@invinite-org/chartlang-runtime 1.1.1 → 1.3.0

package/dist/ta/macd.js

@@ -72,8 +72,9 @@ function resultForOffset(slot, offset) {
  * @since 0.1
  * @stable
  *
- * `opts.offset` shifts all three 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 all three outputs in lockstep (`+n` right / future,
+ * `−n` left / past); the series values are unshifted.
  *
  * @example
  *     // import { ta } from "@invinite-org/chartlang-runtime";

package/dist/ta/macd.js.map

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

package/dist/ta/massIndex.d.ts

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

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

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

package/dist/ta/massIndex.js

@@ -115,8 +115,9 @@ function tickValue(slot, ratio) {
  * @since 0.2
  * @stable
  *
- * `opts.offset` shifts the returned series so `series.current` reads
- * the value `offset` bars ago.
+ * `opts.offset` is a presentation display shift carried to the plot
+ * emission as `xShift` (`+n` right / future, `−n` left / past); the
+ * series value is unshifted.
  *
  * @example
  *     // import { ta } from "@invinite-org/chartlang-core";

package/dist/ta/massIndex.js.map

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Licensed under the MIT License.\n// See the LICENSE file in the repo root for full license text.\n//\n// Ported from invinite/src/components/trading-chart/indicators/mass-index.ts\n//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n// Structural choices (callsite-id slot, Series<T> proxy, replaceHead\n// mode) follow chartlang's primitive shape — NOT invinite's\n// IndicatorPlugin shape. The chained EMA-of-range and EMA-of-EMA\n// arms compose `ta.ema` via sub-slots `${slotId}/ema1` /\n// `${slotId}/ema2` so the EMA recurrence + warmup semantics flow in\n// by reference. The rolling-sum-of-ratio window is folded\n// incrementally per bar.\n\nimport type { MassIndexOpts, 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\";\n\nconst DEFAULT_EMA_LENGTH = 9;\nconst DEFAULT_SUM_LENGTH = 25;\n\ntype MassIndexSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly emaLength: number;\n    readonly sumLength: number;\n    readonly ratioWindow: Float64RingBuffer;\n    sumRatio: 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.massIndex called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(emaLength: number, sumLength: number, capacity: number): MassIndexSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    return {\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        emaLength,\n        sumLength,\n        ratioWindow: new Float64RingBuffer(sumLength),\n        sumRatio: 0,\n        shiftedViews: new Map(),\n    };\n}\n\nfunction viewForOffset(slot: MassIndexSlot, 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 ratioValue(e1: number, e2: number): number {\n    if (!Number.isFinite(e1) || !Number.isFinite(e2) || e2 === 0) return Number.NaN;\n    return e1 / e2;\n}\n\nfunction recomputeSum(slot: MassIndexSlot): void {\n    let sum = 0;\n    let anyNaN = false;\n    for (let i = 0; i < slot.ratioWindow.length; i += 1) {\n        const v = slot.ratioWindow.at(i);\n        if (!Number.isFinite(v)) {\n            anyNaN = true;\n            break;\n        }\n        sum += v;\n    }\n    slot.sumRatio = anyNaN ? Number.NaN : sum;\n}\n\nfunction closeValue(slot: MassIndexSlot, ratio: number): number {\n    if (slot.ratioWindow.length < slot.ratioWindow.capacity) {\n        slot.ratioWindow.append(ratio);\n        if (Number.isFinite(ratio)) {\n            slot.sumRatio += ratio;\n        } else {\n            slot.sumRatio = Number.NaN;\n        }\n        if (slot.ratioWindow.length < slot.ratioWindow.capacity) return Number.NaN;\n        return slot.sumRatio;\n    }\n    const outgoing = slot.ratioWindow.at(slot.ratioWindow.length - 1);\n    slot.ratioWindow.append(ratio);\n    if (Number.isFinite(outgoing) && Number.isFinite(ratio) && Number.isFinite(slot.sumRatio)) {\n        slot.sumRatio = slot.sumRatio - outgoing + ratio;\n    } else {\n        recomputeSum(slot);\n    }\n    return slot.sumRatio;\n}\n\nfunction tickValue(slot: MassIndexSlot, ratio: number): number {\n    if (slot.ratioWindow.length < slot.ratioWindow.capacity) return Number.NaN;\n    const oldestInHead = slot.ratioWindow.at(0);\n    // NaN propagates through subtraction/addition — Infinity does too —\n    // so a poisoned sum, NaN ratio, or NaN oldestInHead all surface as\n    // a non-finite value at the head.\n    return slot.sumRatio - oldestInHead + ratio;\n}\n\n/**\n * Mass Index — sub-pane volatility line tracking the range-EMA\n * \"bulge\" ratio to flag trend-reversal setups via the canonical\n * 27 threshold. Built on EMA-of-EMA-of-range via two chained\n * sub-slots (`${slotId}/ema1`, `${slotId}/ema2`) — a fix to EMA's\n * recurrence flows in for free. Reads `bar.high − bar.low` directly\n * (no source param). NaN when either chained EMA is NaN or when\n * the inner EMA of EMA is zero (degenerate ratio).\n *\n * @formula  range[t] = high[t] − low[t] ;\n *           ema1     = EMA(emaLength)(range) ;\n *           ema2     = EMA(emaLength)(ema1) ;\n *           ratio[t] = ema1[t] / ema2[t] ;\n *           mi[t]    = sum(ratio[t − sumLength + 1..= t])\n * @warmup   emaLength + emaLength + sumLength − 3\n * @since 0.2\n * @stable\n *\n * `opts.offset` 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 mi = ta.massIndex();\n *     // plot(mi);\n */\nexport function massIndex(slotId: string, opts?: MassIndexOpts): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as MassIndexSlot | undefined;\n    if (slot === undefined) {\n        const emaLength = opts?.emaLength ?? DEFAULT_EMA_LENGTH;\n        const sumLength = opts?.sumLength ?? DEFAULT_SUM_LENGTH;\n        slot = initSlot(emaLength, sumLength, ctx.stream.ohlcv.close.capacity);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    const range = ctx.stream.bar.high - ctx.stream.bar.low;\n    const ema1Series = ema(`${slotId}/ema1`, range, slot.emaLength);\n    const e1 = ema1Series.current;\n    const ema2Series = ema(`${slotId}/ema2`, e1, slot.emaLength);\n    const e2 = ema2Series.current;\n    const ratio = ratioValue(e1, e2);\n    if (ctx.isTick) {\n        slot.outBuffer.replaceHead(tickValue(slot, ratio));\n    } else {\n        slot.outBuffer.append(closeValue(slot, ratio));\n    }\n    return viewForOffset(slot, opts?.offset ?? 0);\n}\n"]}
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Licensed under the MIT License.\n// See the LICENSE file in the repo root for full license text.\n//\n// Ported from invinite/src/components/trading-chart/indicators/mass-index.ts\n//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n// Structural choices (callsite-id slot, Series<T> proxy, replaceHead\n// mode) follow chartlang's primitive shape — NOT invinite's\n// IndicatorPlugin shape. The chained EMA-of-range and EMA-of-EMA\n// arms compose `ta.ema` via sub-slots `${slotId}/ema1` /\n// `${slotId}/ema2` so the EMA recurrence + warmup semantics flow in\n// by reference. The rolling-sum-of-ratio window is folded\n// incrementally per bar.\n\nimport type { MassIndexOpts, 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\";\n\nconst DEFAULT_EMA_LENGTH = 9;\nconst DEFAULT_SUM_LENGTH = 25;\n\ntype MassIndexSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly emaLength: number;\n    readonly sumLength: number;\n    readonly ratioWindow: Float64RingBuffer;\n    sumRatio: 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.massIndex called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(emaLength: number, sumLength: number, capacity: number): MassIndexSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    return {\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        emaLength,\n        sumLength,\n        ratioWindow: new Float64RingBuffer(sumLength),\n        sumRatio: 0,\n        shiftedViews: new Map(),\n    };\n}\n\nfunction viewForOffset(slot: MassIndexSlot, 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 ratioValue(e1: number, e2: number): number {\n    if (!Number.isFinite(e1) || !Number.isFinite(e2) || e2 === 0) return Number.NaN;\n    return e1 / e2;\n}\n\nfunction recomputeSum(slot: MassIndexSlot): void {\n    let sum = 0;\n    let anyNaN = false;\n    for (let i = 0; i < slot.ratioWindow.length; i += 1) {\n        const v = slot.ratioWindow.at(i);\n        if (!Number.isFinite(v)) {\n            anyNaN = true;\n            break;\n        }\n        sum += v;\n    }\n    slot.sumRatio = anyNaN ? Number.NaN : sum;\n}\n\nfunction closeValue(slot: MassIndexSlot, ratio: number): number {\n    if (slot.ratioWindow.length < slot.ratioWindow.capacity) {\n        slot.ratioWindow.append(ratio);\n        if (Number.isFinite(ratio)) {\n            slot.sumRatio += ratio;\n        } else {\n            slot.sumRatio = Number.NaN;\n        }\n        if (slot.ratioWindow.length < slot.ratioWindow.capacity) return Number.NaN;\n        return slot.sumRatio;\n    }\n    const outgoing = slot.ratioWindow.at(slot.ratioWindow.length - 1);\n    slot.ratioWindow.append(ratio);\n    if (Number.isFinite(outgoing) && Number.isFinite(ratio) && Number.isFinite(slot.sumRatio)) {\n        slot.sumRatio = slot.sumRatio - outgoing + ratio;\n    } else {\n        recomputeSum(slot);\n    }\n    return slot.sumRatio;\n}\n\nfunction tickValue(slot: MassIndexSlot, ratio: number): number {\n    if (slot.ratioWindow.length < slot.ratioWindow.capacity) return Number.NaN;\n    const oldestInHead = slot.ratioWindow.at(0);\n    // NaN propagates through subtraction/addition — Infinity does too —\n    // so a poisoned sum, NaN ratio, or NaN oldestInHead all surface as\n    // a non-finite value at the head.\n    return slot.sumRatio - oldestInHead + ratio;\n}\n\n/**\n * Mass Index — sub-pane volatility line tracking the range-EMA\n * \"bulge\" ratio to flag trend-reversal setups via the canonical\n * 27 threshold. Built on EMA-of-EMA-of-range via two chained\n * sub-slots (`${slotId}/ema1`, `${slotId}/ema2`) — a fix to EMA's\n * recurrence flows in for free. Reads `bar.high − bar.low` directly\n * (no source param). NaN when either chained EMA is NaN or when\n * the inner EMA of EMA is zero (degenerate ratio).\n *\n * @formula  range[t] = high[t] − low[t] ;\n *           ema1     = EMA(emaLength)(range) ;\n *           ema2     = EMA(emaLength)(ema1) ;\n *           ratio[t] = ema1[t] / ema2[t] ;\n *           mi[t]    = sum(ratio[t − sumLength + 1..= t])\n * @warmup   emaLength + emaLength + sumLength − 3\n * @since 0.2\n * @stable\n *\n * `opts.offset` is a presentation display shift carried to the plot\n * emission as `xShift` (`+n` right / future, `−n` left / past); the\n * series value is unshifted.\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-core\";\n *     // const mi = ta.massIndex();\n *     // plot(mi);\n */\nexport function massIndex(slotId: string, opts?: MassIndexOpts): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as MassIndexSlot | undefined;\n    if (slot === undefined) {\n        const emaLength = opts?.emaLength ?? DEFAULT_EMA_LENGTH;\n        const sumLength = opts?.sumLength ?? DEFAULT_SUM_LENGTH;\n        slot = initSlot(emaLength, sumLength, ctx.stream.ohlcv.close.capacity);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    const range = ctx.stream.bar.high - ctx.stream.bar.low;\n    const ema1Series = ema(`${slotId}/ema1`, range, slot.emaLength);\n    const e1 = ema1Series.current;\n    const ema2Series = ema(`${slotId}/ema2`, e1, slot.emaLength);\n    const e2 = ema2Series.current;\n    const ratio = ratioValue(e1, e2);\n    if (ctx.isTick) {\n        slot.outBuffer.replaceHead(tickValue(slot, ratio));\n    } else {\n        slot.outBuffer.append(closeValue(slot, ratio));\n    }\n    return viewForOffset(slot, opts?.offset ?? 0);\n}\n"]}

