openalgo-script 0.7.0 → 0.7.2

package/CHANGELOG.md

@@ -7,6 +7,61 @@ nothing, fails the build before it can become permanent.
 
 ---
 
+## 0.7.2
+
+Running totals in both engines now survive one overflowing bar. `pvt` added its
+per-bar term without checking it, so a price change, proportion or product that
+overflowed stored an infinite total and every later reading was absent. `vwap`
+and `vwapAnchor` did the same with an overflowing price times volume. Such a term
+is now absent: that bar reads `none` and the total carries on from the bar
+before it, as the specification's per-operation rule and its running-total rule
+require together. Closes of 1, 1e308, -1e308, 2 and 3 on a volume of 1 now give
+`pvt` readings of `none`, 1e308, `none`, 1e308 and 1e308, where 0.7.1 gave
+`none` from the third bar on.
+
+Two neighbouring readings change with it. `vwap` and `vwapAnchor` read `none`,
+not an exact zero, while their volume total has overflowed, until the next anchor
+or session starts it again. `ad`, `adOsc` and `cmf` treat a bar whose high to low
+span overflows as absent instead of adding a zero term for it, so `ad` reads
+`none` on that bar and `cmf` on the windows that hold it. A total that overflows
+although its term was finite is still kept, and its readings stay `none`, as
+before. Section 20.6 of the library specification now says both rules in so many
+words.
+
+Both engines were wrong in the same way, which is why exact agreement between
+them never showed it. Independent expected results now cover every case above,
+through compiled programs, forming-bar updates and restored checkpoints, and new
+conformance cases pin the specified values. The strict numerical gates
+compare 1,504,962 accepted calls with no differing bits or absent values, and
+the library vectors for ordinary inputs are unchanged.
+
+Separately, the TypeScript engine read `cmf` as `none` on any window whose volume sums
+below zero; the Python engine divided, as the rule that a ratio is absent only
+where its divisor is zero requires. Both now divide, and a fifth conformance case
+pins it.
+
+Upgrade both packages together. No source migration or compiled-format change
+is required. Recompute stored `pvt`, `vwap`, `vwapAnchor`, `ad`, `adOsc` or `cmf`
+results over data whose prices, volumes or their products come near the largest
+finite number.
+
+## 0.7.1
+
+Python's ADX now normalizes a selected overflowing directional movement to
+absence before smoothing it. An overflow before seeding no longer prevents a
+later valid seed, and an overflow after seeding no longer poisons the recurrence.
+The raw direction comparison and tie rules are unchanged. This corrects a
+Python-only discrepancy found after 0.7.0 was published; ordinary finite-input
+vectors are unchanged.
+
+Compiled histories, forming-bar replacements and independent expected results
+cover both directions, missing inputs, competing movements and positive ties.
+The expanded numerical gates compare 1,504,918 accepted calls with no differing
+bits or absent values. These finite corpora do not exhaust every input history.
+
+Upgrade both packages together. No source migration or compiled-format change
+is required; recompute stored ADX results affected by overflowing movements.
+
 ## 0.7.0
 
 Both engines now pass exact numerical comparisons for all 116 scalar and

package/README.md

@@ -26,7 +26,7 @@ execution; see [Phase 6](./ROADMAP.md#phase-6-the-second-engine-and-live-running
 
 ## Status
 
-**`0.7.0` runs studies, backtests strategies, draws a strategy on a chart,
+**`0.7.2` runs studies, backtests strategies, draws a strategy on a chart,
 imports scripts from another chart language, and ships the language
 intelligence an editor needs.** The Python engine is on PyPI
 as `openscript`, at the same version, and the two are released together.
@@ -45,7 +45,16 @@ examples on every run rather than asserting it in a page. Two records can be put
 beside each other, and a pair over different bars is reported incomparable
 instead of being subtracted into a table that reads like a result.
 
