@invinite-org/chartlang-runtime 1.1.1 → 1.2.0

package/dist/ta/vortex.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/vortex.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. Vortex reads `bar.high` / `bar.low` /\n// `bar.close` directly (mirrors Pine's `ta.vortex(length)` — no source\n// param) and maintains rolling running-sum windows over `vmPlus`,\n// `vmMinus`, and TR for O(1) per-bar updates. NaN-on-zero-TR semantics\n// per chartlang task spec §6 (invinite emits 0 on zero TR; chartlang\n// emits NaN to surface the degenerate window).\n\nimport type { VortexOpts, VortexResult } from \"@invinite-org/chartlang-core\";\n\nimport { Float64RingBuffer } from \"../ringBuffer.js\";\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { makeSeriesView, makeShiftedSeriesView } from \"../seriesView.js\";\n\ntype VortexSlot = {\n    readonly result: VortexResult;\n    readonly plusBuffer: Float64RingBuffer;\n    readonly minusBuffer: Float64RingBuffer;\n    readonly length: number;\n    readonly vmPlusWindow: Float64RingBuffer;\n    readonly vmMinusWindow: Float64RingBuffer;\n    readonly trWindow: Float64RingBuffer;\n    runningPlus: number;\n    runningMinus: number;\n    runningTr: number;\n    prevHigh: number;\n    prevLow: number;\n    prevClose: number;\n    /** Snapshots captured at the prior close so tick replay can read\n     * against the bar-before-current. */\n    prevPrevHigh: number;\n    prevPrevLow: number;\n    prevPrevClose: number;\n    /** Running sums AS OF THE PRIOR CLOSE — used by tick replay to\n     * substitute the tick's contribution. */\n    prevClosedRunningPlus: number;\n    prevClosedRunningMinus: number;\n    prevClosedRunningTr: number;\n    /** Tail values evicted on the current close (the\n     * `length`-bars-ago slot at the moment the current close advanced\n     * the window). Used by tick replay to recompute the running sum\n     * with the tick's substituted contribution. */\n    evictedPlus: number;\n    evictedMinus: number;\n    evictedTr: number;\n    /** Number of CLOSED bars folded into the slot so far. */\n    barCount: number;\n    readonly shiftedResults: Map<number, VortexResult>;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.vortex called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction trueRange(high: number, low: number, prevClose: number): number {\n    if (!Number.isFinite(prevClose)) return high - low;\n    return Math.max(high - low, Math.abs(high - prevClose), Math.abs(low - prevClose));\n}\n\nfunction initSlot(length: number, capacity: number): VortexSlot {\n    const plusBuffer = new Float64RingBuffer(capacity);\n    const minusBuffer = new Float64RingBuffer(capacity);\n    return {\n        result: Object.freeze({\n            plus: makeSeriesView<number>(plusBuffer),\n            minus: makeSeriesView<number>(minusBuffer),\n        }),\n        plusBuffer,\n        minusBuffer,\n        length,\n        vmPlusWindow: new Float64RingBuffer(length),\n        vmMinusWindow: new Float64RingBuffer(length),\n        trWindow: new Float64RingBuffer(length),\n        runningPlus: 0,\n        runningMinus: 0,\n        runningTr: 0,\n        prevHigh: Number.NaN,\n        prevLow: Number.NaN,\n        prevClose: Number.NaN,\n        prevPrevHigh: Number.NaN,\n        prevPrevLow: Number.NaN,\n        prevPrevClose: Number.NaN,\n        prevClosedRunningPlus: 0,\n        prevClosedRunningMinus: 0,\n        prevClosedRunningTr: 0,\n        evictedPlus: 0,\n        evictedMinus: 0,\n        evictedTr: 0,\n        barCount: 0,\n        shiftedResults: new Map(),\n    };\n}\n\nfunction resultForOffset(slot: VortexSlot, offset: number): VortexResult {\n    if (offset === 0) return slot.result;\n    let cached = slot.shiftedResults.get(offset);\n    if (cached === undefined) {\n        cached = Object.freeze({\n            plus: makeShiftedSeriesView<number>(slot.plusBuffer, offset),\n            minus: makeShiftedSeriesView<number>(slot.minusBuffer, offset),\n        });\n        slot.shiftedResults.set(offset, cached);\n    }\n    return cached;\n}\n\nfunction divide(num: number, den: number): number {\n    // chartlang task spec §6: zero-TR window → NaN (degenerate; invinite\n    // emits 0). Surface as NaN so script-author conditionals can branch.\n    if (den === 0 || !Number.isFinite(den) || !Number.isFinite(num)) return Number.NaN;\n    return num / den;\n}\n\nfunction closeStep(\n    slot: VortexSlot,\n    high: number,\n    low: number,\n    close: number,\n): { plus: number; minus: number } {\n    if (!Number.isFinite(high) || !Number.isFinite(low) || !Number.isFinite(close)) {\n        // Hold state forward; emit NaN.\n        return { plus: Number.NaN, minus: Number.NaN };\n    }\n\n    slot.barCount += 1;\n\n    // Snapshot prior running sums (post-prior-close state — these are\n    // the values tick replay needs to re-derive the head against the\n    // PRIOR closed bar).\n    slot.prevClosedRunningPlus = slot.runningPlus;\n    slot.prevClosedRunningMinus = slot.runningMinus;\n    slot.prevClosedRunningTr = slot.runningTr;\n\n    const tr = trueRange(high, low, slot.prevClose);\n    const vmPlus = Number.isFinite(slot.prevLow) ? Math.abs(high - slot.prevLow) : 0;\n    const vmMinus = Number.isFinite(slot.prevHigh) ? Math.abs(low - slot.prevHigh) : 0;\n\n    // Capture prev-prev BEFORE overwriting prev (tick replay reads\n    // against the bar-before-current).\n    slot.prevPrevHigh = slot.prevHigh;\n    slot.prevPrevLow = slot.prevLow;\n    slot.prevPrevClose = slot.prevClose;\n    slot.prevHigh = high;\n    slot.prevLow = low;\n    slot.prevClose = close;\n\n    // Roll the windows; capture evicted tail values for tick replay.\n    if (slot.vmPlusWindow.length >= slot.length) {\n        slot.evictedPlus = slot.vmPlusWindow.at(slot.length - 1);\n        slot.evictedMinus = slot.vmMinusWindow.at(slot.length - 1);\n        slot.evictedTr = slot.trWindow.at(slot.length - 1);\n        slot.runningPlus -= slot.evictedPlus;\n        slot.runningMinus -= slot.evictedMinus;\n        slot.runningTr -= slot.evictedTr;\n    } else {\n        slot.evictedPlus = 0;\n        slot.evictedMinus = 0;\n        slot.evictedTr = 0;\n    }\n    slot.vmPlusWindow.append(vmPlus);\n    slot.vmMinusWindow.append(vmMinus);\n    slot.trWindow.append(tr);\n    slot.runningPlus += vmPlus;\n    slot.runningMinus += vmMinus;\n    slot.runningTr += tr;\n\n    // Warmup: first defined output at `barCount === length + 1` (i.e.\n    // bar index `length` zero-based). The seed window completes when\n    // the `length`-th VM/TR triple has been folded in.\n    if (slot.barCount <= slot.length) {\n        return { plus: Number.NaN, minus: Number.NaN };\n    }\n    return {\n        plus: divide(slot.runningPlus, slot.runningTr),\n        minus: divide(slot.runningMinus, slot.runningTr),\n    };\n}\n\nfunction tickStep(\n    slot: VortexSlot,\n    high: number,\n    low: number,\n    close: number,\n): { plus: number; minus: number } {\n    if (slot.barCount <= slot.length) return { plus: Number.NaN, minus: Number.NaN };\n    if (!Number.isFinite(high) || !Number.isFinite(low) || !Number.isFinite(close)) {\n        return { plus: Number.NaN, minus: Number.NaN };\n    }\n    // Tick replay against the BAR BEFORE the current bar.