@pond-ts/react 0.44.0 → 0.45.0

package/CHANGELOG.md

@@ -8,7 +8,9 @@ The `@pond-ts` packages — `pond-ts`, `@pond-ts/react`, `@pond-ts/charts`,
 tag, so this file covers them all. Pre-1.0: minor bumps may include new features
 and type-level changes; patch bumps are strictly additive.
 
-[Unreleased]: https://github.com/pjm17971/pond-ts/compare/v0.44.0...HEAD
+[Unreleased]: https://github.com/pjm17971/pond-ts/compare/v0.45.0...HEAD
+[0.45.0]: https://github.com/pjm17971/pond-ts/compare/v0.44.1...v0.45.0
+[0.44.1]: https://github.com/pjm17971/pond-ts/compare/v0.44.0...v0.44.1
 [0.44.0]: https://github.com/pjm17971/pond-ts/compare/v0.43.0...v0.44.0
 [0.43.0]: https://github.com/pjm17971/pond-ts/compare/v0.42.0...v0.43.0
 [0.42.0]: https://github.com/pjm17971/pond-ts/compare/v0.41.0...v0.42.0
@@ -42,6 +44,120 @@ and type-level changes; patch bumps are strictly additive.
 
 ## [Unreleased]
 
+## [0.45.0] — 2026-07-14
+
+### Added
+
+- **charts:** the time axis now walks a **logical tick ladder** — clock/calendar
+  units (1s…30s, 1m…30m, 1H…12H, day / week / month / quarter / year), picking
+  the finest grain that fits the width-derived cap — and renders **two-tier labels**:
+  a first row at the tick grain (`14:00`, `Feb 02`, `Feb`, `2026`) plus a
+  **boundary row** carrying the coarser context the first row omits (the date
+  under clock ticks, the year under day/week/month ticks — never a unit the
+  first row already shows), shown once under
+  the first tick of each new period. Hour anchors are generated in **live**
+  trading time, so none lands in a collapsed gap, an early close, or a lunch
+  break. `TradingTimeScale` gains `tickBoundaries(count)`; a cramped leading
+  partial-period anchor (the `"Jun 23Jul 07"` pile-up) is dropped. Systematic
+  story matrix under `Charts/TimeAxisTicks`.
+- **financial:** the rest of the first study batch — `rollingStdev`,
+  `rollingMin`, `rollingMax`, `rollingPercentile` (linear interpolation),
+  `zScore` (rolling), `envelope` (MA ± percent, `maType` sma/ema), and
+  `percentChange` (n-bar rate of change). Same shape as the others — `column` /
+  `output` (or `prefix`) on every one, bar-count periods, length-preserving
+  warm-up — and each has a fluent method (`bars.zScore({ period: 20 })`) and a
+  **pandas oracle** case (values cross-validated bar-for-bar). This completes the
+  #449 first batch.
+- **financial:** opt-in **fluent studies** via `import '@pond-ts/financial/fluent'`
+  — mounts `sma` / `ema` / `bollinger` as chainable `TimeSeries` methods so
+  composition reads like the core operators beside it:
+  `bars.sma({ period: 20 }).ema({ period: 12 }).bollinger({ period: 20 })`.
+  Opt-in by import (the default entry leaves `TimeSeries` untouched, so a
+  non-financial series never sees `.sma()`); the methods are exactly the
+  standalone functions bound to `this`, fully typed (each appends its column to
+  the schema). Same prototype-augmentation pattern core uses for column methods.
+- **financial:** `@pond-ts/financial` gains its first **studies** — `sma`, `ema`,
+  and `bollinger` (Bollinger Bands®) — pure functions that append a column (or a
+  `${prefix}Middle/Upper/Lower` family) to a bar series. Every study takes a
+  `column` source (default `'close'`) and an `output` name, so a study runs over
+  any numeric column including another study's output; periods are **bar counts**
+  (on core's count window, gap-correct); warm-up rows are `undefined`
+  (length-preserving). Plus the `OhlcvColumns` contract + `DEFAULT_OHLCV`. (Core
+  `AppendColumn` is now exported so study return types name their appended
+  column.)
+- **core:** `smooth(col, 'ema', …)` gains the financial **`span`** rate
+  convention (`α = 2/(span+1)`, e.g. `{ span: 12 }` for a 12-period EMA) as an
+  alternative to `alpha` (exactly one required), and a length-preserving
+  **`minSamples`** warm-up that emits `undefined` for the first `N` present
+  values while **keeping the row count** — mirroring `rolling`'s `minSamples`,
+  the one warm-up convention studies use so a smoothed line aligns on its
+  source's time axis. (The existing `warmup` option is unchanged — it still
+  *drops* the head rows; `minSamples` is the length-preserving counterpart.)
+- **core:** `TimeSeries.rolling` accepts a **count-based** window —
