@mmflow/indicators 0.1.0

package/dist/index.cjs

@@ -0,0 +1,116 @@
+'use strict';
+
+// src/index.ts
+function sma(values, period) {
+  const out = new Array(values.length);
+  let sum = 0;
+  for (let i = 0; i < values.length; i++) {
+    sum += values[i];
+    if (i >= period) sum -= values[i - period];
+    out[i] = i >= period - 1 ? sum / period : NaN;
+  }
+  return out;
+}
+function ema(values, period) {
+  const out = new Array(values.length);
+  if (values.length < period) {
+    return out.fill(NaN);
+  }
+  const k = 2 / (period + 1);
+  let sum = 0;
+  for (let i = 0; i < period; i++) {
+    sum += values[i];
+    out[i] = NaN;
+  }
+  let prev = sum / period;
+  out[period - 1] = prev;
+  for (let i = period; i < values.length; i++) {
+    prev = values[i] * k + prev * (1 - k);
+    out[i] = prev;
+  }
+  return out;
+}
+function vwap(candles) {
+  let cumPV = 0;
+  let cumV = 0;
+  return candles.map((c) => {
+    const tp = (c.h + c.l + c.c) / 3;
+    cumPV += tp * c.v;
+    cumV += c.v;
+    return cumV > 0 ? cumPV / cumV : NaN;
+  });
+}
+function rsi(values, period = 14) {
+  const out = new Array(values.length).fill(NaN);
+  if (values.length <= period) return out;
+  let gainSum = 0;
+  let lossSum = 0;
+  for (let i = 1; i <= period; i++) {
+    const d = values[i] - values[i - 1];
+    if (d > 0) gainSum += d;
+    else lossSum += -d;
+  }
+  let avgGain = gainSum / period;
+  let avgLoss = lossSum / period;
+  out[period] = avgLoss === 0 ? 100 : 100 - 100 / (1 + avgGain / avgLoss);
+  for (let i = period + 1; i < values.length; i++) {
+    const d = values[i] - values[i - 1];
+    const gain = d > 0 ? d : 0;
+    const loss = d < 0 ? -d : 0;
+    avgGain = (avgGain * (period - 1) + gain) / period;
+    avgLoss = (avgLoss * (period - 1) + loss) / period;
+    out[i] = avgLoss === 0 ? 100 : 100 - 100 / (1 + avgGain / avgLoss);
+  }
+  return out;
+}
+function macd(values, fast = 12, slow = 26, signalPeriod = 9) {
+  const emaFast = ema(values, fast);
+  const emaSlow = ema(values, slow);
+  const macdLine = values.map((_, i) => {
+    const a = emaFast[i];
+    const b = emaSlow[i];
+    return isFinite(a) && isFinite(b) ? a - b : NaN;
+  });
+  const firstValid = macdLine.findIndex((v) => isFinite(v));
+  const signalLine = new Array(values.length).fill(NaN);
+  if (firstValid >= 0) {
+    const tail = macdLine.slice(firstValid).filter((v) => isFinite(v));
+    const sig = ema(tail, signalPeriod);
+    for (let i = 0; i < sig.length; i++) {
+      signalLine[firstValid + i] = sig[i];
+    }
+  }
+  const histogram = macdLine.map(
+    (v, i) => isFinite(v) && isFinite(signalLine[i]) ? v - signalLine[i] : NaN
+  );
+  return { macd: macdLine, signal: signalLine, histogram };
+}
+function tpsSmoothed(series, period = 9) {
+  if (!Array.isArray(series) || series.length === 0) return [];
+  const k = 2 / (Math.max(2, period) + 1);
+  const out = new Array(series.length).fill(null);
+  let prev = null;
+  for (let i = 0; i < series.length; i++) {
+    const v = series[i];
+    if (v == null || !Number.isFinite(v)) {
+      out[i] = null;
+      continue;
+    }
+    if (prev == null) {
+      prev = v;
+    } else {
+      prev = v * k + prev * (1 - k);
+    }
+    out[i] = prev;
+  }
+  return out;
+}
+
+exports.ema = ema;
+exports.macd = macd;
+exports.rsi = rsi;
+exports.sma = sma;
+exports.tpsSmoothed = tpsSmoothed;
+exports.vwap = vwap;
+//# sourceMappingURL=index.cjs.map
+//# sourceMappingURL=index.cjs.map

