openalgo-charts 2.3.1 → 2.4.0

package/dist/index.d.ts

@@ -1,5 +1,5 @@
 /** Library version string. Matches package.json (including locally prepared releases). */
-declare const VERSION = "2.3.1";
+declare const VERSION = "2.4.0";
 /** Returns the current library version. */
 declare function version(): string;
 
@@ -441,6 +441,15 @@ interface Bar {
      * two. Neither is expressible with one colour for the whole series.
      */
     color?: string;
+    /**
+     * Wick colour for this bar alone, over `color`. A study that paints candles
+     * with a translucent body and a solid wick cannot say so with one colour,
+     * and without this a per-bar override always set the two together. Read by
+     * the candle renderers only; absent means the wick follows `color`.
+     */
+    wickColor?: string;
+    /** Border colour for this bar alone, on the same terms as `wickColor`. */
+    borderColor?: string;
 }
 /** A single value point (for line/area/baseline series). */
 interface LinePoint {
@@ -600,6 +609,14 @@ interface SeriesStyle {
      * so whoever builds those readings owns their formatting.
      */
     precision?: number;
+    /**
+     * Draw every point this many bars to the right of the bar it belongs to
+     * (negative: left). The data is untouched and keeps its own times; only the
+     * painted position moves, so the last `barOffset` points of a series land in
+     * the right margin, past the newest bar. Autoscale follows what is drawn in
+     * view. Default 0.
+     */
+    barOffset?: number;
     color?: string;
     lineWidth?: number;
     /** Line dash style for line/step/area/HLC series. Default 'solid'. */
@@ -824,8 +841,13 @@ declare function bestHit(hits: readonly (PrimitiveHit | null)[]): PrimitiveHit |
  * body sits clear of it: `labelUp`'s tail points up so its body hangs below the
  * anchor, `labelDown` is the mirror. Both require `text`.
  */
-type MarkerShape = 'arrowUp' | 'arrowDown' | 'circle' | 'square' | 'triangleUp' | 'triangleDown' | 'diamond' | 'flag' | 'text' | 'labelUp' | 'labelDown';
-type MarkerPosition = 'aboveBar' | 'belowBar' | 'inBar' | 'atPrice';
+type MarkerShape = 'arrowUp' | 'arrowDown' | 'circle' | 'square' | 'triangleUp' | 'triangleDown' | 'diamond' | 'flag' | 'text' | 'labelUp' | 'labelDown' | 'cross' | 'xcross';
+/**
+ * `paneTop` and `paneBottom` pin the glyph to the edge of the plot rather than
+ * to a price, so a squeeze dot or a session flag sits in a fixed row whatever
+ * the scale does. They need no bar under them and no `price`.
+ */
+type MarkerPosition = 'aboveBar' | 'belowBar' | 'inBar' | 'atPrice' | 'paneTop' | 'paneBottom';
 type MarkerSize = 'tiny' | 'small' | 'medium' | 'big';
 interface SeriesMarker {
     time: number;
@@ -1554,7 +1576,13 @@ interface ChartTableOptions {
     /** Column width in media px. A per-column array sizes each one separately. */
     cellWidth: number | readonly number[];
     cellHeight: number;
-    fontSize: number;
+    /**
+     * Type size in media px, or `'auto'` to fit each cell: as large as its row
+     * allows, shrunk until its text also fits its column. A stretched grid with
+     * one long label would otherwise either clip that cell or be sized down as a
+     * whole to suit it.
+     */
+    fontSize: number | 'auto';
     /** Grid line colour. Omit to draw no grid. */
     borderColor?: string;
     borderWidth: number;
@@ -1678,6 +1706,36 @@ type IndicatorInput = {
     default: IndicatorSource;
     group?: string;
     tooltip?: string;
+}
+/**
+ * A timeframe code (`'5m'`, `'1d'`), for a study that folds the chart's bars
+ * up to a coarser interval. A settings UI renders it as a select over the
+ * registered intervals, so the value is always one the engine can bucket by;
+ * a free text box would accept `'5min'` and leave the study computing on a
+ * code it cannot resolve. An empty default means "the chart's own interval".
+ */
+ | {
+    key: string;
+    type: 'interval';
+    label: string;
+    default: string;
+    group?: string;
+    tooltip?: string;
+}
+/**
+ * A wall-clock instant in the chart's zone, written `YYYY-MM-DD HH:MM` (the
+ * time part optional), for an anchor a user picks by date: the start of an
+ * anchored VWAP, an event to measure from. It is carried as that string, not
+ * as UTC seconds, so a layout saved in one zone restores to the same wall
+ * clock in another, and `zonedStringToUtcSeconds` turns it into a bar time.
+ */
+ | {
+    key: string;
+    type: 'time';
+    label: string;
+    default: string;
+    group?: string;
+    tooltip?: string;
 };
 /** Dash pattern for a level, a drawing, or a plot. */
 type IndicatorLineStyle = 'solid' | 'dashed' | 'dotted';
@@ -1734,7 +1792,26 @@ interface IndicatorFillSpec {
     colorDownKey?: string;
     /** 0..1. Defaults to 0.12. */
     opacity?: number;
+    /**
+     * Draw the band on the price pane even though the indicator owns a pane of
+     * its own. The pair with `IndicatorPlot.overlay`: a study can already send
+     * one plot to the candles, and a band between two such plots belongs beside
+     * them rather than in the study pane the fill would otherwise land in.
+     * Ignored for an `'onchart'` descriptor, which is on the price pane already.
+     */
+    overlay?: boolean;
 }
+/**
+ * What `colorParts` answers: a candle plot's colour split three ways, which is
+ * how a study paints a wick in full colour over a translucent body. `body` is
+ * the bar's colour (and the only part a line, histogram or column reads); a
+ * part left undefined falls back to `colorBy`, then to the plot's own colour.
+ */
+type PlotBarColor = {
+    body?: string;
+    wick?: string;
+    border?: string;
+};
 interface IndicatorPlot {
     /** Key into the `calc` result. */
     key: string;
@@ -1772,6 +1849,16 @@ interface IndicatorPlot {
      * Ignored for an `'onchart'` descriptor, which is already on the price pane.
      */
     overlay?: boolean;
+    /**
+     * Draw the column shifted this many bars to the right (negative: left). The
+     * column itself stays one value per bar and `calc` returns exactly what it
+     * always did; only where each value is painted moves. Positive is what a
+     * displaced cloud or a projected channel wants: the last `offset` values land
+     * in the right margin, past the newest candle, where no bar exists to hold
+     * them. It shifts the drawn series only. A fill between two plots with the
+     * same offset follows; the legend reads the value drawn under the cursor.
+     */
+    offset?: number;
     /**
      * Settings key holding this plot's color, so a settings change restyles the
      * series without a full rebuild.
@@ -1812,6 +1899,19 @@ interface IndicatorPlot {
         values: IndicatorValues;
         settings: IndicatorSettings;
     }): string | undefined;
+    /**
+     * Per-bar colour split three ways, for a candle plot whose wick or border
+     * should not follow its body: a solid wick over a translucent body, a
+     * border in the trend colour. Takes precedence over `colorBy` for the parts
+     * it names; a part it leaves undefined falls back to `colorBy`, then to the
+     * plot's own colour. A value plot (line, histogram, column) reads `body` only.
