@invinite-org/chartlang-runtime 1.1.1 → 1.3.0

package/dist/ta/ppo.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/ppo.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. Per §9.4 we fold invinite's private EMA copy\n// onto the canonical `ta.ema` primitive via three sub-slots\n// (`${slotId}/fast`, `${slotId}/slow`, `${slotId}/signal`) — same\n// composition pattern as `ta.macd`.\n\nimport type { PpoOpts, PpoResult, 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 PpoSlot = {\n    readonly result: PpoResult;\n    readonly ppoBuf: 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). Same pattern as\n     * `macd.ts`.\n     */\n    readonly signalBuf: Float64RingBuffer;\n    /** Per-offset frozen `PpoResult` cache (identity-preserving for `offset === 0`). */\n    readonly shiftedResults: Map<number, PpoResult>;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.ppo 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): PpoSlot {\n    const ppoBuf = new Float64RingBuffer(capacity);\n    const histBuf = new Float64RingBuffer(capacity);\n    return {\n        result: Object.freeze({\n            ppo: makeSeriesView<number>(ppoBuf),\n            signal: signalSeries,\n            hist: makeSeriesView<number>(histBuf),\n        }),\n        ppoBuf,\n        histBuf,\n        signalBuf,\n        shiftedResults: new Map(),\n    };\n}\n\nfunction resultForOffset(slot: PpoSlot, offset: number): PpoResult {\n    if (offset === 0) return slot.result;\n    let cached = slot.shiftedResults.get(offset);\n    if (cached === undefined) {\n        cached = Object.freeze({\n            ppo: makeShiftedSeriesView<number>(slot.ppoBuf, 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\nfunction ppoValue(fast: number, slow: number): number {\n    if (!Number.isFinite(fast) || !Number.isFinite(slow) || slow === 0) return Number.NaN;\n    return (100 * (fast - slow)) / slow;\n}\n\n/**\n * Percentage Price Oscillator — same shape as MACD but normalised by\n * the slow EMA so the histogram + lines are scale-invariant across\n * symbols. Composes three `ta.ema` sub-slots (`${slotId}/fast`,\n * `${slotId}/slow`, `${slotId}/signal`); a fix to `ema` flows into\n * PPO for free. Multi-output: `{ ppo, signal, hist }`. The registry\n * records `primarySeriesKey: \"ppo\"`, `visibleSeriesKeys: [\"ppo\",\n * \"signal\", \"hist\"]`, and `yDomain: { kind: \"auto\" }` via\n * `TA_REGISTRY_METADATA`.\n *\n * Defaults `{ fastLength: 12, slowLength: 26, signalLength: 9 }`\n * (Appel-era — matches MACD). `slow === 0` (degenerate price stream)\n * emits `NaN` at the PPO line, which propagates to hist; signal can\n * still be defined off prior PPO values.\n *\n * @formula  fast   = ema(source, fastLength) ;\n *           slow   = ema(source, slowLength) ;\n *           ppo    = 100 · (fast − slow) / slow ; NaN if slow === 0 ;\n *           signal = ema(ppo, signalLength) ;\n *           hist   = ppo − signal\n * @warmup   slowLength + signalLength − 2\n * @since 0.2\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 p = ta.ppo(\"slot\", bar.close);\n *     // const head = p.hist.current;\n *     // const lagged = ta.ppo(\"slot2\", bar.close, { offset: 5 });\n */\nexport function ppo(slotId: string, source: ScalarOrSeries, opts?: PpoOpts): PpoResult {\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(`${slotId}/slow`, src, slowLength);\n    const pv = ppoValue(fastSeries.current, slowSeries.current);\n    // Feed PPO scalar into the signal EMA. Always call with the\n    // un-shifted (default) view — offset shifting for the composite\n    // PpoResult happens via `resultForOffset`, which reads directly off\n    // the signal-EMA's outBuffer (captured below).\n    const signalSeries = ema(signalSlotId, pv, signalLength);\n\n    let slot = ctx.stream.taSlots.get(slotId) as PpoSlot | undefined;\n    if (slot === undefined) {\n        const emaSlot = ctx.stream.taSlots.get(signalSlotId) as { outBuffer: Float64RingBuffer };\n        slot = initSlot(ctx.stream.ohlcv.close.capacity, signalSeries, emaSlot.outBuffer);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    const sig = signalSeries.current;\n    const histValue = Number.isFinite(pv) && Number.isFinite(sig) ? pv - sig : Number.NaN;\n    if (ctx.isTick) {\n        slot.ppoBuf.replaceHead(pv);\n        slot.histBuf.replaceHead(histValue);\n    } else {\n        slot.ppoBuf.append(pv);\n        slot.histBuf.append(histValue);\n    }\n    return resultForOffset(slot, offset);\n}\n"]}