package/dist/index.cjs.map

@@ -0,0 +1 @@
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Lightweight technical-indicator math for the chart.\n//\n// All inputs are arrays of numbers (typically closes); outputs match length\n// with NaN for the warm-up period. Lightweight-charts series will skip NaN\n// data points so the indicator only renders once it has enough history.\n//\n// We deliberately do not import a heavy TA library — these implementations\n// are exact, tested against TradingView's published formulas, and tree-shake\n// to ~1 KB.\n\n/**\n * Simple Moving Average over the last `period` samples.\n */\nexport function sma(values: number[], period: number): number[] {\n  const out = new Array<number>(values.length);\n  let sum = 0;\n  for (let i = 0; i < values.length; i++) {\n    sum += values[i];\n    if (i >= period) sum -= values[i - period];\n    out[i] = i >= period - 1 ? sum / period : NaN;\n  }\n  return out;\n}\n\n/**\n * Exponential Moving Average. Seeds with SMA over the first `period` samples.\n *   k = 2 / (period + 1)\n *   ema_t = close_t * k + ema_{t-1} * (1 - k)\n */\nexport function ema(values: number[], period: number): number[] {\n  const out = new Array<number>(values.length);\n  if (values.length < period) {\n    return out.fill(NaN);\n  }\n  const k = 2 / (period + 1);\n  // Seed with SMA over the first window.\n  let sum = 0;\n  for (let i = 0; i < period; i++) {\n    sum += values[i];\n    out[i] = NaN;\n  }\n  let prev = sum / period;\n  out[period - 1] = prev;\n  for (let i = period; i < values.length; i++) {\n    prev = values[i] * k + prev * (1 - k);\n    out[i] = prev;\n  }\n  return out;\n}\n\n/**\n * VWAP, anchored to the start of the input. Caller can slice by session.\n *   vwap_t = Σ(typicalPrice_i * volume_i) / Σ(volume_i)\n *   typicalPrice_i = (high_i + low_i + close_i) / 3\n */\nexport function vwap(\n  candles: Array<{ h: number; l: number; c: number; v: number }>\n): number[] {\n  let cumPV = 0;\n  let cumV = 0;\n  return candles.map((c) => {\n    const tp = (c.h + c.l + c.c) / 3;\n    cumPV += tp * c.v;\n    cumV += c.v;\n    return cumV > 0 ? cumPV / cumV : NaN;\n  });\n}\n\n/**\n * Wilder's RSI(14). Uses the smoothed-average variant TradingView uses by\n * default (not the simple-average flavor — that one diverges quickly).\n *\n *   gain_t = max(close_t - close_{t-1}, 0)\n *   loss_t = max(close_{t-1} - close_t, 0)\n *   avgGain_t = (avgGain_{t-1} * (period - 1) + gain_t) / period\n *   avgLoss_t = (avgLoss_{t-1} * (period - 1) + loss_t) / period\n *   rs = avgGain / avgLoss\n *   rsi = 100 - 100 / (1 + rs)\n */\nexport function rsi(values: number[], period = 14): number[] {\n  const out = new Array<number>(values.length).fill(NaN);\n  if (values.length <= period) return out;\n\n  let gainSum = 0;\n  let lossSum = 0;\n  for (let i = 1; i <= period; i++) {\n    const d = values[i] - values[i - 1];\n    if (d > 0) gainSum += d;\n    else lossSum += -d;\n  }\n  let avgGain = gainSum / period;\n  let avgLoss = lossSum / period;\n  out[period] =\n    avgLoss === 0 ? 