+     */
+    colorParts?(ctx: {
+        value: number;
+        index: number;
+        values: IndicatorValues;
+        settings: IndicatorSettings;
+    }): PlotBarColor | undefined;
 }
 /** A horizontal reference level (RSI 70/30, Stochastic 80/20, a zero line). */
 interface IndicatorLevel {
@@ -1861,6 +1961,17 @@ type IndicatorDrawing = {
     /** Caption drawn on a plate at the centre of the box; `\n` splits lines. */
     text?: string;
     textColor?: string;
+    /**
+     * Detail shown on a plate while the pointer rests on the box, and gone
+     * when it leaves; `\n` splits lines. A zone that carries its size, its
+     * age and what formed it cannot print all of that on the box without
+     * hiding the candles under it, so the caption names it and this explains
+     * it. The box becomes hit-testable, and `id` (or the tooltip text) is
+     * what `subscribeClick` reports for it.
+     */
+    tooltip?: string;
+    /** Hit id, for `subscribeClick`. Defaults to the tooltip text. */
+    id?: string;
 } | {
     kind: 'label';
     at: DrawAnchor;
@@ -1871,6 +1982,10 @@ type IndicatorDrawing = {
     textColor?: string;
     /** Which edge of the plate sits on the anchor. Defaults to 'center'. */
     align?: 'left' | 'center' | 'right';
+    /** Hover detail, as on a box. */
+    tooltip?: string;
+    /** Hit id, for `subscribeClick`. Defaults to the tooltip text. */
+    id?: string;
 } | {
     kind: 'polyline';
     points: readonly DrawAnchor[];
@@ -1952,10 +2067,48 @@ interface IndicatorAlertSpec {
     id: string;
     /** Short human label, e.g. `'MACD crossed up'`. */
     title: string;
-    /** Longer text for a notification; defaults to `title`. */
-    message?: string;
+    /**
+     * Longer text for a notification; defaults to `title`. A function is handed
+     * the same context `when` judged, so the message can carry the bar's own
+     * numbers: the price it crossed at, the histogram reading, a JSON body for a
+     * webhook. It runs only for a bar `when` accepted.
+     */
+    message?: string | ((ctx: IndicatorAlertContext) => string);
     when(ctx: IndicatorAlertContext): boolean;
 }
+/**
+ * Thrown by a `calc` (or any hook) to say its inputs cannot produce a study,
+ * the way a script language's runtime error does: a period at or below zero, a
+ * fast length above the slow one, a benchmark the provider cannot serve.
+ *
+ * Any error out of a recompute is caught by the runtime and published on the
+ * instance's data status as `{ state: 'error' }`, so the chart keeps drawing
+ * every other indicator and a host can show the reason beside this one. This
+ * class exists so a descriptor can throw a **named** condition and a host can
+ * tell a bad input, which the user can fix, from a bug, which they cannot.
+ */
+declare class IndicatorInputError extends Error {
+    constructor(message: string);
+}
+/**
+ * Bars of another instrument or interval, supplied by the host on request.
+ *
+ * The engine is handed one symbol's bars and owns no transport, so a study
+ * that compares against a benchmark, or a Tier-2 provider that needs a second
+ * series, asks the host through this and the host answers from wherever it
+ * keeps history. `from` and `to` are UTC seconds; `signal` is aborted when the
+ * instance is removed or its settings change, so a provider can drop the
+ * request rather than answer into the void.
+ */
+interface IndicatorBarsRequest {
+    symbol: string;
+    exchange?: string;
+    interval: string;
+    from: number;
+    to: number;
+    signal?: AbortSignal;
+}
+type IndicatorBarsProvider = (request: IndicatorBarsRequest) => Promise<readonly Bar[]>;
 /** Payload of the `'indicator:alert'` event on the chart's own bus. */
 interface IndicatorAlertPayload {
     /** Descriptor id, e.g. `'macd'`. */
@@ -2017,6 +2170,13 @@ interface IndicatorAttachContext {
     timezone?(): string;
     /** Chart wall clock in UTC seconds, the same clock the countdown row uses. */
     now?(): number;
+    /**
+     * Ask the host for another instrument's (or interval's) bars. Always present
+     * under `chart.addIndicator`; it rejects when the host has registered no
+     * provider (`chart.setBarsProvider`), so a study can treat the rejection as
+     * "unsupported here" and say so through `setDataStatus`.
+     */
+    requestBars?(request: IndicatorBarsRequest): Promise<readonly Bar[]>;
     /** The pane this instance drew into. Moves when panes are reordered. */
     paneIndex?(): number;
     /** Attach a primitive to this indicator's pane, and detach it again. */
@@ -2656,6 +2816,12 @@ interface IndicatorHost {
     setBarColors?(colors: readonly (string | null)[] | null, owner: string): void;
     /** Emit on the chart's event bus (indicator alerts, and `attach`'s own events). */
     emit?(event: string, payload: unknown): void;
+    /**
+     * Bars of another instrument or interval, from wherever the host keeps its
+     * history. Optional: without it the attach context's `requestBars` rejects,
+     * which a study reads as "not available on this chart".
+     */
+    requestBars?(request: IndicatorBarsRequest): Promise<readonly Bar[]>;
     /**
      * Tick size of the named pane's price scale, or undefined when none is set.
      * Optional so a host predating it still satisfies this interface.
@@ -3775,6 +3941,15 @@ interface ChartOptions {
      * Tune a single pane later via `chart.panes()[n].priceScale.setOptions(...)`.
      */
     priceScale?: Partial<PriceScaleOptions>;
+    /**
+     * Where an indicator gets another instrument's bars. The engine is handed
+     * one symbol's history and owns no transport, so a study that compares
+     * against a benchmark asks through this and the host answers from wherever
+     * it keeps candles. Change it later with `setBarsProvider`. Without one an
+     * indicator's `requestBars` rejects, and the study reports itself
+     * unsupported rather than drawing something invented.
+     */
+    barsProvider?: IndicatorBarsProvider;
     /**
      * Custom time-axis and crosshair label formatter (receives UTC seconds). When
      * omitted, labels use IST (Indian market default). e.g. for UTC:
@@ -4144,6 +4319,7 @@ declare class Chart {
     private _primary;
     private readonly _indicators;
     private _dataContext;
+    private _barsProvider;
     /** Guards indicator recompute against re-entry via its own `series.setData`. */
     private _recomputing;
     private _indicatorsDirty;
@@ -4362,6 +4538,14 @@ declare class Chart {
     getDataContext(): Readonly<ChartDataContext> | undefined;
     /** Clear the previous source bars before changing context, then load the new source. */
     setDataContext(context: ChartDataContext | undefined): void;
+    /**
+     * Register, replace or remove (`null`) the provider indicators reach through
+     * `requestBars`. Read at request time, so an indicator added before the
+     * provider was set is served once one exists.
+     */
+    setBarsProvider(provider: IndicatorBarsProvider | null): void;
+    /** Whether a bars provider is registered, so a host can grey what needs one. */
+    hasBarsProvider(): boolean;
     /** Replace chart-owned branding. Manually attached primitives are independent. */
     setBranding(options: boolean | LogoWatermarkOptions): void;
     /** Host branding options, excluded from saved chart state. */
@@ -6468,6 +6652,16 @@ interface CandleUpdate {
     bar: Bar;
     /** True when this tick started a new interval bar (append vs mutate-in-place). */
     isNew: boolean;
+    /**
+     * True while the bar's open, high, low and volume cover only the ticks this
+     * builder has seen. A bar is provisional when it was opened from a tick
+     * without the builder having streamed the bar before it: a cold start, or a
+     * seed from an older bucket, both of which mean the trades between the
+     * bucket's true open and the first tick seen were missed. The close is still
+     * the latest price. An authoritative bar for the same bucket, from history,
+     * corrects the rest through `reconcile`.
