Commit Graph

18 Commits

Author SHA1 Message Date
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 7b560463f6 chore: update version to 1.1.2 and enhance WASM package
- 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.
2026-04-01 23:47:46 +05:30
Pratik Bhadane cf5d7764ba chore: bump version to 1.1.1 and update changelog
- 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.
2026-04-01 23:03:05 +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 5015716692 fix: relax bbands numerical stability tolerance to match f64 precision at 1e12 scale
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-04-01 20:17:49 +05:30
Pratik Bhadane ec9bf0410f fix: resolve all clippy warnings blocking push
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-04-01 20:16:25 +05:30
Pratik Bhadane 70b99ad870 style: apply cargo fmt formatting
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-04-01 20:12:19 +05:30
Pratik Bhadane 3ab6daa853 chore: correct version to 1.1.0 across all manifests and docs
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-04-01 20:11:42 +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 2d776b6f90 chore: prepare v1.0.6 release
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.
2026-03-24 15:03:00 +05:30
Pratik Bhadane 29c6f5cf84 chore: release v1.0.4 2026-03-24 12:54:41 +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 682bf063ca release: cut v1.0.1
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.
2026-03-24 00:38:50 +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