@invinite-org/chartlang-runtime 1.1.1 → 1.3.0

package/dist/request/security.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 { SecurityBar, Series } from \"@invinite-org/chartlang-core\";\n\nimport type { RuntimeContext } from \"../runtimeContext.js\";\nimport type { StreamState } from \"../streamState.js\";\nimport { getOrAlign } from \"./alignHtfSeriesCache.js\";\nimport { pushOnce } from \"./pushOnce.js\";\nimport { ascendingBarsFor } from \"./streamBars.js\";\n\ntype NumericSourceKey =\n    | \"time\"\n    | \"open\"\n    | \"high\"\n    | \"low\"\n    | \"close\"\n    | \"volume\"\n    | \"hl2\"\n    | \"hlc3\"\n    | \"ohlc4\"\n    | \"hlcc4\";\n\nconst NUMERIC_SOURCE_KEYS: ReadonlyArray<NumericSourceKey> = Object.freeze([\n    \"time\",\n    \"open\",\n    \"high\",\n    \"low\",\n    \"close\",\n    \"volume\",\n    \"hl2\",\n    \"hlc3\",\n    \"ohlc4\",\n    \"hlcc4\",\n]);\n\nfunction makeSeries<T>(current: T): Series<T> {\n    return Object.freeze({ current, length: 0 }) as Series<T>;\n}\n\n/**\n * Build the all-NaN `SecurityBar` fallback for unsupported MTF paths.\n *\n * @since 0.4\n * @stable\n * @example\n *     const bar = makeNanSecurityBar();\n *     const close = bar.close.current;\n *     void close;\n */\nexport function makeNanSecurityBar(): SecurityBar {\n    const nanNumberSeries = makeSeries(Number.NaN);\n    const nanStringSeries = makeSeries(\"\");\n    return Object.freeze({\n        time: nanNumberSeries,\n        open: nanNumberSeries,\n        high: nanNumberSeries,\n        low: nanNumberSeries,\n        close: nanNumberSeries,\n        volume: nanNumberSeries,\n        hl2: nanNumberSeries,\n        hlc3: nanNumberSeries,\n        ohlc4: nanNumberSeries,\n        hlcc4: nanNumberSeries,\n        symbol: nanStringSeries,\n        interval: nanStringSeries,\n    });\n}\n\nfunction seriesAscending(stream: StreamState, sourceKey: NumericSourceKey): ReadonlyArray<number> {\n    const values: number[] = [];\n    const source = stream.ohlcv[sourceKey];\n    for (let age = source.length - 1; age >= 0; age -= 1) {\n        values.push(source.at(age));\n    }\n    return values;\n}\n\nfunction alignmentKey(slotId: string, interval: string, sourceKey: NumericSourceKey): string {\n    return `${slotId}|${interval}|${sourceKey}`;\n}\n\nfunction alignedSeries(\n    ctx: RuntimeContext,\n    slotId: string,\n    interval: string,\n    sourceKey: NumericSourceKey,\n    secondary: StreamState,\n): ReadonlyArray<number> {\n    const key = alignmentKey(slotId, interval, sourceKey);\n    const existing = ctx.requestSecurityAlignments.get(key);\n    if (existing !== undefined) return existing;\n    const htfBars = ascendingBarsFor(ctx, secondary);\n    const ltfBars = ascendingBarsFor(ctx, ctx.stream);\n    const aligned = getOrAlign(htfBars, seriesAscending(secondary, sourceKey), ltfBars);\n    ctx.requestSecurityAlignments.set(key, aligned);\n    return aligned;\n}\n\nfunction makeAlignedNumberSeries(\n    ctx: RuntimeContext,\n    slotId: string,\n    interval: string,\n    sourceKey: NumericSourceKey,\n    secondary: StreamState,\n): Series<number> {\n    const target = {\n        get current() {\n            const aligned = alignedSeries(ctx, slotId, interval, sourceKey, secondary);\n            const value = aligned[aligned.length - 1];\n            return value === undefined ? Number.NaN : value;\n        },\n        get length() {\n            return ctx.stream.ohlcv.close.length;\n        },\n    };\n    return new Proxy(Object.freeze(target), {\n        get(obj, prop, receiver) {\n            if (typeof prop === \"string\") {\n                const n = Number(prop);\n                if (Number.isInteger(n) && n >= 0) {\n                    const aligned = alignedSeries(ctx, slotId, interval, sourceKey, secondary);\n                    const value = aligned[aligned.length - 1 - n];\n                    return value === undefined ? Number.NaN : value;\n                }\n            }\n            return Reflect.get(obj, prop, receiver);\n        },\n    }) as Series<number>;\n}\n\nfunction makeConstantStringSeries(value: string): Series<string> {\n    const target = {\n        get current() {\n            return value;\n        },\n        get length() {\n            return 0;\n        },\n    };\n    return new Proxy(Object.freeze(target), {\n        get(obj, prop, receiver) {\n            if (typeof prop === \"string\") {\n                const n = Number(prop);\n                if (Number.isInteger(n) && n >= 0) return value;\n            }\n            return Reflect.get(obj, prop, receiver);\n        },\n    }) as Series<string>;\n}\n\nfunction makeLiveSecurityBar(\n    ctx: RuntimeContext,\n    slotId: string,\n    interval: string,\n    secondary: StreamState,\n): SecurityBar {\n    const numeric = new Map<NumericSourceKey, Series<number>>();\n    for (const key of NUMERIC_SOURCE_KEYS) {\n        numeric.set(key, makeAlignedNumberSeries(ctx, slotId, interval, key, secondary));\n    }\n    return Object.freeze({\n        time: numeric.get(\"time\") ?? makeSeries(Number.NaN),\n        open: numeric.get(\"open\") ?? makeSeries(Number.NaN),\n        high: numeric.get(\"high\") ?? makeSeries(Number.NaN),\n        low: numeric.get(\"low\") ?? makeSeries(Number.NaN),\n        close: numeric.get(\"close\") ?? makeSeries(Number.NaN),\n        volume: numeric.get(\"volume\") ?? makeSeries(Number.NaN),\n        hl2: numeric.get(\"hl2\") ?? makeSeries(Number.NaN),\n        hlc3: numeric.get(\"hlc3\") ?? makeSeries(Number.NaN),\n        ohlc4: numeric.get(\"ohlc4\") ?? makeSeries(Number.NaN),\n        hlcc4: numeric.get(\"hlcc4\") ?? makeSeries(Number.NaN),\n        symbol: makeConstantStringSeries(secondary.bar.symbol),\n        interval: makeConstantStringSeries(interval),\n    });\n}\n\nfunction fallbackNaN(\n    ctx: RuntimeContext,\n    cacheKey: string,\n    slotId: string,\n    interval: string,\n    code: \"unsupported-interval\" | \"multi-timeframe-not-supported\" | \"unknown-secondary-stream\",\n    message: string,\n): SecurityBar {\n    pushOnce(ctx, code, slotId, interval, \"security\", message);\n    const bar = makeNanSecurityBar();\n    ctx.requestSecurityBars.set(cacheKey, bar);\n    return bar;\n}\n\n/**\n * Return the runtime `request.security` bar for a callsite and interval.\n *\n * @since 0.5\n * @stable\n * @example\n *     // const bar = makeSecurityBar(ctx, \"slot#0\", \"1D\");\n *     const requested = \"1D\";\n *     void requested;\n */\nexport function makeSecurityBar(\n    ctx: RuntimeContext,\n    slotId: string,\n    interval: string,\n): SecurityBar {\n    const cacheKey = `${slotId}|${interval}`;\n    const existing = ctx.requestSecurityBars.get(cacheKey);\n    if (existing !== undefined) return existing;\n\n    if (!ctx.capabilities.multiTimeframe) {\n        return fallbackNaN(\n            ctx,\n            cacheKey,\n            slotId,\n            interval,\n            \"multi-timeframe-not-supported\",\n            \"Adapter declares multiTimeframe: false; request.security returns NaN\",\n        );\n    }\n\n    const known = ctx.capabilities.intervals.some((descriptor) => descriptor.value === interval);\n    if (!known) {\n        return fallbackNaN(\n            ctx,\n            cacheKey,\n            slotId,\n            interval,\n            \"unsupported-interval\",\n            `Requested interval \"${interval}\" is not in Capabilities.intervals`,\n        );\n    }\n\n    const secondary = ctx.secondaryStreams.get(interval);\n    if (secondary === undefined) {\n        return fallbackNaN(\n            ctx,\n            cacheKey,\n            slotId,\n            interval,\n            \"unknown-secondary-stream\",\n            `Requested interval \"${interval}\" has no registered secondary stream`,\n        );\n    }\n\n    const bar = makeLiveSecurityBar(ctx, slotId, interval, secondary);\n    ctx.requestSecurityBars.set(cacheKey, bar);\n    return bar;\n}\n"]}