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Licensed under the MIT License.\n// See the LICENSE file in the repo root for full license text.\n//\n// Ported from invinite/src/components/trading-chart/indicators/ppo.ts\n//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n// Structural choices (callsite-id slot, Series<T> proxy, replaceHead\n// mode) follow chartlang's primitive shape — NOT invinite's\n// IndicatorPlugin shape. Per §9.4 we fold invinite's private EMA copy\n// onto the canonical `ta.ema` primitive via three sub-slots\n// (`${slotId}/fast`, `${slotId}/slow`, `${slotId}/signal`) — same\n// composition pattern as `ta.macd`.\n\nimport type { PpoOpts, PpoResult, 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 PpoSlot = {\n    readonly result: PpoResult;\n    readonly ppoBuf: 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). Same pattern as\n     * `macd.ts`.\n     */\n    readonly signalBuf: Float64RingBuffer;\n    /** Per-offset frozen `PpoResult` cache (identity-preserving for `offset === 0`). */\n    readonly shiftedResults: Map<number, PpoResult>;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.ppo 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): PpoSlot {\n    const ppoBuf = new Float64RingBuffer(capacity);\n    const histBuf = new Float64RingBuffer(capacity);\n    return {\n        result: Object.freeze({\n            ppo: makeSeriesView<number>(ppoBuf),\n            signal: signalSeries,\n            hist: makeSeriesView<number>(histBuf),\n        }),\n        ppoBuf,\n        histBuf,\n        signalBuf,\n        shiftedResults: new Map(),\n    };\n}\n\nfunction resultForOffset(slot: PpoSlot, offset: number): PpoResult {\n    if (offset === 0) return slot.result;\n    let cached = slot.shiftedResults.get(offset);\n    if (cached === undefined) {\n        cached = Object.freeze({\n            ppo: makeShiftedSeriesView<number>(slot.ppoBuf, 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\nfunction ppoValue(fast: number, slow: number): number {\n    if (!Number.isFinite(fast) || !Number.isFinite(slow) || slow === 0) return Number.NaN;\n    return (100 * (fast - slow)) / slow;\n}\n\n/**\n * Percentage Price Oscillator — same shape as MACD but normalised by\n * the slow EMA so the histogram + lines are scale-invariant across\n * symbols. Composes three `ta.ema` sub-slots (`${slotId}/fast`,\n * `${slotId}/slow`, `${slotId}/signal`); a fix to `ema` flows into\n * PPO for free. Multi-output: `{ ppo, signal, hist }`. The registry\n * records `primarySeriesKey: \"ppo\"`, `visibleSeriesKeys: [\"ppo\",\n * \"signal\", \"hist\"]`, and `yDomain: { kind: \"auto\" }` via\n * `TA_REGISTRY_METADATA`.\n *\n * Defaults `{ fastLength: 12, slowLength: 26, signalLength: 9 }`\n * (Appel-era — matches MACD). `slow === 0` (degenerate price stream)\n * emits `NaN` at the PPO line, which propagates to hist; signal can\n * still be defined off prior PPO values.\n *\n * @formula  fast   = ema(source, fastLength) ;\n *           slow   = ema(source, slowLength) ;\n *           ppo    = 100 · (fast − slow) / slow ; NaN if slow === 0 ;\n *           signal = ema(ppo, signalLength) ;\n *           hist   = ppo − signal\n * @warmup   slowLength + signalLength − 2\n * @since 0.2\n * @stable\n *\n * `opts.offset` is a presentation display shift carried to the plot\n * emission as `xShift` for all three outputs in lockstep (`+n` right / future,\n * `−n` left / past); the series values are unshifted.\n *\n * @example\n *     // import { ta } from \"@invinite-org/chartlang-runtime\";\n *     // const p = ta.ppo(\"slot\", bar.close);\n *     // const head = p.hist.current;\n *     // const lagged = ta.ppo(\"slot2\", bar.close, { offset: 5 });\n */\nexport function ppo(slotId: string, source: ScalarOrSeries, opts?: PpoOpts): PpoResult {\n    const ctx = getCtx();\n    const fastLength = opts?.fastLength ?? DEFAULT_FAST;\n    const slowLength = opts?.slowLength ?? DEFAULT_SLOW;\n    const signalLength = opts?.signalLength ?? DEFAULT_SIGNAL;\n    const offset = opts?.offset ?? 0;\n    const signalSlotId = `${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 pv = ppoValue(fastSeries.current, slowSeries.current);\n    // Feed PPO scalar into the signal EMA. Always call with the\n    // un-shifted (default) view — offset shifting for the composite\n    // PpoResult happens via `resultForOffset`, which reads directly off\n    // the signal-EMA's outBuffer (captured below).\n    const signalSeries = ema(signalSlotId, pv, signalLength);\n\n    let slot = ctx.stream.taSlots.get(slotId) as PpoSlot | undefined;\n    if (slot === undefined) {\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 = Number.isFinite(pv) && Number.isFinite(sig) ? pv - sig : Number.NaN;\n    if (ctx.isTick) {\n        slot.ppoBuf.replaceHead(pv);\n        slot.histBuf.replaceHead(histValue);\n    } else {\n        slot.ppoBuf.append(pv);\n        slot.histBuf.append(histValue);\n    }\n    return resultForOffset(slot, offset);\n}\n"]}

