velo-plot 2.20.0 → 3.1.0

package/dist/indicators--eJGmVox.js.map

@@ -1 +1 @@
-{"version":3,"file":"indicators--eJGmVox.js","sources":["../src/plugins/analysis/indicators.ts"],"sourcesContent":["/**\n * Sci Plot - Financial/Technical Indicators Module\n * \n * Provides common financial and technical analysis indicators:\n * - Moving Averages (SMA, EMA, WMA)\n * - Momentum Indicators (RSI, MACD, Stochastic)\n * - Volatility (Bollinger Bands, ATR)\n * - Volume (VWAP, OBV)\n * - Trend (ADX, Aroon)\n * \n * @module indicators\n */\n\n// ============================================\n// Types\n// ============================================\n\nexport interface IndicatorResult {\n  /** Indicator values (NaN for insufficient data) */\n  values: Float32Array;\n  /** Additional line (e.g., signal line for MACD) */\n  signal?: Float32Array;\n  /** Upper band (e.g., Bollinger upper) */\n  upper?: Float32Array;\n  /** Lower band (e.g., Bollinger lower) */\n  lower?: Float32Array;\n  /** Histogram (e.g., MACD histogram) */\n  histogram?: Float32Array;\n}\n\nexport interface OHLCData {\n  open: Float32Array | Float64Array;\n  high: Float32Array | Float64Array;\n  low: Float32Array | Float64Array;\n  close: Float32Array | Float64Array;\n  volume?: Float32Array | Float64Array;\n}\n\n// ============================================\n// Moving Averages\n// ============================================\n\n/**\n * Simple Moving Average (SMA)\n * @param data Input data array\n * @param period Number of periods\n */\nexport function sma(data: Float32Array | Float64Array | number[], period: number): Float32Array {\n  const input = data instanceof Float32Array || data instanceof Float64Array ? data : Float32Array.from(data);\n  const result = new Float32Array(input.length);\n  \n  if (period < 1 || period > input.length) {\n    result.fill(NaN);\n    return result;\n  }\n\n  // Fill initial values with NaN\n  for (let i = 0; i < period - 1; i++) {\n    result[i] = NaN;\n  }\n\n  // Calculate first SMA\n  let sum = 0;\n  for (let i = 0; i < period; i++) {\n    sum += input[i];\n  }\n  result[period - 1] = sum / period;\n\n  // Calculate remaining SMAs using sliding window\n  for (let i = period; i < input.length; i++) {\n    sum = sum - input[i - period] + input[i];\n    result[i] = sum / period;\n  }\n\n  return result;\n}\n\n/**\n * Exponential Moving Average (EMA)\n * @param data Input data array\n * @param period Number of periods\n */\nexport function ema(data: Float32Array | Float64Array | number[], period: number): Float32Array {\n  const input = data instanceof Float32Array || data instanceof Float64Array ? data : Float32Array.from(data);\n  const result = new Float32Array(input.length);\n  \n  if (period < 1 || period > input.length) {\n    result.fill(NaN);\n    return result;\n  }\n\n  const multiplier = 2 / (period + 1);\n\n  // Fill initial values with NaN\n  for (let i = 0; i < period - 1; i++) {\n    result[i] = NaN;\n  }\n\n  // First EMA is SMA\n  let sum = 0;\n  for (let i = 0; i < period; i++) {\n    sum += input[i];\n  }\n  result[period - 1] = sum / period;\n\n  // Calculate remaining EMAs\n  for (let i = period; i < input.length; i++) {\n    result[i] = (input[i] - result[i - 1]) * multiplier + result[i - 1];\n  }\n\n  return result;\n}\n\n/**\n * Weighted Moving Average (WMA)\n * @param data Input data array\n * @param period Number of periods\n */\nexport function wma(data: Float32Array | Float64Array | number[], period: number): Float32Array {\n  const input = data instanceof Float32Array || data instanceof Float64Array ? data : Float32Array.from(data);\n  const result = new Float32Array(input.length);\n  \n  if (period < 1 || period > input.length) {\n    result.fill(NaN);\n    return result;\n  }\n\n  const weightSum = (period * (period + 1)) / 2;\n\n  // Fill initial values with NaN\n  for (let i = 0; i < period - 1; i++) {\n    result[i] = NaN;\n  }\n\n  // Calculate WMAs\n  for (let i = period - 1; i < input.length; i++) {\n    let weightedSum = 0;\n    for (let j = 0; j < period; j++) {\n      weightedSum += input[i - period + 1 + j] * (j + 1);\n    }\n    result[i] = weightedSum / weightSum;\n  }\n\n  return result;\n}\n\n/**\n * Double Exponential Moving Average (DEMA)\n * @param data Input data array\n * @param period Number of periods\n */\nexport function dema(data: Float32Array | Float64Array | number[], period: number): Float32Array {\n  const ema1 = ema(data, period);\n  const ema2 = ema(ema1, period);\n  const result = new Float32Array(data.length);\n\n  for (let i = 0; i < data.length; i++) {\n    result[i] = 2 * ema1[i] - ema2[i];\n  }\n\n  return result;\n}\n\n/**\n * Triple Exponential Moving Average (TEMA)\n * @param data Input data array\n * @param period Number of periods\n */\nexport function tema(data: Float32Array | Float64Array | number[], period: number): Float32Array {\n  const ema1 = ema(data, period);\n  const ema2 = ema(ema1, period);\n  const ema3 = ema(ema2, period);\n  const result = new Float32Array(data.length);\n\n  for (let i = 0; i < data.length; i++) {\n    result[i] = 3 * ema1[i] - 3 * ema2[i] + ema3[i];\n  }\n\n  return result;\n}\n\n// ============================================\n// Momentum Indicators\n// ============================================\n\n/**\n * Relative Strength Index (RSI)\n * @param data Close prices\n * @param period RSI period (default: 14)\n */\nexport function rsi(data: Float32Array | Float64Array | number[], period: number = 14): Float32Array {\n  const input = data instanceof Float32Array || data instanceof Float64Array ? data : Float32Array.from(data);\n  const result = new Float32Array(input.length);\n  \n  if (period < 1 || input.length < period + 1) {\n    result.fill(NaN);\n    