chore: update ferro-ta version to 1.1.3 (#8)
- Bumped version numbers across Cargo.toml, Cargo.lock, pyproject.toml, and conda/meta.yaml to 1.1.3. - Added new features including American option pricing, digital options, extended Greeks, and historical volatility estimators. - Enhanced documentation and tests for new functionalities. - Updated CHANGELOG.md to reflect changes for version 1.1.3.
This commit is contained in:
Pratik Bhadane
+245
-4
@@ -2,7 +2,7 @@
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"category": "options",
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@@ -2303,6 +2324,20 @@
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"name": "VolCone",
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"category": "options",
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"module": "ferro_ta.analysis.options",
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"doc": "",
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{
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"name": "american_option_price",
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"category": "options",
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"module": "ferro_ta.analysis.options",
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"name": "black_76_price",
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"category": "options",
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@@ -2317,6 +2352,55 @@
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"doc": "",
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"params": []
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},
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{
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"name": "close_to_close_vol",
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"category": "options",
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"module": "ferro_ta.analysis.options",
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"doc": "",
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"params": []
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},
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{
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"name": "digital_option_greeks",
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"category": "options",
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"module": "ferro_ta.analysis.options",
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"doc": "",
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"params": []
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},
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{
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"name": "digital_option_price",
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"category": "options",
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"module": "ferro_ta.analysis.options",
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"doc": "",
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"params": []
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},
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{
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"name": "early_exercise_premium",
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"category": "options",
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"module": "ferro_ta.analysis.options",
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"doc": "",
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"params": []
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},
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{
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"name": "expected_move",
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"category": "options",
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"module": "ferro_ta.analysis.options",
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"doc": "",
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"params": []
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},
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{
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"name": "extended_greeks",
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"category": "options",
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"module": "ferro_ta.analysis.options",
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"doc": "",
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"params": []
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},
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{
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"name": "garman_klass_vol",
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"category": "options",
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"module": "ferro_ta.analysis.options",
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"doc": "",
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"params": []
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},
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{
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"name": "greeks",
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"category": "options",
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@@ -2366,6 +2450,27 @@
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"doc": "",
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"params": []
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{
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"name": "parkinson_vol",
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"category": "options",
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"module": "ferro_ta.analysis.options",
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"doc": "",
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"params": []
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{
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"name": "put_call_parity_deviation",
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"category": "options",
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"module": "ferro_ta.analysis.options",
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"doc": "",
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"name": "rogers_satchell_vol",
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"category": "options",
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"module": "ferro_ta.analysis.options",
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"doc": "",
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"params": []
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},
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{
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"name": "select_strike",
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"category": "options",
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@@ -2387,6 +2492,20 @@
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"doc": "",
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"params": []
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},
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{
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"name": "vol_cone",
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"category": "options",
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"module": "ferro_ta.analysis.options",
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"doc": "",
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"params": []
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{
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"name": "yang_zhang_vol",
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"category": "options",
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"module": "ferro_ta.analysis.options",
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"doc": "",
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"params": []
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},
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{
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"name": "DerivativesStrategy",
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"category": "options_strategy",
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@@ -4616,7 +4735,7 @@
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]
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},
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"rust_core": {