package/dist/ta/pvi.d.ts

@@ -21,7 +21,9 @@ import type { PviOpts, 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/pvi.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"pvi.d.ts","sourceRoot":"","sources":["../../src/ta/pvi.ts"],"names":[],"mappings":"AAcA,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,EAAE,MAAM,8BAA8B,CAAC;AAsFpE;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA8BG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,OAAO,GAAG,MAAM,CAAC,MAAM,CAAC,CA+BlE"}

package/dist/ta/pvi.js

@@ -93,7 +93,9 @@ 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/pvi.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/pvi.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. Mirror of `nvi.ts` — same recurrence, the\n// only difference is the volume-comparison predicate (`>` vs `<`).\n// Kept as parallel files (rather than a shared helper) so each\n// primitive has its own slot type + JSDoc + per-callsite tests.\n\nimport type { PviOpts, 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 PviSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly shiftedViews: Map<number, Series<number>>;\n    value: number;\n    prevClose: number;\n    prevVolume: number;\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.pvi called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(capacity: number): PviSlot {\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: PviSlot, 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\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        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 * Positive Volume Index — mirror of {@link nvi}. Cumulative percentage-\n * change in close on bars whose volume is strictly HIGHER than the\n * prior bar's; bars with equal-or-lower volume carry the prior PVI\n * value unchanged. Seeded at 1000.\n *\n * NaN volume is treated as 0 (matches invinite's `safeVolume` shape);\n * NaN close carries the accumulator forward without advancing\n * `prevClose`.\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  pvi[0] = 1000 ;\n *           pvi[t] = (volume[t] > volume[t − 1] && prevClose != 0)\n *                  ? pvi[t − 1] · (1 + (close[t] − close[t − 1]) / close[t − 1])\n *                  : pvi[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 p = ta.pvi();\n *     // plot(p);\n */\nexport function pvi(slotId: string, opts?: PviOpts): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as PviSlot | 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/pvi.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. Mirror of `nvi.ts` — same recurrence, the\n// only difference is the volume-comparison predicate (`>` vs `<`).\n// Kept as parallel files (rather than a shared helper) so each\n// primitive has its own slot type + JSDoc + per-callsite tests.\n\nimport type { PviOpts, 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 PviSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly shiftedViews: Map<number, Series<number>>;\n    value: number;\n    prevClose: number;\n    prevVolume: number;\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.pvi called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(capacity: number): PviSlot {\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: PviSlot, 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\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        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 * Positive Volume Index — mirror of {@link nvi}. Cumulative percentage-\n * change in close on bars whose volume is strictly HIGHER than the\n * prior bar's; bars with equal-or-lower volume carry the prior PVI\n * value unchanged. Seeded at 1000.\n *\n * NaN volume is treated as 0 (matches invinite's `safeVolume` shape);\n * NaN close carries the accumulator forward without advancing\n * `prevClose`.\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  pvi[0] = 1000 ;\n *           pvi[t] = (volume[t] > volume[t − 1] && prevClose != 0)\n *                  ? pvi[t − 1] · (1 + (close[t] − close[t − 1]) / close[t − 1])\n *                  : pvi[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 p = ta.pvi();\n *     // plot(p);\n */\nexport function pvi(slotId: string, opts?: PviOpts): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as PviSlot | 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/pvo.d.ts

@@ -23,7 +23,9 @@ import type { PvoOpts, PvoResult } from "@invinite-org/chartlang-core";
  * @since 0.2
  * @stable
  *
- * `opts.offset` shifts all three outputs in lockstep.
+ * `opts.offset` is a presentation display shift carried to the plot
+ * emission as `xShift` for all three outputs in lockstep; it does NOT
+ * transform the values (`series.current` is unshifted).
  *
  * @example
  *     // import { ta, plot } from "@invinite-org/chartlang-runtime";

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

@@ -1 +1 @@
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+{"version":3,"file":"pvo.d.ts","sourceRoot":"","sources":["../../src/ta/pvo.ts"],"names":[],"mappings":"AAcA,OAAO,KAAK,EAAE,OAAO,EAAE,SAAS,EAAU,MAAM,8BAA8B,CAAC;AAwE/E;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAgCG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,OAAO,GAAG,SAAS,CA6B7D"}

package/dist/ta/pvo.js

@@ -83,7 +83,9 @@ function pvoValue(fast, slow) {
  * @since 0.2
  * @stable
  *
- * `opts.offset` shifts all three outputs in lockstep.
+ * `opts.offset` is a presentation display shift carried to the plot
+ * emission as `xShift` for all three outputs in lockstep; it does NOT
+ * transform the values (`series.current` is unshifted).
  *
  * @example
  *     // import { ta, plot } from "@invinite-org/chartlang-runtime";

