@invinite-org/chartlang-runtime 1.1.0 → 1.2.0

package/dist/ta/vwma.js.map

@@ -1 +1 @@
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+{"version":3,"file":"vwma.js","sourceRoot":"","sources":["../../src/ta/vwma.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,uEAAuE;AACvE,gCAAgC;AAChC,mEAAmE;AACnE,qEAAqE;AACrE,gBAAgB;AAChB,qEAAqE;AACrE,4DAA4D;AAC5D,yBAAyB;AAIzB,OAAO,EAAE,iBAAiB,EAAE,MAAM,kBAAkB,CAAC;AACrD,OAAO,EAAE,sBAAsB,EAAuB,MAAM,sBAAsB,CAAC;AACnF,OAAO,EAAE,cAAc,EAAE,MAAM,kBAAkB,CAAC;AAClD,OAAO,EAAuB,eAAe,EAAE,MAAM,sBAAsB,CAAC;AAY5E,SAAS,MAAM;IACX,MAAM,GAAG,GAAG,sBAAsB,CAAC,OAAO,CAAC;IAC3C,IAAI,GAAG,KAAK,IAAI,EAAE,CAAC;QACf,MAAM,IAAI,KAAK,CAAC,8CAA8C,CAAC,CAAC;IACpE,CAAC;IACD,OAAO,GAAG,CAAC;AACf,CAAC;AAED,SAAS,QAAQ,CAAC,MAAc,EAAE,QAAgB;IAC9C,MAAM,SAAS,GAAG,IAAI,iBAAiB,CAAC,QAAQ,CAAC,CAAC;IAClD,OAAO;QACH,SAAS;QACT,MAAM,EAAE,cAAc,CAAS,SAAS,CAAC;QACzC,MAAM;QACN,YAAY,EAAE,IAAI,iBAAiB,CAAC,MAAM,CAAC;QAC3C,YAAY,EAAE,IAAI,iBAAiB,CAAC,MAAM,CAAC;KAC9C,CAAC;AACN,CAAC;AAED,SAAS,mBAAmB,CAAC,IAAc;IACvC,IAAI,KAAK,GAAG,CAAC,CAAC;IACd,IAAI,MAAM,GAAG,CAAC,CAAC;IACf,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,IAAI,CAAC,MAAM,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;QACtC,MAAM,KAAK,GAAG,IAAI,CAAC,YAAY,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QACtC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC;YAAE,OAAO,MAAM,CAAC,GAAG,CAAC;QAC/C,MAAM,MAAM,GAAG,IAAI,CAAC,YAAY,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QACvC,MAAM,CAAC,GAAG,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;QAC/C,KAAK,IAAI,KAAK,GAAG,CAAC,CAAC;QACnB,MAAM,IAAI,CAAC,CAAC;IAChB,CAAC;IACD,OAAO,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,KAAK,GAAG,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,GAAG,CAAC;AACpD,CAAC;AAED,SAAS,UAAU,CAAC,IAAc,EAAE,GAAW,EAAE,GAAW;IACxD,IAAI,CAAC,YAAY,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IAC9B,IAAI,CAAC,YAAY,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IAC9B,IAAI,IAAI,CAAC,YAAY,CAAC,MAAM,GAAG,IAAI,CAAC,MAAM;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IAC9D,OAAO,mBAAmB,CAAC,IAAI,CAAC,CAAC;AACrC,CAAC;AAED,SAAS,SAAS,CAAC,IAAc,EAAE,GAAW,EAAE,GAAW;IACvD,IAAI,IAAI,CAAC,YAAY,CAAC,MAAM,GAAG,IAAI,CAAC,MAAM;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IAC9D,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IAC7C,iEAAiE;IACjE,6BAA6B;IAC7B,MAAM,OAAO,GAAG,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC;IAC/C,IAAI,KAAK,GAAG,GAAG,GAAG,OAAO,CAAC;IAC1B,IAAI,MAAM,GAAG,OAAO,CAAC;IACrB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,IAAI,CAAC,MAAM,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;QACtC,MAAM,KAAK,GAAG,IAAI,CAAC,YAAY,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QACtC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC;YAAE,OAAO,MAAM,CAAC,GAAG,CAAC;QAC/C,MAAM,MAAM,GAAG,IAAI,CAAC,YAAY,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QACvC,MAAM,CAAC,GAAG,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;QAC/C,KAAK,IAAI,KAAK,GAAG,CAAC,CAAC;QACnB,MAAM,IAAI,CAAC,CAAC;IAChB,CAAC;IACD,OAAO,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,KAAK,GAAG,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,GAAG,CAAC;AACpD,CAAC;AAED;;;;;;;;;;;;;;;;;;;GAmBG;AACH,MAAM,UAAU,IAAI,CAChB,MAAc,EACd,MAAsB,EACtB,MAAc,EACd,KAAgB;IAEhB,MAAM,GAAG,GAAG,MAAM,EAAE,CAAC;IACrB,IAAI,IAAI,GAAG,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,CAAyB,CAAC;IAClE,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;QACrB,IAAI,GAAG,QAAQ,CAAC,MAAM,EAAE,GAAG,CAAC,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC;QACzD,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,IAAI,CAAC,CAAC;IACzC,CAAC;IACD,MAAM,GAAG,GAAG,eAAe,CAAC,MAAM,CAAC,CAAC;IACpC,MAAM,GAAG,GAAG,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,MAAM,CAAC;IAClC,IAAI,GAAG,CAAC,MAAM,EAAE,CAAC;QACb,IAAI,CAAC,SAAS,CAAC,WAAW,CAAC,SAAS,CAAC,IAAI,EAAE,GAAG,EAAE,GAAG,CAAC,CAAC,CAAC;IAC1D,CAAC;SAAM,CAAC;QACJ,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,UAAU,CAAC,IAAI,EAAE,GAAG,EAAE,GAAG,CAAC,CAAC,CAAC;IACtD,CAAC;IACD,OAAO,IAAI,CAAC,MAAM,CAAC;AACvB,CAAC","sourcesContent":["// Copyright (c) 2026 Invinite. Licensed under the MIT License.\n// See the LICENSE file in the repo root for full license text.\n//\n// Ported from invinite/src/components/trading-chart/indicators/vwma.ts\n//   plus lib/vwma-of-float64.ts\n//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n// 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, VwmaOpts } 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 VwmaSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly length: number;\n    /** Closed source values over the trailing `length` bars. */\n    readonly sourceWindow: Float64RingBuffer;\n    /** Parallel volume window over the trailing `length` bars. */\n    readonly volumeWindow: Float64RingBuffer;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.vwma called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(length: number, capacity: number): VwmaSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    return {\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        length,\n        sourceWindow: new Float64RingBuffer(length),\n        volumeWindow: new Float64RingBuffer(length),\n    };\n}\n\nfunction weightedFromWindows(slot: VwmaSlot): number {\n    let pvSum = 0;\n    let volSum = 0;\n    for (let j = 0; j < slot.length; j += 1) {\n        const value = slot.sourceWindow.at(j);\n        if (!Number.isFinite(value)) return Number.NaN;\n        const rawVol = slot.volumeWindow.at(j);\n        const v = Number.isFinite(rawVol) ? rawVol : 0;\n        pvSum += value * v;\n        volSum += v;\n    }\n    return volSum > 0 ? pvSum / volSum : Number.NaN;\n}\n\nfunction closeValue(slot: VwmaSlot, src: number, vol: number): number {\n    slot.sourceWindow.append(src);\n    slot.volumeWindow.append(vol);\n    if (slot.sourceWindow.length < slot.length) return Number.NaN;\n    return weightedFromWindows(slot);\n}\n\nfunction tickValue(slot: VwmaSlot, src: number, vol: number): number {\n    if (slot.sourceWindow.length < slot.length) return Number.NaN;\n    if (!Number.isFinite(src)) return Number.NaN;\n    // Substitute (src, vol) at head position; walk the closed window\n    // for positions 1..length-1.\n    const headVol = Number.isFinite(vol) ? vol : 0;\n    let pvSum = src * headVol;\n    let volSum = headVol;\n    for (let j = 1; j < slot.length; j += 1) {\n        const value = slot.sourceWindow.at(j);\n        if (!Number.isFinite(value)) return Number.NaN;\n        const rawVol = slot.volumeWindow.at(j);\n        const v = Number.isFinite(rawVol) ? rawVol : 0;\n        pvSum += value * v;\n        volSum += v;\n    }\n    return volSum > 0 ? pvSum / volSum : Number.NaN;\n}\n\n/**\n * Volume-weighted moving average — `Σ source[t−j] · volume[t−j]` over\n * the trailing `length` bars divided by `Σ volume[t−j]`. NaN volume\n * slots are treated as `0` (matches `vwmaFloat64`'s null-coalesce\n * semantics). A NaN source anywhere inside the window emits `NaN`;\n * a window whose total volume is `0` emits `NaN` (the ratio is\n * undefined). Reads bar volume from `RuntimeContext.stream.bar.volume`.\n *\n * @formula  out[t] = (Σ_{j=0..length-1} source[t − j] · volume[t − j])\n *                  / (Σ_{j=0..length-1} volume[t − j])\n *                 ;  NaN when the denominator is 0.\n * @warmup   length − 1\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-core\";\n *     // const v = ta.vwma(bar.close, 20);\n *     // plot(v);\n */\nexport function vwma(\n    slotId: string,\n    source: ScalarOrSeries,\n    length: number,\n    _opts?: VwmaOpts,\n): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as VwmaSlot | 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    const vol = ctx.stream.bar.volume;\n    if (ctx.isTick) {\n        slot.outBuffer.replaceHead(tickValue(slot, src, vol));\n    } else {\n        slot.outBuffer.append(closeValue(slot, src, vol));\n    }\n    return slot.series;\n}\n"]}

