@invinite-org/chartlang-runtime 1.1.1 → 1.2.0

package/dist/ta/rsi.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/rsi.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 { RsiOpts, Series } from \"@invinite-org/chartlang-core\";\n\nimport { Float64RingBuffer } from \"../ringBuffer.js\";\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { makeSeriesView, makeShiftedSeriesView } from \"../seriesView.js\";\nimport { wilderStep } from \"./lib/wilderSmoothing.js\";\nimport { type ScalarOrSeries, readSourceValue } from \"./lib/sourceValue.js\";\n\ntype RsiSlot = {\n    readonly kind: \"ta.rsi\";\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly length: number;\n    seedGainSum: number;\n    seedLossSum: number;\n    /** Number of diffs (= closed bars − 1) seen so far. */\n    diffCount: number;\n    avgGain: number;\n    avgLoss: number;\n    prevSrc: number;\n    /** Source value as of the prior closed bar — used by tick-mode replay. */\n    prevClosedSrc: 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.rsi called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(length: number, capacity: number): RsiSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    return {\n        kind: \"ta.rsi\",\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        length,\n        seedGainSum: 0,\n        seedLossSum: 0,\n        diffCount: 0,\n        avgGain: Number.NaN,\n        avgLoss: Number.NaN,\n        prevSrc: Number.NaN,\n        prevClosedSrc: Number.NaN,\n        shiftedViews: new Map(),\n    };\n}\n\nfunction viewForOffset(slot: RsiSlot, 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 rsiFromAvgs(avgGain: number, avgLoss: number): number {\n    if (avgLoss === 0) return 100;\n    return 100 - 100 / (1 + avgGain / avgLoss);\n}\n\nfunction closeValue(slot: RsiSlot, src: number): number {\n    if (!Number.isFinite(src)) {\n        // Skip the diff; hold prior values forward.\n        if (Number.isFinite(slot.avgGain) && Number.isFinite(slot.avgLoss)) {\n            return rsiFromAvgs(slot.avgGain, slot.avgLoss);\n        }\n        return Number.NaN;\n    }\n    if (!Number.isFinite(slot.prevSrc)) {\n        slot.prevSrc = src;\n        slot.prevClosedSrc = src;\n        return Number.NaN;\n    }\n    const diff = src - slot.prevSrc;\n    const gain = diff > 0 ? diff : 0;\n    const loss = diff < 0 ? -diff : 0;\n    slot.prevClosedSrc = slot.prevSrc;\n    slot.prevSrc = src;\n    slot.diffCount += 1;\n\n    if (slot.diffCount < slot.length) {\n        slot.seedGainSum += gain;\n        slot.seedLossSum += loss;\n        return Number.NaN;\n    }\n    if (slot.diffCount === slot.length) {\n        slot.seedGainSum += gain;\n        slot.seedLossSum += loss;\n        slot.avgGain = slot.seedGainSum / slot.length;\n        slot.avgLoss = slot.seedLossSum / slot.length;\n        return rsiFromAvgs(slot.avgGain, slot.avgLoss);\n    }\n    slot.avgGain = wilderStep(slot.avgGain, gain, slot.length);\n    slot.avgLoss = wilderStep(slot.avgLoss, loss, slot.length);\n    return rsiFromAvgs(slot.avgGain, slot.avgLoss);\n}\n\nfunction tickValue(slot: RsiSlot, src: number): number {\n    if (!Number.isFinite(src) || !Number.isFinite(slot.prevClosedSrc)) {\n        if (Number.isFinite(slot.avgGain) && Number.isFinite(slot.avgLoss)) {\n            return rsiFromAvgs(slot.avgGain, slot.avgLoss);\n        }\n        return Number.NaN;\n    }\n    // Replay the most recent diff using the (frozen) prior closed avgs.\n    // We need pre-update avgs: at close we already overwrote `avgGain` /\n    // `avgLoss`. So we reverse the Wilder step to recover them.\n    if (slot.diffCount < slot.length) {\n        // During seeding: simulate the seed completing with this tick.\n        const diff = src - slot.prevClosedSrc;\n        const gain = diff > 0 ? diff : 0;\n        const loss = diff < 0 ? -diff : 0;\n        const provisionalCount = slot.diffCount + 1;\n        if (provisionalCount < slot.length) return Number.NaN;\n        const provGain = (slot.seedGainSum + gain) / slot.length;\n        const provLoss = (slot.seedLossSum + loss) / slot.length;\n        return rsiFromAvgs(provGain, provLoss);\n    }\n    // Post-warmup: reverse the most recent Wilder step to get the prior-\n    // close avgs, then apply this tick's diff against those.\n    const diffClosed = slot.prevSrc - slot.prevClosedSrc;\n    const closedGain = diffClosed > 0 ? diffClosed : 0;\n    const closedLoss = diffClosed < 0 ? -diffClosed : 0;\n    const priorAvgGain = (slot.avgGain * slot.length - closedGain) / (slot.length - 1);\n    const priorAvgLoss = (slot.avgLoss * slot.length - closedLoss) / (slot.length - 1);\n    const diff = src - slot.prevClosedSrc;\n    const gain = diff > 0 ? diff : 0;\n    const loss = diff < 0 ? -diff : 0;\n    const provGain = wilderStep(priorAvgGain, gain, slot.length);\n    const provLoss = wilderStep(priorAvgLoss, loss, slot.length);\n    return rsiFromAvgs(provGain, provLoss);\n}\n\n/**\n * Wilder's Relative Strength Index. Output range `[0, 100]`. First\n * `length` bars NaN (no diff for bar 0, then a seed window of\n * `length` diffs). Output is `100 − 100 / (1 + RS)` with\n * `RS = avgGain / avgLoss`; `avgLoss = 0` → RSI = 100.\n *\n * @formula  diff[t] = source[t] − source[t − 1] ;\n *           seed at bar `length` = simple mean of first `length` diffs ;\n *           avgGain[t] = (avgGain[t − 1] · (length − 1) + gain[t]) / length ;\n *           same for avgLoss ;\n *           RSI = 100 − 100 / (1 + avgGain / avgLoss)\n * @warmup   length\n * @since 0.1\n * @stable\n *\n * `opts.offset` shifts the returned series so `series.current` reads\n * the value `offset` bars ago.\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-runtime\";\n *     // const r = ta.rsi(\"slot\", bar.close, 14);\n *     // const head = r.current;\n *     // const lagged = ta.rsi(\"slot2\", bar.close, 14, { offset: 5 });\n */\nexport function rsi(\n    slotId: string,\n    source: ScalarOrSeries,\n    length: number,\n    opts?: RsiOpts,\n): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as RsiSlot | 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 viewForOffset(slot, opts?.offset ?? 0);\n}\n"]}