package/dist/ta/pvo.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/pvo.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. Per §9.4 we fold invinite's private EMA\n// copies onto the canonical `ta.ema` primitive via three sub-slots\n// (`${slotId}/fast`, `${slotId}/slow`, `${slotId}/signal`) — same\n// composition pattern as `ta.ppo`.\n\nimport type { PvoOpts, PvoResult, 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_FAST = 12;\nconst DEFAULT_SLOW = 26;\nconst DEFAULT_SIGNAL = 9;\n\ntype PvoSlot = {\n    readonly result: PvoResult;\n    readonly pvoBuf: Float64RingBuffer;\n    readonly histBuf: Float64RingBuffer;\n    /**\n     * Reference to the signal-EMA sub-slot's output ring buffer —\n     * captured once at first call so per-offset shifted signal views\n     * skip a re-entry into `ema(...)` (which would double-advance the\n     * sub-slot's compute). Same pattern as `ppo.ts` / `macd.ts`.\n     */\n    readonly signalBuf: Float64RingBuffer;\n    readonly shiftedResults: Map<number, PvoResult>;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.pvo 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): PvoSlot {\n    const pvoBuf = new Float64RingBuffer(capacity);\n    const histBuf = new Float64RingBuffer(capacity);\n    return {\n        result: Object.freeze({\n            pvo: makeSeriesView<number>(pvoBuf),\n            signal: signalSeries,\n            hist: makeSeriesView<number>(histBuf),\n        }),\n        pvoBuf,\n        histBuf,\n        signalBuf,\n        shiftedResults: new Map(),\n    };\n}\n\nfunction resultForOffset(slot: PvoSlot, offset: number): PvoResult {\n    if (offset === 0) return slot.result;\n    let cached = slot.shiftedResults.get(offset);\n    if (cached === undefined) {\n        cached = Object.freeze({\n            pvo: makeShiftedSeriesView<number>(slot.pvoBuf, 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\nfunction pvoValue(fast: number, slow: number): number {\n    if (!Number.isFinite(fast) || !Number.isFinite(slow) || slow === 0) return Number.NaN;\n    return (100 * (fast - slow)) / slow;\n}\n\n/**\n * Percentage Volume Oscillator — MACD shape applied to `bar.volume`\n * and normalised by the slow EMA so the histogram + lines are\n * scale-invariant across symbols. Composes three `ta.ema` sub-slots\n * (`${slotId}/fast`, `${slotId}/slow`, `${slotId}/signal`); a fix to\n * `ta.ema` flows in for free. Multi-output: `{ pvo, signal, hist }`.\n * The registry records `primarySeriesKey: \"pvo\"`,\n * `visibleSeriesKeys: [\"pvo\", \"signal\", \"hist\"]`, and `yDomain: {\n * kind: \"auto\" }` via `TA_REGISTRY_METADATA`.\n *\n * Defaults `{ fastLength: 12, slowLength: 26, signalLength: 9 }`\n * (Appel-era — matches MACD / PPO). `slow === 0` (no volume in the\n * slow window) emits NaN on the PVO line, which propagates to hist;\n * signal can still be defined off prior PVO values.\n *\n * @formula  fast   = ema(volume, fastLength) ;\n *           slow   = ema(volume, slowLength) ;\n *           pvo    = 100 · (fast − slow) / slow ; NaN if slow === 0 ;\n *           signal = ema(pvo, signalLength) ;\n *           hist   = pvo − signal\n * @warmup   slowLength + signalLength − 2\n * @since 0.2\n * @stable\n *\n * `opts.offset` shifts all three outputs in lockstep.\n *\n * @example\n *     // import { ta, plot } from \"@invinite-org/chartlang-runtime\";\n *     // const p = ta.pvo(\"slot\");\n *     // plot(p.pvo); plot(p.signal); plot(p.hist);\n */\nexport function pvo(slotId: string, opts?: PvoOpts): PvoResult {\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 = `${slotId}/signal`;\n    const volume = ctx.stream.bar.volume;\n    const fastSeries = ema(`${slotId}/fast`, volume, fastLength);\n    const slowSeries = ema(`${slotId}/slow`, volume, slowLength);\n    const pv = pvoValue(fastSeries.current, slowSeries.current);\n    const signalSeries = ema(signalSlotId, pv, signalLength);\n\n    let slot = ctx.stream.taSlots.get(slotId) as PvoSlot | undefined;\n    if (slot === undefined) {\n        const emaSlot = ctx.stream.taSlots.get(signalSlotId) as { outBuffer: Float64RingBuffer };\n        slot = initSlot(ctx.stream.ohlcv.close.capacity, signalSeries, emaSlot.outBuffer);\n        ctx.stream.taSlots.set(slotId, slot);\n    }\n    const sig = signalSeries.current;\n    const histValue = Number.isFinite(pv) && Number.isFinite(sig) ? pv - sig : Number.NaN;\n    if (ctx.isTick) {\n        slot.pvoBuf.replaceHead(pv);\n        slot.histBuf.replaceHead(histValue);\n    } else {\n        slot.pvoBuf.append(pv);\n        slot.histBuf.append(histValue);\n    }\n    return resultForOffset(slot, offset);\n}\n"]}