return result;\n  }\n\n  // Fill initial values with NaN\n  for (let i = 0; i < period; i++) {\n    result[i] = NaN;\n  }\n\n  // Calculate initial average gain/loss\n  let avgGain = 0;\n  let avgLoss = 0;\n\n  for (let i = 1; i <= period; i++) {\n    const change = input[i] - input[i - 1];\n    if (change > 0) {\n      avgGain += change;\n    } else {\n      avgLoss += Math.abs(change);\n    }\n  }\n\n  avgGain /= period;\n  avgLoss /= period;\n\n  // First RSI value\n  if (avgLoss === 0) {\n    result[period] = 100;\n  } else {\n    const rs = avgGain / avgLoss;\n    result[period] = 100 - (100 / (1 + rs));\n  }\n\n  // Calculate remaining RSI values using smoothed averages\n  for (let i = period + 1; i < input.length; i++) {\n    const change = input[i] - input[i - 1];\n    let gain = 0;\n    let loss = 0;\n\n    if (change > 0) {\n      gain = change;\n    } else {\n      loss = Math.abs(change);\n    }\n\n    avgGain = (avgGain * (period - 1) + gain) / period;\n    avgLoss = (avgLoss * (period - 1) + loss) / period;\n\n    if (avgLoss === 0) {\n      result[i] = 100;\n    } else {\n      const rs = avgGain / avgLoss;\n      result[i] = 100 - (100 / (1 + rs));\n    }\n  }\n\n  return result;\n}\n\n/**\n * Moving Average Convergence Divergence (MACD)\n * @param data Close prices\n * @param fastPeriod Fast EMA period (default: 12)\n * @param slowPeriod Slow EMA period (default: 26)\n * @param signalPeriod Signal line period (default: 9)\n */\nexport function macd(\n  data: Float32Array | Float64Array | number[],\n  fastPeriod: number = 12,\n  slowPeriod: number = 26,\n  signalPeriod: number = 9\n): IndicatorResult {\n  const input = data instanceof Float32Array || data instanceof Float64Array ? data : Float32Array.from(data);\n  \n  const fastEma = ema(input, fastPeriod);\n  const slowEma = ema(input, slowPeriod);\n  \n  // MACD Line = Fast EMA - Slow EMA\n  const macdLine = new Float32Array(input.length);\n  for (let i = 0; i < input.length; i++) {\n    macdLine[i] = fastEma[i] - slowEma[i];\n  }\n  \n  // Signal Line = EMA of MACD Line\n  const signal = ema(macdLine, signalPeriod);\n  \n  // Histogram = MACD Line - Signal Line\n  const histogram = new Float32Array(input.length);\n  for (let i = 0; i < input.length; i++) {\n    histogram[i] = macdLine[i] - signal[i];\n  }\n\n  return {\n    values: macdLine,\n    signal,\n    histogram,\n  };\n}\n\n/**\n * Stochastic Oscillator\n * @param ohlc OHLC data\n * @param kPeriod %K period (default: 14)\n * @param dPeriod %D smoothing period (default: 3)\n */\nexport function stochastic(\n  ohlc: OHLCData,\n  kPeriod: number = 14,\n  dPeriod: number = 3\n): IndicatorResult {\n  const { high, low, close } = ohlc;\n  const length = close.length;\n  const kValues = new Float32Array(length);\n  \n  // Calculate %K\n  for (let i = 0; i < length; i++) {\n    if (i < kPeriod - 1) {\n      kValues[i] = NaN;\n      continue;\n    }\n    \n    let highest = -Infinity;\n    let lowest = Infinity;\n    \n    for (let j = i - kPeriod + 1; j <= i; j++) {\n      if (high[j] > highest) highest = high[j];\n      if (low[j] < lowest) lowest = low[j];\n    }\n    \n    const range = highest - lowest;\n    if (range === 0) {\n      kValues[i] = 50; // Neutral when no range\n    } else {\n      kValues[i] = ((close[i] - lowest) / range) * 100;\n    }\n  }\n  \n  // %D is SMA of %K\n  const dValues = sma(kValues, dPeriod);\n\n  return {\n    values: kValues,  // %K\n    signal: dValues,  // %D\n  };\n}\n\n/**\n * Rate of Change (ROC)\n * @param data Close prices\n * @param period ROC period (default: 10)\n */\nexport function roc(data: Float32Array | Float64Array | number[], period: number = 10): Float32Array {\n  const input = data instanceof Float32Array || data instanceof Float64Array ? data : Float32Array.from(data);\n  const result = new Float32Array(input.length);\n  \n  for (let i = 0; i < period; i++) {\n    result[i] = NaN;\n  }\n  \n  for (let i = period; i < input.length; i++) {\n    const pastValue = input[i - period];\n    if (pastValue === 0) {\n      result[i] = NaN;\n    } else {\n      result[i] = ((input[i] - pastValue) / pastValue) * 100;\n    }\n  }\n\n  return result;\n}\n\n/**\n * Momentum\n * @param data Close prices\n * @param period Momentum period (default: 10)\n */\nexport function momentum(data: Float32Array | Float64Array | number[], period: number = 10): Float32Array {\n  const input = data instanceof Float32Array || data instanceof Float64Array ? data : Float32Array.from(data);\n  const result = new Float32Array(input.length);\n  \n  for (let i = 0; i < period; i++) {\n    result[i] = NaN;\n  }\n  \n  for (let i = period; i < input.length; i++) {\n    result[i] = input[i] - input[i - period];\n  }\n\n  return result;\n}\n\n// ============================================\n// Volatility Indicators\n// ============================================\n\n/**\n * Bollinger Bands\n * @param data Close prices\n * @param period SMA period (default: 20)\n * @param stdDev Standard deviation multiplier (default: 2)\n */\nexport function bollingerBands(\n  data: Float32Array | Float64Array | number[],\n  period: number = 20,\n  stdDev: number = 2\n): IndicatorResult {\n  const input = data instanceof Float32Array || data instanceof Float64Array ? data : Float32Array.from(data);\n  const middle = sma(input, period);\n  const upper = new Float32Array(input.length);\n  const lower = new Float32Array(input.length);\n\n  for (let i = 0; i < input.length; i++) {\n    if (i < period - 1) {\n      upper[i] = NaN;\n      lower[i] = NaN;\n      continue;\n    }\n\n    // Calculate standard deviation\n    let sumSquares = 0;\n    for (let j = i - period + 1; j <= i; j++) {\n      const diff = input[j] - middle[i];\n      