@invinite-org/chartlang-runtime 1.1.0 → 1.2.0

package/dist/ta/smi.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/smi.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 { SmiOpts, SmiResult } 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 { highest } from \"./highest.js\";\nimport { lowest } from \"./lowest.js\";\n\nconst DEFAULT_K_LENGTH = 10;\nconst DEFAULT_FIRST = 3;\nconst DEFAULT_SECOND = 5;\nconst DEFAULT_D_LENGTH = 3;\n\ntype SmiSlot = {\n    readonly result: SmiResult;\n    readonly smiBuf: Float64RingBuffer;\n    readonly signalBuf: Float64RingBuffer;\n    readonly shiftedResults: Map<number, SmiResult>;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.smi called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction resultForOffset(slot: SmiSlot, offset: number): SmiResult {\n    if (offset === 0) return slot.result;\n    let cached = slot.shiftedResults.get(offset);\n    if (cached === undefined) {\n        cached = Object.freeze({\n            smi: makeShiftedSeriesView<number>(slot.smiBuf, offset),\n            signal: makeShiftedSeriesView<number>(slot.signalBuf, offset),\n        });\n        slot.shiftedResults.set(offset, cached);\n    }\n    return cached;\n}\n\nfunction smiValue(numSmoothed: number, denSmoothed: number): number {\n    if (!Number.isFinite(numSmoothed) || !Number.isFinite(denSmoothed) || denSmoothed === 0) {\n        return Number.NaN;\n    }\n    return (100 * numSmoothed) / denSmoothed;\n}\n\n/**\n * Stochastic Momentum Index (William Blau). Composes `ta.highest` /\n * `ta.lowest` over `bar.high` / `bar.low` (`kLength` window) for the\n * rolling midpoint and range, then double-EMA-smooths both numerator\n * (`bar.close − midpoint`) and denominator (`range / 2`) through two\n * EMA layers (`firstSmoothing`, then `secondSmoothing`). The signal\n * line is a standard EMA(`dLength`) over the SMI output.\n *\n * Bounded `[-100, 100]` by construction (when defined). Flat-range\n * windows where the double-smoothed denominator collapses to zero\n * emit NaN at `smi` (and propagate to `signal`).\n *\n * Defaults: `(kLength, firstSmoothing, secondSmoothing, dLength) =\n * (10, 3, 5, 3)` — TradingView-canonical.\n *\n * The registry records `primarySeriesKey: \"smi\"`, `visibleSeriesKeys:\n * [\"smi\", \"signal\"]`, and `yDomain: { kind: \"fixed\", min: -100, max:\n * 100 }` via `TA_REGISTRY_METADATA`.\n *\n * @formula  hh   = highest(bar.high, kLength) ;\n *           ll   = lowest(bar.low, kLength) ;\n *           cm   = (hh + ll) / 2 ;\n *           range = (hh - ll) / 2 ;\n *           num  = bar.close - cm ;\n *           den  = range ;\n *           numSmoothed = EMA(secondSmoothing)(EMA(firstSmoothing)(num)) ;\n *           denSmoothed = EMA(secondSmoothing)(EMA(firstSmoothing)(den)) ;\n *           smi    = 100 · numSmoothed / denSmoothed ;\n *           signal = EMA(dLength)(smi)\n * @warmup   kLength + firstSmoothing + secondSmoothing + dLength − 4\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-runtime\";\n *     // const s = ta.smi(\"slot\");\n *     // plot(s.smi); plot(s.signal);\n */\nexport function smi(slotId: string, opts?: SmiOpts): SmiResult {\n    const ctx = getCtx();\n    const kLength = opts?.kLength ?? DEFAULT_K_LENGTH;\n    const firstSmoothing = opts?.firstSmoothing ?? DEFAULT_FIRST;\n    const secondSmoothing = opts?.secondSmoothing ?? DEFAULT_SECOND;\n    const dLength = opts?.dLength ?? DEFAULT_D_LENGTH;\n    const offset = opts?.offset ?? 0;\n    const isTick = ctx.isTick;\n    const bar = ctx.stream.bar;\n\n    const hh = highest(`${slotId}/hh`, bar.high, kLength).current;\n    const ll = lowest(`${slotId}/ll`, bar.low, kLength).current;\n    let num: number;\n    let den: number;\n    if (!Number.isFinite(hh) || !Number.isFinite(ll)) {\n        num = Number.NaN;\n        den = Number.NaN;\n    } else {\n        const cm = (hh + ll) / 2;\n        num = bar.close - cm;\n        den = (hh - ll) / 2;\n    }\n\n    const numFirst = ema(`${slotId}/nFirst`, num, firstSmoothing).current;\n    const numSmoothed = ema(`${slotId}/nSecond`, numFirst, secondSmoothing).current;\n    const denFirst = ema(`${slotId}/dFirst`, den, firstSmoothing).current;\n    const denSmoothed = ema(`${slotId}/dSecond`, denFirst, secondSmoothing).current;\n    const smiOut = smiValue(numSmoothed, denSmoothed);\n\n    const signalSlotId = `${slotId}/signal`;\n    const signalSeries = ema(signalSlotId, smiOut, dLength);\n\n    let slot = ctx.stream.taSlots.get(slotId) as SmiSlot | undefined;\n    if (slot === undefined) {\n        const smiBuf = new Float64RingBuffer(ctx.stream.ohlcv.close.capacity);\n        const emaSlot = ctx.stream.taSlots.get(signalSlotId) as {\n            outBuffer: Float64RingBuffer;\n        };\n        slot = {\n            result: Object.freeze({\n                smi: makeSeriesView<number>(smiBuf),\n                signal: signalSeries,\n            }) as SmiResult,\n            smiBuf,\n            signalBuf: emaSlot.outBuffer,\n            shiftedResults: new Map(),\n        };\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n\n    if (isTick) {\n        slot.smiBuf.replaceHead(smiOut);\n    } else {\n        slot.smiBuf.append(smiOut);\n    }\n\n    return resultForOffset(slot, offset);\n}\n"]}

package/dist/ta/smma.js

@@ -4,8 +4,8 @@
 // Ported from invinite/src/components/trading-chart/indicators/smma.ts
 //   plus lib/smma-of-float64.ts
 //   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
-// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
-// provenance contract; the math is the reference, the code style is not.
+// Re-licensed MIT for chartlang. The math is the reference, the code
+// style is not.
 // Structural choices (callsite-id slot, Series<T> proxy, replaceHead
 // mode) follow chartlang's primitive shape — NOT invinite's
 // IndicatorPlugin shape.