package/dist/ta/mfi.d.ts

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

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

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

package/dist/ta/mfi.js

@@ -98,7 +98,9 @@ function emitMfi(sumPos, sumNeg, ready) {
  * @since 0.2
  * @stable
  *
- * `opts.offset` shifts the returned series.
+ * `opts.offset` is a presentation display shift carried to the plot
+ * emission as `xShift` (`+n` right / future, `−n` left / past); the
+ * series value is unshifted.
  *
  * @example
  *     // import { ta, plot } from "@invinite-org/chartlang-core";

package/dist/ta/mfi.js.map

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

package/dist/ta/netVolume.d.ts

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

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

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

package/dist/ta/netVolume.js

@@ -86,7 +86,9 @@ function fold(inCum, inPrevClose, close, volume) {
  * @since 0.2
  * @stable
  *
- * `opts.offset` shifts the returned series.
+ * `opts.offset` is a presentation display shift carried to the plot
+ * emission as `xShift` (`+n` right / future, `−n` left / past); the
+ * series value is unshifted.
  *
  * @example
  *     // import { ta, plot } from "@invinite-org/chartlang-core";

package/dist/ta/netVolume.js.map

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

package/dist/ta/nvi.d.ts

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

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

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

package/dist/ta/nvi.js

@@ -106,7 +106,9 @@ function fold(inValue, inPrevClose, inPrevVolume, close, volume) {
  * @since 0.2
  * @stable
  *
- * `opts.offset` shifts the returned series.
+ * `opts.offset` is a presentation display shift carried to the plot
+ * emission as `xShift` (`+n` right / future, `−n` left / past); the
+ * series value is unshifted.
  *
  * @example
  *     // import { ta, plot } from "@invinite-org/chartlang-core";