package/dist/ta/williamsFractal.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/williams-fractal.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. Williams Fractal is self-contained — no

package/dist/ta/williamsFractal.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/williams-fractal.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. Williams Fractal is self-contained — no\n// composition with `ta.highest` / `ta.lowest` because the centre bar\n// must be EXCLUDED from the windowed strict-extreme comparison (and\n// the sub-primitives don't expose that semantic). The slot owns a\n// `2 · length + 1` ring buffer per side (high / low) and scans it\n// per close. Output deviates from the task spec's literal \"boolean\"\n// wording in favour of price levels (matches invinite's\n// `upFractals[i] = high`); this gives the `marker` plot a y-anchor.\n\nimport type { WilliamsFractalOpts, WilliamsFractalResult } 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\";\n\nconst DEFAULT_LENGTH = 2;\n\ntype WilliamsFractalSlot = {\n    readonly outputs: WilliamsFractalResult;\n    readonly upBuffer: Float64RingBuffer;\n    readonly downBuffer: Float64RingBuffer;\n    readonly length: number;\n    /**\n     * Trailing `2 · length + 1` highs. `at(0)` is the most recent\n     * close (right-window head); `at(length)` is the centre bar;\n     * `at(2 · length)` is the oldest left-window bar.\n     */\n    readonly highWindow: Float64RingBuffer;\n    /** Trailing `2 · length + 1` lows (centred window). */\n    readonly lowWindow: Float64RingBuffer;\n    /** Number of CLOSED bars folded into the slot so far. */\n    barCount: number;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.williamsFractal called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(capacity: number, length: number): WilliamsFractalSlot {\n    const upBuffer = new Float64RingBuffer(capacity);\n    const downBuffer = new Float64RingBuffer(capacity);\n    const windowSize = 2 * length + 1;\n    return {\n        outputs: Object.freeze({\n            up: makeSeriesView<number>(upBuffer),\n            down: makeSeriesView<number>(downBuffer),\n        }),\n        upBuffer,\n        downBuffer,\n        length,\n        highWindow: new Float64RingBuffer(windowSize),\n        lowWindow: new Float64RingBuffer(windowSize),\n        barCount: 0,\n    };\n}\n\n/**\n * Scan the centred window for an up-fractal at the centre bar (age\n * `length`). Returns `centreHigh` if the centre's high is strictly\n * greater than every other entry in `[0, 2·length]` (NaN entries\n * fail the comparison — any NaN means no fractal). `headHigh` is\n * the substitute value for age 0 (`highWindow.at(0)`); tick replay\n * passes the tick's high there.\n */\nfunction scanUpFractal(highWindow: Float64RingBuffer, headHigh: number, length: number): number {\n    const centreHigh = highWindow.at(length);\n    if (!Number.isFinite(centreHigh)) return Number.NaN;\n    const windowSize = 2 * length + 1;\n    for (let k = 0; k < windowSize; k += 1) {\n        if (k === length) continue;\n        const v = k === 0 ? headHigh : highWindow.at(k);\n        if (!Number.isFinite(v)) return Number.NaN;\n        if (v >= centreHigh) return Number.NaN;\n    }\n    return centreHigh;\n}\n\n/**\n * Scan the centred window for a down-fractal at the centre bar.\n * Mirrors {@link scanUpFractal} with `<` / `centreLow`.\n */\nfunction scanDownFractal(lowWindow: Float64RingBuffer, headLow: number, length: number): number {\n    const centreLow = lowWindow.at(length);\n    if (!Number.isFinite(centreLow)) return Number.NaN;\n    const windowSize = 2 * length + 1;\n    for (let k = 0; k < windowSize; k += 1) {\n        if (k === length) continue;\n        const v = k === 0 ? headLow : lowWindow.at(k);\n        if (!Number.isFinite(v)) return Number.NaN;\n        if (v <= centreLow) return Number.NaN;\n    }\n    return centreLow;\n}\n\n/**\n * Williams Fractal — centred-window pivot detector. For each centre\n * bar `c`, marks an **up-fractal** if `bar.high(c)` is strictly\n * greater than every `bar.high` in the symmetric `length`-bar window\n * on either side (`c − length .. c − 1` ∪ `c + 1 .. c + length`).\n * Mirrors for **down-fractal** with `bar.low`.\n *\n * Output is centred — at live bar `t`, the value emitted at\n * `up.current` / `down.current` is the fractal status of bar `t −\n * length` (when bar `t` closes, we now have enough right-window bars\n * to confirm bar `t − length`). The most recent `length` slots of\n * the output Series are intentionally NaN (pending right-window\n * confirmation). Warmup is `2 · length` bars before the first\n * confirmed centre.\n *\n * Outputs encode **price levels**: `up.current` = `bar.high(centre)`\n * when up-fractal, NaN otherwise; `down.current` = `bar.low(centre)`\n * when down-fractal, NaN otherwise. This gives the `marker` plot a\n * y-anchor (matches invinite's `upFractals[i] = high`). The task\n * spec's literal \"boolean\" wording is intentionally not honoured\n * because (a) the script-facing `plot()` only accepts numeric\n * series, (b) the marker style needs a price to anchor at, and (c)\n * level-series is what every reference implementation actually\n * does. NaN in any window slot → no fractal at the centre.\n *\n * Returns a cached `{ up, down }` record (same identity every bar).\n *\n * @formula  up   = bar.high(centre) when strict argmax over [c−L, c+L] excluding c, NaN otherwise ;\n *           down = bar.low(centre)  when strict argmin over [c−L, c+L] excluding c, NaN otherwise\n * @warmup   2 · length\n * @anchors  length\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-core\";\n *     // const f = ta.williamsFractal();\n *     // plot(f.up,   { style: { kind: \"marker\", shape: \"triangle-up\",   size: 6 } });\n *     // plot(f.down, { style: { kind: \"marker\", shape: \"triangle-down\", size: 6 } });\n */\nexport function williamsFractal(slotId: string, opts?: WilliamsFractalOpts): WilliamsFractalResult {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as WilliamsFractalSlot | undefined;\n    if (slot === undefined) {\n        const length = opts?.length ?? DEFAULT_LENGTH;\n        slot = initSlot(ctx.stream.ohlcv.close.capacity, length);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    const bar = ctx.stream.bar;\n    const windowSize = 2 * slot.length + 1;\n\n    if (ctx.isTick) {\n        // Tick: substitute head (age 0) with the tick's high/low; centre\n        // is still at age `length` in the closed window. Warmup\n        // requires `barCount >= windowSize`.\n        if (slot.barCount < windowSize) {\n            slot.upBuffer.replaceHead(Number.NaN);\n            slot.downBuffer.replaceHead(Number.NaN);\n        } else {\n            slot.upBuffer.replaceHead(scanUpFractal(slot.highWindow, bar.high, slot.length));\n            slot.downBuffer.replaceHead(scanDownFractal(slot.lowWindow, bar.low, slot.length));\n        }\n    } else {\n        slot.highWindow.append(bar.high);\n        slot.lowWindow.append(bar.low);\n        slot.barCount += 1;\n        if (slot.barCount < windowSize) {\n            slot.upBuffer.append(Number.NaN);\n            slot.downBuffer.append(Number.NaN);\n        } else {\n            // Close-side: head (age 0) IS this bar's high/low (we just\n            // appended). Scan with `headHigh = highWindow.at(0)` —\n            // i.e. no substitution.\n            slot.upBuffer.append(\n                scanUpFractal(slot.highWindow, slot.highWindow.at(0), slot.length),\n            );\n            slot.downBuffer.append(\n                scanDownFractal(slot.lowWindow, slot.lowWindow.at(0), slot.length),\n            );\n        }\n    }\n    return slot.outputs;\n}\n"]}