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Copyright (c) 2026 Invinite. Licensed under the MIT License.\n// See the LICENSE file in the repo root for full license text.\n\nimport type { SecurityBar, Series } from \"@invinite-org/chartlang-core\";\nimport { feedKey } from \"@invinite-org/chartlang-core\";\n\nimport type { RuntimeContext } from \"../runtimeContext.js\";\nimport type { StreamState } from \"../streamState.js\";\nimport { getOrAlign } from \"./alignHtfSeriesCache.js\";\nimport { pushOnce } from \"./pushOnce.js\";\nimport { type SecurityExprRunner, ascendingValues } from \"./securityExprRunner.js\";\nimport { ascendingBarsFor, makeConstantStringSeries } from \"./streamBars.js\";\n\ntype NumericSourceKey =\n    | \"time\"\n    | \"open\"\n    | \"high\"\n    | \"low\"\n    | \"close\"\n    | \"volume\"\n    | \"hl2\"\n    | \"hlc3\"\n    | \"ohlc4\"\n    | \"hlcc4\";\n\nconst NUMERIC_SOURCE_KEYS: ReadonlyArray<NumericSourceKey> = Object.freeze([\n    \"time\",\n    \"open\",\n    \"high\",\n    \"low\",\n    \"close\",\n    \"volume\",\n    \"hl2\",\n    \"hlc3\",\n    \"ohlc4\",\n    \"hlcc4\",\n]);\n\nfunction makeSeries<T>(current: T): Series<T> {\n    return Object.freeze({ current, length: 0 }) as Series<T>;\n}\n\n/**\n * Build the all-NaN `SecurityBar` fallback for unsupported MTF paths.\n *\n * @since 0.4\n * @stable\n * @example\n *     const bar = makeNanSecurityBar();\n *     const close = bar.close.current;\n *     void close;\n */\nexport function makeNanSecurityBar(): SecurityBar {\n    const nanNumberSeries = makeSeries(Number.NaN);\n    const nanStringSeries = makeSeries(\"\");\n    return Object.freeze({\n        time: nanNumberSeries,\n        open: nanNumberSeries,\n        high: nanNumberSeries,\n        low: nanNumberSeries,\n        close: nanNumberSeries,\n        volume: nanNumberSeries,\n        hl2: nanNumberSeries,\n        hlc3: nanNumberSeries,\n        ohlc4: nanNumberSeries,\n        hlcc4: nanNumberSeries,\n        symbol: nanStringSeries,\n        interval: nanStringSeries,\n    });\n}\n\nfunction seriesAscending(stream: StreamState, sourceKey: NumericSourceKey): ReadonlyArray<number> {\n    const values: number[] = [];\n    const source = stream.ohlcv[sourceKey];\n    for (let age = source.length - 1; age >= 0; age -= 1) {\n        values.push(source.at(age));\n    }\n    return values;\n}\n\nfunction alignmentKey(slotId: string, feed: string, sourceKey: NumericSourceKey): string {\n    return `${slotId}|${feed}|${sourceKey}`;\n}\n\nfunction alignedSeries(\n    ctx: RuntimeContext,\n    slotId: string,\n    feed: string,\n    sourceKey: NumericSourceKey,\n    secondary: StreamState,\n): ReadonlyArray<number> {\n    const key = alignmentKey(slotId, feed, sourceKey);\n    const existing = ctx.requestSecurityAlignments.get(key);\n    if (existing !== undefined) return existing;\n    const htfBars = ascendingBarsFor(ctx, secondary);\n    const ltfBars = ascendingBarsFor(ctx, ctx.stream);\n    const aligned = getOrAlign(htfBars, seriesAscending(secondary, sourceKey), ltfBars);\n    ctx.requestSecurityAlignments.set(key, aligned);\n    return aligned;\n}\n\n/**\n * Wrap a producer of the latest main-aligned array in the head-relative\n * `Series<number>` Proxy shape. `current` / `[n]` re-run `produce` (cheap —\n * `getOrAlign` memoises per bar) and read from the tail; `length` is the main\n * stream's bar count. Shared by the OHLCV `SecurityBar` fields and the\n * expression-output series so both walk the identical no-lookahead alignment.\n */\nfunction makeAlignedSeriesProxy(\n    ctx: RuntimeContext,\n    produce: () => ReadonlyArray<number>,\n): Series<number> {\n    const target = {\n        get current() {\n            const aligned = produce();\n            const value = aligned[aligned.length - 1];\n            return value === undefined ? Number.NaN : value;\n        },\n        get length() {\n            return ctx.stream.ohlcv.close.length;\n        },\n    };\n    return new Proxy(Object.freeze(target), {\n        get(obj, prop, receiver) {\n            if (typeof prop === \"string\") {\n                const n = Number(prop);\n                if (Number.isInteger(n) && n >= 0) {\n                    const aligned = produce();\n                    const value = aligned[aligned.length - 1 - n];\n                    return value === undefined ? Number.NaN : value;\n                }\n            }\n            return Reflect.get(obj, prop, receiver);\n        },\n    }) as Series<number>;\n}\n\nfunction makeAlignedNumberSeries(\n    ctx: RuntimeContext,\n    slotId: string,\n    feed: string,\n    sourceKey: NumericSourceKey,\n    secondary: StreamState,\n): Series<number> {\n    return makeAlignedSeriesProxy(ctx, () =>\n        alignedSeries(ctx, slotId, feed, sourceKey, secondary),\n    );\n}\n\nfunction makeLiveSecurityBar(\n    ctx: RuntimeContext,\n    slotId: string,\n    feed: string,\n    interval: string,\n    secondary: StreamState,\n): SecurityBar {\n    const numeric = new Map<NumericSourceKey, Series<number>>();\n    for (const key of NUMERIC_SOURCE_KEYS) {\n        numeric.set(key, makeAlignedNumberSeries(ctx, slotId, feed, key, secondary));\n    }\n    return Object.freeze({\n        time: numeric.get(\"time\") ?? makeSeries(Number.NaN),\n        open: numeric.get(\"open\") ?? makeSeries(Number.NaN),\n        high: numeric.get(\"high\") ?? makeSeries(Number.NaN),\n        low: numeric.get(\"low\") ?? makeSeries(Number.NaN),\n        close: numeric.get(\"close\") ?? makeSeries(Number.NaN),\n        volume: numeric.get(\"volume\") ?? makeSeries(Number.NaN),\n        hl2: numeric.get(\"hl2\") ?? makeSeries(Number.NaN),\n        hlc3: numeric.get(\"hlc3\") ?? makeSeries(Number.NaN),\n        ohlc4: numeric.get(\"ohlc4\") ?? makeSeries(Number.NaN),\n        hlcc4: numeric.get(\"hlcc4\") ?? makeSeries(Number.NaN),\n        symbol: makeConstantStringSeries(secondary.bar.symbol),\n        interval: makeConstantStringSeries(interval),\n    });\n}\n\n// The adapter does not advertise `multiSymbol`, so a `request.security` for a\n// symbol other than the chart's own degrades to all-NaN — mirroring the\n// `multiTimeframe` fallback message exactly, only naming the symbol gate.\nconst MULTI_SYMBOL_MSG =\n    \"Adapter declares multiSymbol: false; request.security for a different symbol returns NaN\";\n\nfunction fallbackNaN(\n    ctx: RuntimeContext,\n    cacheKey: string,\n    slotId: string,\n    feed: string,\n    code:\n        | \"unsupported-interval\"\n        | \"multi-timeframe-not-supported\"\n        | \"multi-symbol-not-supported\"\n        | \"unknown-secondary-stream\",\n    message: string,\n): SecurityBar {\n    pushOnce(ctx, code, slotId, feed, \"security\", message);\n    const bar = makeNanSecurityBar();\n    ctx.requestSecurityBars.set(cacheKey, bar);\n    return bar;\n}\n\n/**\n * Return the runtime `request.security` bar for a callsite and `(symbol,\n * interval)` feed. `symbol` is already chart-symbol resolved + collapsed by the\n * caller (`undefined` ⇒ the chart's own symbol), so the composite\n * {@link feedKey} collapses to the bare interval for the chart-symbol path —\n * keeping the cache key, secondary-stream lookup, and diagnostics\n * byte-identical to the pre-multi-symbol baseline.