package/dist/ta/nvi.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/nvi.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 runtime emits the RAW NVI line only;\n// invinite's optional smoothing block is left to the script author\n// (`ta.ema(ta.nvi(), 255)` etc.). The mirror primitive `ta.pvi`\n// re-uses this file's `nviLikeFold` shape with a flipped predicate.\n\nimport type { NviOpts, Series } from \"@invinite-org/chartlang-core\";\n\nimport { Float64RingBuffer } from \"../ringBuffer.js\";\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { makeSeriesView, makeShiftedSeriesView } from \"../seriesView.js\";\n\n/**\n * Anchored seed value at bar 0 (and after any bar where the\n * accumulator has been carried-forward through NaN inputs).\n *\n * @anchors seedValue\n */\nconst SEED_VALUE = 1000;\n\ntype NviSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly shiftedViews: Map<number, Series<number>>;\n    /** Active NVI value across the closed bars so far. */\n    value: number;\n    /** Most recent finite close. */\n    prevClose: number;\n    /** Most recent volume (treated as 0 on NaN). */\n    prevVolume: number;\n    /** Snapshot of `value` BEFORE the most recent close-side update. */\n    prevClosedValue: number;\n    prevClosedPrevClose: number;\n    prevClosedPrevVolume: number;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.nvi called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(capacity: number): NviSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    return {\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        shiftedViews: new Map(),\n        value: SEED_VALUE,\n        prevClose: Number.NaN,\n        prevVolume: Number.NaN,\n        prevClosedValue: SEED_VALUE,\n        prevClosedPrevClose: Number.NaN,\n        prevClosedPrevVolume: Number.NaN,\n    };\n}\n\nfunction viewForOffset(slot: NviSlot, 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 safeVol(volume: number): number {\n    return Number.isFinite(volume) ? volume : 0;\n}\n\n/**\n * Fold the bar's `(close, volume)` into the prior NVI state. NaN close\n * carries every field forward (don't advance `prevClose` — the next\n * finite close differences against the last finite one). NaN volume\n * is treated as 0 (matches invinite's `safeVolume` shape). The\n * comparison runs `currV < prevV` (NVI) and only updates when the\n * comparison holds AND `prevClose !== 0`.\n */\nfunction fold(\n    inValue: number,\n    inPrevClose: number,\n    inPrevVolume: number,\n    close: number,\n    volume: number,\n): { value: number; prevClose: number; prevVolume: number } {\n    if (!Number.isFinite(close)) {\n        return { value: inValue, prevClose: inPrevClose, prevVolume: inPrevVolume };\n    }\n    const v = safeVol(volume);\n    if (!Number.isFinite(inPrevClose)) {\n        // First defined close — seed `prevClose` + `prevVolume`,\n        // leave `value` at its 1000 seed.\n        return { value: inValue, prevClose: close, prevVolume: v };\n    }\n    const pv = safeVol(inPrevVolume);\n    const shouldUpdate = v < pv;\n    if (!shouldUpdate || inPrevClose === 0) {\n        return { value: inValue, prevClose: close, prevVolume: v };\n    }\n    const next = inValue * (1 + (close - inPrevClose) / inPrevClose);\n    return { value: next, prevClose: close, prevVolume: v };\n}\n\n/**\n * Negative Volume Index — cumulative percentage-change in close on\n * bars whose volume is strictly LOWER than the prior bar's; bars with\n * equal-or-higher volume carry the prior NVI value unchanged. Seeded\n * at 1000 (anchor — see `SEED_VALUE`); the property tests pin the\n * seed at bar 0.\n *\n * NaN volume is treated as 0 (matches invinite's `safeVolume` shape) —\n * a NaN-volume bar is \"lower\" than any positive-volume bar, so the\n * comparison is exercised. NaN close carries every accumulator field\n * forward without advancing — the next finite close differences\n * against the last finite one.\n *\n * **Tick mode.** Replays the head bar's contribution against a\n * snapshot of the prior-close `(value, prevClose, prevVolume)` tuple.\n *\n * @formula  nvi[0] = 1000 ;\n *           nvi[t] = (volume[t] < volume[t − 1] && prevClose != 0)\n *                  ? nvi[t − 1] · (1 + (close[t] − close[t − 1]) / close[t − 1])\n *                  : nvi[t − 1]\n * @warmup   1 (bar 0 emits the 1000 seed)\n * @anchors  seedValue\n * @since 0.2\n * @stable\n *\n * `opts.offset` shifts the returned series.\n *\n * @example\n *     // import { ta, plot } from \"@invinite-org/chartlang-core\";\n *     // const n = ta.nvi();\n *     // plot(n);\n */\nexport function nvi(slotId: string, opts?: NviOpts): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as NviSlot | undefined;\n    if (slot === undefined) {\n        slot = initSlot(ctx.stream.ohlcv.close.capacity);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    const offset = opts?.offset ?? 0;\n    const { close, volume } = ctx.stream.bar;\n\n    if (ctx.isTick) {\n        const next = fold(\n            slot.prevClosedValue,\n            slot.prevClosedPrevClose,\n            slot.prevClosedPrevVolume,\n            close,\n            volume,\n        );\n        slot.outBuffer.replaceHead(next.value);\n        return viewForOffset(slot, offset);\n    }\n\n    slot.prevClosedValue = slot.value;\n    slot.prevClosedPrevClose = slot.prevClose;\n    slot.prevClosedPrevVolume = slot.prevVolume;\n    const next = fold(slot.value, slot.prevClose, slot.prevVolume, close, volume);\n    slot.value = next.value;\n    slot.prevClose = next.prevClose;\n    slot.prevVolume = next.prevVolume;\n    slot.outBuffer.append(slot.value);\n    return viewForOffset(slot, offset);\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/nvi.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 runtime emits the RAW NVI line only;\n// invinite's optional smoothing block is left to the script author\n// (`ta.ema(ta.nvi(), 255)` etc.). The mirror primitive `ta.pvi`\n// re-uses this file's `nviLikeFold` shape with a flipped predicate.\n\nimport type { NviOpts, Series } from \"@invinite-org/chartlang-core\";\n\nimport { Float64RingBuffer } from \"../ringBuffer.js\";\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { makeSeriesView, makeShiftedSeriesView } from \"../seriesView.js\";\n\n/**\n * Anchored seed value at bar 0 (and after any bar where the\n * accumulator has been carried-forward through NaN inputs).\n *\n * @anchors seedValue\n */\nconst SEED_VALUE = 1000;\n\ntype NviSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly shiftedViews: Map<number, Series<number>>;\n    /** Active NVI value across the closed bars so far. */\n    value: number;\n    /** Most recent finite close. */\n    prevClose: number;\n    /** Most recent volume (treated as 0 on NaN). */\n    prevVolume: number;\n    /** Snapshot of `value` BEFORE the most recent close-side update. */\n    prevClosedValue: number;\n    prevClosedPrevClose: number;\n    prevClosedPrevVolume: number;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.nvi called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(capacity: number): NviSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    return {\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        shiftedViews: new Map(),\n        value: SEED_VALUE,\n        prevClose: Number.NaN,\n        prevVolume: Number.NaN,\n        prevClosedValue: SEED_VALUE,\n        prevClosedPrevClose: Number.NaN,\n        prevClosedPrevVolume: Number.NaN,\n    };\n}\n\nfunction viewForOffset(slot: NviSlot, 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 safeVol(volume: number): number {\n    return Number.isFinite(volume) ? volume : 0;\n}\n\n/**\n * Fold the bar's `(close, volume)` into the prior NVI state. NaN close\n * carries every field forward (don't advance `prevClose` — the next\n * finite close differences against the last finite one). NaN volume\n * is treated as 0 (matches invinite's `safeVolume` shape). The\n * comparison runs `currV < prevV` (NVI) and only updates when the\n * comparison holds AND `prevClose !== 0`.\n */\nfunction fold(\n    inValue: number,\n    inPrevClose: number,\n    inPrevVolume: number,\n    close: number,\n    volume: number,\n): { value: number; prevClose: number; prevVolume: number } {\n    if (!Number.isFinite(close)) {\n        return { value: inValue, prevClose: inPrevClose, prevVolume: inPrevVolume };\n    }\n    const v = safeVol(volume);\n    if (!Number.isFinite(inPrevClose)) {\n        // First defined close — seed `prevClose` + `prevVolume`,\n        // leave `value` at its 1000 seed.\n        return { value: inValue, prevClose: close, prevVolume: v };\n    }\n    const pv = safeVol(inPrevVolume);\n    const shouldUpdate = v < pv;\n    if (!shouldUpdate || inPrevClose === 0) {\n        return { value: inValue, prevClose: close, prevVolume: v };\n    }\n    const next = inValue * (1 + (close - inPrevClose) / inPrevClose);\n    return { value: next, prevClose: close, prevVolume: v };\n}\n\n/**\n * Negative Volume Index — cumulative percentage-change in close on\n * bars whose volume is strictly LOWER than the prior bar's; bars with\n * equal-or-higher volume carry the prior NVI value unchanged. Seeded\n * at 1000 (anchor — see `SEED_VALUE`); the property tests pin the\n * seed at bar 0.\n *\n * NaN volume is treated as 0 (matches invinite's `safeVolume` shape) —\n * a NaN-volume bar is \"lower\" than any positive-volume bar, so the\n * comparison is exercised. NaN close carries every accumulator field\n * forward without advancing — the next finite close differences\n * against the last finite one.\n *\n * **Tick mode.** Replays the head bar's contribution against a\n * snapshot of the prior-close `(value, prevClose, prevVolume)` tuple.\n *\n * @formula  nvi[0] = 1000 ;\n *           nvi[t] = (volume[t] < volume[t − 1] && prevClose != 0)\n *                  ? nvi[t − 1] · (1 + (close[t] − close[t − 1]) / close[t − 1])\n *                  : nvi[t − 1]\n * @warmup   1 (bar 0 emits the 1000 seed)\n * @anchors  seedValue\n * @since 0.2\n * @stable\n *\n * `opts.offset` is a presentation display shift carried to the plot\n * emission as `xShift` (`+n` right / future, `−n` left / past); the\n * series value is unshifted.\n *\n * @example\n *     // import { ta, plot } from \"@invinite-org/chartlang-core\";\n *     // const n = ta.nvi();\n *     // plot(n);\n */\nexport function nvi(slotId: string, opts?: NviOpts): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as NviSlot | undefined;\n    if (slot === undefined) {\n        slot = initSlot(ctx.stream.ohlcv.close.capacity);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    const offset = opts?.offset ?? 0;\n    const { close, volume } = ctx.stream.bar;\n\n    if (ctx.isTick) {\n        const next = fold(\n            slot.prevClosedValue,\n            slot.prevClosedPrevClose,\n            slot.prevClosedPrevVolume,\n            close,\n            volume,\n        );\n        slot.outBuffer.replaceHead(next.value);\n        return viewForOffset(slot, offset);\n    }\n\n    slot.prevClosedValue = slot.value;\n    slot.prevClosedPrevClose = slot.prevClose;\n    slot.prevClosedPrevVolume = slot.prevVolume;\n    const next = fold(slot.value, slot.prevClose, slot.prevVolume, close, volume);\n    slot.value = next.value;\n    slot.prevClose = next.prevClose;\n    slot.prevVolume = next.prevVolume;\n    slot.outBuffer.append(slot.value);\n    return viewForOffset(slot, offset);\n}\n"]}