-**New in `0.7.0`:** the two engines pass exact numerical comparisons across
+**New in `0.7.2`:** in both engines, one bar whose term overflows no longer
+ends `pvt`, `vwap` or `vwapAnchor` for good, and no longer counts as a false
+zero in `ad`, `adOsc` or `cmf`. That bar reads `none` and later bars carry on.
+Ordinary vectors and the compiled format are unchanged. Upgrade both packages
+together.
+
+`0.7.1` made Python's ADX recover from overflowing directional movements with
+the same values as the JavaScript engine.
+
+The `0.7.0` numerical work established exact comparisons across
 all 116 scalar and stateful numerical signatures. Portable elementary kernels,
 changing-window corrections and checkpoint tests remove confirmed numerical
 deviations. Compiled cases also cover numeric arrays and conversions. Upgrade
@@ -107,7 +116,7 @@ first thing a stranger reads:
   corroborating implementation, not a result. That is why no conformance badge
   is shown here, though `npm run badge` will make one for an engine that passes.
 
-The version is `0.7.0` rather than `1.0` because of that list. The studies
+The version is `0.7.2` rather than `1.0` because of that list. The studies
 surface is the part that is finished, and it is the part to build on.
 
 `ROADMAP.md` says what each phase owes before it is allowed to finish. The

package/dist/core/stdlib/volume/accumulation.d.ts

@@ -10,6 +10,14 @@
  * A running total is the one thing a lookback cannot stand in for, so each of
  * these carries its total in the state region rather than in a closure: that is
  * what lets an engine roll one back with the rest of a moving bar's state.
+ *
+ * A bar's term is checked after every operation that forms it
+ * (`compiled-program.md` section 3.1), and a term that is not finite is an absent
+ * term: the bar is absent and the total is left where it was, so one overflowing
+ * bar costs its own reading and nothing after it. A total that overflows although
+ * its term was finite is kept as the arithmetic produced it, and every later
+ * reading is absent, which is what `stdlib.md` section 20.6 says of every running
+ * total there.
  */
 import type { Bar, StateRecord, Tail, Value } from '../values/index.js';
 /**
@@ -19,6 +27,12 @@ import type { Bar, StateRecord, Tail, Value } from '../values/index.js';
  * A bar whose high and low are equal has no position inside it to report, and
  * the settled treatment is that such a bar contributes nothing rather than
  * ending the running total.
+ *
+ * A span that overflows is not that bar. It is absent (`compiled-program.md`
+ * section 3.1), and so is the term, because the one later step that could hide
+ * it is this division: a finite numerator over an infinite span is an exact
+ * zero, a term for a bar whose position was never computed. Every other step
+ * that overflows stays non-finite to the end and the last check catches it.
  */
 export declare function moneyFlow(bar: Bar): Value;
 /** `obv()`: the running total of volume signed by the close's direction, from bar 0, seeded 0. */

package/dist/core/stdlib/volume/accumulation.d.ts.map

@@ -1 +1 @@
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package/dist/core/stdlib/volume/accumulation.js