package/dist/ta/smma.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/smma.ts\n//   plus lib/smma-of-float64.ts\n//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n// 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 { Series, SmmaOpts } 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 SmmaSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly alpha: number;\n    readonly length: number;\n    seedSum: number;\n    seedCount: number;\n    prevSmma: number;\n    prevClosedSmma: number;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.smma called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(length: number, capacity: number): SmmaSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    return {\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        alpha: 1 / length,\n        length,\n        seedSum: 0,\n        seedCount: 0,\n        prevSmma: Number.NaN,\n        prevClosedSmma: Number.NaN,\n    };\n}\n\nfunction compute(slot: SmmaSlot, src: number, isTick: boolean): number {\n    if (!Number.isFinite(src)) {\n        // Mid-stream NaN forward-fills the prior value (matches\n        // `smmaFloat64`'s recurrence-MA convention).\n        return isTick ? slot.prevSmma : slot.prevClosedSmma;\n    }\n    if (slot.seedCount < slot.length) {\n        if (isTick) {\n            const nextSum = slot.seedSum + src;\n            const nextCount = slot.seedCount + 1;\n            if (nextCount < slot.length) return Number.NaN;\n            return nextSum / slot.length;\n        }\n        slot.seedSum += src;\n        slot.seedCount += 1;\n        if (slot.seedCount < slot.length) {\n            slot.prevClosedSmma = Number.NaN;\n            return Number.NaN;\n        }\n        const seedValue = slot.seedSum / slot.length;\n        slot.prevClosedSmma = seedValue;\n        slot.prevSmma = seedValue;\n        return seedValue;\n    }\n    const prev = slot.prevClosedSmma;\n    const next = src * slot.alpha + prev * (1 - slot.alpha);\n    if (!isTick) {\n        slot.prevClosedSmma = next;\n        slot.prevSmma = next;\n    }\n    return next;\n}\n\n/**\n * Smoothed moving average (Wilder's RMA). Recurrence\n * `SMMA[t] = α·x[t] + (1 − α)·SMMA[t − 1]` with `α = 1 / length`\n * after a seed of the simple mean of the first `length` finite\n * source values. Mid-stream NaN forward-fills the prior value\n * (matches the recurrence-MA convention shared with `ta.ema`).\n * Tick-mode (`onBarTick`) recomputes the head from the previous\n * closed SMMA so partial-bar values don't bleed into the next\n * close's recurrence.\n *\n * @formula  α = 1 / length ;\n *           seed at bar length−1 = mean(source[0..length−1]) ;\n *           SMMA[t] = source[t]·α + SMMA[t−1]·(1−α)\n * @warmup   length − 1\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-core\";\n *     // const s = ta.smma(bar.close, 14);\n *     // plot(s);\n */\nexport function smma(\n    slotId: string,\n    source: ScalarOrSeries,\n    length: number,\n    _opts?: SmmaOpts,\n): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as SmmaSlot | 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/stdev.d.ts

@@ -12,8 +12,9 @@ import { type ScalarOrSeries } from "./lib/sourceValue.js";
  * @since 0.1
  * @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-runtime";

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

@@ -1 +1 @@
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+{"version":3,"file":"stdev.d.ts","sourceRoot":"","sources":["../../src/ta/stdev.ts"],"names":[],"mappings":"AAWA,OAAO,KAAK,EAAE,MAAM,EAAE,SAAS,EAAE,MAAM,8BAA8B,CAAC;AAKtE,OAAO,EAAE,KAAK,cAAc,EAAmB,MAAM,sBAAsB,CAAC;AAuF5E;;;;;;;;;;;;;;;;;;;;;GAqBG;AACH,wBAAgB,KAAK,CACjB,MAAM,EAAE,MAAM,EACd,MAAM,EAAE,cAAc,EACtB,MAAM,EAAE,MAAM,EACd,IAAI,CAAC,EAAE,SAAS,GACjB,MAAM,CAAC,MAAM,CAAC,CAehB"}

package/dist/ta/stdev.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/lib/rolling-stddev.ts
 //   (commit d2d1043c1b039f66d2f3674526d303d31cf2f1e0, © Invinite).
-// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
-// provenance contract; the math is the reference, the code style is not.
+// Re-licensed MIT for chartlang. The math is the reference, the code
+// style is not.
 // Structural choices (callsite-id slot, Series<T> proxy, replaceHead
 // mode) follow chartlang's primitive shape — NOT invinite's
 // IndicatorPlugin shape.
@@ -96,8 +96,9 @@ function tickValue(slot, src) {
  * @since 0.1
  * @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-runtime";

package/dist/ta/stdev.js.map

@@ -1 +1 @@
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Licensed under the MIT License.\n// See the LICENSE file in the repo root for full license text.\n//\n// Ported from invinite/src/components/trading-chart/indicators/lib/rolling-stddev.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.\n\nimport type { Series, StdevOpts } from \"@invinite-org/chartlang-core\";\n\nimport { Float64RingBuffer } from \"../ringBuffer.js\";\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { makeSeriesView, makeShiftedSeriesView } from \"../seriesView.js\";\nimport { type ScalarOrSeries, readSourceValue } from \"./lib/sourceValue.js\";\n\ntype StdevSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly length: number;\n    readonly biased: boolean;\n    readonly window: Float64RingBuffer;\n    sumX: number;\n    sumX2: number;\n    /** Per-offset Series-view cache; see `sma.ts` for the convention. */\n    readonly shiftedViews: Map<number, Series<number>>;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.stdev called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(length: number, capacity: number, biased: boolean): StdevSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    return {\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        length,\n        biased,\n        window: new Float64RingBuffer(length),\n        sumX: 0,\n        sumX2: 0,\n        shiftedViews: new Map(),\n    };\n}\n\nfunction viewForOffset(slot: StdevSlot, 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 denominator(slot: StdevSlot): number {\n    return slot.biased ? slot.length : slot.length - 1;\n}\n\nfunction stddevFromSums(sumX: number, sumX2: number, slot: StdevSlot): number {\n    const denom = denominator(slot);\n    if (denom <= 0) return Number.NaN;\n    const mean = sumX / slot.length;\n    const variance = (sumX2 - slot.length * mean * mean) / denom;\n    // Numerical: clamp tiny negatives from accumulated rounding error.\n    return Math.sqrt(Math.max(0, variance));\n}\n\nfunction closeValue(slot: StdevSlot, src: number): number {\n    if (!Number.isFinite(src)) {\n        if (slot.window.length < slot.length) return Number.NaN;\n        return stddevFromSums(slot.sumX, slot.sumX2, slot);\n    }\n    if (slot.window.length < slot.length) {\n        slot.window.append(src);\n        slot.sumX += src;\n        slot.sumX2 += src * src;\n        if (slot.window.length < slot.length) return Number.NaN;\n        return stddevFromSums(slot.sumX, slot.sumX2, slot);\n    }\n    const outgoing = slot.window.at(slot.length - 1);\n    slot.window.append(src);\n    slot.sumX = slot.sumX + src - outgoing;\n    slot.sumX2 = slot.sumX2 + src * src - outgoing * outgoing;\n    return stddevFromSums(slot.sumX, slot.sumX2, slot);\n}\n\nfunction tickValue(slot: StdevSlot, src: number): number {\n    if (!Number.isFinite(src)) return Number.NaN;\n    if (slot.window.length < slot.length) return Number.NaN;\n    const oldestInHead = slot.window.at(0);\n    const sumX = slot.sumX - oldestInHead + src;\n    const sumX2 = slot.sumX2 - oldestInHead * oldestInHead + src * src;\n    return stddevFromSums(sumX, sumX2, slot);\n}\n\n/**\n * Rolling sample / population standard deviation over the last\n * `length` source values. Defaults to **biased = false** (sample\n * stddev, denominator `length − 1`) to match core's `StdevOpts`.\n * `biased = true` switches to population (denominator `length`).\n *\n * @formula  μ = mean(window) ;\n *           σ = sqrt(Σ(x − μ)² / N), N = length (biased) or length − 1 (sample)\n * @warmup   length − 1\n * @since 0.1\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-runtime\";\n *     // const s = ta.stdev(\"slot\", bar.close, 20, { biased: false });\n *     // const head = s.current;\n *     // const lagged = ta.stdev(\"slot2\", bar.close, 20, { offset: 5 });\n */\nexport function stdev(\n    slotId: string,\n    source: ScalarOrSeries,\n    length: number,\n    opts?: StdevOpts,\n): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as StdevSlot | undefined;\n    if (slot === undefined) {\n        const biased = opts?.biased === true;\n        slot = initSlot(length, ctx.stream.ohlcv.close.capacity, biased);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    const src = readSourceValue(source);\n    if (ctx.isTick) {\n        slot.outBuffer.replaceHead(tickValue(slot, src));\n    } else {\n        slot.outBuffer.append(closeValue(slot, src));\n    }\n    return viewForOffset(slot, opts?.offset ?? 0);\n}\n"]}

package/dist/ta/stoch.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/stoch.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. Composition: `ta.highest`
 // + `ta.lowest` + two chained `ta.sma` layers (k-smoothing, then d).