+     */
+    provisional?: boolean;
 }
 declare class CandleBuilder {
     private readonly _opts;
@@ -6475,10 +6669,30 @@ declare class CandleBuilder {
     private _cumAtBarStart;
     private _lastCum;
     private _hasCum;
+    /** The current bar has received at least one tick, so a rollover from it sees the true open. */
+    private _streamed;
+    private _provisional;
     constructor(options?: Partial<CandleBuilderOptions>);
     /** Seed with the last historical bar so the first live tick continues it. */
     seed(lastBar: Bar, cumDayVolumeSoFar?: number): void;
     current(): Bar | null;
+    /** Whether the current bar is provisional; see `CandleUpdate.provisional`. */
+    isProvisional(): boolean;
+    /**
+     * Adopt an authoritative bar for the current bucket, typically the broker's
+     * history for the bar that is still forming.
+     *
+     * A provisional bar takes the authoritative open, because its own is the
+     * first tick this builder happened to see. Every bar takes the union of the
+     * extremes, since both sides observed real prices, and the larger volume,
+     * since volume inside a bar only grows. The close stays with the ticks: a
+     * history snapshot was taken before the request went out, and a price that
+     * jumps backwards on every repair is the one thing a live chart must not do.
+     *
+     * Returns the reconciled bar, or null when the builder holds no bar for that
+     * bucket, in which case the caller decides whether to `seed` instead.
+     */
+    reconcile(authoritative: Bar): Bar | null;
     /** Bucket-start (bar-open) time for a tick, aligned to the session anchor. */
     bucketStart(time: UTCSeconds): UTCSeconds;
     /**
@@ -6509,6 +6723,13 @@ declare class IndicatorDrawings implements IPrimitive {
     private _items;
     private _host;
     private _visible;
+    /**
+     * The labels and boxes that carry an id or a tooltip, where the last frame
+     * put them. Only those are hit-testable: a bare trendline stays under the
+     * pointer as pure ink, so hovering a busy study does not light up a cursor
+     * on every ray it drew.
+     */
+    private _hits;
     attached(host: PrimitiveHost): void;
     detached(): void;
     /** Over the series, under the crosshair: these are annotations on the data. */
@@ -6522,6 +6743,16 @@ declare class IndicatorDrawings implements IPrimitive {
     setItems(items: readonly IndicatorDrawing[]): void;
     setVisible(on: boolean): void;
     draw(ctx: CanvasRenderingContext2D, rc: PrimitiveRenderContext): void;
+    /** Keep a label's or box's rect when it has something to say on hover or click. */
+    private _recordHit;
+    /**
+     * The hovered shape's tooltip, as a plate clear of the shape: above it when
+     * there is room, below it otherwise. Drawn last so it sits over everything
+     * else in the layer, and only while the chart reports the pointer on it, so
+     * it costs nothing on a frame with nothing hovered.
+     */
+    private _drawTooltip;
+    hitTest(x: number, y: number): PrimitiveHit | null;
 }
 
 /**
@@ -6964,6 +7195,17 @@ interface BarSubscriptionOptions {
      */
     onResync?: () => void;
 }
+/** What a live push knows about the bar beyond its values. */
+interface LiveBarMeta {
+    /**
+     * The bar's open, high, low and volume cover only the ticks its builder saw:
+     * it opened the bucket from a tick without having streamed the bar before
+     * it. See `CandleUpdate.provisional`. A consumer holding history for the
+     * same bucket keeps that open and widens the extremes rather than replacing
+     * them.
+     */
+    provisional?: boolean;
+}
 /**
  * Broker-agnostic market-data source. The chart depends only on this.
  * `subscribeBars` is optional: a history-only feed (e.g. `OpenAlgoDataFeed`) omits
@@ -6974,7 +7216,7 @@ interface DataFeed {
     getBarsPage?(req: BarsPageRequest): Promise<BarsPage>;
     /** Read a closed-bar snapshot without initiating a network request. */
     getCachedBars?(req: BarsRequest): Promise<Bar[] | undefined>;
-    subscribeBars?(req: BarsRequest, onBar: (bar: Bar) => void, opts?: BarSubscriptionOptions): UnsubscribeFn;
+    subscribeBars?(req: BarsRequest, onBar: (bar: Bar, meta?: LiveBarMeta) => void, opts?: BarSubscriptionOptions): UnsubscribeFn;
     /**
      * `opts.depthLevel` requests a book depth (broker-dependent: 5/20/30/50).
      * Named on the interface so a caller holding a `DataFeed` can ask for one;
@@ -7081,6 +7323,35 @@ interface DataLoadingOptions {
     maxBars?: number;
     /** Optional history repair cadence. Zero disables polling. */
     pollIntervalMs?: number;
+    /**
+     * Repair the tail when a bar closes, driven by the stream rather than the
+     * clock. A pushed bar that opens a new bucket means the bar before it has
+     * just closed, so one refresh runs `delayMs` later (default 2500 ms), long
+     * enough for a broker's history to have published the close. Nothing fires
+     * while the stream is quiet, so a closed market costs no requests. When the
+     * reply still stops short of the bar that closed, the repair retries
+     * `retries` times (default 2), `retryDelayMs` apart (default 5000 ms).
+     * Off by default.
+     */
+    refreshOnBarClose?: boolean | {
+        delayMs?: number;
+        retries?: number;
+        retryDelayMs?: number;
+    };
+    /**
+     * Refresh at once when a pushed bar skips one or more whole buckets, which
+     * is what a stream leaves behind after a dropped socket, a hidden tab or a
+     * sleeping machine. Needs a fixed-length interval. Off by default.
+     */
+    refreshOnGap?: boolean;
+    /**
+     * How many bars back from the tail a refresh re-fetches. Unset re-fetches
+     * the whole load window on every refresh, which is what polling always did;
+     * a small number turns each repair into a tail request. A gap repair widens
+     * the window to cover the gap. Needs a fixed-length interval; any other
+     * interval keeps the whole window.
+     */
+    refreshWindowBars?: number;
     /** UTC seconds. */
     now?: () => number;
 }
@@ -7109,6 +7380,14 @@ declare class DataLoadingController {
     private _poll;
     private _visible;
     private _destroyed;
+    /** Seconds per bar of the current request, null when the interval is not fixed-length. */
+    private _seconds;
+    /** Bucket whose open is only the first tick a builder saw, until history covers it. */
+    private _provisionalTime;
+    private _repairTimer;
+    private _repairRetries;
+    private _pendingRepair;
+    private readonly _barClose;
     constructor(feed: DataFeed, options?: DataLoadingOptions);
     getState(): DataLoadingSnapshot;
     bars(): readonly Bar[];
@@ -7116,8 +7395,23 @@ declare class DataLoadingController {
     load(req: BarsRequest): Promise<readonly Bar[]>;
     private _load;
     refresh(): Promise<readonly Bar[]>;
-    /** Supply bars from an existing host subscription instead of subscribing twice. */
-    pushBar(value: Bar): void;
+    private _refresh;
+    /**
+     * Supply bars from an existing host subscription instead of subscribing twice.
+     *
+     * `meta.provisional` marks a bar whose open is only the first tick a builder
+     * saw, see `CandleUpdate.provisional`. Pushed onto a bar history already
+     * holds for that bucket, it keeps that bar's open and widens the extremes
+     * instead of replacing them, so a repair that found the true open is not
+     * undone by the next tick.
