@tradecanvas/core 1.10.0 → 1.12.0

package/dist/indicators/index.d.ts

@@ -107,6 +107,18 @@ export { NetVolumeIndicator } from './panel/NetVolume.js';
 export { StandardErrorBandsIndicator } from './overlay/StandardErrorBands.js';
 export { GuppyMMAIndicator } from './overlay/GuppyMMA.js';
 export { MARibbonIndicator } from './overlay/MARibbon.js';
+export { AveragePriceIndicator, MedianPriceIndicator, TypicalPriceIndicator } from './overlay/PriceAverages.js';
+export { MAChannelIndicator } from './overlay/MAChannel.js';
+export { HammingMAIndicator } from './overlay/HammingMA.js';
+export { MADoubleIndicator, MATripleIndicator } from './overlay/MovingAverageSets.js';
+export { VolatilityIndexIndicator } from './overlay/VolatilityIndex.js';
+export { AccumulativeSwingIndexIndicator } from './panel/AccumulativeSwingIndex.js';
+export { AdvanceDeclineIndicator } from './panel/AdvanceDecline.js';
+export { MajorityRuleIndicator } from './panel/MajorityRule.js';
+export { ChopZoneIndicator } from './panel/ChopZone.js';
+export { SMIErgodicIndicator } from './panel/SMIErgodic.js';
+export { PriceOscillatorIndicator } from './panel/PriceOscillator.js';
+export { VolatilityOHLCIndicator, VolatilityZeroTrendIndicator } from './panel/VolatilityEstimators.js';
 export { SymbolSeriesStore } from './symbols/SymbolSeriesStore.js';
-export { CompareSymbolIndicator, SpreadIndicator } from './symbols/symbolIndicators.js';
+export { CompareSymbolIndicator, SpreadIndicator, CorrelationCoefficientIndicator, CorrelationLogIndicator } from './symbols/symbolIndicators.js';
 //# sourceMappingURL=index.d.ts.map

package/dist/indicators/index.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/indicators/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,aAAa,EAAE,MAAM,oBAAoB,CAAC;AACnD,OAAO,EAAE,eAAe,EAAE,MAAM,sBAAsB,CAAC;AACvD,YAAY,EAAE,mBAAmB,EAAE,MAAM,sBAAsB,CAAC;AAChE,OAAO,EAAE,iBAAiB,EAAE,MAAM,wBAAwB,CAAC;AAC3D,OAAO,EAAE,yBAAyB,EAAE,MAAM,eAAe,CAAC;AAC1D,OAAO,EAAE,WAAW,EAAE,cAAc,EAAE,YAAY,EAAE,SAAS,EAAE,SAAS,EAAE,QAAQ,EAAE,YAAY,EAAE,MAAM,YAAY,CAAC;AACrH,YAAY,EAAE,gBAAgB,EAAE,MAAM,YAAY,CAAC;AACnD,OAAO,EAAE,WAAW,EAAE,WAAW,EAAE,eAAe,EAAE,cAAc,EAAE,WAAW,EAAE,MAAM,cAAc,CAAC;AACtG,YAAY,EAAE,WAAW,EAAE,MAAM,cAAc,CAAC;AAEhD,OAAO,EAAE,YAAY,EAAE,MAAM,kBAAkB,CAAC;AAChD,OAAO,EAAE,YAAY,EAAE,MAAM,kBAAkB,CAAC;AAChD,OAAO,EAAE,uBAAuB,EAAE,MAAM,6BAA6B,CAAC;AACtE,OAAO,EAAE,aAAa,EAAE,MAAM,mBAAmB,CAAC;AAClD,OAAO,EAAE,iBAAiB,EAAE,MAAM,uBAAuB,CAAC;AAC1D,OAAO,EAAE,qBAAqB,EAAE,MAAM,2BAA2B,CAAC;AAClE,OAAO,EAAE,mBAAmB,EAAE,MAAM,yBAAyB,CAAC;AAC9D,OAAO,EAAE,uBAAuB,EAAE,MAAM,6BAA6B,CAAC;AACtE,OAAO,EAAE,wBAAwB,EAAE,MAAM,8BAA8B,CAAC;AACxE,OAAO,EAAE,oBAAoB,EAAE,MAAM,0BAA0B,CAAC;AAChE,OAAO,EAAE,qBAAqB,EAAE,MAAM,2BAA2B,CAAC;AAClE,OAAO,EAAE,eAAe,EAAE,MAAM,qBAAqB,CAAC;AACtD,OAAO,EAAE,gCAAgC,EAAE,MAAM,sCAAsC,CAAC;AACxF,OAAO,EAAE,eAAe,EAAE,MAAM,qBAAqB,CAAC;AACtD,OAAO,EAAE,yBAAyB,EAAE,MAAM,+BAA+B,CAAC;AAC1E,OAAO,EAAE,oBAAoB,EAAE,MAAM,0BAA0B,CAAC;AAChE,OAAO,EAAE,uBAAuB,EAAE,MAAM,6BAA6B,CAAC;AACtE,OAAO,EAAE,kBAAkB,EAAE,MAAM,wBAAwB,CAAC;AAC5D,OAAO,EAAE,aAAa,EAAE,MAAM,mBAAmB,CAAC;AAClD,OAAO,EAAE,YAAY,EAAE,MAAM,kBAAkB,CAAC;AAChD,OAAO,EAAE,iBAAiB,EAAE,MAAM,uBAAuB,CAAC;AAC1D,OAAO,EAAE,aAAa,EAAE,MAAM,mBAAmB,CAAC;AAClD,OAAO,EAAE,0BAA0B,EAAE,MAAM,8BAA8B,CAAC;AAC1E,OAAO,EAAE,0BAA0B,EAAE,MAAM,8BAA8B,CAAC;AAC1E,OAAO,EAAE,oBAAoB,EAAE,MAAM,wBAAwB,CAAC;AAC9D,OAAO,EAAE,eAAe,EAAE,MAAM,mBAAmB,CAAC;AACpD,OAAO,EAAE,wBAAwB,EAAE,MAAM,4BAA4B,CAAC;AACtE,OAAO,EAAE,2BAA2B,EAAE,MAAM,+BAA+B,CAAC;AAC5E,OAAO,EAAE,mBAAmB,EAAE,MAAM,uBAAuB,CAAC;AAC5D,OAAO,EAAE,mBAAmB,EAAE,MAAM,uBAAuB,CAAC;AAC5D,OAAO,EAAE,gBAAgB,EAAE,MAAM,oBAAoB,CAAC;AACtD,OAAO,EAAE,YAAY,EAAE,MAAM,gBAAgB,CAAC;AAC9C,OAAO,EAAE,iBAAiB,EAAE,MAAM,qBAAqB,CAAC;AACxD,OAAO,EAAE,yBAAyB,EAAE,MAAM,6BAA6B,CAAC;AACxE,OAAO,EAAE,gBAAgB,EAAE,MAAM,oBAAoB,CAAC;AACtD,OAAO,EAAE,wBAAwB,EAAE,MAAM,4BAA4B,CAAC;AACtE,OAAO,EAAE,iCAAiC,EAAE,MAAM,qCAAqC,CAAC;AACxF,OAAO,EAAE,uBAAuB,EAAE,MAAM,2BAA2B,CAAC;AACpE,OAAO,EAAE,kBAAkB,EAAE,MAAM,sBAAsB,CAAC;AAC1D,OAAO,EAAE,uBAAuB,EAAE,MAAM,2BAA2B,CAAC;AACpE,OAAO,EAAE,aAAa,EAAE,MAAM,iBAAiB,CAAC;AAChD,OAAO,EAAE,uBAAuB,EAAE,MAAM,2BAA2B,CAAC;AACpE,OAAO,EAAE,yBAAyB,EAAE,MAAM,6BAA6B,CAAC;AACxE,OAAO,EAAE,mBAAmB,EAAE,MAAM,uBAAuB,CAAC;AAC5D,OAAO,EAAE,0BAA0B,EAAE,MAAM,8BAA8B,CAAC;AAC1E,OAAO,EAAE,sBAAsB,EAAE,MAAM,0BAA0B,CAAC;AAClE,OAAO,EAAE,sBAAsB,EAAE,MAAM,0BAA0B,CAAC;AAClE,OAAO,EAAE,kCAAkC,EAAE,MAAM,sCAAsC,CAAC;AAC1F,OAAO,EAAE,8BAA8B,EAAE,MAAM,kCAAkC,CAAC;AAClF,OAAO,EAAE,8BAA8B,EAAE,MAAM,kCAAkC,CAAC;AAClF,OAAO,EAAE,uBAAuB,EAAE,MAAM,2BAA2B,CAAC;AACpE,OAAO,EAAE,eAAe,EAAE,MAAM,mBAAmB,CAAC;AACpD,OAAO,EAAE,6BAA6B,EAAE,MAAM,iCAAiC,CAAC;AAChF,OAAO,EAAE,cAAc,EAAE,WAAW,EAAE,MAAM,aAAa,CAAC;AAC1D,OAAO,EAAE,mBAAmB,EAAE,MAAM,iCAAiC,CAAC;AACtE,YAAY,EAAE,UAAU,EAAE,0BAA0B,EAAE,MAAM,iCAAiC,CAAC;AAC9F,YAAY,EAAE,sBAAsB,EAAE,uBAAuB,EAAE,MAAM,sBAAsB,CAAC;AAC5F,OAAO,EAAE,gBAAgB,EAAE,MAAM,sBAAsB,CAAC;AAExD,OAAO,EAAE,YAAY,EAAE,MAAM,gBAAgB,CAAC;AAC9C,OAAO,EAAE,aAAa,EAAE,MAAM,iBAAiB,CAAC;AAChD,OAAO,EAAE,mBAAmB,EAAE,MAAM,uBAAuB,CAAC;AAC5D,OAAO,EAAE,YAAY,EAAE,MAAM,gBAAgB,CAAC;AAC9C,OAAO,EAAE,YAAY,EAAE,MAAM,gBAAgB,CAAC;AAC9C,OAAO,EAAE,YAAY,EAAE,MAAM,gBAAgB,CAAC;AAC9C,OAAO,EAAE,kBAAkB,EAAE,MAAM,sBAAsB,CAAC;AAC1D,OAAO,EAAE,YAAY,EAAE,MAAM,gBAAgB,CAAC;AAC9C,OAAO,EAAE,YAAY,EAAE,MAAM,gBAAgB,CAAC;AAC9C,OAAO,EAAE,cAAc,EAAE,MAAM,kBAAkB,CAAC;AAClD,OAAO,EAAE,YAAY,EAAE,MAAM,gBAAgB,CAAC;AAC9C,OAAO,EAAE,YAAY,EAAE,MAAM,gBAAgB,CAAC;AAC9C,OAAO,EAAE,YAAY,EAAE,MAAM,gBAAgB,CAAC;AAC9C,OAAO,EAAE,eAAe,EAAE,MAAM,mBAAmB,CAAC;AACpD,OAAO,EAAE,sBAAsB,EAAE,MAAM,0BAA0B,CAAC;AAClE,OAAO,EAAE,iCAAiC,EAAE,MAAM,qCAAqC,CAAC;AACxF,OAAO,EAAE,aAAa,EAAE,MAAM,iBAAiB,CAAC;AAChD,OAAO,EAAE,aAAa,EAAE,MAAM,mBAAmB,CAAC;AAClD,OAAO,EAAE,aAAa,EAAE,MAAM,mBAAmB,CAAC;AAClD,OAAO,EAAE,aAAa,EAAE,MAAM,mBAAmB,CAAC;AAClD,OAAO,EAAE,aAAa,EAAE,MAAM,mBAAmB,CAAC;AAClD,OAAO,EAAE,aAAa,EAAE,MAAM,mBAAmB,CAAC;AAClD,OAAO,EAAE,wBAAwB,EAAE,MAAM,8BAA8B,CAAC;AACxE,OAAO,EAAE,gBAAgB,EAAE,MAAM,sBAAsB,CAAC;AACxD,OAAO,EAAE,yBAAyB,EAAE,MAAM,+BAA+B,CAAC;AAC1E,OAAO,EAAE,wBAAwB,EAAE,MAAM,8BAA8B,CAAC;AACxE,OAAO,EAAE,0BAA0B,EAAE,MAAM,8BAA8B,CAAC;AAC1E,OAAO,EAAE,2BAA2B,EAAE,MAAM,+BAA+B,CAAC;AAC5E,OAAO,EAAE,iBAAiB,EAAE,MAAM,qBAAqB,CAAC;AACxD,OAAO,EAAE,6BAA6B,EAAE,MAAM,iCAAiC,CAAC;AAChF,OAAO,EAAE,yBAAyB,EAAE,MAAM,6BAA6B,CAAC;AACxE,OAAO,EAAE,mBAAmB,EAAE,MAAM,uBAAuB,CAAC;AAC5D,OAAO,EAAE,gCAAgC,EAAE,MAAM,oCAAoC,CAAC;AACtF,OAAO,EAAE,gCAAgC,EAAE,MAAM,oCAAoC,CAAC;AACtF,OAAO,EAAE,2BAA2B,EAAE,MAAM,+BAA+B,CAAC;AAC5E,OAAO,EAAE,8BAA8B,EAAE,MAAM,kCAAkC,CAAC;AAClF,OAAO,EAAE,sBAAsB,EAAE,MAAM,0BAA0B,CAAC;AAClE,OAAO,EAAE,wBAAwB,EAAE,MAAM,4BAA4B,CAAC;AACtE,OAAO,EAAE,kBAAkB,EAAE,MAAM,sBAAsB,CAAC;AAC1D,OAAO,EAAE,2BAA2B,EAAE,MAAM,iCAAiC,CAAC;AAC9E,OAAO,EAAE,iBAAi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package/dist/indicators/math.d.ts

