minerva-design 1.4.0 → 1.5.0

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

@@ -1 +1 @@
-{"version":3,"file":"indicators.cjs","names":["finite","nanArray","n","periodOf","period","smaInto","p","sum","valid","j","from","v","src","i","old","windowMean","k","smoothInto","prev","out","alpha","emaInto","rmaInto","wmaInto","denominator","direct","num","stdevInto","mean","sq","d","rsiInto","change","close","gain","loss","g","l","ok","c","trueRangeInto","range","high","low","pc","kdjInto","m1","kPeriod","m2","dPeriod","hh","ll","q","rsv","pk","pd","DAY","sessionKey","reset","t","time","utcOffset","day","date","vwapInto","tp","volume","same","basePv","pv","baseV","vol","heikinAshiInto","open","prevOpen","prevClose","o","sma","values","ema","wma","bollinger","middle","upper","lower","dev","multiplier","macd","f","s","fast","slow","line","sig","signal","histogram","rsi","kdj","atr","tr","vwap","options","heikinAshi","bars","UNIT_MS","parseTimeframe","timeframe","match","count","unit","bucketStart","shift","tf","months","start","monday","isColumns","resampleBars","columns","get","current","bar","m","result"],"sources":["../../../../../charts/src/engine/trading/indicators.ts"],"sourcesContent":["// Technical indicators on columns of numbers (Float64Array out, NaN while\n// an indicator warms up). 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 type {\n  TradingBar,\n  TradingBarColumns,\n  TradingBarsInput,\n  TradingTimeframe,\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/** Highest value of the window ending at each index */\nconst extremeInto = (\n  src: Values,\n  n: number,\n  p: number,\n  out: Float64Array,\n  from: number,\n  highest: boolean,\n) => {\n  for (let i = from; i < n; i++) {\n    if (i < p - 1) {\n      out[i] = NaN;\n      continue;\n    }\n    let m = highest ? -Infinity : Infinity;\n    for (let k = i - p + 1; k <= i; k++) {\n      const v = src[k];\n      if (!finite(v)) {\n        m = NaN;\n        break;\n      }\n      if (highest ? v > m : v < m) m = v;\n    }\n    out[i] = m;\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 = 0,\n): number => {\n  if (reset === \"none\") return 0;\n  const t = time + utcOffset * 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: number,\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// ------------------------------------------------------- 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 * 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  } = {},\n): Float64Array => {\n  const n = close.length;\n  const out = nanArray(n);\n  vwapInto(\n    high,\n    low,\n    close,\n    volume,\n    options.time ?? null,\n    n,\n    options.reset ?? \"day\",\n    options.utcOffset ?? 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// -------------------------------------------------------------- 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/** 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 = 0,\n): number => {\n  const shift = utcOffset * 60_000;\n  const t = time + shift;\n  if (tf.unit === \"month\") {\n    const date = new Date(t);\n    const months = date.getUTCFullYear() * 12 + date.getUTCMonth();\n    const start = months - (months % tf.count);\n    return Date.UTC(Math.floor(start / 12), start % 12, 1) - shift;\n  }\n  if (tf.count % (7 * DAY) === 0) {\n    // Monday-aligned weeks (the epoch is a Thursday)\n    const monday = 4 * DAY;\n    return Math.floor((t - monday) / tf.count) * tf.count + monday - shift;\n  }\n  return Math.floor(t / tf.count) * tf.count - shift;\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 `utcOffset` minutes); weeks start on\n * Monday. Columns in, columns out (Float64Array).\n */\nexport function resampleBars(\n  bars: readonly TradingBar[],\n  timeframe: TradingTimeframe,\n  utcOffset?: number,\n): TradingBar[];\nexport function resampleBars(\n  bars: TradingBarColumns,\n  timeframe: TradingTimeframe,\n  utcOffset?: number,\n): TradingBarColumns;\nexport function resampleBars(\n  bars: TradingBarsInput,\n  timeframe: TradingTimeframe,\n  utcOffset = 0,\n): TradingBar[] | TradingBarColumns {\n  const tf = parseTimeframe(timeframe);\n  if (!tf) throw new Error(`Invalid timeframe: ${String(timeframe)}`);\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  for (let i = 0; i < n; i++) {\n    const bar = get(i);\n    const start = bucketStart(bar.time, tf, utcOffset);\n    if (!current || start !== current.time) {\n      if (current) out.push(current);\n      current = {\n        time: start,\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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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

@@ -1,4 +1,5 @@
-import { TradingBar, TradingBarColumns, TradingTimeframe } from './types.cjs';
+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;
@@ -17,9 +18,9 @@ export declare const trueRangeInto: (high: Values, low: Values, close: Values, n
 /** 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?: number) => number;
+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: number, out: Float64Array, pv: Float64Array, vol: Float64Array, from?: number) => void;
+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;
@@ -27,6 +28,77 @@ export declare const heikinAshiInto: (open: Values, high: Values, low: Values, c
     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)
@@ -60,13 +132,14 @@ export declare const kdj: (high: Values, low: Values, close: Values, period?: nu
 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);
- * without `time`, a single cumulative average
+ * 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: {
@@ -80,6 +153,96 @@ export declare const heikinAshi: (bars: {
     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";
@@ -89,16 +252,23 @@ export interface ParsedTimeframe {
 }
 /** `"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?: number) => number;
+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 `utcOffset` minutes); weeks start on
- * Monday. Columns in, columns out (Float64Array).
+ * 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, utcOffset?: number): TradingBar[];
-export declare function resampleBars(bars: TradingBarColumns, timeframe: TradingTimeframe, utcOffset?: number): TradingBarColumns;
+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;