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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/rsi.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 { RsiOpts, Series } from \"@invinite-org/chartlang-core\";\n\nimport { Float64RingBuffer } from \"../ringBuffer.js\";\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { makeSeriesView, makeShiftedSeriesView } from \"../seriesView.js\";\nimport { wilderStep } from \"./lib/wilderSmoothing.js\";\nimport { type ScalarOrSeries, readSourceValue } from \"./lib/sourceValue.js\";\n\ntype RsiSlot = {\n    readonly kind: \"ta.rsi\";\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly length: number;\n    seedGainSum: number;\n    seedLossSum: number;\n    /** Number of diffs (= closed bars − 1) seen so far. */\n    diffCount: number;\n    avgGain: number;\n    avgLoss: number;\n    prevSrc: number;\n    /** Source value as of the prior closed bar — used by tick-mode replay. */\n    prevClosedSrc: 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.rsi called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(length: number, capacity: number): RsiSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    return {\n        kind: \"ta.rsi\",\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        length,\n        seedGainSum: 0,\n        seedLossSum: 0,\n        diffCount: 0,\n        avgGain: Number.NaN,\n        avgLoss: Number.NaN,\n        prevSrc: Number.NaN,\n        prevClosedSrc: Number.NaN,\n        shiftedViews: new Map(),\n    };\n}\n\nfunction viewForOffset(slot: RsiSlot, 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 rsiFromAvgs(avgGain: number, avgLoss: number): number {\n    if (avgLoss === 0) return 100;\n    return 100 - 100 / (1 + avgGain / avgLoss);\n}\n\nfunction closeValue(slot: RsiSlot, src: number): number {\n    if (!Number.isFinite(src)) {\n        // Skip the diff; hold prior values forward.\n        if (Number.isFinite(slot.avgGain) && Number.isFinite(slot.avgLoss)) {\n            return rsiFromAvgs(slot.avgGain, slot.avgLoss);\n        }\n        return Number.NaN;\n    }\n    if (!Number.isFinite(slot.prevSrc)) {\n        slot.prevSrc = src;\n        slot.prevClosedSrc = src;\n        return Number.NaN;\n    }\n    const diff = src - slot.prevSrc;\n    const gain = diff > 0 ? diff : 0;\n    const loss = diff < 0 ? -diff : 0;\n    slot.prevClosedSrc = slot.prevSrc;\n    slot.prevSrc = src;\n    slot.diffCount += 1;\n\n    if (slot.diffCount < slot.length) {\n        slot.seedGainSum += gain;\n        slot.seedLossSum += loss;\n        return Number.NaN;\n    }\n    if (slot.diffCount === slot.length) {\n        slot.seedGainSum += gain;\n        slot.seedLossSum += loss;\n        slot.avgGain = slot.seedGainSum / slot.length;\n        slot.avgLoss = slot.seedLossSum / slot.length;\n        return rsiFromAvgs(slot.avgGain, slot.avgLoss);\n    }\n    slot.avgGain = wilderStep(slot.avgGain, gain, slot.length);\n    slot.avgLoss = wilderStep(slot.avgLoss, loss, slot.length);\n    return rsiFromAvgs(slot.avgGain, slot.avgLoss);\n}\n\nfunction tickValue(slot: RsiSlot, src: number): number {\n    if (!Number.isFinite(src) || !Number.isFinite(slot.prevClosedSrc)) {\n        if (Number.isFinite(slot.avgGain) && Number.isFinite(slot.avgLoss)) {\n            return rsiFromAvgs(slot.avgGain, slot.avgLoss);\n        }\n        return Number.NaN;\n    }\n    // Replay the most recent diff using the (frozen) prior closed avgs.\n    // We need pre-update avgs: at close we already overwrote `avgGain` /\n    // `avgLoss`. So we reverse the Wilder step to recover them.\n    if (slot.diffCount < slot.length) {\n        // During seeding: simulate the seed completing with this tick.\n        const diff = src - slot.prevClosedSrc;\n        const gain = diff > 0 ? diff : 0;\n        const loss = diff < 0 ? -diff : 0;\n        const provisionalCount = slot.diffCount + 1;\n        if (provisionalCount < slot.length) return Number.NaN;\n        const provGain = (slot.seedGainSum + gain) / slot.length;\n        const provLoss = (slot.seedLossSum + loss) / slot.length;\n        return rsiFromAvgs(provGain, provLoss);\n    }\n    // Post-warmup: reverse the most recent Wilder step to get the prior-\n    // close avgs, then apply this tick's diff against those.\n    const diffClosed = slot.prevSrc - slot.prevClosedSrc;\n    const closedGain = diffClosed > 0 ? diffClosed : 0;\n    const closedLoss = diffClosed < 0 ? -diffClosed : 0;\n    const priorAvgGain = (slot.avgGain * slot.length - closedGain) / (slot.length - 1);\n    const priorAvgLoss = (slot.avgLoss * slot.length - closedLoss) / (slot.length - 1);\n    const diff = src - slot.prevClosedSrc;\n    const gain = diff > 0 ? diff : 0;\n    const loss = diff < 0 ? -diff : 0;\n    const provGain = wilderStep(priorAvgGain, gain, slot.length);\n    const provLoss = wilderStep(priorAvgLoss, loss, slot.length);\n    return rsiFromAvgs(provGain, provLoss);\n}\n\n/**\n * Wilder's Relative Strength Index. Output range `[0, 100]`. First\n * `length` bars NaN (no diff for bar 0, then a seed window of\n * `length` diffs). Output is `100 − 100 / (1 + RS)` with\n * `RS = avgGain / avgLoss`; `avgLoss = 0` → RSI = 100.\n *\n * @formula  diff[t] = source[t] − source[t − 1] ;\n *           seed at bar `length` = simple mean of first `length` diffs ;\n *           avgGain[t] = (avgGain[t − 1] · (length − 1) + gain[t]) / length ;\n *           same for avgLoss ;\n *           RSI = 100 − 100 / (1 + avgGain / avgLoss)\n * @warmup   length\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 r = ta.rsi(\"slot\", bar.close, 14);\n *     // const head = r.current;\n *     // const lagged = ta.rsi(\"slot2\", bar.close, 14, { offset: 5 });\n */\nexport function rsi(\n    slotId: string,\n    source: ScalarOrSeries,\n    length: number,\n    opts?: RsiOpts,\n): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as RsiSlot | 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 viewForOffset(slot, opts?.offset ?? 0);\n}\n"]}