@@ -7,13 +7,21 @@ import { emaStep } from '../averages/index.js';
  * A bar whose high and low are equal has no position inside it to report, and
  * the settled treatment is that such a bar contributes nothing rather than
  * ending the running total.
+ *
+ * A span that overflows is not that bar. It is absent (`compiled-program.md`
+ * section 3.1), and so is the term, because the one later step that could hide
+ * it is this division: a finite numerator over an infinite span is an exact
+ * zero, a term for a bar whose position was never computed. Every other step
+ * that overflows stays non-finite to the end and the last check catches it.
  */
 export function moneyFlow(bar) {
     if (!isPresent(bar.high) || !isPresent(bar.low))
         return NONE;
     if (!isPresent(bar.close) || !isPresent(bar.volume))
         return NONE;
-    const span = bar.high - bar.low;
+    const span = result(bar.high - bar.low);
+    if (!isPresent(span))
+        return NONE;
     if (!(span > 0))
         return 0;
     return result((((bar.close - bar.low) - (bar.high - bar.close)) / span) * bar.volume);
@@ -89,6 +97,25 @@ export function adOscTail(fast = 3, slow = 10) {
 export function adOsc(bars, fast = 3, slow = 10) {
     return fold(adOscTail(fast, slow), bars);
 }
+/**
+ * The per-bar term `pvt` adds: the change, then the proportion, then the
+ * product with the volume, each checked as it is formed.
+ *
+ * A change can overflow although the true proportion is finite: a close of
+ * -1e308 after one of 1e308 is a proportion of -2. Section 3.1 makes that change
+ * absent, and so the term. Each step is checked where it rounds because that is
+ * how the rule is stated, not because a later step could turn an infinity back
+ * into a number here: none of these three can.
+ */
+function trendTerm(close, before, volume) {
+    const change = result(close - before);
+    if (!isPresent(change))
+        return NONE;
+    const proportion = result(change / before);
+    if (!isPresent(proportion))
+        return NONE;
+    return result(proportion * volume);
+}
 /**
  * `pvt()`: the running total of volume weighted by percentage change, from bar
  * 1, seeded 0.
@@ -112,7 +139,10 @@ export function pvtStep(state, key, bar) {
         return NONE;
     if (!isPresent(bar.close) || !isPresent(bar.volume))
         return NONE;
-    const total = slot(state, totalKey, 0) + ((bar.close - before) / before) * bar.volume;
+    const term = trendTerm(bar.close, before, bar.volume);
+    if (!isPresent(term))
+        return NONE;
+    const total = slot(state, totalKey, 0) + term;
     state[totalKey] = total;
     return result(total);
 }

package/dist/core/stdlib/volume/accumulation.js.map

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package/dist/core/stdlib/volume/flow.js

@@ -6,7 +6,9 @@ import { moneyFlow } from './accumulation.js';
 export function cmfStep(state, key, bar, len) {
     const flow = sumStep(state, `${key}f`, moneyFlow(bar), len);
     const traded = sumStep(state, `${key}v`, bar.volume, len);
-    if (!isPresent(flow) || !isPresent(traded) || !(traded > 0))
+    // A ratio is absent where its divisor is zero, and only there: a window whose
+    // volume sums below zero divides like any other.
+    if (!isPresent(flow) || !isPresent(traded) || traded === 0)
         return NONE;
     return result(flow / traded);
 }

package/dist/core/stdlib/volume/flow.js.map

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package/dist/core/stdlib/volume/weighted.d.ts

@@ -27,6 +27,13 @@ export interface Anchored {
  * The bar the condition holds on is the first bar of the new average, not the
  * last bar of the old one. Absent before the condition has ever been true,
  * because there is no anchor to measure from and zero would read as a price.
+ *
+ * A price times volume that overflows is an absent term (`compiled-program.md`
+ * section 3.1): the bar is absent and neither total moves, so the bar costs its
+ * own reading and nothing after it. A total that overflows is kept as the
+ * arithmetic produced it and is absent, so the average divided by it is absent
+ * until the next anchor rather than the exact zero a finite flow over an
+ * infinite volume would give.
  */
 export declare function vwapAnchorStep(state: StateRecord, key: string, input: Anchored): Value;
 /** `vwapAnchor(src, resetWhen)` as a tail. */

