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Pratik Bhadane 29c6f5cf84 chore: release v1.0.4 2026-03-24 12:54:41 +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 b66b05682e docs: finalize 1.0.3 release notes 2026-03-24 11:24:34 +05:30
Pratik Bhadane e4ac7dd4d3 fix: repair release workflow 2026-03-24 11:23:41 +05:30
Pratik Bhadane 1f053c1001 fix: unblock python ci 2026-03-24 11:19:48 +05:30
28 changed files with 2280 additions and 1658 deletions
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name: Release
# Triggered when a version tag is pushed (e.g. v1.0.2).
# Triggered when a version tag is pushed (e.g. v1.0.3).
# Creates a GitHub Release marked as "published", which in turn
# triggers the build-wheels and publish jobs in CI.yml.
on:
push:
tags:
- "v[0-9]+.[0-9]+.[0-9]+"
- "v*.*.*"
permissions:
contents: write
@@ -25,6 +25,10 @@ jobs:
id: version
run: |
VERSION="${GITHUB_REF_NAME#v}"
if ! [[ "$VERSION" =~ ^[0-9]+\.[0-9]+\.[0-9]+([-.][0-9A-Za-z.]+)?$ ]]; then
echo "Expected a semantic-version tag like v1.0.3 or v1.0.3-rc1, got: $GITHUB_REF_NAME"
exit 1
fi
echo "version=$VERSION" >> "$GITHUB_OUTPUT"
- name: Extract changelog entry for this version
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@@ -31,6 +31,8 @@ env/
# WASM build output
wasm/pkg/
wasm/pkg-web/
.coverage
.coverage.*
coverage.xml
.hypothesis/
@@ -39,4 +41,4 @@ coverage.xml
# DS Store in all directories
.DS_Store
*.DS_Store
*.DS_Store
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@@ -9,6 +9,36 @@ and the project uses [Semantic Versioning](https://semver.org/).
## [Unreleased]
## [1.0.4] — 2026-03-24
### Added
- The optional MCP server now exposes the broad public ferro-ta callable
surface, including exact top-level exports, non-top-level public analysis and
tooling functions, and generic stored-instance tools for stateful classes and
returned callables.
- Added a dedicated `TA_LIB_COMPATIBILITY.md` document so the full TA-Lib
coverage matrix remains available without bloating the project homepage.
### Changed
- Reworked the root README into a shorter product-first landing page with a
compatibility summary and docs map, and refreshed MCP documentation to match
the expanded server behavior.
- Updated the MCP implementation to use generated tool registration over the
public API while keeping the legacy lowercase aliases (`sma`, `ema`, `rsi`,
`macd`, `backtest`) available for existing clients.
- Refreshed locked Python dependency resolutions for the latest low-risk direct
updates in this release cycle.
### Fixed
- The repository no longer tracks the stray `.coverage` artifact, and coverage
outputs are now ignored consistently.
- MCP tests now cover generated tool discovery, stored-instance workflows, and
callable-reference execution paths so the broader server surface does not
regress silently.
## [1.0.3] — 2026-03-24
### Added
@@ -32,6 +62,15 @@ and the project uses [Semantic Versioning](https://semver.org/).
benchmark caveats, support-matrix pages, and more explicit release/version
consistency guidance.
### Fixed
- Python CI now recognizes the top-level metadata API in type stubs, and the
derivatives benchmark smoke test no longer depends on importing the
`benchmarks` package from an installed wheel layout.
- The tag-driven GitHub Release workflow now uses a valid glob trigger and an
explicit semantic-version validation step, so pushing `v1.0.3`-style tags
correctly creates the release that fans out into the publish jobs.
## [1.0.2] — 2026-03-24
### Performance
@@ -316,7 +355,8 @@ and the project uses [Semantic Versioning](https://semver.org/).