package/dist/ta/stoch.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/stoch.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. Composition: `ta.highest`\n// + `ta.lowest` + two chained `ta.sma` layers (k-smoothing, then d).\n//\n// DIVERGENCE: invinite's flat-window (`hh === ll`) fallback returns\n// the prior valid kRaw (or 50 on the first slot). The task spec\n// (§7) overrides this with NaN — we follow the spec, not invinite.\n// The plot-hash assertion for the conformance scenario reflects this\n// divergence.\n\nimport type { StochOpts, StochResult } from \"@invinite-org/chartlang-core\";\n\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { highest } from \"./highest.js\";\nimport { lowest } from \"./lowest.js\";\nimport { sma } from \"./sma.js\";\n\nconst DEFAULT_K_LENGTH = 14;\nconst DEFAULT_K_SMOOTHING = 3;\nconst DEFAULT_D_LENGTH = 3;\n\ntype StochSlot = {\n    readonly result: StochResult;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.stoch called outside an active script step\");\n    }\n    return ctx;\n}\n\n/**\n * Stochastic Oscillator (%K + %D). Sources from `bar.high` / `bar.low`\n * / `bar.close` directly (no `source` arg — matches Pine). Composes\n * `ta.highest` + `ta.lowest` over `kLength`, two chained `ta.sma`\n * layers (`kSmoothing`, then `dLength`). Output bounded `[0, 100]`\n * (or `NaN`).\n *\n * Defaults `{ kLength: 14, kSmoothing: 3, dLength: 3 }`. The flat-\n * window (`hh === ll`) edge emits `NaN` at `k` (and propagates to\n * `d`) — diverges from invinite's prev-or-50 fallback per task spec.\n *\n * The registry records `primarySeriesKey: \"k\"`, `visibleSeriesKeys:\n * [\"k\", \"d\"]`, and `yDomain: { kind: \"fixed\", min: 0, max: 100 }`\n * via `TA_REGISTRY_METADATA`.\n *\n * @formula  hh    = highest(bar.high, kLength) ;\n *           ll    = lowest(bar.low, kLength) ;\n *           kRaw  = 100 · (bar.close − ll) / (hh − ll) ; NaN if hh === ll ;\n *           k     = sma(kRaw, kSmoothing) ;\n *           d     = sma(k, dLength)\n * @warmup   kLength + kSmoothing + dLength − 3\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-runtime\";\n *     // const s = ta.stoch(\"slot\", { kLength: 14, kSmoothing: 3, dLength: 3 });\n *     // plot(s.k); plot(s.d);\n */\nexport function stoch(slotId: string, opts?: StochOpts): StochResult {\n    const ctx = getCtx();\n    const kLength = opts?.kLength ?? DEFAULT_K_LENGTH;\n    const kSmoothing = opts?.kSmoothing ?? DEFAULT_K_SMOOTHING;\n    const dLength = opts?.dLength ?? DEFAULT_D_LENGTH;\n    const bar = ctx.stream.bar;\n\n    const hhSeries = highest(`${slotId}/hh`, bar.high, kLength);\n    const llSeries = lowest(`${slotId}/ll`, bar.low, kLength);\n    const hh = hhSeries.current;\n    const ll = llSeries.current;\n    let kRaw: number;\n    if (!Number.isFinite(hh) || !Number.isFinite(ll)) {\n        kRaw = Number.NaN;\n    } else if (hh === ll) {\n        kRaw = Number.NaN;\n    } else {\n        kRaw = (100 * (bar.close - ll)) / (hh - ll);\n    }\n\n    const kSeries = sma(`${slotId}/kSmooth`, kRaw, kSmoothing);\n    const dSeries = sma(`${slotId}/d`, kSeries.current, dLength);\n\n    let slot = ctx.stream.taSlots.get(slotId) as StochSlot | undefined;\n    if (slot === undefined) {\n        slot = {\n            result: Object.freeze({ k: kSeries, d: dSeries }),\n        };\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    return slot.result;\n}\n"]}

package/dist/ta/stochRsi.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/stoch-rsi.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. Composition: `ta.rsi` +
 // `ta.highest` + `ta.lowest` + two chained `ta.sma` layers, all via

