10, 20, 30, 40, 50]);\nconst DEFAULT_MA_TYPE: MaTypeNoVolume = \"sma\";\n\ntype MaRibbonSlot = {\n    readonly outputs: MaRibbonResult;\n    readonly lengths: ReadonlyArray<number>;\n    readonly maType: MaTypeNoVolume;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.maRibbon called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction dispatchMa(\n    maType: MaTypeNoVolume,\n    subSlotId: string,\n    source: number,\n    length: number,\n): Series<number> {\n    switch (maType) {\n        case \"sma\":\n            return sma(subSlotId, source, length);\n        case \"ema\":\n            return ema(subSlotId, source, length);\n        case \"wma\":\n            return wma(subSlotId, source, length);\n        case \"smma\":\n            return smma(subSlotId, source, length);\n    }\n}\n\n/**\n * Resolve the ordered `ma_<length>` keys for an `opts` value. Defaults\n * mirror `ta.maRibbon`'s defaults (`lengths = [10, 20, 30, 40, 50]`)\n * so a no-opts call yields `[\"ma_10\", \"ma_20\", \"ma_30\", \"ma_40\",\n * \"ma_50\"]`. Iteration order matches the resolved `lengths` array;\n * consumers (legend chips, sub-pane axes, the conformance harness) use\n * this helper to enumerate the `MaRibbonResult` record without\n * hard-coding key names.\n *\n * @formula  keys = (opts.lengths ?? DEFAULT_LENGTHS).map(n => `ma_${n}`)\n * @since 0.2\n * @stable\n * @example\n *     // import { maRibbonOutputKeys } from \"@invinite-org/chartlang-runtime\";\n *     // const keys = maRibbonOutputKeys({ lengths: [10, 20, 30] });\n *     // // keys === [\"ma_10\", \"ma_20\", \"ma_30\"]\n */\nexport function maRibbonOutputKeys(opts?: MaRibbonOpts): ReadonlyArray<string> {\n    const lengths = opts?.lengths ?? DEFAULT_LENGTHS;\n    const out: string[] = [];\n    for (const length of lengths) out.push(`ma_${length}`);\n    return out;\n}\n\n/**\n * MA Ribbon — a fan of K moving averages of the same kind at different\n * lengths. Returns a dynamic-key record `{ ma_<length>: Series<number> }`\n * keyed by the resolved `lengths` array. Each output is composed through\n * `TA_REGISTRY`'s registered MA primitive (`sma` / `ema` / `wma` /\n * `smma`) via the sub-slot id `${slotId}/ma_<length>` — no private MA\n * copy, so a fix to any MA primitive flows in for free (matches the\n * `donchian` / `bb` / `macd` composition convention). Defaults:\n * `lengths = [10, 20, 30, 40, 50]`, `maType = \"sma\"`. Per-output warmup\n * matches the source MA's warmup at that length.\n *\n * The sibling helper {@link maRibbonOutputKeys} returns the ordered\n * `ma_<length>` keys for stable iteration over the result record.\n * `TA_REGISTRY_METADATA.maRibbon` records the default primary key +\n * visible keys + `{ kind: \"auto\" }` y-domain for legend / pane sizing.\n *\n * @formula  out.ma_<length> = MA(source, length)  for length ∈ lengths\n * @warmup   per-output : matches the source MA's warmup at `length` ;\n *           ribbon as a whole : `max(lengths) − 1`\n * @anchors  lengths, maType\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-core\";\n *     // const r = ta.maRibbon(bar.close, { lengths: [10, 20, 30], maType: \"ema\" });\n *     // plot(r.ma_10);\n *     // plot(r.ma_20);\n *     // plot(r.ma_30);\n */\nexport function maRibbon(\n    slotId: string,\n    source: ScalarOrSeries,\n    opts?: MaRibbonOpts,\n): MaRibbonResult {\n    const ctx = getCtx();\n    const lengths = opts?.lengths ?? DEFAULT_LENGTHS;\n    const maType = opts?.maType ?? DEFAULT_MA_TYPE;\n    const src = readSourceValue(source);\n\n    let slot = ctx.stream.taSlots.get(slotId) as MaRibbonSlot | undefined;\n    if (slot === undefined) {\n        // First call: drive every sub-slot to allocate its `Series<number>`,\n        // then freeze the result record (identity-stable per parent slot).\n        const outputs: Record<string, Series<number>> = {};\n        for (const length of lengths) {\n            const subSlotId = `${slotId}/ma_${length}`;\n            outputs[`ma_${length}`] = dispatchMa(maType, subSlotId, src, length);\n        }\n        slot = {\n            outputs: Object.freeze(outputs),\n            lengths,\n            maType,\n        };\n        ctx.stream.taSlots.set(slotId, slot);\n        return slot.outputs;\n    }\n\n    // Subsequent calls: drive every sub-slot through its registered MA\n    // primitive — the sub-slots own per-bar advancement (close-side\n    // append / tick-side replaceHead via `ctx.isTick`).\n    for (const length of slot.lengths) {\n        const subSlotId = `${slotId}/ma_${length}`;\n        dispatchMa(slot.maType, subSlotId, src, length);\n    }\n    return slot.outputs;\n}\n"]}

package/dist/ta/macd.d.ts

@@ -17,8 +17,9 @@ import { type ScalarOrSeries } from "./lib/sourceValue.js";
  * @since 0.1
  * @stable
  *
- * `opts.offset` shifts all three outputs in lockstep (PLAN.md §9.1) —
- * `series.current` on each output returns the value `offset` bars ago.
+ * `opts.offset` is a presentation display shift carried to the plot
+ * emission as `xShift` for all three outputs in lockstep (`+n` right / future,
+ * `−n` left / past); the series values are unshifted.
  *
  * @example
  *     // import { ta } from "@invinite-org/chartlang-runtime";