package/dist/ta/williamsR.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/williams-r.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. Williams %R derives from
 // `bar.high` / `bar.low` / `bar.close` directly — no `source` arg

package/dist/ta/williamsR.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/williams-r.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. Williams %R derives from\n// `bar.high` / `bar.low` / `bar.close` directly — no `source` arg\n// per Pine. Composes `ta.highest` + `ta.lowest` over the trailing\n// `length` bars.\n\nimport type { Series, WilliamsROpts } 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 { highest } from \"./highest.js\";\nimport { lowest } from \"./lowest.js\";\n\ntype WilliamsRSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.williamsR called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction williamsRValue(hh: number, ll: number, close: number): number {\n    if (!Number.isFinite(hh) || !Number.isFinite(ll) || !Number.isFinite(close)) {\n        return Number.NaN;\n    }\n    const denom = hh - ll;\n    if (denom === 0) return Number.NaN;\n    return (-100 * (hh - close)) / denom;\n}\n\n/**\n * Williams %R — momentum oscillator bounded in `[-100, 0]`. Sources\n * from `bar.high` / `bar.low` / `bar.close` directly (no `source`\n * arg — matches Pine). Composes `ta.highest` + `ta.lowest` over the\n * trailing `length` bars; `hh === ll` (flat-line window) emits `NaN`.\n *\n * The registry records `yDomain: { kind: \"fixed\", min: -100, max: 0 }`\n * via `TA_REGISTRY_METADATA`.\n *\n * @formula  hh = highest(bar.high, length) ;\n *           ll = lowest(bar.low, length) ;\n *           wr = -100 · (hh − bar.close) / (hh − ll) ; NaN if hh === ll\n * @warmup   length − 1\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-runtime\";\n *     // const w = ta.williamsR(\"slot\", 14);\n *     // plot(w);\n */\nexport function williamsR(slotId: string, length: number, _opts?: WilliamsROpts): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as WilliamsRSlot | undefined;\n    if (slot === undefined) {\n        const outBuffer = new Float64RingBuffer(ctx.stream.ohlcv.close.capacity);\n        slot = { outBuffer, series: makeSeriesView<number>(outBuffer) };\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    const bar = ctx.stream.bar;\n    const hh = highest(`${slotId}/hh`, bar.high, length).current;\n    const ll = lowest(`${slotId}/ll`, bar.low, length).current;\n    const value = williamsRValue(hh, ll, bar.close);\n    if (ctx.isTick) {\n        slot.outBuffer.replaceHead(value);\n    } else {\n        slot.outBuffer.append(value);\n    }\n    return slot.series;\n}\n"]}