@@ -9,6 +9,8 @@ export declare function closes(data: DataSeries): number[];
 export declare function smaOf(src: readonly Num[], period: number): Num[];
 /** Exponential moving average, seeded with the simple average of its first `period` values. */
 export declare function emaOf(src: readonly Num[], period: number): Num[];
+/** Linearly weighted moving average: the newest of `period` values weighs `period`, the oldest 1 (none across a gap). */
+export declare function wmaOf(src: readonly Num[], period: number): Num[];
 /** Wilder's smoothing (RMA, SMMA): an EMA with alpha 1 / period. */
 export declare function rmaOf(src: readonly Num[], period: number): Num[];
 /** Population standard deviation over the last `period` values (none across a gap). */

package/dist/indicators/math.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"math.d.ts","sourceRoot":"","sources":["../../src/indicators/math.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,UAAU,EAAE,eAAe,EAAE,cAAc,EAAE,MAAM,sBAAsB,CAAC;AAGxF,2DAA2D;AAC3D,MAAM,MAAM,GAAG,GAAG,MAAM,GAAG,SAAS,CAAC;AAErC,4EAA4E;AAC5E,wBAAgB,QAAQ,CAAC,IAAI,EAAE,UAAU,EAAE,MAAM,EAAE,CAAC,cAAc,GAAG,IAAI,CAAC,EAAE,GAAG,eAAe,CAO7F;AAED,4DAA4D;AAC5D,wBAAgB,MAAM,CAAC,IAAI,EAAE,UAAU,GAAG,MAAM,EAAE,CAEjD;AAED,+EAA+E;AAC/E,wBAAgB,KAAK,CAAC,GAAG,EAAE,SAAS,GAAG,EAAE,EAAE,MAAM,EAAE,MAAM,GAAG,GAAG,EAAE,CAahE;AA2BD,+FAA+F;AAC/F,wBAAgB,KAAK,CAAC,GAAG,EAAE,SAAS,GAAG,EAAE,EAAE,MAAM,EAAE,MAAM,GAAG,GAAG,EAAE,CAEhE;AAED,yHAAyH;AACzH,wBAAgB,KAAK,CAAC,GAAG,EAAE,SAAS,GAAG,EAAE,EAAE,MAAM,EAAE,MAAM,GAAG,GAAG,EAAE,CAiBhE;AAED,oEAAoE;AACpE,wBAAgB,KAAK,CAAC,GAAG,EAAE,SAAS,GAAG,EAAE,EAAE,MAAM,EAAE,MAAM,GAAG,GAAG,EAAE,CAEhE;AAED,uFAAuF;AACvF,wBAAgB,OAAO,CAAC,GAAG,EAAE,SAAS,GAAG,EAAE,EAAE,MAAM,EAAE,MAAM,GAAG,GAAG,EAAE,CAiBlE;AAED,yEAAyE;AACzE,wBAAgB,UAAU,CAAC,IAAI,EAAE,UAAU,GAAG,MAAM,EAAE,CAMrD;AAED,6FAA6F;AAC7F,wBAAgB,SAAS,CAAC,GAAG,EAAE,SAAS,GAAG,EAAE,EAAE,CAAC,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,GAAG,CAS7E;AAED,4FAA4F;AAC5F,wBAAgB,QAAQ,CAAC,GAAG,EAAE,SAAS,GAAG,EAAE,EAAE,CAAC,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,GAAG,CAS5E;AAED,qFAAqF;AACrF,wBAAgB,QAAQ,CAAC,GAAG,EAAE,SAAS,GAAG,EAAE,EAAE,GAAG,SAAU,GAAG,CAAC,cAAc,GAAG,IAAI,CAAC,EAAE,CAEtF;AAED,+FAA+F;AAC/F,wBAAgB,YAAY,CAAC,IAAI,EAAE,UAAU,EAAE,CAAC,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG;IAAE,IAAI,EAAE,MAAM,CAAC;IAAC,EAAE,EAAE,MAAM,CAAA;CAAE,GAAG,SAAS,CAWlH;AAED,uDAAuD;AACvD,wBAAgB,MAAM,CAAC,IAAI,EAAE,UAAU,EAAE,CAAC,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,GAAG,SAAS,CAKtF;AAED,qDAAqD;AACrD,wBAAgB,KAAK,CAAC,IAAI,EAAE,UAAU,EAAE,CAAC,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,GAAG,SAAS,CAKrF;AAED,uEAAuE;AACvE,wBAAgB,WAAW,CAAC,IAAI,EAAE,UAAU,EAAE,CAAC,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,GAAG,SAAS,CAK3F;AAED;;;;;GAKG;AACH,wBAAgB,YAAY,CAC1B,IAAI,EAAE,UAAU,EAChB,CAAC,EAAE,MAAM,EACT,MAAM,EAAE,MAAM,GACb;IAAE,KAAK,EAAE,MAAM,CAAC;IAAC,GAAG,EAAE,MAAM,CAAC;IAAC,MAAM,EAAE,MAAM,CAAC;IAAC,CAAC,EAAE,MAAM,CAAA;CAAE,GAAG,SAAS,CA8BvE"}

package/dist/indicators/overlay/HammingMA.d.ts

@@ -0,0 +1,19 @@
+import { IndicatorDescriptor, DataSeries, IndicatorConfig, IndicatorValue } from '@tradecanvas/commons';
+import { PointwiseIndicator } from '../PointwiseIndicator.js';
+interface HammingParams {
+    weights: number[];
+    total: number;
+}
+/**
+ * Hamming Moving Average: the closes of the last `period` bars weighted by a
+ * Hamming window (0.54 − 0.46·cos(2πk / (period − 1))), most in the middle of
+ * the window and evenly either side, then divided by the weights' sum. Smoother
+ * than a simple average, with a lag of half the window.
+ */
+export declare class HammingMAIndicator extends PointwiseIndicator<HammingParams> {
+    descriptor: IndicatorDescriptor;
+    protected read(config: IndicatorConfig): HammingParams;
+    protected pointAt(data: DataSeries, i: number, { weights, total }: HammingParams): IndicatorValue | null;
+}
+export {};
+//# sourceMappingURL=HammingMA.d.ts.map

package/dist/indicators/overlay/HammingMA.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"HammingMA.d.ts","sourceRoot":"","sources":["../../../src/indicators/overlay/HammingMA.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,mBAAmB,EAAE,UAAU,EAAE,eAAe,EAAE,cAAc,EAAE,MAAM,sBAAsB,CAAC;AAC7G,OAAO,EAAE,kBAAkB,EAAE,MAAM,0BAA0B,CAAC;AAM9D,UAAU,aAAa;IACrB,OAAO,EAAE,MAAM,EAAE,CAAC;IAClB,KAAK,EAAE,MAAM,CAAC;CACf;AAED;;;;;GAKG;AACH,qBAAa,kBAAmB,SAAQ,kBAAkB,CAAC,aAAa,CAAC;IACvE,UAAU,EAAE,mBAAmB,CAQ7B;IAEF,SAAS,CAAC,IAAI,CAAC,MAAM,EAAE,eAAe,GAAG,aAAa;IAMtD,SAAS,CAAC,OAAO,CAAC,IAAI,EAAE,UAAU,EAAE,CAAC,EAAE,MAAM,EAAE,EAAE,OAAO,EAAE,KAAK,EAAE,EAAE,aAAa,GAAG,cAAc,GAAG,IAAI;CAOzG"}

package/dist/indicators/overlay/MAChannel.d.ts

@@ -0,0 +1,13 @@
+import { IndicatorDescriptor, DataSeries, IndicatorConfig, IndicatorOutput, ResolvedIndicatorStyle, ViewportState } from '@tradecanvas/commons';
+import { IndicatorBase } from '../IndicatorBase.js';
+/**
+ * Moving Average Channel: the average of the highs over `upperLength` bars
+ * and of the lows over `lowerLength`, each shifted by its own offset (later
+ * by a positive one, earlier by a negative one), with the channel shaded.
+ */
+export declare class MAChannelIndicator extends IndicatorBase {
+    descriptor: IndicatorDescriptor;
+    calculate(data: DataSeries, config: IndicatorConfig): IndicatorOutput;
+    render(ctx: CanvasRenderingContext2D, output: IndicatorOutput, viewport: ViewportState, style: ResolvedIndicatorStyle): void;
+}
+//# sourceMappingURL=MAChannel.d.ts.map

package/dist/indicators/overlay/MAChannel.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"MAChannel.d.ts","sourceRoot":"","sources":["../../../src/indicators/overlay/MAChannel.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,mBAAmB,EAAE,UAAU,EAAE,eAAe,EAAE,eAAe,EAAkB,sBAAsB,EAAE,aAAa,EAAE,MAAM,sBAAsB,CAAC;AAErK,OAAO,EAAE,aAAa,EAAE,MAAM,qBAAqB,CAAC;AAQpD;;;;GAIG;AACH,qBAAa,kBAAmB,SAAQ,aAAa;IACnD,UAAU,EAAE,mBAAmB,CAgB7B;IAEF,SAAS,CAAC,IAAI,EAAE,UAAU,EAAE,MAAM,EAAE,eAAe,GAAG,eAAe;IAWrE,MAAM,CAAC,GAAG,EAAE,wBAAwB,EAAE,MAAM,EAAE,eAAe,EAAE,QAAQ,EAAE,aAAa,EAAE,KAAK,EAAE,sBAAsB,GAAG,IAAI;CA0B7H"}

package/dist/indicators/overlay/MACross.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"MACross.d.ts","sourceRoot":"","sources":["../../../src/indicators/overlay/MACross.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,mBAAmB,EAAE,UAAU,EAAE,eAAe,EAAE,eAAe,EAAkB,MAAM,sBAAsB,CAAC;AAC9H,OAAO,EAAE,aAAa,EAAE,MAAM,qBAAqB,CAAC;AAIpD,gGAAgG;AAChG,qBAAa,gBAAiB,SAAQ,aAAa;IACjD,UAAU,EAAE,mBAAmB,CAQ7B;IAEF,SAAS,CAAC,IAAI,EAAE,UAAU,EAAE,MAAM,EAAE,eAAe,GAAG,eAAe;IAYrE,MAAM,CAAC,IAAI,EAAE,UAAU,EAAE,MAAM,EAAE,eAAe,EAAE,IAAI,EAAE,eAAe,EAAE,IAAI,EAAE,MAAM,GAAG,eAAe,GAAG,IAAI;CAoB/G"}
+{"version":3,"file":"MACross.d.ts","sourceRoot":"","sources":["../../../src/indicators/overlay/MACross.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,mBAAmB,EAAE,UAAU,EAAE,eAAe,EAAE,eAAe,EAAkB,MAAM,sBAAsB,CAAC;AAC9H,OAAO,EAAE,aAAa,EAAE,MAAM,qBAAqB,CAAC;AAapD,gGAAgG;AAChG,qBAAa,gBAAiB,SAAQ,aAAa;IACjD,UAAU,EAAE,mBAAmB,CAQ7B;IAEF,SAAS,CAAC,IAAI,EAAE,UAAU,EAAE,MAAM,EAAE,eAAe,GAAG,eAAe;IASrE,MAAM,CAAC,IAAI,EAAE,UAAU,EAAE,MAAM,EAAE,eAAe,EAAE,IAAI,EAAE,eAAe,EAAE,IAAI,EAAE,MAAM,GAAG,eAAe,GAAG,IAAI;CAiB/G"}