\n    const tr = trueRange(high, low, slot.prevPrevClose);\n    // Defensive: `prevPrev*` is seeded by the prior close-side advance,\n    // so by the time `barCount > length` (the guard above) these are\n    // finite. The `: 0` fallback is defence-in-depth.\n    /* c8 ignore next 2 */\n    const vmPlus = Number.isFinite(slot.prevPrevLow) ? Math.abs(high - slot.prevPrevLow) : 0;\n    const vmMinus = Number.isFinite(slot.prevPrevHigh) ? Math.abs(low - slot.prevPrevHigh) : 0;\n    // Re-derive the running sums by starting from the prior closed\n    // sums, subtracting the head bar's evicted tail (captured at the\n    // close-side advance), and adding the tick's contribution.\n    const runningPlus = slot.prevClosedRunningPlus - slot.evictedPlus + vmPlus;\n    const runningMinus = slot.prevClosedRunningMinus - slot.evictedMinus + vmMinus;\n    const runningTr = slot.prevClosedRunningTr - slot.evictedTr + tr;\n    return {\n        plus: divide(runningPlus, runningTr),\n        minus: divide(runningMinus, runningTr),\n    };\n}\n\n/**\n * Vortex Indicator (Botes & Siepman, 2010) — paired `+VI` / `−VI`\n * trend-direction lines. Reads `bar.high` / `bar.low` / `bar.close`\n * directly (mirrors Pine's `ta.vortex(length)` — no source param).\n * Maintains rolling running-sum windows over the per-bar `vmPlus`,\n * `vmMinus`, and TR series for O(1) per-bar updates. Returns a cached\n * `{ plus, minus }` record (same identity every bar).\n *\n * @formula  TR[t]      = max(high − low, |high − prevClose|, |low − prevClose|) ;\n *           vmPlus[t]  = |high[t] − low[t-1]| ;\n *           vmMinus[t] = |low[t]  − high[t-1]| ;\n *           plus[t]    = Σ(vmPlus, length)  / Σ(TR, length) ;\n *           minus[t]   = Σ(vmMinus, length) / Σ(TR, length) ;\n *           NaN when Σ(TR, length) === 0 (degenerate flat window).\n * @warmup   length\n * @since 0.2\n * @stable\n *\n * `opts.offset` shifts both series in lockstep —\n * `series.current` on each output returns the value `offset` bars ago.\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-runtime\";\n *     // const v = ta.vortex(\"slot\", 14);\n *     // plot(v.plus);\n *     // plot(v.minus);\n */\nexport function vortex(slotId: string, length: number, opts?: VortexOpts): VortexResult {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as VortexSlot | undefined;\n    if (slot === undefined) {\n        slot = initSlot(length, ctx.stream.ohlcv.close.capacity);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    const bar = ctx.stream.bar;\n    if (ctx.isTick) {\n        const { plus, minus } = tickStep(slot, bar.high, bar.low, bar.close);\n        slot.plusBuffer.replaceHead(plus);\n        slot.minusBuffer.replaceHead(minus);\n    } else {\n        const { plus, minus } = closeStep(slot, bar.high, bar.low, bar.close);\n        slot.plusBuffer.append(plus);\n        slot.minusBuffer.append(minus);\n    }\n    return resultForOffset(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/vortex.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. Vortex reads `bar.high` / `bar.low` /\n// `bar.close` directly (mirrors Pine's `ta.vortex(length)` — no source\n// param) and maintains rolling running-sum windows over `vmPlus`,\n// `vmMinus`, and TR for O(1) per-bar updates. NaN-on-zero-TR semantics\n// per chartlang task spec §6 (invinite emits 0 on zero TR; chartlang\n// emits NaN to surface the degenerate window).