Bump 1.1.4 -> 1.2.0 across all release files (Cargo, pyproject, wasm,
conda, docs) and roll the CHANGELOG [Unreleased] section into [1.2.0].
Highlights: runtime CPU-feature dispatch (multiversion), broader wheel
coverage (linux aarch64 + musllinux + windows arm64), abi3 wheels,
Dynamic Time Warping, and indicator-specific exception types.
* feat: broaden CPU and platform coverage across PyPI, nodes, and crates.io
Replace static SIMD with runtime CPU-feature dispatch and expand the release
wheel matrix so one set of artifacts runs on any target CPU and platform
without illegal-instruction crashes.
Rust core:
- Add multiversion runtime dispatch (crates/ferro_ta_core/src/simd.rs); drop
compile-time `wide`. `simd` feature is now default-on and forwarded through
the pyo3 crate, and stays compatible with #![forbid(unsafe_code)].
Packaging:
- abi3-py310: one cp310-abi3 wheel per platform (covers CPython 3.10+).
- CI matrix adds Linux aarch64 + musllinux (x86_64/aarch64) and Windows arm64.
Node/Docker + docs:
- api/Dockerfile: document baseline+dispatch (no target-cpu pin) and add a
fail-fast import check; aarch64 containers now install cleanly.
- Rewrite docs/guides/simd.md; fix stale `wide` mention in ADR 0003.
- Add ADR 0006 (CPU coverage strategy).
Also bundles in-flight release prep already staged in the tree (DTW exception
types, SBOM/provenance security, supporting docs).
* fix(ci): clear cargo-deny and pip-audit failures; apply dependency bumps
cargo-deny (advisories):
- Ignore pyo3 RUSTSEC-2026-0176 / RUSTSEC-2026-0177 in deny.toml with a
documented rationale: ferro-ta uses neither affected code path
(PyList/PyTuple nth iterators; PyCFunction::new_closure). Upstream fix
needs pyo3 >=0.29 (large API migration), tracked as a follow-up.
pip-audit:
- Bump dev lockfile idna 3.18, pytest 9.1.1, urllib3 2.7.0 to clear
PYSEC-2026-215, CVE-2025-71176, PYSEC-2026-141/142.
Dependency bumps (supersede open dependabot PRs; they auto-close on merge):
- cargo: log 0.4.32, serde_json 1.0.150, rayon 1.12.0
- api/requirements.txt: uvicorn>=0.49.0, pydantic>=2.13.4, ferro-ta>=1.1.4
- CI actions: deploy-pages v5, upload-pages-artifact v5, action-gh-release v3
The open `wide` 1.5.0 bump (PR #24) is obsolete — the crate is removed in
this branch.
* chore: address CodeRabbit review; remove docs/adr section
CodeRabbit findings:
- CI sbom job: add `attestations: write` so attest-build-provenance can run
(it had only contents:write + id-token:write).
- simd.rs: vectorize `wma_seed` with lane-local accumulators — it was scalar
behind the multiversion wrapper, adding dispatch overhead for no SIMD gain.
- CHANGELOG: consolidate the duplicate `### Changed` heading.
- python/ferro_ta/__init__.py: also re-export the `FerroTaError` alias.
- docs/guides/dtw.md: soften "byte-for-byte" parity to within-tolerance.
Remove docs/adr/ at maintainer request and clean up the ADR links in the
SIMD and DTW guides. The ADR files remain in commit 9506a30 if ever needed.
* 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.
- Eliminated the cargo-audit job from the CI configuration to streamline the workflow, as caching for the RustSec advisory database is no longer included.
- Introduced RUSTFLAGS environment variable in Python, Rust, and WASM CI workflows to override target-cpu settings from .cargo/config.toml, ensuring consistent build configurations across different environments.
- Enhanced Rust CI by adding caching for the RustSec advisory database, significantly reducing audit run times.
- Updated fuzz testing commands to specify the target architecture for improved compatibility.
- Refactored pre-push checks script to streamline available checks and improve parallel execution, ensuring faster feedback during development.
- Updated Python CI to streamline linting, type checking, and testing processes, including the addition of a wheel build job.