package/dist/indicators/overlay/MovingAverageSets.d.ts

@@ -0,0 +1,20 @@
+import { IndicatorDescriptor, DataSeries, IndicatorConfig, IndicatorOutput } from '@tradecanvas/commons';
+import { IndicatorBase } from '../IndicatorBase.js';
+/** Two or three moving averages of one kind (simple, exponential or weighted), each of its own length. */
+declare abstract class MovingAverageSet extends IndicatorBase {
+    /** The length parameters, in order, with their defaults. */
+    protected abstract readonly lengths: readonly (readonly [string, number])[];
+    calculate(data: DataSeries, config: IndicatorConfig): IndicatorOutput;
+}
+/** Moving Average Double: a shorter and a longer average. */
+export declare class MADoubleIndicator extends MovingAverageSet {
+    protected readonly lengths: readonly [readonly ["first", 20], readonly ["second", 50]];
+    descriptor: IndicatorDescriptor;
+}
+/** Moving Average Triple: three averages, short to long. */
+export declare class MATripleIndicator extends MovingAverageSet {
+    protected readonly lengths: readonly [readonly ["first", 10], readonly ["second", 20], readonly ["third", 50]];
+    descriptor: IndicatorDescriptor;
+}
+export {};
+//# sourceMappingURL=MovingAverageSets.d.ts.map

package/dist/indicators/overlay/MovingAverageSets.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"MovingAverageSets.d.ts","sourceRoot":"","sources":["../../../src/indicators/overlay/MovingAverageSets.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,mBAAmB,EAAE,UAAU,EAAE,eAAe,EAAE,eAAe,EAAkB,MAAM,sBAAsB,CAAC;AAC9H,OAAO,EAAE,aAAa,EAAE,MAAM,qBAAqB,CAAC;AAapD,0GAA0G;AAC1G,uBAAe,gBAAiB,SAAQ,aAAa;IACnD,4DAA4D;IAC5D,SAAS,CAAC,QAAQ,CAAC,QAAQ,CAAC,OAAO,EAAE,SAAS,CAAC,SAAS,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC,EAAE,CAAC;IAE5E,SAAS,CAAC,IAAI,EAAE,UAAU,EAAE,MAAM,EAAE,eAAe,GAAG,eAAe;CActE;AAED,6DAA6D;AAC7D,qBAAa,iBAAkB,SAAQ,gBAAgB;IACrD,SAAS,CAAC,QAAQ,CAAC,OAAO,6DAA4C;IACtE,UAAU,EAAE,mBAAmB,CAW7B;CACH;AAED,4DAA4D;AAC5D,qBAAa,iBAAkB,SAAQ,gBAAgB;IACrD,SAAS,CAAC,QAAQ,CAAC,OAAO,qFAA2D;IACrF,UAAU,EAAE,mBAAmB,CAY7B;CACH"}

package/dist/indicators/overlay/PivotPoints.d.ts

@@ -1,5 +1,10 @@
 import { IndicatorDescriptor, DataSeries, IndicatorConfig, IndicatorOutput, ResolvedIndicatorStyle, ViewportState } from '@tradecanvas/commons';
 import { IndicatorBase } from '../IndicatorBase.js';
+/**
+ * Pivot points from the high, low and close of the last `lookback` bars
+ * (and their first open, for DeMark's), by kind: traditional, Fibonacci,
+ * Woodie, classic, Camarilla or DeMark (one level either side).
+ */
 export declare class PivotPointsIndicator extends IndicatorBase {
     descriptor: IndicatorDescriptor;
     calculate(data: DataSeries, config: IndicatorConfig): IndicatorOutput;

package/dist/indicators/overlay/PivotPoints.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"PivotPoints.d.ts","sourceRoot":"","sources":["../../../src/indicators/overlay/PivotPoints.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,mBAAmB,EAAE,UAAU,EAAE,eAAe,EAAE,eAAe,EAAkB,sBAAsB,EAAE,aAAa,EAAE,MAAM,sBAAsB,CAAC;AACrK,OAAO,EAAE,aAAa,EAAE,MAAM,qBAAqB,CAAC;AAQpD,qBAAa,oBAAqB,SAAQ,aAAa;IACrD,UAAU,EAAE,mBAAmB,CAe7B;IAEF,SAAS,CAAC,IAAI,EAAE,UAAU,EAAE,MAAM,EAAE,eAAe,GAAG,eAAe;IAgCrE,MAAM,CACJ,GAAG,EAAE,wBAAwB,EAC7B,MAAM,EAAE,eAAe,EACvB,QAAQ,EAAE,aAAa,EACvB,KAAK,EAAE,sBAAsB,GAC5B,IAAI;CAuCR"}
+{"version":3,"file":"PivotPoints.d.ts","sourceRoot":"","sources":["../../../src/indicators/overlay/PivotPoints.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,mBAAmB,EAAE,UAAU,EAAE,eAAe,EAAE,eAAe,EAAkB,sBAAsB,EAAE,aAAa,EAAE,MAAM,sBAAsB,CAAC;AACrK,OAAO,EAAE,aAAa,EAAE,MAAM,qBAAqB,CAAC;AAWpD;;;;GAIG;AACH,qBAAa,oBAAqB,SAAQ,aAAa;IACrD,UAAU,EAAE,mBAAmB,CAgB7B;IAEF,SAAS,CAAC,IAAI,EAAE,UAAU,EAAE,MAAM,EAAE,eAAe,GAAG,eAAe;IAsBrE,MAAM,CACJ,GAAG,EAAE,wBAAwB,EAC7B,MAAM,EAAE,eAAe,EACvB,QAAQ,EAAE,aAAa,EACvB,KAAK,EAAE,sBAAsB,GAC5B,IAAI;CAuCR"}

package/dist/indicators/overlay/PriceAverages.d.ts

@@ -0,0 +1,25 @@
+import { IndicatorDescriptor, DataSeries, IndicatorConfig, IndicatorValue, OHLCBar } from '@tradecanvas/commons';
+import { PointwiseIndicator } from '../PointwiseIndicator.js';
+/** One price worked out of each bar, drawn as a line over the bars. */
+declare abstract class BarPriceIndicator extends PointwiseIndicator<null> {
+    protected abstract price(bar: OHLCBar): number;
+    protected read(_config: IndicatorConfig): null;
+    protected pointAt(data: DataSeries, i: number): IndicatorValue | null;
+}
+/** Average Price: (open + high + low + close) / 4. */
+export declare class AveragePriceIndicator extends BarPriceIndicator {
+    descriptor: IndicatorDescriptor;
+    protected price(b: OHLCBar): number;
+}
+/** Median Price: (high + low) / 2. */
+export declare class MedianPriceIndicator extends BarPriceIndicator {
+    descriptor: IndicatorDescriptor;
+    protected price(b: OHLCBar): number;
+}
+/** Typical Price: (high + low + close) / 3. */
+export declare class TypicalPriceIndicator extends BarPriceIndicator {
+    descriptor: IndicatorDescriptor;
+    protected price(b: OHLCBar): number;
+}
+export {};
+//# sourceMappingURL=PriceAverages.d.ts.map