package/dist/ta/rvi.d.ts

@@ -19,8 +19,9 @@ 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.
+ * `opts.offset` is a presentation display shift carried to the plot
+ * emission as `xShift` (`+n` right / future, `−n` left / past); the
+ * series value is unshifted.
  *
  * @example
  *     // import { ta } from "@invinite-org/chartlang-core";

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

@@ -1 +1 @@
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+{"version":3,"file":"rvi.d.ts","sourceRoot":"","sources":["../../src/ta/rvi.ts"],"names":[],"mappings":"AAaA,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,EAAE,MAAM,8BAA8B,CAAC;AAMpE,OAAO,EAAE,KAAK,cAAc,EAAmB,MAAM,sBAAsB,CAAC;AA8H5E;;;;;;;;;;;;;;;;;;;;;;;;;;;GA2BG;AACH,wBAAgB,GAAG,CACf,MAAM,EAAE,MAAM,EACd,MAAM,EAAE,cAAc,EACtB,MAAM,EAAE,MAAM,EACd,IAAI,CAAC,EAAE,OAAO,GACf,MAAM,CAAC,MAAM,CAAC,CAoChB"}

package/dist/ta/rvi.js

@@ -146,8 +146,9 @@ function rviValue(upEma, downEma) {
  * @since 0.2
  * @stable
  *
- * `opts.offset` shifts the returned series so `series.current` reads
- * the value `offset` bars ago.
+ * `opts.offset` is a presentation display shift carried to the plot
+ * emission as `xShift` (`+n` right / future, `−n` left / past); the
+ * series value is unshifted.
  *
  * @example
  *     // import { ta } from "@invinite-org/chartlang-core";