\n *\n * A non-`undefined` `symbol` is therefore always a DIFFERENT symbol: the gate\n * order is symbol (`multiSymbol`) → timeframe (`multiTimeframe`) →\n * `unsupported-interval` → `unknown-secondary-stream`, so a request that is\n * both a different symbol AND a different interval against `multiSymbol: false`\n * trips `multi-symbol-not-supported` first (one diagnostic, not both).\n *\n * @since 0.5\n * @stable\n * @example\n *     // const bar = makeSecurityBar(ctx, \"slot#0\", undefined, \"1D\");\n *     const requested = \"1D\";\n *     void requested;\n */\nexport function makeSecurityBar(\n    ctx: RuntimeContext,\n    slotId: string,\n    symbol: string | undefined,\n    interval: string,\n): SecurityBar {\n    const feed = feedKey(symbol, interval);\n    const cacheKey = `${slotId}|${feed}`;\n    const existing = ctx.requestSecurityBars.get(cacheKey);\n    if (existing !== undefined) return existing;\n\n    // Symbol gate precedes the timeframe gate: a different symbol is a strictly\n    // larger ask than a higher timeframe of the chart's own symbol.\n    if (symbol !== undefined && !ctx.capabilities.multiSymbol) {\n        return fallbackNaN(\n            ctx,\n            cacheKey,\n            slotId,\n            feed,\n            \"multi-symbol-not-supported\",\n            MULTI_SYMBOL_MSG,\n        );\n    }\n\n    if (!ctx.capabilities.multiTimeframe) {\n        return fallbackNaN(\n            ctx,\n            cacheKey,\n            slotId,\n            feed,\n            \"multi-timeframe-not-supported\",\n            \"Adapter declares multiTimeframe: false; request.security returns NaN\",\n        );\n    }\n\n    const known = ctx.capabilities.intervals.some((descriptor) => descriptor.value === interval);\n    if (!known) {\n        return fallbackNaN(\n            ctx,\n            cacheKey,\n            slotId,\n            feed,\n            \"unsupported-interval\",\n            `Requested interval \"${interval}\" is not in Capabilities.intervals`,\n        );\n    }\n\n    const secondary = ctx.secondaryStreams.get(feed);\n    if (secondary === undefined) {\n        return fallbackNaN(\n            ctx,\n            cacheKey,\n            slotId,\n            feed,\n            \"unknown-secondary-stream\",\n            `Requested interval \"${interval}\" has no registered secondary stream`,\n        );\n    }\n\n    const bar = makeLiveSecurityBar(ctx, slotId, feed, interval, secondary);\n    ctx.requestSecurityBars.set(cacheKey, bar);\n    return bar;\n}\n\nfunction makeNanNumberSeries(): Series<number> {\n    return makeSeries(Number.NaN);\n}\n\nfunction resolveSecondaryOrDiagnose(\n    ctx: RuntimeContext,\n    slotId: string,\n    feed: string,\n    interval: string,\n): StreamState | undefined {\n    if (!ctx.capabilities.multiTimeframe) {\n        pushOnce(\n            ctx,\n            \"multi-timeframe-not-supported\",\n            slotId,\n            feed,\n            \"security\",\n            \"Adapter declares multiTimeframe: false; request.security returns NaN\",\n        );\n        return undefined;\n    }\n    if (!ctx.capabilities.intervals.some((descriptor) => descriptor.value === interval)) {\n        pushOnce(\n            ctx,\n            \"unsupported-interval\",\n            slotId,\n            feed,\n            \"security\",\n            `Requested interval \"${interval}\" is not in Capabilities.intervals`,\n        );\n        return undefined;\n    }\n    const secondary = ctx.secondaryStreams.get(feed);\n    if (secondary === undefined) {\n        pushOnce(\n            ctx,\n            \"unknown-secondary-stream\",\n            slotId,\n            feed,\n            \"security\",\n            `Requested interval \"${interval}\" has no registered secondary stream`,\n        );\n    }\n    return secondary;\n}\n\n/**\n * Return the main-aligned output series for an HTF expression callsite. The\n * runner's `output` buffer holds one sampled value per HTF bar; this aligns it\n * no-lookahead to the main timeline against the real secondary stream's\n * timestamps (so `output[i]` pairs with secondary ascending bar `i`). Reuses\n * the OHLCV alignment kernel via {@link getOrAlign}. Capability / interval /\n * stream fallbacks return an all-NaN series and push a deduped diagnostic,\n * matching {@link makeSecurityBar}. The returned Proxy identity is cached per\n * `slotId|feedKey` for the bar. `feed` is the composite key the caller built\n * from the resolved `(symbol, interval)`; `runner.interval` is the bare\n * interval used for the capability check and diagnostic text.\n *\n * `isDifferentSymbol` (`true` when the resolved symbol differs from the chart\n * symbol) gates the all-NaN `multi-symbol-not-supported` fallback BEFORE the\n * timeframe gate, mirroring {@link makeSecurityBar}'s order exactly.\n *\n * @since 0.7\n * @stable\n * @example\n *     // const trend = makeSecurityExprSeries(ctx, runner, \"1W\", false);\n *     const requested = \"1W\";\n *     void requested;\n */\nexport function makeSecurityExprSeries(\n    ctx: RuntimeContext,\n    runner: SecurityExprRunner,\n    feed: string,\n    isDifferentSymbol: boolean,\n): Series<number> {\n    const cacheKey = `${runner.slotId}|${feed}`;\n    const cache = ctx.requestSecurityExprSeries;\n    const existing = cache?.get(cacheKey);\n    if (existing !== undefined) return existing;\n\n    // Symbol gate precedes the timeframe gate, matching `makeSecurityBar`.\n    if (isDifferentSymbol && !ctx.capabilities.multiSymbol) {\n        pushOnce(\n            ctx,\n            \"multi-symbol-not-supported\",\n            runner.slotId,\n            feed,\n            \"security\",\n            MULTI_SYMBOL_MSG,\n        );\n        const nan = makeNanNumberSeries();\n        cache?.set(cacheKey, nan);\n        return nan;\n    }\n\n    const secondary = resolveSecondaryOrDiagnose(ctx, runner.slotId, feed, runner.interval);\n    const series =\n        secondary === undefined\n            ? makeNanNumberSeries()\n            : makeAlignedSeriesProxy(ctx, () =>\n                  getOrAlign(\n                      ascendingBarsFor(ctx, secondary),\n                      ascendingValues(runner.output),\n                      ascendingBarsFor(ctx, ctx.stream),\n                  ),\n              );\n    cache?.set(cacheKey, series);\n    return series;\n}\n"]}

package/dist/request/securityExprRunner.d.ts

@@ -0,0 +1,137 @@
+import type { Bar, ScriptManifest, SecurityBar, SecurityExpr } from "@invinite-org/chartlang-core";
+import { type RuntimeContext } from "../runtimeContext.js";
+import { Float64RingBuffer } from "../ringBuffer.js";
+import { type StreamState } from "../streamState.js";
+/**
+ * One mounted higher-timeframe expression unit. The compiler records each
+ * `request.security({ interval }, (bar) => …)` callsite in
+ * `manifest.securityExpressions`; the runtime mounts one runner per entry.