package/dist/ta/stochRsi.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/stoch-rsi.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. Composition: `ta.rsi` +\n// `ta.highest` + `ta.lowest` + two chained `ta.sma` layers, all via\n// sub-slot ids derived from the parent slot id.\n//\n// DIVERGENCE: invinite's flat-window (`hh === ll` of the RSI series)\n// fallback returns the prior valid kRaw (or 50 on the first slot).\n// The task spec (§6) overrides this with NaN — we follow the spec.\n\nimport type { Series, StochRsiOpts, StochRsiResult } from \"@invinite-org/chartlang-core\";\n\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { highest } from \"./highest.js\";\nimport { lowest } from \"./lowest.js\";\nimport { rsi } from \"./rsi.js\";\nimport { sma } from \"./sma.js\";\nimport { type ScalarOrSeries, readSourceValue } from \"./lib/sourceValue.js\";\n\nconst DEFAULT_RSI_LENGTH = 14;\nconst DEFAULT_STOCH_LENGTH = 14;\nconst DEFAULT_K_SMOOTHING = 3;\nconst DEFAULT_D_SMOOTHING = 3;\n\ntype StochRsiSlot = {\n    readonly result: StochRsiResult;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.stochRsi called outside an active script step\");\n    }\n    return ctx;\n}\n\n/**\n * Stochastic of the Wilder RSI series (%K + %D). Composes\n * `ta.rsi(source, rsiLength)`, then applies the Stochastic transform\n * (`ta.highest` + `ta.lowest` over `stochLength`), then smooths via\n * `ta.sma(kSmoothing)` for `k` and `ta.sma(dSmoothing)` on `k` for\n * `d`. Output bounded `[0, 100]` (or `NaN`).\n *\n * Defaults `{ rsiLength: 14, stochLength: 14, kSmoothing: 3,\n * dSmoothing: 3 }`. The flat-window (`hh === ll` of the RSI series)\n * edge emits `NaN` at `k` (and propagates to `d`) — diverges from\n * invinite's prev-or-50 fallback per task spec.\n *\n * The registry records `primarySeriesKey: \"k\"`, `visibleSeriesKeys:\n * [\"k\", \"d\"]`, and `yDomain: { kind: \"fixed\", min: 0, max: 100 }`\n * via `TA_REGISTRY_METADATA`.\n *\n * @formula  rsi  = rsi(source, rsiLength) ;\n *           hh   = highest(rsi, stochLength) ;\n *           ll   = lowest(rsi, stochLength) ;\n *           kRaw = 100 · (rsi − ll) / (hh − ll) ; NaN if hh === ll ;\n *           k    = sma(kRaw, kSmoothing) ;\n *           d    = sma(k, dSmoothing)\n * @warmup   rsiLength + stochLength + kSmoothing + dSmoothing − 4\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-runtime\";\n *     // const s = ta.stochRsi(\"slot\", bar.close);\n *     // plot(s.k); plot(s.d);\n */\nexport function stochRsi(\n    slotId: string,\n    source: ScalarOrSeries,\n    opts?: StochRsiOpts,\n): StochRsiResult {\n    const ctx = getCtx();\n    const rsiLength = opts?.rsiLength ?? DEFAULT_RSI_LENGTH;\n    const stochLength = opts?.stochLength ?? DEFAULT_STOCH_LENGTH;\n    const kSmoothing = opts?.kSmoothing ?? DEFAULT_K_SMOOTHING;\n    const dSmoothing = opts?.dSmoothing ?? DEFAULT_D_SMOOTHING;\n\n    const src = readSourceValue(source);\n    const rsiSeries = rsi(`${slotId}/rsi`, src, rsiLength);\n    const rsiCurrent = rsiSeries.current;\n    const hhSeries = highest(`${slotId}/hh`, rsiCurrent, stochLength);\n    const llSeries = lowest(`${slotId}/ll`, rsiCurrent, stochLength);\n    const hh = hhSeries.current;\n    const ll = llSeries.current;\n    let kRaw: number;\n    if (!Number.isFinite(hh) || !Number.isFinite(ll) || !Number.isFinite(rsiCurrent)) {\n        kRaw = Number.NaN;\n    } else if (hh === ll) {\n        kRaw = Number.NaN;\n    } else {\n        kRaw = (100 * (rsiCurrent - ll)) / (hh - ll);\n    }\n\n    const kSeries = sma(`${slotId}/kSmooth`, kRaw, kSmoothing);\n    const dSeries = sma(`${slotId}/d`, kSeries.current, dSmoothing);\n\n    let slot = ctx.stream.taSlots.get(slotId) as StochRsiSlot | undefined;\n    if (slot === undefined) {\n        slot = {\n            result: Object.freeze({ k: kSeries, d: dSeries } as {\n                k: Series<number>;\n                d: Series<number>;\n            }),\n        };\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    return slot.result;\n}\n"]}

package/dist/ta/supertrend.d.ts

@@ -7,7 +7,7 @@ import type { SupertrendOpts, SupertrendResult } from "@invinite-org/chartlang-c
  * the band), and emits a single `line` Series equal to the active
  * final band for the current direction. `direction` flips when
  * `close` crosses the prior `finalUpper` (→ `+1`) or `finalLower`
- * (→ `-1`). Composes Phase-1 `ta.atr` at sub-slot `${slotId}/atr`.
+ * (→ `-1`). Composes `ta.atr` at sub-slot `${slotId}/atr`.
  *
  * NaN ATR (warmup or NaN-propagation) → NaN outputs; local state
  * freezes so the next finite bar resumes from the prior closed

package/dist/ta/supertrend.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/supertrend.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. Supertrend composes Phase-1 `ta.atr` at
@@ -128,7 +128,7 @@ function tickStep(slot, mid, atrValue, close) {
  * the band), and emits a single `line` Series equal to the active
  * final band for the current direction. `direction` flips when
  * `close` crosses the prior `finalUpper` (→ `+1`) or `finalLower`
- * (→ `-1`). Composes Phase-1 `ta.atr` at sub-slot `${slotId}/atr`.
+ * (→ `-1`). Composes `ta.atr` at sub-slot `${slotId}/atr`.
  *
  * NaN ATR (warmup or NaN-propagation) → NaN outputs; local state
  * freezes so the next finite bar resumes from the prior closed

