minerva-design 1.3.0 → 1.5.0

package/dist/charts/engine/trading/geometry.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"geometry.js","names":["BarBuffer","next","o","x","y0","y1","color","LineBuffer","top","bottom","y","GAP","x0","t0","t1","dy","ta","tb","AreaBuffer","ok","a","b","clamp","v","candleMetrics","wick","dpr","body","spacing","odd","clampRange","lo","hi","pixelRange","min"],"sources":["../../../../../charts/src/engine/trading/geometry.ts"],"sourcesContent":["// GPU items of the trading chart. Positions are baked in device pixels of\n// the data canvas (one canvas under every pane): candles are snapped to\n// the pixel grid so they stay crisp, and every pane clips its own items.\n\nimport {\n  BAR_STRIDE,\n  GAP,\n  type AreaItem,\n  type BarItem,\n  type LineItem,\n} from \"../renderers/types\";\nimport type { Rgba } from \"../color\";\n\n/** Growable list of bar instances (x, y0, y1, packed color) */\nexport class BarBuffer {\n  private f = new Float32Array(256);\n  private u = new Uint32Array(this.f.buffer);\n  count = 0;\n\n  push(x: number, y0: number, y1: number, color: number): void {\n    if ((this.count + 1) * 4 > this.f.length) {\n      const next = new Float32Array(this.f.length * 2);\n      next.set(this.f);\n      this.f = next;\n      this.u = new Uint32Array(next.buffer);\n    }\n    const o = this.count * 4;\n    this.f[o] = x;\n    this.f[o + 1] = y0;\n    this.f[o + 2] = y1;\n    this.u[o + 3] = color;\n    this.count++;\n  }\n\n  item(\n    key: string,\n    version: number,\n    halfWidth: number,\n    minHalf = 0,\n    radius = 0,\n  ): BarItem {\n    return {\n      kind: \"bar\",\n      key,\n      version,\n      color: [1, 1, 1, 1],\n      instances: this.f.buffer.slice(0, this.count * BAR_STRIDE),\n      count: this.count,\n      halfWidth,\n      radius,\n      inset: 0,\n      minHalf,\n      sorted: false,\n    };\n  }\n}\n\n/**\n * Polyline clipped to the band `top..bottom` (device y): segments leaving\n * the band are cut at its edge, NaN values break the line\n */\nexport class LineBuffer {\n  private p = new Float32Array(512);\n  count = 0;\n  private px = NaN;\n  private py = NaN;\n  /** The last written point is the previous point itself */\n  private open = false;\n\n  constructor(\n    private readonly top: number,\n    private readonly bottom: number,\n  ) {}\n\n  private write(x: number, y: number) {\n    if ((this.count + 1) * 2 > this.p.length) {\n      const next = new Float32Array(this.p.length * 2);\n      next.set(this.p);\n      this.p = next;\n    }\n    this.p[this.count * 2] = x;\n    this.p[this.count * 2 + 1] = y;\n    this.count++;\n  }\n\n  private gap() {\n    if (this.count && this.p[this.count * 2 - 1] < 1e37) this.write(GAP, GAP);\n  }\n\n  /** Breaks the line */\n  break(): void {\n    if (this.open) this.gap();\n    this.open = false;\n    this.px = this.py = NaN;\n  }\n\n  push(x: number, y: number): void {\n    if (!Number.isFinite(x) || !Number.isFinite(y)) {\n      this.break();\n      return;\n    }\n    const { top, bottom } = this;\n    if (!Number.isFinite(this.px)) {\n      if (y >= top && y <= bottom) {\n        this.gap();\n        this.write(x, y);\n        this.open = true;\n      }\n      this.px = x;\n      this.py = y;\n      return;\n    }\n    const x0 = this.px;\n    const y0 = this.py;\n    this.px = x;\n    this.py = y;\n    // clip the segment to the band (parametric t in 0..1)\n    let t0 = 0;\n    let t1 = 1;\n    const dy = y - y0;\n    if (dy === 0) {\n      if (y0 < top || y0 > bottom) t0 = 2;\n    } else {\n      const ta = (top - y0) / dy;\n      const tb = (bottom - y0) / dy;\n      t0 = Math.max(t0, Math.min(ta, tb));\n      t1 = Math.min(t1, Math.max(ta, tb));\n    }\n    if (t0 > t1) {\n      if (this.open) this.gap();\n      this.open = false;\n      return;\n    }\n    if (!this.open || t0 > 0) {\n      this.gap();\n      this.write(x0 + (x - x0) * t0, y0 + dy * t0);\n    }\n    this.write(x0 + (x - x0) * t1, y0 + dy * t1);\n    this.open = t1 >= 1;\n    if (!this.open) this.gap();\n  }\n\n  item(key: string, version: number, color: Rgba, width: number): LineItem {\n    return {\n      kind: \"line\",\n      key,\n      version,\n      color,\n      points: this.p.slice(0, this.count * 2),\n      count: this.count,\n      width,\n      sorted: false,\n    };\n  }\n}\n\n/** Area points (x, top, bottom), both edges clamped to a band */\nexport class AreaBuffer {\n  private p = new Float32Array(768);\n  count = 0;\n\n  constructor(\n    private readonly top: number,\n    private readonly bottom: number,\n  ) {}\n\n  push(x: number, a: number, b: number): void {\n    if ((this.count + 1) * 3 > this.p.length) {\n      const next = new Float32Array(this.p.length * 2);\n      next.set(this.p);\n      this.p = next;\n    }\n    const o = this.count * 3;\n    const ok = Number.isFinite(x) && Number.isFinite(a) && Number.isFinite(b);\n    const clamp = (v: number) => Math.min(this.bottom, Math.max(this.top, v));\n    this.p[o] = ok ? x : GAP;\n    this.p[o + 1] = ok ? clamp(a) : GAP;\n    this.p[o + 2] = ok ? clamp(b) : GAP;\n    this.count++;\n  }\n\n  item(key: string, version: number, color: Rgba, opacity: number): AreaItem {\n    return {\n      kind: \"area\",\n      key,\n      version,\n      color,\n      points: this.p.slice(0, this.count * 3),\n      count: this.count,\n      opacity,\n      sorted: false,\n    };\n  }\n}\n\n/** Candle metrics for a bar spacing (device px): crisp, centered wicks */\nexport interface CandleMetrics {\n  /** Wick / outline width */\n  wick: number;\n  /** Body width (same parity as the wick, so the wick is centered) */\n  body: number;\n  /** x of a bar center snapped to the pixel grid */\n  snap(x: number): number;\n}\n\nexport const candleMetrics = (spacing: number, dpr: number): CandleMetrics => {\n  const wick = Math.max(1, Math.round(dpr));\n  let body = Math.round(spacing * 0.72);\n  if (body > spacing - 1) body = Math.floor(spacing - 1);\n  if (body < wick) body = wick;\n  if ((body - wick) % 2) body -= 1;\n  const odd = wick % 2 === 1;\n  return {\n    wick,\n    body,\n    snap: (x) => (odd ? Math.floor(x) + 0.5 : Math.round(x)),\n  };\n};\n\n/** Clamps a device y range to a band; null when outside */\nexport const clampRange = (\n  a: number,\n  b: number,\n  top: number,\n  bottom: number,\n): [number, number] | null => {\n  let lo = Math.min(a, b);\n  let hi = Math.max(a, b);\n  if (!Number.isFinite(lo) || !Number.isFinite(hi)) return null;\n  if (hi < top || lo > bottom) return null;\n  lo = Math.max(top, lo);\n  hi = Math.min(bottom, hi);\n  return [lo, hi];\n};\n\n/** Rounds a device y range to whole pixels, at least `min` high */\nexport const pixelRange = (a: number, b: number, min = 1): [number, number] => {\n  const lo = Math.round(Math.min(a, b));\n  let hi = Math.round(Math.max(a, b));\n  if (hi - lo < min) hi = lo + min;\n  return [lo, hi];\n};\n"],"mappings":";;AAcA,IAAaA,IAAb,MAAuB;;EAGb,AAFI,KAAA,oBAAA,IAAI,aAAa,GAAG,GACpB,KAAA,IAAA,IAAI,YAAY,KAAK,EAAE,MAAM,GACjC,KAAA,QAAA;;CAER,KAAK,GAAW,GAAY,GAAY,GAAqB;EAC3D,KAAK,KAAK,QAAQ,KAAK,IAAI,KAAK,EAAE,QAAQ;GACxC,IAAMC,IAAO,IAAI,aAAa,KAAK,EAAE,SAAS,CAAC;GAG/C,AAFAA,EAAK,IAAI,KAAK,CAAC,GACf,KAAK,IAAIA,GACT,KAAK,IAAI,IAAI,YAAYA,EAAK,MAAM;EACtC;EACA,IAAMC,IAAI,KAAK,QAAQ;EAKvB,AAJA,KAAK,EAAEA,KAAKC,GACZ,KAAK,EAAED,IAAI,KAAKE,GAChB,KAAK,EAAEF,IAAI,KAAKG,GAChB,KAAK,EAAEH,IAAI,KAAKI,GAChB,KAAK;CACP;CAEA,KACE,GACA,GACA,GACA,IAAU,GACV,IAAS,GACA;EACT,OAAO;GACL,MAAM;GACN;GACA;GACA,OAAO;IAAC;IAAG;IAAG;IAAG;GAAC;GAClB,WAAW,KAAK,EAAE,OAAO,MAAM,GAAG,KAAK,QAAA,EAAkB;GACzD,OAAO,KAAK;GACZ;GACA;GACA,OAAO;GACP;GACA,QAAQ;EACV;CACF;AACF,GAMaC,IAAb,MAAwB;CAQtB,YACE,GACA,GACA;EALa,AAGI,KAAA,MAAAC,GACA,KAAA,SAAAC,GATP,KAAA,oBAAA,IAAI,aAAa,GAAG,GACxB,KAAA,QAAA,GACK,KAAA,KAAA,KACA,KAAA,KAAA,KAEE,KAAA,OAAA;CAKZ;CAEH,MAAc,GAAW,GAAW;EAClC,KAAK,KAAK,QAAQ,KAAK,IAAI,KAAK,EAAE,QAAQ;GACxC,IAAMR,IAAO,IAAI,aAAa,KAAK,EAAE,SAAS,CAAC;GAE/C,AADAA,EAAK,IAAI,KAAK,CAAC,GACf,KAAK,IAAIA;EACX;EAGA,AAFA,KAAK,EAAE,KAAK,QAAQ,KAAKE,GACzB,KAAK,EAAE,KAAK,QAAQ,IAAI,KAAKO,GAC7B,KAAK;CACP;CAEA,MAAc;EACZ,AAAI,KAAK,SAAS,KAAK,EAAE,KAAK,QAAQ,IAAI,KAAK,QAAM,KAAK,MAAMC,GAAKA,CAAG;CAC1E;CAGA,QAAc;EAGZ,AAFI,KAAK,QAAM,KAAK,IAAI,GACxB,KAAK,OAAO,IACZ,KAAK,KAAK,KAAK,KAAK;CACtB;CAEA,KAAK,GAAW,GAAiB;EAC/B,IAAI,CAAC,OAAO,SAASR,CAAC,KAAK,CAAC,OAAO,SAASO,CAAC,GAAG;GAC9C,KAAK,MAAM;GACX;EACF;EACA,IAAM,EAAE,QAAK,cAAW;EACxB,IAAI,CAAC,OAAO,SAAS,KAAK,EAAE,GAAG;GAO7B,AANIA,KAAKF,KAAOE,KAAKD,MACnB,KAAK,IAAI,GACT,KAAK,MAAMN,GAAGO,CAAC,GACf,KAAK,OAAO,KAEd,KAAK,KAAKP,GACV,KAAK,KAAKO;GACV;EACF;EACA,IAAME,IAAK,KAAK,IACVR,IAAK,KAAK;EAEhB,AADA,KAAK,KAAKD,GACV,KAAK,KAAKO;EAEV,IAAIG,IAAK,GACLC,IAAK,GACHC,IAAKL,IAAIN;EACf,IAAIW,MAAO,GACL,CAAAX,IAAKI,KAAOJ,IAAKK,OAAQ,IAAK;OAC7B;GACL,IAAMO,KAAMR,IAAMJ,KAAMW,GAClBE,KAAMR,IAASL,KAAMW;GAE3B,AADA,IAAK,KAAK,IAAIF,GAAI,KAAK,IAAIG,GAAIC,CAAE,CAAC,GAClC,IAAK,KAAK,IAAIH,GAAI,KAAK,IAAIE,GAAIC,CAAE,CAAC;EACpC;EACA,IAAIJ,IAAKC,GAAI;GAEX,AADI,KAAK,QAAM,KAAK,IAAI,GACxB,KAAK,OAAO;GACZ;EACF;EAOA,CANI,CAAC,KAAK,QAAQD,IAAK,OACrB,KAAK,IAAI,GACT,KAAK,MAAMD,KAAMT,IAAIS,KAAMC,GAAIT,IAAKW,IAAKF,CAAE,IAE7C,KAAK,MAAMD,KAAMT,IAAIS,KAAME,GAAIV,IAAKW,IAAKD,CAAE,GAC3C,KAAK,OAAOA,KAAM,GACb,KAAK,QAAM,KAAK,IAAI;CAC3B;CAEA,KAAK,GAAa,GAAiB,GAAa,GAAyB;EACvE,OAAO;GACL,MAAM;GACN;GACA;GACA;GACA,QAAQ,KAAK,EAAE,MAAM,GAAG,KAAK,QAAQ,CAAC;GACtC,OAAO,KAAK;GACZ;GACA,QAAQ;EACV;CACF;AACF,GAGaI,IAAb,MAAwB;CAItB,YACE,GACA,GACA;EALM,AAGW,KAAA,MAAAV,GACA,KAAA,SAAAC,GALP,KAAA,oBAAA,IAAI,aAAa,GAAG,GACxB,KAAA,QAAA;CAKL;CAEH,KAAK,GAAW,GAAW,GAAiB;EAC1C,KAAK,KAAK,QAAQ,KAAK,IAAI,KAAK,EAAE,QAAQ;GACxC,IAAMR,IAAO,IAAI,aAAa,KAAK,EAAE,SAAS,CAAC;GAE/C,AADAA,EAAK,IAAI,KAAK,CAAC,GACf,KAAK,IAAIA;EACX;EACA,IAAMC,IAAI,KAAK,QAAQ,GACjBiB,IAAK,OAAO,SAAShB,CAAC,KAAK,OAAO,SAASiB,CAAC,KAAK,OAAO,SAASC,CAAC,GAClEC,KAAS,MAAc,KAAK,IAAI,KAAK,QAAQ,KAAK,IAAI,KAAK,KAAKC,CAAC,CAAC;EAIxE,AAHA,KAAK,EAAErB,KAAKiB,IAAKhB,IAAIQ,GACrB,KAAK,EAAET,IAAI,KAAKiB,IAAKG,EAAMF,CAAC,IAAIT,GAChC,KAAK,EAAET,IAAI,KAAKiB,IAAKG,EAAMD,CAAC,IAAIV,GAChC,KAAK;CACP;CAEA,KAAK,GAAa,GAAiB,GAAa,GAA2B;EACzE,OAAO;GACL,MAAM;GACN;GACA;GACA;GACA,QAAQ,KAAK,EAAE,MAAM,GAAG,KAAK,QAAQ,CAAC;GACtC,OAAO,KAAK;GACZ;GACA,QAAQ;EACV;CACF;AACF,GAYaa,KAAiB,GAAiB,MAA+B;CAC5E,IAAMC,IAAO,KAAK,IAAI,GAAG,KAAK,MAAMC,CAAG,CAAC,GACpCC,IAAO,KAAK,MAAMC,IAAU,GAAI;CAGpC,AAFID,IAAOC,IAAU,MAAG,IAAO,KAAK,MAAMA,IAAU,CAAC,IACjDD,IAAOF,MAAM,IAAOA,KACnBE,IAAOF,KAAQ,KAAG;CACvB,IAAMI,IAAMJ,IAAO,KAAM;CACzB,OAAO;EACL;EACA;EACA,OAAO,MAAOI,IAAM,KAAK,MAAM1B,CAAC,IAAI,KAAM,KAAK,MAAMA,CAAC;CACxD;AACF,GAGa2B,KACX,GACA,GACA,GACA,MAC4B;CAC5B,IAAIC,IAAK,KAAK,IAAIX,GAAGC,CAAC,GAClBW,IAAK,KAAK,IAAIZ,GAAGC,CAAC;CAKtB,OAJI,CAAC,OAAO,SAASU,CAAE,KAAK,CAAC,OAAO,SAASC,CAAE,KAC3CA,IAAKxB,KAAOuB,IAAKtB,IAAe,QACpC,IAAK,KAAK,IAAID,GAAKuB,CAAE,GACrB,IAAK,KAAK,IAAItB,GAAQuB,CAAE,GACjB,CAACD,GAAIC,CAAE;AAChB,GAGaC,KAAc,GAAW,GAAW,IAAM,MAAwB;CAC7E,IAAMF,IAAK,KAAK,MAAM,KAAK,IAAIX,GAAGC,CAAC,CAAC,GAChCW,IAAK,KAAK,MAAM,KAAK,IAAIZ,GAAGC,CAAC,CAAC;CAElC,OADIW,IAAKD,IAAKG,MAAK,IAAKH,IAAKG,IACtB,CAACH,GAAIC,CAAE;AAChB"}

package/dist/charts/engine/trading/index.cjs

@@ -0,0 +1 @@
+const e=require("./indicators.cjs"),t=require("./chart.cjs"),n=require("./sync.cjs");exports.atr=e.atr,exports.bollinger=e.bollinger,exports.cci=e.cci,exports.createTradingChart=t.createTradingChart,exports.dmi=e.dmi,exports.donchian=e.donchian,exports.ema=e.ema,exports.heikinAshi=e.heikinAshi,exports.ichimoku=e.ichimoku,exports.kdj=e.kdj,exports.keltner=e.keltner,exports.macd=e.macd,exports.mfi=e.mfi,exports.obv=e.obv,exports.psar=e.psar,exports.resampleBars=e.resampleBars,exports.rsi=e.rsi,exports.sma=e.sma,exports.stochRsi=e.stochRsi,exports.supertrend=e.supertrend,exports.syncCharts=n.syncCharts,exports.volumeProfile=e.volumeProfile,exports.vwap=e.vwap,exports.williamsR=e.williamsR,exports.wma=e.wma;

package/dist/charts/engine/trading/index.d.cts

@@ -0,0 +1,4 @@
+export type * from './types.cjs';
+export { createTradingChart } from './chart.cjs';
+export { syncCharts } from './sync.cjs';
+export { atr, bollinger, cci, dmi, donchian, ema, heikinAshi, ichimoku, kdj, keltner, macd, mfi, obv, psar, resampleBars, rsi, sma, stochRsi, supertrend, volumeProfile, vwap, williamsR, wma, } from './indicators.cjs';

package/dist/charts/engine/trading/index.d.ts

@@ -0,0 +1,4 @@
+export type * from './types.js';
+export { createTradingChart } from './chart.js';
+export { syncCharts } from './sync.js';
+export { atr, bollinger, cci, dmi, donchian, ema, heikinAshi, ichimoku, kdj, keltner, macd, mfi, obv, psar, resampleBars, rsi, sma, stochRsi, supertrend, volumeProfile, vwap, williamsR, wma, } from './indicators.js';

package/dist/charts/engine/trading/index.js

@@ -0,0 +1,4 @@
+import { atr as e, bollinger as t, cci as n, dmi as r, donchian as i, ema as a, heikinAshi as o, ichimoku as s, kdj as c, keltner as l, macd as u, mfi as d, obv as f, psar as p, resampleBars as m, rsi as h, sma as g, stochRsi as _, supertrend as v, volumeProfile as y, vwap as b, williamsR as x, wma as S } from "./indicators.js";
+import { createTradingChart as C } from "./chart.js";
+import { syncCharts as w } from "./sync.js";
+export { e as atr, t as bollinger, n as cci, C as createTradingChart, r as dmi, i as donchian, a as ema, o as heikinAshi, s as ichimoku, c as kdj, l as keltner, u as macd, d as mfi, f as obv, p as psar, m as resampleBars, h as rsi, g as sma, _ as stochRsi, v as supertrend, w as syncCharts, y as volumeProfile, b as vwap, x as williamsR, S as wma };

package/dist/charts/engine/trading/indicators.cjs

@@ -0,0 +1,2 @@
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t=c(e),n=Q(t.time,i,a);!u||n!==d?(u&&l.push(u),d=n,u={time:$(t.time,i,a),open:t.open,high:t.high,low:t.low,close:t.close,volume:t.volume??0}):(t.high>u.high&&(u.high=t.high),t.low<u.low&&(u.low=t.low),u.close=t.close,u.volume=(u.volume??0)+(t.volume??0))}if(u&&l.push(u),!o)return l;let f=l.length,p={time:new Float64Array(f),open:new Float64Array(f),high:new Float64Array(f),low:new Float64Array(f),close:new Float64Array(f),volume:new Float64Array(f)};return l.forEach((e,t)=>{p.time[t]=e.time,p.open[t]=e.open,p.high[t]=e.high,p.low[t]=e.low,p.close[t]=e.close,p.volume[t]=e.volume??0}),p}exports.atr=F,exports.bollinger=ne,exports.bucketKey=Q,exports.bucketStart=$,exports.cci=z,exports.cciInto=x,exports.dmi=U,exports.dmiInto=T,exports.donchian=J,exports.donchianInto=A,exports.ema=ee,exports.emaInto=s,exports.heikinAshi=L,exports.heikinAshiInto=v,exports.ichimoku=K,exports.ichimokuInto=k,exports.kdj=P,exports.kdjInto=m,exports.keltner=q,exports.keltnerInto=j,exports.macd=re,exports.mfi=V,exports.mfiInto=C,exports.obv=R,exports.obvInto=y,exports.parseTimeframe=Z,exports.psar=W,exports.psarInto=E,exports.resampleBars=ae,exports.rmaInto=c,exports.rsi=N,exports.rsiInto=f,exports.sessionKey=g,exports.sma=M,exports.smaInto=i,exports.stdevInto=u,exports.stochRsi=H,exports.stochRsiInto=w,exports.supertrend=G,exports.supertrendInto=D,exports.trueRangeInto=p,exports.volumeProfile=Y,exports.vwap=I,exports.vwapInto=_,exports.williamsR=B,exports.williamsRInto=S,exports.wma=te,exports.wmaInto=l;
+//# sourceMappingURL=indicators.cjs.map

package/dist/charts/engine/trading/indicators.cjs.map

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Every kernel computes the outputs from index\n// `from` on, assuming the outputs before it are up to date: the chart\n// recomputes only the last bar on each tick, even with a million bars.\n\nimport { offsetOf, zoneOffset, type UtcOffset } from \"./format\";\nimport type {\n  TradingBar,\n  TradingBarColumns,\n  TradingBarsInput,\n  TradingTimeframe,\n  TradingVolumeProfile,\n} from \"./types\";\n\ntype Values = ArrayLike<number>;\n\nconst finite = Number.isFinite;\n\n/** Output array of `n` values, NaN-filled */\nconst nanArray = (n: number) => new Float64Array(n).fill(NaN);\n\nconst periodOf = (period: number) => Math.max(1, Math.floor(period) || 1);\n\n// ---------------------------------------------------------------- kernels\n\n/** Simple moving average of `src[0..n)` into `out`, from index `from` */\nexport const smaInto = (\n  src: Values,\n  n: number,\n  period: number,\n  out: Float64Array,\n  from = 0,\n): void => {\n  const p = periodOf(period);\n  let sum = 0;\n  let valid = 0;\n  // the window ending just before `from` (the loop below drops its oldest value)\n  for (let j = Math.max(0, from - p); j < from; j++) {\n    const v = src[j];\n    if (finite(v)) {\n      sum += v;\n      valid++;\n    }\n  }\n  for (let i = from; i < n; i++) {\n    const v = src[i];\n    if (finite(v)) {\n      sum += v;\n      valid++;\n    }\n    if (i >= p) {\n      const old = src[i - p];\n      if (finite(old)) {\n        sum -= old;\n        valid--;\n      }\n    }\n    out[i] = valid === p ? sum / p : NaN;\n  }\n};\n\n/** Mean of `src[i-p+1..i]`, NaN unless the window is complete */\nconst windowMean = (src: Values, i: number, p: number) => {\n  if (i < p - 1) return NaN;\n  let sum = 0;\n  for (let k = i - p + 1; k <= i; k++) {\n    const v = src[k];\n    if (!finite(v)) return NaN;\n    sum += v;\n  }\n  return sum / p;\n};\n\n/**\n * Exponential smoothing with factor `alpha`, seeded with the simple\n * average of the first complete window (the TradingView convention)\n */\nconst smoothInto = (\n  src: Values,\n  n: number,\n  p: number,\n  alpha: number,\n  out: Float64Array,\n  from: number,\n) => {\n  for (let i = from; i < n; i++) {\n    const v = src[i];\n    const prev = i > 0 ? out[i - 1] : NaN;\n    if (!finite(v)) out[i] = NaN;\n    else if (finite(prev)) out[i] = prev + alpha * (v - prev);\n    else out[i] = windowMean(src, i, p);\n  }\n};\n\n/** Exponential moving average (alpha = 2 / (period + 1)) */\nexport const emaInto = (\n  src: Values,\n  n: number,\n  period: number,\n  out: Float64Array,\n  from = 0,\n): void => {\n  const p = periodOf(period);\n  smoothInto(src, n, p, 2 / (p + 1), out, from);\n};\n\n/** Wilder's moving average (alpha = 1 / period), used by RSI and ATR */\nexport const rmaInto = (\n  src: Values,\n  n: number,\n  period: number,\n  out: Float64Array,\n  from = 0,\n): void => {\n  const p = periodOf(period);\n  smoothInto(src, n, p, 1 / p, out, from);\n};\n\n/** Linearly weighted moving average (the newest bar weighs `period`) */\nexport const wmaInto = (\n  