\n\nimport type { VortexOpts, VortexResult } from \"@invinite-org/chartlang-core\";\n\nimport { Float64RingBuffer } from \"../ringBuffer.js\";\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { makeSeriesView, makeShiftedSeriesView } from \"../seriesView.js\";\n\ntype VortexSlot = {\n    readonly result: VortexResult;\n    readonly plusBuffer: Float64RingBuffer;\n    readonly minusBuffer: Float64RingBuffer;\n    readonly length: number;\n    readonly vmPlusWindow: Float64RingBuffer;\n    readonly vmMinusWindow: Float64RingBuffer;\n    readonly trWindow: Float64RingBuffer;\n    runningPlus: number;\n    runningMinus: number;\n    runningTr: number;\n    prevHigh: number;\n    prevLow: number;\n    prevClose: number;\n    /** Snapshots captured at the prior close so tick replay can read\n     * against the bar-before-current. */\n    prevPrevHigh: number;\n    prevPrevLow: number;\n    prevPrevClose: number;\n    /** Running sums AS OF THE PRIOR CLOSE — used by tick replay to\n     * substitute the tick's contribution. */\n    prevClosedRunningPlus: number;\n    prevClosedRunningMinus: number;\n    prevClosedRunningTr: number;\n    /** Tail values evicted on the current close (the\n     * `length`-bars-ago slot at the moment the current close advanced\n     * the window). Used by tick replay to recompute the running sum\n     * with the tick's substituted contribution. */\n    evictedPlus: number;\n    evictedMinus: number;\n    evictedTr: number;\n    /** Number of CLOSED bars folded into the slot so far. */\n    barCount: number;\n    readonly shiftedResults: Map<number, VortexResult>;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.vortex called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction trueRange(high: number, low: number, prevClose: number): number {\n    if (!Number.isFinite(prevClose)) return high - low;\n    return Math.max(high - low, Math.abs(high - prevClose), Math.abs(low - prevClose));\n}\n\nfunction initSlot(length: number, capacity: number): VortexSlot {\n    const plusBuffer = new Float64RingBuffer(capacity);\n    const minusBuffer = new Float64RingBuffer(capacity);\n    return {\n        result: Object.freeze({\n            plus: makeSeriesView<number>(plusBuffer),\n            minus: makeSeriesView<number>(minusBuffer),\n        }),\n        plusBuffer,\n        minusBuffer,\n        length,\n        vmPlusWindow: new Float64RingBuffer(length),\n        vmMinusWindow: new Float64RingBuffer(length),\n        trWindow: new Float64RingBuffer(length),\n        runningPlus: 0,\n        runningMinus: 0,\n        runningTr: 0,\n        prevHigh: Number.NaN,\n        prevLow: Number.NaN,\n        prevClose: Number.NaN,\n        prevPrevHigh: Number.NaN,\n        prevPrevLow: Number.NaN,\n        prevPrevClose: Number.NaN,\n        prevClosedRunningPlus: 0,\n        prevClosedRunningMinus: 0,\n        prevClosedRunningTr: 0,\n        evictedPlus: 0,\n        evictedMinus: 0,\n        evictedTr: 0,\n        barCount: 0,\n        shiftedResults: new Map(),\n    };\n}\n\nfunction resultForOffset(slot: VortexSlot, offset: number): VortexResult {\n    if (offset === 0) return slot.result;\n    let cached = slot.shiftedResults.get(offset);\n    if (cached === undefined) {\n        cached = Object.freeze({\n            plus: makeShiftedSeriesView<number>(slot.plusBuffer, offset),\n            minus: makeShiftedSeriesView<number>(slot.minusBuffer, offset),\n        });\n        slot.shiftedResults.set(offset, cached);\n    }\n    return cached;\n}\n\nfunction divide(num: number, den: number): number {\n    // chartlang task spec §6: zero-TR window → NaN (degenerate; invinite\n    // emits 0). Surface as NaN so script-author conditionals can branch.