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

@@ -1 +1 @@
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+{"version":3,"file":"macd.d.ts","sourceRoot":"","sources":["../../src/ta/macd.ts"],"names":[],"mappings":"AAcA,OAAO,KAAK,EAAE,QAAQ,EAAE,UAAU,EAAU,MAAM,8BAA8B,CAAC;AAMjF,OAAO,EAAE,KAAK,cAAc,EAAmB,MAAM,sBAAsB,CAAC;AAmE5E;;;;;;;;;;;;;;;;;;;;;;;;;;GA0BG;AACH,wBAAgB,IAAI,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,cAAc,EAAE,IAAI,CAAC,EAAE,QAAQ,GAAG,UAAU,CAsCxF"}

package/dist/ta/macd.js

@@ -2,10 +2,10 @@
 // See the LICENSE file in the repo root for full license text.
 //
 // Ported from invinite/src/components/trading-chart/indicators/macd.ts
-//   (folded onto lib/ema-of-float64.ts per PLAN.md §9.4)
+//   (folded onto 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.
 // Structural choices (callsite-id slot, Series<T> proxy, replaceHead
 // mode) follow chartlang's primitive shape — NOT invinite's
 // IndicatorPlugin shape. The MACD primitive composes three EMA
@@ -72,8 +72,9 @@ function resultForOffset(slot, offset) {
  * @since 0.1
  * @stable
  *
- * `opts.offset` shifts all three outputs in lockstep (PLAN.md §9.1) —
- * `series.current` on each output returns the value `offset` bars ago.
+ * `opts.offset` is a presentation display shift carried to the plot
+ * emission as `xShift` for all three outputs in lockstep (`+n` right / future,
+ * `−n` left / past); the series values are unshifted.
  *
  * @example
  *     // import { ta } from "@invinite-org/chartlang-runtime";

package/dist/ta/macd.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/macd.ts\n//   (folded onto lib/ema-of-float64.ts)\n//   (commit d2d1043c1b039f66d2f3674526d303d31cf2f1e0, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n// Structural choices (callsite-id slot, Series<T> proxy, replaceHead\n// mode) follow chartlang's primitive shape — NOT invinite's\n// IndicatorPlugin shape. The MACD primitive composes three EMA\n// sub-slots and a virtual \"MACD line\" Float64 buffer the signal EMA\n// reads from.\n\nimport type { MacdOpts, MacdResult, Series } from \"@invinite-org/chartlang-core\";\n\nimport { Float64RingBuffer } from \"../ringBuffer.js\";\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { makeSeriesView, makeShiftedSeriesView } from \"../seriesView.js\";\nimport { ema } from \"./ema.js\";\nimport { type ScalarOrSeries, readSourceValue } from \"./lib/sourceValue.js\";\n\nconst DEFAULT_FAST = 12;\nconst DEFAULT_SLOW = 26;\nconst DEFAULT_SIGNAL = 9;\n\ntype MacdSlot = {\n    readonly result: MacdResult;\n    readonly macdBuf: Float64RingBuffer;\n    readonly histBuf: Float64RingBuffer;\n    /**\n     * Reference to the signal-EMA sub-slot's output ring buffer.\n     * Captured at first call so per-offset shifted signal views can be\n     * constructed without re-entering `ema()` (which would double-\n     * advance the sub-slot's compute on every bar).\n     */\n    readonly signalBuf: Float64RingBuffer;\n    /**\n     * Per-offset frozen `MacdResult` cache. `offset === 0` returns\n     * `result` directly (identity-preserving). Each cached result\n     * proxies the same three underlying outputs via shifted views.\n     */\n    readonly shiftedResults: Map<number, MacdResult>;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.macd called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(\n    capacity: number,\n    signalSeries: Series<number>,\n    signalBuf: Float64RingBuffer,\n): MacdSlot {\n    const macdBuf = new Float64RingBuffer(capacity);\n    const histBuf = new Float64RingBuffer(capacity);\n    return {\n        result: Object.freeze({\n            macd: makeSeriesView<number>(macdBuf),\n            signal: signalSeries,\n            hist: makeSeriesView<number>(histBuf),\n        }),\n        macdBuf,\n        histBuf,\n        signalBuf,\n        shiftedResults: new Map(),\n    };\n}\n\nfunction resultForOffset(slot: MacdSlot, offset: number): MacdResult {\n    if (offset === 0) return slot.result;\n    let cached = slot.shiftedResults.get(offset);\n    if (cached === undefined) {\n        cached = Object.freeze({\n            macd: makeShiftedSeriesView<number>(slot.macdBuf, offset),\n            signal: makeShiftedSeriesView<number>(slot.signalBuf, offset),\n            hist: makeShiftedSeriesView<number>(slot.histBuf, offset),\n        });\n        slot.shiftedResults.set(offset, cached);\n    }\n    return cached;\n}\n\n/**\n * MACD — fast EMA minus slow EMA, with a signal-line EMA over the\n * MACD line and a histogram of their difference. Defaults\n * `{ fastLength: 12, slowLength: 26, signalLength: 9 }`. Composes\n * three EMA primitives at sub-slots `${slotId}/fast`, `${slotId}/slow`,\n * `${slotId}/signal`. The signal EMA reads from an internal MACD\n * Float64 ring; the user-facing `macd` Series wraps the same buffer.\n *\n * @formula  fast   = ema(source, fastLength) ;\n *           slow   = ema(source, slowLength) ;\n *           macd   = fast − slow ;\n *           signal = ema(macd, signalLength) ;\n *           hist   = macd − signal\n * @warmup   slowLength + signalLength − 1 (slow EMA seeds at slowLength − 1; signal EMA seeds signalLength − 1 bars after that)\n * @since 0.1\n * @stable\n *\n * `opts.offset` is a presentation display shift carried to the plot\n * emission as `xShift` for all three outputs in lockstep (`+n` right / future,\n * `−n` left / past); the series values are unshifted.\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-runtime\";\n *     // const m = ta.macd(\"slot\", bar.close);\n *     // const h = m.hist.current;\n *     // const lagged = ta.macd(\"slot2\", bar.close, { offset: 5 });\n */\nexport function macd(slotId: string, source: ScalarOrSeries, opts?: MacdOpts): MacdResult {\n    const ctx = getCtx();\n    const fastLength = opts?.fastLength ?? DEFAULT_FAST;\n    const slowLength = opts?.slowLength ?? DEFAULT_SLOW;\n    const signalLength = opts?.signalLength ?? DEFAULT_SIGNAL;\n    const offset = opts?.offset ?? 0;\n    const signalSlotId = `${slotId}/signal`;\n    const src = readSourceValue(source);\n    const fastSeries = ema(`${slotId}/fast`, src, fastLength);\n    const slowSeries = ema(`${slotId}/slow`, src, slowLength);\n    const fa = fastSeries.current;\n    const sa = slowSeries.current;\n    const macdValue = Number.isFinite(fa) && Number.isFinite(sa) ? fa - sa : Number.NaN;\n    // Feed macdValue into the signal EMA. Always call with the\n    // un-shifted (default) view — offset shifting for the composite\n    // MacdResult happens via the local `resultForOffset`, which reads\n    // directly off the signal-EMA's outBuffer (captured below).\n    const signalSeries = ema(signalSlotId, macdValue, signalLength);\n\n    let slot = ctx.stream.taSlots.get(slotId) as MacdSlot | undefined;\n    if (slot === undefined) {\n        // Capture the signal-EMA sub-slot's output ring buffer so\n        // future shifted-view lookups don't need to re-enter `ema()`.\n        const emaSlot = ctx.stream.taSlots.get(signalSlotId) as { outBuffer: Float64RingBuffer };\n        slot = initSlot(ctx.stream.ohlcv.close.capacity, signalSeries, emaSlot.outBuffer);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    const sig = signalSeries.current;\n    const histValue =\n        Number.isFinite(macdValue) && Number.isFinite(sig) ? macdValue - sig : Number.NaN;\n    if (ctx.isTick) {\n        slot.macdBuf.replaceHead(macdValue);\n        slot.histBuf.replaceHead(histValue);\n    } else {\n        slot.macdBuf.append(macdValue);\n        slot.histBuf.append(histValue);\n    }\n    return resultForOffset(slot, offset);\n}\n"]}