sumSquares += diff * diff;\n    }\n    const std = Math.sqrt(sumSquares / period);\n\n    upper[i] = middle[i] + stdDev * std;\n    lower[i] = middle[i] - stdDev * std;\n  }\n\n  return {\n    values: middle,\n    upper,\n    lower,\n  };\n}\n\n/**\n * Average True Range (ATR)\n * @param ohlc OHLC data\n * @param period ATR period (default: 14)\n */\nexport function atr(ohlc: OHLCData, period: number = 14): Float32Array {\n  const { high, low, close } = ohlc;\n  const length = close.length;\n  const tr = new Float32Array(length);\n  \n  // True Range calculation\n  tr[0] = high[0] - low[0];\n  \n  for (let i = 1; i < length; i++) {\n    const hl = high[i] - low[i];\n    const hc = Math.abs(high[i] - close[i - 1]);\n    const lc = Math.abs(low[i] - close[i - 1]);\n    tr[i] = Math.max(hl, hc, lc);\n  }\n\n  // ATR is smoothed average of True Range\n  return ema(tr, period);\n}\n\n/**\n * Standard Deviation\n * @param data Input data\n * @param period Period for calculation (default: 20)\n */\nexport function standardDeviation(data: Float32Array | Float64Array | number[], period: number = 20): Float32Array {\n  const input = data instanceof Float32Array || data instanceof Float64Array ? data : Float32Array.from(data);\n  const result = new Float32Array(input.length);\n  const avg = sma(input, period);\n\n  for (let i = 0; i < input.length; i++) {\n    if (i < period - 1) {\n      result[i] = NaN;\n      continue;\n    }\n\n    let sumSquares = 0;\n    for (let j = i - period + 1; j <= i; j++) {\n      const diff = input[j] - avg[i];\n      sumSquares += diff * diff;\n    }\n    result[i] = Math.sqrt(sumSquares / period);\n  }\n\n  return result;\n}\n\n// ============================================\n// Volume Indicators\n// ============================================\n\n/**\n * Volume Weighted Average Price (VWAP)\n * @param ohlc OHLC data with volume\n */\nexport function vwap(ohlc: OHLCData): Float32Array {\n  const { high, low, close, volume } = ohlc;\n  \n  if (!volume) {\n    throw new Error('VWAP requires volume data');\n  }\n\n  const length = close.length;\n  const result = new Float32Array(length);\n  \n  let cumulativeTPV = 0; // Cumulative Typical Price * Volume\n  let cumulativeVolume = 0;\n\n  for (let i = 0; i < length; i++) {\n    const typicalPrice = (high[i] + low[i] + close[i]) / 3;\n    cumulativeTPV += typicalPrice * volume[i];\n    cumulativeVolume += volume[i];\n    \n    if (cumulativeVolume === 0) {\n      result[i] = typicalPrice;\n    } else {\n      result[i] = cumulativeTPV / cumulativeVolume;\n    }\n  }\n\n  return result;\n}\n\n/**\n * On-Balance Volume (OBV)\n * @param close Close prices\n * @param volume Volume data\n */\nexport function obv(\n  close: Float32Array | Float64Array | number[],\n  volume: Float32Array | Float64Array | number[]\n): Float32Array {\n  const closeInput = close instanceof Float32Array || close instanceof Float64Array ? close : Float32Array.from(close);\n  const volumeInput = volume instanceof Float32Array || volume instanceof Float64Array ? volume : Float32Array.from(volume);\n  \n  const result = new Float32Array(closeInput.length);\n  result[0] = volumeInput[0];\n\n  for (let i = 1; i < closeInput.length; i++) {\n    if (closeInput[i] > closeInput[i - 1]) {\n      result[i] = result[i - 1] + volumeInput[i];\n    } else if (closeInput[i] < closeInput[i - 1]) {\n      result[i] = result[i - 1] - volumeInput[i];\n    } else {\n      result[i] = result[i - 1];\n    }\n  }\n\n  return result;\n}\n\n// ============================================\n// Trend Indicators\n// ============================================\n\n/**\n * Average Directional Index (ADX)\n * @param ohlc OHLC data\n * @param period ADX period (default: 14)\n */\nexport function adx(ohlc: OHLCData, period: number = 14): IndicatorResult {\n  const { high, low, close } = ohlc;\n  const length = close.length;\n  \n  const plusDM = new Float32Array(length);\n  const minusDM = new Float32Array(length);\n  const tr = new Float32Array(length);\n  \n  // Calculate +DM, -DM, TR\n  tr[0] = high[0] - low[0];\n  plusDM[0] = 0;\n  minusDM[0] = 0;\n\n  for (let i = 1; i < length; i++) {\n    const upMove = high[i] - high[i - 1];\n    const downMove = low[i - 1] - low[i];\n    \n    plusDM[i] = upMove > downMove && upMove > 0 ? upMove : 0;\n    minusDM[i] = downMove > upMove && downMove > 0 ? downMove : 0;\n    \n    const hl = high[i] - low[i];\n    const hc = Math.abs(high[i] - close[i - 1]);\n    const lc = Math.abs(low[i] - close[i - 1]);\n    tr[i] = Math.max(hl, hc, lc);\n  }\n\n  // Smooth with EMA\n  const smoothedTR = ema(tr, period);\n  const smoothedPlusDM = ema(plusDM, period);\n  const smoothedMinusDM = ema(minusDM, period);\n\n  // Calculate +DI and -DI\n  const plusDI = new Float32Array(length);\n  const minusDI = new Float32Array(length);\n  const dx = new Float32Array(length);\n\n  for (let i = 0; i < length; i++) {\n    if (smoothedTR[i] === 0 || isNaN(smoothedTR[i])) {\n      plusDI[i] = NaN;\n      minusDI[i] = NaN;\n      dx[i] = NaN;\n    } else {\n      plusDI[i] = (smoothedPlusDM[i] / smoothedTR[i]) * 100;\n      minusDI[i] = (smoothedMinusDM[i] / smoothedTR[i]) * 100;\n      \n      const diSum = plusDI[i] + minusDI[i];\n      dx[i] = diSum === 0 ? 