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"public_function_count": 349,
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"functions": [
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{
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"module": "aggregation",
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@@ -5288,6 +5407,16 @@
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"function": "willr",
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"file": "momentum.rs"
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},
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{
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"module": "options.american",
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"function": "american_price_baw",
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"file": "options/american.rs"
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},
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{
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"module": "options.american",
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"function": "early_exercise_premium",
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"file": "options/american.rs"
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},
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{
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"module": "options.chain",
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"function": "atm_index",
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@@ -5308,16 +5437,36 @@
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"function": "select_strike_by_offset",
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"file": "options/chain.rs"
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},
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{
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"module": "options.digital",
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"function": "digital_greeks",
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"file": "options/digital.rs"
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},
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{
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"module": "options.digital",
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"function": "digital_price",
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"file": "options/digital.rs"
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},
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{
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"module": "options.greeks",
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"function": "black_76_greeks",
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"file": "options/greeks.rs"
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},
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{
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"module": "options.greeks",
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"function": "black_scholes_extended_greeks",
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"file": "options/greeks.rs"
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},
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{
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"module": "options.greeks",
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"function": "black_scholes_greeks",
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"file": "options/greeks.rs"
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},
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{
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"module": "options.greeks",
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"function": "model_extended_greeks",
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"file": "options/greeks.rs"
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},
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{
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"module": "options.greeks",
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"function": "model_greeks",
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@@ -5363,6 +5512,26 @@
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"function": "pdf",
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"file": "options/normal.rs"
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},
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{
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"module": "options.payoff",
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"function": "aggregate_greeks_dense",
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"file": "options/payoff.rs"
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},
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{
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"module": "options.payoff",
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"function": "strategy_payoff_dense",
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"file": "options/payoff.rs"
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},
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{
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"module": "options.payoff",
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"function": "strategy_value_dense",
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"file": "options/payoff.rs"
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},
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{
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"module": "options.payoff",
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"function": "strategy_value_grid",
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"file": "options/payoff.rs"
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},
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{
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"module": "options.pricing",
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"function": "black_76_price",
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@@ -5388,11 +5557,51 @@
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"function": "price_upper_bound",
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"file": "options/pricing.rs"
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},
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{
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"module": "options.pricing",
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"function": "put_call_parity_deviation",
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"file": "options/pricing.rs"
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},
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{
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"module": "options.realized_vol",
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"function": "close_to_close_vol",
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"file": "options/realized_vol.rs"
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},
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{
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"module": "options.realized_vol",
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"function": "garman_klass_vol",
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"file": "options/realized_vol.rs"
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},
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{
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"module": "options.realized_vol",
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"function": "parkinson_vol",
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"file": "options/realized_vol.rs"
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},
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{
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"module": "options.realized_vol",
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"function": "rogers_satchell_vol",
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"file": "options/realized_vol.rs"
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},
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{
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"module": "options.realized_vol",
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"function": "vol_cone",
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"file": "options/realized_vol.rs"