package/dist/ta/wma.js

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

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+{"version":3,"file":"wma.js","sourceRoot":"","sources":["../../src/ta/wma.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,sEAAsE;AACtE,+BAA+B;AAC/B,mEAAmE;AACnE,qEAAqE;AACrE,gBAAgB;AAChB,qEAAqE;AACrE,4DAA4D;AAC5D,yBAAyB;AAIzB,OAAO,EAAE,iBAAiB,EAAE,MAAM,kBAAkB,CAAC;AACrD,OAAO,EAAE,sBAAsB,EAAuB,MAAM,sBAAsB,CAAC;AACnF,OAAO,EAAE,cAAc,EAAE,MAAM,kBAAkB,CAAC;AAClD,OAAO,EAAuB,eAAe,EAAE,MAAM,sBAAsB,CAAC;AAe5E,SAAS,MAAM;IACX,MAAM,GAAG,GAAG,sBAAsB,CAAC,OAAO,CAAC;IAC3C,IAAI,GAAG,KAAK,IAAI,EAAE,CAAC;QACf,MAAM,IAAI,KAAK,CAAC,6CAA6C,CAAC,CAAC;IACnE,CAAC;IACD,OAAO,GAAG,CAAC;AACf,CAAC;AAED,SAAS,QAAQ,CAAC,MAAc,EAAE,QAAgB;IAC9C,MAAM,SAAS,GAAG,IAAI,iBAAiB,CAAC,QAAQ,CAAC,CAAC;IAClD,OAAO;QACH,SAAS;QACT,MAAM,EAAE,cAAc,CAAS,SAAS,CAAC;QACzC,MAAM;QACN,KAAK,EAAE,CAAC,MAAM,GAAG,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC;QAClC,MAAM,EAAE,IAAI,iBAAiB,CAAC,MAAM,CAAC;KACxC,CAAC;AACN,CAAC;AAED,SAAS,kBAAkB,CAAC,IAAa;IACrC,qEAAqE;IACrE,mEAAmE;IACnE,kEAAkE;IAClE,mCAAmC;IACnC,IAAI,GAAG,GAAG,CAAC,CAAC;IACZ,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,IAAI,CAAC,MAAM,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;QACtC,MAAM,CAAC,GAAG,IAAI,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QAC5B,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC,CAAC;YAAE,OAAO,MAAM,CAAC,GAAG,CAAC;QAC3C,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC;IACjC,CAAC;IACD,OAAO,GAAG,GAAG,IAAI,CAAC,KAAK,CAAC;AAC5B,CAAC;AAED,SAAS,UAAU,CAAC,IAAa,EAAE,GAAW;IAC1C,IAAI,CAAC,MAAM,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IACxB,IAAI,IAAI,CAAC,MAAM,CAAC,MAAM,GAAG,IAAI,CAAC,MAAM;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IACxD,OAAO,kBAAkB,CAAC,IAAI,CAAC,CAAC;AACpC,CAAC;AAED,SAAS,SAAS,CAAC,IAAa,EAAE,GAAW;IACzC,oEAAoE;IACpE,+DAA+D;IAC/D,sDAAsD;IACtD,IAAI,IAAI,CAAC,MAAM,CAAC,MAAM,GAAG,IAAI,CAAC,MAAM;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IACxD,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IAC7C,IAAI,GAAG,GAAG,GAAG,GAAG,IAAI,CAAC,MAAM,CAAC;IAC5B,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,IAAI,CAAC,MAAM,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;QACtC,MAAM,CAAC,GAAG,IAAI,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QAC5B,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC,CAAC;YAAE,OAAO,MAAM,CAAC,GAAG,CAAC;QAC3C,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC;IACjC,CAAC;IACD,OAAO,GAAG,GAAG,IAAI,CAAC,KAAK,CAAC;AAC5B,CAAC;AAED;;;;;;;;;;;;;;;;;;;GAmBG;AACH,MAAM,UAAU,GAAG,CACf,MAAc,EACd,MAAsB,EACtB,MAAc,EACd,KAAe;IAEf,MAAM,GAAG,GAAG,MAAM,EAAE,CAAC;IACrB,IAAI,IAAI,GAAG,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,CAAwB,CAAC;IACjE,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;QACrB,IAAI,GAAG,QAAQ,CAAC,MAAM,EAAE,GAAG,CAAC,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC;QACzD,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,IAAI,CAAC,CAAC;IACzC,CAAC;IACD,MAAM,GAAG,GAAG,eAAe,CAAC,MAAM,CAAC,CAAC;IACpC,IAAI,GAAG,CAAC,MAAM,EAAE,CAAC;QACb,IAAI,CAAC,SAAS,CAAC,WAAW,CAAC,SAAS,CAAC,IAAI,EAAE,GAAG,CAAC,CAAC,CAAC;IACrD,CAAC;SAAM,CAAC;QACJ,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,UAAU,CAAC,IAAI,EAAE,GAAG,CAAC,CAAC,CAAC;IACjD,CAAC;IACD,OAAO,IAAI,CAAC,MAAM,CAAC;AACvB,CAAC","sourcesContent":["// Copyright (c) 2026 Invinite. Licensed under the MIT License.\n// See the LICENSE file in the repo root for full license text.\n//\n// Ported from invinite/src/components/trading-chart/indicators/wma.ts\n//   plus lib/wma-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, WmaOpts } 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 WmaSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly length: number;\n    readonly denom: number;\n    /**\n     * Closed source values across the trailing `length` bars. `at(0)` is\n     * the most recent close (the head bar); `at(length - 1)` is the\n     * oldest value still in the window.\n     */\n    readonly window: Float64RingBuffer;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.wma called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(length: number, capacity: number): WmaSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    return {\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        length,\n        denom: (length * (length + 1)) / 2,\n        window: new Float64RingBuffer(length),\n    };\n}\n\nfunction weightedFromWindow(slot: WmaSlot): number {\n    // `window.at(0)` is the head; weight on the head is `length`, weight\n    // on the oldest bar (`at(length - 1)`) is `1`. Any NaN slot in the\n    // window short-circuits the result to NaN (matches `wmaFloat64`'s\n    // window short-circuit semantics).\n    let sum = 0;\n    for (let j = 0; j < slot.length; j += 1) {\n        const v = slot.window.at(j);\n        if (!Number.isFinite(v)) return Number.NaN;\n        sum += v * (slot.length - j);\n    }\n    return sum / slot.denom;\n}\n\nfunction closeValue(slot: WmaSlot, src: number): number {\n    slot.window.append(src);\n    if (slot.window.length < slot.length) return Number.NaN;\n    return weightedFromWindow(slot);\n}\n\nfunction tickValue(slot: WmaSlot, src: number): number {\n    // The window holds the closed-bar history. A tick replaces the head\n    // bar's value with `src`; compute the weighted sum against the\n    // closed window with `src` substituted at position 0.\n    if (slot.window.length < slot.length) return Number.NaN;\n    if (!Number.isFinite(src)) return Number.NaN;\n    let sum = src * slot.length;\n    for (let j = 1; j < slot.length; j += 1) {\n        const v = slot.window.at(j);\n        if (!Number.isFinite(v)) return Number.NaN;\n        sum += v * (slot.length - j);\n    }\n    return sum / slot.denom;\n}\n\n/**\n * Weighted moving average — linear weights `1..N` over the trailing\n * `length` source values, denominator `N(N + 1) / 2`. Warmup of\n * `length − 1` bars returns `NaN`; a NaN anywhere inside the window\n * also returns `NaN` (full-recompute weighted windows cannot\n * meaningfully forward-fill a gap). Tick-mode replays the head as\n * `(N·tickValue + Σ_{j=1..N-1} window[j]·(N−j)) / denom` so a\n * partial-bar tick doesn't pollute the next close's weighted sum.\n *\n * @formula  denom = length(length + 1) / 2 ;\n *           out[t] = (Σ_{j=0..length-1} source[t − j] · (length − j)) / denom\n * @warmup   length − 1\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-core\";\n *     // const w = ta.wma(bar.close, 14);\n *     // plot(w);\n */\nexport function wma(\n    slotId: string,\n    source: ScalarOrSeries,\n    length: number,\n    _opts?: WmaOpts,\n): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as WmaSlot | 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/zigZag.js

@@ -3,8 +3,8 @@
 //
 // Ported from invinite/src/components/trading-chart/indicators/zig-zag.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 chartlang port is **streaming**: the