+     */
+    pushBar(value: Bar, meta?: LiveBarMeta): void;
+    /** The stream opened a bucket: the one before it closed, and any between were skipped. */
+    private _onNewBucket;
+    private _scheduleRepair;
+    /** Run a repair now, or queue one behind the refresh already in flight rather than aborting it. */
+    private _requestRepair;
+    private _clearRepairTimer;
     loadMore(): Promise<readonly Bar[]>;
     private _loadMore;
     setPaused(paused: boolean): void;
@@ -8030,7 +8324,7 @@ declare class OpenAlgoLiveDataFeed implements DataFeed {
      * a `day-delta` builder diffs against the right baseline. Seeding applies to
      * time-bucketed intervals: a count-driven bar cannot resume a historical one.
      */
-    subscribeBars(req: BarsRequest, onBar: (bar: Bar) => void, opts?: BarSubscriptionOptions): UnsubscribeFn;
+    subscribeBars(req: BarsRequest, onBar: (bar: Bar, meta?: LiveBarMeta) => void, opts?: BarSubscriptionOptions): UnsubscribeFn;
     /** A broker may omit the tick timestamp; never bucket at the epoch, use now. */
     private static _tickTime;
     private _candleReader;
@@ -8429,7 +8723,7 @@ declare class BarCache implements DataFeed {
     private _misses;
     private _evictions;
     constructor(feed: DataFeed, options?: BarCacheOptions);
-    subscribeBars?: (req: BarsRequest, onBar: (bar: Bar) => void, ...rest: unknown[]) => UnsubscribeFn;
+    subscribeBars?: (req: BarsRequest, onBar: (bar: Bar, meta?: LiveBarMeta) => void, ...rest: unknown[]) => UnsubscribeFn;
     subscribeDepth?: (req: BarsRequest, onDepth: (depth: MarketDepth) => void, ...rest: unknown[]) => UnsubscribeFn;
     getBarsPage?: (req: BarsPageRequest) => Promise<BarsPage>;
     getBars(req: CachedBarsRequest): Promise<Bar[]>;
@@ -8663,4 +8957,4 @@ declare function lerp(a: number, b: number, t: number): number;
  */
 declare function roundToTick(value: number, step: number): number;
 
-export { ALT_PRESET, type AddSeriesOptions, type AggTick, type AxisChromeOptions, type AxisStyle, BAR_CACHE_VERSION, BUILTIN_COMMANDS, type Bar, BarCache, type BarCacheOptions, type BarCacheStats, type BarCacheStore, type BarSubscriptionOptions, type BarUpdate, type BarsPage, type BarsPageRequest, type BarsRequest, type BrandingChangedEvent, type Bucketing, BuySellButtons, type BuySellButtonsOptions, CHART_STATE_VERSION, type CachedBars, type CachedBarsRequest, type CalendarBucketing, type CalendarUnit, CandleBuilder, type CandleBuilderOptions, type CandleGeometry, type CandleStyle, type CandleTier, type CandleUpdate, Canvas2dBackend, type CanvasLineStyle, type CanvasOptions, Chart, type ChartClickEvent, type ChartDataContext, type ChartDragEndEvent, type ChartDragEvent, type ChartEvent, type ChartEventOptions, type ChartNavigationOptions, type ChartObjectCapabilities, type ChartObjectDefinition, type ChartObjectDrawing, type ChartObjectDrawingSource, type ChartObjectKind, type ChartObjectProvider, type ChartObjectSnapshot, ChartObjects, type ChartObjectsOptions, type ChartOptions, type ChartSettingsColorPairInput, type ChartSettingsInput, type ChartSettingsState, type ChartSettingsTab, type ChartSettingsTabId, type ChartSettingsValue, type ChartSettingsValues, type ChartState, ChartTable, type ChartTableOptions, type ChartTheme, type ChartWatermarkOptions, type ComparisonAlignment, type ComparisonChartHost, ComparisonController, type ComparisonControllerOptions, type ComparisonHandle, type ComparisonMode, type ComparisonOptions, type ComparisonPane, type ContextMenuEvent, type ContextMenuTarget, type ContextMenuTargetKind, type CrosshairMoveEvent, type CrosshairOptions, type CrosshairStyle, type CustomShortcut, DEFAULT_CANDLE_BUILDER_OPTIONS, DEFAULT_CANDLE_STYLE, DEFAULT_CHART_TABLE_OPTIONS, DEFAULT_HISTOGRAM_STYLE, DEFAULT_KEYMAP, DEFAULT_PRICE_SCALE_OPTIONS, DEFAULT_THEME, DEFAULT_TIMEZONE, DEFAULT_TIME_NAVIGATOR_OPTIONS, DEFAULT_TIME_SCALE_OPTIONS, DEFAULT_TRADING_COLORS, DEFAULT_ZOOM_GLIDE_OPTIONS, type DataFeed, DataLayer, DataLoadingController, type DataLoadingOptions, type DataLoadingSnapshot, type DataLoadingStatus, type DataUpdateReason, type DecodedOrder, type DepthLevel, type DoubleClickAction, type DoubleClickEvent, type DrawAnchor, type DrawItem, EventMarkers, type ExportSvgOptions, FakeDataFeed, type FeedScheduler, type FillGradient, type FillPoint, type GridAxisStyle, type GridOptions, type GridStyle, type HistogramStyle, type HistoryLoadingStatus, HistoryRequestPool, type HistoryRequestPoolOptions, INDICATOR_LINE_STYLES, INDICATOR_PLOT_STYLES, INDICATOR_SOURCES, type IPrimitive, type IRenderBackend, IST_OFFSET_SECONDS, type IndexedBar, type IndicatorAlertContext, type IndicatorAlertPayload, type IndicatorAlertSpec, type IndicatorApi, type IndicatorAttachContext, IndicatorBackground, type IndicatorCalcContext, type IndicatorDataChange, type IndicatorDataStatus, type IndicatorDescriptor, type IndicatorDrawing, IndicatorDrawings, IndicatorFill, type IndicatorFillOptions, type IndicatorFillSpec, type IndicatorHost, type IndicatorInput, type IndicatorLevel, type IndicatorLevelContext, type IndicatorLineStyle, type IndicatorPlot, type IndicatorSettings, type IndicatorSource, type IndicatorState, type IndicatorStore, type IndicatorValues, type IntervalBucketing, type IntervalDescriptor, type IntervalParts, InvalidationLevel, type IstParts, type KeymapEntry, LINK_CROSSHAIR_ALPHA, type LateTickPolicy, type LegendField, type LegendStatusData, type LegendStatusLineOptions, type LegendStatusSource, type LegendTitleMode, type LegendValue, type LinePoint, type LinkChart, LinkCrosshair, type LinkDataLayer, LinkGroup, type LinkMemberOptions, type LinkMissingPolicy, type LinkOptions, type LogicalRange, LogoWatermark, type LogoWatermarkOptions, type LtpEvent, type MarkerPosition, type MarkerShape, type MarkerSize, type MarketDepth, type MarketPhase, type MarketPhaseFn, type MaybePromise, type ModeCheck, type OpenAlgoConfig, OpenAlgoDataFeed, type OpenAlgoLiveConfig, OpenAlgoLiveDataFeed, type OpenAlgoTradeConfig, OpenAlgoTradeFeed, type OpenAlgoWsConfig, OpenAlgoWsFeed, type OrderBookSnapshot, type OrderDecodeCode, type OrderDecodeIssue, type OrderDecodeResult, type OrderSide$1 as OrderSide, type OrderType$1 as OrderType, type OrderUpdateEvent, type OriginalTime, PRICE_LEVEL_KINDS, PRICE_SCALE_MODES, Pane, type PaneInvalidation, PaneLegend, type PaneLegendAction, type PaneLegendOptions, type