package/dist/core/stdlib/volume/weighted.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"weighted.d.ts","sourceRoot":"","sources":["../../../../src/core/stdlib/volume/weighted.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;GAeG;AACH,OAAO,KAAK,EAAE,MAAM,EAAE,WAAW,EAAE,IAAI,EAAE,KAAK,EAAE,MAAM,oBAAoB,CAAC;AAG3E,+EAA+E;AAC/E,MAAM,WAAW,QAAQ;IACvB,QAAQ,CAAC,GAAG,EAAE,KAAK,CAAC;IACpB,QAAQ,CAAC,MAAM,EAAE,KAAK,CAAC;IACvB,QAAQ,CAAC,KAAK,EAAE,OAAO,CAAC;CACzB;AAED;;;;;;;;;;;;;GAaG;AACH,wBAAgB,cAAc,CAAC,KAAK,EAAE,WAAW,EAAE,GAAG,EAAE,MAAM,EAAE,KAAK,EAAE,QAAQ,GAAG,KAAK,CAqBtF;AAED,8CAA8C;AAC9C,wBAAgB,cAAc,IAAI,IAAI,CAAC,QAAQ,EAAE,KAAK,CAAC,CAEtD;AAED,sDAAsD;AACtD,wBAAgB,UAAU,CACxB,GAAG,EAAE,MAAM,EACX,MAAM,EAAE,MAAM,EACd,SAAS,EAAE,SAAS,OAAO,EAAE,GAC5B,KAAK,EAAE,CAST;AAED;;;;;;;;;;GAUG;AACH,wBAAgB,QAAQ,IAAI,IAAI,CAAC,QAAQ,EAAE,KAAK,CAAC,CAEhD;AAED,4EAA4E;AAC5E,wBAAgB,QAAQ,CAAC,KAAK,EAAE,WAAW,EAAE,GAAG,EAAE,MAAM,EAAE,KAAK,EAAE,QAAQ,GAAG,KAAK,CAEhF;AAED,qCAAqC;AACrC,wBAAgB,IAAI,CAClB,GAAG,EAAE,MAAM,EACX,MAAM,EAAE,MAAM,EACd,YAAY,EAAE,SAAS,OAAO,EAAE,GAC/B,KAAK,EAAE,CAET"}

package/dist/core/stdlib/volume/weighted.js

@@ -5,6 +5,13 @@ import { NONE, flag, fold, isPresent, result, slot, tailOf } from '../values/ind
  * The bar the condition holds on is the first bar of the new average, not the
  * last bar of the old one. Absent before the condition has ever been true,
  * because there is no anchor to measure from and zero would read as a price.
+ *
+ * A price times volume that overflows is an absent term (`compiled-program.md`
+ * section 3.1): the bar is absent and neither total moves, so the bar costs its
+ * own reading and nothing after it. A total that overflows is kept as the
+ * arithmetic produced it and is absent, so the average divided by it is absent
+ * until the next anchor rather than the exact zero a finite flow over an
+ * infinite volume would give.
  */
 export function vwapAnchorStep(state, key, input) {
     const flowKey = `${key}f`;
@@ -19,13 +26,18 @@ export function vwapAnchorStep(state, key, input) {
         return NONE;
     if (!isPresent(input.src) || !isPresent(input.volume))
         return NONE;
-    const flow = slot(state, flowKey, 0) + input.src * input.volume;
+    const term = result(input.src * input.volume);
+    if (!isPresent(term))
+        return NONE;
+    const flow = slot(state, flowKey, 0) + term;
     const traded = slot(state, tradedKey, 0) + input.volume;
     state[flowKey] = flow;
     state[tradedKey] = traded;
-    if (traded === 0)
+    const numerator = result(flow);
+    const divisor = result(traded);
+    if (!isPresent(numerator) || !isPresent(divisor) || divisor === 0)
         return NONE;
-    return result(flow / traded);
+    return result(numerator / divisor);
 }
 /** `vwapAnchor(src, resetWhen)` as a tail. */
 export function vwapAnchorTail() {