package/dist/ta/supertrend.js.map

@@ -1 +1 @@
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Copyright (c) 2026 Invinite. Licensed under the MIT License.\n// See the LICENSE file in the repo root for full license text.\n//\n// Ported from invinite/src/components/trading-chart/indicators/supertrend.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. Supertrend composes Phase-1 `ta.atr` at\n// sub-slot `${slotId}/atr`, so a fix to ATR flows in for free. The\n// source is hard-coded to `hl2` (Pine-canonical Supertrend); a\n// `source` opt could land in a follow-up.\n\nimport type { Series, SupertrendOpts, SupertrendResult } from \"@invinite-org/chartlang-core\";\n\nimport { Float64RingBuffer } from \"../ringBuffer.js\";\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { makeSeriesView } from \"../seriesView.js\";\nimport { atr } from \"./atr.js\";\n\nconst DEFAULT_LENGTH = 10;\nconst DEFAULT_MULTIPLIER = 3;\n\nconst TREND_UP = 1;\nconst TREND_DOWN = -1;\n\ntype Trend = 1 | -1;\n\ntype SupertrendSlot = {\n    readonly outputs: SupertrendResult;\n    readonly lineBuffer: Float64RingBuffer;\n    readonly directionBuffer: Float64RingBuffer;\n    readonly length: number;\n    readonly multiplier: number;\n    /** Number of CLOSED bars folded into the slot WITH FINITE ATR\n     * so far — i.e. bars where the Supertrend recurrence advanced. */\n    warmBarCount: number;\n    // Live recurrence state.\n    prevFinalUpper: number;\n    prevFinalLower: number;\n    prevDirection: Trend;\n    /** Close of the most recent CLOSED bar — feeds the\n     * `close[i - 1] > finalUpper[i - 1]` clamp in the next close. */\n    prevClose: number;\n    // Snapshot-at-start-of-current-bar — captured each close BEFORE\n    // the recurrence advances so a final tick replays from the seed.\n    prevClosedFinalUpper: number;\n    prevClosedFinalLower: number;\n    prevClosedDirection: Trend;\n    /** Close of the bar BEFORE the current bar — i.e. the close\n     * 2 bars ago at the start of this bar. */\n    prevClosedPrevClose: number;\n    prevClosedWarmBarCount: number;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.supertrend called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(capacity: number, length: number, multiplier: number): SupertrendSlot {\n    const lineBuffer = new Float64RingBuffer(capacity);\n    const directionBuffer = new Float64RingBuffer(capacity);\n    return {\n        outputs: Object.freeze({\n            line: makeSeriesView<number>(lineBuffer),\n            direction: makeSeriesView<number>(directionBuffer),\n        }),\n        lineBuffer,\n        directionBuffer,\n        length,\n        multiplier,\n        warmBarCount: 0,\n        prevFinalUpper: Number.NaN,\n        prevFinalLower: Number.NaN,\n        prevDirection: TREND_UP,\n        prevClose: Number.NaN,\n        prevClosedFinalUpper: Number.NaN,\n        prevClosedFinalLower: Number.NaN,\n        prevClosedDirection: TREND_UP,\n        prevClosedPrevClose: Number.NaN,\n        prevClosedWarmBarCount: 0,\n    };\n}\n\nfunction snapshot(slot: SupertrendSlot): void {\n    slot.prevClosedFinalUpper = slot.prevFinalUpper;\n    slot.prevClosedFinalLower = slot.prevFinalLower;\n    slot.prevClosedDirection = slot.prevDirection;\n    slot.prevClosedPrevClose = slot.prevClose;\n    slot.prevClosedWarmBarCount = slot.warmBarCount;\n}\n\n/**\n * One step of the Supertrend recurrence given the snapshot of the\n * prior CLOSED bar's `(finalUpper, finalLower, direction, prevClose)`\n * and this bar's `mid` / `atr` / `close`. Returns the new\n * `(finalUpper, finalLower, direction, line)`. Used by both close\n * and tick. Caller decides whether to seed (first warm bar) or run\n * the recurrence based on the snapshot's `warmBarCount`.\n */\nfunction recurrenceStep(\n    mid: number,\n    atrValue: number,\n    close: number,\n    multiplier: number,\n    prevFinalUpper: number,\n    prevFinalLower: number,\n    prevDirection: Trend,\n    prevClose: number,\n): { finalUpper: number; finalLower: number; direction: Trend; line: number } {\n    const basicUpper = mid + multiplier * atrValue;\n    const basicLower = mid - multiplier * atrValue;\n    const finalUpper =\n        basicUpper < prevFinalUpper || prevClose > prevFinalUpper ? basicUpper : prevFinalUpper;\n    const finalLower =\n        basicLower > prevFinalLower || prevClose < prevFinalLower ? basicLower : prevFinalLower;\n    let direction: Trend = prevDirection;\n    if (close > prevFinalUpper) {\n        direction = TREND_UP;\n    } else if (close < prevFinalLower) {\n        direction = TREND_DOWN;\n    }\n    const line = direction === TREND_UP ? finalLower : finalUpper;\n    return { finalUpper, finalLower, direction, line };\n}\n\nfunction closeStep(\n    slot: SupertrendSlot,\n    mid: number,\n    atrValue: number,\n    close: number,\n): { line: number; direction: number } {\n    // NaN inputs (incl. NaN ATR during warmup) freeze state.\n    if (!Number.isFinite(mid) || !Number.isFinite(atrValue) || !Number.isFinite(close)) {\n        return { line: Number.NaN, direction: Number.NaN };\n    }\n    snapshot(slot);\n    slot.warmBarCount += 1;\n\n    // First warm bar: seed. Set finalUpper / finalLower from the\n    // basic bands, direction = +1, line = finalLower. (Matches\n    // invinite's `supertrend.ts:99-111`.)\n    if (slot.prevClosedWarmBarCount === 0) {\n        const basicUpper = mid + slot.multiplier * atrValue;\n        const basicLower = mid - slot.multiplier * atrValue;\n        slot.prevFinalUpper = basicUpper;\n        slot.prevFinalLower = basicLower;\n        slot.prevDirection = TREND_UP;\n        slot.prevClose = close;\n        return { line: basicLower, direction: TREND_UP };\n    }\n\n    const step = recurrenceStep(\n        mid,\n        atrValue,\n        close,\n        slot.multiplier,\n        slot.prevFinalUpper,\n        slot.prevFinalLower,\n        slot.prevDirection,\n        slot.prevClose,\n    );\n    slot.prevFinalUpper = step.finalUpper;\n    slot.prevFinalLower = step.finalLower;\n    slot.prevDirection = step.direction;\n    slot.prevClose = close;\n    return { line: step.line, direction: step.direction };\n}\n\nfunction tickStep(\n    slot: SupertrendSlot,\n    mid: number,\n    atrValue: number,\n    close: number,\n): { line: number; direction: number } {\n    if (!Number.isFinite(mid) || !Number.isFinite(atrValue) || !Number.isFinite(close)) {\n        return { line: Number.NaN, direction: Number.NaN };\n    }\n    // Replay from snapshot.\n    if (slot.prevClosedWarmBarCount === 0) {\n        // The current bar is the FIRST warm bar — its tick replay\n        // re-derives the seed (line = finalLower, direction = +1).\n        const basicLower = mid - slot.multiplier * atrValue;\n        return { line: basicLower, direction: TREND_UP };\n    }\n    const step = recurrenceStep(\n        mid,\n        atrValue,\n        close,\n        slot.multiplier,\n        slot.prevClosedFinalUpper,\n        slot.prevClosedFinalLower,\n        slot.prevClosedDirection,\n        slot.prevClosedPrevClose,\n    );\n    return { line: step.line, direction: step.direction };\n}\n\n/**\n * Supertrend — ATR-driven trailing-stop trend follower. Computes\n * `basicUpper / basicLower = hl2 ± multiplier · atr(length)` per\n * bar, smooths to `finalUpper / finalLower` via the standard\n * persistence rule (carry forward unless the prior close pierced\n * the band), and emits a single `line` Series equal to the active\n * final band for the current direction. `direction` flips when\n * `close` crosses the prior `finalUpper` (→ `+1`) or `finalLower`\n * (→ `-1`). Composes `ta.atr` at sub-slot `${slotId}/atr`.\n *\n * NaN ATR (warmup or NaN-propagation) → NaN outputs; local state\n * freezes so the next finite bar resumes from the prior closed\n * state. Returns a cached `{ line, direction }` record\n * (same identity every bar). Warmup is `length` — the same as\n * `ta.atr`'s warmup, since Supertrend cannot run until ATR is warm.\n *\n * @formula  basicUpper = hl2 + multiplier · atr ;\n *           basicLower = hl2 − multiplier · atr ;\n *           finalUpper = basicUpper < prevFinalUpper || prevClose > prevFinalUpper ? basicUpper : prevFinalUpper ;\n *           finalLower = basicLower > prevFinalLower || prevClose < prevFinalLower ? basicLower : prevFinalLower ;\n *           direction  = close > prevFinalUpper ? +1 : close < prevFinalLower ? −1 : prevDirection ;\n *           line       = direction === +1 ? finalLower : finalUpper\n * @warmup   length\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-core\";\n *     // const s = ta.supertrend({ length: 10, multiplier: 3 });\n *     // plot(s.line);\n */\nexport function supertrend(slotId: string, opts?: SupertrendOpts): SupertrendResult {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as SupertrendSlot | undefined;\n    if (slot === undefined) {\n        const length = opts?.length ?? DEFAULT_LENGTH;\n        const multiplier = opts?.multiplier ?? DEFAULT_MULTIPLIER;\n        slot = initSlot(ctx.stream.ohlcv.close.capacity, length, multiplier);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    // Compose: ta.atr at a sub-slot. The composed call routes\n    // through the registry and respects ctx.isTick automatically.\n    const atrSeries: Series<number> = atr(`${slotId}/atr`, slot.length);\n    const mid = ctx.stream.bar.hl2;\n    const atrValue = atrSeries.current;\n    const close = ctx.stream.bar.close;\n    if (ctx.isTick) {\n        const { line, direction } = tickStep(slot, mid, atrValue, close);\n        slot.lineBuffer.replaceHead(line);\n        slot.directionBuffer.replaceHead(direction);\n    } else {\n        const { line, direction } = closeStep(slot, mid, atrValue, close);\n        slot.lineBuffer.append(line);\n        slot.directionBuffer.append(direction);\n    }\n    return slot.outputs;\n}\n"]}