100 : 100 - 100 / (1 + avgGain / avgLoss);\n\n  for (let i = period + 1; i < values.length; i++) {\n    const d = values[i] - values[i - 1];\n    const gain = d > 0 ? d : 0;\n    const loss = d < 0 ? -d : 0;\n    avgGain = (avgGain * (period - 1) + gain) / period;\n    avgLoss = (avgLoss * (period - 1) + loss) / period;\n    out[i] = avgLoss === 0 ? 100 : 100 - 100 / (1 + avgGain / avgLoss);\n  }\n  return out;\n}\n\n/**\n * MACD(12, 26, 9). Returns the MACD line, signal line, and histogram.\n *   macd  = ema(close, fast) - ema(close, slow)\n *   signal = ema(macd, signalPeriod)\n *   hist   = macd - signal\n */\nexport function macd(\n  values: number[],\n  fast = 12,\n  slow = 26,\n  signalPeriod = 9\n): { macd: number[]; signal: number[]; histogram: number[] } {\n  const emaFast = ema(values, fast);\n  const emaSlow = ema(values, slow);\n  const macdLine = values.map((_, i) => {\n    const a = emaFast[i];\n    const b = emaSlow[i];\n    return isFinite(a) && isFinite(b) ? a - b : NaN;\n  });\n  // Signal EMA needs to skip the leading NaNs to seed correctly.\n  const firstValid = macdLine.findIndex((v) => isFinite(v));\n  const signalLine = new Array<number>(values.length).fill(NaN);\n  if (firstValid >= 0) {\n    const tail = macdLine.slice(firstValid).filter((v) => isFinite(v));\n    const sig = ema(tail, signalPeriod);\n    for (let i = 0; i < sig.length; i++) {\n      signalLine[firstValid + i] = sig[i];\n    }\n  }\n  const histogram = macdLine.map((v, i) =>\n    isFinite(v) && isFinite(signalLine[i]) ? v - signalLine[i] : NaN\n  );\n  return { macd: macdLine, signal: signalLine, histogram };\n}\n\n/**\n * Phase 24.1 — EMA-smoothed Trades-Per-Second.\n *\n * The raw TPS series from a footprint aggregator is spiky (each bar's\n * value is `count / barDuration`). Callers that want a smoother\n * baseline read (e.g. for spotting unusual sustained activity instead\n * of single-bar bursts) can pass through this helper.\n *\n * `null` entries (degenerate bars — single-trade bar, < 250 ms\n * elapsed) bypass the EMA and stay null in the output. The smoother\n * resumes from the next non-null sample without leaking the gap into\n * the running average.\n *\n * @param series  per-bar TPS values, in chart order. Use `null` for\n *                bars where TPS is meaningless.\n * @param period  EMA window (default 9 bars).\n */\nexport function tpsSmoothed(\n  series: Array<number | null>,\n  period = 9,\n): Array<number | null> {\n  if (!Array.isArray(series) || series.length === 0) return [];\n  const k = 2 / (Math.max(2, period) + 1);\n  const out: Array<number | null> = new Array(series.length).fill(null);\n  let prev: number | null = null;\n  for (let i = 0; i < series.length; i++) {\n    const v = series[i];\n    if (v == null || !Number.isFinite(v)) {\n      out[i] = null;\n      continue;\n    }\n    if (prev == null) {\n      // Seed the EMA on the first usable sample.\n      prev = v;\n    } else {\n      prev = v * k + prev * (1 - k);\n    }\n    out[i] = prev;\n  }\n  return out;\n}\n"]}