package/dist/core/stdlib/volume/weighted.js.map

@@ -1 +1 @@
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+{"version":3,"file":"weighted.js","sourceRoot":"","sources":["../../../../src/core/stdlib/volume/weighted.ts"],"names":[],"mappings":"AAiBA,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,IAAI,EAAE,SAAS,EAAE,MAAM,EAAE,IAAI,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAC;AASvF;;;;;;;;;;;;;GAaG;AACH,MAAM,UAAU,cAAc,CAAC,KAAkB,EAAE,GAAW,EAAE,KAAe;IAC7E,MAAM,OAAO,GAAG,GAAG,GAAG,GAAG,CAAC;IAC1B,MAAM,SAAS,GAAG,GAAG,GAAG,GAAG,CAAC;IAC5B,MAAM,WAAW,GAAG,GAAG,GAAG,GAAG,CAAC;IAC9B,IAAI,KAAK,CAAC,KAAK,EAAE,CAAC;QAChB,KAAK,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;QACnB,KAAK,CAAC,SAAS,CAAC,GAAG,CAAC,CAAC;QACrB,KAAK,CAAC,WAAW,CAAC,GAAG,IAAI,CAAC;IAC5B,CAAC;IACD,IAAI,CAAC,IAAI,CAAC,KAAK,EAAE,WAAW,CAAC;QAAE,OAAO,IAAI,CAAC;IAC3C,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,GAAG,CAAC,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,MAAM,CAAC;QAAE,OAAO,IAAI,CAAC;IACnE,MAAM,IAAI,GAAG,MAAM,CAAC,KAAK,CAAC,GAAG,GAAG,KAAK,CAAC,MAAM,CAAC,CAAC;IAC9C,IAAI,CAAC,SAAS,CAAC,IAAI,CAAC;QAAE,OAAO,IAAI,CAAC;IAClC,MAAM,IAAI,GAAG,IAAI,CAAC,KAAK,EAAE,OAAO,EAAE,CAAC,CAAC,GAAG,IAAI,CAAC;IAC5C,MAAM,MAAM,GAAG,IAAI,CAAC,KAAK,EAAE,SAAS,EAAE,CAAC,CAAC,GAAG,KAAK,CAAC,MAAM,CAAC;IACxD,KAAK,CAAC,OAAO,CAAC,GAAG,IAAI,CAAC;IACtB,KAAK,CAAC,SAAS,CAAC,GAAG,MAAM,CAAC;IAC1B,MAAM,SAAS,GAAG,MAAM,CAAC,IAAI,CAAC,CAAC;IAC/B,MAAM,OAAO,GAAG,MAAM,CAAC,MAAM,CAAC,CAAC;IAC/B,IAAI,CAAC,SAAS,CAAC,SAAS,CAAC,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,IAAI,OAAO,KAAK,CAAC;QAAE,OAAO,IAAI,CAAC;IAC/E,OAAO,MAAM,CAAC,SAAS,GAAG,OAAO,CAAC,CAAC;AACrC,CAAC;AAED,8CAA8C;AAC9C,MAAM,UAAU,cAAc;IAC5B,OAAO,MAAM,CAAC,CAAC,KAAK,EAAE,KAAe,EAAE,EAAE,CAAC,cAAc,CAAC,KAAK,EAAE,EAAE,EAAE,KAAK,CAAC,CAAC,CAAC;AAC9E,CAAC;AAED,sDAAsD;AACtD,MAAM,UAAU,UAAU,CACxB,GAAW,EACX,MAAc,EACd,SAA6B;IAE7B,OAAO,IAAI,CACT,cAAc,EAAE,EAChB,GAAG,CAAC,GAAG,CAAC,CAAC,KAAK,EAAE,KAAK,EAAE,EAAE,CAAC,CAAC;QACzB,GAAG,EAAE,KAAK;QACV,MAAM,EAAE,MAAM,CAAC,KAAK,CAAC,IAAI,IAAI;QAC7B,KAAK,EAAE,SAAS,CAAC,KAAK,CAAC,KAAK,IAAI;KACjC,CAAC,CAAC,CACJ,CAAC;AACJ,CAAC;AAED;;;;;;;;;;GAUG;AACH,MAAM,UAAU,QAAQ;IACtB,OAAO,cAAc,EAAE,CAAC;AAC1B,CAAC;AAED,4EAA4E;AAC5E,MAAM,UAAU,QAAQ,CAAC,KAAkB,EAAE,GAAW,EAAE,KAAe;IACvE,OAAO,cAAc,CAAC,KAAK,EAAE,GAAG,EAAE,KAAK,CAAC,CAAC;AAC3C,CAAC;AAED,qCAAqC;AACrC,MAAM,UAAU,IAAI,CAClB,GAAW,EACX,MAAc,EACd,YAAgC;IAEhC,OAAO,UAAU,CAAC,GAAG,EAAE,MAAM,EAAE,YAAY,CAAC,CAAC;AAC/C,CAAC"}