package/dist/ta/zigZag.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/zig-zag.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 chartlang port is **streaming**: the\n// output `value` Series carries the most-recently-confirmed pivot\n// price (held constant between confirmations), whereas invinite's\n// batch `compute` linearly interpolates pivot→pivot and supports\n// `extendToLastBar` retro-painting. The append-only Series model\n// cannot rewrite older slots, so the streaming output is the closest\n// representable surface — useful as a \"trailing reference level\".\n\nimport type { ZigZagOpts, ZigZagResult } 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\";\n\nconst DEFAULT_DEVIATION = 5;\nconst DEFAULT_DEPTH = 10;\n\nconst TREND_UP = 1;\nconst TREND_DOWN = -1;\nconst TREND_UNKNOWN = 0;\n\ntype Trend = 1 | -1 | 0;\n\ntype ZigZagSlot = {\n    readonly outputs: ZigZagResult;\n    readonly valueBuffer: Float64RingBuffer;\n    readonly directionBuffer: Float64RingBuffer;\n    readonly deviation: number;\n    readonly depth: number;\n    // Live state.\n    barCount: number;\n    direction: Trend;\n    lastPivotPrice: number;\n    lastPivotIndex: number;\n    peakSinceLastPivot: number;\n    peakIndex: number;\n    // Snapshot (start-of-current-bar) — captured each close BEFORE\n    // the recurrence advances so a final tick replays from the seed.\n    prevClosedBarCount: number;\n    prevClosedDirection: Trend;\n    prevClosedLastPivotPrice: number;\n    prevClosedLastPivotIndex: number;\n    prevClosedPeakSinceLastPivot: number;\n    prevClosedPeakIndex: number;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.zigZag called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(capacity: number, deviation: number, depth: number): ZigZagSlot {\n    const valueBuffer = new Float64RingBuffer(capacity);\n    const directionBuffer = new Float64RingBuffer(capacity);\n    return {\n        outputs: Object.freeze({\n            value: makeSeriesView<number>(valueBuffer),\n            direction: makeSeriesView<number>(directionBuffer),\n        }),\n        valueBuffer,\n        directionBuffer,\n        deviation,\n        depth,\n        barCount: 0,\n        direction: TREND_UNKNOWN,\n        lastPivotPrice: Number.NaN,\n        lastPivotIndex: -1,\n        peakSinceLastPivot: Number.NaN,\n        peakIndex: -1,\n        prevClosedBarCount: 0,\n        prevClosedDirection: TREND_UNKNOWN,\n        prevClosedLastPivotPrice: Number.NaN,\n        prevClosedLastPivotIndex: -1,\n        prevClosedPeakSinceLastPivot: Number.NaN,\n        prevClosedPeakIndex: -1,\n    };\n}\n\nfunction snapshot(slot: ZigZagSlot): void {\n    slot.prevClosedBarCount = slot.barCount;\n    slot.prevClosedDirection = slot.direction;\n    slot.prevClosedLastPivotPrice = slot.lastPivotPrice;\n    slot.prevClosedLastPivotIndex = slot.lastPivotIndex;\n    slot.prevClosedPeakSinceLastPivot = slot.peakSinceLastPivot;\n    slot.prevClosedPeakIndex = slot.peakIndex;\n}\n\n/**\n * One step of the streaming ZigZag state machine. Returns the new\n * `(value, direction, lastPivotPrice, lastPivotIndex,\n * peakSinceLastPivot, peakIndex, direction)` state given the prior\n * state and this bar's `(close, barIndex)`. Used by both close-side\n * (which mutates the slot) and tick-side (which reads the snapshot,\n * does NOT mutate the slot).\n */\nfunction recurrenceStep(\n    close: number,\n    barIndex: number,\n    deviation: number,\n    depth: number,\n    prevDirection: Trend,\n    prevLastPivotPrice: number,\n    prevLastPivotIndex: number,\n    prevPeakSinceLastPivot: number,\n    prevPeakIndex: number,\n): {\n    value: number;\n    direction: number;\n    nextDirection: Trend;\n    nextLastPivotPrice: number;\n    nextLastPivotIndex: number;\n    nextPeakSinceLastPivot: number;\n    nextPeakIndex: number;\n} {\n    const pctChangeVsPivot = ((close - prevLastPivotPrice) / prevLastPivotPrice) * 100;\n    const barsSincePivot = barIndex - prevLastPivotIndex;\n\n    if (prevDirection === TREND_UNKNOWN) {\n        // Pre-first-pivot: commit when |pct| crosses deviation AND\n        // depth bars have elapsed since bar 0.\n        if (\n            Math.abs(pctChangeVsPivot) >= deviation &&\n            barsSincePivot >= depth &&\n            prevLastPivotPrice !== 0\n        ) {\n            const newDirection: Trend = pctChangeVsPivot > 0 ? TREND_UP : TREND_DOWN;\n            return {\n                value: close,\n                direction: newDirection,\n                nextDirection: newDirection,\n                nextLastPivotPrice: close,\n                nextLastPivotIndex: barIndex,\n                nextPeakSinceLastPivot: close,\n                nextPeakIndex: barIndex,\n            };\n        }\n        return {\n            value: Number.NaN,\n            direction: Number.NaN,\n            nextDirection: TREND_UNKNOWN,\n            nextLastPivotPrice: prevLastPivotPrice,\n            nextLastPivotIndex: prevLastPivotIndex,\n            nextPeakSinceLastPivot: prevPeakSinceLastPivot,\n            nextPeakIndex: prevPeakIndex,\n        };\n    }\n\n    if (prevDirection === TREND_UP) {\n        // Trending up: update running peak when price makes new high.\n        if (close > prevPeakSinceLastPivot) {\n            return {\n                value: prevLastPivotPrice,\n                direction: TREND_UP,\n                nextDirection: TREND_UP,\n                nextLastPivotPrice: prevLastPivotPrice,\n                nextLastPivotIndex: prevLastPivotIndex,\n                nextPeakSinceLastPivot: close,\n                nextPeakIndex: barIndex,\n            };\n        }\n        // Reversal candidate: price dropped by `deviation %` from the\n        // running peak AND `depth` bars have elapsed since the peak.\n        // Reaching the up-trend branch requires a prior up-commit\n        // which set lastPivotPrice (and thus peak) from a finite,\n        // non-zero close — so peak > 0 here.\n        const pctDropFromPeak = ((prevPeakSinceLastPivot - close) / prevPeakSinceLastPivot) * 100;\n        const barsSincePeak = barIndex - prevPeakIndex;\n        if (pctDropFromPeak >= deviation && barsSincePeak >= depth) {\n            // Confirm the running peak as the new pivot; flip\n            // direction. The new lastPivot is the peak (NOT the\n            // current close).\n            return {\n                value: prevPeakSinceLastPivot,\n                direction: TREND_DOWN,\n                nextDirection: TREND_DOWN,\n                nextLastPivotPrice: prevPeakSinceLastPivot,\n                nextLastPivotIndex: prevPeakIndex,\n                nextPeakSinceLastPivot: close,\n                nextPeakIndex: barIndex,\n            };\n        }\n        // No new peak, no reversal — hold the current pivot.\n        return {\n            value: prevLastPivotPrice,\n            direction: TREND_UP,\n            nextDirection: TREND_UP,\n            nextLastPivotPrice: prevLastPivotPrice,\n            nextLastPivotIndex: prevLastPivotIndex,\n            nextPeakSinceLastPivot: prevPeakSinceLastPivot,\n            nextPeakIndex: prevPeakIndex,\n        };\n    }\n\n    // prevDirection === TREND_DOWN.\n    if (close < prevPeakSinceLastPivot) {\n        return {\n            value: prevLastPivotPrice,\n            direction: TREND_DOWN,\n            nextDirection: TREND_DOWN,\n            nextLastPivotPrice: prevLastPivotPrice,\n            nextLastPivotIndex: prevLastPivotIndex,\n            nextPeakSinceLastPivot: close,\n            nextPeakIndex: barIndex,\n        };\n    }\n    // Down-trend reach: a prior down-flip OR commit-down set the\n    // trough's source to a finite close. The trough CAN be 0 (commit-\n    // up at 0 then flip-down at 0); the previous close was 0 so the\n    // pctRise calc would divide by zero. Guard.\n    const pctRiseFromTrough =\n        prevPeakSinceLastPivot !== 0\n            ? ((close - prevPeakSinceLastPivot) / prevPeakSinceLastPivot) * 100\n            : 0;\n    const barsSinceTrough = barIndex - prevPeakIndex;\n    if (pctRiseFromTrough >= deviation && barsSinceTrough >= depth) {\n        return {\n            value: prevPeakSinceLastPivot,\n            direction: TREND_UP,\n            nextDirection: TREND_UP,\n            nextLastPivotPrice: prevPeakSinceLastPivot,\n            nextLastPivotIndex: prevPeakIndex,\n            nextPeakSinceLastPivot: close,\n            nextPeakIndex: barIndex,\n        };\n    }\n    return {\n        value: prevLastPivotPrice,\n        direction: TREND_DOWN,\n        nextDirection: TREND_DOWN,\n        nextLastPivotPrice: prevLastPivotPrice,\n        nextLastPivotIndex: prevLastPivotIndex,\n        nextPeakSinceLastPivot: prevPeakSinceLastPivot,\n        nextPeakIndex: prevPeakIndex,\n    };\n}\n\nfunction closeStep(\n    slot: ZigZagSlot,\n    close: number,\n    barIndex: number,\n): { value: number; direction: number } {\n    if (!Number.isFinite(close)) {\n        // NaN close: freeze state. Snapshot is unchanged (covers tick\n        // replay on the same NaN bar). Emit NaN/NaN.\n        return { value: Number.NaN, direction: Number.NaN };\n    }\n    snapshot(slot);\n\n    if (slot.barCount === 0) {\n        // Seed bar — bar 0 is the candidate pivot, direction unknown.\n        slot.barCount = 1;\n        slot.lastPivotPrice = close;\n        slot.lastPivotIndex = 0;\n        slot.peakSinceLastPivot = close;\n        slot.peakIndex = 0;\n        slot.direction = TREND_UNKNOWN;\n        return { value: Number.NaN, direction: Number.NaN };\n    }\n\n    const step = recurrenceStep(\n        close,\n        barIndex,\n        slot.deviation,\n        slot.depth,\n        slot.direction,\n        slot.lastPivotPrice,\n        slot.lastPivotIndex,\n        slot.peakSinceLastPivot,\n        slot.peakIndex,\n    );\n    slot.barCount += 1;\n    slot.direction = step.nextDirection;\n    slot.lastPivotPrice = step.nextLastPivotPrice;\n    slot.lastPivotIndex = step.nextLastPivotIndex;\n    slot.peakSinceLastPivot = step.nextPeakSinceLastPivot;\n    slot.peakIndex = step.nextPeakIndex;\n    return { value: step.value, direction: step.direction };\n}\n\nfunction tickStep(\n    slot: ZigZagSlot,\n    close: number,\n    barIndex: number,\n): { value: number; direction: number } {\n    if (!Number.isFinite(close)) {\n        return { value: Number.NaN, direction: Number.NaN };\n    }\n    if (slot.prevClosedBarCount === 0) {\n        // The current bar is the first closed bar — its tick replay\n        // is the seed itself (NaN, NaN).\n        return { value: Number.NaN, direction: Number.NaN };\n    }\n    const step = recurrenceStep(\n        close,\n        barIndex,\n        slot.deviation,\n        slot.depth,\n        slot.prevClosedDirection,\n        slot.prevClosedLastPivotPrice,\n        slot.prevClosedLastPivotIndex,\n        slot.prevClosedPeakSinceLastPivot,\n        slot.prevClosedPeakIndex,\n    );\n    return { value: step.value, direction: step.direction };\n}\n\n/**\n * ZigZag — streaming swing-pivot detector. Walks the close series\n * tracking a running candidate pivot; confirms a new pivot when the\n * price has reversed by at least `deviation %` from the candidate\n * AND `depth` bars have elapsed. The output `value` Series carries\n * the price of the most-recently-confirmed pivot (held constant\n * between confirmations); `direction` is `+1` (uptrend), `-1`\n * (downtrend), or NaN before the first confirmation. Returns a\n * cached `{ value, direction }` record (same identity every bar).\n *\n * Streaming adaptation of invinite's batch ZigZag: invinite paints\n * a linearly-interpolated polyline between confirmed pivots and\n * supports `extendToLastBar` retro-painting from the last confirmed\n * pivot to the right edge. The append-only Series model cannot\n * rewrite older slots, so the streaming output is the closest\n * representable surface (a \"trailing reference level\" Pine authors\n * would use as a stop). Defaults: `deviation = 5`, `depth = 10`.\n *\n * NaN close → NaN outputs and freezes the state machine. Tick-mode\n * replays the head from the snapshot captured at the start of the\n * current bar (mirrors PSAR / Supertrend).\n *\n * @formula  Confirm pivot when |Δ%| ≥ deviation AND barsSince ≥ depth :\n *           up-trend: running peak updates on new highs ; flip on\n *           |drop from peak| ≥ deviation ; flip-direction emits the\n *           peak (the just-confirmed top) as `value`, sets new\n *           `direction = −1`. Down-trend symmetric.\n * @warmup   input-dependent (NaN until first confirmed pivot)\n * @anchors  deviation, depth\n * @since 0.2\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-core\";\n *     // const z = ta.zigZag({ deviation: 5 });\n *     // plot(z.value);\n */\nexport function zigZag(slotId: string, opts?: ZigZagOpts): ZigZagResult {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as ZigZagSlot | undefined;\n    if (slot === undefined) {\n        const deviation = opts?.deviation ?? DEFAULT_DEVIATION;\n        const depth = opts?.depth ?? DEFAULT_DEPTH;\n        slot = initSlot(ctx.stream.ohlcv.close.capacity, deviation, depth);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    const close = ctx.stream.bar.close;\n    if (ctx.isTick) {\n        // Tick replay uses the snapshot's barCount as the current-bar\n        // index (the close-side incremented barCount AFTER taking the\n        // snapshot, so the snapshot's barCount equals the index of\n        // THIS bar).\n        const barIndexForStep = slot.prevClosedBarCount;\n        const { value, direction } = tickStep(slot, close, barIndexForStep);\n        slot.valueBuffer.replaceHead(value);\n        slot.directionBuffer.replaceHead(direction);\n    } else {\n        // Close-side uses slot.barCount (pre-increment in this close)\n        // — the bar's 0-based index. Snapshot/seed branch handles\n        // barCount === 0 explicitly.\n        const barIndexForStep = slot.barCount;\n        const { value, direction } = closeStep(slot, close, barIndexForStep);\n        slot.valueBuffer.append(value);\n        slot.directionBuffer.append(direction);\n    }\n    return slot.outputs;\n}\n"]}