package/dist/ta/rvi.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/rvi.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 up/down EMA arms compose `ta.ema` via\n// sub-slots `${slotId}/upEma` / `${slotId}/downEma` so the EMA\n// recurrence + warmup semantics flow in by reference.\n\nimport type { RviOpts, Series } from \"@invinite-org/chartlang-core\";\n\nimport { Float64RingBuffer } from \"../ringBuffer.js\";\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { makeSeriesView, makeShiftedSeriesView } from \"../seriesView.js\";\nimport { ema } from \"./ema.js\";\nimport { type ScalarOrSeries, readSourceValue } from \"./lib/sourceValue.js\";\n\ntype RviSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly length: number;\n    readonly sigmaWindow: Float64RingBuffer;\n    sumX: number;\n    sumX2: number;\n    /** Last closed source value (basis of next bar's up/down classification). */\n    prevSrc: 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.rvi called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(length: number, capacity: number): RviSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    return {\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        length,\n        sigmaWindow: new Float64RingBuffer(length),\n        sumX: 0,\n        sumX2: 0,\n        prevSrc: Number.NaN,\n        shiftedViews: new Map(),\n    };\n}\n\nfunction viewForOffset(slot: RviSlot, 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 windowStdDev(n: number, sumX: number, sumX2: number): number {\n    const mean = sumX / n;\n    const variance = sumX2 / n - mean * mean;\n    return Math.sqrt(Math.max(0, variance));\n}\n\n/** Fold a new source value into the sigma-window running sums. */\nfunction appendToSigmaWindow(slot: RviSlot, src: number): number {\n    if (slot.sigmaWindow.length < slot.sigmaWindow.capacity) {\n        slot.sigmaWindow.append(src);\n        if (Number.isFinite(src)) {\n            slot.sumX += src;\n            slot.sumX2 += src * src;\n        } else {\n            slot.sumX = Number.NaN;\n            slot.sumX2 = Number.NaN;\n        }\n        if (slot.sigmaWindow.length < slot.sigmaWindow.capacity) return Number.NaN;\n        if (!Number.isFinite(slot.sumX)) return Number.NaN;\n        return windowStdDev(slot.sigmaWindow.length, slot.sumX, slot.sumX2);\n    }\n    const outgoing = slot.sigmaWindow.at(slot.sigmaWindow.length - 1);\n    slot.sigmaWindow.append(src);\n    if (!Number.isFinite(src)) {\n        slot.sumX = Number.NaN;\n        slot.sumX2 = Number.NaN;\n        return Number.NaN;\n    }\n    if (!Number.isFinite(slot.sumX) || !Number.isFinite(outgoing)) {\n        // A previous NaN poisoned the running sums; rebuild from the\n        // live window (NaN values short-circuit the result to NaN).\n        let sumX = 0;\n        let sumX2 = 0;\n        for (let i = 0; i < slot.sigmaWindow.length; i += 1) {\n            const v = slot.sigmaWindow.at(i);\n            if (!Number.isFinite(v)) {\n                slot.sumX = Number.NaN;\n                slot.sumX2 = Number.NaN;\n                return Number.NaN;\n            }\n            sumX += v;\n            sumX2 += v * v;\n        }\n        slot.sumX = sumX;\n        slot.sumX2 = sumX2;\n    } else {\n        slot.sumX = slot.sumX - outgoing + src;\n        slot.sumX2 = slot.sumX2 - outgoing * outgoing + src * src;\n    }\n    return windowStdDev(slot.sigmaWindow.length, slot.sumX, slot.sumX2);\n}\n\n/** Sigma at the tick boundary against the closed sigma-window state. */\nfunction tickSigma(slot: RviSlot, src: number): number {\n    if (slot.sigmaWindow.length < slot.sigmaWindow.capacity) return Number.NaN;\n    if (!Number.isFinite(src)) return Number.NaN;\n    const oldestInHead = slot.sigmaWindow.at(0);\n    const sumX = slot.sumX - oldestInHead + src;\n    const sumX2 = slot.sumX2 - oldestInHead * oldestInHead + src * src;\n    return windowStdDev(slot.sigmaWindow.length, sumX, sumX2);\n}\n\nfunction classify(sigma: number, diff: number): { up: number; down: number } {\n    if (!Number.isFinite(sigma) || !Number.isFinite(diff)) {\n        return { up: Number.NaN, down: Number.NaN };\n    }\n    return {\n        up: diff > 0 ? sigma : 0,\n        down: diff < 0 ? sigma : 0,\n    };\n}\n\nfunction rviValue(upEma: number, downEma: number): number {\n    if (!Number.isFinite(upEma) || !Number.isFinite(downEma)) return Number.NaN;\n    const total = upEma + downEma;\n    if (total === 0) return Number.NaN;\n    return (100 * upEma) / total;\n}\n\n/**\n * Relative Volatility Index — sub-pane oscillator bounded `[0, 100]`.\n * Like RSI but uses rolling stddev of the source instead of absolute\n * close changes for the magnitude, EMA-smoothed per TradingView's\n * `ta.rvi` reference. Composes `ta.ema` via two sub-slots\n * (`${slotId}/upEma`, `${slotId}/downEma`) — a fix to EMA's\n * recurrence flows in for free. NaN when either EMA arm is NaN or\n * when both arms are zero (zero-denominator).\n *\n * @formula  sigma[t]  = stddev(source[t − length + 1..= t]) ;\n *           upRaw[t]  = source[t] > source[t − 1] ? sigma[t] : 0 ;\n *           downRaw[t] = source[t] < source[t − 1] ? sigma[t] : 0 ;\n *           upEma     = EMA(length)(upRaw) ;\n *           downEma   = EMA(length)(downRaw) ;\n *           rvi[t]    = 100 · upEma[t] / (upEma[t] + downEma[t])\n * @warmup   2 · length − 1\n * @since 0.2\n * @stable\n *\n * `opts.offset` shifts the returned series so `series.current` reads\n * the value `offset` bars ago.\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-core\";\n *     // const r = ta.rvi(bar.close, 10);\n *     // plot(r);\n */\nexport function rvi(\n    slotId: string,\n    source: ScalarOrSeries,\n    length: number,\n    opts?: RviOpts,\n): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as RviSlot | 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        const sigma = tickSigma(slot, src);\n        const diff = src - slot.prevSrc;\n        const { up, down } = classify(sigma, diff);\n        // Still drive the sub-slot EMAs so their tick-mode head stays\n        // consistent with the closed state on a subsequent close.\n        const upSeries = ema(`${slotId}/upEma`, up, slot.length);\n        const downSeries = ema(`${slotId}/downEma`, down, slot.length);\n        // NaN source short-circuits to NaN output regardless of how the\n        // EMA arms forward-fill internally — RVI is undefined when the\n        // current sample isn't measurable.\n        const value = Number.isFinite(src)\n            ? rviValue(upSeries.current, downSeries.current)\n            : Number.NaN;\n        slot.outBuffer.replaceHead(value);\n    } else {\n        const sigma = appendToSigmaWindow(slot, src);\n        const diff = src - slot.prevSrc;\n        const { up, down } = classify(sigma, diff);\n        const upSeries = ema(`${slotId}/upEma`, up, slot.length);\n        const downSeries = ema(`${slotId}/downEma`, down, slot.length);\n        const value = Number.isFinite(src)\n            ? rviValue(upSeries.current, downSeries.current)\n            : Number.NaN;\n        slot.outBuffer.append(value);\n        slot.prevSrc = src;\n    }\n    return viewForOffset(slot, opts?.offset ?? 0);\n}\n"]}