src: Values,\n  n: number,\n  period: number,\n  out: Float64Array,\n  from = 0,\n): void => {\n  const p = periodOf(period);\n  const denominator = (p * (p + 1)) / 2;\n  const direct = (i: number) => {\n    if (i < p - 1) return NaN;\n    let num = 0;\n    for (let k = 0; k < p; k++) {\n      const v = src[i - k];\n      if (!finite(v)) return NaN;\n      num += (p - k) * v;\n    }\n    return num;\n  };\n  // numerator of the previous index and the sum of its window\n  let num = from > 0 ? direct(from - 1) : NaN;\n  let sum = from > 0 ? windowMean(src, from - 1, p) * p : NaN;\n  for (let i = from; i < n; i++) {\n    const v = src[i];\n    if (finite(num) && finite(sum) && finite(v)) {\n      num = num - sum + p * v;\n      sum = sum + v - (i >= p ? src[i - p] : 0);\n    } else {\n      num = direct(i);\n      sum = windowMean(src, i, p) * p;\n    }\n    out[i] = finite(num) ? num / denominator : NaN;\n  }\n};\n\n/** Population standard deviation over the window (two passes: exact) */\nexport const stdevInto = (\n  src: Values,\n  n: number,\n  period: number,\n  out: Float64Array,\n  from = 0,\n): void => {\n  const p = periodOf(period);\n  for (let i = from; i < n; i++) {\n    const mean = windowMean(src, i, p);\n    if (!finite(mean)) {\n      out[i] = NaN;\n      continue;\n    }\n    let sq = 0;\n    for (let k = i - p + 1; k <= i; k++) {\n      const d = src[k] - mean;\n      sq += d * d;\n    }\n    out[i] = Math.sqrt(sq / p);\n  }\n};\n\n/**\n * Highest (or lowest) value of the window ending at each index, NaN while\n * the window is incomplete or holds a NaN. A monotonic queue of indices\n * makes it O(1) per bar whatever the period (Ichimoku uses 52 bars).\n */\nconst extremeInto = (\n  src: Values,\n  n: number,\n  p: number,\n  out: Float64Array,\n  from: number,\n  highest: boolean,\n) => {\n  const queue = new Int32Array(p + 1);\n  let head = 0;\n  let tail = 0;\n  let lastNaN = -1;\n  const better = (a: number, b: number) => (highest ? a >= b : a <= b);\n  const push = (i: number) => {\n    const v = src[i];\n    if (!finite(v)) {\n      lastNaN = i;\n      head = tail = 0;\n      return;\n    }\n    while (tail > head && better(v, src[queue[(tail - 1) % (p + 1)]])) tail--;\n    queue[tail % (p + 1)] = i;\n    tail++;\n    while (queue[head % (p + 1)] <= i - p) head++;\n  };\n  // the window ending just before `from`\n  for (let i = Math.max(0, from - p + 1); i < from; i++) push(i);\n  for (let i = from; i < n; i++) {\n    push(i);\n    out[i] =\n      i < p - 1 || lastNaN > i - p || tail === head\n        ? NaN\n        : src[queue[head % (p + 1)]];\n  }\n};\n\n/** RSI with Wilder smoothing; `gain` / `loss` hold the running averages */\nexport const rsiInto = (\n  close: Values,\n  n: number,\n  period: number,\n  out: Float64Array,\n  gain: Float64Array,\n  loss: Float64Array,\n  from = 0,\n): void => {\n  const p = periodOf(period);\n  for (let i = from; i < n; i++) {\n    gain[i] = loss[i] = NaN;\n    out[i] = NaN;\n    if (i === 0) continue;\n    const change = close[i] - close[i - 1];\n    if (!finite(change)) continue;\n    if (finite(gain[i - 1]) && finite(loss[i - 1])) {\n      gain[i] = (gain[i - 1] * (p - 1) + Math.max(change, 0)) / p;\n      loss[i] = (loss[i - 1] * (p - 1) + Math.max(-change, 0)) / p;\n    } else if (i >= p) {\n      let g = 0;\n      let l = 0;\n      let ok = true;\n      for (let k = i - p + 1; k <= i; k++) {\n        const c = close[k] - close[k - 1];\n        if (!finite(c)) {\n          ok = false;\n          break;\n        }\n        if (c > 0) g += c;\n        else l -= c;\n      }\n      if (!ok) continue;\n      gain[i] = g / p;\n      loss[i] = l / p;\n    } else {\n      continue;\n    }\n    out[i] =\n      loss[i] === 0\n        ? gain[i] === 0\n          ? 50\n          : 100\n        : 100 - 100 / (1 + gain[i] / loss[i]);\n  }\n};\n\n/** True range of each bar */\nexport const trueRangeInto = (\n  high: Values,\n  low: Values,\n  close: Values,\n  n: number,\n  out: Float64Array,\n  from = 0,\n): void => {\n  for (let i = from; i < n; i++) {\n    const range = high[i] - low[i];\n    if (i === 0 || !finite(close[i - 1])) {\n      out[i] = range;\n      continue;\n    }\n    const pc = close[i - 1];\n    out[i] = Math.max(range, Math.abs(high[i] - pc), Math.abs(low[i] - pc));\n  }\n};\n\n/** KDJ: K and D smoothed from the raw stochastic value (seeded at 50), J = 3K − 2D */\nexport const kdjInto = (\n  high: Values,\n  low: Values,\n  close: Values,\n  n: number,\n  period: number,\n  kPeriod: number,\n  dPeriod: number,\n  k: Float64Array,\n  d: Float64Array,\n  j: Float64Array,\n  from = 0,\n): void => {\n  const p = periodOf(period);\n  const m1 = periodOf(kPeriod);\n  const m2 = periodOf(dPeriod);\n  for (let i = from; i < n; i++) {\n    k[i] = d[i] = j[i] = NaN;\n    if (i < p - 1) continue;\n    let hh = -Infinity;\n    let ll = Infinity;\n    for (let q = i - p + 1; q <= i; q++) {\n      if (high[q] > hh) hh = high[q];\n      if (low[q] < ll) ll = low[q];\n    }\n    const c = close[i];\n    if (!finite(hh) || !finite(ll) || !finite(c)) continue;\n    const rsv = hh === ll ? 50 : ((c - ll) / (hh - ll)) * 100;\n    const pk = i > 0 && finite(k[i - 1]) ? k[i - 1] : 50;\n    const pd = i > 0 && finite(d[i - 1]) ? d[i - 1] : 50;\n    k[i] = ((m1 - 1) * pk + rsv) / m1;\n    d[i] = ((m2 - 1) * pd + k[i]) / m2;\n    j[i] = 3 * k[i] - 2 * d[i];\n  }\n};\n\nconst DAY = 86_400_000;\n\n/** Session key of a time: bars with the same key are in the same VWAP period */\nexport const sessionKey = (\n  time: number,\n  reset: \"day\" | \"week\" | \"month\" | \"none\",\n  utcOffset: UtcOffset = 0,\n): number => {\n  if (reset === \"none\") return 0;\n  const t = time + offsetOf(utcOffset, time) * 60_000;\n  const day = Math.floor(t / DAY);\n  if (reset === \"day\") return day;\n  // 1970-01-01 is a Thursday: weeks start on Monday\n  if (reset === \"week\") return Math.floor((day + 3) / 7);\n  const date = new Date(t);\n  return date.getUTCFullYear() * 12 + date.getUTCMonth();\n};\n\n/** VWAP; `pv` / `vol` hold the cumulative sums of the period */\nexport const vwapInto = (\n  high: Values,\n  low: Values,\n  close: Values,\n  volume: Values,\n  time: Values | null,\n  n: number,\n  reset: \"day\" | \"week\" | \"month\" | \"none\",\n  utcOffset: UtcOffset,\n  out: Float64Array,\n  pv: Float64Array,\n  vol: Float64Array,\n  from = 0,\n): void => {\n  for (let i = from; i < n; i++) {\n    const tp = (high[i] + low[i] + close[i]) / 3;\n    const v = finite(volume[i]) ? volume[i] : 0;\n    const same =\n      i > 0 &&\n      (!time ||\n        sessionKey(time[i], reset, utcOffset) ===\n          sessionKey(time[i - 1], reset, utcOffset));\n    const basePv = same && finite(pv[i - 1]) ? pv[i - 1] : 0;\n    const baseV = same && finite(vol[i - 1]) ? vol[i - 1] : 0;\n    pv[i] = basePv + (finite(tp) ? tp * v : 0);\n    vol[i] = baseV + v;\n    out[i] = vol[i] > 0 ? pv[i] / vol[i] : finite(tp) ? tp : NaN;\n  }\n};\n\n/** Heikin-Ashi bars from regular bars */\nexport const heikinAshiInto = (\n  open: Values,\n  high: Values,\n  low: Values,\n  close: Values,\n  n: number,\n  out: {\n    open: Float64Array;\n    high: Float64Array;\n    low: Float64Array;\n    close: Float64Array;\n  },\n  from = 0,\n): void => {\n  for (let i = from; i < n; i++) {\n    const c = (open[i] + high[i] + low[i] + close[i]) / 4;\n    const prevOpen = i > 0 ? out.open[i - 1] : NaN;\n    const prevClose = i > 0 ? out.close[i - 1] : NaN;\n    const o =\n      finite(prevOpen) && finite(prevClose)\n        ? (prevOpen + prevClose) / 2\n        : (open[i] + close[i]) / 2;\n    out.open[i] = o;\n    out.close[i] = c;\n    out.high[i] = Math.max(high[i], o, c);\n    out.low[i] = Math.min(low[i], o, c);\n  }\n};\n\n/** On-balance volume: the volume added on up closes, subtracted on down closes */\nexport const obvInto = (\n  close: Values,\n  volume: Values,\n  n: number,\n  out: Float64Array,\n  from = 0,\n): void => {\n  for (let i = from; i < n; i++) {\n    if (i === 0) {\n      out[i] = 0;\n      continue;\n    }\n    const v = finite(volume[i]) ? volume[i] : 0;\n    const prev = finite(out[i - 1]) ? out[i - 1] : 0;\n    const change = close[i] - close[i - 1];\n    out[i] = prev + (change > 0 ? v : change < 0 ? -v : 0);\n  }\n};\n\n/** Typical price (high + low + close) / 3 */\nconst typicalInto = (\n  high: Values,\n  low: Values,\n  close: Values,\n  n: number,\n  out: Float64Array,\n  from: number,\n) => {\n  for (let i = from; i < n; i++) out[i] = (high[i] + low[i] + close[i]) / 3;\n};\n\n/** Commodity channel index: distance of the typical price from its average, in mean deviations / 0.015 */\nexport const cciInto = (\n  high: Values,\n  low: Values,\n  close: Values,\n  n: number,\n  period: number,\n  out: Float64Array,\n  typical: Float64Array,\n  mean: Float64Array,\n  from = 0,\n): void => {\n  const p = periodOf(period);\n  typicalInto(high, low, close, n, typical, from);\n  smaInto(typical, n, p, mean, from);\n  for (let i = from; i < n; i++) {\n    const m = mean[i];\n    if (!finite(m)) {\n      out[i] = NaN;\n      continue;\n    }\n    let deviation = 0;\n    for (let k = i - p + 1; k <= i; k++) deviation += Math.abs(typical[k] - m);\n    deviation /= p;\n    out[i] = deviation === 0 ? 