package/dist/ta/tema.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/tema.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. TEMA composes three EMA sub-slots derived

package/dist/ta/tema.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/tema.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. TEMA composes three EMA sub-slots derived\n// from the parent slot id.\n\nimport type { Series, TemaOpts } from \"@invinite-org/chartlang-core\";\n\nimport { Float64RingBuffer } from \"../ringBuffer.js\";\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { makeSeriesView } from \"../seriesView.js\";\nimport { ema } from \"./ema.js\";\nimport { type ScalarOrSeries, readSourceValue } from \"./lib/sourceValue.js\";\n\ntype TemaSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly length: number;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.tema called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(length: number, capacity: number): TemaSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    return {\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        length,\n    };\n}\n\n/**\n * Triple Exponential Moving Average —\n * `TEMA = 3·EMA(src) − 3·EMA(EMA(src)) + EMA(EMA(EMA(src)))`. Composes\n * three EMA sub-slots derived from the parent slot id\n * (`${slotId}/ema1`, `${slotId}/ema2`, `${slotId}/ema3`). Each outer\n * EMA reads the inner EMA's `.current` scalar each bar; the parent\n * slot allocates its own `outBuffer + series` because the output is a\n * linear combination of the three sub-slots. Mirrors the DEMA / MACD\n * sub-slot pattern.\n *\n * @formula  ema1 = EMA(source, length) ;\n *           ema2 = EMA(ema1, length) ;\n *           ema3 = EMA(ema2, length) ;\n *           out  = 3 · ema1 − 3 · ema2 + ema3\n * @warmup   3 · length − 3\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-core\";\n *     // const t = ta.tema(bar.close, 20);\n *     // plot(t);\n */\nexport function tema(\n    slotId: string,\n    source: ScalarOrSeries,\n    length: number,\n    _opts?: TemaOpts,\n): Series<number> {\n    const ctx = getCtx();\n    const src = readSourceValue(source);\n    const e1 = ema(`${slotId}/ema1`, src, length).current;\n    const e2 = ema(`${slotId}/ema2`, e1, length).current;\n    const e3 = ema(`${slotId}/ema3`, e2, length).current;\n    const value =\n        Number.isFinite(e1) && Number.isFinite(e2) && Number.isFinite(e3)\n            ? 3 * e1 - 3 * e2 + e3\n            : Number.NaN;\n\n    let slot = ctx.stream.taSlots.get(slotId) as TemaSlot | undefined;\n    if (slot === undefined) {\n        slot = initSlot(length, ctx.stream.ohlcv.close.capacity);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    if (ctx.isTick) slot.outBuffer.replaceHead(value);\n    else slot.outBuffer.append(value);\n    return slot.series;\n}\n"]}

package/dist/ta/trendStrengthIndex.d.ts

@@ -5,7 +5,7 @@ import { type ScalarOrSeries } from "./lib/sourceValue.js";
  * bar index over each trailing `length`-bar window. Bounded `[-1, +1]`:
  * `+1` = clean uptrend (price rises monotonically with bar index), `−1`
  * = clean downtrend, `0` = no linear trend. Distinct from
- * `ta.tsi` (Task 14's True Strength Index — a momentum oscillator).
+ * `ta.tsi` (the True Strength Index — a momentum oscillator).
  * The math is TradingView's documented Trend Strength Index
  * (https://www.tradingview.com/support/solutions/43000730926-trend-strength-index/).
  *
@@ -23,8 +23,9 @@ import { type ScalarOrSeries } from "./lib/sourceValue.js";
  * @since 0.2
  * @stable
  *
- * `opts.offset` shifts the returned series so `series.current` reads
- * the value `offset` bars ago (PLAN.md §9.1).
+ * `opts.offset` is a presentation display shift carried to the plot
+ * emission as `xShift` (`+n` right / future, `−n` left / past); the
+ * series value is unshifted.
  *
  * @example
  *     // import { ta } from "@invinite-org/chartlang-runtime";

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

@@ -1 +1 @@
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+{"version":3,"file":"trendStrengthIndex.d.ts","sourceRoot":"","sources":["../../src/ta/trendStrengthIndex.ts"],"names":[],"mappings":"AAcA,OAAO,KAAK,EAAE,MAAM,EAAE,sBAAsB,EAAE,MAAM,8BAA8B,CAAC;AAKnF,OAAO,EAAE,KAAK,cAAc,EAAmB,MAAM,sBAAsB,CAAC;AAyI5E;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA+BG;AACH,wBAAgB,kBAAkB,CAC9B,MAAM,EAAE,MAAM,EACd,MAAM,EAAE,cAAc,EACtB,MAAM,EAAE,MAAM,EACd,IAAI,CAAC,EAAE,sBAAsB,GAC9B,MAAM,CAAC,MAAM,CAAC,CAchB"}

package/dist/ta/trendStrengthIndex.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/trend-strength-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. Named `trendStrengthIndex` to disambiguate
@@ -138,7 +138,7 @@ function tickStep(slot, src) {
  * bar index over each trailing `length`-bar window. Bounded `[-1, +1]`:
  * `+1` = clean uptrend (price rises monotonically with bar index), `−1`
  * = clean downtrend, `0` = no linear trend. Distinct from
- * `ta.tsi` (Task 14's True Strength Index — a momentum oscillator).
+ * `ta.tsi` (the True Strength Index — a momentum oscillator).
  * The math is TradingView's documented Trend Strength Index
  * (https://www.tradingview.com/support/solutions/43000730926-trend-strength-index/).
  *
@@ -156,8 +156,9 @@ function tickStep(slot, src) {
  * @since 0.2
  * @stable
  *
- * `opts.offset` shifts the returned series so `series.current` reads
- * the value `offset` bars ago (PLAN.md §9.1).
+ * `opts.offset` is a presentation display shift carried to the plot
+ * emission as `xShift` (`+n` right / future, `−n` left / past); the
+ * series value is unshifted.
  *
  * @example
  *     // import { ta } from "@invinite-org/chartlang-runtime";