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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/rvi.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 up/down EMA arms compose `ta.ema` via\n// sub-slots `${slotId}/upEma` / `${slotId}/downEma` so the EMA\n// recurrence + warmup semantics flow in by reference.\n\nimport type { RviOpts, Series } from \"@invinite-org/chartlang-core\";\n\nimport { Float64RingBuffer } from \"../ringBuffer.js\";\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { makeSeriesView, makeShiftedSeriesView } from \"../seriesView.js\";\nimport { ema } from \"./ema.js\";\nimport { type ScalarOrSeries, readSourceValue } from \"./lib/sourceValue.js\";\n\ntype RviSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly length: number;\n    readonly sigmaWindow: Float64RingBuffer;\n    sumX: number;\n    sumX2: number;\n    /** Last closed source value (basis of next bar's up/down classification). */\n    prevSrc: 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.rvi called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(length: number, capacity: number): RviSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    return {\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        length,\n        sigmaWindow: new Float64RingBuffer(length),\n        sumX: 0,\n        sumX2: 0,\n        prevSrc: Number.NaN,\n        shiftedViews: new Map(),\n    };\n}\n\nfunction viewForOffset(slot: RviSlot, 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 windowStdDev(n: number, sumX: number, sumX2: number): number {\n    const mean = sumX / n;\n    const variance = sumX2 / n - mean * mean;\n    return Math.sqrt(Math.max(0, variance));\n}\n\n/** Fold a new source value into the sigma-window running sums. */\nfunction appendToSigmaWindow(slot: RviSlot, src: number): number {\n    if (slot.sigmaWindow.length < slot.sigmaWindow.capacity) {\n        slot.sigmaWindow.append(src);\n        if (Number.isFinite(src)) {\n            slot.sumX += src;\n            slot.sumX2 += src * src;\n        } else {\n            slot.sumX = Number.NaN;\n            slot.sumX2 = Number.NaN;\n        }\n        if (slot.sigmaWindow.length < slot.sigmaWindow.capacity) return Number.NaN;\n        if (!Number.isFinite(slot.sumX)) return Number.NaN;\n        return windowStdDev(slot.sigmaWindow.length, slot.sumX, slot.sumX2);\n    }\n    const outgoing = slot.sigmaWindow.at(slot.sigmaWindow.length - 1);\n    slot.sigmaWindow.append(src);\n    if (!Number.isFinite(src)) {\n        slot.sumX = Number.NaN;\n        slot.sumX2 = Number.NaN;\n        return Number.NaN;\n    }\n    if (!Number.isFinite(slot.sumX) || !Number.isFinite(outgoing)) {\n        // A previous NaN poisoned the running sums; rebuild from the\n        // live window (NaN values short-circuit the result to NaN).\n        let sumX = 0;\n        let sumX2 = 0;\n        for (let i = 0; i < slot.sigmaWindow.length; i += 1) {\n            const v = slot.sigmaWindow.at(i);\n            if (!Number.isFinite(v)) {\n                slot.sumX = Number.NaN;\n                slot.sumX2 = Number.NaN;\n                return Number.NaN;\n            }\n            sumX += v;\n            sumX2 += v * v;\n        }\n        slot.sumX = sumX;\n        slot.sumX2 = sumX2;\n    } else {\n        slot.sumX = slot.sumX - outgoing + src;\n        slot.sumX2 = slot.sumX2 - outgoing * outgoing + src * src;\n    }\n    return windowStdDev(slot.sigmaWindow.length, slot.sumX, slot.sumX2);\n}\n\n/** Sigma at the tick boundary against the closed sigma-window state. */\nfunction tickSigma(slot: RviSlot, src: number): number {\n    if (slot.sigmaWindow.length < slot.sigmaWindow.capacity) return Number.NaN;\n    if (!Number.isFinite(src)) return Number.NaN;\n    const oldestInHead = slot.sigmaWindow.at(0);\n    const sumX = slot.sumX - oldestInHead + src;\n    const sumX2 = slot.sumX2 - oldestInHead * oldestInHead + src * src;\n    return windowStdDev(slot.sigmaWindow.length, sumX, sumX2);\n}\n\nfunction classify(sigma: number, diff: number): { up: number; down: number } {\n    if (!Number.isFinite(sigma) || !Number.isFinite(diff)) {\n        return { up: Number.NaN, down: Number.NaN };\n    }\n    return {\n        up: diff > 0 ? sigma : 0,\n        down: diff < 0 ? sigma : 0,\n    };\n}\n\nfunction rviValue(upEma: number, downEma: number): number {\n    if (!Number.isFinite(upEma) || !Number.isFinite(downEma)) return Number.NaN;\n    const total = upEma + downEma;\n    if (total === 0) return Number.NaN;\n    return (100 * upEma) / total;\n}\n\n/**\n * Relative Volatility Index — sub-pane oscillator bounded `[0, 100]`.\n * Like RSI but uses rolling stddev of the source instead of absolute\n * close changes for the magnitude, EMA-smoothed per TradingView's\n * `ta.rvi` reference. Composes `ta.ema` via two sub-slots\n * (`${slotId}/upEma`, `${slotId}/downEma`) — a fix to EMA's\n * recurrence flows in for free. NaN when either EMA arm is NaN or\n * when both arms are zero (zero-denominator).\n *\n * @formula  sigma[t]  = stddev(source[t − length + 1..= t]) ;\n *           upRaw[t]  = source[t] > source[t − 1] ? sigma[t] : 0 ;\n *           downRaw[t] = source[t] < source[t − 1] ? sigma[t] : 0 ;\n *           upEma     = EMA(length)(upRaw) ;\n *           downEma   = EMA(length)(downRaw) ;\n *           rvi[t]    = 100 · upEma[t] / (upEma[t] + downEma[t])\n * @warmup   2 · 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-core\";\n *     // const r = ta.rvi(bar.close, 10);\n *     // plot(r);\n */\nexport function rvi(\n    slotId: string,\n    source: ScalarOrSeries,\n    length: number,\n    opts?: RviOpts,\n): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as RviSlot | 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        const sigma = tickSigma(slot, src);\n        const diff = src - slot.prevSrc;\n        const { up, down } = classify(sigma, diff);\n        // Still drive the sub-slot EMAs so their tick-mode head stays\n        // consistent with the closed state on a subsequent close.\n        const upSeries = ema(`${slotId}/upEma`, up, slot.length);\n        const downSeries = ema(`${slotId}/downEma`, down, slot.length);\n        // NaN source short-circuits to NaN output regardless of how the\n        // EMA arms forward-fill internally — RVI is undefined when the\n        // current sample isn't measurable.\n        const value = Number.isFinite(src)\n            ? rviValue(upSeries.current, downSeries.current)\n            : Number.NaN;\n        slot.outBuffer.replaceHead(value);\n    } else {\n        const sigma = appendToSigmaWindow(slot, src);\n        const diff = src - slot.prevSrc;\n        const { up, down } = classify(sigma, diff);\n        const upSeries = ema(`${slotId}/upEma`, up, slot.length);\n        const downSeries = ema(`${slotId}/downEma`, down, slot.length);\n        const value = Number.isFinite(src)\n            ? rviValue(upSeries.current, downSeries.current)\n            : Number.NaN;\n        slot.outBuffer.append(value);\n        slot.prevSrc = src;\n    }\n    return viewForOffset(slot, opts?.offset ?? 0);\n}\n"]}