0 : (Math.abs(plusDI[i] - minusDI[i]) / diSum) * 100;\n    }\n  }\n\n  // ADX is smoothed DX\n  const adxValues = ema(dx, period);\n\n  return {\n    values: adxValues,\n    upper: plusDI,  // +DI\n    lower: minusDI, // -DI\n  };\n}\n\n/**\n * Aroon Indicator\n * @param ohlc OHLC data\n * @param period Aroon period (default: 25)\n */\nexport function aroon(ohlc: OHLCData, period: number = 25): IndicatorResult {\n  const { high, low } = ohlc;\n  const length = high.length;\n  \n  const aroonUp = new Float32Array(length);\n  const aroonDown = new Float32Array(length);\n\n  for (let i = 0; i < length; i++) {\n    if (i < period) {\n      aroonUp[i] = NaN;\n      aroonDown[i] = NaN;\n      continue;\n    }\n\n    let highestIdx = i;\n    let lowestIdx = i;\n    let highest = -Infinity;\n    let lowest = Infinity;\n\n    for (let j = i - period; j <= i; j++) {\n      if (high[j] > highest) {\n        highest = high[j];\n        highestIdx = j;\n      }\n      if (low[j] < lowest) {\n        lowest = low[j];\n        lowestIdx = j;\n      }\n    }\n\n    aroonUp[i] = ((period - (i - highestIdx)) / period) * 100;\n    aroonDown[i] = ((period - (i - lowestIdx)) / period) * 100;\n  }\n\n  // Aroon Oscillator = Aroon Up - Aroon Down\n  const oscillator = new Float32Array(length);\n  for (let i = 0; i < length; i++) {\n    oscillator[i] = aroonUp[i] - aroonDown[i];\n  }\n\n  return {\n    values: oscillator,\n    upper: aroonUp,\n    lower: aroonDown,\n  };\n}\n\n// ============================================\n// Utility Functions\n// ============================================\n\n/**\n * Calculate percentage change\n */\nexport function percentChange(data: Float32Array | Float64Array | number[], period: number = 1): Float32Array {\n  const input = data instanceof Float32Array || data instanceof Float64Array ? data : Float32Array.from(data);\n  const result = new Float32Array(input.length);\n  \n  for (let i = 0; i < period; i++) {\n    result[i] = NaN;\n  }\n  \n  for (let i = period; i < input.length; i++) {\n    const prev = input[i - period];\n    if (prev === 0) {\n      result[i] = NaN;\n    } else {\n      result[i] = ((input[i] - prev) / prev) * 100;\n    }\n  }\n\n  return result;\n}\n\n/**\n * Calculate cumulative sum\n */\nexport function cumsum(data: Float32Array | Float64Array | number[]): Float32Array {\n  const input = data instanceof Float32Array || data instanceof Float64Array ? data : Float32Array.from(data);\n  const result = new Float32Array(input.length);\n  \n  result[0] = input[0];\n  for (let i = 1; i < input.length; i++) {\n    result[i] = result[i - 1] + input[i];\n  }\n\n  return result;\n}\n\n/**\n * Normalize data to 0-100 range\n */\nexport function normalize(data: Float32Array | Float64Array | number[]): Float32Array {\n  const input = data instanceof Float32Array || data instanceof Float64Array ? data : Float32Array.from(data);\n  const result = new Float32Array(input.length);\n  \n  let min = Infinity;\n  let max = -Infinity;\n  \n  for (let i = 0; i < input.length; i++) {\n    if (!isNaN(input[i])) {\n      if (input[i] < min) min = input[i];\n      if (input[i] > max) max = input[i];\n    }\n  }\n\n  const range = max - min;\n  if (range === 0) {\n    result.fill(50);\n  } else {\n    for (let i = 0; i < input.length; i++) {\n      result[i] = ((input[i] - min) / range) * 100;\n    }\n  }\n\n  return 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+{"version":3,"file":"indicators--eJGmVox.js","sources":["../src/plugins/analysis/indicators.ts"],"sourcesContent":["/**\n * Velo Plot - Financial/Technical Indicators Module\n * \n * Provides common financial and technical analysis indicators:\n * - Moving Averages (SMA, EMA, WMA)\n * - Momentum Indicators (RSI, MACD, Stochastic)\n * - Volatility (Bollinger Bands, ATR)\n * - Volume (VWAP, OBV)\n * - Trend (ADX, Aroon)\n * \n * @module indicators\n */\n\n// ============================================\n// Types\n// ============================================\n\nexport interface IndicatorResult {\n  /** Indicator values (NaN for insufficient data) */\n  values: Float32Array;\n  /** Additional line (e.g., signal line for MACD) */\n  signal?: Float32Array;\n  /** Upper band (e.g., Bollinger upper) */\n  upper?: Float32Array;\n  /** Lower band (e.g., Bollinger lower) */\n  lower?: Float32Array;\n  /** Histogram (e.g., MACD histogram) */\n  histogram?: Float32Array;\n}\n\nexport interface OHLCData {\n  open: Float32Array | Float64Array;\n  high: Float32Array | Float64Array;\n  low: Float32Array | Float64Array;\n  close: Float32Array | Float64Array;\n  volume?: Float32Array | Float64Array;\n}\n\n// ============================================\n// Moving Averages\n// ============================================\n\n/**\n * Simple Moving Average (SMA)\n * @param data Input data array\n * @param period Number of periods\n */\nexport function sma(data: Float32Array | Float64Array | number[], period: number): Float32Array {\n  const input = data instanceof Float32Array || data instanceof Float64Array ? data : Float32Array.from(data);\n  const result = new Float32Array(input.length);\n  \n  if (period < 1 || period > input.length) {\n    result.fill(NaN);\n    return result;\n  }\n\n  // Fill initial values with NaN\n  for (let i = 0; i < period - 1; i++) {\n    result[i] = NaN;\n  }\n\n  // Calculate first SMA\n  let sum = 0;\n  for (let i = 0; i < period; i++) {\n    sum += input[i];\n  }\n  result[period - 1] = sum / period;\n\n  // Calculate remaining SMAs using sliding window\n  for (let i = period; i < input.length; i++) {\n    sum = sum - input[i - period] + input[i];\n    result[i] = sum / period;\n  }\n\n  return result;\n}\n\n/**\n * Exponential Moving Average (EMA)\n * @param data Input data array\n * @param period Number of periods\n */\nexport function ema(data: Float32Array | Float64Array | number[], period: number): Float32Array {\n  const input = data instanceof Float32Array || data instanceof Float64Array ? data : Float32Array.from(data);\n  const result = new Float32Array(input.length);\n  \n  if (period < 1 || period > input.length) {\n    result.fill(NaN);\n    return result;\n  }\n\n  const multiplier = 2 / (period + 1);\n\n  // Fill initial values with NaN\n  for (let i = 0; i < period - 1; i++) {\n    result[i] = NaN;\n  }\n\n  // First EMA is SMA\n  let sum = 0;\n  for (let i = 0; i < period; i++) {\n    sum += input[i];\n  }\n  result[period - 1] = sum / period;\n\n  // Calculate remaining EMAs\n  for (let i = period; i < input.length; i++) {\n    result[i] = (input[i] - result[i - 1]) * multiplier + result[i - 1];\n  }\n\n  return result;\n}\n\n/**\n * Weighted Moving Average (WMA)\n * @param data Input data array\n * @param period Number of periods\n */\nexport function wma(data: Float32Array | Float64Array | number[], period: number): Float32Array {\n  const input = data instanceof Float32Array || data instanceof Float64Array ? data : Float32Array.from(data);\n  const result = new Float32Array(input.length);\n  \n  if (period < 1 || period > input.length) {\n    result.fill(NaN);\n    return result;\n  }\n\n  const weightSum = (period * (period + 1)) / 2;\n\n  // Fill initial values with NaN\n  for (let i = 0; i < period - 1; i++) {\n    result[i] = NaN;\n  }\n\n  // Calculate WMAs\n  for (let i = period - 1; i < input.length; i++) {\n    let weightedSum = 0;\n    for (let j = 0; j < period; j++) {\n      weightedSum += input[i - period + 1 + j] * (j + 1);\n    }\n    result[i] = weightedSum / weightSum;\n  }\n\n  return result;\n}\n\n/**\n * Double Exponential Moving Average (DEMA)\n * @param data Input data array\n * @param period Number of periods\n */\nexport function dema(data: Float32Array | Float64Array | number[], period: number): Float32Array {\n  const ema1 = ema(data, period);\n  const ema2 = ema(ema1, period);\n  const result = new Float32Array(data.length);\n\n  for (let i = 0; i < data.length; i++) {\n    result[i] = 2 * ema1[i] - ema2[i];\n  }\n\n  return result;\n}\n\n/**\n * Triple Exponential Moving Average (TEMA)\n * @param data Input data array\n * @param period Number of periods\n */\nexport function tema(data: Float32Array | Float64Array | number[], period: number): Float32Array {\n  const ema1 = ema(data, period);\n  const ema2 = ema(ema1, period);\n  const ema3 = ema(ema2, period);\n  const result = new Float32Array(data.length);\n\n  for (let i = 0; i < data.length; i++) {\n    result[i] = 3 * ema1[i] - 3 * ema2[i] + ema3[i];\n  }\n\n  return result;\n}\n\n// ============================================\n// Momentum Indicators\n// ============================================\n\n/**\n * Relative Strength Index (RSI)\n * @param data Close prices\n * @param period RSI period (default: 14)\n */\nexport function rsi(data: Float32Array | Float64Array | number[], period: number = 14): Float32Array {\n  const input = data instanceof Float32Array || data instanceof Float64Array ? data : Float32Array.from(data);\n  const result = new Float32Array(input.length);\n  \n  if (period < 1 || input.length < period + 1) {\n    result.fill(NaN);\n    return result;\n  }\n\n  // Fill initial values with NaN\n  for (let i = 0; i < period; i++) {\n    result[i] = NaN;\n  }\n\n  // Calculate initial average gain/loss\n  let avgGain = 0;\n  let avgLoss = 0;\n\n  for (let i = 1; i <= period; i++) {\n    const change = input[i] - input[i - 1];\n    if (change 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signal[i];\n  }\n\n  return {\n    values: macdLine,\n    signal,\n    histogram,\n  };\n}\n\n/**\n * Stochastic Oscillator\n * @param ohlc OHLC data\n * @param kPeriod %K period (default: 14)\n * @param dPeriod %D smoothing period (default: 3)\n */\nexport function stochastic(\n  ohlc: OHLCData,\n  kPeriod: number = 14,\n  dPeriod: number = 3\n): IndicatorResult {\n  const { high, low, close } = ohlc;\n  const length = close.length;\n  const kValues = new Float32Array(length);\n  \n  // Calculate %K\n  for (let i = 0; i < length; i++) {\n    if (i < kPeriod - 1) {\n      kValues[i] = NaN;\n      continue;\n    }\n    \n    let highest = -Infinity;\n    let lowest = Infinity;\n    \n    for (let j = i - kPeriod + 1; j <= i; j++) {\n      if (high[j] > highest) highest = high[j];\n      if (low[j] < lowest) lowest = low[j];\n    }\n    \n    const range = highest - lowest;\n    if (range === 0) {\n      kValues[i] = 50; // Neutral when no range\n    } else {\n      kValues[i] = ((close[i] - lowest) / range) * 100;\n    }\n  }\n  \n  // %D is SMA of %K\n  const dValues = sma(kValues, dPeriod);\n\n  return {\n    values: kValues,  // %K\n    signal: dValues,  // %D\n  };\n}\n\n/**\n * Rate of Change (ROC)\n * @param data Close prices\n * @param period ROC period (default: 10)\n */\nexport function roc(data: Float32Array | Float64Array | number[], period: number = 10): Float32Array {\n  const input = data instanceof Float32Array || data instanceof Float64Array ? data : Float32Array.from(data);\n  const result = new Float32Array(input.length);\n  \n  for (let i = 0; i < period; i++) {\n    result[i] = NaN;\n  }\n  \n  for (let i = period; i < input.length; i++) {\n    const pastValue = input[i - period];\n    if (pastValue === 0) {\n      result[i] = NaN;\n    } else {\n      result[i] = ((input[i] - pastValue) / pastValue) * 100;\n    }\n  }\n\n  return result;\n}\n\n/**\n * Momentum\n * @param data Close prices\n * @param period Momentum period (default: 10)\n */\nexport function momentum(data: Float32Array | Float64Array | number[], period: number = 10): Float32Array {\n  const input = data instanceof Float32Array || data instanceof Float64Array ? data : Float32Array.from(data);\n  const result = new Float32Array(input.length);\n  \n  for (let i = 0; i < period; i++) {\n    result[i] = NaN;\n  }\n  \n  for (let i = period; i < input.length; i++) {\n    result[i] = input[i] - input[i - period];\n  }\n\n  return