package/dist/index.d.cts

@@ -0,0 +1,64 @@
+/**
+ * Simple Moving Average over the last `period` samples.
+ */
+declare function sma(values: number[], period: number): number[];
+/**
+ * Exponential Moving Average. Seeds with SMA over the first `period` samples.
+ *   k = 2 / (period + 1)
+ *   ema_t = close_t * k + ema_{t-1} * (1 - k)
+ */
+declare function ema(values: number[], period: number): number[];
+/**
+ * VWAP, anchored to the start of the input. Caller can slice by session.
+ *   vwap_t = Σ(typicalPrice_i * volume_i) / Σ(volume_i)
+ *   typicalPrice_i = (high_i + low_i + close_i) / 3
+ */
+declare function vwap(candles: Array<{
+    h: number;
+    l: number;
+    c: number;
+    v: number;
+}>): number[];
+/**
+ * Wilder's RSI(14). Uses the smoothed-average variant TradingView uses by
+ * default (not the simple-average flavor — that one diverges quickly).
+ *
+ *   gain_t = max(close_t - close_{t-1}, 0)
+ *   loss_t = max(close_{t-1} - close_t, 0)
+ *   avgGain_t = (avgGain_{t-1} * (period - 1) + gain_t) / period
+ *   avgLoss_t = (avgLoss_{t-1} * (period - 1) + loss_t) / period
+ *   rs = avgGain / avgLoss
+ *   rsi = 100 - 100 / (1 + rs)
+ */
+declare function rsi(values: number[], period?: number): number[];
+/**
+ * MACD(12, 26, 9). Returns the MACD line, signal line, and histogram.
+ *   macd  = ema(close, fast) - ema(close, slow)
+ *   signal = ema(macd, signalPeriod)
+ *   hist   = macd - signal
+ */
+declare function macd(values: number[], fast?: number, slow?: number, signalPeriod?: number): {
+    macd: number[];
+    signal: number[];
+    histogram: number[];
+};
+/**
+ * Phase 24.1 — EMA-smoothed Trades-Per-Second.
+ *
+ * The raw TPS series from a footprint aggregator is spiky (each bar's
+ * value is `count / barDuration`). Callers that want a smoother
+ * baseline read (e.g. for spotting unusual sustained activity instead
+ * of single-bar bursts) can pass through this helper.
+ *
+ * `null` entries (degenerate bars — single-trade bar, < 250 ms
+ * elapsed) bypass the EMA and stay null in the output. The smoother
+ * resumes from the next non-null sample without leaking the gap into
+ * the running average.
+ *
+ * @param series  per-bar TPS values, in chart order. Use `null` for
+ *                bars where TPS is meaningless.
+ * @param period  EMA window (default 9 bars).
+ */
+declare function tpsSmoothed(series: Array<number | null>, period?: number): Array<number | null>;
+
+export { ema, macd, rsi, sma, tpsSmoothed, vwap };

package/dist/index.d.ts

@@ -0,0 +1,64 @@
+/**
+ * Simple Moving Average over the last `period` samples.
+ */
+declare function sma(values: number[], period: number): number[];
+/**
+ * Exponential Moving Average. Seeds with SMA over the first `period` samples.
+ *   k = 2 / (period + 1)
+ *   ema_t = close_t * k + ema_{t-1} * (1 - k)
+ */
+declare function ema(values: number[], period: number): number[];
+/**
+ * VWAP, anchored to the start of the input. Caller can slice by session.
+ *   vwap_t = Σ(typicalPrice_i * volume_i) / Σ(volume_i)
+ *   typicalPrice_i = (high_i + low_i + close_i) / 3
+ */
+declare function vwap(candles: Array<{
+    h: number;
+    l: number;
+    c: number;
+    v: number;
+}>): number[];
+/**
+ * Wilder's RSI(14). Uses the smoothed-average variant TradingView uses by
+ * default (not the simple-average flavor — that one diverges quickly).
+ *
+ *   gain_t = max(close_t - close_{t-1}, 0)
+ *   loss_t = max(close_{t-1} - close_t, 0)
+ *   avgGain_t = (avgGain_{t-1} * (period - 1) + gain_t) / period
+ *   avgLoss_t = (avgLoss_{t-1} * (period - 1) + loss_t) / period
+ *   rs = avgGain / avgLoss
+ *   rsi = 100 - 100 / (1 + rs)
+ */
+declare function rsi(values: number[], period?: number): number[];
+/**
+ * MACD(12, 26, 9). Returns the MACD line, signal line, and histogram.
+ *   macd  = ema(close, fast) - ema(close, slow)
+ *   signal = ema(macd, signalPeriod)
+ *   hist   = macd - signal
+ */
+declare function macd(values: number[], fast?: number, slow?: number, signalPeriod?: number): {
+    macd: number[];
+    signal: number[];
+    histogram: number[];
+};
+/**
+ * Phase 24.1 — EMA-smoothed Trades-Per-Second.
+ *
+ * The raw TPS series from a footprint aggregator is spiky (each bar's
+ * value is `count / barDuration`). Callers that want a smoother
+ * baseline read (e.g. for spotting unusual sustained activity instead
+ * of single-bar bursts) can pass through this helper.
+ *
+ * `null` entries (degenerate bars — single-trade bar, < 250 ms
+ * elapsed) bypass the EMA and stay null in the output. The smoother
+ * resumes from the next non-null sample without leaking the gap into
+ * the running average.
+ *
+ * @param series  per-bar TPS values, in chart order. Use `null` for
+ *                bars where TPS is meaningless.
+ * @param period  EMA window (default 9 bars).
+ */
+declare function tpsSmoothed(series: Array<number | null>, period?: number): Array<number | null>;
+
+export { ema, macd, rsi, sma, tpsSmoothed, vwap };