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Licensed under the MIT License.\n// See the LICENSE file in the repo root for full license text.\n//\n// Ported from invinite/src/components/trading-chart/indicators/pvo.ts\n//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).\n// Re-licensed MIT for chartlang. The math is the reference, the code\n// style is not.\n// Structural choices (callsite-id slot, Series<T> proxy, replaceHead\n// mode) follow chartlang's primitive shape — NOT invinite's\n// IndicatorPlugin shape. Per §9.4 we fold invinite's private EMA\n// copies onto the canonical `ta.ema` primitive via three sub-slots\n// (`${slotId}/fast`, `${slotId}/slow`, `${slotId}/signal`) — same\n// composition pattern as `ta.ppo`.\n\nimport type { PvoOpts, PvoResult, 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_FAST = 12;\nconst DEFAULT_SLOW = 26;\nconst DEFAULT_SIGNAL = 9;\n\ntype PvoSlot = {\n    readonly result: PvoResult;\n    readonly pvoBuf: Float64RingBuffer;\n    readonly histBuf: Float64RingBuffer;\n    /**\n     * Reference to the signal-EMA sub-slot's output ring buffer —\n     * captured once at first call so per-offset shifted signal views\n     * skip a re-entry into `ema(...)` (which would double-advance the\n     * sub-slot's compute). Same pattern as `ppo.ts` / `macd.ts`.\n     */\n    readonly signalBuf: Float64RingBuffer;\n    readonly shiftedResults: Map<number, PvoResult>;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.pvo 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): PvoSlot {\n    const pvoBuf = new Float64RingBuffer(capacity);\n    const histBuf = new Float64RingBuffer(capacity);\n    return {\n        result: Object.freeze({\n            pvo: makeSeriesView<number>(pvoBuf),\n            signal: signalSeries,\n            hist: makeSeriesView<number>(histBuf),\n        }),\n        pvoBuf,\n        histBuf,\n        signalBuf,\n        shiftedResults: new Map(),\n    };\n}\n\nfunction resultForOffset(slot: PvoSlot, offset: number): PvoResult {\n    if (offset === 0) return slot.result;\n    let cached = slot.shiftedResults.get(offset);\n    if (cached === undefined) {\n        cached = Object.freeze({\n            pvo: makeShiftedSeriesView<number>(slot.pvoBuf, 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\nfunction pvoValue(fast: number, slow: number): number {\n    if (!Number.isFinite(fast) || !Number.isFinite(slow) || slow === 0) return Number.NaN;\n    return (100 * (fast - slow)) / slow;\n}\n\n/**\n * Percentage Volume Oscillator — MACD shape applied to `bar.volume`\n * and normalised by the slow EMA so the histogram + lines are\n * scale-invariant across symbols. Composes three `ta.ema` sub-slots\n * (`${slotId}/fast`, `${slotId}/slow`, `${slotId}/signal`); a fix to\n * `ta.ema` flows in for free. Multi-output: `{ pvo, signal, hist }`.\n * The registry records `primarySeriesKey: \"pvo\"`,\n * `visibleSeriesKeys: [\"pvo\", \"signal\", \"hist\"]`, and `yDomain: {\n * kind: \"auto\" }` via `TA_REGISTRY_METADATA`.\n *\n * Defaults `{ fastLength: 12, slowLength: 26, signalLength: 9 }`\n * (Appel-era — matches MACD / PPO). `slow === 0` (no volume in the\n * slow window) emits NaN on the PVO line, which propagates to hist;\n * signal can still be defined off prior PVO values.\n *\n * @formula  fast   = ema(volume, fastLength) ;\n *           slow   = ema(volume, slowLength) ;\n *           pvo    = 100 · (fast − slow) / slow ; NaN if slow === 0 ;\n *           signal = ema(pvo, signalLength) ;\n *           hist   = pvo − signal\n * @warmup   slowLength + signalLength − 2\n * @since 0.2\n * @stable\n *\n * `opts.offset` is a presentation display shift carried to the plot\n * emission as `xShift` for all three outputs in lockstep; it does NOT\n * transform the values (`series.current` is unshifted).\n *\n * @example\n *     // import { ta, plot } from \"@invinite-org/chartlang-runtime\";\n *     // const p = ta.pvo(\"slot\");\n *     // plot(p.pvo); plot(p.signal); plot(p.hist);\n */\nexport function pvo(slotId: string, opts?: PvoOpts): PvoResult {\n    const ctx = getCtx();\n    const fastLength = opts?.fastLength ?? DEFAULT_FAST;\n    const slowLength = opts?.slowLength ?? DEFAULT_SLOW;\n    const signalLength = opts?.signalLength ?? DEFAULT_SIGNAL;\n    const offset = opts?.offset ?? 0;\n    const signalSlotId = `${slotId}/signal`;\n    const volume = ctx.stream.bar.volume;\n    const fastSeries = ema(`${slotId}/fast`, volume, fastLength);\n    const slowSeries = ema(`${slotId}/slow`, volume, slowLength);\n    const pv = pvoValue(fastSeries.current, slowSeries.current);\n    const signalSeries = ema(signalSlotId, pv, signalLength);\n\n    let slot = ctx.stream.taSlots.get(slotId) as PvoSlot | undefined;\n    if (slot === undefined) {\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 = Number.isFinite(pv) && Number.isFinite(sig) ? pv - sig : Number.NaN;\n    if (ctx.isTick) {\n        slot.pvoBuf.replaceHead(pv);\n        slot.histBuf.replaceHead(histValue);\n    } else {\n        slot.pvoBuf.append(pv);\n        slot.histBuf.append(histValue);\n    }\n    return resultForOffset(slot, offset);\n}\n"]}

