16 Commits

Author SHA1 Message Date
Pratik Bhadane 288b1546b2 feat: broaden CPU and platform coverage across PyPI, nodes, and crate… (#26)
* 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The open `wide` 1.5.0 bump (PR #24) is obsolete — the crate is removed in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.
2026-06-29 18:21:22 +05:30
Pratik Bhadane fd1bb137d6 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.
2026-04-07 23:38:36 +05:30
Pratik Bhadane 3e0f289d51 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.
2026-04-02 16:38:32 +05:30
Pratik Bhadane 7a589c725f fix: OBV starts at zero and validate OHLC lengths in CDL pattern functions
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-04-01 20:33:33 +05:30
Pratik Bhadane 262f0a2916 fix: resolve pyright type errors in Python analysis modules
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-04-01 20:19:47 +05:30
Pratik Bhadane 436954138f chore: prepare v1.1.0 release
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.
2026-03-30 12:45:52 +05:30
Pratik Bhadane 71b6343e92 feat: refresh benchmark coverage and harden CI tooling
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.
2026-03-24 14:52:20 +05:30
Pratik Bhadane 53566b9d82 feat: expand rust parity, wasm exports, and api conformance
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.
2026-03-24 14:28:51 +05:30
Pratik Bhadane 58a1dc2308 chore: remove .coverage file and update .gitignore to exclude coverage files
- 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.
2026-03-24 12:49:17 +05:30
Pratik Bhadane 1f053c1001 fix: unblock python ci 2026-03-24 11:19:48 +05:30
Pratik Bhadane 13cb0dc95a chore: release v1.0.3 2026-03-24 11:09:48 +05:30
Pratik Bhadane 602d675749 feat: add full derivatives analytics layer (options + futures)
Implements all phases of the derivatives expansion plan:

Rust core (crates/ferro_ta_core/src/options/, src/futures/):
- BSM and Black-76 pricing (scalar + vectorized batch)
- Greeks: delta, gamma, vega, theta, rho
- Implied volatility solver (Newton + bisection fallback)
- Smile/skew metrics: ATM IV, 25-delta RR/BF, skew slope, convexity
- Chain helpers: moneyness labels, strike selection by offset or delta
- Synthetic forwards, basis, annualized basis, implied carry, carry spread
- Continuous contract stitching: weighted, back-adjusted, ratio-adjusted
- Curve analytics: calendar spreads, slope, contango/backwardation summary

PyO3 bindings (src/options/, src/futures/):
- All Rust functions registered and exposed via _ferro_ta extension

Python API (python/ferro_ta/analysis/):
- options.py: pricing, greeks, IV, smile, chain, legacy iv_rank/percentile/zscore
- futures.py: basis, carry, curve, roll, synthetic, continuous contracts
- options_strategy.py: typed strategy schemas (expiry/strike selectors, leg presets, risk controls, simulation limits)
- derivatives_payoff.py: multi-leg payoff aggregation and Greeks aggregation

Bug fix: wrap _to_f64 calls in iv_rank/iv_percentile/iv_zscore to raise
FerroTAInputError (not plain ValueError) for 2D array input.

Docs: derivatives.rst, derivatives-analytics.md, options-volatility.md,
quickstart.rst, index.rst, api/analysis.rst all updated.

Tests: 2053 pass, 12 skipped. All CI checks pass locally.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-24 02:41:50 +05:30
Pratik Bhadane 2d5000262f chore: release v1.0.2 2026-03-24 02:02:10 +05:30
Pratik Bhadane ba8019ad27 feat: add lazy loading for optional pandas and polars modules
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.
2026-03-24 00:55:56 +05:30
Pratik Bhadane 307beeca02 release: cut v1.0.0
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
2026-03-23 23:57:30 +05:30
Pratik Bhadane 7a5a220dfe feat: init the repo 2026-03-23 23:34:28 +05:30