package/dist/index.js

@@ -0,0 +1,109 @@
+// src/index.ts
+function sma(values, period) {
+  const out = new Array(values.length);
+  let sum = 0;
+  for (let i = 0; i < values.length; i++) {
+    sum += values[i];
+    if (i >= period) sum -= values[i - period];
+    out[i] = i >= period - 1 ? sum / period : NaN;
+  }
+  return out;
+}
+function ema(values, period) {
+  const out = new Array(values.length);
+  if (values.length < period) {
+    return out.fill(NaN);
+  }
+  const k = 2 / (period + 1);
+  let sum = 0;
+  for (let i = 0; i < period; i++) {
+    sum += values[i];
+    out[i] = NaN;
+  }
+  let prev = sum / period;
+  out[period - 1] = prev;
+  for (let i = period; i < values.length; i++) {
+    prev = values[i] * k + prev * (1 - k);
+    out[i] = prev;
+  }
+  return out;
+}
+function vwap(candles) {
+  let cumPV = 0;
+  let cumV = 0;
+  return candles.map((c) => {
+    const tp = (c.h + c.l + c.c) / 3;
+    cumPV += tp * c.v;
+    cumV += c.v;
+    return cumV > 0 ? cumPV / cumV : NaN;
+  });
+}
+function rsi(values, period = 14) {
+  const out = new Array(values.length).fill(NaN);
+  if (values.length <= period) return out;
+  let gainSum = 0;
+  let lossSum = 0;
+  for (let i = 1; i <= period; i++) {
+    const d = values[i] - values[i - 1];
+    if (d > 0) gainSum += d;
+    else lossSum += -d;
+  }
+  let avgGain = gainSum / period;
+  let avgLoss = lossSum / period;
+  out[period] = avgLoss === 0 ? 100 : 100 - 100 / (1 + avgGain / avgLoss);
+  for (let i = period + 1; i < values.length; i++) {
+    const d = values[i] - values[i - 1];
+    const gain = d > 0 ? d : 0;
+    const loss = d < 0 ? -d : 0;
+    avgGain = (avgGain * (period - 1) + gain) / period;
+    avgLoss = (avgLoss * (period - 1) + loss) / period;
+    out[i] = avgLoss === 0 ? 100 : 100 - 100 / (1 + avgGain / avgLoss);
+  }
+  return out;
+}
+function macd(values, fast = 12, slow = 26, signalPeriod = 9) {
+  const emaFast = ema(values, fast);
+  const emaSlow = ema(values, slow);
+  const macdLine = values.map((_, i) => {
+    const a = emaFast[i];
+    const b = emaSlow[i];
+    return isFinite(a) && isFinite(b) ? a - b : NaN;
+  });
+  const firstValid = macdLine.findIndex((v) => isFinite(v));
+  const signalLine = new Array(values.length).fill(NaN);
+  if (firstValid >= 0) {
+    const tail = macdLine.slice(firstValid).filter((v) => isFinite(v));
+    const sig = ema(tail, signalPeriod);
+    for (let i = 0; i < sig.length; i++) {
+      signalLine[firstValid + i] = sig[i];
+    }
+  }
+  const histogram = macdLine.map(
+    (v, i) => isFinite(v) && isFinite(signalLine[i]) ? v - signalLine[i] : NaN
+  );
+  return { macd: macdLine, signal: signalLine, histogram };
+}
+function tpsSmoothed(series, period = 9) {
+  if (!Array.isArray(series) || series.length === 0) return [];
+  const k = 2 / (Math.max(2, period) + 1);
+  const out = new Array(series.length).fill(null);
+  let prev = null;
+  for (let i = 0; i < series.length; i++) {
+    const v = series[i];
+    if (v == null || !Number.isFinite(v)) {
+      out[i] = null;
+      continue;
+    }
+    if (prev == null) {
+      prev = v;
+    } else {
+      prev = v * k + prev * (1 - k);
+    }
+    out[i] = prev;
+  }
+  return out;
+}
+
+export { ema, macd, rsi, sma, tpsSmoothed, vwap };
+//# sourceMappingURL=index.js.map
+//# sourceMappingURL=index.js.map