package/dist/indicators/overlay/PriceAverages.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"PriceAverages.d.ts","sourceRoot":"","sources":["../../../src/indicators/overlay/PriceAverages.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,mBAAmB,EAAE,UAAU,EAAE,eAAe,EAAE,cAAc,EAAE,OAAO,EAAE,MAAM,sBAAsB,CAAC;AACtH,OAAO,EAAE,kBAAkB,EAAE,MAAM,0BAA0B,CAAC;AAE9D,uEAAuE;AACvE,uBAAe,iBAAkB,SAAQ,kBAAkB,CAAC,IAAI,CAAC;IAC/D,SAAS,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,EAAE,OAAO,GAAG,MAAM;IAE9C,SAAS,CAAC,IAAI,CAAC,OAAO,EAAE,eAAe,GAAG,IAAI;IAI9C,SAAS,CAAC,OAAO,CAAC,IAAI,EAAE,UAAU,EAAE,CAAC,EAAE,MAAM,GAAG,cAAc,GAAG,IAAI;CAGtE;AAED,sDAAsD;AACtD,qBAAa,qBAAsB,SAAQ,iBAAiB;IAC1D,UAAU,EAAE,mBAAmB,CAO7B;IAEF,SAAS,CAAC,KAAK,CAAC,CAAC,EAAE,OAAO,GAAG,MAAM;CAGpC;AAED,sCAAsC;AACtC,qBAAa,oBAAqB,SAAQ,iBAAiB;IACzD,UAAU,EAAE,mBAAmB,CAO7B;IAEF,SAAS,CAAC,KAAK,CAAC,CAAC,EAAE,OAAO,GAAG,MAAM;CAGpC;AAED,+CAA+C;AAC/C,qBAAa,qBAAsB,SAAQ,iBAAiB;IAC1D,UAAU,EAAE,mBAAmB,CAO7B;IAEF,SAAS,CAAC,KAAK,CAAC,CAAC,EAAE,OAAO,GAAG,MAAM;CAGpC"}

package/dist/indicators/overlay/VolatilityIndex.d.ts

@@ -0,0 +1,13 @@
+import { IndicatorDescriptor, DataSeries, IndicatorConfig, IndicatorOutput } from '@tradecanvas/commons';
+import { IndicatorBase } from '../IndicatorBase.js';
+/**
+ * Volatility Index (Wilder's volatility system): a stop and reverse that
+ * trails the most extreme close since the last turn by `mult` times the
+ * average true range (Wilder's smoothing over `period` bars): under the
+ * closes while long, over them while short, turning when a close crosses it.
+ */
+export declare class VolatilityIndexIndicator extends IndicatorBase {
+    descriptor: IndicatorDescriptor;
+    calculate(data: DataSeries, config: IndicatorConfig): IndicatorOutput;
+}
+//# sourceMappingURL=VolatilityIndex.d.ts.map

package/dist/indicators/overlay/VolatilityIndex.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"VolatilityIndex.d.ts","sourceRoot":"","sources":["../../../src/indicators/overlay/VolatilityIndex.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,mBAAmB,EAAE,UAAU,EAAE,eAAe,EAAE,eAAe,EAAkB,MAAM,sBAAsB,CAAC;AAC9H,OAAO,EAAE,aAAa,EAAE,MAAM,qBAAqB,CAAC;AAIpD;;;;;GAKG;AACH,qBAAa,wBAAyB,SAAQ,aAAa;IACzD,UAAU,EAAE,mBAAmB,CAQ7B;IAEF,SAAS,CAAC,IAAI,EAAE,UAAU,EAAE,MAAM,EAAE,eAAe,GAAG,eAAe;CAkCtE"}

package/dist/indicators/panel/AccumulativeSwingIndex.d.ts

@@ -0,0 +1,13 @@
+import { IndicatorDescriptor, DataSeries, IndicatorConfig, IndicatorOutput } from '@tradecanvas/commons';
+import { IndicatorBase } from '../IndicatorBase.js';
+/**
+ * Accumulative Swing Index (Wilder): the running sum of each bar's swing
+ * index, which weighs the move from the previous close (and the bar's own
+ * body, and the previous bar's) against the bar's true range, scaled by the
+ * limit move: the most a price may move in a bar. It runs with the trend.
+ */
+export declare class AccumulativeSwingIndexIndicator extends IndicatorBase {
+    descriptor: IndicatorDescriptor;
+    calculate(data: DataSeries, config: IndicatorConfig): IndicatorOutput;
+}
+//# sourceMappingURL=AccumulativeSwingIndex.d.ts.map

package/dist/indicators/panel/AccumulativeSwingIndex.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"AccumulativeSwingIndex.d.ts","sourceRoot":"","sources":["../../../src/indicators/panel/AccumulativeSwingIndex.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,mBAAmB,EAAE,UAAU,EAAE,eAAe,EAAE,eAAe,EAA2B,MAAM,sBAAsB,CAAC;AACvI,OAAO,EAAE,aAAa,EAAE,MAAM,qBAAqB,CAAC;AAIpD;;;;;GAKG;AACH,qBAAa,+BAAgC,SAAQ,aAAa;IAChE,UAAU,EAAE,mBAAmB,CAS7B;IAEF,SAAS,CAAC,IAAI,EAAE,UAAU,EAAE,MAAM,EAAE,eAAe,GAAG,eAAe;CAUtE"}

package/dist/indicators/panel/AdvanceDecline.d.ts

@@ -0,0 +1,18 @@
+import { IndicatorDescriptor, DataSeries, IndicatorConfig, IndicatorValue } from '@tradecanvas/commons';
+import { PointwiseIndicator } from '../PointwiseIndicator.js';
+/**
+ * Advance/Decline: of the last `length` bars, those closing above their open
+ * over those closing below it (their count when none closed below).
+ */
+export declare class AdvanceDeclineIndicator extends PointwiseIndicator<{
+    length: number;
+}> {
+    descriptor: IndicatorDescriptor;
+    protected read(config: IndicatorConfig): {
+        length: number;
+    };
+    protected pointAt(data: DataSeries, i: number, { length }: {
+        length: number;
+    }): IndicatorValue | null;
+}
+//# sourceMappingURL=AdvanceDecline.d.ts.map

package/dist/indicators/panel/AdvanceDecline.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"AdvanceDecline.d.ts","sourceRoot":"","sources":["../../../src/indicators/panel/AdvanceDecline.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,mBAAmB,EAAE,UAAU,EAAE,eAAe,EAAE,cAAc,EAAE,MAAM,sBAAsB,CAAC;AAC7G,OAAO,EAAE,kBAAkB,EAAE,MAAM,0BAA0B,CAAC;AAG9D;;;GAGG;AACH,qBAAa,uBAAwB,SAAQ,kBAAkB,CAAC;IAAE,MAAM,EAAE,MAAM,CAAA;CAAE,CAAC;IACjF,UAAU,EAAE,mBAAmB,CAS7B;IAEF,SAAS,CAAC,IAAI,CAAC,MAAM,EAAE,eAAe;;;IAItC,SAAS,CAAC,OAAO,CAAC,IAAI,EAAE,UAAU,EAAE,CAAC,EAAE,MAAM,EAAE,EAAE,MAAM,EAAE,EAAE;QAAE,MAAM,EAAE,MAAM,CAAA;KAAE,GAAG,cAAc,GAAG,IAAI;CAUtG"}

package/dist/indicators/panel/ChopZone.d.ts

@@ -0,0 +1,17 @@
+import { IndicatorDescriptor, DataSeries, IndicatorConfig, IndicatorOutput, ResolvedIndicatorStyle, ViewportState } from '@tradecanvas/commons';
+import { IndicatorBase } from '../IndicatorBase.js';
+/**
+ * Chop Zone: the angle, in degrees, of the 34-bar EMA's slope, its rise per
+ * bar scaled by the range of the last 30 bars. Each bar is coloured by its
+ * zone, from turquoise (rising steeply) through yellow (flat, choppy) to
+ * dark red (falling steeply); the zones are the indicator, so it keeps its
+ * own colours whatever the style.
+ */
+export declare class ChopZoneIndicator extends IndicatorBase {
+    descriptor: IndicatorDescriptor;
+    calculate(data: DataSeries, _config: IndicatorConfig): IndicatorOutput;
+    render(ctx: CanvasRenderingContext2D, output: IndicatorOutput, viewport: ViewportState, _style: ResolvedIndicatorStyle): void;
+}
+/** The colour of the zone an angle (degrees) falls in. */
+export declare function chopZoneColor(angle: number): string;
+//# sourceMappingURL=ChopZone.d.ts.map

package/dist/indicators/panel/ChopZone.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"ChopZone.d.ts","sourceRoot":"","sources":["../../../src/indicators/panel/ChopZone.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,mBAAmB,EAAE,UAAU,EAAE,eAAe,EAAE,eAAe,EAAkB,sBAAsB,EAAE,aAAa,EAAE,MAAM,sBAAsB,CAAC;AACrK,OAAO,EAAE,aAAa,EAAE,MAAM,qBAAqB,CAAC;AAQpD;;;;;;GAMG;AACH,qBAAa,iBAAkB,SAAQ,aAAa;IAClD,UAAU,EAAE,mBAAmB,CAQ7B;IAEF,SAAS,CAAC,IAAI,EAAE,UAAU,EAAE,OAAO,EAAE,eAAe,GAAG,eAAe;IAmBtE,MAAM,CAAC,GAAG,EAAE,wBAAwB,EAAE,MAAM,EAAE,eAAe,EAAE,QAAQ,EAAE,aAAa,EAAE,MAAM,EAAE,sBAAsB,GAAG,IAAI;CAa9H;AAED,0DAA0D;AAC1D,wBAAgB,aAAa,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAUnD"}