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},
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{
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"module": "options.realized_vol",
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"function": "yang_zhang_vol",
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"file": "options/realized_vol.rs"
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},
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{
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"module": "options.surface",
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"function": "atm_iv",
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"file": "options/surface.rs"
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},
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{
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"module": "options.surface",
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"function": "expected_move",
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"file": "options/surface.rs"
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},
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{
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"module": "options.surface",
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"function": "linear_interpolate",
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@@ -6276,16 +6485,18 @@
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]
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},
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"wasm_node": {
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"exports": [
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"adosc",
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"adx",
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"adx_all",
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|
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"aggregate_greeks_dense",
|
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"aggregate_tick_bars",
|
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"aggregate_time_bars",
|
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"aggregate_volume_bars_ticks",
|
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"american_price",
|
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"annualized_basis",
|
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"apo",
|
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"aroon",
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@@ -6318,6 +6529,7 @@
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"check_cross",
|
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@@ -6330,17 +6542,23 @@
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"curve_summary",
|
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"dema",
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"detect_breaks_cusum",
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|
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||||
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||||
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||||
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||||
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|
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|
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"ht_dcperiod",
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@@ -6396,6 +6614,7 @@
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"obv",
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"ohlcv_agg",
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"parity_gap",
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"parkinson_vol",
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"per_lot",
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"period",
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"pivot_points",
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@@ -6405,6 +6624,7 @@
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"ppo",
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"price_lower_bound",
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"price_upper_bound",
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"put_call_parity_deviation",
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"rank_series",
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"rank_values",
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"rate_of_value",
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@@ -6418,6 +6638,7 @@
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"rocp",
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"rocr",
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"rocr100",
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"rogers_satchell_vol",
|
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"roll_yield",
|
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"rolling_beta",
|
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"rolling_max",
|
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@@ -6455,6 +6676,8 @@
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"stoch",
|
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"stochf",
|
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"stochrsi",
|
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"strategy_payoff_dense",
|
||||
"strategy_value_grid",
|
||||
"stt_on_buy",
|
||||
"stt_on_sell",
|
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"stt_rate",
|
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@@ -6474,6 +6697,7 @@
|
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"typprice",
|
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"ultosc",
|
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"var",
|
||||
"vol_cone",
|
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"volume_bars",
|
||||
"vwap",
|
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"vwma",
|
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@@ -6482,13 +6706,14 @@
|
||||
"weighted_continuous",
|
||||
"willr",
|
||||
"wma",
|
||||
"yang_zhang_vol",
|
||||
"zscore_series"
|
||||
]
|
||||
}
|
||||
},
|
||||
"parity_summary": {
|
||||
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|
||||
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|
||||
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||||
"common_python_wasm": [
|
||||
"ad",
|
||||
@@ -6703,9 +6928,11 @@
|
||||
],
|
||||
"wasm_only_vs_python": [
|
||||
"adx_all",
|
||||
"aggregate_greeks_dense",
|
||||
"aggregate_tick_bars",
|
||||
"aggregate_time_bars",
|
||||
"aggregate_volume_bars_ticks",
|
||||
"american_price",
|
||||
"annualized_basis",
|
||||
"atm_index",
|
||||
"atm_iv",
|
||||
@@ -6723,19 +6950,26 @@
|
||||
"bottom_n_indices",
|
||||
"calendar_spreads",
|
||||
"carry_spread",
|
||||
"close_to_close_vol",
|
||||
"compose_rank",
|
||||
"compose_weighted",
|
||||
"compute_performance_metrics",
|
||||
"curve_slope",
|
||||
"curve_summary",
|
||||
"digital_greeks",
|
||||
"digital_price",
|
||||
"drawdown_series",
|
||||
"early_exercise_premium",
|
||||
"exchange_charges_rate",
|
||||
"expected_move",
|
||||
"extended_greeks",
|
||||
"extract_trades",
|
||||
"fast_period",
|
||||
"flat_per_order",
|
||||
"forward_fill_nan",
|
||||
"funding_cumulative_pnl",
|
||||
"futures_basis",
|
||||
"garman_klass_vol",
|
||||
"gst_rate",
|
||||
"half_kelly_fraction",
|
||||
"implied_carry_rate",
|
||||
@@ -6763,10 +6997,12 @@
|
||||
"new",
|
||||
"ohlcv_agg",
|
||||
"parity_gap",
|
||||
"parkinson_vol",
|
||||
"per_lot",
|
||||
"period",
|
||||
"price_lower_bound",
|
||||
"price_upper_bound",
|
||||
"put_call_parity_deviation",
|
||||
"rank_series",
|
||||
"rank_values",
|
||||
"rate_of_value",
|
||||
@@ -6774,6 +7010,7 @@
|
||||
"ratio_adjusted_continuous",
|
||||
"regulatory_charges_rate",
|
||||
"relative_strength",
|
||||
"rogers_satchell_vol",
|
||||
"roll_yield",
|
||||
"rolling_beta",
|
||||
"rolling_max",
|
||||
@@ -6803,6 +7040,8 @@
|
||||
"spread",
|
||||
"stamp_duty_rate",
|
||||
"stitch_chunks",
|
||||
"strategy_payoff_dense",
|
||||
"strategy_value_grid",
|
||||
"stt_on_buy",
|
||||
"stt_on_sell",
|
||||
"stt_rate",
|
||||
@@ -6813,8 +7052,10 @@
|
||||
"trade_stats",
|
||||
"trim_overlap",
|
||||
"trix_indicator",
|
||||
"vol_cone",
|
||||
"walk_forward_indices",
|
||||
"weighted_continuous",
|
||||
"yang_zhang_vol",
|
||||
"zscore_series"
|
||||
]
|
||||
}
|
||||
|
||||
+1
-1
@@ -1,7 +1,7 @@
|
||||
Release Notes
|
||||
=============
|
||||
|
||||
These docs track package version ``1.1.2``.