package/dist/ta/massIndex.d.ts

@@ -17,8 +17,9 @@ import type { MassIndexOpts, Series } from "@invinite-org/chartlang-core";
  * @since 0.2
  * @stable
  *
- * `opts.offset` shifts the returned series so `series.current` reads
- * the value `offset` bars ago (PLAN.md §9.1).
+ * `opts.offset` is a presentation display shift carried to the plot
+ * emission as `xShift` (`+n` right / future, `−n` left / past); the
+ * series value is unshifted.
  *
  * @example
  *     // import { ta } from "@invinite-org/chartlang-core";

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

@@ -1 +1 @@
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+{"version":3,"file":"massIndex.d.ts","sourceRoot":"","sources":["../../src/ta/massIndex.ts"],"names":[],"mappings":"AAeA,OAAO,KAAK,EAAE,aAAa,EAAE,MAAM,EAAE,MAAM,8BAA8B,CAAC;AAqG1E;;;;;;;;;;;;;;;;;;;;;;;;;;GA0BG;AACH,wBAAgB,SAAS,CAAC,MAAM,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,aAAa,GAAG,MAAM,CAAC,MAAM,CAAC,CAqB9E"}

package/dist/ta/massIndex.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/mass-index.ts
 //   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
-// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
-// provenance contract; the math is the reference, the code style is not.
+// Re-licensed MIT for chartlang. The math is the reference, the code
+// style is not.
 // Structural choices (callsite-id slot, Series<T> proxy, replaceHead
 // mode) follow chartlang's primitive shape — NOT invinite's
 // IndicatorPlugin shape. The chained EMA-of-range and EMA-of-EMA
@@ -115,8 +115,9 @@ function tickValue(slot, ratio) {
  * @since 0.2
  * @stable
  *
- * `opts.offset` shifts the returned series so `series.current` reads
- * the value `offset` bars ago (PLAN.md §9.1).
+ * `opts.offset` is a presentation display shift carried to the plot
+ * emission as `xShift` (`+n` right / future, `−n` left / past); the
+ * series value is unshifted.
  *
  * @example
  *     // import { ta } from "@invinite-org/chartlang-core";

package/dist/ta/massIndex.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/mass-index.ts\n//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n// Structural choices (callsite-id slot, Series<T> proxy, replaceHead\n// mode) follow chartlang's primitive shape — NOT invinite's\n// IndicatorPlugin shape. The chained EMA-of-range and EMA-of-EMA\n// arms compose `ta.ema` via sub-slots `${slotId}/ema1` /\n// `${slotId}/ema2` so the EMA recurrence + warmup semantics flow in\n// by reference. 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Number.NaN : sum;\n}\n\nfunction closeValue(slot: MassIndexSlot, ratio: number): number {\n    if (slot.ratioWindow.length < slot.ratioWindow.capacity) {\n        slot.ratioWindow.append(ratio);\n        if (Number.isFinite(ratio)) {\n            slot.sumRatio += ratio;\n        } else {\n            slot.sumRatio = Number.NaN;\n        }\n        if (slot.ratioWindow.length < slot.ratioWindow.capacity) return Number.NaN;\n        return slot.sumRatio;\n    }\n    const outgoing = slot.ratioWindow.at(slot.ratioWindow.length - 1);\n    slot.ratioWindow.append(ratio);\n    if (Number.isFinite(outgoing) && Number.isFinite(ratio) && Number.isFinite(slot.sumRatio)) {\n        slot.sumRatio = slot.sumRatio - outgoing + ratio;\n    } else {\n        recomputeSum(slot);\n    }\n    return slot.sumRatio;\n}\n\nfunction tickValue(slot: MassIndexSlot, ratio: number): number {\n    if (slot.ratioWindow.length < slot.ratioWindow.capacity) return Number.NaN;\n    const oldestInHead = slot.ratioWindow.at(0);\n    // NaN propagates through subtraction/addition — Infinity does too —\n    // so a poisoned sum, NaN ratio, or NaN oldestInHead all surface as\n    // a non-finite value at the head.\n    return slot.sumRatio - oldestInHead + ratio;\n}\n\n/**\n * Mass Index — sub-pane volatility line tracking the range-EMA\n * \"bulge\" ratio to flag trend-reversal setups via the canonical\n * 27 threshold. Built on EMA-of-EMA-of-range via two chained\n * sub-slots (`${slotId}/ema1`, `${slotId}/ema2`) — a fix to EMA's\n * recurrence flows in for free. Reads `bar.high − bar.low` directly\n * (no source param). NaN when either chained EMA is NaN or when\n * the inner EMA of EMA is zero (degenerate ratio).\n *\n * @formula  range[t] = high[t] − low[t] ;\n *           ema1     = EMA(emaLength)(range) ;\n *           ema2     = EMA(emaLength)(ema1) ;\n *           ratio[t] = ema1[t] / ema2[t] ;\n *           mi[t]    = sum(ratio[t − sumLength + 1..= t])\n * @warmup   emaLength + emaLength + sumLength − 3\n * @since 0.2\n * @stable\n *\n * `opts.offset` is a presentation display shift carried to the plot\n * emission as `xShift` (`+n` right / future, `−n` left / past); the\n * series value is unshifted.\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-core\";\n *     // const mi = ta.massIndex();\n *     // plot(mi);\n */\nexport function massIndex(slotId: string, opts?: MassIndexOpts): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as MassIndexSlot | undefined;\n    if (slot === undefined) {\n        const emaLength = opts?.emaLength ?? DEFAULT_EMA_LENGTH;\n        const sumLength = opts?.sumLength ?? DEFAULT_SUM_LENGTH;\n        slot = initSlot(emaLength, sumLength, ctx.stream.ohlcv.close.capacity);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    const range = ctx.stream.bar.high - ctx.stream.bar.low;\n    const ema1Series = ema(`${slotId}/ema1`, range, slot.emaLength);\n    const e1 = ema1Series.current;\n    const ema2Series = ema(`${slotId}/ema2`, e1, slot.emaLength);\n    const e2 = ema2Series.current;\n    const ratio = ratioValue(e1, e2);\n    if (ctx.isTick) {\n        slot.outBuffer.replaceHead(tickValue(slot, ratio));\n    } else {\n        slot.outBuffer.append(closeValue(slot, ratio));\n    }\n    return viewForOffset(slot, opts?.offset ?? 0);\n}\n"]}