package/dist/indicators/panel/MajorityRule.d.ts

@@ -0,0 +1,15 @@
+import { IndicatorDescriptor, DataSeries, IndicatorConfig, IndicatorValue } from '@tradecanvas/commons';
+import { PointwiseIndicator } from '../PointwiseIndicator.js';
+/** Majority Rule: the share of the last `period` closes above the close before, in percent. */
+export declare class MajorityRuleIndicator extends PointwiseIndicator<{
+    period: number;
+}> {
+    descriptor: IndicatorDescriptor;
+    protected read(config: IndicatorConfig): {
+        period: number;
+    };
+    protected pointAt(data: DataSeries, i: number, { period }: {
+        period: number;
+    }): IndicatorValue | null;
+}
+//# sourceMappingURL=MajorityRule.d.ts.map

package/dist/indicators/panel/MajorityRule.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"MajorityRule.d.ts","sourceRoot":"","sources":["../../../src/indicators/panel/MajorityRule.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,mBAAmB,EAAE,UAAU,EAAE,eAAe,EAAE,cAAc,EAAE,MAAM,sBAAsB,CAAC;AAC7G,OAAO,EAAE,kBAAkB,EAAE,MAAM,0BAA0B,CAAC;AAG9D,+FAA+F;AAC/F,qBAAa,qBAAsB,SAAQ,kBAAkB,CAAC;IAAE,MAAM,EAAE,MAAM,CAAA;CAAE,CAAC;IAC/E,UAAU,EAAE,mBAAmB,CAU7B;IAEF,SAAS,CAAC,IAAI,CAAC,MAAM,EAAE,eAAe;;;IAItC,SAAS,CAAC,OAAO,CAAC,IAAI,EAAE,UAAU,EAAE,CAAC,EAAE,MAAM,EAAE,EAAE,MAAM,EAAE,EAAE;QAAE,MAAM,EAAE,MAAM,CAAA;KAAE,GAAG,cAAc,GAAG,IAAI;CAMtG"}

package/dist/indicators/panel/PriceOscillator.d.ts

@@ -0,0 +1,8 @@
+import { IndicatorDescriptor, DataSeries, IndicatorConfig, IndicatorOutput } from '@tradecanvas/commons';
+import { IndicatorBase } from '../IndicatorBase.js';
+/** Price Oscillator: the short simple average less the long one, in price (the percentage one is PPO). */
+export declare class PriceOscillatorIndicator extends IndicatorBase {
+    descriptor: IndicatorDescriptor;
+    calculate(data: DataSeries, config: IndicatorConfig): IndicatorOutput;
+}
+//# sourceMappingURL=PriceOscillator.d.ts.map

package/dist/indicators/panel/PriceOscillator.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"PriceOscillator.d.ts","sourceRoot":"","sources":["../../../src/indicators/panel/PriceOscillator.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,mBAAmB,EAAE,UAAU,EAAE,eAAe,EAAE,eAAe,EAAE,MAAM,sBAAsB,CAAC;AAC9G,OAAO,EAAE,aAAa,EAAE,MAAM,qBAAqB,CAAC;AAIpD,0GAA0G;AAC1G,qBAAa,wBAAyB,SAAQ,aAAa;IACzD,UAAU,EAAE,mBAAmB,CAS7B;IAEF,SAAS,CAAC,IAAI,EAAE,UAAU,EAAE,MAAM,EAAE,eAAe,GAAG,eAAe;CAMtE"}

package/dist/indicators/panel/SMIErgodic.d.ts

@@ -0,0 +1,12 @@
+import { IndicatorDescriptor, DataSeries, IndicatorConfig, IndicatorOutput } from '@tradecanvas/commons';
+import { IndicatorBase } from '../IndicatorBase.js';
+/**
+ * SMI Ergodic (Blau): the bar-to-bar change of the close, smoothed twice by
+ * EMAs (`long`, then `short`), over its absolute value smoothed the same way:
+ * between −1 and 1. A `signal` EMA of it, and their gap as the oscillator.
+ */
+export declare class SMIErgodicIndicator extends IndicatorBase {
+    descriptor: IndicatorDescriptor;
+    calculate(data: DataSeries, config: IndicatorConfig): IndicatorOutput;
+}
+//# sourceMappingURL=SMIErgodic.d.ts.map

package/dist/indicators/panel/SMIErgodic.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"SMIErgodic.d.ts","sourceRoot":"","sources":["../../../src/indicators/panel/SMIErgodic.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,mBAAmB,EAAE,UAAU,EAAE,eAAe,EAAE,eAAe,EAAkB,MAAM,sBAAsB,CAAC;AAC9H,OAAO,EAAE,aAAa,EAAE,MAAM,qBAAqB,CAAC;AAIpD;;;;GAIG;AACH,qBAAa,mBAAoB,SAAQ,aAAa;IACpD,UAAU,EAAE,mBAAmB,CAa7B;IAEF,SAAS,CAAC,IAAI,EAAE,UAAU,EAAE,MAAM,EAAE,eAAe,GAAG,eAAe;CAetE"}

package/dist/indicators/panel/VolatilityEstimators.d.ts

@@ -0,0 +1,29 @@
+import { IndicatorDescriptor, DataSeries, IndicatorConfig, IndicatorValue } from '@tradecanvas/commons';
+import { PointwiseIndicator } from '../PointwiseIndicator.js';
+interface VolatilityParams {
+    period: number;
+    annual: number;
+}
+/**
+ * Volatility O-H-L-C (Garman–Klass): each bar's variance read from its range
+ * and body, 0.5·ln(H/L)² − (2·ln2 − 1)·ln(C/O)², averaged over `period`
+ * bars and annualised by `annual` bars a year, in percent. It uses more of
+ * each bar than the close-to-close estimate, so it settles sooner.
+ */
+export declare class VolatilityOHLCIndicator extends PointwiseIndicator<VolatilityParams> {
+    descriptor: IndicatorDescriptor;
+    protected read(config: IndicatorConfig): VolatilityParams;
+    protected pointAt(data: DataSeries, i: number, { period, annual }: VolatilityParams): IndicatorValue | null;
+}
+/**
+ * Volatility Zero Trend Close-to-Close: the root mean square of the log
+ * returns over `period` bars, taken about zero rather than their own mean
+ * (a steady trend counts as volatility), annualised, in percent.
+ */
+export declare class VolatilityZeroTrendIndicator extends PointwiseIndicator<VolatilityParams> {
+    descriptor: IndicatorDescriptor;
+    protected read(config: IndicatorConfig): VolatilityParams;
+    protected pointAt(data: DataSeries, i: number, { period, annual }: VolatilityParams): IndicatorValue | null;
+}
+export {};
+//# sourceMappingURL=VolatilityEstimators.d.ts.map

package/dist/indicators/panel/VolatilityEstimators.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"VolatilityEstimators.d.ts","sourceRoot":"","sources":["../../../src/indicators/panel/VolatilityEstimators.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,mBAAmB,EAAE,UAAU,EAAE,eAAe,EAAE,cAAc,EAAE,MAAM,sBAAsB,CAAC;AAC7G,OAAO,EAAE,kBAAkB,EAAE,MAAM,0BAA0B,CAAC;AAG9D,UAAU,gBAAgB;IACxB,MAAM,EAAE,MAAM,CAAC;IACf,MAAM,EAAE,MAAM,CAAC;CAChB;AASD;;;;;GAKG;AACH,qBAAa,uBAAwB,SAAQ,kBAAkB,CAAC,gBAAgB,CAAC;IAC/E,UAAU,EAAE,mBAAmB,CAS7B;IAEF,SAAS,CAAC,IAAI,CAAC,MAAM,EAAE,eAAe;IAItC,SAAS,CAAC,OAAO,CAAC,IAAI,EAAE,UAAU,EAAE,CAAC,EAAE,MAAM,EAAE,EAAE,MAAM,EAAE,MAAM,EAAE,EAAE,gBAAgB,GAAG,cAAc,GAAG,IAAI;CAU5G;AAED;;;;GAIG;AACH,qBAAa,4BAA6B,SAAQ,kBAAkB,CAAC,gBAAgB,CAAC;IACpF,UAAU,EAAE,mBAAmB,CAS7B;IAEF,SAAS,CAAC,IAAI,CAAC,MAAM,EAAE,eAAe;IAItC,SAAS,CAAC,OAAO,CAAC,IAAI,EAAE,UAAU,EAAE,CAAC,EAAE,MAAM,EAAE,EAAE,MAAM,EAAE,MAAM,EAAE,EAAE,gBAAgB,GAAG,cAAc,GAAG,IAAI;CAW5G"}