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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/trend-strength-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. Named `trendStrengthIndex` to disambiguate\n// from the existing `ta.tsi` (Task 14 momentum True Strength Index).\n// The math is TradingView's documented Pearson-of-price-vs-bar-index\n// formulation — `lib/pearson.ts` (Task 4) is the reference helper.\n\nimport type { Series, TrendStrengthIndexOpts } from \"@invinite-org/chartlang-core\";\n\nimport { Float64RingBuffer } from \"../ringBuffer.js\";\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { makeSeriesView, makeShiftedSeriesView } from \"../seriesView.js\";\nimport { type ScalarOrSeries, readSourceValue } from \"./lib/sourceValue.js\";\n\ntype TrendStrengthIndexSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly length: number;\n    /** Rolling window of recent source values, most-recent first\n     * (`at(0)` = head, `at(length - 1)` = oldest). */\n    readonly sourceWindow: Float64RingBuffer;\n    /** Number of CLOSED bars folded into the slot so far. */\n    barCount: number;\n    /** Number of NaN values currently in the window — when > 0 the\n     * Pearson denominator is undefined and the primitive emits NaN. */\n    nanCount: number;\n    /** The source value evicted on the current close (the tail value\n     * popped when the window was full at append time). Used by tick\n     * replay to restore the window to its pre-close state. */\n    evictedSource: number;\n    /** `nanCount` AS OF THE PRIOR CLOSE — restored by tick replay\n     * before substituting the tick's contribution. */\n    prevClosedNanCount: number;\n    readonly shiftedViews: Map<number, Series<number>>;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.trendStrengthIndex called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(length: number, capacity: number): TrendStrengthIndexSlot {\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        nanCount: 0,\n        evictedSource: Number.NaN,\n        prevClosedNanCount: 0,\n        shiftedViews: new Map(),\n    };\n}\n\nfunction viewForOffset(slot: TrendStrengthIndexSlot, 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 * Compute Pearson correlation between the trailing source window and a\n * matching length-`n` linear bar-index series `[0, 1, ..., n-1]`.\n * Mirrors `lib/pearson.ts`'s two-pass mean/covariance formulation\n * exactly (sum then mean, then per-slot deviations) so the property\n * test's full-recompute reference and the incremental head agree\n * within Float64 noise. Returns NaN if any slot is non-finite or the\n * source-side window variance is exactly zero.\n */\nfunction pearsonHead(window: Float64RingBuffer, length: number, headSource: number): number {\n    let sumX = 0;\n    let sumY = 0;\n    for (let k = 0; k < length; k += 1) {\n        const x = k === length - 1 ? headSource : window.at(length - 1 - k);\n        // Defensive: callers gate on `nanCount === 0` so every window\n        // slot is finite when we get here; the `headSource` is also\n        // guarded upstream.\n        /* c8 ignore next */\n        if (!Number.isFinite(x)) return Number.NaN;\n        sumX += x;\n        sumY += k;\n    }\n    const meanX = sumX / length;\n    const meanY = sumY / length;\n    let sumXY = 0;\n    let sumXX = 0;\n    let sumYY = 0;\n    for (let k = 0; k < length; k += 1) {\n        const x = k === length - 1 ? headSource : window.at(length - 1 - k);\n        const dX = x - meanX;\n        const dY = k - meanY;\n        sumXY += dX * dY;\n        sumXX += dX * dX;\n        sumYY += dY * dY;\n    }\n    if (sumXX === 0 || sumYY === 0) return Number.NaN;\n    const r = sumXY / Math.sqrt(sumXX * sumYY);\n    if (r < -1) return -1;\n    if (r > 1) return 1;\n    return r;\n}\n\nfunction closeStep(slot: TrendStrengthIndexSlot, src: number): number {\n    slot.prevClosedNanCount = slot.nanCount;\n\n    // Update the rolling window. If the window is full, the tail\n    // (oldest) value is about to be evicted by `append` — capture it\n    // and adjust the NaN count.\n    if (slot.sourceWindow.length >= slot.length) {\n        slot.evictedSource = slot.sourceWindow.at(slot.length - 1);\n        if (Number.isNaN(slot.evictedSource)) slot.nanCount -= 1;\n    } else {\n        slot.evictedSource = Number.NaN;\n    }\n    slot.sourceWindow.append(src);\n    if (!Number.isFinite(src)) slot.nanCount += 1;\n\n    slot.barCount += 1;\n\n    if (slot.barCount < slot.length) return Number.NaN;\n    if (slot.nanCount > 0) return Number.NaN;\n    return pearsonHead(slot.sourceWindow, slot.length, src);\n}\n\nfunction tickStep(slot: TrendStrengthIndexSlot, src: number): number {\n    if (slot.barCount < slot.length) return Number.NaN;\n    // Re-derive NaN count: start from the prior closed count,\n    // un-account for the value evicted by the current close, and\n    // account for the tick's substituted value at age 0.\n    let nanCount = slot.prevClosedNanCount;\n    // Defensive: `evictedSource` is only NaN when the close-side advance\n    // evicted a NaN, requiring an earlier NaN bar in the stream that\n    // we then tick on. Reachable but rare.\n    /* c8 ignore next */\n    if (Number.isNaN(slot.evictedSource)) nanCount -= 1;\n    if (!Number.isFinite(src)) nanCount += 1;\n    if (nanCount > 0) return Number.NaN;\n    return pearsonHead(slot.sourceWindow, slot.length, src);\n}\n\n/**\n * Trend Strength Index — Pearson correlation between `source` and the\n * bar index over each trailing `length`-bar window. Bounded `[-1, +1]`:\n * `+1` = clean uptrend (price rises monotonically with bar index), `−1`\n * = clean downtrend, `0` = no linear trend. Distinct from\n * `ta.tsi` (the True Strength Index — a momentum oscillator).\n * The math is TradingView's documented Trend Strength Index\n * (https://www.tradingview.com/support/solutions/43000730926-trend-strength-index/).\n *\n * Default `length = 20` per chartlang task spec (invinite plugin\n * default is `14`).\n *\n * @formula  meanX = Σx / n ; meanY = Σy / n ; n = length ;\n *           num   = Σ((x − meanX)(y − meanY)) ;\n *           den   = sqrt(Σ(x − meanX)² · Σ(y − meanY)²) ;\n *           tsi   = clamp(num / den, −1, +1) ;\n *           NaN if the source window has zero variance, the index\n *           variance is zero (`length < 2`), or any window slot is\n *           non-finite.\n * @warmup   length − 1\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-runtime\";\n *     // const t = ta.trendStrengthIndex(\"slot\", bar.close, 20);\n *     // plot(t);\n */\nexport function trendStrengthIndex(\n    slotId: string,\n    source: ScalarOrSeries,\n    length: number,\n    opts?: TrendStrengthIndexOpts,\n): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as TrendStrengthIndexSlot | 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(tickStep(slot, src));\n    } else {\n        slot.outBuffer.append(closeStep(slot, src));\n    }\n    return viewForOffset(slot, opts?.offset ?? 0);\n}\n"]}

package/dist/ta/trix.d.ts

@@ -20,9 +20,10 @@ import { type ScalarOrSeries } from "./lib/sourceValue.js";
  * @since 0.2
  * @stable
  *
- * `opts.offset` shifts both 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 both outputs in lockstep (`+n` right / future,
+ * `−n` left / past); the series values are unshifted, so
+ * `series.current` on each output returns the value at the current bar.
  *
  * @example
  *     // import { ta } from "@invinite-org/chartlang-runtime";

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

@@ -1 +1 @@
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+{"version":3,"file":"trix.d.ts","sourceRoot":"","sources":["../../src/ta/trix.ts"],"names":[],"mappings":"AAcA,OAAO,KAAK,EAAU,QAAQ,EAAE,UAAU,EAAE,MAAM,8BAA8B,CAAC;AAMjF,OAAO,EAAE,KAAK,cAAc,EAAmB,MAAM,sBAAsB,CAAC;AA0D5E;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA8BG;AACH,wBAAgB,IAAI,CAChB,MAAM,EAAE,MAAM,EACd,MAAM,EAAE,cAAc,EACtB,MAAM,EAAE,MAAM,EACd,IAAI,CAAC,EAAE,QAAQ,GAChB,UAAU,CAqDZ"}

package/dist/ta/trix.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/trix.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. TRIX composes three EMA sub-slots derived
@@ -70,9 +70,10 @@ function resultForOffset(slot, offset, signalBuf) {
  * @since 0.2
  * @stable
  *
- * `opts.offset` shifts both 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 both outputs in lockstep (`+n` right / future,
+ * `−n` left / past); the series values are unshifted, so
+ * `series.current` on each output returns the value at the current bar.
  *
  * @example
  *     // import { ta } from "@invinite-org/chartlang-runtime";