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

@@ -1 +1 @@
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+{"version":3,"file":"persistence.d.ts","sourceRoot":"","sources":["../../src/ta/persistence.ts"],"names":[],"mappings":"AAGA,OAAO,KAAK,EAAE,SAAS,EAAU,MAAM,8BAA8B,CAAC;AAatE,OAAO,KAAK,EAAE,WAAW,EAAE,MAAM,mBAAmB,CAAC;AA6PrD;;;;;;;;;GASG;AACH,wBAAgB,mBAAmB,CAAC,GAAG,EAAE,MAAM,GAAG,OAAO,CAExD;AAED;;;;;;;;;;;GAWG;AACH,wBAAgB,gBAAgB,CAAC,MAAM,EAAE,WAAW,GAAG,QAAQ,CAAC,MAAM,CAAC,MAAM,EAAE,SAAS,CAAC,CAAC,CASzF;AAED;;;;;;;;;;;GAWG;AACH,wBAAgB,cAAc,CAC1B,MAAM,EAAE,WAAW,EACnB,KAAK,EAAE,QAAQ,CAAC,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,CAAC,GACzC,IAAI,CASN"}

package/dist/ta/persistence.js

@@ -1,19 +1,9 @@
 // Copyright (c) 2026 Invinite. Licensed under the MIT License.
 // See the LICENSE file in the repo root for full license text.
+import { finiteOrNull, isBufferSnapshot, isInteger, isRecord, restoreBuffer, restoreNumber, serialiseBuffer, } from "../bufferSnapshot.js";
 import { Float64RingBuffer } from "../ringBuffer.js";
 import { makeSeriesView } from "../seriesView.js";
 const TA_SLOT_PREFIX = "ta:";
-function isRecord(value) {
-    return typeof value === "object" && value !== null && !Array.isArray(value);
-}
-function finiteOrNull(value) {
-    return Number.isFinite(value) ? value : null;
-}
-function restoreNumber(value) {
-    if (value === null)
-        return Number.NaN;
-    return typeof value === "number" && Number.isFinite(value) ? value : null;
-}
 /**
  * Restore a record of named numeric fields, returning `null` if any one
  * field fails {@link restoreNumber}. Lets restore functions read several
@@ -32,35 +22,6 @@ function restoreNumbers(fields) {
     }
     return out;
 }
-function isInteger(value) {
-    return typeof value === "number" && Number.isInteger(value);
-}
-function isBufferSnapshot(value) {
-    if (!isRecord(value))
-        return false;
-    if (!isInteger(value.headIndex) || !isInteger(value.filled))
-        return false;
-    return (Array.isArray(value.values) &&
-        value.values.every((entry) => entry === null || (typeof entry === "number" && Number.isFinite(entry))));
-}
-function serialiseBuffer(buffer) {
-    const snapshot = buffer.serialiseSnapshotBuffer();
-    return {
-        headIndex: snapshot.headIndex,
-        filled: snapshot.filled,
-        values: snapshot.values,
-    };
-}
-function restoreBuffer(snapshot, capacity) {
-    const buffer = new Float64RingBuffer(capacity);
-    try {
-        buffer.restoreFromSnapshotBuffer(snapshot);
-        return buffer;
-    }
-    catch {
-        return null;
-    }
-}
 function baseSlot(outBuffer) {
     return {
         outBuffer,