package/dist/ta/mcginley.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/mcginley.ts
 //   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
-// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
-// provenance contract; the math is the reference, the code style is not.
+// Re-licensed MIT for chartlang. The math is the reference, the code
+// style is not.
 // Structural choices (callsite-id slot, Series<T> proxy, replaceHead
 // mode) follow chartlang's primitive shape — NOT invinite's
 // IndicatorPlugin shape.

package/dist/ta/mcginley.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/mcginley.ts\n//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n// Structural choices (callsite-id slot, Series<T> proxy, replaceHead\n// mode) follow chartlang's primitive shape — NOT invinite's\n// IndicatorPlugin shape.\n\nimport type { McginleyOpts, 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 McginleySlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly length: number;\n    /** Tick-side recurrence anchor (current bar, may be intra-bar). */\n    prevMc: number;\n    /** Close-side recurrence anchor (prior closed bar). */\n    prevClosedMc: number;\n    /** Number of finite source values folded into the slot so far. */\n    seedCount: number;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.mcginley called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(length: number, capacity: number): McginleySlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    return {\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        length,\n        prevMc: Number.NaN,\n        prevClosedMc: Number.NaN,\n        seedCount: 0,\n    };\n}\n\n/**\n * Apply the McGinley Dynamic recurrence step given the prior MC\n * anchor. `prev === 0` is the well-defined zero-seed edge case:\n * `(src/0)^4 = +Infinity` → division by `+Infinity` → 0 → sticky-zero\n * fix-point. The task spec calls for NaN in that regime — concretely,\n * a `prev === 0` recurrence cannot escape the fix-point, so we emit\n * NaN to signal the degenerate state.\n */\nfunction step(src: number, prev: number, length: number): number {\n    if (prev === 0) return Number.NaN;\n    const ratio = src / prev;\n    const denom = length * ratio * ratio * ratio * ratio;\n    return prev + (src - prev) / denom;\n}\n\nfunction compute(slot: McginleySlot, src: number, isTick: boolean): number {\n    if (!Number.isFinite(src)) {\n        // Mid-stream NaN forward-fills the prior value (matches the\n        // EMA / SMMA recurrence convention).\n        return isTick ? slot.prevMc : slot.prevClosedMc;\n    }\n    // Warmup: emit NaN until `length` finite source values have been\n    // seen (matches invinite's seed convention). At the warmup\n    // boundary the recurrence is seeded with the source value itself.\n    if (slot.seedCount < slot.length - 1) {\n        if (isTick) return Number.NaN;\n        slot.seedCount += 1;\n        slot.prevClosedMc = Number.NaN;\n        slot.prevMc = Number.NaN;\n        return Number.NaN;\n    }\n    if (!Number.isFinite(slot.prevClosedMc)) {\n        // Seed bar — `length`-th finite source value lands here.\n        if (isTick) return src;\n        slot.seedCount += 1;\n        slot.prevClosedMc = src;\n        slot.prevMc = src;\n        return src;\n    }\n    const prev = slot.prevClosedMc;\n    const next = step(src, prev, slot.length);\n    if (!isTick) {\n        slot.prevClosedMc = next;\n        slot.prevMc = next;\n    }\n    return next;\n}\n\n/**\n * McGinley Dynamic — an adaptive moving average with an automatic\n * lag-compensation correction. The recurrence\n * `mc[t] = mc[t-1] + (src[t] − mc[t-1]) / (length · (src[t] / mc[t-1])⁴)`\n * scales the step size by the relative change between source and the\n * prior MA value, so the indicator tracks faster on strong moves and\n * smoother on quiet bars. NaN source forward-fills the prior value;\n * `prev === 0` is the well-defined zero-seed fix-point and emits NaN\n * (the recurrence cannot escape a zero anchor — matches the invinite\n * reference's NaN-correct degenerate handling).\n *\n * @formula  seed at length-th finite source bar : mc = src ;\n *           mc[t] = mc[t-1] + (src[t] − mc[t-1]) / (length · (src[t] / mc[t-1])^4)\n * @warmup   length\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-core\";\n *     // const m = ta.mcginley(bar.close, 14);\n *     // plot(m);\n */\nexport function mcginley(\n    slotId: string,\n    source: ScalarOrSeries,\n    length: number,\n    _opts?: McginleyOpts,\n): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as McginleySlot | undefined;\n    if (slot === undefined) {\n        slot = initSlot(length, ctx.stream.ohlcv.close.capacity);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    const value = compute(slot, readSourceValue(source), ctx.isTick);\n    if (ctx.isTick) slot.outBuffer.replaceHead(value);\n    else slot.outBuffer.append(value);\n    return slot.series;\n}\n"]}