- Refactored Rust CI to utilize pre-built actions for cargo-deny and cargo-audit, improving dependency checks.
- Optimized WASM CI by consolidating build and test steps, and ensuring proper artifact uploads for both Node.js and web packages.
- Added token authentication for GitHub actions in the release workflow to enhance security.
- 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.
- Bumped version numbers across Cargo.toml, Cargo.lock, pyproject.toml, and conda/meta.yaml to 1.1.2.
- Updated .gitignore to include new WASM build directories for Node.js and web.
- Enhanced WASM npm package to support both Node.js and browser builds with conditional exports.
- Improved CI workflows for WASM publishing and testing.
- Updated documentation to reflect new features and full indicator parity in the WASM package.
- Updated version numbers across Cargo.toml, Cargo.lock, pyproject.toml, and conda/meta.yaml to 1.1.1.
- Added new features and improvements in CHANGELOG.md for version 1.1.1, including full feature parity across Rust, Python, and WASM targets, and numerous new indicator functions in ferro_ta_core.
Add constraints for 'pygments' and 'requests' in pyproject.toml and uv.lock, updating their versions to 2.20.0 and 2.33.1 respectively. Modify CI workflow to run pip-audit with the '--skip-editable' option for improved dependency auditing.
Update version numbers across Rust, Python, and documentation files to 1.1.0. Enhance the .gitignore to include macOS dSYM files and plans directory. Introduce new dependencies in the Rust core library and update the README to reflect recent performance benchmarks and backtesting engine capabilities. Add new artifacts to the benchmarks manifest and improve documentation for the backtesting engine API.
Align the Rust, Python, WASM, Conda, docs, and lockfile version markers to 1.0.6 so the published artifacts and release automation agree on a single release number.
Add a proper 1.0.6 changelog entry in both CHANGELOG.md and the docs release notes, covering the pre-push gate, expanded Rust and WASM surface, benchmark refresh, and CI hardening work shipped since v1.0.4.
Validate the release preparation with the repo-managed pre-push suite so version, changelog, Rust, Python, docs, WASM, and API-manifest checks all pass before tagging.
Refresh the benchmark and performance surface across the repo. This updates the benchmark wrappers and helper scripts, regenerates the checked-in benchmark and perf-contract artifacts, and folds in the related roadmap, compatibility, and example notebook changes that belong with this performance-focused pass.
Harden the Python CI and local pre-push flow so the same checks pass reliably in both places. The workflow and pre-push script now use module-safe uv typecheck invocations, the Python test environment installs the optional MCP dependency needed by the MCP server tests, and one-off root benchmark outputs are ignored to keep the repo clean.
Align local tooling with the current project configuration by updating the Ruff pre-commit hook, tightening the API typing and MCP server helpers, and refreshing the lockfile to pick up the audited PyJWT fix while preserving the rest of the staged source changes.
Move several hot Python analysis paths to Rust-backed helpers. This adds Rust implementations for backtest strategy signal generation and the core portfolio loop, options and futures payoff aggregation, Greeks aggregation, ratio calculation, trade extraction, chunked close-only indicator runs, and forward-fill helpers. Wire the Python analysis and data modules to prefer these paths, and add coverage for the new batch fast path.
Expand the WASM package to export WMA, ADX, and MFI from ferro_ta_core, refresh the Node examples, benchmarks, and README, and add a Node-vs-Python conformance test so the browser and node surface stays aligned with the main Python package.
Introduce a generated cross-surface API manifest in docs/, along with scripts to rebuild and verify it from source exports. Enforce manifest freshness in the Python and WASM CI workflows so release candidates catch surface drift before push.
Add a versioned pre-push runner that mirrors the basic required CI suites we can execute locally, including version/changelog checks, Rust fmt/clippy/core checks, Python lint/typecheck/tests, docs, and the WASM gate.
Wire the runner into pre-commit at the pre-push stage, add make prepush and make hooks for manual use and hook installation, and document the workflow in the contribution guides.
Also add pre-commit to the development dependency set and refresh uv.lock so a synced dev environment can install and run the hook reproducibly.