package/dist/ta/persistence.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\nimport type { JsonValue, Series } from \"@invinite-org/chartlang-core\";\n\nimport { Float64RingBuffer } from \"../ringBuffer.js\";\nimport { makeSeriesView } from \"../seriesView.js\";\nimport type { StreamState } from \"../streamState.js\";\n\nconst TA_SLOT_PREFIX = \"ta:\";\n\ntype BufferSnapshot = Readonly<{\n    headIndex: number;\n    filled: number;\n    values: ReadonlyArray<number | null>;\n}>;\n\ntype RestoredBaseSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly shiftedViews: Map<number, Series<number>>;\n};\n\ntype RestoredSmaSlot = RestoredBaseSlot & {\n    readonly kind: \"ta.sma\";\n    readonly length: number;\n    readonly window: Float64RingBuffer;\n    sum: number;\n};\n\ntype RestoredEmaSlot = RestoredBaseSlot & {\n    readonly kind: \"ta.ema\";\n    readonly alpha: number;\n    readonly length: number;\n    seedSum: number;\n    seedCount: number;\n    prevEma: number;\n    prevClosedEma: number;\n};\n\ntype RestoredRsiSlot = RestoredBaseSlot & {\n    readonly kind: \"ta.rsi\";\n    readonly length: number;\n    seedGainSum: number;\n    seedLossSum: number;\n    diffCount: number;\n    avgGain: number;\n    avgLoss: number;\n    prevSrc: number;\n    prevClosedSrc: number;\n};\n\ntype RestoredTaSlot = RestoredSmaSlot | RestoredEmaSlot | RestoredRsiSlot;\n\nfunction isRecord(value: unknown): value is Readonly<Record<string, unknown>> {\n    return typeof value === \"object\" && value !== null && !Array.isArray(value);\n}\n\nfunction finiteOrNull(value: number): number | null {\n    return Number.isFinite(value) ? value : null;\n}\n\nfunction restoreNumber(value: unknown): number | null {\n    if (value === null) return Number.NaN;\n    return typeof value === \"number\" && Number.isFinite(value) ? value : null;\n}\n\n/**\n * Restore a record of named numeric fields, returning `null` if any one\n * field fails {@link restoreNumber}. Lets restore functions read several\n * persisted numbers in one all-or-nothing step instead of an OR-chain of\n * per-field null checks.\n *\n * @internal\n */\nfunction restoreNumbers<K extends string>(\n    fields: Readonly<Record<K, unknown>>,\n): Record<K, number> | null {\n    const out = {} as Record<K, number>;\n    for (const key of Object.keys(fields) as K[]) {\n        const restored = restoreNumber(fields[key]);\n        if (restored === null) return null;\n        out[key] = restored;\n    }\n    return out;\n}\n\nfunction isInteger(value: unknown): value is number {\n    return typeof value === \"number\" && Number.isInteger(value);\n}\n\nfunction isBufferSnapshot(value: unknown): value is BufferSnapshot {\n    if (!isRecord(value)) return false;\n    if (!isInteger(value.headIndex) || !isInteger(value.filled)) return false;\n    return (\n        Array.isArray(value.values) &&\n        value.values.every(\n            (entry) => entry === null || (typeof entry === \"number\" && Number.isFinite(entry)),\n        )\n    );\n}\n\nfunction serialiseBuffer(buffer: Float64RingBuffer): JsonValue {\n    const snapshot = buffer.serialiseSnapshotBuffer();\n    return {\n        headIndex: snapshot.headIndex,\n        filled: snapshot.filled,\n        values: snapshot.values,\n    };\n}\n\nfunction restoreBuffer(snapshot: BufferSnapshot, capacity: number): Float64RingBuffer | null {\n    const buffer = new Float64RingBuffer(capacity);\n    try {\n        buffer.restoreFromSnapshotBuffer(snapshot);\n        return buffer;\n    } catch {\n        return null;\n    }\n}\n\nfunction baseSlot(outBuffer: Float64RingBuffer): RestoredBaseSlot {\n    return {\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        shiftedViews: new Map<number, Series<number>>(),\n    };\n}\n\nfunction isFloat64RingBuffer(value: unknown): value is Float64RingBuffer {\n    return value instanceof Float64RingBuffer;\n}\n\nfunction serialiseSma(slot: Readonly<Record<string, unknown>>): JsonValue | null {\n    if (\n        slot.kind !== \"ta.sma\" ||\n        typeof slot.length !== \"number\" ||\n        typeof slot.sum !== \"number\" ||\n        !isFloat64RingBuffer(slot.outBuffer) ||\n        !isFloat64RingBuffer(slot.window)\n    ) {\n        return null;\n    }\n    return {\n        kind: \"ta.sma\",\n        length: slot.length,\n        outBuffer: serialiseBuffer(slot.outBuffer),\n        window: serialiseBuffer(slot.window),\n        sum: finiteOrNull(slot.sum),\n    };\n}\n\nfunction serialiseEma(slot: Readonly<Record<string, unknown>>): JsonValue | null {\n    if (\n        slot.kind !== \"ta.ema\" ||\n        typeof slot.alpha !== \"number\" ||\n        typeof slot.length !== \"number\" ||\n        typeof slot.seedSum !== \"number\" ||\n        typeof slot.seedCount !== \"number\" ||\n        typeof slot.prevEma !== \"number\" ||\n        typeof slot.prevClosedEma !== \"number\" ||\n        !isFloat64RingBuffer(slot.outBuffer)\n    ) {\n        return null;\n    }\n    return {\n        kind: \"ta.ema\",\n        alpha: finiteOrNull(slot.alpha),\n        length: slot.length,\n        outBuffer: serialiseBuffer(slot.outBuffer),\n        seedSum: finiteOrNull(slot.seedSum),\n        seedCount: slot.seedCount,\n        prevEma: finiteOrNull(slot.prevEma),\n        prevClosedEma: finiteOrNull(slot.prevClosedEma),\n    };\n}\n\nfunction serialiseRsi(slot: Readonly<Record<string, unknown>>): JsonValue | null {\n    if (\n        slot.kind !== \"ta.rsi\" ||\n        typeof slot.length !== \"number\" ||\n        typeof slot.seedGainSum !== \"number\" ||\n        typeof slot.seedLossSum !== \"number\" ||\n        typeof slot.diffCount !== \"number\" ||\n        typeof slot.avgGain !== \"number\" ||\n        typeof slot.avgLoss !== \"number\" ||\n        typeof slot.prevSrc !== \"number\" ||\n        typeof slot.prevClosedSrc !== \"number\" ||\n        !isFloat64RingBuffer(slot.outBuffer)\n    ) {\n        return null;\n    }\n    return {\n        kind: \"ta.rsi\",\n        length: slot.length,\n        outBuffer: serialiseBuffer(slot.outBuffer),\n        seedGainSum: finiteOrNull(slot.seedGainSum),\n        seedLossSum: finiteOrNull(slot.seedLossSum),\n        diffCount: slot.diffCount,\n        avgGain: finiteOrNull(slot.avgGain),\n        avgLoss: finiteOrNull(slot.avgLoss),\n        prevSrc: finiteOrNull(slot.prevSrc),\n        prevClosedSrc: finiteOrNull(slot.prevClosedSrc),\n    };\n}\n\nfunction restoreSma(snapshot: Readonly<Record<string, unknown>>): RestoredSmaSlot | null {\n    const outSnapshot = snapshot.outBuffer;\n    const windowSnapshot = snapshot.window;\n    if (\n        snapshot.kind !== \"ta.sma\" ||\n        !isInteger(snapshot.length) ||\n        !isBufferSnapshot(outSnapshot) ||\n        !isBufferSnapshot(windowSnapshot)\n    ) {\n        return null;\n    }\n    const sum = restoreNumber(snapshot.sum);\n    if (sum === null) return null;\n    const outBuffer = restoreBuffer(outSnapshot, outSnapshot.values.length);\n    const window = restoreBuffer(windowSnapshot, snapshot.length);\n    if (outBuffer === null || window === null) return null;\n    return {\n        kind: \"ta.sma\",\n        ...baseSlot(outBuffer),\n        length: snapshot.length,\n        window,\n        sum,\n    };\n}\n\nfunction restoreEma(snapshot: Readonly<Record<string, unknown>>): RestoredEmaSlot | null {\n    const outSnapshot = snapshot.outBuffer;\n    if (\n        snapshot.kind !