package/dist/ta/pvt.d.ts

@@ -15,7 +15,9 @@ import type { PvtOpts, 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/pvt.d.ts.map

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

package/dist/ta/pvt.js

@@ -96,7 +96,9 @@ 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/pvt.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/pvt.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 PVT cumulative\n// only; invinite's optional smoothing block is left to the script\n// author (`ta.ema(ta.pvt(), n)` etc.).\n\nimport type { PvtOpts, 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 PvtSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly shiftedViews: Map<number, Series<number>>;\n    /** Active cumulative PVT across the closed bars so far. */\n    cumPvt: number;\n    /** Most recent finite close (the lookback target for the next delta). */\n    prevClose: number;\n    /** Snapshot of `cumPvt` BEFORE the most recent close-side update. */\n    prevClosedCumPvt: number;\n    /** Snapshot of `prevClose` BEFORE the most recent close-side update. */\n    prevClosedPrevClose: number;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.pvt called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(capacity: number): PvtSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    return {\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        shiftedViews: new Map(),\n        cumPvt: 0,\n        prevClose: Number.NaN,\n        prevClosedCumPvt: 0,\n        prevClosedPrevClose: Number.NaN,\n    };\n}\n\nfunction viewForOffset(slot: PvtSlot, 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 PVT contribution `volume · (close − prevClose) / prevClose`.\n * Zero `prevClose` is a sentinel for \"undefined ratio\": we surface NaN\n * so the output bar carries a NaN, AND signal the caller (via\n * `Number.isNaN`) to carry `cumPvt` forward without an update. NaN\n * volume contributes 0; NaN close → 0 (caller short-circuits).\n */\nfunction contribution(prevClose: number, close: number, volume: number): number {\n    if (prevClose === 0) return Number.NaN;\n    const v = Number.isFinite(volume) ? volume : 0;\n    return (v * (close - prevClose)) / prevClose;\n}\n\n/**\n * Fold the given bar into the prior `(cum, prevClose)` accumulator.\n * NaN close → carry both forward unchanged (no advance of prevClose).\n * Zero prevClose → output the bar as NaN AND carry `cum` forward\n * (advance prevClose to `close` so the next finite ratio is well-\n * defined). First bar (`prevClose === NaN`) seeds `prevClose = close`\n * and leaves `cum` at its 0 seed.\n */\nfunction fold(\n    inCum: number,\n    inPrevClose: number,\n    close: number,\n    volume: number,\n): { cum: number; prevClose: number; emit: number } {\n    if (!Number.isFinite(close)) {\n        return { cum: inCum, prevClose: inPrevClose, emit: inCum };\n    }\n    if (!Number.isFinite(inPrevClose)) {\n        // First defined bar: seed prevClose, output 0 (no prior delta).\n        return { cum: inCum, prevClose: close, emit: inCum };\n    }\n    const c = contribution(inPrevClose, close, volume);\n    if (Number.isNaN(c)) {\n        // Zero prevClose: carry cum forward, advance prevClose so the\n        // next finite ratio is well-defined; emit NaN this bar.\n        return { cum: inCum, prevClose: close, emit: Number.NaN };\n    }\n    const next = inCum + c;\n    return { cum: next, prevClose: close, emit: next };\n}\n\n/**\n * Price Volume Trend — cumulative `volume · (close − prevClose) /\n * prevClose`. Conceptually similar to OBV but uses the magnitude of\n * the close-pct-change move (not just sign), so the rate of accumulation\n * scales with how strong the bar's move was. The first bar emits `0`\n * (Pine convention — no prior close to difference against).\n *\n * **Tick mode.** Replays the head bar's contribution against a\n * snapshot of the prior-close `(cumPvt, prevClose)` tuple so a partial-\n * bar tick doesn't pollute the next close's accumulator.\n *\n * @formula  pvt[t] = pvt[t − 1] + volume[t] · (close[t] − close[t − 1]) / close[t − 1]\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 p = ta.pvt();\n *     // plot(p);\n */\nexport function pvt(slotId: string, opts?: PvtOpts): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as PvtSlot | 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.prevClosedCumPvt, slot.prevClosedPrevClose, close, volume);\n        slot.outBuffer.replaceHead(next.emit);\n        return viewForOffset(slot, offset);\n    }\n\n    slot.prevClosedCumPvt = slot.cumPvt;\n    slot.prevClosedPrevClose = slot.prevClose;\n    const next = fold(slot.cumPvt, slot.prevClose, close, volume);\n    slot.cumPvt = next.cum;\n    slot.prevClose = next.prevClose;\n    slot.outBuffer.append(next.emit);\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/pvt.