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

@@ -1 +1 @@
-{"version":3,"file":"registry.d.ts","sourceRoot":"","sources":["../../src/indicators/registry.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,eAAe,EAAE,MAAM,sBAAsB,CAAC;AAoG5D,wBAAgB,yBAAyB,CAAC,MAAM,EAAE,eAAe,GAAG,IAAI,CAkGvE"}
+{"version":3,"file":"registry.d.ts","sourceRoot":"","sources":["../../src/indicators/registry.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,eAAe,EAAE,MAAM,sBAAsB,CAAC;AAgH5D,wBAAgB,yBAAyB,CAAC,MAAM,EAAE,eAAe,GAAG,IAAI,CAkHvE"}

package/dist/indicators/symbols/symbolIndicators.d.ts

@@ -30,5 +30,32 @@ export declare class SpreadIndicator extends PointwiseIndicator<SpreadParams> {
     protected read(config: IndicatorConfig): SpreadParams;
     protected pointAt(data: DataSeries, i: number, { symbol, ratio }: SpreadParams): IndicatorValue | null;
 }
+interface CorrelationParams extends SymbolParams {
+    length: number;
+}
+/**
+ * Correlation Coefficient: how closely the chart's closes and another
+ * symbol's (its bar at or before each one) move together over the last
+ * `length` bars, from −1 (opposite) to 1 (in step).
+ */
+export declare class CorrelationCoefficientIndicator extends PointwiseIndicator<CorrelationParams> {
+    private readonly store;
+    descriptor: IndicatorDescriptor;
+    constructor(store: SymbolSeriesStore);
+    protected read(config: IndicatorConfig): CorrelationParams;
+    protected pointAt(data: DataSeries, i: number, { symbol, length }: CorrelationParams): IndicatorValue | null;
+}
+/**
+ * Correlation Log: the correlation of the two symbols' bar-to-bar log returns
+ * over the last `length` bars. Prices that trend together correlate whatever
+ * their day-to-day moves; returns tell whether they move together bar by bar.
+ */
+export declare class CorrelationLogIndicator extends PointwiseIndicator<CorrelationParams> {
+    private readonly store;
+    descriptor: IndicatorDescriptor;
+    constructor(store: SymbolSeriesStore);
+    protected read(config: IndicatorConfig): CorrelationParams;
+    protected pointAt(data: DataSeries, i: number, { symbol, length }: CorrelationParams): IndicatorValue | null;
+}
 export {};
 //# sourceMappingURL=symbolIndicators.d.ts.map

package/dist/indicators/symbols/symbolIndicators.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"symbolIndicators.d.ts","sourceRoot":"","sources":["../../../src/indicators/symbols/symbolIndicators.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,UAAU,EAAE,eAAe,EAAE,mBAAmB,EAAE,cAAc,EAAE,MAAM,sBAAsB,CAAC;AAC7G,OAAO,EAAE,kBAAkB,EAAE,MAAM,0BAA0B,CAAC;AAC9D,OAAO,KAAK,EAAE,iBAAiB,EAAE,MAAM,wBAAwB,CAAC;AAEhE,UAAU,YAAY;IACpB,MAAM,EAAE,MAAM,CAAC;CAChB;AAED,UAAU,YAAa,SAAQ,YAAY;IACzC,KAAK,EAAE,OAAO,CAAC;CAChB;AAKD;;;;GAIG;AACH,qBAAa,sBAAuB,SAAQ,kBAAkB,CAAC,YAAY,CAAC;IAU9D,OAAO,CAAC,QAAQ,CAAC,KAAK;IATlC,UAAU,EAAE,mBAAmB,CAO7B;gBAE2B,KAAK,EAAE,iBAAiB;IAIrD,SAAS,CAAC,IAAI,CAAC,MAAM,EAAE,eAAe,GAAG,YAAY;IAIrD,SAAS,CAAC,OAAO,CAAC,IAAI,EAAE,UAAU,EAAE,CAAC,EAAE,MAAM,EAAE,EAAE,MAAM,EAAE,EAAE,YAAY,GAAG,cAAc,GAAG,IAAI;CAKhG;AAED;;;GAGG;AACH,qBAAa,eAAgB,SAAQ,kBAAkB,CAAC,YAAY,CAAC;IAWvD,OAAO,CAAC,QAAQ,CAAC,KAAK;IAVlC,UAAU,EAAE,mBAAmB,CAQ7B;gBAE2B,KAAK,EAAE,iBAAiB;IAIrD,SAAS,CAAC,IAAI,CAAC,MAAM,EAAE,eAAe,GAAG,YAAY;IAIrD,SAAS,CAAC,OAAO,CAAC,IAAI,EAAE,UAAU,EAAE,CAAC,EAAE,MAAM,EAAE,EAAE,MAAM,EAAE,KAAK,EAAE,EAAE,YAAY,GAAG,cAAc,GAAG,IAAI;CAOvG;AAED,UAAU,iBAAkB,SAAQ,YAAY;IAC9C,MAAM,EAAE,MAAM,CAAC;CAChB;AA2CD;;;;GAIG;AACH,qBAAa,+BAAgC,SAAQ,kBAAkB,CAAC,iBAAiB,CAAC;IAG5E,OAAO,CAAC,QAAQ,CAAC,KAAK;IAFlC,UAAU,EAAE,mBAAmB,CAA+G;gBAEjH,KAAK,EAAE,iBAAiB;IAIrD,SAAS,CAAC,IAAI,CAAC,MAAM,EAAE,eAAe,GAAG,iBAAiB;IAI1D,SAAS,CAAC,OAAO,CAAC,IAAI,EAAE,UAAU,EAAE,CAAC,EAAE,MAAM,EAAE,EAAE,MAAM,EAAE,MAAM,EAAE,EAAE,iBAAiB,GAAG,cAAc,GAAG,IAAI;CAa7G;AAED;;;;GAIG;AACH,qBAAa,uBAAwB,SAAQ,kBAAkB,CAAC,iBAAiB,CAAC;IAGpE,OAAO,CAAC,QAAQ,CAAC,KAAK;IAFlC,UAAU,EAAE,mBAAmB,CAA8G;gBAEhH,KAAK,EAAE,iBAAiB;IAIrD,SAAS,CAAC,IAAI,CAAC,MAAM,EAAE,eAAe,GAAG,iBAAiB;IAI1D,SAAS,CAAC,OAAO,CAAC,IAAI,EAAE,UAAU,EAAE,CAAC,EAAE,MAAM,EAAE,EAAE,MAAM,EAAE,MAAM,EAAE,EAAE,iBAAiB,GAAG,cAAc,GAAG,IAAI;CAiB7G"}