result;\n}\n\n// ============================================\n// Volatility Indicators\n// ============================================\n\n/**\n * Bollinger Bands\n * @param data Close prices\n * @param period SMA period (default: 20)\n * @param stdDev Standard deviation multiplier (default: 2)\n */\nexport function bollingerBands(\n  data: Float32Array | Float64Array | number[],\n  period: number = 20,\n  stdDev: number = 2\n): IndicatorResult {\n  const input = data instanceof Float32Array || data instanceof Float64Array ? data : Float32Array.from(data);\n  const middle = sma(input, period);\n  const upper = new Float32Array(input.length);\n  const lower = new Float32Array(input.length);\n\n  for (let i = 0; i < input.length; i++) {\n    if (i < period - 1) {\n      upper[i] = NaN;\n      lower[i] = NaN;\n      continue;\n    }\n\n    // Calculate standard deviation\n    let sumSquares = 0;\n    for (let j = i - period + 1; j <= i; j++) {\n      const diff = input[j] - middle[i];\n      sumSquares += diff * diff;\n    }\n    const std = Math.sqrt(sumSquares / period);\n\n    upper[i] = middle[i] + stdDev * std;\n    lower[i] = middle[i] - stdDev * std;\n  }\n\n  return {\n    values: middle,\n    upper,\n    lower,\n  };\n}\n\n/**\n * Average True Range (ATR)\n * @param ohlc OHLC data\n * @param period ATR period (default: 14)\n */\nexport function atr(ohlc: OHLCData, period: number = 14): Float32Array {\n  const { high, low, close } = ohlc;\n  const length = close.length;\n  const tr = new Float32Array(length);\n  \n  // True Range calculation\n  tr[0] = high[0] - low[0];\n  \n  for (let i = 1; i < length; i++) {\n    const hl = high[i] - low[i];\n    const hc = Math.abs(high[i] - close[i - 1]);\n    const lc = Math.abs(low[i] - close[i - 1]);\n    tr[i] = Math.max(hl, hc, lc);\n  }\n\n  // ATR is smoothed average of True Range\n  return ema(tr, period);\n}\n\n/**\n * Standard Deviation\n * @param data Input data\n * @param period Period for calculation (default: 20)\n */\nexport function standardDeviation(data: Float32Array | Float64Array | number[], period: number = 20): Float32Array {\n  const input = data instanceof Float32Array || data instanceof Float64Array ? data : Float32Array.from(data);\n  const result = new Float32Array(input.length);\n  const avg = sma(input, period);\n\n  for (let i = 0; i < input.length; i++) {\n    if (i < period - 1) {\n      result[i] = NaN;\n      continue;\n    }\n\n    let sumSquares = 0;\n    for (let j = i - period + 1; j <= i; j++) {\n      const diff = input[j] - avg[i];\n      sumSquares += diff * diff;\n    }\n    result[i] = Math.sqrt(sumSquares / period);\n  }\n\n  return result;\n}\n\n// ============================================\n// Volume Indicators\n// ============================================\n\n/**\n * Volume Weighted Average Price (VWAP)\n * @param ohlc OHLC data with volume\n */\nexport function vwap(ohlc: OHLCData): Float32Array {\n  const { high, low, close, volume } = ohlc;\n  \n  if (!volume) {\n    throw new Error('VWAP requires volume data');\n  }\n\n  const length = close.length;\n  const result = new Float32Array(length);\n  \n  let cumulativeTPV = 0; // Cumulative Typical Price * Volume\n  let cumulativeVolume = 0;\n\n  for (let i = 0; i < length; i++) {\n    const typicalPrice = (high[i] + low[i] + close[i]) / 3;\n    cumulativeTPV += typicalPrice * volume[i];\n    cumulativeVolume += volume[i];\n    \n    if (cumulativeVolume === 0) {\n      result[i] = typicalPrice;\n    } else {\n      result[i] = cumulativeTPV / cumulativeVolume;\n    }\n  }\n\n  return result;\n}\n\n/**\n * On-Balance Volume (OBV)\n * @param close Close prices\n * @param volume Volume data\n */\nexport function obv(\n  close: Float32Array | Float64Array | number[],\n  volume: Float32Array | Float64Array | number[]\n): Float32Array {\n  const closeInput = close instanceof Float32Array || close instanceof Float64Array ? close : Float32Array.from(close);\n  const volumeInput = volume instanceof Float32Array || volume instanceof Float64Array ? volume : Float32Array.from(volume);\n  \n  const result = new Float32Array(closeInput.length);\n  result[0] = volumeInput[0];\n\n  for (let i = 1; i < closeInput.length; i++) {\n    if (closeInput[i] > closeInput[i - 1]) {\n      result[i] = result[i - 1] + volumeInput[i];\n    } else if (closeInput[i] < closeInput[i - 1]) {\n      result[i] = result[i - 1] - volumeInput[i];\n    } else {\n      result[i] = result[i - 1];\n    }\n  }\n\n  return result;\n}\n\n// ============================================\n// Trend Indicators\n// ============================================\n\n/**\n * Average Directional Index (ADX)\n * @param ohlc OHLC data\n * @param period ADX period (default: 14)\n */\nexport function adx(ohlc: OHLCData, period: number = 14): IndicatorResult {\n  const { high, low, close } = ohlc;\n  const length = close.length;\n  \n  const plusDM = new Float32Array(length);\n  const minusDM = new Float32Array(length);\n  const tr = new Float32Array(length);\n  \n  // Calculate +DM, -DM, TR\n  tr[0] = high[0] - low[0];\n  plusDM[0] = 0;\n  minusDM[0] = 0;\n\n  for (let i = 1; i < length; i++) {\n    const upMove = high[i] - high[i - 1];\n    const downMove = low[i - 1] - low[i];\n    \n    plusDM[i] = upMove > downMove && upMove > 0 ? upMove : 0;\n    minusDM[i] = downMove > upMove && downMove > 0 ? downMove : 0;\n    \n    const hl = high[i] - low[i];\n    const hc = Math.abs(high[i] - close[i - 1]);\n    const lc = Math.abs(low[i] - close[i - 1]);\n    tr[i] = Math.max(hl, hc, lc);\n  }\n\n  // Smooth with EMA\n  const smoothedTR = ema(tr, period);\n  const smoothedPlusDM = ema(plusDM, period);\n  const smoothedMinusDM = ema(minusDM, period);\n\n  // Calculate +DI and -DI\n  const plusDI = new Float32Array(length);\n  const minusDI = new Float32Array(length);\n  const dx = new Float32Array(length);\n\n  for (let i = 0; i < length; i++) {\n    if (smoothedTR[i] === 0 || isNaN(smoothedTR[i])) {\n      plusDI[i] = NaN;\n      minusDI[i] = NaN;\n      dx[i] = NaN;\n    } else {\n      plusDI[i] = (smoothedPlusDM[i] / smoothedTR[i]) * 100;\n      minusDI[i] = (smoothedMinusDM[i] / smoothedTR[i]) * 100;\n      \n      const diSum = plusDI[i] + minusDI[i];\n      dx[i] = diSum === 0 ? 0 : (Math.abs(plusDI[i] - minusDI[i]) / diSum) * 100;\n    }\n  }\n\n  // ADX is smoothed DX\n  const adxValues = ema(dx, period);\n\n  return {\n    values: adxValues,\n    upper: plusDI,  // +DI\n    lower: minusDI, // 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package/dist/optionsSync-QUiN4Inw.js