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 PVT cumulative\n// only; invinite's optional smoothing block is left to the script\n// author (`ta.ema(ta.pvt(), n)` etc.).\n\nimport type { PvtOpts, 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 PvtSlot = {\n    readonly outBuffer: Float64RingBuffer;\n    readonly series: Series<number>;\n    readonly shiftedViews: Map<number, Series<number>>;\n    /** Active cumulative PVT across the closed bars so far. */\n    cumPvt: number;\n    /** Most recent finite close (the lookback target for the next delta). */\n    prevClose: number;\n    /** Snapshot of `cumPvt` BEFORE the most recent close-side update. */\n    prevClosedCumPvt: number;\n    /** Snapshot of `prevClose` BEFORE the most recent close-side update. */\n    prevClosedPrevClose: number;\n};\n\nfunction getCtx(): RuntimeContext {\n    const ctx = ACTIVE_RUNTIME_CONTEXT.current;\n    if (ctx === null) {\n        throw new Error(\"ta.pvt called outside an active script step\");\n    }\n    return ctx;\n}\n\nfunction initSlot(capacity: number): PvtSlot {\n    const outBuffer = new Float64RingBuffer(capacity);\n    return {\n        outBuffer,\n        series: makeSeriesView<number>(outBuffer),\n        shiftedViews: new Map(),\n        cumPvt: 0,\n        prevClose: Number.NaN,\n        prevClosedCumPvt: 0,\n        prevClosedPrevClose: Number.NaN,\n    };\n}\n\nfunction viewForOffset(slot: PvtSlot, 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 PVT contribution `volume · (close − prevClose) / prevClose`.\n * Zero `prevClose` is a sentinel for \"undefined ratio\": we surface NaN\n * so the output bar carries a NaN, AND signal the caller (via\n * `Number.isNaN`) to carry `cumPvt` forward without an update. NaN\n * volume contributes 0; NaN close → 0 (caller short-circuits).\n */\nfunction contribution(prevClose: number, close: number, volume: number): number {\n    if (prevClose === 0) return Number.NaN;\n    const v = Number.isFinite(volume) ? volume : 0;\n    return (v * (close - prevClose)) / prevClose;\n}\n\n/**\n * Fold the given bar into the prior `(cum, prevClose)` accumulator.\n * NaN close → carry both forward unchanged (no advance of prevClose).\n * Zero prevClose → output the bar as NaN AND carry `cum` forward\n * (advance prevClose to `close` so the next finite ratio is well-\n * defined). First bar (`prevClose === NaN`) seeds `prevClose = close`\n * and leaves `cum` at its 0 seed.\n */\nfunction fold(\n    inCum: number,\n    inPrevClose: number,\n    close: number,\n    volume: number,\n): { cum: number; prevClose: number; emit: number } {\n    if (!Number.isFinite(close)) {\n        return { cum: inCum, prevClose: inPrevClose, emit: inCum };\n    }\n    if (!Number.isFinite(inPrevClose)) {\n        // First defined bar: seed prevClose, output 0 (no prior delta).\n        return { cum: inCum, prevClose: close, emit: inCum };\n    }\n    const c = contribution(inPrevClose, close, volume);\n    if (Number.isNaN(c)) {\n        // Zero prevClose: carry cum forward, advance prevClose so the\n        // next finite ratio is well-defined; emit NaN this bar.\n        return { cum: inCum, prevClose: close, emit: Number.NaN };\n    }\n    const next = inCum + c;\n    return { cum: next, prevClose: close, emit: next };\n}\n\n/**\n * Price Volume Trend — cumulative `volume · (close − prevClose) /\n * prevClose`. Conceptually similar to OBV but uses the magnitude of\n * the close-pct-change move (not just sign), so the rate of accumulation\n * scales with how strong the bar's move was. The first bar emits `0`\n * (Pine convention — no prior close to difference against).\n *\n * **Tick mode.** Replays the head bar's contribution against a\n * snapshot of the prior-close `(cumPvt, prevClose)` tuple so a partial-\n * bar tick doesn't pollute the next close's accumulator.\n *\n * @formula  pvt[t] = pvt[t − 1] + volume[t] · (close[t] − close[t − 1]) / close[t − 1]\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 p = ta.pvt();\n *     // plot(p);\n */\nexport function pvt(slotId: string, opts?: PvtOpts): Series<number> {\n    const ctx = getCtx();\n    let slot = ctx.stream.taSlots.get(slotId) as PvtSlot | 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.prevClosedCumPvt, slot.prevClosedPrevClose, close, volume);\n        slot.outBuffer.replaceHead(next.emit);\n        return viewForOffset(slot, offset);\n    }\n\n    slot.prevClosedCumPvt = slot.cumPvt;\n    slot.prevClosedPrevClose = slot.prevClose;\n    const next = fold(slot.cumPvt, slot.prevClose, close, volume);\n    slot.cumPvt = next.cum;\n    slot.prevClose = next.prevClose;\n    slot.outBuffer.append(next.emit);\n    return viewForOffset(slot, offset);\n}\n"]}