PaneState, type PickHost, type PickKind, type PlaceOrder, type PlotMarginOptions, type PointerInfo, type PointerKind, type PointerModifiers, type PointerSample, type PositionSide, type PriceAxisState, type PriceFormat, type PriceLevelInput, type PriceLevelKind, type PriceLevelQuote, type PriceLevelStyle, type PriceLevelValues, PriceLevels, type PriceLevelsOptions, PriceLine, type PriceLineOptions, type PriceRange, PriceScale, type PriceScaleId, type PriceScaleMode, type PriceScaleOptions, type PriceScaleState, type PrimitiveAnchor, type PrimitiveHit, type PrimitiveHost, type PrimitivePlacement, type PrimitiveRenderContext, type QuarantinedRow, type RawOrder, type RenderBackendFactory, type RenderBackendKind, type RenderDevice, type RendererChoice, type RendererEntry, type RendererFallbackEvent, type RendererFallbackReason, type ReplayChartHost, ReplayController, type ReplayOptions, type ReplayScheduler, ReplayShade, type ReplayShadeOptions, type ReplayState, type ReplayViewport, type ResolvedLinkOptions, type RestoreReport, SCALE_FONT_MAX, SCALE_FONT_MIN, type ScaleCanvasOptions, type SeriesApi, type SeriesDataItem, type SeriesId, type SeriesMarker, SeriesMarkers, type SeriesRenderContext, type SeriesState, type SeriesStyle, type SeriesType, type SessionSpec, type ShortcutListItem, ShortcutManager, type ShortcutManagerOptions, type ShortcutPreset, type ShortcutScope, type ShortcutTriggerEvent, type Size, type SocketFactory, type SocketLike, type SupertrendPoint, SvgContext, type SvgContextOptions, SvgLinearGradient, type TableCell, type TablePosition, TextWatermark, type TextWatermarkOptions, type Tick, TickBarAggregator, type TickBarOptions, type TickCountBucketing, type TickMarkType, type TickTimeframe, TimeNavigator, type TimeNavigatorAction, type TimeNavigatorOptions, TimeScale, type TimeScaleOp, type TimeScaleOptions, type TradeFeed, type TradeMarkerVariant, TradeMarkersPrimitive, type TradingColors, TradingController, type TradingHost, type TradingLineStyle, type TradingLineVariant, type TradingOrder, type TradingOrderSide, type TradingOrderType, type TradingPosition, type TradingSettings, type TradingSyncPayload, type TradingTrade, type UTCSeconds, UnknownIntervalError, type UnsubscribeFn, VERSION, type VolumeBucketing, type VolumeMode, type WatermarkPosition, type Whitespace, type WsClientWarning, type WsControlMessage, type WsMode, type WsState, type ZOrder, type ZonedParts, type ZonedPeriod, type ZoomAnchor, ZoomGlide, type ZoomGlideOptions, addComparison, alignToPrimary, applyChartSettings, atr, autoscaleRange, backendDegradation, backoffDelayMs, barCacheKey, barCloseSec, beginPick, bestHit, bitmapSize, bucketStartOf, calendarPeriodFlags, candleGeometry, candleTier, chartSettingsSchema, clamp, classifyAuthAck, compactVolume, comparisonController, computePriceLevels, conflateBars, conflateItems, conflationGroupSize, createChart, createLinkGroup, createRenderBackend, darkTheme, dashPattern, decodeOrder, drawLabel, drawShape, effectiveMarkerPx, ema, emaSeries, epochMsToUtcSeconds, eventToCombo, followerIndex, followerRange, formatCombo, formatIstCrosshairLabel, formatIstDate, formatIstTime, formatIstTimeSeconds, formatSubscribe, formatUnsubscribe, formatZonedCrosshairLabel, formatZonedDate, formatZonedTime, formatZonedTimeSeconds, fromGradient, generateBars, getChartType, getIndicator, hasIndicator, inSessionAt, indicatorDefaults, indicatorStyleInputs, intervalParts, intervalToSeconds, isDailyInterval, isIntradayInterval, isKnownInterval, isNewIstDay, isNewZonedDay, isNewZonedMonth, isNewZonedPeriod, isNewZonedQuarter, isNewZonedWeek, isNewZonedYear, isRebasing, isReservedCombo, isSecondsInterval, isTickInterval, isTimeBucketed, isValidCombo, isValidTimezone, isWhitespace, istStringToUtcSeconds, lastPriceLevelFromSeriesStyle, lerp, lightTheme, mapHistoryResponse, mapOrder, mapOrderStatus, mapPosition, markerSizePx, mergeBars, nextBucketStart, niceTicks, normalizeCombo, optimalBarWidth, parseCombo, parseMessage, parseSessionSpec, parseTopic, plotStyleKeys, precisionForStep, readChartSettings, readSequence, registerChartType, registerIndicator, registerInterval, registerRenderBackend, registeredChartTypes, registeredIndicators, registeredIntervals, registeredRenderBackends, resolveCrosshairStyle, resolveGridStyle, resolveInterval, resolvePlotMargins, resolveRenderBackend, resolveScaleStyle, roundToTick, rowTimeToUtcSeconds, rsi, rsiSeries, seriesStyleForLastPriceLevel, sessionFlags, sessionStartFlags, sessionStartIndices, sharedHistoryRequests, snapToDevicePixel, sourceValue, sourceValues, startOfZonedDay, startOfZonedMonth, startOfZonedWeek, supertrend, supertrendSeries, tableOrigin, toBar, trueRange, tryResolveInterval, unregisterInterval, unregisterRenderBackend, utcSecondsToIstDateString, utcSecondsToIstParts, utcSecondsToZonedDateString, utcSecondsToZonedParts, version, verticalGradient, watermarkRect, withAlpha, withBarCache, zoneOffsetSeconds, zonedDayIndex, zonedStringToUtcSeconds, zonedWallClockToUtcSeconds, zonedWeekIndex };
+export { ALT_PRESET, type AddSeriesOptions, type AggTick, type AxisChromeOptions, type AxisStyle, BAR_CACHE_VERSION, BUILTIN_COMMANDS, type Bar, BarCache, type BarCacheOptions, type BarCacheStats, type BarCacheStore, type BarSubscriptionOptions, type BarUpdate, type BarsPage, type BarsPageRequest, type BarsRequest, type BrandingChangedEvent, type Bucketing, BuySellButtons, type BuySellButtonsOptions, CHART_STATE_VERSION, type CachedBars, type CachedBarsRequest, type CalendarBucketing, type CalendarUnit, CandleBuilder, type CandleBuilderOptions, type CandleGeometry, type CandleStyle, type CandleTier, type CandleUpdate, Canvas2dBackend, type CanvasLineStyle, type CanvasOptions, Chart, type ChartClickEvent, type ChartDataContext, type ChartDragEndEvent, type ChartDragEvent, type ChartEvent, type ChartEventOptions, type ChartNavigationOptions, type ChartObjectCapabilities, type ChartObjectDefinition, type ChartObjectDrawing, type ChartObjectDrawingSource, type ChartObjectKind, type ChartObjectProvider, type ChartObjectSnapshot, ChartObjects, type ChartObjectsOptions, type ChartOptions, type ChartSettingsColorPairInput, type ChartSettingsInput, type ChartSettingsState, type ChartSettingsTab, type ChartSettingsTabId, type ChartSettingsValue, type ChartSettingsValues, type ChartState, ChartTable, type ChartTableOptions, type ChartTheme, type