@@ -0,0 +1,119 @@
+function d(o) {
+  return o.type === "candlestick";
+}
+function f(o) {
+  return o.type === "bar";
+}
+function y(o) {
+  return o.type === "heatmap";
+}
+function h(o) {
+  const a = {
+    color: o.color ?? "#ff0055",
+    width: o.width ?? 1.5
+  };
+  return y(o) ? {
+    id: o.id,
+    type: "heatmap",
+    data: o.data,
+    style: a,
+    visible: o.visible ?? !0,
+    name: o.name
+  } : d(o) ? {
+    id: o.id,
+    type: "candlestick",
+    data: {
+      x: o.x,
+      y: o.close,
+      open: o.open,
+      high: o.high,
+      low: o.low,
+      close: o.close
+    },
+    style: a,
+    visible: o.visible ?? !0,
+    name: o.name
+  } : f(o) ? {
+    id: o.id,
+    type: "bar",
+    data: { x: o.x, y: o.y },
+    style: a,
+    visible: o.visible ?? !0,
+    name: o.name
+  } : {
+    id: o.id,
+    type: "line",
+    data: { x: o.x, y: o.y },
+    style: a,
+    visible: o.visible ?? !0,
+    name: o.name
+  };
+}
+function g(o, a) {
+  return o.type !== a.type ? !0 : y(o) && y(a) ? o.data.xValues !== a.data.xValues || o.data.yValues !== a.data.yValues || o.data.zValues !== a.data.zValues : d(o) && d(a) ? o.x !== a.x || o.open !== a.open || o.high !== a.high || o.low !== a.low || o.close !== a.close : f(o) && f(a) || "x" in o && "y" in o && "x" in a && "y" in a ? o.x !== a.x || o.y !== a.y : !0;
+}
+function b(o) {
+  return y(o) ? {
+    x: o.data.xValues,
+    y: o.data.yValues
+  } : d(o) ? {
+    x: o.x,
+    open: o.open,
+    high: o.high,
+    low: o.low,
+    close: o.close
+  } : f(o) ? { x: o.x, y: o.y } : { x: o.x, y: o.y };
+}
+function s(o, a, n) {
+  const t = new Map(a.map((i) => [i.id, i]));
+  return n.forEach((i, u) => {
+    t.has(u) || o.removeSeries(u);
+  }), t.forEach((i, u) => {
+    var c;
+    const l = n.get(u);
+    l ? g(l, i) && o.updateSeries(u, b(i)) : (o.addSeries(h(i)), t.size === 1 && ((c = o.autoScale) == null || c.call(o)));
+  }), t;
+}
+const e = [
+  "xAxis",
+  "yAxis",
+  "theme",
+  "background",
+  "showLegend",
+  "layout",
+  "responsive",
+  "colorScheme",
+  "showControls",
+  "toolbar",
+  "animations"
+];
+function m(o, a) {
+  if (o === a) return !0;
+  if (o == null || a == null || typeof o != "object" || typeof a != "object") return !1;
+  const n = o, t = a, i = Object.keys(n), u = Object.keys(t);
+  return i.length !== u.length ? !1 : i.every((l) => n[l] === t[l]);
+}
+function w(o, a) {
+  return e.some((n) => !m(o[n], a[n]));
+}
+function r(o, a, n) {
+  a.xAxis !== n.xAxis && n.xAxis && o.updateXAxis(n.xAxis), a.yAxis !== n.yAxis && n.yAxis && (Array.isArray(n.yAxis) ? n.yAxis : [n.yAxis]).forEach((i) => {
+    i.id && o.updateYAxis(i.id, i);
+  }), a.theme !== n.theme && n.theme !== void 0 && o.setTheme(n.theme), a.background !== n.background && n.background && o.setTheme({ backgroundColor: n.background }), a.showLegend !== n.showLegend && n.showLegend !== void 0 && "setShowLegend" in o && typeof o.setShowLegend == "function" && o.setShowLegend(
+    n.showLegend
+  ), (a.layout !== n.layout || a.responsive !== n.responsive) && o.resize();
+}
+function A(o) {
+  const a = {};
+  for (const n of e)
+    o[n] !== void 0 && (a[n] = o[n]);
+  return a;
+}
+export {
+  s as d,
+  w as o,
+  A as p,
+  r as s,
+  h as v
+};
+//# sourceMappingURL=optionsSync-QUiN4Inw.js.map

package/dist/optionsSync-QUiN4Inw.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"optionsSync-QUiN4Inw.js","sources":["../src/bindings/shared/seriesDiff.ts","../src/bindings/shared/optionsSync.ts"],"sourcesContent":["/**\n * Series diffing for declarative bindings.\n */\n\nimport type { SeriesOptions, SeriesUpdateData } from \"../../types\";\nimport type {\n  ChartSeriesActions,\n  VeloPlotSeries,\n  VeloPlotCandlestickSeries,\n  VeloPlotBarSeries,\n  VeloPlotHeatmapSeries,\n} from \"./types\";\n\nfunction isCandlestick(s: VeloPlotSeries): s is VeloPlotCandlestickSeries {\n  return s.type === \"candlestick\";\n}\n\nfunction isBar(s: VeloPlotSeries): s is VeloPlotBarSeries {\n  return s.type === \"bar\";\n}\n\nfunction isHeatmap(s: VeloPlotSeries): s is VeloPlotHeatmapSeries {\n  return s.type === \"heatmap\";\n}\n\nexport function veloPlotSeriesToOptions(series: VeloPlotSeries): SeriesOptions {\n  const style = {\n    color: series.color ?? \"#ff0055\",\n    width: series.width ?? 1.5,\n  };\n\n  if (isHeatmap(series)) {\n    return {\n      id: series.id,\n      type: \"heatmap\",\n      data: series.data as unknown as import(\"../../types\").SeriesData,\n      style,\n      visible: series.visible ?? true,\n      name: series.name,\n    };\n  }\n\n  if (isCandlestick(series)) {\n    return {\n      id: series.id,\n      type: \"candlestick\",\n      data: {\n        x: series.x,\n        y: series.close,\n        open: series.open,\n        high: series.high,\n        low: series.low,\n        close: series.close,\n      },\n      style,\n      visible: series.visible ?? true,\n      name: series.name,\n    };\n  }\n\n  if (isBar(series)) {\n    return {\n      id: series.id,\n      type: \"bar\",\n      data: { x: series.x, y: series.y },\n      style,\n      visible: series.visible ?? true,\n      name: series.name,\n    };\n  }\n\n  return {\n    id: series.id,\n    type: \"line\",\n    data: { x: series.x, y: series.y },\n    style,\n    visible: series.visible ?? true,\n    name: series.name,\n  };\n}\n\nfunction seriesDataChanged(\n  prev: VeloPlotSeries,\n  next: VeloPlotSeries,\n): boolean {\n  if (prev.type !