---
[Unreleased]: https://github.com/pratikbhadane24/ferro-ta/compare/v1.0.3...HEAD
[Unreleased]: https://github.com/pratikbhadane24/ferro-ta/compare/v1.0.4...HEAD
[1.0.4]: https://github.com/pratikbhadane24/ferro-ta/compare/v1.0.3...v1.0.4
[1.0.3]: https://github.com/pratikbhadane24/ferro-ta/compare/v1.0.2...v1.0.3
[1.0.2]: https://github.com/pratikbhadane24/ferro-ta/compare/v1.0.1...v1.0.2
[1.0.1]: https://github.com/pratikbhadane24/ferro-ta/compare/v1.0.0...v1.0.1
Generated
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@@ -207,7 +207,7 @@ checksum = "48c757948c5ede0e46177b7add2e67155f70e33c07fea8284df6576da70b3719"
[[package]]
name = "ferro_ta"
version = "1.0.3"
version = "1.0.4"
dependencies = [
"criterion",
"ferro_ta_core",
@@ -222,7 +222,7 @@ dependencies = [
[[package]]
name = "ferro_ta_core"
version = "1.0.3"
version = "1.0.4"
dependencies = [
"criterion",
"wide",
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@@ -5,9 +5,16 @@ resolver = "2"
[package]
name = "ferro_ta"
version = "1.0.3"
version = "1.0.4"
edition = "2021"
description = "Rust-powered Python technical analysis library with a TA-Lib-compatible API"
license = "MIT"
readme = "README.md"
repository = "https://github.com/pratikbhadane24/ferro-ta"
homepage = "https://github.com/pratikbhadane24/ferro-ta#readme"
documentation = "https://pratikbhadane24.github.io/ferro-ta/"
keywords = ["technical-analysis", "trading", "indicators", "finance", "ta-lib"]
categories = ["finance", "mathematics"]
publish = false
[lib]
@@ -23,7 +30,7 @@ ndarray = "0.16"
rayon = "1.10"
log = "0.4"
pyo3-log = "0.12"
ferro_ta_core = { path = "crates/ferro_ta_core", version = "1.0.3" }
ferro_ta_core = { path = "crates/ferro_ta_core", version = "1.0.4" }
[dev-dependencies]
criterion = { version = "0.8", features = ["html_reports"] }
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@@ -0,0 +1,262 @@
# TA-Lib Compatibility
`ferro-ta` covers **100% of TA-Lib's function set** (`162+` indicators). This
file keeps the full GitHub-facing parity matrix in one place so the root
`README.md` can stay product-focused.
See also:
- [docs/migration_talib.rst](docs/migration_talib.rst)
- [docs/compatibility/talib.md](docs/compatibility/talib.md)
- [docs/support_matrix.rst](docs/support_matrix.rst)
## Legend
| Symbol | Meaning |
| -------- | ------------------------------------------------------------------------------------------------------ |
| ✅ Exact | Values match TA-Lib to floating-point precision |
| ✅ Close | Values match after a short convergence window (EMA-seed difference) |
| ⚠️ Corr | Strong correlation (> 0.95) but not numerically identical (Wilder smoothing seed or algorithm variant) |
| ⚠️ Shape | Same output shape / NaN structure; values differ due to algorithm variant |
| ❌ | Not yet implemented |
## Overlap Studies
| TA-Lib Function | ferro-ta | Accuracy | Notes |
| --------------- | -------- | -------- | ----------------------------------------------------- |