== \"ta.ema\" ||\n        !isInteger(snapshot.length) ||\n        !isInteger(snapshot.seedCount) ||\n        !isBufferSnapshot(outSnapshot)\n    ) {\n        return null;\n    }\n    const numbers = restoreNumbers({\n        alpha: snapshot.alpha,\n        seedSum: snapshot.seedSum,\n        prevEma: snapshot.prevEma,\n        prevClosedEma: snapshot.prevClosedEma,\n    });\n    if (numbers === null) return null;\n    const outBuffer = restoreBuffer(outSnapshot, outSnapshot.values.length);\n    if (outBuffer === null) return null;\n    return {\n        kind: \"ta.ema\",\n        ...baseSlot(outBuffer),\n        alpha: numbers.alpha,\n        length: snapshot.length,\n        seedSum: numbers.seedSum,\n        seedCount: snapshot.seedCount,\n        prevEma: numbers.prevEma,\n        prevClosedEma: numbers.prevClosedEma,\n    };\n}\n\nfunction restoreRsi(snapshot: Readonly<Record<string, unknown>>): RestoredRsiSlot | null {\n    const outSnapshot = snapshot.outBuffer;\n    if (\n        snapshot.kind !== \"ta.rsi\" ||\n        !isInteger(snapshot.length) ||\n        !isInteger(snapshot.diffCount) ||\n        !isBufferSnapshot(outSnapshot)\n    ) {\n        return null;\n    }\n    const numbers = restoreNumbers({\n        seedGainSum: snapshot.seedGainSum,\n        seedLossSum: snapshot.seedLossSum,\n        avgGain: snapshot.avgGain,\n        avgLoss: snapshot.avgLoss,\n        prevSrc: snapshot.prevSrc,\n        prevClosedSrc: snapshot.prevClosedSrc,\n    });\n    if (numbers === null) return null;\n    const outBuffer = restoreBuffer(outSnapshot, outSnapshot.values.length);\n    if (outBuffer === null) return null;\n    return {\n        kind: \"ta.rsi\",\n        ...baseSlot(outBuffer),\n        length: snapshot.length,\n        seedGainSum: numbers.seedGainSum,\n        seedLossSum: numbers.seedLossSum,\n        diffCount: snapshot.diffCount,\n        avgGain: numbers.avgGain,\n        avgLoss: numbers.avgLoss,\n        prevSrc: numbers.prevSrc,\n        prevClosedSrc: numbers.prevClosedSrc,\n    };\n}\n\nfunction serialiseTaSlot(slot: unknown): JsonValue | null {\n    if (!isRecord(slot)) return null;\n    if (slot.kind === \"ta.sma\") return serialiseSma(slot);\n    if (slot.kind === \"ta.ema\") return serialiseEma(slot);\n    if (slot.kind === \"ta.rsi\") return serialiseRsi(slot);\n    return null;\n}\n\nfunction restoreTaSlot(snapshot: unknown): RestoredTaSlot | null {\n    if (!isRecord(snapshot)) return null;\n    if (snapshot.kind === \"ta.sma\") return restoreSma(snapshot);\n    if (snapshot.kind === \"ta.ema\") return restoreEma(snapshot);\n    if (snapshot.kind === \"ta.rsi\") return restoreRsi(snapshot);\n    return null;\n}\n\n/**\n * Return whether a snapshot slot key belongs to the TA persistence namespace.\n *\n * @since 0.5\n * @internal\n * @stable\n * @formula  key.startsWith(\"ta:\")\n * @example\n *     isTaSlotSnapshotKey(\"ta:slot#0\"); // true\n */\nexport function isTaSlotSnapshotKey(key: string): boolean {\n    return key.startsWith(TA_SLOT_PREFIX);\n}\n\n/**\n * Serialise supported `ta.*` runtime slots into JSON-clean snapshot entries.\n *\n * @since 0.5\n * @internal\n * @stable\n * @formula  snapshot[`ta:${slotId}`] = serialise(slot) for supported TA slots\n * @example\n *     // const entries = serialiseTaSlots(stream);\n *     const entries = {};\n *     void entries;\n */\nexport function serialiseTaSlots(stream: StreamState): Readonly<Record<string, JsonValue>> {\n    const out: Record<string, JsonValue> = {};\n    for (const [slotId, slot] of stream.taSlots.entries()) {\n        const snapshot = serialiseTaSlot(slot);\n        if (snapshot !== null) {\n            out[`${TA_SLOT_PREFIX}${slotId}`] = snapshot;\n        }\n    }\n    return Object.freeze(out);\n}\n\n/**\n * Restore supported `ta.*` runtime slots from namespaced snapshot entries.\n *\n * @since 0.5\n * @internal\n * @stable\n * @formula  stream.taSlots[slotId] = restore(snapshot[`ta:${slotId}`])\n * @example\n *     // restoreTaSlots(stream, snapshot.slots);\n *     const restored = true;\n *     void restored;\n */\nexport function restoreTaSlots(\n    stream: StreamState,\n    slots: Readonly<Record<string, unknown>>,\n): void {\n    stream.taSlots.clear();\n    for (const [key, value] of Object.entries(slots)) {\n        if (!isTaSlotSnapshotKey(key)) continue;\n        const slot = restoreTaSlot(value);\n        if (slot !== null) {\n            stream.taSlots.set(key.slice(TA_SLOT_PREFIX.length), slot);\n        }\n    }\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\nimport type { JsonValue, Series } from \"@invinite-org/chartlang-core\";\n\nimport {\n    finiteOrNull,\n    isBufferSnapshot,\n    isInteger,\n    isRecord,\n    restoreBuffer,\n    restoreNumber,\n    serialiseBuffer,\n} from \"../bufferSnapshot.js\";\nimport { Float64RingBuffer } from \"../ringBuffer.js\";\nimport { makeSeriesView } from \"../seriesView.js\";\nimport type { StreamState } from \"../streamState.js\";\n\nconst TA_SLOT_PREFIX = \"ta:\";\n\ntype RestoredBaseSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly shiftedViews: Map<number, Series<number>>;\n};\n\ntype RestoredSmaSlot = RestoredBaseSlot & {\n    readonly kind: \"ta.sma\";\n    readonly length: number;\n    readonly window: Float64RingBuffer;\n    sum: number;\n};\n\ntype RestoredEmaSlot = RestoredBaseSlot & {\n    readonly kind: \"ta.ema\";\n    readonly alpha: number;\n    readonly length: number;\n    seedSum: number;\n    seedCount: number;\n    prevEma: number;\n    prevClosedEma: number;\n};\n\ntype RestoredRsiSlot = RestoredBaseSlot & {\n    readonly kind: \"ta.rsi\";\n    readonly length: number;\n    seedGainSum: number;\n    seedLossSum: number;\n    diffCount: number;\n    avgGain: number;\n    avgLoss: number;\n    prevSrc: number;\n    prevClosedSrc: number;\n};\n\ntype RestoredTaSlot = RestoredSmaSlot | RestoredEmaSlot | RestoredRsiSlot;\n\n/**\n * Restore a record of named numeric fields, returning `null` if any one\n * field fails {@link restoreNumber}. Lets restore functions read several\n * persisted numbers in one all-or-nothing step instead of an OR-chain of\n * per-field null checks.\n *\n * @internal\n */\nfunction restoreNumbers<K extends string>(\n    fields: Readonly<Record<K, unknown>>,\n): Record<K, number> | null {\n    const out = {} as Record<K, number>;\n    for (const key of Object.keys(fields) as K[]) {\n        const restored = restoreNumber(fields[key]);\n        if (restored === null) return null;\n        out[key] = restored;\n    }\n    return out;\n}\n\nfunction baseSlot(outBuffer: Float64RingBuffer): RestoredBaseSlot {\n    return {\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        shiftedViews: new Map<number, Series<number>>(),\n    };\n}\n\nfunction isFloat64RingBuffer(value: unknown): value is Float64RingBuffer {\n    return value instanceof Float64RingBuffer;\n}\n\nfunction serialiseSma(slot: Readonly<Record<string, unknown>>): JsonValue | null {\n    if (\n        slot.kind !== \"ta.sma\" ||\n        typeof slot.length !== \"number\" ||\n        typeof slot.sum !== \"number\" ||\n        !isFloat64RingBuffer(slot.outBuffer) ||\n        !isFloat64RingBuffer(slot.window)\n    ) {\n        return null;\n    }\n    return {\n        kind: \"ta.sma\",\n        length: slot.length,\n        outBuffer: serialiseBuffer(slot.outBuffer),\n        window: serialiseBuffer(slot.window),\n        sum: finiteOrNull(slot.sum),\n    };\n}\n\nfunction serialiseEma(slot: Readonly<Record<string, unknown>>): JsonValue | null {\n    if (\n        slot.kind !