package/dist/core/version/version.generated.d.ts

@@ -1,5 +1,5 @@
 /** This build's package version. The release refuses to publish unless the tag, the manifest and this agree. */
-export declare const VERSION = "0.7.0";
+export declare const VERSION = "0.7.2";
 /**
  * The compiled program format this compiler emits.
  *

package/dist/core/version/version.generated.js

@@ -3,7 +3,7 @@
 // VERSION comes from package.json and COMPILED_FORMAT_VERSION from
 // spec/compiled-program.md, so neither can drift from the thing it names.
 /** This build's package version. The release refuses to publish unless the tag, the manifest and this agree. */
-export const VERSION = "0.7.0";
+export const VERSION = "0.7.2";
 /**
  * The compiled program format this compiler emits.
  *

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "openalgo-script",
-  "version": "0.7.0",
+  "version": "0.7.2",
   "description": "An open trading language. Write a study or a strategy once, plot it, backtest it, trade it.",
   "keywords": [
     "trading",

package/src/core/stdlib/volume/accumulation.ts

@@ -10,6 +10,14 @@
  * A running total is the one thing a lookback cannot stand in for, so each of
  * these carries its total in the state region rather than in a closure: that is
  * what lets an engine roll one back with the rest of a moving bar's state.
+ *
+ * A bar's term is checked after every operation that forms it
+ * (`compiled-program.md` section 3.1), and a term that is not finite is an absent
+ * term: the bar is absent and the total is left where it was, so one overflowing
+ * bar costs its own reading and nothing after it. A total that overflows although
+ * its term was finite is kept as the arithmetic produced it, and every later
+ * reading is absent, which is what `stdlib.md` section 20.6 says of every running
+ * total there.
  */
 import type { Bar, StateRecord, Tail, Value } from '../values/index.js';
 import { NONE, fold, held, isPresent, result, slot, tailOf } from '../values/index.js';
@@ -22,11 +30,18 @@ import { emaStep } from '../averages/index.js';
  * A bar whose high and low are equal has no position inside it to report, and
  * the settled treatment is that such a bar contributes nothing rather than
  * ending the running total.
+ *
+ * A span that overflows is not that bar. It is absent (`compiled-program.md`
+ * section 3.1), and so is the term, because the one later step that could hide
+ * it is this division: a finite numerator over an infinite span is an exact
+ * zero, a term for a bar whose position was never computed. Every other step
+ * that overflows stays non-finite to the end and the last check catches it.
  */
 export function moneyFlow(bar: Bar): Value {
   if (!isPresent(bar.high) || !isPresent(bar.low)) return NONE;
   if (!isPresent(bar.close) || !isPresent(bar.volume)) return NONE;
-  const span = bar.high - bar.low;
+  const span = result(bar.high - bar.low);
+  if (!isPresent(span)) return NONE;
   if (!(span > 0)) return 0;
   return result((((bar.close - bar.low) - (bar.high - bar.close)) / span) * bar.volume);
 }
@@ -115,6 +130,24 @@ export function adOsc(bars: readonly Bar[], fast = 3, slow = 10): Value[] {
   return fold(adOscTail(fast, slow), bars);
 }
 