| `BBANDS` | ✅ | ✅ Exact | Bollinger Bands |
| `DEMA` | ✅ | ✅ Close | Double EMA; converges after ~20 bars |
| `EMA` | ✅ | ✅ Close | Exponential Moving Average; converges after ~20 bars |
| `KAMA` | ✅ | ✅ Exact | Kaufman Adaptive MA (values match after seed bar) |
| `MA` | ✅ | ✅ Exact | Moving average (generic, type-selectable) |
| `MAMA` | ✅ | ⚠️ Corr | MESA Adaptive MA |
| `MAVP` | ✅ | ✅ Exact | MA with variable period |
| `MIDPOINT` | ✅ | ✅ Exact | Midpoint over period |
| `MIDPRICE` | ✅ | ✅ Exact | Midpoint price over period |
| `SAR` | ✅ | ⚠️ Shape | Parabolic SAR (same shape; reversal history diverges) |
| `SAREXT` | ✅ | ⚠️ Shape | Parabolic SAR Extended |
| `SMA` | ✅ | ✅ Exact | Simple Moving Average |
| `T3` | ✅ | ✅ Close | Triple Exponential MA (T3); converges after ~50 bars |
| `TEMA` | ✅ | ✅ Close | Triple EMA; converges after ~20 bars |
| `TRIMA` | ✅ | ✅ Exact | Triangular Moving Average |
| `WMA` | ✅ | ✅ Exact | Weighted Moving Average |
## Momentum Indicators
| TA-Lib Function | ferro-ta | Accuracy | Notes |
| --------------- | -------- | -------- | ---------------------------------------------------------------------------- |
| `ADX` | ✅ | ✅ Close | Avg Directional Movement Index (TA-Lib Wilder sum-seeding) |
| `ADXR` | ✅ | ✅ Close | ADX Rating (inherits ADX; TA-Lib seeding) |
| `APO` | ✅ | ✅ Close | Absolute Price Oscillator (EMA-based) |
| `AROON` | ✅ | ✅ Exact | Aroon Up/Down |
| `AROONOSC` | ✅ | ✅ Exact | Aroon Oscillator |
| `BOP` | ✅ | ✅ Exact | Balance Of Power |
| `CCI` | ✅ | ✅ Exact | Commodity Channel Index (TA-Lib-compatible MAD formula) |
| `CMO` | ✅ | ✅ Close | Chande Momentum Oscillator (rolling window, TA-Lib-compatible) |
| `DX` | ✅ | ✅ Close | Directional Movement Index (TA-Lib Wilder sum-seeding) |
| `MACD` | ✅ | ✅ Close | MACD (EMA-based; converges after ~30 bars) |
| `MACDEXT` | ✅ | ✅ Close | MACD with controllable MA type (EMA-based; converges) |
| `MACDFIX` | ✅ | ✅ Close | MACD Fixed 12/26 (EMA-based; converges) |
| `MFI` | ✅ | ✅ Exact | Money Flow Index |
| `MINUS_DI` | ✅ | ✅ Close | Minus Directional Indicator (TA-Lib Wilder sum-seeding) |
| `MINUS_DM` | ✅ | ✅ Close | Minus Directional Movement (TA-Lib Wilder sum-seeding) |
| `MOM` | ✅ | ✅ Exact | Momentum |
| `PLUS_DI` | ✅ | ✅ Close | Plus Directional Indicator (TA-Lib Wilder sum-seeding) |
| `PLUS_DM` | ✅ | ✅ Close | Plus Directional Movement (TA-Lib Wilder sum-seeding) |
| `PPO` | ✅ | ✅ Close | Percentage Price Oscillator (EMA-based) |
| `ROC` | ✅ | ✅ Exact | Rate of Change |
| `ROCP` | ✅ | ✅ Exact | Rate of Change Percentage |
| `ROCR` | ✅ | ✅ Exact | Rate of Change Ratio |
| `ROCR100` | ✅ | ✅ Exact | Rate of Change Ratio × 100 |
| `RSI` | ✅ | ✅ Close | Relative Strength Index (TA-Lib Wilder seeding; converges after ~1 seed bar) |
| `STOCH` | ✅ | ✅ Close | Stochastic (TA-Lib-compatible SMA smoothing for slowk and slowd) |
| `STOCHF` | ✅ | ✅ Exact | Stochastic Fast (%K exact; %D NaN offset ±2) |