== \"ta.ema\" ||\n        typeof slot.alpha !== \"number\" ||\n        typeof slot.length !== \"number\" ||\n        typeof slot.seedSum !== \"number\" ||\n        typeof slot.seedCount !== \"number\" ||\n        typeof slot.prevEma !== \"number\" ||\n        typeof slot.prevClosedEma !== \"number\" ||\n        !isFloat64RingBuffer(slot.outBuffer)\n    ) {\n        return null;\n    }\n    return {\n        kind: \"ta.ema\",\n        alpha: finiteOrNull(slot.alpha),\n        length: slot.length,\n        outBuffer: serialiseBuffer(slot.outBuffer),\n        seedSum: finiteOrNull(slot.seedSum),\n        seedCount: slot.seedCount,\n        prevEma: finiteOrNull(slot.prevEma),\n        prevClosedEma: finiteOrNull(slot.prevClosedEma),\n    };\n}\n\nfunction serialiseRsi(slot: Readonly<Record<string, unknown>>): JsonValue | null {\n    if (\n        slot.kind !== \"ta.rsi\" ||\n        typeof slot.length !== \"number\" ||\n        typeof slot.seedGainSum !== \"number\" ||\n        typeof slot.seedLossSum !== \"number\" ||\n        typeof slot.diffCount !== \"number\" ||\n        typeof slot.avgGain !== \"number\" ||\n        typeof slot.avgLoss !== \"number\" ||\n        typeof slot.prevSrc !== \"number\" ||\n        typeof slot.prevClosedSrc !== \"number\" ||\n        !isFloat64RingBuffer(slot.outBuffer)\n    ) {\n        return null;\n    }\n    return {\n        kind: \"ta.rsi\",\n        length: slot.length,\n        outBuffer: serialiseBuffer(slot.outBuffer),\n        seedGainSum: finiteOrNull(slot.seedGainSum),\n        seedLossSum: finiteOrNull(slot.seedLossSum),\n        diffCount: slot.diffCount,\n        avgGain: finiteOrNull(slot.avgGain),\n        avgLoss: finiteOrNull(slot.avgLoss),\n        prevSrc: finiteOrNull(slot.prevSrc),\n        prevClosedSrc: finiteOrNull(slot.prevClosedSrc),\n    };\n}\n\nfunction restoreSma(snapshot: Readonly<Record<string, unknown>>): RestoredSmaSlot | null {\n    const outSnapshot = snapshot.outBuffer;\n    const windowSnapshot = snapshot.window;\n    if (\n        snapshot.kind !== \"ta.sma\" ||\n        !isInteger(snapshot.length) ||\n        !isBufferSnapshot(outSnapshot) ||\n        !isBufferSnapshot(windowSnapshot)\n    ) {\n        return null;\n    }\n    const sum = restoreNumber(snapshot.sum);\n    if (sum === null) return null;\n    const outBuffer = restoreBuffer(outSnapshot, outSnapshot.values.length);\n    const window = restoreBuffer(windowSnapshot, snapshot.length);\n    if (outBuffer === null || window === null) return null;\n    return {\n        kind: \"ta.sma\",\n        ...baseSlot(outBuffer),\n        length: snapshot.length,\n        window,\n        sum,\n    };\n}\n\nfunction restoreEma(snapshot: Readonly<Record<string, unknown>>): RestoredEmaSlot | null {\n    const outSnapshot = snapshot.outBuffer;\n    if (\n        snapshot.kind !== \"ta.ema\" ||\n        !isInteger(snapshot.length) ||\n        !isInteger(snapshot.seedCount) ||\n        !isBufferSnapshot(outSnapshot)\n    ) {\n        return null;\n    }\n    const numbers = restoreNumbers({\n        alpha: snapshot.alpha,\n        seedSum: snapshot.seedSum,\n        prevEma: snapshot.prevEma,\n        prevClosedEma: snapshot.prevClosedEma,\n    });\n    if (numbers === null) return null;\n    const outBuffer = restoreBuffer(outSnapshot, outSnapshot.values.length);\n    if (outBuffer === null) return null;\n    return {\n        kind: \"ta.ema\",\n        ...baseSlot(outBuffer),\n        alpha: numbers.alpha,\n        length: snapshot.length,\n        seedSum: numbers.seedSum,\n        seedCount: snapshot.seedCount,\n        prevEma: numbers.prevEma,\n        prevClosedEma: numbers.prevClosedEma,\n    };\n}\n\nfunction restoreRsi(snapshot: Readonly<Record<string, unknown>>): RestoredRsiSlot | null {\n    const outSnapshot = snapshot.outBuffer;\n    if (\n        snapshot.kind !== \"ta.rsi\" ||\n        !isInteger(snapshot.length) ||\n        !isInteger(snapshot.diffCount) ||\n        !isBufferSnapshot(outSnapshot)\n    ) {\n        return null;\n    }\n    const numbers = restoreNumbers({\n        seedGainSum: snapshot.seedGainSum,\n        seedLossSum: snapshot.seedLossSum,\n        avgGain: snapshot.avgGain,\n        avgLoss: snapshot.avgLoss,\n        prevSrc: snapshot.prevSrc,\n        prevClosedSrc: snapshot.prevClosedSrc,\n    });\n    if (numbers === null) return null;\n    const outBuffer = restoreBuffer(outSnapshot, outSnapshot.values.length);\n    if (outBuffer === null) return null;\n    return {\n        kind: \"ta.rsi\",\n        ...baseSlot(outBuffer),\n        length: snapshot.length,\n        seedGainSum: numbers.seedGainSum,\n        seedLossSum: numbers.seedLossSum,\n        diffCount: snapshot.diffCount,\n        avgGain: numbers.avgGain,\n        avgLoss: numbers.avgLoss,\n        prevSrc: numbers.prevSrc,\n        prevClosedSrc: numbers.prevClosedSrc,\n    };\n}\n\nfunction serialiseTaSlot(slot: unknown): JsonValue | null {\n    if (!isRecord(slot)) return null;\n    if (slot.kind === \"ta.sma\") return serialiseSma(slot);\n    if (slot.kind === \"ta.ema\") return serialiseEma(slot);\n    if (slot.kind === \"ta.rsi\") return serialiseRsi(slot);\n    return null;\n}\n\nfunction restoreTaSlot(snapshot: unknown): RestoredTaSlot | null {\n    if (!isRecord(snapshot)) return null;\n    if (snapshot.kind === \"ta.sma\") return restoreSma(snapshot);\n    if (snapshot.kind === \"ta.ema\") return restoreEma(snapshot);\n    if (snapshot.kind === \"ta.rsi\") return restoreRsi(snapshot);\n    return null;\n}\n\n/**\n * Return whether a snapshot slot key belongs to the TA persistence namespace.\n *\n * @since 0.5\n * @internal\n * @stable\n * @formula  key.startsWith(\"ta:\")\n * @example\n *     isTaSlotSnapshotKey(\"ta:slot#0\"); // true\n */\nexport function isTaSlotSnapshotKey(key: string): boolean {\n    return key.startsWith(TA_SLOT_PREFIX);\n}\n\n/**\n * Serialise supported `ta.*` runtime slots into JSON-clean snapshot entries.\n *\n * @since 0.5\n * @internal\n * @stable\n * @formula  snapshot[`ta:${slotId}`] = serialise(slot) for supported TA slots\n * @example\n *     // const entries = serialiseTaSlots(stream);\n *     const entries = {};\n *     void entries;\n */\nexport function serialiseTaSlots(stream: StreamState): Readonly<Record<string, JsonValue>> {\n    const out: Record<string, JsonValue> = {};\n    for (const [slotId, slot] of stream.taSlots.entries()) {\n        const snapshot = serialiseTaSlot(slot);\n        if (snapshot !== null) {\n            out[`${TA_SLOT_PREFIX}${slotId}`] = snapshot;\n        }\n    }\n    return Object.freeze(out);\n}\n\n/**\n * Restore supported `ta.*` runtime slots from namespaced snapshot entries.\n *\n * @since 0.5\n * @internal\n * @stable\n * @formula  stream.taSlots[slotId] = restore(snapshot[`ta:${slotId}`])\n * @example\n *     // restoreTaSlots(stream, snapshot.slots);\n *     const restored = true;\n *     void restored;\n */\nexport function restoreTaSlots(\n    stream: StreamState,\n    slots: Readonly<Record<string, unknown>>,\n): void {\n    stream.taSlots.clear();\n    for (const [key, value] of Object.entries(slots)) {\n        if (!isTaSlotSnapshotKey(key)) continue;\n        const slot = restoreTaSlot(value);\n        if (slot !== null) {\n            stream.taSlots.set(key.slice(TA_SLOT_PREFIX.length), slot);\n        }\n    }\n}\n"]}