\n    if (den === 0 || !Number.isFinite(den) || !Number.isFinite(num)) return Number.NaN;\n    return num / den;\n}\n\nfunction closeStep(\n    slot: VortexSlot,\n    high: number,\n    low: number,\n    close: number,\n): { plus: number; minus: number } {\n    if (!Number.isFinite(high) || !Number.isFinite(low) || !Number.isFinite(close)) {\n        // Hold state forward; emit NaN.\n        return { plus: Number.NaN, minus: Number.NaN };\n    }\n\n    slot.barCount += 1;\n\n    // Snapshot prior running sums (post-prior-close state — these are\n    // the values tick replay needs to re-derive the head against the\n    // PRIOR closed bar).\n    slot.prevClosedRunningPlus = slot.runningPlus;\n    slot.prevClosedRunningMinus = slot.runningMinus;\n    slot.prevClosedRunningTr = slot.runningTr;\n\n    const tr = trueRange(high, low, slot.prevClose);\n    const vmPlus = Number.isFinite(slot.prevLow) ? Math.abs(high - slot.prevLow) : 0;\n    const vmMinus = Number.isFinite(slot.prevHigh) ? Math.abs(low - slot.prevHigh) : 0;\n\n    // Capture prev-prev BEFORE overwriting prev (tick replay reads\n    // against the bar-before-current).\n    slot.prevPrevHigh = slot.prevHigh;\n    slot.prevPrevLow = slot.prevLow;\n    slot.prevPrevClose = slot.prevClose;\n    slot.prevHigh = high;\n    slot.prevLow = low;\n    slot.prevClose = close;\n\n    // Roll the windows; capture evicted tail values for tick replay.\n    if (slot.vmPlusWindow.length >= slot.length) {\n        slot.evictedPlus = slot.vmPlusWindow.at(slot.length - 1);\n        slot.evictedMinus = slot.vmMinusWindow.at(slot.length - 1);\n        slot.evictedTr = slot.trWindow.at(slot.length - 1);\n        slot.runningPlus -= slot.evictedPlus;\n        slot.runningMinus -= slot.evictedMinus;\n        slot.runningTr -= slot.evictedTr;\n    } else {\n        slot.evictedPlus = 0;\n        slot.evictedMinus = 0;\n        slot.evictedTr = 0;\n    }\n    slot.vmPlusWindow.append(vmPlus);\n    slot.vmMinusWindow.append(vmMinus);\n    slot.trWindow.append(tr);\n    slot.runningPlus += vmPlus;\n    slot.runningMinus += vmMinus;\n    slot.runningTr += tr;\n\n    // Warmup: first defined output at `barCount === length + 1` (i.e.\n    // bar index `length` zero-based). The seed window completes when\n    // the `length`-th VM/TR triple has been folded in.\n    if (slot.barCount <= slot.length) {\n        return { plus: Number.NaN, minus: Number.NaN };\n    }\n    return {\n        plus: divide(slot.runningPlus, slot.runningTr),\n        minus: divide(slot.runningMinus, slot.runningTr),\n    };\n}\n\nfunction tickStep(\n    slot: VortexSlot,\n    high: number,\n    low: number,\n    close: number,\n): { plus: number; minus: number } {\n    if (slot.barCount <= slot.length) return { plus: Number.NaN, minus: Number.NaN };\n    if (!Number.isFinite(high) || !Number.isFinite(low) || !Number.isFinite(close)) {\n        return { plus: Number.NaN, minus: Number.NaN };\n    }\n    // Tick replay against the BAR BEFORE the current bar.\n    const tr = trueRange(high, low, slot.prevPrevClose);\n    // Defensive: `prevPrev*` is seeded by the prior close-side advance,\n    // so by the time `barCount > length` (the guard above) these are\n    // finite. The `: 0` fallback is defence-in-depth.\n    /* c8 ignore next 2 */\n    const vmPlus = Number.isFinite(slot.prevPrevLow) ? Math.abs(high - slot.prevPrevLow) : 0;\n    const vmMinus = Number.isFinite(slot.prevPrevHigh) ? Math.abs(low - slot.prevPrevHigh) : 0;\n    // Re-derive the running sums by starting from the prior closed\n    // sums, subtracting the head bar's evicted tail (captured at the\n    // close-side advance), and adding the tick's contribution.