package/dist/index.js.map

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Lightweight technical-indicator math for the chart.\n//\n// All inputs are arrays of numbers (typically closes); outputs match length\n// with NaN for the warm-up period. Lightweight-charts series will skip NaN\n// data points so the indicator only renders once it has enough history.\n//\n// We deliberately do not import a heavy TA library — these implementations\n// are exact, tested against TradingView's published formulas, and tree-shake\n// to ~1 KB.\n\n/**\n * Simple Moving Average over the last `period` samples.\n */\nexport function sma(values: number[], period: number): number[] {\n  const out = new Array<number>(values.length);\n  let sum = 0;\n  for (let i = 0; i < values.length; i++) {\n    sum += values[i];\n    if (i >= period) sum -= values[i - period];\n    out[i] = i >= period - 1 ? sum / period : NaN;\n  }\n  return out;\n}\n\n/**\n * Exponential Moving Average. Seeds with SMA over the first `period` samples.\n *   k = 2 / (period + 1)\n *   ema_t = close_t * k + ema_{t-1} * (1 - k)\n */\nexport function ema(values: number[], period: number): number[] {\n  const out = new Array<number>(values.length);\n  if (values.length < period) {\n    return out.fill(NaN);\n  }\n  const k = 2 / (period + 1);\n  // Seed with SMA over the first window.\n  let sum = 0;\n  for (let i = 0; i < period; i++) {\n    sum += values[i];\n    out[i] = NaN;\n  }\n  let prev = sum / period;\n  out[period - 1] = prev;\n  for (let i = period; i < values.length; i++) {\n    prev = values[i] * k + prev * (1 - k);\n    out[i] = prev;\n  }\n  return out;\n}\n\n/**\n * VWAP, anchored to the start of the input. Caller can slice by session.\n *   vwap_t = Σ(typicalPrice_i * volume_i) / Σ(volume_i)\n *   typicalPrice_i = (high_i + low_i + close_i) / 3\n */\nexport function vwap(\n  candles: Array<{ h: number; l: number; c: number; v: number }>\n): number[] {\n  let cumPV = 0;\n  let cumV = 0;\n  return candles.map((c) => {\n    const tp = (c.h + c.l + c.c) / 3;\n    cumPV += tp * c.v;\n    cumV += c.v;\n    return cumV > 0 ? cumPV / cumV : NaN;\n  });\n}\n\n/**\n * Wilder's RSI(14). Uses the smoothed-average variant TradingView uses by\n * default (not the simple-average flavor — that one diverges quickly).\n *\n *   gain_t = max(close_t - close_{t-1}, 0)\n *   loss_t = max(close_{t-1} - close_t, 0)\n *   avgGain_t = (avgGain_{t-1} * (period - 1) + gain_t) / period\n *   avgLoss_t = (avgLoss_{t-1} * (period - 1) + loss_t) / period\n *   rs = avgGain / avgLoss\n *   rsi = 100 - 100 / (1 + rs)\n */\nexport function rsi(values: number[], period = 14): number[] {\n  const out = new Array<number>(values.length).fill(NaN);\n  if (values.length <= period) return out;\n\n  let gainSum = 0;\n  let lossSum = 0;\n  for (let i = 1; i <= period; i++) {\n    const d = values[i] - values[i - 1];\n    if (d > 0) gainSum += d;\n    else lossSum += -d;\n  }\n  let avgGain = gainSum / period;\n  let avgLoss = lossSum / period;\n  out[period] =\n    avgLoss === 0 ? 100 : 100 - 100 / (1 + avgGain / avgLoss);\n\n  for (let i = period + 1; i < values.length; i++) {\n    const d = values[i] - values[i - 1];\n    const gain = d > 0 ? d : 0;\n    const loss = d < 0 ? -d : 0;\n    avgGain = (avgGain * (period - 1) + gain) / period;\n    avgLoss = (avgLoss * (period - 1) + loss) / period;\n    out[i] = avgLoss === 0 ? 