package/dist/ta/trix.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/trix.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. TRIX composes three EMA sub-slots derived\n// from the parent slot id (`${slotId}/ema1` / `/ema2` / `/ema3`) for\n// the triple-smoothing chain plus a fourth `${slotId}/signal` EMA\n// over the TRIX line. Mirrors the MACD sub-slot composition pattern.\n\nimport type { Series, TrixOpts, TrixResult } from \"@invinite-org/chartlang-core\";\n\nimport { ema } from \"./ema.js\";\nimport { Float64RingBuffer } from \"../ringBuffer.js\";\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { makeSeriesView, makeShiftedSeriesView } from \"../seriesView.js\";\nimport { type ScalarOrSeries, readSourceValue } from \"./lib/sourceValue.js\";\n\nconst DEFAULT_SIGNAL = 9;\n\ntype TrixSlot = {\n    readonly result: TrixResult;\n    readonly trixBuffer: Float64RingBuffer;\n    /** Closed `ema3` as of the prior closed bar — divisor for the\n     * next close's TRIX. */\n    prevClosedEma3: number;\n    /** Closed `ema3` as of the bar BEFORE the prior closed bar —\n     * used by tick replay (the current bar's \"prior\" is two closes\n     * back from a tick on the in-progress bar). */\n    prevPrevClosedEma3: number;\n    /**\n     * Per-offset frozen `TrixResult` cache. `offset === 0` returns\n     * `result` by identity. Non-zero offsets get a frozen result\n     * whose two Series are `makeShiftedSeriesView` proxies over the\n     * same two underlying ring buffers.\n     */\n    readonly shiftedResults: Map<number, TrixResult>;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.trix called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(capacity: number, signalSeries: Series<number>): TrixSlot {\n    const trixBuffer = new Float64RingBuffer(capacity);\n    return {\n        result: Object.freeze({\n            trix: makeSeriesView<number>(trixBuffer),\n            signal: signalSeries,\n        }),\n        trixBuffer,\n        prevClosedEma3: Number.NaN,\n        prevPrevClosedEma3: Number.NaN,\n        shiftedResults: new Map(),\n    };\n}\n\nfunction resultForOffset(slot: TrixSlot, offset: number, signalBuf: Float64RingBuffer): TrixResult {\n    if (offset === 0) return slot.result;\n    let cached = slot.shiftedResults.get(offset);\n    if (cached === undefined) {\n        cached = Object.freeze({\n            trix: makeShiftedSeriesView<number>(slot.trixBuffer, offset),\n            signal: makeShiftedSeriesView<number>(signalBuf, offset),\n        });\n        slot.shiftedResults.set(offset, cached);\n    }\n    return cached;\n}\n\n/**\n * TRIX — triple-smoothed EMA rate-of-change momentum oscillator\n * with an EMA-signal line. Composes three EMA sub-slots derived\n * from the parent slot id (`${slotId}/ema1` / `/ema2` / `/ema3`)\n * for the triple-smoothing chain, then computes\n * `100 · (ema3[t] − ema3[t−1]) / ema3[t−1]` per bar, and folds the\n * result into a fourth EMA sub-slot (`${slotId}/signal`) for the\n * signal line.\n *\n * @formula  ema1 = EMA(source, length) ;\n *           ema2 = EMA(ema1,   length) ;\n *           ema3 = EMA(ema2,   length) ;\n *           trix[t]   = ema3[t-1] === 0 ? NaN : 100 · (ema3[t] − ema3[t-1]) / ema3[t-1] ;\n *           signal[t] = EMA(trix, signalLength)\n * @warmup   3 · length + signalLength − 3 (first defined `signal` index ;\n *           trix line first defined at `3 · length − 2`)\n * @anchors  length, signalLength\n * @since 0.2\n * @stable\n *\n * `opts.offset` is a presentation display shift carried to the plot\n * emission as `xShift` for both outputs in lockstep (`+n` right / future,\n * `−n` left / past); the series values are unshifted, so\n * `series.current` on each output returns the value at the current bar.\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-runtime\";\n *     // const t = ta.trix(\"slot\", bar.close, 18);\n *     // plot(t.trix);\n *     // plot(t.signal);\n */\nexport function trix(\n    slotId: string,\n    source: ScalarOrSeries,\n    length: number,\n    opts?: TrixOpts,\n): TrixResult {\n    const ctx = getCtx();\n    const signalLength = opts?.signalLength ?? DEFAULT_SIGNAL;\n    const offset = opts?.offset ?? 0;\n    const src = readSourceValue(source);\n\n    // Triple-smoothing chain. Each outer EMA reads the prior EMA's\n    // `.current` scalar.\n    const e1 = ema(`${slotId}/ema1`, src, length).current;\n    const e2 = ema(`${slotId}/ema2`, e1, length).current;\n    const e3 = ema(`${slotId}/ema3`, e2, length).current;\n\n    let slot = ctx.stream.taSlots.get(slotId) as TrixSlot | undefined;\n    // The TRIX divisor on the current bar is the prior closed `ema3`.\n    // On close-side we use `prevClosedEma3` (set at the previous close\n    // — this is `ema3[t-1]` from the script-author's view). On ticks\n    // we use `prevPrevClosedEma3` (set two closes back) because the\n    // CURRENT bar's close has not yet happened — tick replay's \"prev\n    // closed ema3\" is still two closes back.\n    let prevE3: number;\n    if (slot === undefined) prevE3 = Number.NaN;\n    else if (ctx.isTick) prevE3 = slot.prevPrevClosedEma3;\n    else prevE3 = slot.prevClosedEma3;\n    const trixValue =\n        Number.isFinite(e3) && Number.isFinite(prevE3) && prevE3 !== 0\n            ? (100 * (e3 - prevE3)) / prevE3\n            : Number.NaN;\n    // Feed the TRIX value into the signal EMA. Always read the\n    // un-shifted view; offset shifting for the composite result is\n    // handled locally via `resultForOffset`.\n    const signalSeries = ema(`${slotId}/signal`, trixValue, signalLength);\n    if (slot === undefined) {\n        slot = initSlot(ctx.stream.ohlcv.close.capacity, signalSeries);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    const signalSubSlot = ctx.stream.taSlots.get(`${slotId}/signal`) as {\n        outBuffer: Float64RingBuffer;\n    };\n\n    if (ctx.isTick) {\n        slot.trixBuffer.replaceHead(trixValue);\n        // Signal EMA's tick was handled by its own `ema()` call above.\n    } else {\n        slot.trixBuffer.append(trixValue);\n        // Roll the prev-prev snapshot forward BEFORE overwriting\n        // `prevClosedEma3` so tick replay on the next bar reads the\n        // correct two-closes-back value.\n        slot.prevPrevClosedEma3 = slot.prevClosedEma3;\n        if (Number.isFinite(e3)) {\n            slot.prevClosedEma3 = e3;\n        }\n    }\n    return resultForOffset(slot, offset, signalSubSlot.outBuffer);\n}\n"]}

package/dist/ta/tsi.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/tsi.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 { Float64RingBuffer } from "../ringBuffer.js";
 import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
 import { makeSeriesView, makeShiftedSeriesView } from "../seriesView.js";