+ *
+ * The runner owns a dedicated fold {@link StreamState} clocked on the HTF
+ * `interval`, a `Float64RingBuffer` output buffer (one sampled value per HTF
+ * bar), a fold {@link SecurityBar} view backed by the fold stream's head, and
+ * a private {@link RuntimeContext} (`stream = foldStream`,
+ * `slotIdPrefix = "security:<slotId>/"`) so `ta.*` inside the callback
+ * accumulate on the HTF clock without colliding with the main stream.
+ *
+ * `callback` is captured lazily the first time the main compute body calls
+ * `request.security(slotId, opts, expr)`. `processedHtfCount` tracks how many
+ * HTF bars have already been folded into `output` so replay catches up history
+ * exactly once.
+ *
+ * @since 0.7
+ * @stable
+ * @example
+ *     // const runner = createSecurityExprRunner({ slotId: "s#0", interval: "1W",
+ *     //     capacity: 64, parent });
+ *     const slotId = "s#0";
+ *     void slotId;
+ */
+export type SecurityExprRunner = {
+    readonly slotId: string;
+    readonly interval: string;
+    readonly foldStream: StreamState;
+    readonly foldBar: SecurityBar;
+    readonly ctx: RuntimeContext;
+    readonly output: Float64RingBuffer;
+    callback?: SecurityExpr;
+    processedHtfCount: number;
+};
+/**
+ * The pair of lookup maps the runtime threads onto its {@link RuntimeContext}:
+ * `bySlot` keyed by `slotId` (overload dispatch + capture) and `byFeed` keyed
+ * by the composite `feedKey(symbol, interval)` (the fan-out from a secondary
+ * close, whose `streamKey` carries that same composite key).
+ *
+ * @since 0.7
+ * @stable
+ * @example
+ *     const registry: SecurityExprRegistry = {
+ *         bySlot: new Map(),
+ *         byFeed: new Map(),
+ *     };
+ *     void registry;
+ */
+export type SecurityExprRegistry = {
+    readonly bySlot: Map<string, SecurityExprRunner>;
+    readonly byFeed: ReadonlyMap<string, ReadonlyArray<SecurityExprRunner>>;
+};
+/**
+ * Construct one {@link SecurityExprRunner}. The fold stream and output buffer
+ * share the secondary stream's `capacity` so a deep-lookback callback
+ * (`ta.sma(bar.close, 50)`) has enough HTF history to warm up.
+ *
+ * @since 0.7
+ * @stable
+ * @example
+ *     // const runner = createSecurityExprRunner({ slotId: "s#0",
+ *     //     interval: "1W", capacity: 64, parent });
+ *     const interval = "1W";
+ *     void interval;
+ */
+export declare function createSecurityExprRunner(args: {
+    readonly slotId: string;
+    readonly symbol: string;
+    readonly interval: string;
+    readonly capacity: number;
+    readonly parent: RuntimeContext;
+}): SecurityExprRunner;
+/**
+ * Mount one runner per `manifest.securityExpressions` entry and return the
+ * `bySlot` / `byFeed` lookup maps. Returns empty maps when the manifest
+ * declares no expression callsites (the common single-timeframe case), so the
+ * secondary-close drive pays a single empty-map check.
+ *
+ * @since 0.7
+ * @stable
+ * @example
+ *     // const registry = buildSecurityExprRunners(manifest, ctx, 64);
+ *     const built = "bySlot + byFeed";
+ *     void built;
+ */
+export declare function buildSecurityExprRunners(manifest: ScriptManifest, parent: RuntimeContext, capacity: number): SecurityExprRegistry;
+/**
+ * Drive every runner registered on the composite feed key `streamKey` for one
+ * secondary event. `streamKey` is the `feedKey(symbol, interval)` the secondary
+ * stream is registered under (and that `CandleEvent.streamKey` carries). A
+ * `"close"` folds the bar into the fold stream and appends one sampled output;
+ * a `"tick"` replaces the fold head and the output head without advancing
+ * length. Runners whose callback is not yet captured are skipped — the first
+ * main compute replays their backlog via {@link captureAndCatchUp}.
+ *
+ * @since 0.7
+ * @stable
+ * @example
+ *     // driveSecurityExpressions(ctx, "1W", "close", weeklyBar);
+ *     const mode = "close";
+ *     void mode;
+ */
+export declare function driveSecurityExpressions(parent: RuntimeContext, streamKey: string, mode: "close" | "tick", bar: Bar): void;
+/**
+ * Store the callback the first time main compute provides it, then replay the
+ * real secondary stream oldest→newest through the runner's fold stream until
+ * `processedHtfCount === secondary.length`. Idempotent once the backlog is
+ * drained, so later calls in the same bar are no-ops.
+ *
+ * @since 0.7
+ * @stable
+ * @example
+ *     // captureAndCatchUp(runner, expr, secondaryStream);
+ *     const replayed = "oldest -> newest";
+ *     void replayed;
+ */
+export declare function captureAndCatchUp(runner: SecurityExprRunner, expr: SecurityExpr, secondary: StreamState): void;
+/**
+ * Materialise a `Float64RingBuffer`'s values oldest→newest. Used as the
+ * `htfSeries` source when aligning a runner's output buffer to the main
+ * timeline.
+ *
+ * @since 0.7
+ * @stable
+ * @example
+ *     // const values = ascendingValues(runner.output);
+ *     const order = "oldest -> newest";
+ *     void order;
+ */
+export declare function ascendingValues(buffer: Float64RingBuffer): ReadonlyArray<number>;
+//# sourceMappingURL=securityExprRunner.d.ts.map

package/dist/request/securityExprRunner.d.ts.map

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package/dist/request/securityExprRunner.js

@@ -0,0 +1,253 @@
+// Copyright (c) 2026 Invinite. Licensed under the MIT License.
+// See the LICENSE file in the repo root for full license text.