== next.type) return true;\n\n  if (isHeatmap(prev) && isHeatmap(next)) {\n    return (\n      prev.data.xValues !== next.data.xValues ||\n      prev.data.yValues !== next.data.yValues ||\n      prev.data.zValues !== next.data.zValues\n    );\n  }\n\n  if (isCandlestick(prev) && isCandlestick(next)) {\n    return (\n      prev.x !== next.x ||\n      prev.open !== next.open ||\n      prev.high !== next.high ||\n      prev.low !== next.low ||\n      prev.close !== next.close\n    );\n  }\n\n  if (isBar(prev) && isBar(next)) {\n    return prev.x !== next.x || prev.y !== next.y;\n  }\n\n  if (\"x\" in prev && \"y\" in prev && \"x\" in next && \"y\" in next) {\n    return prev.x !== next.x || prev.y !== next.y;\n  }\n\n  return true;\n}\n\nfunction toUpdateData(series: VeloPlotSeries): SeriesUpdateData {\n  if (isHeatmap(series)) {\n    return {\n      x: series.data.xValues as Float32Array,\n      y: series.data.yValues as Float32Array,\n    };\n  }\n  if (isCandlestick(series)) {\n    return {\n      x: series.x,\n      open: series.open,\n      high: series.high,\n      low: series.low,\n      close: series.close,\n    };\n  }\n  if (isBar(series)) {\n    return { x: series.x, y: series.y };\n  }\n  return { x: series.x, y: series.y };\n}\n\nexport function diffSeries(\n  chart: ChartSeriesActions,\n  current: VeloPlotSeries[],\n  previous: Map<string, VeloPlotSeries>,\n): Map<string, VeloPlotSeries> {\n  const currentMap = new Map(current.map((s) => [s.id, s]));\n\n  previous.forEach((_, id) => {\n    if (!currentMap.has(id)) {\n      chart.removeSeries(id);\n    }\n  });\n\n  currentMap.forEach((seriesData, id) => {\n    const prev = previous.get(id);\n    if (!prev) {\n      chart.addSeries(veloPlotSeriesToOptions(seriesData));\n      if (currentMap.size === 1) {\n        chart.autoScale?.();\n      }\n    } else if (seriesDataChanged(prev, seriesData)) {\n      chart.updateSeries(id, toUpdateData(seriesData));\n    }\n  });\n\n  return currentMap;\n}\n\nexport function serializePaneIds(panes: { id: string }[]): string {\n  return panes.map((p) => p.id).join(\",\");\n}\n","/**\n * Apply chart option changes without remounting.\n */\n\nimport type { Chart } from \"../../core/chart/types\";\nimport type { ChartOptions } from \"../../types\";\n\nexport type SyncableChartOptions = Omit<ChartOptions, \"container\">;\n\nconst SYNC_KEYS: (keyof SyncableChartOptions)[] = [\n  \"xAxis\",\n  \"yAxis\",\n  \"theme\",\n  \"background\",\n  \"showLegend\",\n  \"layout\",\n  \"responsive\",\n  \"colorScheme\",\n  \"showControls\",\n  \"toolbar\",\n  \"animations\",\n];\n\nfunction shallowEqual(a: unknown, b: unknown): boolean {\n  if (a === b) return true;\n  if (a == null || b == null) return false;\n  if (typeof a !== \"object\" || typeof b !== \"object\") return false;\n  const aObj = a as Record<string, unknown>;\n  const bObj = b as Record<string, unknown>;\n  const aKeys = Object.keys(aObj);\n  const bKeys = Object.keys(bObj);\n  if (aKeys.length !== bKeys.length) return false;\n  return aKeys.every((k) => aObj[k] === bObj[k]);\n}\n\nexport function optionsChanged(\n  prev: SyncableChartOptions,\n  next: SyncableChartOptions,\n): boolean {\n  return SYNC_KEYS.some((key) => !shallowEqual(prev[key], next[key]));\n}\n\nexport function syncChartOptions(\n  chart: Chart,\n  prev: SyncableChartOptions,\n  next: SyncableChartOptions,\n): void {\n  if (prev.xAxis !== next.xAxis && next.xAxis) {\n    chart.updateXAxis(next.xAxis);\n  }\n\n  if (prev.yAxis !== next.yAxis && next.yAxis) {\n    const axes = Array.isArray(next.yAxis) ? next.yAxis : [next.yAxis];\n    axes.forEach((axis) => {\n      if (axis.id) {\n        chart.updateYAxis(axis.id, axis);\n      }\n    });\n  }\n\n  if (prev.theme !== next.theme && next.theme !== undefined) {\n    chart.setTheme(next.theme);\n  }\n\n  if (prev.background !== next.background 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package/dist/plugins/3d/index.d.ts

@@ -1,6 +1,6 @@
 import { ChartPlugin } from '../types';
 /**
- * SciPlot Engine - 3D Visualization Plugin
+ * VeloPlot Engine - 3D Visualization Plugin
  *
  * This plugin provides 3D rendering capabilities including:
  * - Line3D, Area3D, Bubble3D, Impulse3D renderers
@@ -42,7 +42,7 @@ export interface Plugin3DConfig {
     enableOrbitControls?: boolean;
 }
 /**
- * SciPlot 3D Plugin
+ * VeloPlot 3D Plugin
  *
  * Provides interactive 3D charts, surfaces, and meshes.
  */

package/dist/plugins/3d.d.ts

@@ -1,3 +1,3 @@
 export * from './3d/index'
-import SciPlot from './3d/index'
-export default SciPlot
+import VeloPlot from './3d/index'
+export default VeloPlot

package/dist/plugins/3d.js

@@ -2969,7 +2969,9 @@ class Ct {
       return;
     }
     const e = this.impulseData, t = e.baseY ?? 0;
-    let i = 1 / 0, s = -1 / 0, n = t, o = -1 / 0, l = 1 / 0, h = -1 / 0;
+    let i = 1 / 0, s = -1 / 0;
+    const n = t;
+    let o = -1 / 0, l = 1 / 0, h = -1 / 0;
     for (let c = 0; c < e.x.length; c++)
       e.x[c] < i && (i = e.x[c]), e.x[c] > s && (s = e.x[c]), e.y[c] > o && (o = e.y[c]), e.z[c] < l && (l = e.z[c]), e.z[c] > h && (h = e.z[c]);
     this.bounds = { minX: i, maxX: s, minY: n, maxY: o, minZ: l, maxZ: h };