package/dist/ta/sma.d.ts

@@ -5,8 +5,11 @@ import { type ScalarOrSeries } from "./lib/sourceValue.js";
  * values. Warmup of `length − 1` bars returns `NaN`. Tick-mode replays
  * the head as `(window_sum − window_head + tick_value) / length` so a
  * partial-bar tick doesn't pollute the next close's running sum.
- * `opts.offset` shifts the returned series so `series.current` reads
- * the value `offset` bars ago.
+ * `opts.offset` is a presentation display shift carried to the plot
+ * emission as `xShift` (`+n` renders the series `n` bars right / future,
+ * `−n` `n` bars left / past); it does NOT transform the value —
+ * `series.current` is unshifted, so alerts and `state.*` see the value
+ * computed at the current bar.
  *
  * @formula  out[t] = (source[t] + source[t − 1] + … + source[t − length + 1]) / length
  * @warmup   length − 1
@@ -17,7 +20,7 @@ import { type ScalarOrSeries } from "./lib/sourceValue.js";
  *     // import { ta } from "@invinite-org/chartlang-runtime";
  *     // const s = ta.sma("slot", bar.close, 20);
  *     // const head = s.current; // NaN until bar length-1
- *     // const lagged = ta.sma("slot2", bar.close, 20, { offset: 5 });
+ *     // const shifted = ta.sma("slot2", bar.close, 20, { offset: 5 }); // renders 5 bars right
  */
 export declare function sma(slotId: string, source: ScalarOrSeries, length: number, opts?: SmaOpts): Series<number>;
 //# sourceMappingURL=sma.d.ts.map

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

@@ -1 +1 @@
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+{"version":3,"file":"sma.d.ts","sourceRoot":"","sources":["../../src/ta/sma.ts"],"names":[],"mappings":"AAYA,OAAO,KAAK,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,8BAA8B,CAAC;AAKpE,OAAO,EAAE,KAAK,cAAc,EAAmB,MAAM,sBAAsB,CAAC;AAqF5E;;;;;;;;;;;;;;;;;;;;;GAqBG;AACH,wBAAgB,GAAG,CACf,MAAM,EAAE,MAAM,EACd,MAAM,EAAE,cAAc,EACtB,MAAM,EAAE,MAAM,EACd,IAAI,CAAC,EAAE,OAAO,GACf,MAAM,CAAC,MAAM,CAAC,CAchB"}

package/dist/ta/sma.js

@@ -79,8 +79,11 @@ function closeValue(slot, src) {
  * values. Warmup of `length − 1` bars returns `NaN`. Tick-mode replays
  * the head as `(window_sum − window_head + tick_value) / length` so a
  * partial-bar tick doesn't pollute the next close's running sum.
- * `opts.offset` shifts the returned series so `series.current` reads
- * the value `offset` bars ago.
+ * `opts.offset` is a presentation display shift carried to the plot
+ * emission as `xShift` (`+n` renders the series `n` bars right / future,
+ * `−n` `n` bars left / past); it does NOT transform the value —
+ * `series.current` is unshifted, so alerts and `state.*` see the value
+ * computed at the current bar.
  *
  * @formula  out[t] = (source[t] + source[t − 1] + … + source[t − length + 1]) / length
  * @warmup   length − 1
@@ -91,7 +94,7 @@ function closeValue(slot, src) {
  *     // import { ta } from "@invinite-org/chartlang-runtime";
  *     // const s = ta.sma("slot", bar.close, 20);
  *     // const head = s.current; // NaN until bar length-1
- *     // const lagged = ta.sma("slot2", bar.close, 20, { offset: 5 });
+ *     // const shifted = ta.sma("slot2", bar.close, 20, { offset: 5 }); // renders 5 bars right
  */
 export function sma(slotId, source, length, opts) {
     const ctx = getCtx();