ChartWatermarkOptions, type ComparisonAlignment, type ComparisonChartHost, ComparisonController, type ComparisonControllerOptions, type ComparisonHandle, type ComparisonMode, type ComparisonOptions, type ComparisonPane, type ContextMenuEvent, type ContextMenuTarget, type ContextMenuTargetKind, type CrosshairMoveEvent, type CrosshairOptions, type CrosshairStyle, type CustomShortcut, DEFAULT_CANDLE_BUILDER_OPTIONS, DEFAULT_CANDLE_STYLE, DEFAULT_CHART_TABLE_OPTIONS, DEFAULT_HISTOGRAM_STYLE, DEFAULT_KEYMAP, DEFAULT_PRICE_SCALE_OPTIONS, DEFAULT_THEME, DEFAULT_TIMEZONE, DEFAULT_TIME_NAVIGATOR_OPTIONS, DEFAULT_TIME_SCALE_OPTIONS, DEFAULT_TRADING_COLORS, DEFAULT_ZOOM_GLIDE_OPTIONS, type DataFeed, DataLayer, DataLoadingController, type DataLoadingOptions, type DataLoadingSnapshot, type DataLoadingStatus, type DataUpdateReason, type DecodedOrder, type DepthLevel, type DoubleClickAction, type DoubleClickEvent, type DrawAnchor, type DrawItem, EventMarkers, type ExportSvgOptions, FakeDataFeed, type FeedScheduler, type FillGradient, type FillPoint, type GridAxisStyle, type GridOptions, type GridStyle, type HistogramStyle, type HistoryLoadingStatus, HistoryRequestPool, type HistoryRequestPoolOptions, INDICATOR_LINE_STYLES, INDICATOR_PLOT_STYLES, INDICATOR_SOURCES, type IPrimitive, type IRenderBackend, IST_OFFSET_SECONDS, type IndexedBar, type IndicatorAlertContext, type IndicatorAlertPayload, type IndicatorAlertSpec, type IndicatorApi, type IndicatorAttachContext, IndicatorBackground, type IndicatorBarsProvider, type IndicatorBarsRequest, type IndicatorCalcContext, type IndicatorDataChange, type IndicatorDataStatus, type IndicatorDescriptor, type IndicatorDrawing, IndicatorDrawings, IndicatorFill, type IndicatorFillOptions, type IndicatorFillSpec, type IndicatorHost, type IndicatorInput, IndicatorInputError, type IndicatorLevel, type IndicatorLevelContext, type IndicatorLineStyle, type IndicatorPlot, type IndicatorSettings, type IndicatorSource, type IndicatorState, type IndicatorStore, type IndicatorValues, type IntervalBucketing, type IntervalDescriptor, type IntervalParts, InvalidationLevel, type IstParts, type KeymapEntry, LINK_CROSSHAIR_ALPHA, type LateTickPolicy, type LegendField, type LegendStatusData, type LegendStatusLineOptions, type LegendStatusSource, type LegendTitleMode, type LegendValue, type LinePoint, type LinkChart, LinkCrosshair, type LinkDataLayer, LinkGroup, type LinkMemberOptions, type LinkMissingPolicy, type LinkOptions, type LiveBarMeta, type LogicalRange, LogoWatermark, type LogoWatermarkOptions, type LtpEvent, type MarkerPosition, type MarkerShape, type MarkerSize, type MarketDepth, type MarketPhase, type MarketPhaseFn, type MaybePromise, type ModeCheck, type OpenAlgoConfig, OpenAlgoDataFeed, type OpenAlgoLiveConfig, OpenAlgoLiveDataFeed, type OpenAlgoTradeConfig, OpenAlgoTradeFeed, type OpenAlgoWsConfig, OpenAlgoWsFeed, type OrderBookSnapshot, type OrderDecodeCode, type OrderDecodeIssue, type OrderDecodeResult, type OrderSide$1 as OrderSide, type OrderType$1 as OrderType, type OrderUpdateEvent, type OriginalTime, PRICE_LEVEL_KINDS, PRICE_SCALE_MODES, Pane, type PaneInvalidation, PaneLegend, type PaneLegendAction, type PaneLegendOptions, type PaneState, type PickHost, type PickKind, type PlaceOrder, type PlotBarColor, type PlotMarginOptions, type PointerInfo, type PointerKind, type PointerModifiers, type PointerSample, type PositionSide, type PriceAxisState, type PriceFormat, type PriceLevelInput, type PriceLevelKind, type PriceLevelQuote, type PriceLevelStyle, type PriceLevelValues, PriceLevels, type PriceLevelsOptions, PriceLine, type PriceLineOptions, type PriceRange, PriceScale, type PriceScaleId, type PriceScaleMode, type PriceScaleOptions, type PriceScaleState, type PrimitiveAnchor, type PrimitiveHit, type PrimitiveHost, type PrimitivePlacement, type PrimitiveRenderContext, type QuarantinedRow, type RawOrder, type RenderBackendFactory, type RenderBackendKind, type RenderDevice, type RendererChoice, type RendererEntry, type RendererFallbackEvent, type RendererFallbackReason, type ReplayChartHost, ReplayController, type ReplayOptions, type ReplayScheduler, ReplayShade, type ReplayShadeOptions, type ReplayState, type ReplayViewport, type ResolvedLinkOptions, type RestoreReport, SCALE_FONT_MAX, SCALE_FONT_MIN, type ScaleCanvasOptions, type SeriesApi, type SeriesDataItem, type SeriesId, type SeriesMarker, SeriesMarkers, type SeriesRenderContext, type SeriesState, type SeriesStyle, type SeriesType, type SessionSpec, type ShortcutListItem, ShortcutManager, type ShortcutManagerOptions, type ShortcutPreset, type ShortcutScope, type ShortcutTriggerEvent, type Size, type SocketFactory, type SocketLike, type SupertrendPoint, SvgContext, type SvgContextOptions, SvgLinearGradient, type TableCell, type TablePosition, TextWatermark, type TextWatermarkOptions, type Tick, TickBarAggregator, type TickBarOptions, type TickCountBucketing, type TickMarkType, type TickTimeframe, TimeNavigator, type TimeNavigatorAction, type TimeNavigatorOptions, TimeScale, type TimeScaleOp, type TimeScaleOptions, type TradeFeed, type TradeMarkerVariant, TradeMarkersPrimitive, type TradingColors, TradingController, type TradingHost, type TradingLineStyle, type TradingLineVariant, type TradingOrder, type TradingOrderSide, type TradingOrderType, type TradingPosition, type TradingSettings, type TradingSyncPayload, type TradingTrade, type UTCSeconds, UnknownIntervalError, type UnsubscribeFn, VERSION, type VolumeBucketing, type VolumeMode, type WatermarkPosition, type Whitespace, type WsClientWarning, type WsControlMessage, type WsMode, type WsState, type ZOrder, type ZonedParts, type ZonedPeriod, type ZoomAnchor, ZoomGlide, type