Unpublished source build: registry install examples below apply after publication. For now, build the checkout; see versions and local setup.

TotalFinance TA — the live tier (charting workflows)

The technical-analysis package (@insiderfinance/totalfinance/technical-analysis) is built for live, charting-product use, not just end-of-day batch runs. Three pieces make that work: forming-bar peek(), multi-timeframe resample/alignToBars, and divergences. All are pure (no clock reads) and streaming-first — batch output is always derived from the same stream, so what you see live is what a backtest sees.

1. Forming bars: peek() vs next()

Every indicator stream (indicator.stream(params)) is a live stream with two methods:

• next(value) — apply value and commit it. Call this once, when a bar closes.
• peek(value) — return the value that would result from next(value), without committing. Call it as often as you like while a bar is still forming; the committed history is never touched, so closed bars never repaint.

import { rsi } from '@insiderfinance/totalfinance/technical-analysis';

const stream = rsi.stream({ period: 14 });

// Seed with closed bars.
for (const close of closedBars) stream.next(close);

// The bar is still forming — repaint the RSI on every tick, cheaply and without side effects.
onTick((price) => {
  const liveRsi = stream.peek(price); // may be null during warmup
  render(liveRsi);
});

// When the bar closes, commit exactly once.
onBarClose((finalClose) => {
  stream.next(finalClose);
});

peek() works for every indicator (all 300+), because it is supplied by the framework wrapper: it snapshots the committed state once per commit and applies the tick to a throwaway clone. The default cost is O(snapshot) per call — fine for a chart's tick rate.

2. Multi-timeframe: resample + alignToBars

Show a 1-hour indicator on a 1-minute chart without the request.security lookahead trap. Buckets are epoch-aligned (floor(ts / intervalMs) * intervalMs); only closed higher-timeframe (HTF) bars are ever projected onto the lower-timeframe (LTF) index.

import { resample, alignToBars, rsi } from '@insiderfinance/totalfinance/technical-analysis';

// 1m → 1h. Only completed hourly buckets are returned by default; pass { includePartial: true } to
// also get the still-forming bucket (flagged `partial: true`).
const hourly = resample(oneMinuteBars, '1h'); // '1m'|'5m'|'15m'|'30m'|'1h'|'4h'|'1d' or a ms number

// Compute on the HTF, then step-hold onto the LTF index — strictly causal (NaN until the first hour
// closes; each 1m bar only ever sees hours that have already closed).
const hourlyRsi = rsi(
  hourly.map((b) => b.close),
  { period: 14 },
);
const rsiOn1m = alignToBars(hourlyRsi, hourly, oneMinuteBars);

Each resampled bar carries OHLC (first/max/min/last), summed volume, and a volume-weighted vwap. Limitation: only epoch-aligned buckets are supported — session-anchored resampling (buckets anchored to an exchange's session open) is intentionally not included.

3. Divergences

Regular and hidden price/indicator divergences, confirmed causally: an event is emitted at the bar where the second swing's fractal window completes, and the two swings reference earlier bars.

import { divergences, rsi } from '@insiderfinance/totalfinance/technical-analysis';

const rsiValues = rsi(closes, { period: 14 });
const events = divergences(closes, rsiValues, {
  swing: { left: 5, right: 5 }, // fractal confirmation window
  kinds: ['bullish', 'bearish', 'hiddenBullish', 'hiddenBearish'],
});
// => [{ index, kind, priceSwings: [a, b], indicatorSwings: [a, b] }, ...]
// `index` is the confirmation bar; `priceSwings`/`indicatorSwings` reference the two swing bars.

The streaming form is the registered divergence indicator (divergence.stream(...)), which yields a numeric DivergencePoint per bar (code: 0 when nothing confirms); divergences(...) is the convenient event-list view with a string kind.