package/dist/ta/sma.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/sma.ts\n//   plus lib/sma-of-float64.ts\n//   (commit d2d1043c1b039f66d2f3674526d303d31cf2f1e0, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n// Structural choices (callsite-id slot, Series<T> proxy, replaceHead\n// mode) follow chartlang's primitive shape — NOT invinite's\n// IndicatorPlugin shape.\n\nimport type { Series, SmaOpts } 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 SmaSlot = {\n    readonly kind: \"ta.sma\";\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly length: number;\n    /**\n     * Window of the **closed** source values across the last `length` bars.\n     * Holds bars `[t-length+1 .. t]` for the latest closed bar t. Ticks\n     * compute a hypothetical \"head replaced\" mean from `windowSum -\n     * window.at(0) + tickValue`; closes pop the oldest and push the new.\n     */\n    readonly window: Float64RingBuffer;\n    sum: number;\n    /**\n     * Lazy cache of offset-shifted Series views keyed by `opts.offset`.\n     * `offset === 0` callers bypass this map and return `series`\n     * directly — identity-preserving. Populated on first call per\n     * non-zero offset; identity is stable per offset thereafter.\n     */\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.sma called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(length: number, capacity: number): SmaSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    return {\n        kind: \"ta.sma\",\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        length,\n        window: new Float64RingBuffer(length),\n        sum: 0,\n        shiftedViews: new Map(),\n    };\n}\n\nfunction viewForOffset(slot: SmaSlot, 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 tickValue(slot: SmaSlot, src: number): number {\n    // `window` currently holds the close-side values `[t-length+1 .. t]` for\n    // the most-recent closed bar. The tick replaces bar `t`'s value with\n    // `src`, so the hypothetical mean is `(sum - window.at(0)) + src`.\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    return (slot.sum - oldestInHead + src) / slot.length;\n}\n\nfunction closeValue(slot: SmaSlot, src: number): number {\n    if (!Number.isFinite(src)) {\n        // Skip the window update; emit the prior closed mean (or NaN when\n        // unwarmed). The window's contents are unchanged so future closes\n        // continue against the last valid set.\n        if (slot.window.length < slot.length) return Number.NaN;\n        return slot.sum / slot.length;\n    }\n    if (slot.window.length < slot.length) {\n        slot.window.append(src);\n        slot.sum += src;\n        if (slot.window.length < slot.length) return Number.NaN;\n        return slot.sum / slot.length;\n    }\n    const outgoing = slot.window.at(slot.length - 1);\n    slot.window.append(src);\n    slot.sum = slot.sum + src - outgoing;\n    return slot.sum / slot.length;\n}\n\n/**\n * Simple moving average — rolling mean of the last `length` source\n * values. Warmup of `length − 1` bars returns `NaN`. Tick-mode replays\n * the head as `(window_sum − window_head + tick_value) / length` so a\n * partial-bar tick doesn't pollute the next close's running sum.\n * `opts.offset` shifts the returned series so `series.current` reads\n * the value `offset` bars ago.\n *\n * @formula  out[t] = (source[t] + source[t − 1] + … + source[t − length + 1]) / length\n * @warmup   length − 1\n * @since 0.1\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-runtime\";\n *     // const s = ta.sma(\"slot\", bar.close, 20);\n *     // const head = s.current; // NaN until bar length-1\n *     // const lagged = ta.sma(\"slot2\", bar.close, 20, { offset: 5 });\n */\nexport function sma(\n    slotId: string,\n    source: ScalarOrSeries,\n    length: number,\n    opts?: SmaOpts,\n): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as SmaSlot | 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 viewForOffset(slot, opts?.offset ?? 0);\n}\n"]}
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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/sma.ts\n//   plus lib/sma-of-float64.ts\n//   (commit d2d1043c1b039f66d2f3674526d303d31cf2f1e0, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n// Structural choices (callsite-id slot, Series<T> proxy, replaceHead\n// mode) follow chartlang's primitive shape — NOT invinite's\n// IndicatorPlugin shape.\n\nimport type { Series, SmaOpts } 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 SmaSlot = {\n    readonly kind: \"ta.sma\";\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly length: number;\n    /**\n     * Window of the **closed** source values across the last `length` bars.\n     * Holds bars `[t-length+1 .. t]` for the latest closed bar t. Ticks\n     * compute a hypothetical \"head replaced\" mean from `windowSum -\n     * window.at(0) + tickValue`; closes pop the oldest and push the new.\n     */\n    readonly window: Float64RingBuffer;\n    sum: number;\n    /**\n     * Lazy cache of offset-shifted Series views keyed by `opts.offset`.\n     * `offset === 0` callers bypass this map and return `series`\n     * directly — identity-preserving. Populated on first call per\n     * non-zero offset; identity is stable per offset thereafter.\n     */\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.sma called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(length: number, capacity: number): SmaSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    return {\n        kind: \"ta.sma\",\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        length,\n        window: new Float64RingBuffer(length),\n        sum: 0,\n        shiftedViews: new Map(),\n    };\n}\n\nfunction viewForOffset(slot: SmaSlot, 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 tickValue(slot: SmaSlot, src: number): number {\n    // `window` currently holds the close-side values `[t-length+1 .. t]` for\n    // the most-recent closed bar. The tick replaces bar `t`'s value with\n    // `src`, so the hypothetical mean is `(sum - window.at(0)) + src`.\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    return (slot.sum - oldestInHead + src) / slot.length;\n}\n\nfunction closeValue(slot: SmaSlot, src: number): number {\n    if (!Number.isFinite(src)) {\n        // Skip the window update; emit the prior closed mean (or NaN when\n        // unwarmed). The window's contents are unchanged so future closes\n        // continue against the last valid set.\n        if (slot.window.length < slot.length) return Number.NaN;\n        return slot.sum / slot.length;\n    }\n    if (slot.window.length < slot.length) {\n        slot.window.append(src);\n        slot.sum += src;\n        if (slot.window.length < slot.length) return Number.NaN;\n        return slot.sum / slot.length;\n    }\n    const outgoing = slot.window.at(slot.length - 1);\n    slot.window.append(src);\n    slot.sum = slot.sum + src - outgoing;\n    return slot.sum / slot.length;\n}\n\n/**\n * Simple moving average — rolling mean of the last `length` source\n * values. Warmup of `length − 1` bars returns `NaN`. Tick-mode replays\n * the head as `(window_sum − window_head + tick_value) / length` so a\n * partial-bar tick doesn't pollute the next close's running sum.\n * `opts.offset` is a presentation display shift carried to the plot\n * emission as `xShift` (`+n` renders the series `n` bars right / future,\n * `−n` `n` bars left / past); it does NOT transform the value —\n * `series.current` is unshifted, so alerts and `state.*` see the value\n * computed at the current bar.\n *\n * @formula  out[t] = (source[t] + source[t − 1] + … + source[t − length + 1]) / length\n * @warmup   length − 1\n * @since 0.1\n * @stable\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-runtime\";\n *     // const s = ta.sma(\"slot\", bar.close, 20);\n *     // const head = s.current; // NaN until bar length-1\n *     // const shifted = ta.sma(\"slot2\", bar.close, 20, { offset: 5 }); // renders 5 bars right\n */\nexport function sma(\n    slotId: string,\n    source: ScalarOrSeries,\n    length: number,\n    opts?: SmaOpts,\n): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as SmaSlot | 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 viewForOffset(slot, opts?.offset ?? 0);\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.
+ * `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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package/dist/ta/stdev.js