ZoomGlideOptions, addComparison, alignToPrimary, applyChartSettings, atr, autoscaleRange, backendDegradation, backoffDelayMs, barCacheKey, barCloseSec, beginPick, bestHit, bitmapSize, bucketStartOf, calendarPeriodFlags, candleGeometry, candleTier, chartSettingsSchema, clamp, classifyAuthAck, compactVolume, comparisonController, computePriceLevels, conflateBars, conflateItems, conflationGroupSize, createChart, createLinkGroup, createRenderBackend, darkTheme, dashPattern, decodeOrder, drawLabel, drawShape, effectiveMarkerPx, ema, emaSeries, epochMsToUtcSeconds, eventToCombo, followerIndex, followerRange, formatCombo, formatIstCrosshairLabel, formatIstDate, formatIstTime, formatIstTimeSeconds, formatSubscribe, formatUnsubscribe, formatZonedCrosshairLabel, formatZonedDate, formatZonedTime, formatZonedTimeSeconds, fromGradient, generateBars, getChartType, getIndicator, hasIndicator, inSessionAt, indicatorDefaults, indicatorStyleInputs, intervalParts, intervalToSeconds, isDailyInterval, isIntradayInterval, isKnownInterval, isNewIstDay, isNewZonedDay, isNewZonedMonth, isNewZonedPeriod, isNewZonedQuarter, isNewZonedWeek, isNewZonedYear, isRebasing, isReservedCombo, isSecondsInterval, isTickInterval, isTimeBucketed, isValidCombo, isValidTimezone, isWhitespace, istStringToUtcSeconds, lastPriceLevelFromSeriesStyle, lerp, lightTheme, mapHistoryResponse, mapOrder, mapOrderStatus, mapPosition, markerSizePx, mergeBars, nextBucketStart, niceTicks, normalizeCombo, optimalBarWidth, parseCombo, parseMessage, parseSessionSpec, parseTopic, plotStyleKeys, precisionForStep, readChartSettings, readSequence, registerChartType, registerIndicator, registerInterval, registerRenderBackend, registeredChartTypes, registeredIndicators, registeredIntervals, registeredRenderBackends, resolveCrosshairStyle, resolveGridStyle, resolveInterval, resolvePlotMargins, resolveRenderBackend, resolveScaleStyle, roundToTick, rowTimeToUtcSeconds, rsi, rsiSeries, seriesStyleForLastPriceLevel, sessionFlags, sessionStartFlags, sessionStartIndices, sharedHistoryRequests, snapToDevicePixel, sourceValue, sourceValues, startOfZonedDay, startOfZonedMonth, startOfZonedWeek, supertrend, supertrendSeries, tableOrigin, toBar, trueRange, tryResolveInterval, unregisterInterval, unregisterRenderBackend, utcSecondsToIstDateString, utcSecondsToIstParts, utcSecondsToZonedDateString, utcSecondsToZonedParts, version, verticalGradient, watermarkRect, withAlpha, withBarCache, zoneOffsetSeconds, zonedDayIndex, zonedStringToUtcSeconds, zonedWallClockToUtcSeconds, zonedWeekIndex };

package/dist/indicators/index.d.ts

@@ -1,4 +1,4 @@
-import { IndicatorDescriptor, ChartDataContext, IndicatorSettings, Bar, IndicatorInput, IndicatorPlot, IndicatorLevel } from 'openalgo-charts';
+import { IndicatorDescriptor, ChartDataContext, IndicatorSettings, Bar, IndicatorBarsRequest, IndicatorInput, IndicatorPlot, IndicatorValues, IndicatorStore, IndicatorCalcContext, IndicatorLevel } from 'openalgo-charts';
 
 declare const SMA: IndicatorDescriptor;
 declare const WMA: IndicatorDescriptor;
@@ -1106,6 +1106,12 @@ interface Tier2Context {
     /** UTC seconds of the first and last source bar (0 when there are none). */
     from: number;
     to: number;
+    /**
+     * The host's bar provider, when the runtime supplies one, so a `fetch` that
+     * needs another instrument's candles asks the host rather than carrying its
+     * own transport and credentials. Rejects when the host registered none.
+     */
+    requestBars?(request: IndicatorBarsRequest): Promise<readonly Bar[]>;
 }
 interface Tier2Descriptor {
     id: string;
@@ -1114,6 +1120,22 @@ interface Tier2Descriptor {
     placement: 'onchart' | 'pane';
     inputs: readonly IndicatorInput[];
     plots: readonly IndicatorPlot[];
+    /**
+     * External columns to align besides the plots, by key. A point may carry
+     * more than what is drawn: a benchmark close that `calc` divides by, an
+     * open-interest figure a ratio is built from. Anything not named here or in
+     * `plots` is dropped at alignment.
+     */
+    series?: readonly string[];
+    /**
+     * Combine the aligned external columns with the chart's own bars. Without
+     * it the aligned columns are the result, one per plot, exactly as before.
+     * With it, `external` holds every plot and `series` key aligned onto the
+     * bars (last-known-value, `null` before the first point), and the return is
+     * what the plots draw: a relative strength, a beta, a spread. Pure in its
+     * arguments, like any `calc`.
+     */
+    calc?(bars: readonly Bar[], external: IndicatorValues, settings: Readonly<IndicatorSettings>, store: IndicatorStore, ctx?: IndicatorCalcContext): IndicatorValues;
     /** A host/provider can explicitly decline data it cannot supply. */
     supports?(ctx: Tier2Context): boolean;
     /** Load the series for the current window. */
@@ -1150,6 +1172,61 @@ interface Tier2Descriptor {
  */
 declare function createTier2Indicator(d: Tier2Descriptor): IndicatorDescriptor;
 
+/**
+ * A higher-timeframe view of the chart's own bars, one value per source bar.
+ *
+ * A study written for a script language asks for the daily high on a 5-minute
+ * chart and gets a column the same length as the chart. The engine has no
+ * such call, and every port that needed one folded the bars by hand, each a
+ * little differently: some anchored an hourly bucket to midnight and some to
+ * the session open, some read the bucket as it stood and some read its final
+ * values. This is the one fold, with the three readings named:
+ *
+ * - `offset: 0` (the default) reads the bucket **as it stood at that bar**:
+ *   its open so far, high and low so far, the bar's own close, volume so far.
+ *   It is what the live bar sees and it never uses a later bar.
+ * - `offset: k` reads the bucket that completed `k` buckets before, held
+ *   constant across the current one. The classic non-repainting reference,
+ *   `close[1]` on the higher timeframe.
+ * - `lookahead: true` reads the current bucket's **final** values on every one
+ *   of its bars. It uses bars that had not happened yet, which is what the
+ *   source it is porting did; it is here so that can be reproduced, not
+ *   recommended.
+ *
+ * Buckets follow the chart's calendar: a day is a day in `timezone`, a week
+ * starts on Monday there, and a sub-day interval is anchored to the epoch, or
+ * to the session open when `session` is given, which is how an exchange cuts
+ * its hourly bars.
+ */
+
+interface SecurityOptions {
+    /** The calendar the buckets are cut in. Defaults to the shipped default zone. */
+    timezone?: string;
+    /** Read each bucket's final values on all of its bars. Default false. */
+    lookahead?: boolean;
+    /** Read the bucket completed this many buckets ago. Default 0, the current one. */
+    offset?: number;
+    /**
+     * A session window, `'0915-1530'`, that anchors sub-day buckets to the
+     * session open instead of the epoch. Without it a 30-minute bucket on a
+     * 09:15 open runs 09:00 to 09:30; with it, 09:15 to 09:45.