package/dist/views/barstateView.js.map

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+{"version":3,"file":"barstateView.js","sourceRoot":"","sources":["../../src/views/barstateView.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAkC/D;;;;;;;;;;;;GAYG;AACH,MAAM,UAAU,gBAAgB,CAAC,MAAsB;IACnD,MAAM,EAAE,SAAS,EAAE,QAAQ,EAAE,SAAS,EAAE,GAAG,MAAM,CAAC;IAClD,OAAO,MAAM,CAAC,MAAM,CAAC;QACjB,OAAO,EAAE,QAAQ,KAAK,CAAC;QACvB,MAAM,EAAE,SAAS;QACjB,KAAK,EAAE,SAAS,KAAK,SAAS,IAAI,SAAS,KAAK,OAAO;QACvD,SAAS,EAAE,SAAS,KAAK,SAAS;QAClC,UAAU,EAAE,SAAS,KAAK,MAAM;QAChC,WAAW,EAAE,SAAS,KAAK,OAAO;KACrC,CAAC,CAAC;AACP,CAAC","sourcesContent":["// Copyright (c) 2026 Invinite. Licensed under the MIT License.\n// See the LICENSE file in the repo root for full license text.\n\nimport type { BarStateView } from \"@invinite-org/chartlang-core\";\n\n/**\n * Candle-event kind used to derive the per-step `barstate.*` snapshot.\n *\n * @since 0.4\n * @stable\n * @example\n *     const kind: EventKind = \"close\";\n *     void kind;\n */\nexport type EventKind = \"history\" | \"close\" | \"tick\";\n\n/**\n * Inputs needed to build a `barstate.*` runtime view.\n *\n * @since 0.4\n * @stable\n * @example\n *     const inputs: BarStateInputs = {\n *         eventKind: \"history\",\n *         barIndex: 0,\n *         isLastBar: false,\n *     };\n *     void inputs;\n */\nexport type BarStateInputs = Readonly<{\n    eventKind: EventKind;\n    barIndex: number;\n    isLastBar: boolean;\n}>;\n\n/**\n * Build a frozen `barstate.*` view for the current script step.\n *\n * @since 0.4\n * @stable\n * @example\n *     const view = makeBarStateView({\n *         eventKind: \"tick\",\n *         barIndex: 5,\n *         isLastBar: true,\n *     });\n *     void view.isrealtime;\n */\nexport function makeBarStateView(inputs: BarStateInputs): BarStateView {\n    const { eventKind, barIndex, isLastBar } = inputs;\n    return Object.freeze({\n        isfirst: barIndex === 0,\n        islast: isLastBar,\n        isnew: eventKind === \"history\" || eventKind === \"close\",\n        ishistory: eventKind === \"history\",\n        isrealtime: eventKind === \"tick\",\n        isconfirmed: eventKind === \"close\",\n    });\n}\n"]}

package/dist/views/index.js.map

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package/dist/views/refreshRuntimeViews.js.map

@@ -1 +1 @@
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package/dist/views/symInfoView.js.map