@@ -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.
+ * `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` shifts the returned series so `series.current` reads\n * the value `offset` bars ago.\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"]}
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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/trendStrengthIndex.d.ts

@@ -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.
+ * `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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package/dist/ta/trendStrengthIndex.js

@@ -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.
+ * `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.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/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` shifts the returned series so `series.current` reads\n * the value `offset` bars ago.\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"]}
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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 —
- * `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

@@ -70,9 +70,10 @@ function resultForOffset(slot, offset, signalBuf) {
  * @since 0.2
  * @stable
  *
- * `opts.offset` shifts both outputs in lockstep —
- * `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` shifts both outputs in lockstep —\n * `series.current` on each output returns the value `offset` bars\n * ago.\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(`${slotId}/signal`) as {\n        outBuffer: Float64RingBuffer;\n    };\n\n    if (ctx.isTick) {\n        slot.trixBuffer.replaceHead(trixValue);\n        // Signal EMA's tick was handled by its own `ema()` call above.\n    } else {\n        slot.trixBuffer.append(trixValue);\n        // Roll the prev-prev snapshot forward BEFORE overwriting\n        // `prevClosedEma3` so tick replay on the next bar reads the\n        // correct two-closes-back value.\n        slot.prevPrevClosedEma3 = slot.prevClosedEma3;\n        if (Number.isFinite(e3)) {\n            slot.prevClosedEma3 = e3;\n        }\n    }\n    return resultForOffset(slot, offset, signalSubSlot.outBuffer);\n}\n"]}
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Licensed under the MIT License.\n// See the LICENSE file in the repo root for full license text.\n//\n// Ported from invinite/src/components/trading-chart/indicators/trix.ts\n//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n// Structural choices (callsite-id slot, Series<T> proxy, replaceHead\n// mode) follow chartlang's primitive shape — NOT invinite's\n// IndicatorPlugin shape. TRIX composes three EMA sub-slots derived\n// from the parent slot id (`${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/vortex.d.ts

@@ -17,8 +17,9 @@ import type { VortexOpts, VortexResult } from "@invinite-org/chartlang-core";
  * @since 0.2
  * @stable
  *
- * `opts.offset` shifts both series in lockstep —
- * `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 series in lockstep (`+n` right / future,
+ * `−n` left / past); the series values are unshifted.
  *
  * @example
  *     // import { ta } from "@invinite-org/chartlang-runtime";

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

@@ -1 +1 @@
-{"version":3,"file":"vortex.d.ts","sourceRoot":"","sources":["../../src/ta/vortex.ts"],"names":[],"mappings":"AAgBA,OAAO,KAAK,EAAE,UAAU,EAAE,YAAY,EAAE,MAAM,8BAA8B,CAAC;AA4M7E;;;;;;;;;;;;;;;;;;;;;;;;;;GA0BG;AACH,wBAAgB,MAAM,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,UAAU,GAAG,YAAY,CAkBtF"}
+{"version":3,"file":"vortex.d.ts","sourceRoot":"","sources":["../../src/ta/vortex.ts"],"names":[],"mappings":"AAgBA,OAAO,KAAK,EAAE,UAAU,EAAE,YAAY,EAAE,MAAM,8BAA8B,CAAC;AA4M7E;;;;;;;;;;;;;;;;;;;;;;;;;;;GA2BG;AACH,wBAAgB,MAAM,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,UAAU,GAAG,YAAY,CAkBtF"}

package/dist/ta/vortex.js

@@ -178,8 +178,9 @@ function tickStep(slot, high, low, close) {
  * @since 0.2
  * @stable
  *
- * `opts.offset` shifts both series in lockstep —
- * `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 series in lockstep (`+n` right / future,
+ * `−n` left / past); the series values are unshifted.
  *
  * @example
  *     // import { ta } from "@invinite-org/chartlang-runtime";