+     */
+    session?: string;
+}
+interface SecuritySeries {
+    open: (number | null)[];
+    high: (number | null)[];
+    low: (number | null)[];
+    close: (number | null)[];
+    /** Null on a bucket none of whose bars carried volume. */
+    volume: (number | null)[];
+    /** Time of the first source bar in the bucket being read, UTC seconds. */
+    bucketStart: (number | null)[];
+    /** True on the first source bar of each bucket. */
+    isNew: boolean[];
+}
+declare function securitySeries(bars: readonly Bar[], interval: string, options?: SecurityOptions): SecuritySeries;
+
 declare const INDICATORS_TIER: "indicators";
 /** Every built-in descriptor, in picker order. */
 declare const BUILTIN_INDICATORS: readonly IndicatorDescriptor[];
@@ -1160,4 +1237,4 @@ declare const BUILTIN_INDICATORS: readonly IndicatorDescriptor[];
  */
 declare function registerBuiltinIndicators(): void;
 
-export { ADAPTIVE_INDICATORS, ADL, ADX, ALLIGATOR, ALMA, ALPHATREND, AROON, AROON_OSCILLATOR, ATR, AVERAGE_DAILY_RANGE, AVERAGE_INDICATORS, AWESOME_OSCILLATOR, BALANCE_OF_POWER, BB_TREND, BOLLINGER, BOLLINGER_BANDWIDTH, BOLLINGER_PERCENT_B, BUILTIN_INDICATORS, CCI, CHAIKIN_MONEY_FLOW, CHAIKIN_OSCILLATOR, CHAIKIN_VOLATILITY, CHANDELIER_EXIT, CHANDE_KROLL_STOP, CHANDE_MOMENTUM, CHOPPINESS_INDEX, CHOP_ZONE, CONNORS_RSI, CONSOLIDATION_BREAKOUT, COPPOCK_CURVE, CPR, DEMA, DONCHIAN, DPO, EASE_OF_MOVEMENT, ELDER_FORCE_INDEX, EMA, ENVELOPE, FISHER_TRANSFORM, FLOW_INDICATORS, HALFTREND, HISTORICAL_VOLATILITY, HMA, HULL_SUITE, ICHIMOKU, INDEX_INDICATORS, INDICATORS_TIER, KAMA, KELTNER_CHANNEL, KLINGER_OSCILLATOR, KNOW_SURE_THING, LINREG_SLOPE, LSMA, MACD, MASS_INDEX, MA_CHANNEL, MA_CROSS, MA_RIBBON, MCGINLEY_DYNAMIC, MEDIAN, MFI, MOMENTUM, NET_VOLUME, NVI, OBV, OSCILLATOR_INDICATORS, OVERLAY_INDICATORS, PARABOLIC_SAR, PPO, PVI, PVO, PVT, RANGE_ANALYSIS, RANGE_INDICATORS, RELATIVE_VIGOR_INDEX, RELATIVE_VOLATILITY_INDEX, ROC, RSI, RSI_DIVERGENCE, SEASONALITY, SEASONALITY_INDICATORS, SIGNAL_INDICATORS, SMA, SMI, SMI_ERGODIC_INDICATOR, SMI_ERGODIC_OSCILLATOR, SMMA, SPECIAL_K, STANDARD_DEVIATION, STANDARD_ERROR, STANDARD_ERROR_BANDS, STOCHASTIC, STOCHASTIC_RSI, STRENGTH_INDICATORS, STUDY_INDICATORS, SUPERTREND, T3, TEMA, TREND_STRENGTH_INDEX, TRIX, TSI, TWAP, type Tier2Context, type Tier2Descriptor, type Tier2Point, ULCER_INDEX, ULTIMATE_OSCILLATOR, VOLATILITY_INDICATORS, VOLATILITY_STOP, VOLUME, VORTEX, VWAP, VWMA, WAVETREND, WAVETREND_INDICATORS, WILLIAMS_FRACTALS, WILLIAMS_PERCENT_R, WILLIAMS_VIX_FIX, WMA, WOODIES_CCI, alma, barsSince, cci, change, connorsStreak, correlation, createTier2Indicator, cumulative, dev, highest, highestBars, linreg, lowest, lowestBars, nulls, percentRank, percentileNearestRank, pivotHigh, pivotLow, registerBuiltinIndicators, rma, roc, rollingSum, sma, smaSeededEma, stdev, stoch, swma, valueWhen, vwma, wma };
+export { ADAPTIVE_INDICATORS, ADL, ADX, ALLIGATOR, ALMA, ALPHATREND, AROON, AROON_OSCILLATOR, ATR, AVERAGE_DAILY_RANGE, AVERAGE_INDICATORS, AWESOME_OSCILLATOR, BALANCE_OF_POWER, BB_TREND, BOLLINGER, BOLLINGER_BANDWIDTH, BOLLINGER_PERCENT_B, BUILTIN_INDICATORS, CCI, CHAIKIN_MONEY_FLOW, CHAIKIN_OSCILLATOR, CHAIKIN_VOLATILITY, CHANDELIER_EXIT, CHANDE_KROLL_STOP, CHANDE_MOMENTUM, CHOPPINESS_INDEX, CHOP_ZONE, CONNORS_RSI, CONSOLIDATION_BREAKOUT, COPPOCK_CURVE, CPR, DEMA, DONCHIAN, DPO, EASE_OF_MOVEMENT, ELDER_FORCE_INDEX, EMA, ENVELOPE, FISHER_TRANSFORM, FLOW_INDICATORS, HALFTREND, HISTORICAL_VOLATILITY, HMA, HULL_SUITE, ICHIMOKU, INDEX_INDICATORS, INDICATORS_TIER, KAMA, KELTNER_CHANNEL, KLINGER_OSCILLATOR, KNOW_SURE_THING, LINREG_SLOPE, LSMA, MACD, MASS_INDEX, MA_CHANNEL, MA_CROSS, MA_RIBBON, MCGINLEY_DYNAMIC, MEDIAN, MFI, MOMENTUM, NET_VOLUME, NVI, OBV, OSCILLATOR_INDICATORS, OVERLAY_INDICATORS, PARABOLIC_SAR, PPO, PVI, PVO, PVT, RANGE_ANALYSIS, RANGE_INDICATORS, RELATIVE_VIGOR_INDEX, RELATIVE_VOLATILITY_INDEX, ROC, RSI, RSI_DIVERGENCE, SEASONALITY, SEASONALITY_INDICATORS, SIGNAL_INDICATORS, SMA, SMI, SMI_ERGODIC_INDICATOR, SMI_ERGODIC_OSCILLATOR, SMMA, SPECIAL_K, STANDARD_DEVIATION, STANDARD_ERROR, STANDARD_ERROR_BANDS, STOCHASTIC, STOCHASTIC_RSI, STRENGTH_INDICATORS, STUDY_INDICATORS, SUPERTREND, type SecurityOptions, type SecuritySeries, T3, TEMA, TREND_STRENGTH_INDEX, TRIX, TSI, TWAP, type Tier2Context, type Tier2Descriptor, type Tier2Point, ULCER_INDEX, ULTIMATE_OSCILLATOR, VOLATILITY_INDICATORS, VOLATILITY_STOP, VOLUME, VORTEX, VWAP, VWMA, WAVETREND, WAVETREND_INDICATORS, WILLIAMS_FRACTALS, WILLIAMS_PERCENT_R, WILLIAMS_VIX_FIX, WMA, WOODIES_CCI, alma, barsSince, cci, change, connorsStreak, correlation, createTier2Indicator, cumulative, dev, highest, highestBars, linreg, lowest, lowestBars, nulls, percentRank, percentileNearestRank, pivotHigh, pivotLow, registerBuiltinIndicators, rma, roc, rollingSum, securitySeries, sma, smaSeededEma, stdev, stoch, swma, valueWhen, vwma, wma };