Dtw algo (#9)
* feat: implement Dynamic Time Warping (DTW) functionality - Added DTW distance computation and optimal warping path functions in Rust. - Introduced corresponding Python bindings for DTW, DTW_DISTANCE, and BATCH_DTW. - Enhanced WASM support with a new dtw_distance function. - Included comprehensive unit tests for DTW functionality, validating against the dtaidistance library and ensuring mathematical properties. * chore: update ferro-ta version to 1.1.4 - Bumped version number of ferro-ta to 1.1.4 in uv.lock and Cargo.lock files. - Ensured consistency across package dependencies for the updated version.
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@@ -1,8 +1,8 @@
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{
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"surfaces": {
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"python": {
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"indicator_count": 208,
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"method_count": 464,
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"indicator_count": 211,
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"method_count": 467,
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"categories": [
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"aggregation",
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"alerts",
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"doc": "",
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"params": []
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},
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{
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"name": "BATCH_DTW",
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"category": "statistic",
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"module": "ferro_ta.indicators.statistic",
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"doc": "",
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"params": []
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},
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{
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"name": "BBANDS",
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"category": "overlap",
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@@ -656,6 +663,20 @@
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"doc": "",
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"params": []
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},
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{
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"name": "DTW",
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"category": "statistic",
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"module": "ferro_ta.indicators.statistic",
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"doc": "",
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"params": []
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},
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{
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"name": "DTW_DISTANCE",
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"category": "statistic",
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"module": "ferro_ta.indicators.statistic",
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"doc": "",
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"params": []
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},
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{
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"name": "DX",
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"category": "momentum",
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@@ -3283,6 +3304,13 @@
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"doc": "",
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"params": []
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},
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{
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"name": "BATCH_DTW",
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"category": "statistic",
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"module": "ferro_ta.indicators.statistic",
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"doc": "",
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"params": []
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},
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{
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"name": "BETA",
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"category": "statistic",
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@@ -3297,6 +3325,20 @@
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"doc": "",
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"params": []
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},
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{
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"name": "DTW",
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"category": "statistic",
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"module": "ferro_ta.indicators.statistic",
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"doc": "",
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"params": []
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},
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{
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"name": "DTW_DISTANCE",
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"category": "statistic",
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"module": "ferro_ta.indicators.statistic",
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"doc": "",
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"params": []
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},
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{
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"name": "LINEARREG",
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"category": "statistic",
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@@ -4735,7 +4777,7 @@
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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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"public_function_count": 351,
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"functions": [
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{
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"module": "aggregation",
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@@ -6187,6 +6229,16 @@
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"function": "correl",
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"file": "statistic.rs"
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},
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{
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"module": "statistic",
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"function": "dtw_distance",
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"file": "statistic.rs"
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},
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{
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"module": "statistic",
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"function": "dtw_path",
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"file": "statistic.rs"
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},
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{
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"module": "statistic",
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"function": "linearreg",
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@@ -6485,7 +6537,7 @@
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]
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},
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"wasm_node": {
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"export_count": 221,
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"export_count": 222,
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"exports": [
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"ad",
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"adosc",
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"digital_price",
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"donchian",
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"drawdown_series",
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"dtw_distance",
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"dx",
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"early_exercise_premium",
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"ema",
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@@ -6712,9 +6765,9 @@
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}
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},
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"parity_summary": {
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"python_indicator_count": 207,
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"wasm_export_count": 221,
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"common_python_wasm_count": 91,
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"python_indicator_count": 210,
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"wasm_export_count": 222,
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"common_python_wasm_count": 92,
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"common_python_wasm": [
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"ad",
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"adosc",
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"dema",
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"detect_breaks_cusum",
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"donchian",
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"dtw_distance",
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"dx",
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"ema",
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"ht_dcperiod",
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@@ -6817,6 +6871,7 @@
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"asin",
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"atan",
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"batch_apply",
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"batch_dtw",
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"beta",
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"cdl2crows",
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"cdl3blackcrows",
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"cosh",
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"div",
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"drawdown",
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"dtw",
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"exp",
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"feature_matrix",
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"floor",
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+1
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Release Notes
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=============
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These docs track package version ``1.1.3``.
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These docs track package version ``1.1.4``.
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1.1.0-audit (2026-03-28)
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------------------------
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@@ -180,7 +180,7 @@ For source builds, packaging details, and platform notes, see
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Release status
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--------------
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These docs track package version ``1.1.3``.
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These docs track package version ``1.1.4``.
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- Release notes by version: :doc:`changelog`
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- Canonical project changelog: `CHANGELOG.md <https://github.com/pratikbhadane24/ferro-ta/blob/main/CHANGELOG.md>`_
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