0 : (typical[i] - m) / (0.015 * deviation);\n  }\n};\n\n/** Williams %R (−100 to 0): the close within the range of the window, from its high */\nexport const williamsRInto = (\n  high: Values,\n  low: Values,\n  close: Values,\n  n: number,\n  period: number,\n  out: Float64Array,\n  highest: Float64Array,\n  lowest: Float64Array,\n  from = 0,\n): void => {\n  const p = periodOf(period);\n  extremeInto(high, n, p, highest, from, true);\n  extremeInto(low, n, p, lowest, from, false);\n  for (let i = from; i < n; i++) {\n    const hh = highest[i];\n    const ll = lowest[i];\n    out[i] =\n      !finite(hh) || !finite(ll)\n        ? NaN\n        : hh === ll\n          ? -50\n          : ((hh - close[i]) / (hh - ll)) * -100;\n  }\n};\n\n/** Money flow index (0-100): an RSI of the typical price weighted by the volume */\nexport const mfiInto = (\n  high: Values,\n  low: Values,\n  close: Values,\n  volume: Values,\n  n: number,\n  period: number,\n  out: Float64Array,\n  typical: Float64Array,\n  from = 0,\n): void => {\n  const p = periodOf(period);\n  typicalInto(high, low, close, n, typical, Math.max(0, from - p - 1));\n  for (let i = from; i < n; i++) {\n    if (i < p) {\n      out[i] = NaN;\n      continue;\n    }\n    let positive = 0;\n    let negative = 0;\n    let ok = true;\n    for (let k = i - p + 1; k <= i; k++) {\n      const flow = typical[k] * (finite(volume[k]) ? volume[k] : 0);\n      if (!finite(flow) || !finite(typical[k - 1])) {\n        ok = false;\n        break;\n      }\n      if (typical[k] > typical[k - 1]) positive += flow;\n      else if (typical[k] < typical[k - 1]) negative += flow;\n    }\n    out[i] = !ok\n      ? NaN\n      : negative === 0\n        ? positive === 0\n          ? 50\n          : 100\n        : 100 - 100 / (1 + positive / negative);\n  }\n};\n\n/** Working columns of the stochastic RSI */\nexport interface StochRsiWork {\n  rsi: Float64Array;\n  gain: Float64Array;\n  loss: Float64Array;\n  highest: Float64Array;\n  lowest: Float64Array;\n  raw: Float64Array;\n}\n\n/** Stochastic RSI: the stochastic of the RSI, smoothed into K and D */\nexport const stochRsiInto = (\n  close: Values,\n  n: number,\n  rsiPeriod: number,\n  stochPeriod: number,\n  kPeriod: number,\n  dPeriod: number,\n  k: Float64Array,\n  d: Float64Array,\n  work: StochRsiWork,\n  from = 0,\n): void => {\n  const p = periodOf(stochPeriod);\n  rsiInto(close, n, rsiPeriod, work.rsi, work.gain, work.loss, from);\n  extremeInto(work.rsi, n, p, work.highest, from, true);\n  extremeInto(work.rsi, n, p, work.lowest, from, false);\n  for (let i = from; i < n; i++) {\n    const hh = work.highest[i];\n    const ll = work.lowest[i];\n    work.raw[i] =\n      !finite(hh) || !finite(ll)\n        ? NaN\n        : hh === ll\n          ? 50\n          : ((work.rsi[i] - ll) / (hh - ll)) * 100;\n  }\n  smaInto(work.raw, n, kPeriod, k, from);\n  smaInto(k, n, dPeriod, d, from);\n};\n\n/** Working columns of the DMI */\nexport interface DmiWork {\n  tr: Float64Array;\n  plusDm: Float64Array;\n  minusDm: Float64Array;\n  smoothTr: Float64Array;\n  smoothPlus: Float64Array;\n  smoothMinus: Float64Array;\n  dx: Float64Array;\n}\n\n/** Directional movement index (Wilder): +DI, −DI and the ADX */\nexport const dmiInto = (\n  high: Values,\n  low: Values,\n  close: Values,\n  n: number,\n  period: number,\n  adxPeriod: number,\n  plus: Float64Array,\n  minus: Float64Array,\n  adx: Float64Array,\n  work: DmiWork,\n  from = 0,\n): void => {\n  for (let i = from; i < n; i++) {\n    if (i === 0) {\n      work.tr[i] = work.plusDm[i] = work.minusDm[i] = NaN;\n      continue;\n    }\n    const up = high[i] - high[i - 1];\n    const down = low[i - 1] - low[i];\n    work.plusDm[i] = up > down && up > 0 ? up : 0;\n    work.minusDm[i] = down > up && down > 0 ? down : 0;\n    const pc = close[i - 1];\n    work.tr[i] = Math.max(\n      high[i] - low[i],\n      Math.abs(high[i] - pc),\n      Math.abs(low[i] - pc),\n    );\n  }\n  rmaInto(work.tr, n, period, work.smoothTr, from);\n  rmaInto(work.plusDm, n, period, work.smoothPlus, from);\n  rmaInto(work.minusDm, n, period, work.smoothMinus, from);\n  for (let i = from; i < n; i++) {\n    const tr = work.smoothTr[i];\n    plus[i] = tr ? (100 * work.smoothPlus[i]) / tr : NaN;\n    minus[i] = tr ? (100 * work.smoothMinus[i]) / tr : NaN;\n    const sum = plus[i] + minus[i];\n    work.dx[i] = !finite(sum)\n      ? NaN\n      : sum === 0\n        ? 0\n        : (100 * Math.abs(plus[i] - minus[i])) / sum;\n  }\n  rmaInto(work.dx, n, adxPeriod, adx, from);\n};\n\n/** Working columns of the parabolic SAR */\nexport interface PsarWork {\n  /** Extreme point of the trend */\n  ep: Float64Array;\n  /** Acceleration factor */\n  af: Float64Array;\n  /** 1 rising, −1 falling */\n  trend: Float64Array;\n}\n\n/** Parabolic stop and reverse (Wilder) */\nexport const psarInto = (\n  high: Values,\n  low: Values,\n  n: number,\n  start: number,\n  increment: number,\n  maximum: number,\n  out: Float64Array,\n  work: PsarWork,\n  from = 0,\n): void => {\n  const { ep, af, trend } = work;\n  for (let i = from; i < n; i++) {\n    if (i === 0) {\n      out[i] = ep[i] = af[i] = trend[i] = NaN;\n      continue;\n    }\n    if (!finite(trend[i - 1])) {\n      // the first two bars set the direction\n      const up = high[i] + low[i] >= high[i - 1] + low[i - 1];\n      out[i] = up\n        ? Math.min(low[i - 1], low[i])\n        : Math.max(high[i - 1], high[i]);\n      ep[i] = up\n        ? Math.max(high[i - 1], high[i])\n        : Math.min(low[i - 1], low[i]);\n      af[i] = start;\n      trend[i] = finite(out[i]) ? (up ? 1 : -1) : NaN;\n      continue;\n    }\n    const prevEp = ep[i - 1];\n    const prevAf = af[i - 1];\n    let sar = out[i - 1] + prevAf * (prevEp - out[i - 1]);\n    const before = i >= 2 ? i - 2 : i - 1;\n    if (trend[i - 1] === 1) {\n      sar = Math.min(sar, low[i - 1], low[before]);\n      if (low[i] < sar) {\n        trend[i] = -1;\n        sar = Math.max(prevEp, high[i]);\n        ep[i] = low[i];\n        af[i] = start;\n      } else {\n        trend[i] = 1;\n        ep[i] = Math.max(prevEp, high[i]);\n        af[i] =\n          high[i] > prevEp ? Math.min(prevAf + increment, maximum) : prevAf;\n      }\n    } else {\n      sar = Math.max(sar, high[i - 1], high[before]);\n      if (high[i] > sar) {\n        trend[i] = 1;\n        sar = Math.min(prevEp, low[i]);\n        ep[i] = high[i];\n        af[i] = start;\n      } else {\n        trend[i] = -1;\n        ep[i] = Math.min(prevEp, low[i]);\n        af[i] =\n          low[i] < prevEp ? Math.min(prevAf + increment, maximum) : prevAf;\n      }\n    }\n    out[i] = sar;\n  }\n};\n\n/** Working columns of the SuperTrend */\nexport interface SupertrendWork {\n  tr: Float64Array;\n  atr: Float64Array;\n  upper: Float64Array;\n  lower: Float64Array;\n}\n\n/**\n * SuperTrend: a trailing band `multiplier` ATRs from the median price,\n * below the bars in an uptrend (`direction` 1), above them in a downtrend (−1)\n */\nexport const supertrendInto = (\n  high: Values,\n  low: Values,\n  close: Values,\n  n: number,\n  period: number,\n  multiplier: number,\n  out: Float64Array,\n  direction: Float64Array,\n  work: SupertrendWork,\n  from = 0,\n): void => {\n  const { tr, atr: range, upper, lower } = work;\n  trueRangeInto(high, low, close, n, tr, from);\n  rmaInto(tr, n, period, range, from);\n  for (let i = from; i < n; i++) {\n    const a = range[i];\n    if (!finite(a)) {\n      out[i] = direction[i] = upper[i] = lower[i] = NaN;\n      continue;\n    }\n    const mid = (high[i] + low[i]) / 2;\n    let up = mid + multiplier * a;\n    let down = mid - multiplier * a;\n    const pu = i > 0 ? upper[i - 1] : NaN;\n    const pl = i > 0 ? lower[i - 1] : NaN;\n    const pc = i > 0 ? close[i - 1] : NaN;\n    // the bands only tighten while the trend holds\n    if (finite(pl) && !(down > pl || pc < pl)) down = pl;\n    if (finite(pu) && !(up < pu || pc > pu)) up = pu;\n    upper[i] = up;\n    lower[i] = down;\n    const pd = i > 0 ? direction[i - 1] : NaN;\n    const d = !finite(pd)\n      ? -1\n      : pd === -1\n        ? close[i] > up\n          ? 