|
||||
These docs track package version ``1.1.3``.
|
||||
|
||||
1.1.0-audit (2026-03-28)
|
||||
------------------------
|
||||
|
||||
+198
-42
@@ -1,50 +1,187 @@
|
||||
# Derivatives Analytics
|
||||
|
||||
`ferro-ta` now includes a Rust-backed derivatives analytics layer focused on
|
||||
research, simulation, and risk analysis.
|
||||
`ferro-ta` ships a Rust-backed derivatives analytics layer focused on
|
||||
research, simulation, and risk analysis. All functions are implemented in
|
||||
Rust core and exposed to Python (via PyO3) and WebAssembly (via wasm-bindgen).
|
||||
|
||||
---
|
||||
|
||||
## Modules
|
||||
|
||||
- `ferro_ta.analysis.options`
|
||||
- Black-Scholes-Merton and Black-76 pricing
|
||||
- Delta, gamma, vega, theta, rho
|
||||
- Implied volatility inversion with guarded Newton + bisection fallback
|
||||
- IV rank / percentile / z-score
|
||||
- Smile metrics: ATM IV, 25-delta risk reversal, butterfly, skew slope, convexity
|
||||
- Chain helpers: moneyness labels and strike selection by offset or delta
|
||||
- `ferro_ta.analysis.futures`
|
||||
- Synthetic forwards and parity diagnostics
|
||||
- Basis, annualized basis, implied carry, carry spread
|
||||
- Continuous contract stitching: weighted, back-adjusted, ratio-adjusted
|
||||
- Curve analytics: calendar spreads, slope, contango summary
|
||||
- `ferro_ta.analysis.options_strategy`
|
||||
- Typed strategy schemas for expiry selectors, strike selectors, multi-leg presets,
|
||||
risk controls, cost assumptions, and simulation limits
|
||||
- `ferro_ta.analysis.derivatives_payoff`
|
||||
- Multi-leg payoff aggregation
|
||||
- Portfolio-level Greeks aggregation across option and futures legs
|
||||
### `ferro_ta.analysis.options`
|
||||
|
||||
| Category | Functions |
|
||||
|---|---|
|
||||
| **Pricing** | `black_scholes_price`, `black_76_price`, `option_price` |
|
||||
| **Greeks** | `greeks`, `extended_greeks` |
|
||||
| **Implied vol** | `implied_volatility`, `iv_rank`, `iv_percentile`, `iv_zscore` |
|
||||
| **Digital options** | `digital_option_price`, `digital_option_greeks` |
|
||||
| **American options** | `american_option_price`, `early_exercise_premium` |
|
||||
| **Smile / surface** | `smile_metrics`, `term_structure_slope`, `expected_move` |
|
||||
| **Chain helpers** | `label_moneyness`, `select_strike` |
|
||||
| **Realised vol** | `close_to_close_vol`, `parkinson_vol`, `garman_klass_vol`, `rogers_satchell_vol`, `yang_zhang_vol` |
|
||||
| **Vol cone** | `vol_cone` |
|
||||
| **Diagnostics** | `put_call_parity_deviation` |
|
||||
|
||||
### `ferro_ta.analysis.futures`
|
||||
|
||||
- Synthetic forwards and parity diagnostics
|
||||
- Basis, annualized basis, implied carry, carry spread
|
||||
- Continuous contract stitching: weighted, back-adjusted, ratio-adjusted
|
||||
- Curve analytics: calendar spreads, slope, contango summary
|
||||
|
||||
### `ferro_ta.analysis.options_strategy`
|
||||
|
||||
Typed strategy schemas: expiry selectors, strike selectors, multi-leg presets
|
||||
(`STRADDLE`, `STRANGLE`, `IRON_CONDOR`, `BULL_CALL_SPREAD`, `BEAR_PUT_SPREAD`),
|
||||
risk controls, cost assumptions, and simulation limits.