| `STOCHRSI` | ✅ | ✅ Close | Stochastic RSI (TA-Lib-compatible; SMA fastd, Wilder-seeded RSI) |
| `TRIX` | ✅ | ✅ Close | 1-day ROC of Triple EMA (EMA-based; converges) |
| `ULTOSC` | ✅ | ✅ Exact | Ultimate Oscillator |
| `WILLR` | ✅ | ✅ Exact | Williams' %R |
## Volume Indicators
| TA-Lib Function | ferro-ta | Accuracy | Notes |
| --------------- | -------- | -------- | ------------------------------------------------------------------ |
| `AD` | ✅ | ✅ Exact | Chaikin A/D Line |
| `ADOSC` | ✅ | ✅ Exact | Chaikin A/D Oscillator |
| `OBV` | ✅ | ✅ Exact | On Balance Volume (increments identical; constant offset at bar 0) |
## Volatility Indicators
| TA-Lib Function | ferro-ta | Accuracy | Notes |
| --------------- | -------- | -------- | ----------------------------------------------------------------------- |
| `ATR` | ✅ | ✅ Close | Average True Range (TA-Lib Wilder seeding; matches from bar timeperiod) |
| `NATR` | ✅ | ✅ Close | Normalized ATR (TA-Lib Wilder seeding) |
| `TRANGE` | ✅ | ✅ Exact | True Range (bar 0 differs; all others identical) |
## Cycle Indicators
| TA-Lib Function | ferro-ta | Accuracy | Notes |
| --------------- | -------- | -------- | ---------------------------------------------------------- |
| `HT_DCPERIOD` | ✅ | ⚠️ Shape | Hilbert Transform Dominant Cycle Period (Ehlers algorithm) |
| `HT_DCPHASE` | ✅ | ⚠️ Shape | Hilbert Transform Dominant Cycle Phase |
| `HT_PHASOR` | ✅ | ⚠️ Shape | Hilbert Transform Phasor Components (inphase, quadrature) |
| `HT_SINE` | ✅ | ⚠️ Shape | Hilbert Transform SineWave (sine, leadsine) |
| `HT_TRENDLINE` | ✅ | ⚠️ Shape | Hilbert Transform Instantaneous Trendline |
| `HT_TRENDMODE` | ✅ | ⚠️ Shape | Hilbert Transform Trend vs Cycle Mode (1=trend, 0=cycle) |
## Price Transformations
| TA-Lib Function | ferro-ta | Accuracy | Notes |
| --------------- | -------- | -------- | -------------------- |
| `AVGPRICE` | ✅ | ✅ Exact | Average Price |
| `MEDPRICE` | ✅ | ✅ Exact | Median Price |
| `TYPPRICE` | ✅ | ✅ Exact | Typical Price |
| `WCLPRICE` | ✅ | ✅ Exact | Weighted Close Price |
## Statistic Functions
| TA-Lib Function | ferro-ta | Accuracy | Notes |
| --------------------- | -------- | -------- | ----------------------------------------------------------- |
| `BETA` | ✅ | ✅ Close | Beta coefficient (returns-based regression matching TA-Lib) |
| `CORREL` | ✅ | ✅ Exact | Pearson Correlation Coefficient |
| `LINEARREG` | ✅ | ✅ Exact | Linear Regression |
| `LINEARREG_ANGLE` | ✅ | ✅ Exact | Linear Regression Angle |
| `LINEARREG_INTERCEPT` | ✅ | ✅ Exact | Linear Regression Intercept |
| `LINEARREG_SLOPE` | ✅ | ✅ Exact | Linear Regression Slope |
| `STDDEV` | ✅ | ✅ Exact | Standard Deviation |
| `TSF` | ✅ | ✅ Exact | Time Series Forecast |
| `VAR` | ✅ | ✅ Exact | Variance |
## Pattern Recognition
`ferro-ta` implements all 61 candlestick patterns. All return the same
`{-100, 0, 100}` convention as TA-Lib. Pattern thresholds may differ slightly
from the full TA-Lib implementation.