@@ -1 +1 @@
-{"version":3,"file":"symInfoView.js","sourceRoot":"","sources":["../../src/views/symInfoView.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AA6B/D,MAAM,UAAU,GAAwC,MAAM,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC;AAE1E;;;;;;;;;;;;;;GAcG;AACH,MAAM,UAAU,eAAe,CAC3B,OAAuB,EACvB,OAA4B;IAE5B,OAAO,MAAM,CAAC,MAAM,CAAC;QACjB,MAAM,EAAE,OAAO,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,MAAM,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC,EAAE;QAC3D,IAAI,EAAE,OAAO,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,IAAI,QAAQ,CAAC,CAAC,CAAC,CAAC,QAAQ;QACjE,OAAO,EAAE,OAAO,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,OAAO,IAAI,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,GAAG;QAC9E,QAAQ,EAAE,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,QAAQ,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC,EAAE;QACjE,YAAY,EAAE,OAAO,CAAC,GAAG,CAAC,cAAc,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,YAAY,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC,EAAE;QAC7E,QAAQ,EAAE,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,QAAQ,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC,EAAE;QACjE,QAAQ,EAAE,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,QAAQ,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC,EAAE;QACjE,OAAO,EAAE,OAAO,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,OAAO,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC,EAAE;QAC9D,IAAI,EAAE,OAAO,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,CAAC,OAAO,CAAC,IAAI,IAAI,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,UAAU;KACtF,CAAC,CAAC;AACP,CAAC"}
+{"version":3,"file":"symInfoView.js","sourceRoot":"","sources":["../../src/views/symInfoView.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AA6B/D,MAAM,UAAU,GAAwC,MAAM,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC;AAE1E;;;;;;;;;;;;;;GAcG;AACH,MAAM,UAAU,eAAe,CAC3B,OAAuB,EACvB,OAA4B;IAE5B,OAAO,MAAM,CAAC,MAAM,CAAC;QACjB,MAAM,EAAE,OAAO,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,MAAM,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC,EAAE;QAC3D,IAAI,EAAE,OAAO,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,IAAI,QAAQ,CAAC,CAAC,CAAC,CAAC,QAAQ;QACjE,OAAO,EAAE,OAAO,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,OAAO,IAAI,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,GAAG;QAC9E,QAAQ,EAAE,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,QAAQ,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC,EAAE;QACjE,YAAY,EAAE,OAAO,CAAC,GAAG,CAAC,cAAc,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,YAAY,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC,EAAE;QAC7E,QAAQ,EAAE,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,QAAQ,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC,EAAE;QACjE,QAAQ,EAAE,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,QAAQ,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC,EAAE;QACjE,OAAO,EAAE,OAAO,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,OAAO,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC,EAAE;QAC9D,IAAI,EAAE,OAAO,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,CAAC,OAAO,CAAC,IAAI,IAAI,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,UAAU;KACtF,CAAC,CAAC;AACP,CAAC","sourcesContent":["// Copyright (c) 2026 Invinite. Licensed under the MIT License.\n// See the LICENSE file in the repo root for full license text.\n\nimport type { JsonValue, SymInfoView, SymbolType } from \"@invinite-org/chartlang-core\";\n\n/**\n * Adapter-supplied per-mount symbol metadata payload.\n *\n * @since 0.4\n * @stable\n * @example\n *     const info: AdapterSymInfo = {\n *         ticker: \"DEMO\",\n *         type: \"equity\",\n *         mintick: 0.01,\n *     };\n *     void info;\n */\nexport type AdapterSymInfo = Readonly<{\n    ticker?: string;\n    type?: SymbolType;\n    mintick?: number;\n    currency?: string;\n    basecurrency?: string;\n    exchange?: string;\n    timezone?: string;\n    session?: string;\n    meta?: Readonly<Record<string, JsonValue>>;\n}>;\n\nconst EMPTY_META: Readonly<Record<string, JsonValue>> = Object.freeze({});\n\n/**\n * Build a frozen `syminfo.*` view from adapter metadata and enabled fields.\n *\n * Fields not present in `enabled` evaluate to their empty sentinel:\n * `\"\"`, `Number.NaN`, `\"custom\"`, or `{}`.\n *\n * @since 0.4\n * @stable\n * @example\n *     const view = makeSymInfoView(\n *         { ticker: \"DEMO\", mintick: 0.01 },\n *         new Set([\"ticker\", \"mintick\"]),\n *     );\n *     void view.ticker;\n */\nexport function makeSymInfoView(\n    payload: AdapterSymInfo,\n    enabled: ReadonlySet<string>,\n): SymInfoView {\n    return Object.freeze({\n        ticker: enabled.has(\"ticker\") ? (payload.ticker ?? \"\") : \"\",\n        type: enabled.has(\"type\") ? (payload.type ?? \"custom\") : \"custom\",\n        mintick: enabled.has(\"mintick\") ? (payload.mintick ?? Number.NaN) : Number.NaN,\n        currency: enabled.has(\"currency\") ? (payload.currency ?? \"\") : \"\",\n        basecurrency: enabled.has(\"basecurrency\") ? (payload.basecurrency ?? \"\") : \"\",\n        exchange: enabled.has(\"exchange\") ? (payload.exchange ?? \"\") : \"\",\n        timezone: enabled.has(\"timezone\") ? (payload.timezone ?? \"\") : \"\",\n        session: enabled.has(\"session\") ? (payload.session ?? \"\") : \"\",\n        meta: enabled.has(\"meta\") ? Object.freeze({ ...(payload.meta ?? {}) }) : EMPTY_META,\n    });\n}\n"]}