- Deleted the .coverage file to clean up the repository.
- Updated .gitignore to ensure .coverage and .coverage.* files are ignored in future commits.
- Revised README.md to enhance clarity and conciseness regarding the library's capabilities and performance.
- Improved documentation for the MCP server, emphasizing its expanded functionality and integration with clients.
Pushing v* tag now triggers:
1. release.yml — creates a GitHub Release (published, not draft),
pulling the release notes from CHANGELOG.md automatically.
2. CI.yml (release: published event) — builds wheels for Linux /
macOS / Windows × Python 3.10-3.13, sdist, publishes to PyPI
via trusted publisher, publishes ferro_ta_core to crates.io,
and generates SBOMs.
Pre-release tags (e.g. v1.1.0-rc.1) are marked as pre-release on
GitHub automatically.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
feature_matrix is a dict-dispatch wrapper benchmarked against bare
indicator calls. On CI's x86_64 runner the fixed wrapper overhead
(~0.3 ms) makes speedup ~0.53, well below the 0.80 floor that held
on Apple Silicon. The floor is now 0.40 — enough to catch genuine
catastrophic regressions while tolerating cross-arch wrapper overhead.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
bench_simd.py re-invokes `maturin develop` at runtime to compare
portable vs SIMD builds, which requires an active virtualenv.
CI installs into system Python so maturin develop fails with
"Couldn't find a virtualenv". --skip-simd avoids this; the SIMD
comparison is optional profiling, not a correctness gate.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Enhance the documentation in PACKAGING.md and PLATFORMS.md to clarify the supported Python versions and platforms for wheel and source distribution releases. Update the CI workflow in CI.yml to include separate jobs for building wheels on Linux, macOS, and Windows, as well as a job for building the source distribution. Ensure that the publish job verifies the presence of expected distributions before publishing to PyPI.
Introduce two new functions, _optional_pandas_module and _optional_polars_module, to lazily import and cache the pandas and polars libraries. This change reduces overhead in hot paths by avoiding unnecessary imports when these libraries are not available. Update existing wrappers to utilize these functions for improved performance and cleaner error handling.
Prepare the first patch release after v1.0.0 by finalizing the outstanding release, packaging, and workflow fixes.
This release keeps PyPI and crates.io publishing anchored to CI.yml, splits the large CI workflow into focused rust/python/wasm/docs suites, fixes the ci-complete gate, and updates the release SBOM action pin.
It also switches the npm publish workflow to GitHub OIDC, installs the wasm32 target required for packaging, ensures the WASM npm tarball includes pkg/ artifacts during prepack, and adds a dedicated README plus docs.rs metadata for ferro_ta_core.
Finally, bump all published package versions to 1.0.1 and record the patch release notes in CHANGELOG.md.
Prepare the first public 1.0.0 release and finish the remaining CI hardening work.
Highlights:
- align Python, Rust, WASM, Conda, API, MCP, and docs version metadata to 1.0.0
- promote package metadata to Production/Stable and update stability/versioning docs for the stable series
- move the accumulated Unreleased notes into a dated 1.0.0 changelog section and keep a fresh top-level Unreleased block
- strengthen the changelog checker so it validates a single top-level Unreleased section
- fix the CI/package support mismatch by declaring Python >=3.10 consistently and gating pandas-ta extras to Python 3.12+
- restore Sphinx autodoc compatibility for documented ferro_ta.<module> imports by registering module aliases
- make the TA-Lib benchmark guardrail less flaky by checking median and tail-percentile speedups instead of failing on a single mild outlier
- switch PyPI publishing to OIDC-only trusted publishing and wire the changelog check into the required CI gate
- apply the Ruff-driven cleanup across the Python and test tree and refresh uv/cargo lockfiles
Validated locally:
- python3 scripts/check_changelog.py
- uv run --with ruff ruff check python tests
- uv run --with ruff ruff format --check python tests
- uv lock --check
- sphinx-build -b html docs docs/_build -W --keep-going
- build/install the ferro_ta 1.0.0 wheel successfully
Pratik Bhadane