+import { feedKey } from "@invinite-org/chartlang-core";
+import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
+import { Float64RingBuffer } from "../ringBuffer.js";
+import { advanceSeriesSlots, commitSeriesSlots, resetSeriesHeads } from "../state/index.js";
+import { inMemoryStateStore } from "../stateStore.js";
+import { appendBarToStream, createStreamState, replaceStreamHead, } from "../streamState.js";
+import { createRuntimeViews } from "../views/index.js";
+import { barFromStream, makeConstantStringSeries } from "./streamBars.js";
+function makeFoldBar(foldStream, symbol, interval) {
+    const { seriesViews } = foldStream;
+    return Object.freeze({
+        time: seriesViews.time,
+        open: seriesViews.open,
+        high: seriesViews.high,
+        low: seriesViews.low,
+        close: seriesViews.close,
+        volume: seriesViews.volume,
+        hl2: seriesViews.hl2,
+        hlc3: seriesViews.hlc3,
+        ohlc4: seriesViews.ohlc4,
+        hlcc4: seriesViews.hlcc4,
+        symbol: makeConstantStringSeries(symbol),
+        interval: makeConstantStringSeries(interval),
+    });
+}
+function buildExprContext(parent, slotId, foldStream) {
+    return {
+        stream: foldStream,
+        stateStore: inMemoryStateStore(),
+        lastPersistTime: 0,
+        capabilities: parent.capabilities,
+        // A throwaway bag — the callback may not emit (Task 2 forbids
+        // non-`ta` refs), but an isolated queue guards if it somehow does.
+        emissions: {
+            plots: [],
+            drawings: [],
+            alerts: [],
+            alertConditions: [],
+            logs: [],
+            diagnostics: [],
+            fromBar: 0,
+            toBar: 0,
+        },
+        barIndex: () => foldStream.ohlcv.close.length - 1,
+        isTick: false,
+        drawingSlots: new Map(),
+        drawingSubIdCounters: new Map(),
+        drawingBucketCounters: { lines: 0, labels: 0, boxes: 0, polylines: 0, other: 0 },
+        scriptMaxDrawings: null,
+        stateSlots: new Map(),
+        seriesSlots: new Map(),
+        arraySlots: new Map(),
+        chartSymbol: parent.chartSymbol,
+        secondaryStreams: parent.secondaryStreams,
+        requestSecurityBars: new Map(),
+        requestSecurityAlignments: new Map(),
+        requestSecurityAscendingBars: new Map(),
+        requestLowerTfViews: new Map(),
+        diagnosedRequestKeys: new Set(),
+        diagnosedTzKeys: new Set(),
+        logBudget: 0,
+        logBudgetExceededDiagnosed: false,
+        resolvedInputs: parent.resolvedInputs,
+        defaultPane: parent.defaultPane,
+        scriptPane: parent.scriptPane,
+        plotOverrides: Object.freeze({}),
+        diagnosedInputKeys: new Set(),
+        views: createRuntimeViews(),
+        slotIdPrefix: `security:${slotId}/`,
+    };
+}
+/**
+ * Construct one {@link SecurityExprRunner}. The fold stream and output buffer
+ * share the secondary stream's `capacity` so a deep-lookback callback
+ * (`ta.sma(bar.close, 50)`) has enough HTF history to warm up.
+ *
+ * @since 0.7
+ * @stable
+ * @example
+ *     // const runner = createSecurityExprRunner({ slotId: "s#0",
+ *     //     interval: "1W", capacity: 64, parent });
+ *     const interval = "1W";
+ *     void interval;
+ */
+export function createSecurityExprRunner(args) {
+    const { slotId, symbol, interval, capacity, parent } = args;
+    const foldStream = createStreamState({ interval, capacity, symbol });
+    return {
+        slotId,
+        interval,
+        foldStream,
+        foldBar: makeFoldBar(foldStream, symbol, interval),
+        ctx: buildExprContext(parent, slotId, foldStream),
+        output: new Float64RingBuffer(capacity),
+        processedHtfCount: 0,
+    };
+}
+/**
+ * Mount one runner per `manifest.securityExpressions` entry and return the
+ * `bySlot` / `byFeed` lookup maps. Returns empty maps when the manifest
+ * declares no expression callsites (the common single-timeframe case), so the
+ * secondary-close drive pays a single empty-map check.
+ *
+ * @since 0.7
+ * @stable
+ * @example
+ *     // const registry = buildSecurityExprRunners(manifest, ctx, 64);
+ *     const built = "bySlot + byFeed";
+ *     void built;
+ */
+export function buildSecurityExprRunners(manifest, parent, capacity) {
+    const bySlot = new Map();
+    const byFeed = new Map();
+    for (const descriptor of manifest.securityExpressions ?? []) {
+        // Index by the composite feed key (the same key the secondary stream is
+        // registered under and `CandleEvent.streamKey` carries). Collapse a
+        // chart-symbol descriptor (omitted, or the chart's own ticker passed
+        // explicitly) to `undefined` BEFORE keying — mirroring
+        // `createSecondaryStreams` — so the omitted-symbol path stays
+        // byte-identical to the pre-multi-symbol baseline. The fold stream
+        // carries the RESOLVED symbol (chart symbol when omitted).
+        const resolved = descriptor.symbol === undefined || descriptor.symbol === parent.chartSymbol
+            ? undefined
+            : descriptor.symbol;
+        const key = feedKey(resolved, descriptor.interval);
+        const runner = createSecurityExprRunner({
+            slotId: descriptor.slotId,
+            symbol: descriptor.symbol ?? parent.chartSymbol,
+            interval: descriptor.interval,
+            capacity,
+            parent,
+        });
+        bySlot.set(descriptor.slotId, runner);
+        const list = byFeed.get(key);
+        if (list === undefined) {
+            byFeed.set(key, [runner]);
+        }
+        else {
+            list.push(runner);
+        }
+    }
+    return { bySlot, byFeed };
+}
+function sampleOutput(result) {
+    return typeof result === "number" ? result : result.current;
+}
+function evaluate(runner, callback, isTick) {
+    const previous = ACTIVE_RUNTIME_CONTEXT.current;
+    ACTIVE_RUNTIME_CONTEXT.current = runner.ctx;
+    runner.ctx.isTick = isTick;
+    // `state.series` inside the callback accumulates on the HTF clock, so it
+    // advances/commits in lockstep with the fold stream — the same close/tick
+    // discipline `runComputeBody` applies to the main compute.
+    if (isTick)
+        resetSeriesHeads(runner.ctx);
+    else
+        advanceSeriesSlots(runner.ctx);
+    try {
+        return sampleOutput(callback(runner.foldBar));
+    }
+    finally {
+        if (!isTick)
+            commitSeriesSlots(runner.ctx);
+        runner.ctx.isTick = false;
+        ACTIVE_RUNTIME_CONTEXT.current = previous;
+    }
+}
+function foldClose(runner, bar) {
+    if (runner.callback === undefined)
+        return;
+    appendBarToStream(runner.foldStream, bar);
+    runner.output.append(evaluate(runner, runner.callback, false));
+    runner.processedHtfCount += 1;
+}
+function foldTick(runner, bar) {
+    if (runner.callback === undefined)
+        return;
+    replaceStreamHead(runner.foldStream, bar);
+    runner.output.replaceHead(evaluate(runner, runner.callback, true));
+}
+/**
+ * Drive every runner registered on the composite feed key `streamKey` for one
+ * secondary event. `streamKey` is the `feedKey(symbol, interval)` the secondary
+ * stream is registered under (and that `CandleEvent.streamKey` carries). A
+ * `"close"` folds the bar into the fold stream and appends one sampled output;
+ * a `"tick"` replaces the fold head and the output head without advancing
+ * length. Runners whose callback is not yet captured are skipped — the first
+ * main compute replays their backlog via {@link captureAndCatchUp}.