100 : 100 - 100 / (1 + avgGain / avgLoss);\n  }\n  return out;\n}\n\n/**\n * MACD(12, 26, 9). Returns the MACD line, signal line, and histogram.\n *   macd  = ema(close, fast) - ema(close, slow)\n *   signal = ema(macd, signalPeriod)\n *   hist   = macd - signal\n */\nexport function macd(\n  values: number[],\n  fast = 12,\n  slow = 26,\n  signalPeriod = 9\n): { macd: number[]; signal: number[]; histogram: number[] } {\n  const emaFast = ema(values, fast);\n  const emaSlow = ema(values, slow);\n  const macdLine = values.map((_, i) => {\n    const a = emaFast[i];\n    const b = emaSlow[i];\n    return isFinite(a) && isFinite(b) ? a - b : NaN;\n  });\n  // Signal EMA needs to skip the leading NaNs to seed correctly.\n  const firstValid = macdLine.findIndex((v) => isFinite(v));\n  const signalLine = new Array<number>(values.length).fill(NaN);\n  if (firstValid >= 0) {\n    const tail = macdLine.slice(firstValid).filter((v) => isFinite(v));\n    const sig = ema(tail, signalPeriod);\n    for (let i = 0; i < sig.length; i++) {\n      signalLine[firstValid + i] = sig[i];\n    }\n  }\n  const histogram = macdLine.map((v, i) =>\n    isFinite(v) && isFinite(signalLine[i]) ? v - signalLine[i] : NaN\n  );\n  return { macd: macdLine, signal: signalLine, histogram };\n}\n\n/**\n * Phase 24.1 — EMA-smoothed Trades-Per-Second.\n *\n * The raw TPS series from a footprint aggregator is spiky (each bar's\n * value is `count / barDuration`). Callers that want a smoother\n * baseline read (e.g. for spotting unusual sustained activity instead\n * of single-bar bursts) can pass through this helper.\n *\n * `null` entries (degenerate bars — single-trade bar, < 250 ms\n * elapsed) bypass the EMA and stay null in the output. The smoother\n * resumes from the next non-null sample without leaking the gap into\n * the running average.\n *\n * @param series  per-bar TPS values, in chart order. Use `null` for\n *                bars where TPS is meaningless.\n * @param period  EMA window (default 9 bars).\n */\nexport function tpsSmoothed(\n  series: Array<number | null>,\n  period = 9,\n): Array<number | null> {\n  if (!Array.isArray(series) || series.length === 0) return [];\n  const k = 2 / (Math.max(2, period) + 1);\n  const out: Array<number | null> = new Array(series.length).fill(null);\n  let prev: number | null = null;\n  for (let i = 0; i < series.length; i++) {\n    const v = series[i];\n    if (v == null || !Number.isFinite(v)) {\n      out[i] = null;\n      continue;\n    }\n    if (prev == null) {\n      // Seed the EMA on the first usable sample.\n      prev = v;\n    } else {\n      prev = v * k + prev * (1 - k);\n    }\n    out[i] = prev;\n  }\n  return out;\n}\n"]}

package/package.json

@@ -0,0 +1,29 @@
+{
+  "name": "@mmflow/indicators",
+  "version": "0.1.0",
+  "private": false,
+  "type": "module",
+  "sideEffects": false,
+  "main": "./dist/index.cjs",
+  "module": "./dist/index.js",
+  "types": "./dist/index.d.ts",
+  "exports": {
+    ".": {
+      "import": {
+        "types": "./dist/index.d.ts",
+        "default": "./dist/index.js"
+      },
+      "require": {
+        "types": "./dist/index.d.cts",
+        "default": "./dist/index.cjs"
+      }
+    }
+  },
+  "files": [
+    "dist"
+  ],
+  "scripts": {
+    "build": "tsup src/index.ts --format esm,cjs --dts --treeshake",
+    "typecheck": "tsc --noEmit"
+  }
+}