1\n          : -1\n        : close[i] < down\n          ? -1\n          : 1;\n    direction[i] = d;\n    out[i] = d === 1 ? down : up;\n  }\n};\n\n/** Midpoint of the highest high and the lowest low of a window */\nconst midpointInto = (\n  high: Values,\n  low: Values,\n  n: number,\n  period: number,\n  out: Float64Array,\n  highest: Float64Array,\n  lowest: Float64Array,\n  from: number,\n) => {\n  const p = periodOf(period);\n  extremeInto(high, n, p, highest, from, true);\n  extremeInto(low, n, p, lowest, from, false);\n  for (let i = from; i < n; i++) out[i] = (highest[i] + lowest[i]) / 2;\n};\n\n/** Working columns of Ichimoku */\nexport interface IchimokuWork {\n  highest: Float64Array;\n  lowest: Float64Array;\n}\n\n/**\n * Ichimoku lines at each bar (unshifted): conversion (Tenkan), base\n * (Kijun), leading span A and B (drawn `displacement − 1` bars ahead)\n */\nexport const ichimokuInto = (\n  high: Values,\n  low: Values,\n  n: number,\n  conversionPeriod: number,\n  basePeriod: number,\n  spanBPeriod: number,\n  conversion: Float64Array,\n  base: Float64Array,\n  spanA: Float64Array,\n  spanB: Float64Array,\n  work: IchimokuWork,\n  from = 0,\n): void => {\n  const { highest, lowest } = work;\n  midpointInto(\n    high,\n    low,\n    n,\n    conversionPeriod,\n    conversion,\n    highest,\n    lowest,\n    from,\n  );\n  midpointInto(high, low, n, basePeriod, base, highest, lowest, from);\n  midpointInto(high, low, n, spanBPeriod, spanB, highest, lowest, from);\n  for (let i = from; i < n; i++) spanA[i] = (conversion[i] + base[i]) / 2;\n};\n\n/** Donchian channel: highest high, lowest low and their midpoint */\nexport const donchianInto = (\n  high: Values,\n  low: Values,\n  n: number,\n  period: number,\n  upper: Float64Array,\n  lower: Float64Array,\n  middle: Float64Array,\n  from = 0,\n): void => {\n  const p = periodOf(period);\n  extremeInto(high, n, p, upper, from, true);\n  extremeInto(low, n, p, lower, from, false);\n  for (let i = from; i < n; i++) middle[i] = (upper[i] + lower[i]) / 2;\n};\n\n/** Keltner channel: an EMA of the close ± `multiplier` ATRs */\nexport const keltnerInto = (\n  high: Values,\n  low: Values,\n  close: Values,\n  n: number,\n  period: number,\n  multiplier: number,\n  atrPeriod: number,\n  middle: Float64Array,\n  upper: Float64Array,\n  lower: Float64Array,\n  work: { tr: Float64Array; atr: Float64Array },\n  from = 0,\n): void => {\n  emaInto(close, n, period, middle, from);\n  trueRangeInto(high, low, close, n, work.tr, from);\n  rmaInto(work.tr, n, atrPeriod, work.atr, from);\n  for (let i = from; i < n; i++) {\n    upper[i] = middle[i] + multiplier * work.atr[i];\n    lower[i] = middle[i] - multiplier * work.atr[i];\n  }\n};\n\n// ------------------------------------------------------- public functions\n\n/**\n * Simple moving average: the mean of the last `period` values (NaN until\n * `period` values are available)\n */\nexport const sma = (values: Values, period: number): Float64Array => {\n  const out = nanArray(values.length);\n  smaInto(values, values.length, period, out);\n  return out;\n};\n\n/** Exponential moving average, seeded with the simple average of the first `period` values */\nexport const ema = (values: Values, period: number): Float64Array => {\n  const out = nanArray(values.length);\n  emaInto(values, values.length, period, out);\n  return out;\n};\n\n/** Linearly weighted moving average: the newest value weighs `period`, the oldest 1 */\nexport const wma = (values: Values, period: number): Float64Array => {\n  const out = nanArray(values.length);\n  wmaInto(values, values.length, period, out);\n  return out;\n};\n\n/** Bollinger bands: simple average ± `multiplier` population standard deviations */\nexport const bollinger = (\n  values: Values,\n  period = 20,\n  multiplier = 2,\n): { middle: Float64Array; upper: Float64Array; lower: Float64Array } => {\n  const n = values.length;\n  const middle = nanArray(n);\n  const upper = nanArray(n);\n  const lower = nanArray(n);\n  const dev = nanArray(n);\n  smaInto(values, n, period, middle);\n  stdevInto(values, n, period, dev);\n  for (let i = 0; i < n; i++) {\n    upper[i] = middle[i] + multiplier * dev[i];\n    lower[i] = middle[i] - multiplier * dev[i];\n  }\n  return { middle, upper, lower };\n};\n\n/** MACD line (fast EMA − slow EMA), its signal EMA and their difference */\nexport const macd = (\n  values: Values,\n  fast = 12,\n  slow = 26,\n  signal = 9,\n): { macd: Float64Array; signal: Float64Array; histogram: Float64Array } => {\n  const n = values.length;\n  const f = nanArray(n);\n  const s = nanArray(n);\n  emaInto(values, n, fast, f);\n  emaInto(values, n, slow, s);\n  const line = nanArray(n);\n  for (let i = 0; i < n; i++) line[i] = f[i] - s[i];\n  const sig = nanArray(n);\n  emaInto(line, n, signal, sig);\n  const histogram = nanArray(n);\n  for (let i = 0; i < n; i++) histogram[i] = line[i] - sig[i];\n  return { macd: line, signal: sig, histogram };\n};\n\n/** Relative strength index (0-100) with Wilder smoothing */\nexport const rsi = (values: Values, period = 14): Float64Array => {\n  const n = values.length;\n  const out = nanArray(n);\n  rsiInto(values, n, period, out, nanArray(n), nanArray(n));\n  return out;\n};\n\n/** KDJ stochastic: K and D smoothed (seeded at 50), J = 3K − 2D */\nexport const kdj = (\n  high: Values,\n  low: Values,\n  close: Values,\n  period = 9,\n  kPeriod = 3,\n  dPeriod = 3,\n): { k: Float64Array; d: Float64Array; j: Float64Array } => {\n  const n = close.length;\n  const k = nanArray(n);\n  const d = nanArray(n);\n  const j = nanArray(n);\n  kdjInto(high, low, close, n, period, kPeriod, dPeriod, k, d, j);\n  return { k, d, j };\n};\n\n/** Average true range with Wilder smoothing */\nexport const atr = (\n  high: Values,\n  low: Values,\n  close: Values,\n  period = 14,\n): Float64Array => {\n  const n = close.length;\n  const tr = nanArray(n);\n  trueRangeInto(high, low, close, n, tr);\n  const out = nanArray(n);\n  rmaInto(tr, n, period, out);\n  return out;\n};\n\n/**\n * Volume-weighted average of the typical price (high + low + close) / 3,\n * restarting each `reset` period (UTC, or shifted by `utcOffset` minutes,\n * or in the IANA `timeZone`); without `time`, a single cumulative average\n */\nexport const vwap = (\n  high: Values,\n  low: Values,\n  close: Values,\n  volume: Values,\n  options: {\n    time?: Values;\n    reset?: \"day\" | \"week\" | \"month\" | \"none\";\n    utcOffset?: number;\n    timeZone?: string;\n  } = {},\n): Float64Array => {\n  const n = close.length;\n  const out = nanArray(n);\n  const zone = options.timeZone;\n  vwapInto(\n    high,\n    low,\n    close,\n    volume,\n    options.time ?? null,\n    n,\n    options.reset ?? \"day\",\n    options.utcOffset ?? (zone ? (time: number) => zoneOffset(time, zone) : 0),\n    out,\n    nanArray(n),\n    nanArray(n),\n  );\n  return out;\n};\n\n/** Heikin-Ashi bars: averaged bars that smooth out the noise of trends */\nexport const heikinAshi = (bars: {\n  open: Values;\n  high: Values;\n  low: Values;\n  close: Values;\n}): {\n  open: Float64Array;\n  high: Float64Array;\n  low: Float64Array;\n  close: Float64Array;\n} => {\n  const n = bars.close.length;\n  const out = {\n    open: nanArray(n),\n    high: nanArray(n),\n    low: nanArray(n),\n    close: nanArray(n),\n  };\n  heikinAshiInto(bars.open, bars.high, bars.low, bars.close, n, out);\n  return out;\n};\n\n/** On-balance volume: the running sum of the volume, signed by the close change */\nexport const obv = (close: Values, volume: Values): Float64Array => {\n  const out = nanArray(close.length);\n  obvInto(close, volume, close.length, out);\n  return out;\n};\n\n/** Commodity channel index (typically between −100 and +100 in a range) */\nexport const cci = (\n  high: Values,\n  low: Values,\n  close: Values,\n  period = 20,\n): Float64Array => {\n  const n = close.length;\n  const out = nanArray(n);\n  cciInto(high, low, close, n, period, out, nanArray(n), nanArray(n));\n  return out;\n};\n\n/** Williams %R, from −100 (close at the lowest low) to 0 (at the highest high) */\nexport const williamsR = (\n  high: Values,\n  low: Values,\n  close: Values,\n  period = 14,\n): Float64Array => {\n  const n = close.length;\n  const out = nanArray(n);\n  williamsRInto(high, low, close, n, period, out, nanArray(n), nanArray(n));\n  return out;\n};\n\n/** Money flow index (0-100): a volume-weighted RSI of the typical price */\nexport const mfi = (\n  high: Values,\n  low: Values,\n  close: Values,\n  volume: Values,\n  period = 14,\n): Float64Array => {\n  const n = close.length;\n  const out = nanArray(n);\n  mfiInto(high, low, close, volume, n, period, out, nanArray(n));\n  return out;\n};\n\n/** Stochastic RSI (0-100): the stochastic of the RSI, smoothed into K and D */\nexport const stochRsi = (\n  close: Values,\n  options: {\n    rsiPeriod?: number;\n    stochPeriod?: number;\n    kPeriod?: number;\n    dPeriod?: number;\n  } = {},\n): { k: Float64Array; d: Float64Array } => {\n  const n = close.length;\n  const k = nanArray(n);\n  const d = nanArray(n);\n  stochRsiInto(\n    close,\n    n,\n    options.rsiPeriod ?? 14,\n    options.stochPeriod ?? 14,\n    options.kPeriod ?? 3,\n    options.dPeriod ?? 3,\n    k,\n    d,\n    {\n      rsi: nanArray(n),\n      gain: nanArray(n),\n      loss: nanArray(n),\n      highest: nanArray(n),\n      lowest: nanArray(n),\n      raw: nanArray(n),\n    },\n  );\n  return { k, d };\n};\n\n/** Directional movement (Wilder): +DI, −DI and the average directional index */\nexport const dmi = (\n  high: Values,\n  low: Values,\n  close: Values,\n  period = 14,\n  adxPeriod = 14,\n): { plus: Float64Array; minus: Float64Array; adx: Float64Array } => {\n  const n = close.length;\n  const plus = nanArray(n);\n  const minus = nanArray(n);\n  const adx = nanArray(n);\n  dmiInto(high, low, close, n, period, adxPeriod, plus, minus, adx, {\n    tr: nanArray(n),\n    plusDm: nanArray(n),\n    minusDm: nanArray(n),\n    smoothTr: nanArray(n),\n    smoothPlus: nanArray(n),\n    smoothMinus: nanArray(n),\n    dx: nanArray(n),\n  });\n  return { plus, minus, adx };\n};\n\n/**\n * Parabolic SAR (Wilder): a trailing stop below the bars in an uptrend,\n * above them in a downtrend, accelerating with each new extreme\n */\nexport const psar = (\n  high: Values,\n  low: Values,\n  options: { start?: number; increment?: number; maximum?: number } = {},\n): Float64Array => {\n  const n = high.length;\n  const out = nanArray(n);\n  const start = options.start ?? 