|
||||
|
||||
### `ferro_ta.analysis.derivatives_payoff`
|
||||
|
||||
Multi-leg payoff and Greeks aggregation supporting **option**, **future**, and
|
||||
**stock** instrument types.
|
||||
|
||||
| Function | Description |
|
||||
|---|---|
|
||||
| `option_leg_payoff` | Expiry P/L for a single option leg |
|
||||
| `futures_leg_payoff` | Linear P/L for a futures leg |
|
||||
| `stock_leg_payoff` | Linear P/L for a stock/equity leg |
|
||||
| `strategy_payoff` | Aggregate expiry payoff across all legs |
|
||||
| `strategy_value` | Pre-expiry BSM mid-price value of a multi-leg strategy |
|
||||
| `aggregate_greeks` | Portfolio-level Greeks across option, futures, and stock legs |
|
||||
|
||||
---
|
||||
|
||||
## Model conventions
|
||||
|
||||
- `model="bsm"` expects the underlying input to be spot and `carry` to represent
|
||||
a continuous dividend yield or generic carry term.
|
||||
- `model="black76"` expects the underlying input to be the forward price.
|
||||
- Volatility and rates use decimal units:
|
||||
- `0.20` means 20% annualized volatility
|
||||
- `0.05` means 5% annualized rate
|
||||
- `time_to_expiry` is expressed in years.
|
||||
| Parameter | Convention |
|
||||
|---|---|
|
||||
| `model="bsm"` | Underlying is spot; `carry` = continuous dividend yield |
|
||||
| `model="black76"` | Underlying is the forward price |
|
||||
| `volatility` / `rate` / `carry` | Decimal annual (e.g. `0.20` = 20 %, `0.05` = 5 %) |
|
||||
| `time_to_expiry` | Years (e.g. `0.25` = 3 months) |
|
||||
|
||||
---
|
||||
|
||||
## Quick examples
|
||||
|
||||
### BSM pricing and Greeks
|
||||
|
||||
```python
|
||||
from ferro_ta.analysis.options import greeks, implied_volatility, option_price
|
||||
|
||||
price = option_price(100.0, 100.0, 0.05, 1.0, 0.20, option_type="call")
|
||||
iv = implied_volatility(price, 100.0, 100.0, 0.05, 1.0, option_type="call")
|
||||
g = greeks(100.0, 100.0, 0.05, 1.0, 0.20, option_type="call")
|
||||
print(price, iv, g.delta)
|
||||
iv = implied_volatility(price, 100.0, 100.0, 0.05, 1.0, option_type="call")
|
||||
g = greeks(100.0, 100.0, 0.05, 1.0, 0.20, option_type="call")
|
||||
print(price, iv, g.delta, g.gamma)
|
||||
```
|
||||
|
||||
### Extended (second-order) Greeks
|
||||
|
||||
```python
|
||||
from ferro_ta.analysis.options import extended_greeks
|
||||
|
||||
eg = extended_greeks(100.0, 100.0, 0.05, 1.0, 0.20, option_type="call")
|
||||
print(eg.vanna, eg.volga, eg.charm, eg.speed, eg.color)
|
||||
```
|
||||
|
||||
### Digital options
|
||||
|
||||
```python
|
||||
from ferro_ta.analysis.options import digital_option_price, digital_option_greeks
|
||||
|
||||
# Cash-or-nothing call at ATM ≈ e^{-rT} * N(d2) ≈ 0.53
|
||||
price = digital_option_price(100.0, 100.0, 0.05, 1.0, 0.20,
|
||||
option_type="call", digital_type="cash_or_nothing")
|
||||
g = digital_option_greeks(100.0, 100.0, 0.05, 1.0, 0.20,
|
||||
option_type="call", digital_type="cash_or_nothing")