\n    const runningPlus = slot.prevClosedRunningPlus - slot.evictedPlus + vmPlus;\n    const runningMinus = slot.prevClosedRunningMinus - slot.evictedMinus + vmMinus;\n    const runningTr = slot.prevClosedRunningTr - slot.evictedTr + tr;\n    return {\n        plus: divide(runningPlus, runningTr),\n        minus: divide(runningMinus, runningTr),\n    };\n}\n\n/**\n * Vortex Indicator (Botes & Siepman, 2010) — paired `+VI` / `−VI`\n * trend-direction lines. Reads `bar.high` / `bar.low` / `bar.close`\n * directly (mirrors Pine's `ta.vortex(length)` — no source param).\n * Maintains rolling running-sum windows over the per-bar `vmPlus`,\n * `vmMinus`, and TR series for O(1) per-bar updates. Returns a cached\n * `{ plus, minus }` record (same identity every bar).\n *\n * @formula  TR[t]      = max(high − low, |high − prevClose|, |low − prevClose|) ;\n *           vmPlus[t]  = |high[t] − low[t-1]| ;\n *           vmMinus[t] = |low[t]  − high[t-1]| ;\n *           plus[t]    = Σ(vmPlus, length)  / Σ(TR, length) ;\n *           minus[t]   = Σ(vmMinus, length) / Σ(TR, length) ;\n *           NaN when Σ(TR, length) === 0 (degenerate flat window).\n * @warmup   length\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 series in lockstep (`+n` right / future,\n * `−n` left / past); the series values are unshifted.\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-runtime\";\n *     // const v = ta.vortex(\"slot\", 14);\n *     // plot(v.plus);\n *     // plot(v.minus);\n */\nexport function vortex(slotId: string, length: number, opts?: VortexOpts): VortexResult {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as VortexSlot | undefined;\n    if (slot === undefined) {\n        slot = initSlot(length, ctx.stream.ohlcv.close.capacity);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    const bar = ctx.stream.bar;\n    if (ctx.isTick) {\n        const { plus, minus } = tickStep(slot, bar.high, bar.low, bar.close);\n        slot.plusBuffer.replaceHead(plus);\n        slot.minusBuffer.replaceHead(minus);\n    } else {\n        const { plus, minus } = closeStep(slot, bar.high, bar.low, bar.close);\n        slot.plusBuffer.append(plus);\n        slot.minusBuffer.append(minus);\n    }\n    return resultForOffset(slot, opts?.offset ?? 0);\n}\n"]}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@invinite-org/chartlang-runtime",
-  "version": "1.1.1",
+  "version": "1.2.0",
   "type": "module",
   "license": "MIT",
   "description": "Execution engine, Series ring buffers, ta.* math primitives",
@@ -23,8 +23,8 @@
     "LICENSE"
   ],
   "dependencies": {
-    "@invinite-org/chartlang-adapter-kit": "^1.2.1",
-    "@invinite-org/chartlang-core": "^1.1.1"
+    "@invinite-org/chartlang-adapter-kit": "^1.3.0",
+    "@invinite-org/chartlang-core": "^1.2.0"
   },
   "devDependencies": {
     "fast-check": "^3.20.0"

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

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

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

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

@@ -1,38 +0,0 @@
-// Copyright (c) 2026 Invinite. Licensed under the MIT License.
-// See the LICENSE file in the repo root for full license text.
-//
-// Ported from invinite/src/components/trading-chart/indicators/lib/apply-offset.ts
-//   (commit d2d1043c1b039f66d2f3674526d303d31cf2f1e0, © Invinite).
-// Re-licensed MIT for chartlang. The math is the reference, the code
-// style is not.