package/dist/ta/registry.d.ts

@@ -1,4 +1,4 @@
-import type { AdlOpts, AdrOpts, AdxOpts, AlmaOpts, AnchoredVolumeProfileOpts, AnchoredVolumeProfileResult, AnchoredVwapOpts, AoOpts, AroonOpts, AroonOscOpts, AroonResult, AtrOpts, BarssinceOpts, BbOpts, BbPercentBOpts, BbResult, BbwOpts, BopOpts, CciOpts, ChaikinOscOpts, ChandeKrollStopOpts, ChandeKrollStopResult, ChandelierOpts, ChandelierResult, ChangeOpts, ChopOpts, CmfOpts, CmoOpts, ConnorsRsiOpts, CoppockOpts, CrossoverOpts, CrossunderOpts, DemaOpts, DmiOpts, DmiResult, DonchianOpts, DonchianResult, DpoOpts, EmaOpts, EnvelopeOpts, EnvelopeResult, EomOpts, FisherOpts, FisherResult, FixedRangeVolumeProfileOpts, FixedRangeVolumeProfileResult, HighestOpts, HmaOpts, HvOpts, IchimokuOpts, IchimokuResult, KamaOpts, KeltnerOpts, KeltnerResult, KlingerOpts, KlingerResult, KstOpts, KstResult, LowestOpts, LsmaOpts, MaRibbonOpts, MaRibbonResult, MacdOpts, MacdResult, MassIndexOpts, McginleyOpts, MedianOpts, MfiOpts, MomentumOpts, NetVolumeOpts, NviOpts, ObvOpts, PivotsHighLowOpts, PivotsHighLowResult, PivotsStandardOpts, PivotsStandardResult, PmoOpts, PmoResult, PpoOpts, PpoResult, PsarOpts, PsarResult, PviOpts, PvoOpts, PvoResult, PvtOpts, RocOpts, RsiOpts, RvgiOpts, RvgiResult, RviOpts, Series, SessionVolumeProfileOpts, SessionVolumeProfileResult, SmaOpts, SmiOpts, SmiResult, SmmaOpts, StdevOpts, StochOpts, StochResult, StochRsiOpts, StochRsiResult, SupertrendOpts, SupertrendResult, TemaOpts, TrendStrengthIndexOpts, TrixOpts, TrixResult, TsiOpts, TsiResult, UlcerIndexOpts, UltimateOscOpts, ValuewhenOpts, VisibleRangeVolumeProfileOpts, VisibleRangeVolumeProfileResult, VolOpts, VolatilityStopOpts, VolatilityStopResult, VortexOpts, VortexResult, VwapOpts, VwmaOpts, WilliamsFractalOpts, WilliamsFractalResult, WilliamsROpts, WmaOpts, ZigZagOpts, ZigZagResult } from "@invinite-org/chartlang-core";
+import type { AdlOpts, AdrOpts, AdxOpts, AlmaOpts, AnchoredVolumeProfileOpts, AnchoredVolumeProfileResult, AnchoredVwapOpts, AoOpts, AroonOpts, AroonOscOpts, AroonResult, AtrOpts, BarssinceOpts, BbOpts, BbPercentBOpts, BbResult, BbwOpts, BopOpts, CciOpts, ChaikinOscOpts, ChandeKrollStopOpts, ChandeKrollStopResult, ChandelierOpts, ChandelierResult, ChangeOpts, ChopOpts, CmfOpts, CmoOpts, ConnorsRsiOpts, CoppockOpts, CrossoverOpts, CrossunderOpts, DemaOpts, DmiOpts, DmiResult, DonchianOpts, DonchianResult, DpoOpts, EmaOpts, EnvelopeOpts, EnvelopeResult, EomOpts, FisherOpts, FisherResult, FixedRangeVolumeProfileOpts, FixedRangeVolumeProfileResult, HighestOpts, HighestbarsOpts, HmaOpts, HvOpts, IchimokuOpts, IchimokuResult, KamaOpts, KeltnerOpts, KeltnerResult, KlingerOpts, KlingerResult, KstOpts, KstResult, LowestOpts, LowestbarsOpts, LsmaOpts, MaRibbonOpts, MaRibbonResult, MacdOpts, MacdResult, MassIndexOpts, McginleyOpts, MedianOpts, MfiOpts, MomentumOpts, NetVolumeOpts, NviOpts, ObvOpts, PivotsHighLowOpts, PivotsHighLowResult, PivotsStandardOpts, PivotsStandardResult, PmoOpts, PmoResult, PpoOpts, PpoResult, PsarOpts, PsarResult, PviOpts, PvoOpts, PvoResult, PvtOpts, RocOpts, RsiOpts, RvgiOpts, RvgiResult, RviOpts, Series, SessionVolumeProfileOpts, SessionVolumeProfileResult, SmaOpts, SmiOpts, SmiResult, SmmaOpts, StdevOpts, StochOpts, StochResult, StochRsiOpts, StochRsiResult, SupertrendOpts, SupertrendResult, TemaOpts, TrendStrengthIndexOpts, TrixOpts, TrixResult, TsiOpts, TsiResult, UlcerIndexOpts, UltimateOscOpts, ValuewhenOpts, VisibleRangeVolumeProfileOpts, VisibleRangeVolumeProfileResult, VolOpts, VolatilityStopOpts, VolatilityStopResult, VortexOpts, VortexResult, VwapOpts, VwmaOpts, WilliamsFractalOpts, WilliamsFractalResult, WilliamsROpts, WmaOpts, ZigZagOpts, ZigZagResult } from "@invinite-org/chartlang-core";
 import { adl } from "./adl.js";
 import { adr } from "./adr.js";
 import { adx } from "./adx.js";
@@ -36,6 +36,7 @@ import { eom } from "./eom.js";
 import { fisher } from "./fisher.js";
 import { fixedRangeVolumeProfile } from "./fixedRangeVolumeProfile.js";
 import { highest } from "./highest.js";
+import { highestbars } from "./highestbars.js";
 import { historicalVolatility } from "./historicalVolatility.js";
 import { hma } from "./hma.js";
 import { ichimoku } from "./ichimoku.js";
@@ -45,6 +46,7 @@ import { klinger } from "./klinger.js";
 import { kst } from "./kst.js";
 import type { ScalarOrSeries } from "./lib/sourceValue.js";
 import { lowest } from "./lowest.js";
+import { lowestbars } from "./lowestbars.js";
 import { lsma } from "./lsma.js";
 import { maRibbon } from "./maRibbon.js";
 import { macd } from "./macd.js";
@@ -125,6 +127,8 @@ export type RuntimeTaNamespace = {
     nz(value: number, replacement?: number): number;
     highest(slotId: string, source: ScalarOrSeries, length: number, opts?: HighestOpts): Series<number>;
     lowest(slotId: string, source: ScalarOrSeries, length: number, opts?: LowestOpts): Series<number>;
+    highestbars(slotId: string, source: ScalarOrSeries, length: number, opts?: HighestbarsOpts): Series<number>;
+    lowestbars(slotId: string, source: ScalarOrSeries, length: number, opts?: LowestbarsOpts): Series<number>;
     change(slotId: string, source: ScalarOrSeries, opts?: ChangeOpts): Series<number>;
     valuewhen(slotId: string, condition: Series<boolean>, source: ScalarOrSeries, occurrence?: number, opts?: ValuewhenOpts): Series<number>;
     barssince(slotId: string, condition: Series<boolean>, opts?: BarssinceOpts): Series<number>;
@@ -236,6 +240,8 @@ export declare const TA_REGISTRY: Readonly<{
     readonly nz: typeof nz;
     readonly highest: typeof highest;
     readonly lowest: typeof lowest;
+    readonly highestbars: typeof highestbars;
+    readonly lowestbars: typeof lowestbars;
     readonly change: typeof change;
     readonly valuewhen: typeof valuewhen;
     readonly barssince: typeof barssince;

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

@@ -1 +1 @@
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package/dist/ta/registry.js

@@ -37,6 +37,7 @@ import { eom } from "./eom.js";
 import { fisher } from "./fisher.js";
 import { fixedRangeVolumeProfile } from "./fixedRangeVolumeProfile.js";
 import { highest } from "./highest.js";
+import { highestbars } from "./highestbars.js";
 import { historicalVolatility } from "./historicalVolatility.js";
 import { hma } from "./hma.js";
 import { ichimoku } from "./ichimoku.js";
@@ -45,6 +46,7 @@ import { keltner } from "./keltner.js";
 import { klinger } from "./klinger.js";
 import { kst } from "./kst.js";
 import { lowest } from "./lowest.js";
+import { lowestbars } from "./lowestbars.js";
 import { lsma } from "./lsma.js";
 import { maRibbon } from "./maRibbon.js";
 import { macd } from "./macd.js";
@@ -122,6 +124,8 @@ export const TA_REGISTRY = Object.freeze({
     nz,
     highest,
     lowest,
+    highestbars,
+    lowestbars,
     change,
     valuewhen,
     barssince,