package/dist/webgl/WebGLSeriesRenderer.d.ts

@@ -12,16 +12,16 @@ export declare class WebGLSeriesRenderer implements GpuRenderer {
     readonly label: string;
     private readonly gl;
     private readonly kit;
-    private readonly drawer;
-    private readonly candleBars;
-    private readonly volumeBars;
-    private readonly candleColumns;
-    private readonly volumeColumns;
-    private readonly rects;
-    private readonly seriesBuffer;
-    private readonly columnBuffer;
-    private readonly rectBuffer;
-    private readonly uploads;
+    private drawer;
+    private candleBars;
+    private volumeBars;
+    private candleColumns;
+    private volumeColumns;
+    private rects;
+    private seriesBuffer;
+    private columnBuffer;
+    private rectBuffer;
+    private uploads;
     private gpuFloats;
     private columns;
     private rectValues;
@@ -29,21 +29,40 @@ export declare class WebGLSeriesRenderer implements GpuRenderer {
     private clip;
     private lost;
     private lostCallback;
-    /** A renderer on a new canvas, or null where WebGL 2 isn't there (or, asked for, only a software one). */
+    private restoredCallback;
+    /** Lets go of the context it holds of those the charts may have (`gpuContexts`), while its own is live. */
+    private release;
+    /**
+     * A renderer on a new canvas, or null where WebGL 2 isn't there (or, asked
+     * for, only a software one). `release` lets go of the share of the charts'
+     * contexts it was made with (see `loadWebGL`): it calls it once its context
+     * is lost or it is destroyed, and claims another if the context comes back.
+     */
     static create(options?: {
         failIfMajorPerformanceCaveat?: boolean;
+        release?: () => void;
     }): WebGLSeriesRenderer | null;
     private constructor();
-    /** `callback` once the context is lost; soon (in a microtask) if it already is. */
+    /**
+     * Programs and buffers, and the series to upload whole: a lost context took
+     * the old ones with it. All are made before any is kept, so a throw half-way
+     * leaves the renderer as it was.
+     */
+    private build;
+    /** `callback` each time the context comes back after a loss, ready to draw. */
+    onRestored(callback: () => void): void;
+    /** `callback` each time the context is lost; soon (in a microtask) if it already is. */
     onLost(callback: () => void): void;
     recorder(dpr: number, measure: CanvasRenderingContext2D | null): GpuRecorder;
     render(frame: GpuFrame): GpuDrawn;
     /** Volume and candles, clipped to the plot. */
     private drawSeries;
+    private drawRecorded;
     /** Recorded rectangles: device pixels, already clipped. */
     private drawRecordedRects;
     destroy(): void;
     private readonly handleLost;
+    private readonly handleRestored;
     private syncSeries;
     /** Zoomed out: the bars merged per pixel column, as the 2D dense renderers merge them. */
     private buildColumns;

package/dist/webgl/WebGLSeriesRenderer.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"WebGLSeriesRenderer.d.ts","sourceRoot":"","sources":["../../src/webgl/WebGLSeriesRenderer.ts"],"names":[],"mappings":"AAEA,OAAO,KAAK,EAAiB,QAAQ,EAAE,QAAQ,EAAW,WAAW,EAAE,WAAW,EAAE,MAAM,kBAAkB,CAAC;AA0B7G;;;;;;;GAOG;AACH,qBAAa,mBAAoB,YAAW,WAAW;IAgEjC,QAAQ,CAAC,MAAM,EAAE,iBAAiB;IA/DtD,QAAQ,CAAC,KAAK,EAAE,MAAM,CAAC;IACvB,OAAO,CAAC,QAAQ,CAAC,EAAE,CAAyB;IAC5C,OAAO,CAAC,QAAQ,CAAC,GAAG,CAAQ;IAE5B,OAAO,CAAC,MAAM,CAAiB;IAC/B,OAAO,CAAC,UAAU,CAAW;IAC7B,OAAO,CAAC,UAAU,CAAW;IAC7B,OAAO,CAAC,aAAa,CAAW;IAChC,OAAO,CAAC,aAAa,CAAW;IAChC,OAAO,CAAC,KAAK,CAAW;IACxB,OAAO,CAAC,YAAY,CAAe;IACnC,OAAO,CAAC,YAAY,CAAe;IACnC,OAAO,CAAC,UAAU,CAAe;IACjC,OAAO,CAAC,OAAO,CAAuB;IACtC,OAAO,CAAC,SAAS,CAAK;IACtB,OAAO,CAAC,OAAO,CAA0C;IACzD,OAAO,CAAC,UAAU,CAAsC;IACxD,wFAAwF;IACxF,OAAO,CAAC,IAAI,CAAkD;IAC9D,OAAO,CAAC,IAAI,CAAS;IACrB,OAAO,CAAC,YAAY,CAA6B;IACjD,OAAO,CAAC,gBAAgB,CAA6B;IACrD,2GAA2G;IAC3G,OAAO,CAAC,OAAO,CAAoB;IAEnC;;;;;OAKG;IACH,MAAM,CAAC,MAAM,CAAC,OAAO,GAAE;QAAE,4BAA4B,CAAC,EAAE,OAAO,CAAC;QAAC,OAAO,CAAC,EAAE,MAAM,IAAI,CAAA;KAAO,GAAG,mBAAmB,GAAG,IAAI;IAgCzH,OAAO;IASP;;;;OAIG;IACH,OAAO,CAAC,KAAK;IAiBb,+EAA+E;IAC/E,UAAU,CAAC,QAAQ,EAAE,MAAM,IAAI,GAAG,IAAI;IAItC,wFAAwF;IACxF,MAAM,CAAC,QAAQ,EAAE,MAAM,IAAI,GAAG,IAAI;IAUlC,QAAQ,CAAC,GAAG,EAAE,MAAM,EAAE,OAAO,EAAE,wBAAwB,GAAG,IAAI,GAAG,WAAW;IAI5E,MAAM,CAAC,KAAK,EAAE,QAAQ,GAAG,QAAQ;IAmBjC,+CAA+C;IAC/C,OAAO,CAAC,UAAU;IA8BlB,OAAO,CAAC,YAAY;IAKpB,2DAA2D;IAC3D,OAAO,CAAC,iBAAiB;IAWzB,OAAO,IAAI,IAAI;IAwBf,OAAO,CAAC,QAAQ,CAAC,UAAU,CAUzB;IAEF,OAAO,CAAC,QAAQ,CAAC,cAAc,CAoB7B;IAEF,OAAO,CAAC,UAAU;IAalB,0FAA0F;IAC1F,OAAO,CAAC,YAAY;IA0BpB;;;;;OAKG;IACH,OAAO,CAAC,cAAc;IAoDtB,OAAO,CAAC,WAAW;IAsBnB,OAAO,CAAC,UAAU;IAsBlB,wFAAwF;IACxF,OAAO,CAAC,WAAW;IAUnB,OAAO,CAAC,GAAG;IAoBX,OAAO,CAAC,QAAQ;IAOhB,OAAO,CAAC,SAAS;IAMjB,OAAO,CAAC,WAAW;IAOnB,OAAO,CAAC,MAAM;IAId,OAAO,CAAC,KAAK;IAIb,OAAO,CAAC,IAAI;IAIZ,OAAO,CAAC,GAAG;CAGZ"}

package/dist/webgl/commandDrawer.d.ts.map

@@ -1 +1 @@
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package/dist/webgl/recorder.d.ts

@@ -10,12 +10,20 @@ declare class Recorder implements GpuRecorder {
     readonly ctx: CanvasRenderingContext2D;
     /** Where text goes: the region being recorded. */
     private texts;
+    /** Whether the region being recorded takes text. */
+    private takesText;
     private state;
     private stack;
     private path;
     private ok;
+    /** Where the step being recorded starts in `commands`: rectangles merge into a command of this step only. */
+    private stepStart;
+    /** The last colour style parsed, premultiplied (charts fill many cells in one, at alphas of their own). */
+    private solid;
     constructor(dpr: number, measure: CanvasRenderingContext2D | null);
-    region(clip: Rect): GpuRegion;
+    region(clip: Rect, options?: {
+        text?: boolean;
+    }): GpuRegion;
     private reset;
     private unsupported;
     private copyState;
@@ -36,12 +44,21 @@ declare class Recorder implements GpuRecorder {
     private withPath;
     /** Run `use` on `path`'s shape instead of the current path. */
     private onPath;
+    /** A colour style, premultiplied. */
+    private baseColor;
+    private alpha;
+    /** A colour style, premultiplied, at the global alpha. */
+    private solidColor;
     /** The style as the GPU paints it, or null when it can't. */
     private paint;
     /** Whether the state draws as plain source-over paint (no shadow, filter or other blending). */
     private plain;
     private fill;
     private fillRects;
+    /** A rectangle, clipped, in `color` at `alpha`, added to this step's last command when that holds rectangles too. */
+    private pushRect;
+    /** fillRect in a plain colour on an axis-aligned transform, straight to a rectangle; anything else through a path. */
+    private fillRect;
     private stroke;
     /** The dash pattern in device pixels as two on-off pairs, null for solid; undefined when the GPU can't dash these lines (it dashes single segments, butt-capped). */
     private dash;

package/dist/webgl/recorder.d.ts.map

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