+ *
+ * @since 0.7
+ * @stable
+ * @example
+ *     // driveSecurityExpressions(ctx, "1W", "close", weeklyBar);
+ *     const mode = "close";
+ *     void mode;
+ */
+export function driveSecurityExpressions(parent, streamKey, mode, bar) {
+    const runners = parent.securityExprRunnersByFeed?.get(streamKey);
+    if (runners === undefined)
+        return;
+    for (const runner of runners) {
+        if (mode === "close") {
+            foldClose(runner, bar);
+        }
+        else {
+            foldTick(runner, bar);
+        }
+    }
+}
+/**
+ * Store the callback the first time main compute provides it, then replay the
+ * real secondary stream oldest→newest through the runner's fold stream until
+ * `processedHtfCount === secondary.length`. Idempotent once the backlog is
+ * drained, so later calls in the same bar are no-ops.
+ *
+ * @since 0.7
+ * @stable
+ * @example
+ *     // captureAndCatchUp(runner, expr, secondaryStream);
+ *     const replayed = "oldest -> newest";
+ *     void replayed;
+ */
+export function captureAndCatchUp(runner, expr, secondary) {
+    if (runner.callback === undefined)
+        runner.callback = expr;
+    const length = secondary.ohlcv.close.length;
+    while (runner.processedHtfCount < length) {
+        const age = length - 1 - runner.processedHtfCount;
+        foldClose(runner, barFromStream(secondary, age));
+    }
+}
+/**
+ * Materialise a `Float64RingBuffer`'s values oldest→newest. Used as the
+ * `htfSeries` source when aligning a runner's output buffer to the main
+ * timeline.
+ *
+ * @since 0.7
+ * @stable
+ * @example
+ *     // const values = ascendingValues(runner.output);
+ *     const order = "oldest -> newest";
+ *     void order;
+ */
+export function ascendingValues(buffer) {
+    const values = [];
+    for (let age = buffer.length - 1; age >= 0; age -= 1) {
+        values.push(buffer.at(age));
+    }
+    return values;
+}
+//# sourceMappingURL=securityExprRunner.js.map

package/dist/request/securityExprRunner.js.map

@@ -0,0 +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 {\n    Bar,\n    ScriptManifest,\n    SecurityBar,\n    SecurityExpr,\n    Series,\n} from \"@invinite-org/chartlang-core\";\nimport { feedKey } from \"@invinite-org/chartlang-core\";\n\nimport { ACTIVE_RUNTIME_CONTEXT, type RuntimeContext } from \"../runtimeContext.js\";\nimport { Float64RingBuffer } from \"../ringBuffer.js\";\nimport { advanceSeriesSlots, commitSeriesSlots, resetSeriesHeads } from \"../state/index.js\";\nimport { inMemoryStateStore } from \"../stateStore.js\";\nimport {\n    type StreamState,\n    appendBarToStream,\n    createStreamState,\n    replaceStreamHead,\n} from \"../streamState.js\";\nimport { createRuntimeViews } from \"../views/index.js\";\nimport { barFromStream, makeConstantStringSeries } from \"./streamBars.js\";\n\n/**\n * One mounted higher-timeframe expression unit. The compiler records each\n * `request.security({ interval }, (bar) => …)` callsite in\n * `manifest.securityExpressions`; the runtime mounts one runner per entry.\n *\n * The runner owns a dedicated fold {@link StreamState} clocked on the HTF\n * `interval`, a `Float64RingBuffer` output buffer (one sampled value per HTF\n * bar), a fold {@link SecurityBar} view backed by the fold stream's head, and\n * a private {@link RuntimeContext} (`stream = foldStream`,\n * `slotIdPrefix = \"security:<slotId>/\"`) so `ta.*` inside the callback\n * accumulate on the HTF clock without colliding with the main stream.\n *\n * `callback` is captured lazily the first time the main compute body calls\n * `request.security(slotId, opts, expr)`. `processedHtfCount` tracks how many\n * HTF bars have already been folded into `output` so replay catches up history\n * exactly once.\n *\n * @since 0.7\n * @stable\n * @example\n *     // const runner = createSecurityExprRunner({ slotId: \"s#0\", interval: \"1W\",\n *     //     capacity: 64, parent });\n *     const slotId = \"s#0\";\n *     void slotId;\n */\nexport type SecurityExprRunner = {\n    readonly slotId: string;\n    readonly interval: string;\n    readonly foldStream: StreamState;\n    readonly foldBar: SecurityBar;\n    readonly ctx: RuntimeContext;\n    readonly output: Float64RingBuffer;\n    callback?: SecurityExpr;\n    processedHtfCount: number;\n};\n\n/**\n * The pair of lookup maps the runtime threads onto its {@link RuntimeContext}:\n * `bySlot` keyed by `slotId` (overload dispatch + capture) and `byFeed` keyed\n * by the composite `feedKey(symbol, interval)` (the fan-out from a secondary\n * close, whose `streamKey` carries that same composite key).\n *\n * @since 0.7\n * @stable\n * @example\n *     const registry: SecurityExprRegistry = {\n *         bySlot: new Map(),\n *         byFeed: new Map(),\n *     };\n *     void registry;\n */\nexport type SecurityExprRegistry = {\n    readonly bySlot: Map<string, SecurityExprRunner>;\n    readonly byFeed: ReadonlyMap<string, ReadonlyArray<SecurityExprRunner>>;\n};\n\nfunction makeFoldBar(foldStream: StreamState, symbol: string, interval: string): SecurityBar {\n    const { seriesViews } = foldStream;\n    return Object.freeze({\n        time: seriesViews.time,\n        open: seriesViews.open,\n        high: seriesViews.high,\n        low: seriesViews.low,\n        close: seriesViews.close,\n        volume: seriesViews.volume,\n        hl2: seriesViews.hl2,\n        hlc3: seriesViews.hlc3,\n        ohlc4: seriesViews.ohlc4,\n        hlcc4: seriesViews.hlcc4,\n        symbol: makeConstantStringSeries(symbol),\n        interval: makeConstantStringSeries(interval),\n    });\n}\n\nfunction buildExprContext(\n    parent: RuntimeContext,\n    slotId: string,\n    foldStream: StreamState,\n): RuntimeContext {\n    return {\n        stream: foldStream,\n        stateStore: inMemoryStateStore(),\n        lastPersistTime: 0,\n        capabilities: parent.capabilities,\n        // A throwaway bag — the callback may not emit (Task 2 forbids\n        // non-`ta` refs), but an isolated queue guards if it somehow does.\n        emissions: {\n            plots: [],\n            drawings: [],\n            alerts: [],\n            alertConditions: [],\n            logs: [],\n            diagnostics: [],\n            fromBar: 0,\n            toBar: 0,\n        },\n        barIndex: () => foldStream.ohlcv.close.length - 1,\n        isTick: false,\n        drawingSlots: new Map(),\n        drawingSubIdCounters: new Map(),\n        drawingBucketCounters: { lines: 0, labels: 0, boxes: 0, polylines: 0, other: 0 },\n        scriptMaxDrawings: null,\n        stateSlots: new Map(),\n        seriesSlots: new Map(),\n        arraySlots: new Map(),\n        chartSymbol: parent.chartSymbol,\n        secondaryStreams: parent.secondaryStreams,\n        requestSecurityBars: new Map(),\n        requestSecurityAlignments: new Map(),\n        requestSecurityAscendingBars: new Map(),\n        requestLowerTfViews: new Map(),\n        diagnosedRequestKeys: new Set(),\n        diagnosedTzKeys: new Set(),\n        logBudget: 0,\n        logBudgetExceededDiagnosed: false,\n        resolvedInputs: parent.resolvedInputs,\n        defaultPane: parent.defaultPane,\n        scriptPane: parent.scriptPane,\n        plotOverrides: Object.freeze({}),\n        diagnosedInputKeys: new Set(),\n        views: createRuntimeViews(),\n        slotIdPrefix: `security:${slotId}/`,\n    };\n}\n\n/**\n * Construct one {@link SecurityExprRunner}. The fold stream and output buffer\n * share the secondary stream's `capacity` so a deep-lookback callback\n * (`ta.sma(bar.close, 50)`) has enough HTF history to warm up.