+  `rolling({ count: N }, mapping, opts?)` reduces the last / next / centered
+  `N` _rows_ (bars) by position instead of a time span. Unlike a duration
+  window, an N-bar window stays correct across session gaps (weekends,
+  overnight) where `N` bars do not equal `N × barSize` of time — the load-
+  bearing primitive for financial N-bar studies (SMA-20, Bollinger-20, rolling
+  stdev). Honours `alignment` and `minSamples` exactly like a duration window
+  (`minSamples: N` gives the conventional first-`N-1`-rows-`undefined` warmup);
+  per-row output only (not supported with a sequence). Same amortized-O(1)-per-
+  row sweep as the duration path.
+- **charts:** `<LineChart sessionBreaks>` breaks the line at each trading-axis
+  discontinuity (a session / day / lunch close→open) instead of connecting the
+  prior close straight to the next open across the collapsed gap. For intraday
+  data on a `discontinuities` / `calendar` axis this gives the terminal look —
+  the line ends at the close and re-starts at the open, so one session's price
+  doesn't visually flow into the next. It's a **scale** break (driven by the
+  axis's collapsed gaps), orthogonal to `gaps` (a **data** break, a NaN run) —
+  set both independently. Default `false`; a no-op on a continuous axis or a
+  provider without `boundaries`. New `Charts/TradingTimeAxis/SessionBreaks`
+  story (connected vs broken) + `sessionRuns` / `gappingTicks` helpers.
+
+### Changed
+
+- **charts:** a **plain continuous time axis** now runs the same ladder as a
+  trading-calendar axis (via an internal gap-free identity provider) instead of
+  d3's multi-scale default — so a year of daily data ticks cleanly on month
+  starts (`Jul Aug … Jun` + the year underneath) rather than mixed
+  `"Jun 23" / "Sep" / "Dec"` labels, and its tick count is now width-derived
+  like the trading axis's. Month/quarter-grain anchor labels are now bare
+  months (`Feb`, was `Feb 02`) with the year on the boundary row;
+  `coarsenCalendar`'s finest granularity is renamed `'session'` → `'day'`.
+
+### Fixed
+
+- **core:** `TimeSeries.withColumn` now appends an **optional** column
+  (`required: false`) rather than a required one. It already accepted
+  `(number | undefined)[]`, but marking the column required meant a later
+  strict-intake rebuild (`smooth`, any row reconstruction) threw on the gaps —
+  so a column with a warm-up (a rolling study fed into an EMA, e.g.
+  `ema(sma(bars, …), …)`) crashed. The appended column's type is now
+  `number | undefined`, matching `smooth`'s optional append. (`OptionalNumberColumn`
+  is exported for the widened return type.)
+
+## [0.44.1] — 2026-07-13
+
+A `@pond-ts/charts` patch: fixes trading-time axis tick density. `pond-ts`,
+`@pond-ts/react`, `@pond-ts/fit`, and `@pond-ts/financial` carry no code
+changes — republished in lock-step; their `^0.44.0` peer ranges already
+admit this patch.
+
+### Fixed
+
+- **charts:** trading-time axis tick density now derives from plot width
+  instead of a fixed count of 5. The trading scale's tick `count` caps how many
+  calendar buckets `coarsenCalendar` may keep, so the fixed count coarsened any
+  ≳6-month daily view to quarter or year grain — a 1-year daily chart on a
+  ~900px plot showed 2 ticks; it now lands on month grain (~12). Continuous
+  (non-trading) time and value axes keep the fixed default, unchanged. The
+  count is shared through the container frame (`xTickCount`), so axis labels,
+  x gridlines, session dividers, and the cursor-time formatter all derive from
+  the same instants — previously the label formatter anchored at the scale's
+  internal default (10) while ticks used 5, which is why sparse year-grain
+  ticks were labelled with dates (`Jun 22`) instead of years. (Tidal friction
+  report, charts 0.44.)
+
 ## [0.44.0] — 2026-07-11
 
 The **value-axis charts** release: cross-sectional data (a volatility smile keyed

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@pond-ts/react",
-  "version": "0.44.0",
+  "version": "0.45.0",
   "description": "React hooks for pond-ts live time series",
   "license": "MIT",
   "repository": {
@@ -33,7 +33,7 @@
     "test:runtime": "vitest run"
   },
   "peerDependencies": {
-    "pond-ts": "^0.44.0",
+    "pond-ts": "^0.45.0",
     "react": "^18.0.0 || ^19.0.0"
   },
   "devDependencies": {