package/dist/ta/median.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/median.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. Only the median-statistic line is ported;

package/dist/ta/median.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/median.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. Only the median-statistic line is ported;\n// invinite's median plugin also bundles ±ATR bands + an EMA-smoothed\n// median line — those compositions are out of scope for the single-\n// output `ta.median` primitive (script authors compose them via\n// `ta.atr`, `ta.ema` as needed).\n\nimport type { MedianOpts, 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 MedianSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly length: number;\n    /**\n     * Closed source values across the trailing `length` bars (capacity\n     * `length`). `at(0)` is the head — most recent close — and\n     * `at(length - 1)` is the oldest.\n     */\n    readonly window: Float64RingBuffer;\n    /**\n     * Reused scratch buffer for the per-bar sort. Capacity = `length`.\n     * Only the first `k` slots (count of finite values in the window)\n     * are populated + sorted per emission.\n     */\n    readonly sortedBuffer: Float64Array;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.median called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(length: number, capacity: number): MedianSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    return {\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        length,\n        window: new Float64RingBuffer(length),\n        sortedBuffer: new Float64Array(length),\n    };\n}\n\n/**\n * Compute the median of the window's finite values. Substitutes\n * `headOverride` for the head slot (age 0) when finite — used by\n * tick replay to evaluate the partial-bar tick without mutating\n * the closed window.\n *\n * Returns `NaN` when the window contains no finite values.\n */\nfunction medianOfWindow(slot: MedianSlot, headOverride: number): number {\n    const buf = slot.sortedBuffer;\n    let k = 0;\n    const filled = slot.window.length;\n    for (let i = 0; i < filled; i += 1) {\n        const v = i === 0 ? headOverride : slot.window.at(i);\n        if (Number.isFinite(v)) {\n            buf[k] = v;\n            k += 1;\n        }\n    }\n    if (k === 0) return Number.NaN;\n    // Sort only the populated prefix — `Float64Array.prototype.sort`\n    // takes a comparator but here we slice a typed subarray view.\n    const view = buf.subarray(0, k);\n    view.sort();\n    if (k % 2 === 1) return view[(k - 1) >> 1];\n    return (view[(k >> 1) - 1] + view[k >> 1]) / 2;\n}\n\nfunction closeValue(slot: MedianSlot, src: number): number {\n    slot.window.append(src);\n    if (slot.window.length < slot.length) return Number.NaN;\n    return medianOfWindow(slot, slot.window.at(0));\n}\n\nfunction tickValue(slot: MedianSlot, src: number): number {\n    if (slot.window.length < slot.length) return Number.NaN;\n    return medianOfWindow(slot, src);\n}\n\n/**\n * Rolling median — middle-value statistic across the trailing\n * `length` source values. NaN slots are dropped from the sort\n * (window length effectively shrinks); if every slot is NaN the\n * output is NaN. Robust to single-bar spikes the way an SMA isn't.\n * Tick-mode replays the head by substituting the tick value for\n * the age-0 slot before sorting — the closed window is unchanged.\n *\n * @formula  out[t] = median(source[t − length + 1 .. t]) ;\n *           odd length → middle value ; even length → mean of the\n *           two middle values ; NaN slots dropped before sort\n * @warmup   length − 1\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-core\";\n *     // const m = ta.median(bar.close, 21);\n *     // plot(m);\n */\nexport function median(\n    slotId: string,\n    source: ScalarOrSeries,\n    length: number,\n    _opts?: MedianOpts,\n): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as MedianSlot | 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/mfi.d.ts

@@ -27,7 +27,9 @@ import type { MfiOpts, Series } from "@invinite-org/chartlang-core";
  * @since 0.2
  * @stable
  *
- * `opts.offset` shifts the returned series (PLAN.md §9.1).
+ * `opts.offset` is a presentation display shift carried to the plot
+ * emission as `xShift` (`+n` right / future, `−n` left / past); the
+ * series value is unshifted.
  *
  * @example
  *     // import { ta, plot } from "@invinite-org/chartlang-core";

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

@@ -1 +1 @@
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+{"version":3,"file":"mfi.d.ts","sourceRoot":"","sources":["../../src/ta/mfi.ts"],"names":[],"mappings":"AAaA,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,EAAE,MAAM,8BAA8B,CAAC;AA+EpE;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAoCG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,OAAO,GAAG,MAAM,CAAC,MAAM,CAAC,CA+ClF"}

package/dist/ta/mfi.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/mfi.ts
 //   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
-// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
-// provenance contract; the math is the reference, the code style is not.
+// Re-licensed MIT for chartlang. The math is the reference, the code
+// style is not.
 // Structural choices (callsite-id slot, Series<T> proxy, replaceHead
 // mode) follow chartlang's primitive shape — NOT invinite's
 // IndicatorPlugin shape. The rolling-window pos / neg money-flow sums
@@ -98,7 +98,9 @@ function emitMfi(sumPos, sumNeg, ready) {
  * @since 0.2
  * @stable
  *
- * `opts.offset` shifts the returned series (PLAN.md §9.1).
+ * `opts.offset` is a presentation display shift carried to the plot
+ * emission as `xShift` (`+n` right / future, `−n` left / past); the
+ * series value is unshifted.
  *
  * @example
  *     // import { ta, plot } from "@invinite-org/chartlang-core";