package/dist/ta/ppo.d.ts

@@ -24,8 +24,9 @@ import { type ScalarOrSeries } from "./lib/sourceValue.js";
  * @since 0.2
  * @stable
  *
- * `opts.offset` shifts all three 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 all three outputs in lockstep (`+n` right / future,
+ * `−n` left / past); the series values are unshifted.
  *
  * @example
  *     // import { ta } from "@invinite-org/chartlang-runtime";

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

@@ -1 +1 @@
-{"version":3,"file":"ppo.d.ts","sourceRoot":"","sources":["../../src/ta/ppo.ts"],"names":[],"mappings":"AAcA,OAAO,KAAK,EAAE,OAAO,EAAE,SAAS,EAAU,MAAM,8BAA8B,CAAC;AAM/E,OAAO,EAAE,KAAK,cAAc,EAAmB,MAAM,sBAAsB,CAAC;AAqE5E;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAgCG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,cAAc,EAAE,IAAI,CAAC,EAAE,OAAO,GAAG,SAAS,CAiCrF"}
+{"version":3,"file":"ppo.d.ts","sourceRoot":"","sources":["../../src/ta/ppo.ts"],"names":[],"mappings":"AAcA,OAAO,KAAK,EAAE,OAAO,EAAE,SAAS,EAAU,MAAM,8BAA8B,CAAC;AAM/E,OAAO,EAAE,KAAK,cAAc,EAAmB,MAAM,sBAAsB,CAAC;AAqE5E;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAiCG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,cAAc,EAAE,IAAI,CAAC,EAAE,OAAO,GAAG,SAAS,CAiCrF"}

package/dist/ta/ppo.js

@@ -84,8 +84,9 @@ function ppoValue(fast, slow) {
  * @since 0.2
  * @stable
  *
- * `opts.offset` shifts all three 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 all three outputs in lockstep (`+n` right / future,
+ * `−n` left / past); the series values are unshifted.
  *
  * @example
  *     // import { ta } from "@invinite-org/chartlang-runtime";