|
||||
print(price, g.delta, g.gamma, g.vega)
|
||||
```
|
||||
|
||||
### American options (BAW approximation)
|
||||
|
||||
```python
|
||||
from ferro_ta.analysis.options import american_option_price, early_exercise_premium
|
||||
|
||||
# American put — may have meaningful early exercise premium
|
||||
american = american_option_price(100.0, 100.0, 0.05, 1.0, 0.20, option_type="put")
|
||||
premium = early_exercise_premium(100.0, 100.0, 0.05, 1.0, 0.20, option_type="put")
|
||||
print(american, premium)
|
||||
```
|
||||
|
||||
### Historical volatility estimators
|
||||
|
||||
```python
|
||||
import numpy as np
|
||||
from ferro_ta.analysis.options import (
|
||||
close_to_close_vol, garman_klass_vol, parkinson_vol,
|
||||
rogers_satchell_vol, yang_zhang_vol,
|
||||
)
|
||||
|
||||
# Assume daily OHLC arrays of length N
|
||||
open_p, high_p, low_p, close_p = ... # numpy arrays
|
||||
|
||||
ctc = close_to_close_vol(close_p, window=20) # close-only
|
||||
park = parkinson_vol(high_p, low_p, window=20) # high-low
|
||||
gk = garman_klass_vol(open_p, high_p, low_p, close_p, window=20)
|
||||
rs = rogers_satchell_vol(open_p, high_p, low_p, close_p, window=20)
|
||||
yz = yang_zhang_vol(open_p, high_p, low_p, close_p, window=20)
|
||||
```
|
||||
|
||||
### Volatility cone
|
||||
|
||||
```python
|
||||
from ferro_ta.analysis.options import vol_cone
|
||||
|
||||
cone = vol_cone(close_p, windows=(21, 42, 63, 126, 252))
|
||||
# Overlay current IV against the cone to gauge richness/cheapness
|
||||
for w, med in zip(cone.windows, cone.median):
|
||||
print(f"window={int(w):3d} median_rv={med:.1%}")
|
||||
```
|
||||
|
||||
### Put-call parity check
|
||||
|
||||
```python
|
||||
from ferro_ta.analysis.options import option_price, put_call_parity_deviation
|
||||
|
||||
call = option_price(100.0, 100.0, 0.05, 1.0, 0.20, option_type="call")
|
||||
put = option_price(100.0, 100.0, 0.05, 1.0, 0.20, option_type="put")
|
||||
dev = put_call_parity_deviation(call, put, 100.0, 100.0, 0.05, 1.0)
|
||||
# dev ≈ 0.0 for BSM-consistent prices; non-zero signals stale/mismatched quotes
|
||||
```
|
||||
|
||||
### Expected move
|
||||
|
||||
```python
|
||||
from ferro_ta.analysis.options import expected_move
|
||||
|
||||
lower, upper = expected_move(100.0, 0.20, days_to_expiry=30)
|
||||
print(f"Expected ±1σ range: [{100+lower:.2f}, {100+upper:.2f}]")
|
||||
```
|
||||
|
||||
### Multi-leg strategies with stock
|
||||
|
||||
```python
|
||||
import numpy as np
|
||||
from ferro_ta.analysis.derivatives_payoff import PayoffLeg, strategy_payoff, strategy_value
|
||||
|
||||
# Covered Call: long 100 shares + short 1 OTM call
|
||||
spot_grid = np.linspace(80, 130, 100)
|
||||
legs = [
|
||||
PayoffLeg("stock", "long", entry_price=100.0),
|
||||
PayoffLeg("option", "short", option_type="call",
|
||||
strike=110.0, premium=3.0, volatility=0.20, time_to_expiry=0.25),
|
||||
]
|
||||
|
||||
# Expiry P/L
|
||||