package/dist/ta/mfi.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/mfi.ts\n//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n// Structural choices (callsite-id slot, Series<T> proxy, replaceHead\n// mode) follow chartlang's primitive shape — NOT invinite's\n// IndicatorPlugin shape. The rolling-window pos / neg money-flow sums\n// follow the `cmf.ts` / `ulcerIndex.ts` \"subtract head + add tick\"\n// tick-mode shape (no window mutation on tick).\n\nimport type { MfiOpts, Series } from \"@invinite-org/chartlang-core\";\n\nimport { Float64RingBuffer } from \"../ringBuffer.js\";\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { makeSeriesView, makeShiftedSeriesView } from \"../seriesView.js\";\n\ntype MfiSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly shiftedViews: Map<number, Series<number>>;\n    readonly length: number;\n    /** Closed-bar positive money-flow contributions (capacity `length`). */\n    readonly posMfWindow: Float64RingBuffer;\n    /** Closed-bar negative money-flow contributions. */\n    readonly negMfWindow: Float64RingBuffer;\n    sumPosMf: number;\n    sumNegMf: number;\n    /** Most recent finite typical price (lookback target for the next bar). */\n    prevTp: number;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.mfi called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(length: number, capacity: number): MfiSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    return {\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        shiftedViews: new Map(),\n        length,\n        posMfWindow: new Float64RingBuffer(length),\n        negMfWindow: new Float64RingBuffer(length),\n        sumPosMf: 0,\n        sumNegMf: 0,\n        prevTp: Number.NaN,\n    };\n}\n\nfunction viewForOffset(slot: MfiSlot, offset: number): Series<number> {\n    if (offset === 0) return slot.series;\n    let view = slot.shiftedViews.get(offset);\n    if (view === undefined) {\n        view = makeShiftedSeriesView<number>(slot.outBuffer, offset);\n        slot.shiftedViews.set(offset, view);\n    }\n    return view;\n}\n\n/**\n * Per-bar typical-price contributions to the (posMF, negMF) split,\n * given the prior typical price. NaN OHLC / volume → (0, 0). Equal\n * `tp === prevTp` or first bar (`prevTp` NaN) → (0, 0) per Pine\n * convention.\n */\nfunction bucketMf(tp: number, prevTp: number, volume: number): { posMf: number; negMf: number } {\n    if (!Number.isFinite(tp) || !Number.isFinite(volume)) {\n        return { posMf: 0, negMf: 0 };\n    }\n    if (!Number.isFinite(prevTp) || tp === prevTp) {\n        return { posMf: 0, negMf: 0 };\n    }\n    const mf = tp * volume;\n    if (tp > prevTp) return { posMf: mf, negMf: 0 };\n    return { posMf: 0, negMf: mf };\n}\n\nfunction emitMfi(sumPos: number, sumNeg: number, ready: boolean): number {\n    if (!ready) return Number.NaN;\n    const total = sumPos + sumNeg;\n    if (total === 0) return Number.NaN;\n    return (100 * sumPos) / total;\n}\n\n/**\n * Money Flow Index — volume-weighted RSI over a trailing window of\n * `length` typical-price comparisons. Per-bar typical price `tp = (H +\n * L + C) / 3`; per-bar money flow `mf = tp · volume` lands in the\n * positive bucket when `tp > prevTp`, in the negative bucket when\n * `tp < prevTp`, and is dropped on equality / first bar. The emit is\n * `100 · sumPos / (sumPos + sumNeg)` once `length` such comparisons\n * have accumulated; NaN before warmup and when `sumPos + sumNeg ===\n * 0` (no flow either way — invinite's zero-denominator guard).\n *\n * Range `[0, 100]` when defined: `sumPos === 0` → 0 (perfect\n * downflow); `sumNeg === 0` with `sumPos > 0` → 100 (perfect\n * upflow). NaN OHLC / volume contributes 0 to both buckets (matches\n * `cmf.ts:62-75`'s defensive shape).\n *\n * **Tick mode.** Substitutes the tick's (posMf, negMf) contribution\n * for the head slot's stored values without mutating the trailing-\n * window rings or advancing `prevTp` — mirrors `cmf.ts:125-138`.\n *\n * @formula  tp  = (high + low + close) / 3 ;\n *           mf  = tp · volume ;\n *           pos = mf when tp > prevTp else 0 ;\n *           neg = mf when tp < prevTp else 0 ;\n *           mfi = 100 · Σ pos / (Σ pos + Σ neg) over the trailing `length` window\n * @warmup   length + 1   (one bar to seed prevTp + `length` comparisons)\n * @since 0.2\n * @stable\n *\n * `opts.offset` is a presentation display shift carried to the plot\n * emission as `xShift` (`+n` right / future, `−n` left / past); the\n * series value is unshifted.\n *\n * @example\n *     // import { ta, plot } from \"@invinite-org/chartlang-core\";\n *     // const m = ta.mfi(14);\n *     // plot(m);\n */\nexport function mfi(slotId: string, length: number, opts?: MfiOpts): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as MfiSlot | undefined;\n    if (slot === undefined) {\n        slot = initSlot(length, ctx.stream.ohlcv.close.capacity);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    const offset = opts?.offset ?? 0;\n    const { high, low, close, volume } = ctx.stream.bar;\n    const tp = (high + low + close) / 3;\n    const { posMf, negMf } = bucketMf(tp, slot.prevTp, volume);\n\n    // The seed bar (prevTp NaN) contributes no real comparison — we\n    // skip the window append so the trailing window only ever holds\n    // `length` REAL (prevTp-defined) comparisons. First finite emit\n    // lands at bar `length` (warmup `length + 1` per the JSDoc).\n    const hasComparison = Number.isFinite(slot.prevTp);\n\n    if (ctx.isTick) {\n        const ready = slot.posMfWindow.length === slot.length;\n        if (!ready || !hasComparison) {\n            slot.outBuffer.replaceHead(Number.NaN);\n            return viewForOffset(slot, offset);\n        }\n        const headPos = slot.posMfWindow.at(0);\n        const headNeg = slot.negMfWindow.at(0);\n        const hypPos = slot.sumPosMf - headPos + posMf;\n        const hypNeg = slot.sumNegMf - headNeg + negMf;\n        slot.outBuffer.replaceHead(emitMfi(hypPos, hypNeg, true));\n        return viewForOffset(slot, offset);\n    }\n\n    if (hasComparison) {\n        if (slot.posMfWindow.length === slot.length) {\n            slot.sumPosMf -= slot.posMfWindow.at(slot.length - 1);\n            slot.sumNegMf -= slot.negMfWindow.at(slot.length - 1);\n        }\n        slot.posMfWindow.append(posMf);\n        slot.negMfWindow.append(negMf);\n        slot.sumPosMf += posMf;\n        slot.sumNegMf += negMf;\n    }\n    if (Number.isFinite(tp)) slot.prevTp = tp;\n    slot.outBuffer.append(\n        emitMfi(slot.sumPosMf, slot.sumNegMf, slot.posMfWindow.length === slot.length),\n    );\n    return viewForOffset(slot, offset);\n}\n"]}