package/dist/views/timeframeView.js.map

@@ -1 +1 @@
-{"version":3,"file":"timeframeView.js","sourceRoot":"","sources":["../../src/views/timeframeView.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAI/D,SAAS,WAAW,CAAC,KAAa;IAC9B,MAAM,KAAK,GAAG,QAAQ,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;IACnC,OAAO,KAAK,KAAK,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC;AACpD,CAAC;AAED,MAAM,aAAa,GAAqC,MAAM,CAAC,MAAM,CAAC;IAClE,MAAM,EAAE,CAAC;IACT,MAAM,EAAE,EAAE;IACV,IAAI,EAAE,KAAK;IACX,KAAK,EAAE,MAAM;IACb,MAAM,EAAE,OAAO;IACf,OAAO,EAAE,SAAS;IAClB,SAAS,EAAE,SAAS;IACpB,MAAM,EAAE,UAAU;CACrB,CAAC,CAAC;AAEH,MAAM,eAAe,GAAG,IAAI,GAAG,CAAC,CAAC,QAAQ,EAAE,QAAQ,EAAE,MAAM,CAAC,CAAC,CAAC;AAC9D,MAAM,cAAc,GAAG,IAAI,GAAG,CAAC,CAAC,SAAS,EAAE,WAAW,EAAE,QAAQ,CAAC,CAAC,CAAC;AAEnE;;;;;;;;;;;;;GAaG;AACH,MAAM,UAAU,iBAAiB,CAC7B,QAAgB,EAChB,UAA0C;IAE1C,MAAM,KAAK,GAAG,UAAU,EAAE,KAAK,IAAI,EAAE,CAAC;IACtC,MAAM,MAAM,GAAG,WAAW,CAAC,QAAQ,CAAC,IAAI,MAAM,CAAC,GAAG,CAAC;IACnD,MAAM,WAAW,GAAG,aAAa,CAAC,KAAK,CAAC,IAAI,MAAM,CAAC,GAAG,CAAC;IACvD,MAAM,SAAS,GACX,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,IAAI,MAAM,CAAC,QAAQ,CAAC,WAAW,CAAC,CAAC,CAAC,CAAC,MAAM,GAAG,WAAW,CAAC,CAAC,CAAC,MAAM,CAAC,GAAG,CAAC;IAEhG,OAAO,MAAM,CAAC,MAAM,CAAC;QACjB,MAAM,EAAE,QAAQ;QAChB,UAAU,EAAE,eAAe,CAAC,GAAG,CAAC,KAAK,CAAC;QACtC,OAAO,EAAE,KAAK,KAAK,OAAO;QAC1B,QAAQ,EAAE,KAAK,KAAK,QAAQ;QAC5B,SAAS,EAAE,cAAc,CAAC,GAAG,CAAC,KAAK,CAAC;QACpC,SAAS;KACZ,CAAC,CAAC;AACP,CAAC"}
+{"version":3,"file":"timeframeView.js","sourceRoot":"","sources":["../../src/views/timeframeView.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAI/D,SAAS,WAAW,CAAC,KAAa;IAC9B,MAAM,KAAK,GAAG,QAAQ,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;IACnC,OAAO,KAAK,KAAK,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC;AACpD,CAAC;AAED,MAAM,aAAa,GAAqC,MAAM,CAAC,MAAM,CAAC;IAClE,MAAM,EAAE,CAAC;IACT,MAAM,EAAE,EAAE;IACV,IAAI,EAAE,KAAK;IACX,KAAK,EAAE,MAAM;IACb,MAAM,EAAE,OAAO;IACf,OAAO,EAAE,SAAS;IAClB,SAAS,EAAE,SAAS;IACpB,MAAM,EAAE,UAAU;CACrB,CAAC,CAAC;AAEH,MAAM,eAAe,GAAG,IAAI,GAAG,CAAC,CAAC,QAAQ,EAAE,QAAQ,EAAE,MAAM,CAAC,CAAC,CAAC;AAC9D,MAAM,cAAc,GAAG,IAAI,GAAG,CAAC,CAAC,SAAS,EAAE,WAAW,EAAE,QAAQ,CAAC,CAAC,CAAC;AAEnE;;;;;;;;;;;;;GAaG;AACH,MAAM,UAAU,iBAAiB,CAC7B,QAAgB,EAChB,UAA0C;IAE1C,MAAM,KAAK,GAAG,UAAU,EAAE,KAAK,IAAI,EAAE,CAAC;IACtC,MAAM,MAAM,GAAG,WAAW,CAAC,QAAQ,CAAC,IAAI,MAAM,CAAC,GAAG,CAAC;IACnD,MAAM,WAAW,GAAG,aAAa,CAAC,KAAK,CAAC,IAAI,MAAM,CAAC,GAAG,CAAC;IACvD,MAAM,SAAS,GACX,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,IAAI,MAAM,CAAC,QAAQ,CAAC,WAAW,CAAC,CAAC,CAAC,CAAC,MAAM,GAAG,WAAW,CAAC,CAAC,CAAC,MAAM,CAAC,GAAG,CAAC;IAEhG,OAAO,MAAM,CAAC,MAAM,CAAC;QACjB,MAAM,EAAE,QAAQ;QAChB,UAAU,EAAE,eAAe,CAAC,GAAG,CAAC,KAAK,CAAC;QACtC,OAAO,EAAE,KAAK,KAAK,OAAO;QAC1B,QAAQ,EAAE,KAAK,KAAK,QAAQ;QAC5B,SAAS,EAAE,cAAc,CAAC,GAAG,CAAC,KAAK,CAAC;QACpC,SAAS;KACZ,CAAC,CAAC;AACP,CAAC","sourcesContent":["// Copyright (c) 2026 Invinite. Licensed under the MIT License.\n// See the LICENSE file in the repo root for full license text.\n\nimport type { IntervalDescriptor, TimeframeView } from \"@invinite-org/chartlang-core\";\n\nfunction parsePrefix(value: string): number | null {\n    const match = /^(\\d+)/.exec(value);\n    return match === null ? null : Number(match[1]);\n}\n\nconst GROUP_SECONDS: Readonly<Record<string, number>> = Object.freeze({\n    second: 1,\n    minute: 60,\n    hour: 3_600,\n    daily: 86_400,\n    weekly: 604_800,\n    monthly: 2_629_800,\n    quarterly: 7_889_400,\n    yearly: 31_557_600,\n});\n\nconst INTRADAY_GROUPS = new Set([\"second\", \"minute\", \"hour\"]);\nconst MONTHLY_LONGER = new Set([\"monthly\", \"quarterly\", \"yearly\"]);\n\n/**\n * Build a frozen `timeframe.*` view from the current bar interval and\n * adapter interval descriptor.\n *\n * @since 0.4\n * @stable\n * @example\n *     const view = makeTimeframeView(\"5m\", {\n *         value: \"5m\",\n *         label: \"5 minutes\",\n *         group: \"minute\",\n *     });\n *     void view.inSeconds;\n */\nexport function makeTimeframeView(\n    interval: string,\n    descriptor: IntervalDescriptor | undefined,\n): TimeframeView {\n    const group = descriptor?.group ?? \"\";\n    const prefix = parsePrefix(interval) ?? Number.NaN;\n    const unitSeconds = GROUP_SECONDS[group] ?? Number.NaN;\n    const inSeconds =\n        Number.isFinite(prefix) && Number.isFinite(unitSeconds) ? prefix * unitSeconds : Number.NaN;\n\n    return Object.freeze({\n        period: interval,\n        isintraday: INTRADAY_GROUPS.has(group),\n        isdaily: group === \"daily\",\n        isweekly: group === \"weekly\",\n        ismonthly: MONTHLY_LONGER.has(group),\n        inSeconds,\n    });\n}\n"]}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@invinite-org/chartlang-runtime",
-  "version": "1.1.0",
+  "version": "1.2.0",
   "type": "module",
   "license": "MIT",
   "description": "Execution engine, Series ring buffers, ta.* math primitives",
@@ -23,8 +23,8 @@
     "LICENSE"
   ],
   "dependencies": {
-    "@invinite-org/chartlang-adapter-kit": "^1.2.0",
-    "@invinite-org/chartlang-core": "^1.1.0"
+    "@invinite-org/chartlang-adapter-kit": "^1.3.0",
+    "@invinite-org/chartlang-core": "^1.2.0"
   },
   "devDependencies": {
     "fast-check": "^3.20.0"

package/dist/ta/lib/applyOffset.d.ts

@@ -1,19 +0,0 @@
-/**
- * TradingView-parity bar-shift helper. `offset === 0` returns the
- * same array reference so callers can keep a no-shift call in the
- * fast path without an allocation. Positive `offset` shifts forward
- * in time (output[i] = values[i − offset], NaN where out of range);
- * negative shifts backward.
- *
- * Phase 1 always passes `offset = 0` — the helper exists so Phase 4's
- * universal `opts.offset` (§9.1) is a zero-line wire-up.
- *
- * @formula  out[i] = values[i − offset] (NaN when i − offset ∉ [0, n))
- * @since 0.1
- * @stable
- * @example
- *     // import { applyOffsetToSeries } from "./applyOffset";
- *     // const shifted = applyOffsetToSeries(values, 2);
- */
-export declare function applyOffsetToSeries(values: Float64Array, offset: number): Float64Array;
-//# sourceMappingURL=applyOffset.d.ts.map

package/dist/ta/lib/applyOffset.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"applyOffset.d.ts","sourceRoot":"","sources":["../../../src/ta/lib/applyOffset.ts"],"names":[],"mappings":"AAQA;;;;;;;;;;;;;;;;GAgBG;AACH,wBAAgB,mBAAmB,CAAC,MAAM,EAAE,YAAY,EAAE,MAAM,EAAE,MAAM,GAAG,YAAY,CAUtF"}

package/dist/ta/lib/applyOffset.js

@@ -1,38 +0,0 @@
-// Copyright (c) 2026 Invinite. Licensed under the MIT License.
-// See the LICENSE file in the repo root for full license text.
-//
-// Ported from invinite/src/components/trading-chart/indicators/lib/apply-offset.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.
-/**
- * TradingView-parity bar-shift helper. `offset === 0` returns the
- * same array reference so callers can keep a no-shift call in the
- * fast path without an allocation. Positive `offset` shifts forward
- * in time (output[i] = values[i − offset], NaN where out of range);
- * negative shifts backward.
- *
- * Phase 1 always passes `offset = 0` — the helper exists so Phase 4's
- * universal `opts.offset` (§9.1) is a zero-line wire-up.
- *
- * @formula  out[i] = values[i − offset] (NaN when i − offset ∉ [0, n))
- * @since 0.1
- * @stable
- * @example
- *     // import { applyOffsetToSeries } from "./applyOffset";
- *     // const shifted = applyOffsetToSeries(values, 2);
- */
-export function applyOffsetToSeries(values, offset) {
-    if (offset === 0 || values.length === 0)
-        return values;
-    const n = values.length;
-    const out = new Float64Array(n);
-    out.fill(Number.NaN);
-    for (let i = 0; i < n; i += 1) {
-        const src = i - offset;
-        if (src >= 0 && src < n)
-            out[i] = values[src];
-    }
-    return out;
-}
-//# sourceMappingURL=applyOffset.js.map

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

@@ -1 +0,0 @@
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