0.02;\n  psarInto(\n    high,\n    low,\n    n,\n    start,\n    options.increment ?? start,\n    options.maximum ?? 0.2,\n    out,\n    { ep: nanArray(n), af: nanArray(n), trend: nanArray(n) },\n  );\n  return out;\n};\n\n/**\n * SuperTrend: the trailing band (`value`) and the trend (`direction`: 1 up,\n * −1 down)\n */\nexport const supertrend = (\n  high: Values,\n  low: Values,\n  close: Values,\n  period = 10,\n  multiplier = 3,\n): { value: Float64Array; direction: Float64Array } => {\n  const n = close.length;\n  const value = nanArray(n);\n  const direction = nanArray(n);\n  supertrendInto(high, low, close, n, period, multiplier, value, direction, {\n    tr: nanArray(n),\n    atr: nanArray(n),\n    upper: nanArray(n),\n    lower: nanArray(n),\n  });\n  return { value, direction };\n};\n\n/**\n * Ichimoku Kinkō Hyō, aligned on the bars that compute them: the leading\n * spans are plotted `displacement − 1` bars ahead and the lagging span is\n * the close plotted `displacement − 1` bars back\n */\nexport const ichimoku = (\n  high: Values,\n  low: Values,\n  options: {\n    conversionPeriod?: number;\n    basePeriod?: number;\n    spanBPeriod?: number;\n  } = {},\n): {\n  conversion: Float64Array;\n  base: Float64Array;\n  spanA: Float64Array;\n  spanB: Float64Array;\n} => {\n  const n = high.length;\n  const out = {\n    conversion: nanArray(n),\n    base: nanArray(n),\n    spanA: nanArray(n),\n    spanB: nanArray(n),\n  };\n  ichimokuInto(\n    high,\n    low,\n    n,\n    options.conversionPeriod ?? 9,\n    options.basePeriod ?? 26,\n    options.spanBPeriod ?? 52,\n    out.conversion,\n    out.base,\n    out.spanA,\n    out.spanB,\n    { highest: nanArray(n), lowest: nanArray(n) },\n  );\n  return out;\n};\n\n/** Keltner channel: EMA of the close ± `multiplier` average true ranges */\nexport const keltner = (\n  high: Values,\n  low: Values,\n  close: Values,\n  options: { period?: number; multiplier?: number; atrPeriod?: number } = {},\n): { middle: Float64Array; upper: Float64Array; lower: Float64Array } => {\n  const n = close.length;\n  const out = { middle: nanArray(n), upper: nanArray(n), lower: nanArray(n) };\n  keltnerInto(\n    high,\n    low,\n    close,\n    n,\n    options.period ?? 20,\n    options.multiplier ?? 2,\n    options.atrPeriod ?? 10,\n    out.middle,\n    out.upper,\n    out.lower,\n    { tr: nanArray(n), atr: nanArray(n) },\n  );\n  return out;\n};\n\n/** Donchian channel: highest high, lowest low and their midpoint over `period` bars */\nexport const donchian = (\n  high: Values,\n  low: Values,\n  period = 20,\n): { upper: Float64Array; lower: Float64Array; middle: Float64Array } => {\n  const n = high.length;\n  const out = { upper: nanArray(n), lower: nanArray(n), middle: nanArray(n) };\n  donchianInto(high, low, n, period, out.upper, out.lower, out.middle);\n  return out;\n};\n\n/**\n * Volume profile: the volume of bars `from..to` (inclusive) spread over\n * `rows` price rows (each bar evenly over its low-high range), split by\n * rising / falling bars, with the point of control and the value area\n * (the rows around it holding `valueArea` of the volume, 70% by default)\n */\nexport const volumeProfile = (\n  bars: {\n    open: Values;\n    high: Values;\n    low: Values;\n    close: Values;\n    volume: Values;\n  },\n  options: {\n    from?: number;\n    to?: number;\n    rows?: number;\n    valueArea?: number;\n  } = {},\n): TradingVolumeProfile => {\n  const count = bars.close.length;\n  const from = Math.max(0, Math.floor(options.from ?? 0));\n  const to = Math.min(count - 1, Math.floor(options.to ?? count - 1));\n  const rows = Math.max(1, Math.floor(options.rows ?? 24));\n  let lo = Infinity;\n  let hi = -Infinity;\n  for (let i = from; i <= to; i++) {\n    if (bars.low[i] < lo) lo = bars.low[i];\n    if (bars.high[i] > hi) hi = bars.high[i];\n  }\n  const up = new Float64Array(rows);\n  const down = new Float64Array(rows);\n  const empty = {\n    low: lo,\n    high: hi,\n    step: 0,\n    up,\n    down,\n    total: 0,\n    poc: -1,\n    valueAreaFrom: -1,\n    valueAreaTo: -1,\n  };\n  if (!finite(lo) || !finite(hi)) return empty;\n  if (hi === lo) {\n    hi += Math.abs(lo) * 1e-6 || 1e-6;\n    lo -= Math.abs(lo) * 1e-6 || 1e-6;\n  }\n  const step = (hi - lo) / rows;\n  let total = 0;\n  for (let i = from; i <= to; i++) {\n    const v = bars.volume[i];\n    const l = bars.low[i];\n    const h = bars.high[i];\n    if (!(v > 0) || !finite(l) || !finite(h)) continue;\n    const target = bars.close[i] >= bars.open[i] ? up : down;\n    total += v;\n    const r0 = Math.min(rows - 1, Math.max(0, Math.floor((l - lo) / step)));\n    const r1 = Math.min(rows - 1, Math.max(0, Math.floor((h - lo) / step)));\n    if (r0 === r1 || h <= l) {\n      target[r0] += v;\n      continue;\n    }\n    const span = h - l;\n    for (let r = r0; r <= r1; r++) {\n      const bottom = lo + r * step;\n      const overlap = Math.min(h, bottom + step) - Math.max(l, bottom);\n      if (overlap > 0) target[r] += (v * overlap) / span;\n    }\n  }\n  if (!(total > 0)) return { ...empty, low: lo, high: hi, step };\n  let poc = 0;\n  for (let r = 1; r < rows; r++)\n    if (up[r] + down[r] > up[poc] + down[poc]) poc = r;\n  // grow the value area from the point of control toward the larger side\n  const wanted = total * Math.min(1, Math.max(0, options.valueArea ?? 0.7));\n  let a = poc;\n  let b = poc;\n  let inside = up[poc] + down[poc];\n  while (inside < wanted && (a > 0 || b < rows - 1)) {\n    const below = a > 0 ? up[a - 1] + down[a - 1] : -1;\n    const above = b < rows - 1 ? up[b + 1] + down[b + 1] : -1;\n    if (above >= below) {\n      b++;\n      inside += up[b] + down[b];\n    } else {\n      a--;\n      inside += up[a] + down[a];\n    }\n  }\n  return {\n    low: lo,\n    high: hi,\n    step,\n    up,\n    down,\n    total,\n    poc,\n    valueAreaFrom: a,\n    valueAreaTo: b,\n  };\n};\n\n// -------------------------------------------------------------- timeframes\n\n/** A parsed timeframe: a count of a unit, with its approximate duration */\nexport interface ParsedTimeframe {\n  unit: \"ms\" | \"month\";\n  count: number;\n  /** Approximate duration in ms (30 days per month) */\n  ms: number;\n}\n\nconst UNIT_MS: Record<string, number> = {\n  s: 1000,\n  m: 60_000,\n  h: 3_600_000,\n  H: 3_600_000,\n  d: DAY,\n  D: DAY,\n  w: 7 * DAY,\n  W: 7 * DAY,\n};\n\n/** `\"15m\"` -> 15 minutes, `\"1M\"` -> 1 month; `null` when invalid */\nexport const parseTimeframe = (\n  timeframe: TradingTimeframe,\n): ParsedTimeframe | null => {\n  if (typeof timeframe === \"number\") {\n    return timeframe > 0\n      ? { unit: \"ms\", count: timeframe, ms: timeframe }\n      : null;\n  }\n  const match = /^(\\d+(?:\\.\\d+)?)([smhHdDwWM])$/.exec(timeframe.trim());\n  if (!match) return null;\n  const count = Number(match[1]);\n  if (!(count > 0)) return null;\n  const unit = match[2];\n  if (unit === \"M\") return { unit: \"month\", count, ms: count * 30 * DAY };\n  return {\n    unit: \"ms\",\n    count: count * UNIT_MS[unit],\n    ms: count * UNIT_MS[unit],\n  };\n};\n\n/**\n * Key of the bucket of `time` in the shifted (displayed) time: weeks start\n * on Monday, months on the 1st. Comparing keys rather than UTC starts keeps\n * a day whole when its offset changes (daylight saving).\n */\nexport const bucketKey = (\n  time: number,\n  tf: ParsedTimeframe,\n  utcOffset: UtcOffset = 0,\n): number => {\n  const t = time + offsetOf(utcOffset, time) * 60_000;\n  if (tf.unit === \"month\") {\n    const date = new Date(t);\n    const months = date.getUTCFullYear() * 12 + date.getUTCMonth();\n    return months - (months % tf.count);\n  }\n  if (tf.count % (7 * DAY) === 0) {\n    // Monday-aligned weeks (the epoch is a Thursday)\n    return Math.floor((t - 4 * DAY) / tf.count);\n  }\n  return Math.floor(t / tf.count);\n};\n\n/** Start of the bucket of `time` (weeks start on Monday, months on the 1st) */\nexport const bucketStart = (\n  time: number,\n  tf: ParsedTimeframe,\n  utcOffset: UtcOffset = 0,\n): number => {\n  const key = bucketKey(time, tf, utcOffset);\n  const shifted =\n    tf.unit === \"month\"\n      ? Date.UTC(Math.floor(key / 12), key % 12, 1)\n      : tf.count % (7 * DAY) === 0\n        ? key * tf.count + 4 * DAY\n        : key * tf.count;\n  // the offset at the start itself (it may differ from the one at `time`)\n  const guess = shifted - offsetOf(utcOffset, time) * 60_000;\n  return shifted - offsetOf(utcOffset, guess) * 60_000;\n};\n\nconst isColumns = (bars: TradingBarsInput): bars is TradingBarColumns =>\n  !Array.isArray(bars);\n\n/**\n * Aggregates bars into a longer timeframe (`\"5m\"` bars into `\"1H\"`, ...):\n * first open, highest high, lowest low, last close, summed volume. Buckets\n * are aligned on UTC, or shifted by `timeZone` (minutes from UTC, or an\n * IANA time zone such as `\"America/New_York\"`); weeks start on Monday.