-/**
- * TradingView-parity bar-shift helper. `offset === 0` returns the
- * same array reference so callers can keep a no-shift call in the
- * fast path without an allocation. Positive `offset` shifts forward
- * in time (output[i] = values[i − offset], NaN where out of range);
- * negative shifts backward.
- *
- * Phase 1 always passes `offset = 0` — the helper exists so Phase 4's
- * universal `opts.offset` (§9.1) is a zero-line wire-up.
- *
- * @formula  out[i] = values[i − offset] (NaN when i − offset ∉ [0, n))
- * @since 0.1
- * @stable
- * @example
- *     // import { applyOffsetToSeries } from "./applyOffset";
- *     // const shifted = applyOffsetToSeries(values, 2);
- */
-export function applyOffsetToSeries(values, offset) {
-    if (offset === 0 || values.length === 0)
-        return values;
-    const n = values.length;
-    const out = new Float64Array(n);
-    out.fill(Number.NaN);
-    for (let i = 0; i < n; i += 1) {
-        const src = i - offset;
-        if (src >= 0 && src < n)
-            out[i] = values[src];
-    }
-    return out;
-}
-//# sourceMappingURL=applyOffset.js.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"applyOffset.js","sourceRoot":"","sources":["../../../src/ta/lib/applyOffset.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,mFAAmF;AACnF,mEAAmE;AACnE,qEAAqE;AACrE,gBAAgB;AAEhB;;;;;;;;;;;;;;;;GAgBG;AACH,MAAM,UAAU,mBAAmB,CAAC,MAAoB,EAAE,MAAc;IACpE,IAAI,MAAM,KAAK,CAAC,IAAI,MAAM,CAAC,MAAM,KAAK,CAAC;QAAE,OAAO,MAAM,CAAC;IACvD,MAAM,CAAC,GAAG,MAAM,CAAC,MAAM,CAAC;IACxB,MAAM,GAAG,GAAG,IAAI,YAAY,CAAC,CAAC,CAAC,CAAC;IAChC,GAAG,CAAC,IAAI,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IACrB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;QAC5B,MAAM,GAAG,GAAG,CAAC,GAAG,MAAM,CAAC;QACvB,IAAI,GAAG,IAAI,CAAC,IAAI,GAAG,GAAG,CAAC;YAAE,GAAG,CAAC,CAAC,CAAC,GAAG,MAAM,CAAC,GAAG,CAAC,CAAC;IAClD,CAAC;IACD,OAAO,GAAG,CAAC;AACf,CAAC","sourcesContent":["// Copyright (c) 2026 Invinite. Licensed under the MIT License.\n// See the LICENSE file in the repo root for full license text.\n//\n// Ported from invinite/src/components/trading-chart/indicators/lib/apply-offset.ts\n//   (commit d2d1043c1b039f66d2f3674526d303d31cf2f1e0, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n\n/**\n * TradingView-parity bar-shift helper. `offset === 0` returns the\n * same array reference so callers can keep a no-shift call in the\n * fast path without an allocation. Positive `offset` shifts forward\n * in time (output[i] = values[i − offset], NaN where out of range);\n * negative shifts backward.\n *\n * Phase 1 always passes `offset = 0` — the helper exists so Phase 4's\n * universal `opts.offset` (§9.1) is a zero-line wire-up.\n *\n * @formula  out[i] = values[i − offset] (NaN when i − offset ∉ [0, n))\n * @since 0.1\n * @stable\n * @example\n *     // import { applyOffsetToSeries } from \"./applyOffset\";\n *     // const shifted = applyOffsetToSeries(values, 2);\n */\nexport function applyOffsetToSeries(values: Float64Array, offset: number): Float64Array {\n    if (offset === 0 || values.length === 0) return values;\n    const n = values.length;\n    const out = new Float64Array(n);\n    out.fill(Number.NaN);\n    for (let i = 0; i < n; i += 1) {\n        const src = i - offset;\n        if (src >= 0 && src < n) out[i] = values[src];\n    }\n    return out;\n}\n"]}