package/dist/ta/momentum.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/momentum.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 { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
 import { change } from "./change.js";
 function getCtx() {

package/dist/ta/momentum.js.map

@@ -1 +1 @@
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+{"version":3,"file":"momentum.js","sourceRoot":"","sources":["../../src/ta/momentum.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,2EAA2E;AAC3E,mEAAmE;AACnE,qEAAqE;AACrE,gBAAgB;AAIhB,OAAO,EAAE,sBAAsB,EAAuB,MAAM,sBAAsB,CAAC;AACnF,OAAO,EAAE,MAAM,EAAE,MAAM,aAAa,CAAC;AAOrC,SAAS,MAAM;IACX,MAAM,GAAG,GAAG,sBAAsB,CAAC,OAAO,CAAC;IAC3C,IAAI,GAAG,KAAK,IAAI,EAAE,CAAC;QACf,MAAM,IAAI,KAAK,CAAC,kDAAkD,CAAC,CAAC;IACxE,CAAC;IACD,OAAO,GAAG,CAAC;AACf,CAAC;AAED;;;;;;;;;;;;;;;;GAgBG;AACH,MAAM,UAAU,QAAQ,CACpB,MAAc,EACd,MAAsB,EACtB,MAAc,EACd,KAAoB;IAEpB,MAAM,GAAG,GAAG,MAAM,EAAE,CAAC;IACrB,IAAI,IAAI,GAAG,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,CAA6B,CAAC;IACtE,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;QACrB,IAAI,GAAG,EAAE,MAAM,EAAE,IAAI,EAAE,CAAC;QACxB,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,IAAI,CAAC,CAAC;IACzC,CAAC;IACD,MAAM,GAAG,GAAG,MAAM,CAAC,GAAG,MAAM,SAAS,EAAE,MAAM,EAAE,EAAE,MAAM,EAAE,CAAC,CAAC;IAC3D,IAAI,IAAI,CAAC,MAAM,KAAK,IAAI;QAAE,IAAI,CAAC,MAAM,GAAG,GAAG,CAAC;IAC5C,OAAO,IAAI,CAAC,MAAM,CAAC;AACvB,CAAC","sourcesContent":["// Copyright (c) 2026 Invinite. Licensed under the MIT License.\n// See the LICENSE file in the repo root for full license text.\n//\n// Ported from invinite/src/components/trading-chart/indicators/momentum.ts\n//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n\nimport type { MomentumOpts, Series } from \"@invinite-org/chartlang-core\";\n\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { change } from \"./change.js\";\nimport type { ScalarOrSeries } from \"./lib/sourceValue.js\";\n\ntype MomentumSlot = {\n    series: Series<number> | null;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.momentum called outside an active script step\");\n    }\n    return ctx;\n}\n\n/**\n * Momentum (Pine `mom`) — first-difference `source[0] − source[length]`\n * with a required `length`. Composes {@link change} via a sub-slot so\n * the math kernel lives in one place; the returned `Series<number>` is\n * the sub-slot's series view directly (parent slot just caches its\n * identity for `===`-stable reads). Warmup is `length` bars.\n *\n * @formula  out[t] = source[t] − source[t − length]\n * @warmup   length\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-runtime\";\n *     // const m = ta.momentum(\"slot\", bar.close, 10);\n *     // const head = m.current;\n */\nexport function momentum(\n    slotId: string,\n    source: ScalarOrSeries,\n    length: number,\n    _opts?: MomentumOpts,\n): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as MomentumSlot | undefined;\n    if (slot === undefined) {\n        slot = { series: null };\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    const sub = change(`${slotId}/change`, source, { length });\n    if (slot.series === null) slot.series = sub;\n    return slot.series;\n}\n"]}

package/dist/ta/netVolume.d.ts

@@ -20,7 +20,9 @@ import type { NetVolumeOpts, Series } from "@invinite-org/chartlang-core";
  * @since 0.2
  * @stable
  *
- * `opts.offset` shifts the returned series (PLAN.md §9.1).
+ * `opts.offset` is a presentation display shift carried to the plot
+ * emission as `xShift` (`+n` right / future, `−n` left / past); the
+ * series value is unshifted.
  *
  * @example
  *     // import { ta, plot } from "@invinite-org/chartlang-core";

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

@@ -1 +1 @@
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+{"version":3,"file":"netVolume.d.ts","sourceRoot":"","sources":["../../src/ta/netVolume.ts"],"names":[],"mappings":"AAgBA,OAAO,KAAK,EAAE,aAAa,EAAE,MAAM,EAAE,MAAM,8BAA8B,CAAC;AAwE1E;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA6BG;AACH,wBAAgB,SAAS,CAAC,MAAM,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,aAAa,GAAG,MAAM,CAAC,MAAM,CAAC,CAuB9E"}

package/dist/ta/netVolume.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/net-volume.ts
 //   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
-// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
-// provenance contract; the math is the reference, the code style is not.
+// Re-licensed MIT for chartlang. The math is the reference, the code
+// style is not.
 // Structural choices (callsite-id slot, Series<T> proxy, replaceHead
 // mode) follow chartlang's primitive shape — NOT invinite's
 // IndicatorPlugin shape. The math is identical to `ta.obv`; both
@@ -86,7 +86,9 @@ function fold(inCum, inPrevClose, close, volume) {
  * @since 0.2
  * @stable
  *
- * `opts.offset` shifts the returned series (PLAN.md §9.1).
+ * `opts.offset` is a presentation display shift carried to the plot
+ * emission as `xShift` (`+n` right / future, `−n` left / past); the
+ * series value is unshifted.
  *
  * @example
  *     // import { ta, plot } from "@invinite-org/chartlang-core";