payoff = strategy_payoff(spot_grid, legs=legs)
|
||||
|
||||
# Pre-expiry BSM value (T=3 months remaining)
|
||||
value = strategy_value(spot_grid, legs=legs, time_to_expiry=0.25, volatility=0.20)
|
||||
```
|
||||
|
||||
### Futures analytics
|
||||
|
||||
```python
|
||||
from ferro_ta.analysis.futures import basis, curve_summary
|
||||
|
||||
@@ -52,19 +189,38 @@ print(basis(100.0, 103.0))
|
||||
print(curve_summary(100.0, [0.1, 0.5, 1.0], [101.0, 102.0, 104.0]))
|
||||
```
|
||||
|
||||
```python
|
||||
from ferro_ta.analysis.derivatives_payoff import PayoffLeg, strategy_payoff
|
||||
---
|
||||
|
||||
legs = [
|
||||
PayoffLeg("option", "long", option_type="call", strike=100.0, premium=5.0),
|
||||
PayoffLeg("future", "long", entry_price=100.0),
|
||||
]
|
||||
grid = [90.0, 100.0, 110.0]
|
||||
print(strategy_payoff(grid, legs=legs))
|
||||
```
|
||||
## Instrument types in `PayoffLeg` / `StrategyLeg`
|
||||
|
||||
| `instrument` | Required fields | Payoff |
|
||||
|---|---|---|
|
||||
| `"option"` | `option_type`, `strike`, `expiry_selector`, `strike_selector` | `max(φ(S−K), 0) − premium` |
|
||||
| `"future"` | `entry_price` | `S − entry_price` |
|
||||
| `"stock"` | `entry_price` | `S − entry_price` (identical to future, no margin) |
|
||||
|
||||
---
|
||||
|
||||
## Volatility estimator efficiency comparison
|
||||
|
||||
| Estimator | Relative efficiency vs close-to-close | Handles overnight gaps |
|
||||
|---|---|---|
|
||||
| Close-to-close | 1× (baseline) | N/A (uses close only) |
|
||||
| Parkinson | ~5× | No |
|
||||
| Garman-Klass | ~7.4× | No |
|
||||
| Rogers-Satchell | ~8× | No |
|
||||
| Yang-Zhang | ~14× | Yes |
|
||||
|
||||
*Use Yang-Zhang when you have overnight gaps (futures, crypto). Use Parkinson
|
||||
or Garman-Klass for continuous trading sessions.*
|
||||
|
||||
---
|
||||
|
||||
## Notes
|
||||
|
||||
- Existing `iv_rank`, `iv_percentile`, and `iv_zscore` names are preserved.
|
||||
- The derivatives layer is analytics-only: there is no broker connectivity,
|
||||
order routing, or execution workflow in this API.
|
||||
- All existing function names (`iv_rank`, `iv_percentile`, `iv_zscore`, `greeks`,
|
||||
`option_price`, etc.) are preserved — fully backward compatible.
|
||||
- The derivatives layer is analytics-only: no broker connectivity, order routing,
|
||||
or execution workflow.
|
||||
- WASM: all functions in this layer are also exported as WebAssembly bindings
|
||||
(see `wasm/src/lib.rs`).
|
||||
|
||||
@@ -180,7 +180,7 @@ For source builds, packaging details, and platform notes, see
|
||||
Release status
|
||||
--------------
|
||||
|
||||
These docs track package version ``1.1.2``.
|
||||
These docs track package version ``1.1.3``.
|
||||
|
||||
- Release notes by version: :doc:`changelog`
|
||||
- Canonical project changelog: `CHANGELOG.md <https://github.com/pratikbhadane24/ferro-ta/blob/main/CHANGELOG.md>`_
|
||||
|
||||
Reference in New Issue
Block a user