+/**
+ * The per-bar term `pvt` adds: the change, then the proportion, then the
+ * product with the volume, each checked as it is formed.
+ *
+ * A change can overflow although the true proportion is finite: a close of
+ * -1e308 after one of 1e308 is a proportion of -2. Section 3.1 makes that change
+ * absent, and so the term. Each step is checked where it rounds because that is
+ * how the rule is stated, not because a later step could turn an infinity back
+ * into a number here: none of these three can.
+ */
+function trendTerm(close: number, before: number, volume: number): Value {
+  const change = result(close - before);
+  if (!isPresent(change)) return NONE;
+  const proportion = result(change / before);
+  if (!isPresent(proportion)) return NONE;
+  return result(proportion * volume);
+}
+
 /**
  * `pvt()`: the running total of volume weighted by percentage change, from bar
  * 1, seeded 0.
@@ -136,7 +169,9 @@ export function pvtStep(state: StateRecord, key: string, bar: Bar): Value {
   if (!started) return NONE;
   if (!isPresent(before) || before === 0) return NONE;
   if (!isPresent(bar.close) || !isPresent(bar.volume)) return NONE;
-  const total = slot(state, totalKey, 0) + ((bar.close - before) / before) * bar.volume;
+  const term = trendTerm(bar.close, before, bar.volume);
+  if (!isPresent(term)) return NONE;
+  const total = slot(state, totalKey, 0) + term;
   state[totalKey] = total;
   return result(total);
 }

package/src/core/stdlib/volume/flow.ts

@@ -21,7 +21,9 @@ export function cmfStep(
 ): Value {
   const flow = sumStep(state, `${key}f`, moneyFlow(bar), len);
   const traded = sumStep(state, `${key}v`, bar.volume, len);
-  if (!isPresent(flow) || !isPresent(traded) || !(traded > 0)) return NONE;
+  // A ratio is absent where its divisor is zero, and only there: a window whose
+  // volume sums below zero divides like any other.
+  if (!isPresent(flow) || !isPresent(traded) || traded === 0) return NONE;
   return result(flow / traded);
 }
 

package/src/core/stdlib/volume/weighted.ts

@@ -30,6 +30,13 @@ export interface Anchored {
  * The bar the condition holds on is the first bar of the new average, not the
  * last bar of the old one. Absent before the condition has ever been true,
  * because there is no anchor to measure from and zero would read as a price.
+ *
+ * A price times volume that overflows is an absent term (`compiled-program.md`
+ * section 3.1): the bar is absent and neither total moves, so the bar costs its
+ * own reading and nothing after it. A total that overflows is kept as the
+ * arithmetic produced it and is absent, so the average divided by it is absent
+ * until the next anchor rather than the exact zero a finite flow over an
+ * infinite volume would give.
  */
 export function vwapAnchorStep(state: StateRecord, key: string, input: Anchored): Value {
   const flowKey = `${key}f`;
@@ -42,12 +49,16 @@ export function vwapAnchorStep(state: StateRecord, key: string, input: Anchored)
   }
   if (!flag(state, anchoredKey)) return NONE;
   if (!isPresent(input.src) || !isPresent(input.volume)) return NONE;
-  const flow = slot(state, flowKey, 0) + input.src * input.volume;
+  const term = result(input.src * input.volume);
+  if (!isPresent(term)) return NONE;
+  const flow = slot(state, flowKey, 0) + term;
   const traded = slot(state, tradedKey, 0) + input.volume;
   state[flowKey] = flow;
   state[tradedKey] = traded;
-  if (traded === 0) return NONE;
-  return result(flow / traded);
+  const numerator = result(flow);
+  const divisor = result(traded);
+  if (!isPresent(numerator) || !isPresent(divisor) || divisor === 0) return NONE;
+  return result(numerator / divisor);
 }
 
 /** `vwapAnchor(src, resetWhen)` as a tail. */

package/src/core/version/version.generated.ts

@@ -4,7 +4,7 @@
 // spec/compiled-program.md, so neither can drift from the thing it names.
 
 /** This build's package version. The release refuses to publish unless the tag, the manifest and this agree. */
-export const VERSION = "0.7.0";
+export const VERSION = "0.7.2";
 
 /**
  * The compiled program format this compiler emits.