package/dist/ta/netVolume.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/net-volume.ts\n//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n// Structural choices (callsite-id slot, Series<T> proxy, replaceHead\n// mode) follow chartlang's primitive shape — NOT invinite's\n// IndicatorPlugin shape. The math is identical to `ta.obv`; both\n// primitives exist in invinite under their own names, so the\n// chartlang surface mirrors the public API for naming parity. See\n// `obv.ts` for the canonical commentary on `fold`, snapshot fields,\n// and NaN handling — this file repeats the shape verbatim under its\n// own slot type so each primitive has its own per-callsite state.\n\nimport type { NetVolumeOpts, Series } from \"@invinite-org/chartlang-core\";\n\nimport { Float64RingBuffer } from \"../ringBuffer.js\";\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { makeSeriesView, makeShiftedSeriesView } from \"../seriesView.js\";\n\ntype NetVolumeSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly shiftedViews: Map<number, Series<number>>;\n    cumNetVol: number;\n    prevClose: number;\n    prevClosedCumNetVol: number;\n    prevClosedPrevClose: number;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.netVolume called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(capacity: number): NetVolumeSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    return {\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        shiftedViews: new Map(),\n        cumNetVol: 0,\n        prevClose: Number.NaN,\n        prevClosedCumNetVol: 0,\n        prevClosedPrevClose: Number.NaN,\n    };\n}\n\nfunction viewForOffset(slot: NetVolumeSlot, offset: number): Series<number> {\n    if (offset === 0) return slot.series;\n    let view = slot.shiftedViews.get(offset);\n    if (view === undefined) {\n        view = makeShiftedSeriesView<number>(slot.outBuffer, offset);\n        slot.shiftedViews.set(offset, view);\n    }\n    return view;\n}\n\nfunction signOfDelta(delta: number): number {\n    if (delta > 0) return 1;\n    if (delta < 0) return -1;\n    return 0;\n}\n\nfunction fold(\n    inCum: number,\n    inPrevClose: number,\n    close: number,\n    volume: number,\n): { cum: number; prevClose: number } {\n    if (!Number.isFinite(close)) {\n        return { cum: inCum, prevClose: inPrevClose };\n    }\n    if (!Number.isFinite(inPrevClose)) {\n        return { cum: inCum, prevClose: close };\n    }\n    if (!Number.isFinite(volume)) {\n        return { cum: inCum, prevClose: close };\n    }\n    const direction = signOfDelta(close - inPrevClose);\n    return { cum: inCum + direction * volume, prevClose: close };\n}\n\n/**\n * Net Volume — cumulative `sign(close − prevClose) · volume`. **The\n * math is identical to `ta.obv`** (both primitives ship in invinite\n * under their own names; chartlang mirrors the public surface for\n * naming parity). Prefer `ta.obv` when writing new scripts — this\n * primitive exists to satisfy translation of Pine / invinite\n * indicators that call `netVolume()` directly. The cross-equivalence\n * is property-tested (`netVolume.property.test.ts`).\n *\n * First bar emits `0` (no prior close to difference against — Pine\n * convention). NaN volume carries the accumulator forward without an\n * update; NaN close holds `prevClose` at its prior value.\n *\n * **Tick mode.** Replays the head bar's contribution against a\n * snapshot of the prior-close `(cumNetVol, prevClose)` tuple.\n *\n * @formula  netVolume[t] = netVolume[t − 1] + sign(close[t] − close[t − 1]) · volume[t]\n * @warmup   1 (needs a prior close to compute the delta; bar 0 emits 0)\n * @since 0.2\n * @stable\n *\n * `opts.offset` is a presentation display shift carried to the plot\n * emission as `xShift` (`+n` right / future, `−n` left / past); the\n * series value is unshifted.\n *\n * @example\n *     // import { ta, plot } from \"@invinite-org/chartlang-core\";\n *     // const nv = ta.netVolume();\n *     // plot(nv);\n */\nexport function netVolume(slotId: string, opts?: NetVolumeOpts): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as NetVolumeSlot | undefined;\n    if (slot === undefined) {\n        slot = initSlot(ctx.stream.ohlcv.close.capacity);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    const offset = opts?.offset ?? 0;\n    const { close, volume } = ctx.stream.bar;\n\n    if (ctx.isTick) {\n        const next = fold(slot.prevClosedCumNetVol, slot.prevClosedPrevClose, close, volume);\n        slot.outBuffer.replaceHead(next.cum);\n        return viewForOffset(slot, offset);\n    }\n\n    slot.prevClosedCumNetVol = slot.cumNetVol;\n    slot.prevClosedPrevClose = slot.prevClose;\n    const next = fold(slot.cumNetVol, slot.prevClose, close, volume);\n    slot.cumNetVol = next.cum;\n    slot.prevClose = next.prevClose;\n    slot.outBuffer.append(slot.cumNetVol);\n    return viewForOffset(slot, offset);\n}\n"]}

package/dist/ta/nvi.d.ts

@@ -24,7 +24,9 @@ import type { NviOpts, Series } from "@invinite-org/chartlang-core";
  * @since 0.2
  * @stable
  *
- * `opts.offset` shifts the returned series (PLAN.md §9.1).
+ * `opts.offset` is a presentation display shift carried to the plot
+ * emission as `xShift` (`+n` right / future, `−n` left / past); the
+ * series value is unshifted.
  *
  * @example
  *     // import { ta, plot } from "@invinite-org/chartlang-core";

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

@@ -1 +1 @@
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+{"version":3,"file":"nvi.d.ts","sourceRoot":"","sources":["../../src/ta/nvi.ts"],"names":[],"mappings":"AAcA,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,EAAE,MAAM,8BAA8B,CAAC;AAoGpE;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAiCG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,OAAO,GAAG,MAAM,CAAC,MAAM,CAAC,CA+BlE"}

package/dist/ta/nvi.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/nvi.ts
 //   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
-// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
-// provenance contract; the math is the reference, the code style is not.
+// Re-licensed MIT for chartlang. The math is the reference, the code
+// style is not.
 // Structural choices (callsite-id slot, Series<T> proxy, replaceHead
 // mode) follow chartlang's primitive shape — NOT invinite's
 // IndicatorPlugin shape. The runtime emits the RAW NVI line only;
@@ -106,7 +106,9 @@ function fold(inValue, inPrevClose, inPrevVolume, close, volume) {
  * @since 0.2
  * @stable
  *
- * `opts.offset` shifts the returned series (PLAN.md §9.1).
+ * `opts.offset` is a presentation display shift carried to the plot
+ * emission as `xShift` (`+n` right / future, `−n` left / past); the
+ * series value is unshifted.
  *
  * @example
  *     // import { ta, plot } from "@invinite-org/chartlang-core";