\n * Columns in, columns out (Float64Array).\n */\nexport function resampleBars(\n  bars: readonly TradingBar[],\n  timeframe: TradingTimeframe,\n  timeZone?: number | string,\n): TradingBar[];\nexport function resampleBars(\n  bars: TradingBarColumns,\n  timeframe: TradingTimeframe,\n  timeZone?: number | string,\n): TradingBarColumns;\nexport function resampleBars(\n  bars: TradingBarsInput,\n  timeframe: TradingTimeframe,\n  timeZone: number | string = 0,\n): TradingBar[] | TradingBarColumns {\n  const tf = parseTimeframe(timeframe);\n  if (!tf) throw new Error(`Invalid timeframe: ${String(timeframe)}`);\n  const offset: UtcOffset =\n    typeof timeZone === \"string\"\n      ? (time: number) => zoneOffset(time, timeZone)\n      : timeZone;\n  const columns = isColumns(bars);\n  const n = columns ? bars.close.length : bars.length;\n  const get = (i: number): TradingBar => {\n    if (!columns) return (bars as readonly TradingBar[])[i];\n    const c = bars as TradingBarColumns;\n    return {\n      time: c.time[i],\n      open: c.open[i],\n      high: c.high[i],\n      low: c.low[i],\n      close: c.close[i],\n      volume: c.volume ? c.volume[i] : undefined,\n    };\n  };\n  const out: TradingBar[] = [];\n  let current: TradingBar | null = null;\n  let currentKey = NaN;\n  for (let i = 0; i < n; i++) {\n    const bar = get(i);\n    const key = bucketKey(bar.time, tf, offset);\n    if (!current || key !== currentKey) {\n      if (current) out.push(current);\n      currentKey = key;\n      current = {\n        time: bucketStart(bar.time, tf, offset),\n        open: bar.open,\n        high: bar.high,\n        low: bar.low,\n        close: bar.close,\n        volume: bar.volume ?? 0,\n      };\n    } else {\n      if (bar.high > current.high) current.high = bar.high;\n      if (bar.low < current.low) current.low = bar.low;\n      current.close = bar.close;\n      current.volume = (current.volume ?? 0) + (bar.volume ?? 0);\n    }\n  }\n  if (current) out.push(current);\n  if (!columns) return out;\n  const m = out.length;\n  const result = {\n    time: new Float64Array(m),\n    open: new Float64Array(m),\n    high: new Float64Array(m),\n    low: new Float64Array(m),\n    close: new Float64Array(m),\n    volume: new Float64Array(m),\n  };\n  out.forEach((bar, i) => {\n    result.time[i] = bar.time;\n    result.open[i] = bar.open;\n    result.high[i] = bar.high;\n    result.low[i] = bar.low;\n    result.close[i] = bar.close;\n    result.volume[i] = bar.volume ?? 0;\n  });\n  return result;\n}\n\n/** Highest / lowest of a window: exported for the KDJ-like studies of the chart */\nexport const highestInto = (\n  src: Values,\n  n: number,\n  period: number,\n  out: Float64Array,\n  from = 0,\n): void => extremeInto(src, n, periodOf(period), out, from, true);\n\nexport const lowestInto = (\n  src: Values,\n  n: number,\n  period: number,\n  out: Float64Array,\n  from = 0,\n): void => extremeInto(src, n, periodOf(period), out, from, 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package/dist/charts/engine/trading/indicators.d.cts

@@ -0,0 +1,275 @@
+import { UtcOffset } from './format.cjs';
+import { TradingBar, TradingBarColumns, TradingTimeframe, TradingVolumeProfile } from './types.cjs';
+type Values = ArrayLike<number>;
+/** Simple moving average of `src[0..n)` into `out`, from index `from` */
+export declare const smaInto: (src: Values, n: number, period: number, out: Float64Array, from?: number) => void;
+/** Exponential moving average (alpha = 2 / (period + 1)) */
+export declare const emaInto: (src: Values, n: number, period: number, out: Float64Array, from?: number) => void;
+/** Wilder's moving average (alpha = 1 / period), used by RSI and ATR */
+export declare const rmaInto: (src: Values, n: number, period: number, out: Float64Array, from?: number) => void;
+/** Linearly weighted moving average (the newest bar weighs `period`) */
+export declare const wmaInto: (src: Values, n: number, period: number, out: Float64Array, from?: number) => void;
+/** Population standard deviation over the window (two passes: exact) */
+export declare const stdevInto: (src: Values, n: number, period: number, out: Float64Array, from?: number) => void;
+/** RSI with Wilder smoothing; `gain` / `loss` hold the running averages */
+export declare const rsiInto: (close: Values, n: number, period: number, out: Float64Array, gain: Float64Array, loss: Float64Array, from?: number) => void;
+/** True range of each bar */
+export declare const trueRangeInto: (high: Values, low: Values, close: Values, n: number, out: Float64Array, from?: number) => void;
+/** KDJ: K and D smoothed from the raw stochastic value (seeded at 50), J = 3K − 2D */
+export declare const kdjInto: (high: Values, low: Values, close: Values, n: number, period: number, kPeriod: number, dPeriod: number, k: Float64Array, d: Float64Array, j: Float64Array, from?: number) => void;
+/** Session key of a time: bars with the same key are in the same VWAP period */
+export declare const sessionKey: (time: number, reset: "day" | "week" | "month" | "none", utcOffset?: UtcOffset) => number;
+/** VWAP; `pv` / `vol` hold the cumulative sums of the period */
+export declare const vwapInto: (high: Values, low: Values, close: Values, volume: Values, time: Values | null, n: number, reset: "day" | "week" | "month" | "none", utcOffset: UtcOffset, out: Float64Array, pv: Float64Array, vol: Float64Array, from?: number) => void;
+/** Heikin-Ashi bars from regular bars */
+export declare const heikinAshiInto: (open: Values, high: Values, low: Values, close: Values, n: number, out: {
+    open: Float64Array;
+    high: Float64Array;
+    low: Float64Array;
+    close: Float64Array;
+}, from?: number) => void;
+/** On-balance volume: the volume added on up closes, subtracted on down closes */
+export declare const obvInto: (close: Values, volume: Values, n: number, out: Float64Array, from?: number) => void;
+/** Commodity channel index: distance of the typical price from its average, in mean deviations / 0.015 */
+export declare const cciInto: (high: Values, low: Values, close: Values, n: number, period: number, out: Float64Array, typical: Float64Array, mean: Float64Array, from?: number) => void;
+/** Williams %R (−100 to 0): the close within the range of the window, from its high */
+export declare const williamsRInto: (high: Values, low: Values, close: Values, n: number, period: number, out: Float64Array, highest: Float64Array, lowest: Float64Array, from?: number) => void;
+/** Money flow index (0-100): an RSI of the typical price weighted by the volume */
+export declare const mfiInto: (high: Values, low: Values, close: Values, volume: Values, n: number, period: number, out: Float64Array, typical: Float64Array, from?: number) => void;
+/** Working columns of the stochastic RSI */
+export interface StochRsiWork {
+    rsi: Float64Array;
+    gain: Float64Array;
+    loss: Float64Array;
+    highest: Float64Array;
+    lowest: Float64Array;
+    raw: Float64Array;
+}
+/** Stochastic RSI: the stochastic of the RSI, smoothed into K and D */
+export declare const stochRsiInto: (close: Values, n: number, rsiPeriod: number, stochPeriod: number, kPeriod: number, dPeriod: number, k: Float64Array, d: Float64Array, work: StochRsiWork, from?: number) => void;
+/** Working columns of the DMI */
+export interface DmiWork {
+    tr: Float64Array;
+    plusDm: Float64Array;
+    minusDm: Float64Array;
+    smoothTr: Float64Array;
+    smoothPlus: Float64Array;
+    smoothMinus: Float64Array;
+    dx: Float64Array;
+}
+/** Directional movement index (Wilder): +DI, −DI and the ADX */
+export declare const dmiInto: (high: Values, low: Values, close: Values, n: number, period: number, adxPeriod: number, plus: Float64Array, minus: Float64Array, adx: Float64Array, work: DmiWork, from?: number) => void;
+/** Working columns of the parabolic SAR */
+export interface PsarWork {
+    /** Extreme point of the trend */
+    ep: Float64Array;
+    /** Acceleration factor */
+    af: Float64Array;
+    /** 1 rising, −1 falling */
+    trend: Float64Array;
+}
+/** Parabolic stop and reverse (Wilder) */
+export declare const psarInto: (high: Values, low: Values, n: number, start: number, increment: number, maximum: number, out: Float64Array, work: PsarWork, from?: number) => void;
+/** Working columns of the SuperTrend */
+export interface SupertrendWork {
+    tr: Float64Array;
+    atr: Float64Array;
+    upper: Float64Array;
+    lower: Float64Array;
+}
+/**
+ * SuperTrend: a trailing band `multiplier` ATRs from the median price,
+ * below the bars in an uptrend (`direction` 1), above them in a downtrend (−1)
+ */