\n *\n * @since 0.7\n * @stable\n * @example\n *     // const runner = createSecurityExprRunner({ slotId: \"s#0\",\n *     //     interval: \"1W\", capacity: 64, parent });\n *     const interval = \"1W\";\n *     void interval;\n */\nexport function createSecurityExprRunner(args: {\n    readonly slotId: string;\n    readonly symbol: string;\n    readonly interval: string;\n    readonly capacity: number;\n    readonly parent: RuntimeContext;\n}): SecurityExprRunner {\n    const { slotId, symbol, interval, capacity, parent } = args;\n    const foldStream = createStreamState({ interval, capacity, symbol });\n    return {\n        slotId,\n        interval,\n        foldStream,\n        foldBar: makeFoldBar(foldStream, symbol, interval),\n        ctx: buildExprContext(parent, slotId, foldStream),\n        output: new Float64RingBuffer(capacity),\n        processedHtfCount: 0,\n    };\n}\n\n/**\n * Mount one runner per `manifest.securityExpressions` entry and return the\n * `bySlot` / `byFeed` lookup maps. Returns empty maps when the manifest\n * declares no expression callsites (the common single-timeframe case), so the\n * secondary-close drive pays a single empty-map check.\n *\n * @since 0.7\n * @stable\n * @example\n *     // const registry = buildSecurityExprRunners(manifest, ctx, 64);\n *     const built = \"bySlot + byFeed\";\n *     void built;\n */\nexport function buildSecurityExprRunners(\n    manifest: ScriptManifest,\n    parent: RuntimeContext,\n    capacity: number,\n): SecurityExprRegistry {\n    const bySlot = new Map<string, SecurityExprRunner>();\n    const byFeed = new Map<string, SecurityExprRunner[]>();\n    for (const descriptor of manifest.securityExpressions ?? []) {\n        // Index by the composite feed key (the same key the secondary stream is\n        // registered under and `CandleEvent.streamKey` carries). Collapse a\n        // chart-symbol descriptor (omitted, or the chart's own ticker passed\n        // explicitly) to `undefined` BEFORE keying — mirroring\n        // `createSecondaryStreams` — so the omitted-symbol path stays\n        // byte-identical to the pre-multi-symbol baseline. The fold stream\n        // carries the RESOLVED symbol (chart symbol when omitted).\n        const resolved =\n            descriptor.symbol === undefined || descriptor.symbol === parent.chartSymbol\n                ? undefined\n                : descriptor.symbol;\n        const key = feedKey(resolved, descriptor.interval);\n        const runner = createSecurityExprRunner({\n            slotId: descriptor.slotId,\n            symbol: descriptor.symbol ?? parent.chartSymbol,\n            interval: descriptor.interval,\n            capacity,\n            parent,\n        });\n        bySlot.set(descriptor.slotId, runner);\n        const list = byFeed.get(key);\n        if (list === undefined) {\n            byFeed.set(key, [runner]);\n        } else {\n            list.push(runner);\n        }\n    }\n    return { bySlot, byFeed };\n}\n\nfunction sampleOutput(result: Series<number> | number): number {\n    return typeof result === \"number\" ? result : result.current;\n}\n\nfunction evaluate(runner: SecurityExprRunner, callback: SecurityExpr, isTick: boolean): number {\n    const previous = ACTIVE_RUNTIME_CONTEXT.current;\n    ACTIVE_RUNTIME_CONTEXT.current = runner.ctx;\n    runner.ctx.isTick = isTick;\n    // `state.series` inside the callback accumulates on the HTF clock, so it\n    // advances/commits in lockstep with the fold stream — the same close/tick\n    // discipline `runComputeBody` applies to the main compute.\n    if (isTick) resetSeriesHeads(runner.ctx);\n    else advanceSeriesSlots(runner.ctx);\n    try {\n        return sampleOutput(callback(runner.foldBar));\n    } finally {\n        if (!isTick) commitSeriesSlots(runner.ctx);\n        runner.ctx.isTick = false;\n        ACTIVE_RUNTIME_CONTEXT.current = previous;\n    }\n}\n\nfunction foldClose(runner: SecurityExprRunner, bar: Bar): void {\n    if (runner.callback === undefined) return;\n    appendBarToStream(runner.foldStream, bar);\n    runner.output.append(evaluate(runner, runner.callback, false));\n    runner.processedHtfCount += 1;\n}\n\nfunction foldTick(runner: SecurityExprRunner, bar: Bar): void {\n    if (runner.callback === undefined) return;\n    replaceStreamHead(runner.foldStream, bar);\n    runner.output.replaceHead(evaluate(runner, runner.callback, true));\n}\n\n/**\n * Drive every runner registered on the composite feed key `streamKey` for one\n * secondary event. `streamKey` is the `feedKey(symbol, interval)` the secondary\n * stream is registered under (and that `CandleEvent.streamKey` carries). A\n * `\"close\"` folds the bar into the fold stream and appends one sampled output;\n * a `\"tick\"` replaces the fold head and the output head without advancing\n * length. Runners whose callback is not yet captured are skipped — the first\n * main compute replays their backlog via {@link captureAndCatchUp}.\n *\n * @since 0.7\n * @stable\n * @example\n *     // driveSecurityExpressions(ctx, \"1W\", \"close\", weeklyBar);\n *     const mode = \"close\";\n *     void mode;\n */\nexport function driveSecurityExpressions(\n    parent: RuntimeContext,\n    streamKey: string,\n    mode: \"close\" | \"tick\",\n    bar: Bar,\n): void {\n    const runners = parent.securityExprRunnersByFeed?.get(streamKey);\n    if (runners === undefined) return;\n    for (const runner of runners) {\n        if (mode === \"close\") {\n            foldClose(runner, bar);\n        } else {\n            foldTick(runner, bar);\n        }\n    }\n}\n\n/**\n * Store the callback the first time main compute provides it, then replay the\n * real secondary stream oldest→newest through the runner's fold stream until\n * `processedHtfCount === secondary.length`. Idempotent once the backlog is\n * drained, so later calls in the same bar are no-ops.\n *\n * @since 0.7\n * @stable\n * @example\n *     // captureAndCatchUp(runner, expr, secondaryStream);\n *     const replayed = \"oldest -> newest\";\n *     void replayed;\n */\nexport function captureAndCatchUp(\n    runner: SecurityExprRunner,\n    expr: SecurityExpr,\n    secondary: StreamState,\n): void {\n    if (runner.callback === undefined) runner.callback = expr;\n    const length = secondary.ohlcv.close.length;\n    while (runner.processedHtfCount < length) {\n        const age = length - 1 - runner.processedHtfCount;\n        foldClose(runner, barFromStream(secondary, age));\n    }\n}\n\n/**\n * Materialise a `Float64RingBuffer`'s values oldest→newest. Used as the\n * `htfSeries` source when aligning a runner's output buffer to the main\n * timeline.\n *\n * @since 0.7\n * @stable\n * @example\n *     // const values = ascendingValues(runner.output);\n *     const order = \"oldest -> newest\";\n *     void order;\n */\nexport function ascendingValues(buffer: Float64RingBuffer): ReadonlyArray<number> {\n    const values: number[] = [];\n    for (let age = buffer.length - 1; age >= 0; age -= 1) {\n        values.push(buffer.at(age));\n    }\n    return values;\n}\n"]}

package/dist/request/streamBars.d.ts

@@ -1,6 +1,19 @@
-import type { Bar } from "@invinite-org/chartlang-core";
+import type { Bar, Series } from "@invinite-org/chartlang-core";
 import type { RuntimeContext } from "../runtimeContext.js";
 import type { StreamState } from "../streamState.js";
+/**
+ * A `Series<string>` whose every head-relative read returns a fixed `value`.