+export declare const supertrendInto: (high: Values, low: Values, close: Values, n: number, period: number, multiplier: number, out: Float64Array, direction: Float64Array, work: SupertrendWork, from?: number) => void;
+/** Working columns of Ichimoku */
+export interface IchimokuWork {
+    highest: Float64Array;
+    lowest: Float64Array;
+}
+/**
+ * Ichimoku lines at each bar (unshifted): conversion (Tenkan), base
+ * (Kijun), leading span A and B (drawn `displacement − 1` bars ahead)
+ */
+export declare const ichimokuInto: (high: Values, low: Values, n: number, conversionPeriod: number, basePeriod: number, spanBPeriod: number, conversion: Float64Array, base: Float64Array, spanA: Float64Array, spanB: Float64Array, work: IchimokuWork, from?: number) => void;
+/** Donchian channel: highest high, lowest low and their midpoint */
+export declare const donchianInto: (high: Values, low: Values, n: number, period: number, upper: Float64Array, lower: Float64Array, middle: Float64Array, from?: number) => void;
+/** Keltner channel: an EMA of the close ± `multiplier` ATRs */
+export declare const keltnerInto: (high: Values, low: Values, close: Values, n: number, period: number, multiplier: number, atrPeriod: number, middle: Float64Array, upper: Float64Array, lower: Float64Array, work: {
+    tr: Float64Array;
+    atr: Float64Array;
+}, from?: number) => void;
+/**
+ * Simple moving average: the mean of the last `period` values (NaN until
+ * `period` values are available)
+ */
+export declare const sma: (values: Values, period: number) => Float64Array;
+/** Exponential moving average, seeded with the simple average of the first `period` values */
+export declare const ema: (values: Values, period: number) => Float64Array;
+/** Linearly weighted moving average: the newest value weighs `period`, the oldest 1 */
+export declare const wma: (values: Values, period: number) => Float64Array;
+/** Bollinger bands: simple average ± `multiplier` population standard deviations */
+export declare const bollinger: (values: Values, period?: number, multiplier?: number) => {
+    middle: Float64Array;
+    upper: Float64Array;
+    lower: Float64Array;
+};
+/** MACD line (fast EMA − slow EMA), its signal EMA and their difference */
+export declare const macd: (values: Values, fast?: number, slow?: number, signal?: number) => {
+    macd: Float64Array;
+    signal: Float64Array;
+    histogram: Float64Array;
+};
+/** Relative strength index (0-100) with Wilder smoothing */
+export declare const rsi: (values: Values, period?: number) => Float64Array;
+/** KDJ stochastic: K and D smoothed (seeded at 50), J = 3K − 2D */
+export declare const kdj: (high: Values, low: Values, close: Values, period?: number, kPeriod?: number, dPeriod?: number) => {
+    k: Float64Array;
+    d: Float64Array;
+    j: Float64Array;
+};
+/** Average true range with Wilder smoothing */
+export declare const atr: (high: Values, low: Values, close: Values, period?: number) => Float64Array;
+/**
+ * Volume-weighted average of the typical price (high + low + close) / 3,
+ * restarting each `reset` period (UTC, or shifted by `utcOffset` minutes,
+ * or in the IANA `timeZone`); without `time`, a single cumulative average
+ */
+export declare const vwap: (high: Values, low: Values, close: Values, volume: Values, options?: {
+    time?: Values;
+    reset?: "day" | "week" | "month" | "none";
+    utcOffset?: number;
+    timeZone?: string;
+}) => Float64Array;
+/** Heikin-Ashi bars: averaged bars that smooth out the noise of trends */
+export declare const heikinAshi: (bars: {
+    open: Values;
+    high: Values;
+    low: Values;
+    close: Values;
+}) => {
+    open: Float64Array;
+    high: Float64Array;
+    low: Float64Array;
+    close: Float64Array;
+};
+/** On-balance volume: the running sum of the volume, signed by the close change */
+export declare const obv: (close: Values, volume: Values) => Float64Array;
+/** Commodity channel index (typically between −100 and +100 in a range) */
+export declare const cci: (high: Values, low: Values, close: Values, period?: number) => Float64Array;
+/** Williams %R, from −100 (close at the lowest low) to 0 (at the highest high) */
+export declare const williamsR: (high: Values, low: Values, close: Values, period?: number) => Float64Array;
+/** Money flow index (0-100): a volume-weighted RSI of the typical price */
+export declare const mfi: (high: Values, low: Values, close: Values, volume: Values, period?: number) => Float64Array;
+/** Stochastic RSI (0-100): the stochastic of the RSI, smoothed into K and D */
+export declare const stochRsi: (close: Values, options?: {
+    rsiPeriod?: number;
+    stochPeriod?: number;
+    kPeriod?: number;
+    dPeriod?: number;
+}) => {
+    k: Float64Array;
+    d: Float64Array;
+};
+/** Directional movement (Wilder): +DI, −DI and the average directional index */
+export declare const dmi: (high: Values, low: Values, close: Values, period?: number, adxPeriod?: number) => {
+    plus: Float64Array;
+    minus: Float64Array;
+    adx: Float64Array;
+};
+/**
+ * Parabolic SAR (Wilder): a trailing stop below the bars in an uptrend,
+ * above them in a downtrend, accelerating with each new extreme
+ */
+export declare const psar: (high: Values, low: Values, options?: {
+    start?: number;
+    increment?: number;
+    maximum?: number;
+}) => Float64Array;
+/**
+ * SuperTrend: the trailing band (`value`) and the trend (`direction`: 1 up,
+ * −1 down)
+ */
+export declare const supertrend: (high: Values, low: Values, close: Values, period?: number, multiplier?: number) => {
+    value: Float64Array;
+    direction: Float64Array;
+};
+/**
+ * Ichimoku Kinkō Hyō, aligned on the bars that compute them: the leading
+ * spans are plotted `displacement − 1` bars ahead and the lagging span is
+ * the close plotted `displacement − 1` bars back
+ */
+export declare const ichimoku: (high: Values, low: Values, options?: {
+    conversionPeriod?: number;
+    basePeriod?: number;
+    spanBPeriod?: number;
+}) => {
+    conversion: Float64Array;
+    base: Float64Array;
+    spanA: Float64Array;
+    spanB: Float64Array;
+};
+/** Keltner channel: EMA of the close ± `multiplier` average true ranges */
+export declare const keltner: (high: Values, low: Values, close: Values, options?: {
+    period?: number;
+    multiplier?: number;
+    atrPeriod?: number;
+}) => {
+    middle: Float64Array;
+    upper: Float64Array;
+    lower: Float64Array;
+};
+/** Donchian channel: highest high, lowest low and their midpoint over `period` bars */
+export declare const donchian: (high: Values, low: Values, period?: number) => {
+    upper: Float64Array;
+    lower: Float64Array;
+    middle: Float64Array;
+};
+/**
+ * Volume profile: the volume of bars `from..to` (inclusive) spread over
+ * `rows` price rows (each bar evenly over its low-high range), split by
+ * rising / falling bars, with the point of control and the value area
+ * (the rows around it holding `valueArea` of the volume, 70% by default)
+ */
+export declare const volumeProfile: (bars: {
+    open: Values;
+    high: Values;
+    low: Values;
+    close: Values;
+    volume: Values;
+}, options?: {
+    from?: number;
+    to?: number;
+    rows?: number;
+    valueArea?: number;
+}) => TradingVolumeProfile;
+/** A parsed timeframe: a count of a unit, with its approximate duration */
+export interface ParsedTimeframe {
+    unit: "ms" | "month";
+    count: number;
+    /** Approximate duration in ms (30 days per month) */
+    ms: number;
+}
+/** `"15m"` -> 15 minutes, `"1M"` -> 1 month; `null` when invalid */
+export declare const parseTimeframe: (timeframe: TradingTimeframe) => ParsedTimeframe | null;
+/**
+ * Key of the bucket of `time` in the shifted (displayed) time: weeks start
+ * on Monday, months on the 1st. Comparing keys rather than UTC starts keeps
+ * a day whole when its offset changes (daylight saving).
+ */
+export declare const bucketKey: (time: number, tf: ParsedTimeframe, utcOffset?: UtcOffset) => number;
+/** Start of the bucket of `time` (weeks start on Monday, months on the 1st) */
+export declare const bucketStart: (time: number, tf: ParsedTimeframe, utcOffset?: UtcOffset) => number;
+/**
+ * Aggregates bars into a longer timeframe (`"5m"` bars into `"1H"`, ...):
+ * first open, highest high, lowest low, last close, summed volume. Buckets
+ * are aligned on UTC, or shifted by `timeZone` (minutes from UTC, or an
+ * IANA time zone such as `"America/New_York"`); weeks start on Monday.
+ * Columns in, columns out (Float64Array).
+ */
+export declare function resampleBars(bars: readonly TradingBar[], timeframe: TradingTimeframe, timeZone?: number | string): TradingBar[];
+export declare function resampleBars(bars: TradingBarColumns, timeframe: TradingTimeframe, timeZone?: number | string): TradingBarColumns;
+/** Highest / lowest of a window: exported for the KDJ-like studies of the chart */
+export declare const highestInto: (src: Values, n: number, period: number, out: Float64Array, from?: number) => void;
+export declare const lowestInto: (src: Values, n: number, period: number, out: Float64Array, from?: number) => void;
+export {};