+ * Backs the `symbol` / `interval` fields of a materialised {@link SecurityBar}
+ * (both the data form's live bar and the expression form's fold bar), where the
+ * scalar is constant across history.
+ *
+ * @since 0.7
+ * @stable
+ * @example
+ *     const s = makeConstantStringSeries("1W");
+ *     void s.current; // "1W"
+ */
+export declare function makeConstantStringSeries(value: string): Series<string>;
 /**
  * Materialise the bar at ring-buffer `age` from a stream state.
  *

package/dist/request/streamBars.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"streamBars.d.ts","sourceRoot":"","sources":["../../src/request/streamBars.ts"],"names":[],"mappings":"AAGA,OAAO,KAAK,EAAE,GAAG,EAAS,MAAM,EAAc,MAAM,8BAA8B,CAAC;AAGnF,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,sBAAsB,CAAC;AAC3D,OAAO,KAAK,EAAE,WAAW,EAAE,MAAM,mBAAmB,CAAC;AAErD;;;;;;;;;;;GAWG;AACH,wBAAgB,wBAAwB,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAC,MAAM,CAAC,CAkBtE;AAED;;;;;;;;;GASG;AACH,wBAAgB,aAAa,CAAC,MAAM,EAAE,WAAW,EAAE,GAAG,EAAE,MAAM,GAAG,GAAG,CAyBnE;AAED;;;;;;;;;;GAUG;AACH,wBAAgB,gBAAgB,CAAC,GAAG,EAAE,cAAc,EAAE,MAAM,EAAE,WAAW,GAAG,aAAa,CAAC,GAAG,CAAC,CAS7F"}

package/dist/request/streamBars.js

@@ -1,5 +1,38 @@
 // Copyright (c) 2026 Invinite. Licensed under the MIT License.
 // See the LICENSE file in the repo root for full license text.
+import { resolveBarPoint } from "../barPoint.js";
+/**
+ * A `Series<string>` whose every head-relative read returns a fixed `value`.
+ * Backs the `symbol` / `interval` fields of a materialised {@link SecurityBar}
+ * (both the data form's live bar and the expression form's fold bar), where the
+ * scalar is constant across history.
+ *
+ * @since 0.7
+ * @stable
+ * @example
+ *     const s = makeConstantStringSeries("1W");
+ *     void s.current; // "1W"
+ */
+export function makeConstantStringSeries(value) {
+    const target = {
+        get current() {
+            return value;
+        },
+        get length() {
+            return 0;
+        },
+    };
+    return new Proxy(Object.freeze(target), {
+        get(obj, prop, receiver) {
+            if (typeof prop === "string") {
+                const n = Number(prop);
+                if (Number.isInteger(n) && n >= 0)
+                    return value;
+            }
+            return Reflect.get(obj, prop, receiver);
+        },
+    });
+}
 /**
  * Materialise the bar at ring-buffer `age` from a stream state.
  *
@@ -15,8 +48,9 @@ export function barFromStream(stream, age) {
     const high = stream.ohlcv.high.at(age);
     const low = stream.ohlcv.low.at(age);
     const close = stream.ohlcv.close.at(age);
+    const barTime = stream.ohlcv.time.at(age);
     return {
-        time: stream.ohlcv.time.at(age),
+        time: barTime,
         open,
         high,
         low,
@@ -28,6 +62,10 @@ export function barFromStream(stream, age) {
         hlc3: (high + low + close) / 3,
         ohlc4: (open + high + low + close) / 4,
         hlcc4: (high + low + close + close) / 4,
+        // Anchored at this materialised bar's own `age`: a negative offset
+        // reads `time.at(age - offset)` (further back in this stream's
+        // history) so a snapshot bar's offsets stay relative to itself.
+        point: (offset, price) => resolveBarPoint(stream.ohlcv.time, stream.bar.interval, barTime, offset - age, price),
     };
 }
 /**

package/dist/request/streamBars.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\nimport type { Bar, Price, Series, WorldPoint } from \"@invinite-org/chartlang-core\";\n\nimport { resolveBarPoint } from \"../barPoint.js\";\nimport type { RuntimeContext } from \"../runtimeContext.js\";\nimport type { StreamState } from \"../streamState.js\";\n\n/**\n * A `Series<string>` whose every head-relative read returns a fixed `value`.\n * Backs the `symbol` / `interval` fields of a materialised {@link SecurityBar}\n * (both the data form's live bar and the expression form's fold bar), where the\n * scalar is constant across history.\n *\n * @since 0.7\n * @stable\n * @example\n *     const s = makeConstantStringSeries(\"1W\");\n *     void s.current; // \"1W\"\n */\nexport function makeConstantStringSeries(value: string): Series<string> {\n    const target = {\n        get current() {\n            return value;\n        },\n        get length() {\n            return 0;\n        },\n    };\n    return new Proxy(Object.freeze(target), {\n        get(obj, prop, receiver) {\n            if (typeof prop === \"string\") {\n                const n = Number(prop);\n                if (Number.isInteger(n) && n >= 0) return value;\n            }\n            return Reflect.get(obj, prop, receiver);\n        },\n    }) as Series<string>;\n}\n\n/**\n * Materialise the bar at ring-buffer `age` from a stream state.\n *\n * @since 0.6\n * @stable\n * @example\n *     // const bar = barFromStream(stream, 0);\n *     const age = 0;\n *     void age;\n */\nexport function barFromStream(stream: StreamState, age: number): Bar {\n    const open = stream.ohlcv.open.at(age);\n    const high = stream.ohlcv.high.at(age);\n    const low = stream.ohlcv.low.at(age);\n    const close = stream.ohlcv.close.at(age);\n    const barTime = stream.ohlcv.time.at(age);\n    return {\n        time: barTime,\n        open,\n        high,\n        low,\n        close,\n        volume: stream.ohlcv.volume.at(age),\n        symbol: stream.bar.symbol,\n        interval: stream.bar.interval,\n        hl2: (high + low) / 2,\n        hlc3: (high + low + close) / 3,\n        ohlc4: (open + high + low + close) / 4,\n        hlcc4: (high + low + close + close) / 4,\n        // Anchored at this materialised bar's own `age`: a negative offset\n        // reads `time.at(age - offset)` (further back in this stream's\n        // history) so a snapshot bar's offsets stay relative to itself.\n        point: (offset: number, price: Price): WorldPoint =>\n            resolveBarPoint(stream.ohlcv.time, stream.bar.interval, barTime, offset - age, price),\n    };\n}\n\n/**\n * Return a stream's bars in ascending time order, memoised per step on\n * `ctx.requestSecurityAscendingBars` (cleared each bar close).\n *\n * @since 0.6\n * @stable\n * @example\n *     // const bars = ascendingBarsFor(ctx, ctx.stream);\n *     const memo = \"requestSecurityAscendingBars\";\n *     void memo;\n */\nexport function ascendingBarsFor(ctx: RuntimeContext, stream: StreamState): ReadonlyArray<Bar> {\n    const cached = ctx.requestSecurityAscendingBars.get(stream);\n    if (cached !== undefined) return cached;\n    const bars: Bar[] = [];\n    for (let age = stream.ohlcv.close.length - 1; age >= 0; age -= 1) {\n        bars.push(barFromStream(stream, age));\n    }\n    ctx.requestSecurityAscendingBars.set(stream, bars);\n    return bars;\n}\n"]}