| TA-Lib Function | ferro-ta | Notes |
| --------------------- | -------- | --------------------------------------------------- |
| `CDL2CROWS` | ✅ | Two Crows |
| `CDL3BLACKCROWS` | ✅ | Three Black Crows |
| `CDL3INSIDE` | ✅ | Three Inside Up/Down |
| `CDL3LINESTRIKE` | ✅ | Three-Line Strike |
| `CDL3OUTSIDE` | ✅ | Three Outside Up/Down |
| `CDL3STARSINSOUTH` | ✅ | Three Stars In The South |
| `CDL3WHITESOLDIERS` | ✅ | Three Advancing White Soldiers |
| `CDLABANDONEDBABY` | ✅ | Abandoned Baby |
| `CDLADVANCEBLOCK` | ✅ | Advance Block |
| `CDLBELTHOLD` | ✅ | Belt-hold |
| `CDLBREAKAWAY` | ✅ | Breakaway |
| `CDLCLOSINGMARUBOZU` | ✅ | Closing Marubozu |
| `CDLCONCEALBABYSWALL` | ✅ | Concealing Baby Swallow |
| `CDLCOUNTERATTACK` | ✅ | Counterattack |
| `CDLDARKCLOUDCOVER` | ✅ | Dark Cloud Cover |
| `CDLDOJI` | ✅ | Doji |
| `CDLDOJISTAR` | ✅ | Doji Star |
| `CDLDRAGONFLYDOJI` | ✅ | Dragonfly Doji |
| `CDLENGULFING` | ✅ | Engulfing Pattern |
| `CDLEVENINGDOJISTAR` | ✅ | Evening Doji Star |
| `CDLEVENINGSTAR` | ✅ | Evening Star |
| `CDLGAPSIDESIDEWHITE` | ✅ | Up/Down-gap side-by-side white lines |
| `CDLGRAVESTONEDOJI` | ✅ | Gravestone Doji |
| `CDLHAMMER` | ✅ | Hammer |
| `CDLHANGINGMAN` | ✅ | Hanging Man |
| `CDLHARAMI` | ✅ | Harami Pattern |
| `CDLHARAMICROSS` | ✅ | Harami Cross Pattern |
| `CDLHIGHWAVE` | ✅ | High-Wave Candle |
| `CDLHIKKAKE` | ✅ | Hikkake Pattern |
| `CDLHIKKAKEMOD` | ✅ | Modified Hikkake Pattern |
| `CDLHOMINGPIGEON` | ✅ | Homing Pigeon |
| `CDLIDENTICAL3CROWS` | ✅ | Identical Three Crows |
| `CDLINNECK` | ✅ | In-Neck Pattern |
| `CDLINVERTEDHAMMER` | ✅ | Inverted Hammer |
| `CDLKICKING` | ✅ | Kicking |
| `CDLKICKINGBYLENGTH` | ✅ | Kicking by the longer Marubozu |
| `CDLLADDERBOTTOM` | ✅ | Ladder Bottom |
| `CDLLONGLEGGEDDOJI` | ✅ | Long Legged Doji |
| `CDLLONGLINE` | ✅ | Long Line Candle |
| `CDLMARUBOZU` | ✅ | Marubozu |
| `CDLMATCHINGLOW` | ✅ | Matching Low |
| `CDLMATHOLD` | ✅ | Mat Hold |
| `CDLMORNINGDOJISTAR` | ✅ | Morning Doji Star |
| `CDLMORNINGSTAR` | ✅ | Morning Star |
| `CDLONNECK` | ✅ | On-Neck Pattern |
| `CDLPIERCING` | ✅ | Piercing Pattern |
| `CDLRICKSHAWMAN` | ✅ | Rickshaw Man |
| `CDLRISEFALL3METHODS` | ✅ | Rising/Falling Three Methods |
| `CDLSEPARATINGLINES` | ✅ | Separating Lines |
| `CDLSHOOTINGSTAR` | ✅ | Shooting Star |
| `CDLSHORTLINE` | ✅ | Short Line Candle |
| `CDLSPINNINGTOP` | ✅ | Spinning Top |
| `CDLSTALLEDPATTERN` | ✅ | Stalled Pattern |
| `CDLSTICKSANDWICH` | ✅ | Stick Sandwich |
| `CDLTAKURI` | ✅ | Takuri (Dragonfly Doji with very long lower shadow) |
| `CDLTASUKIGAP` | ✅ | Tasuki Gap |
| `CDLTHRUSTING` | ✅ | Thrusting Pattern |
| `CDLTRISTAR` | ✅ | Tristar Pattern |
| `CDLUNIQUE3RIVER` | ✅ | Unique 3 River |
| `CDLUPSIDEGAP2CROWS` | ✅ | Upside Gap Two Crows |
| `CDLXSIDEGAP3METHODS` | ✅ | Upside/Downside Gap Three Methods |
## Math Operators / Math Transforms
`ferro-ta` provides TA-Lib-compatible wrappers for all arithmetic and
math-transform functions. Rolling functions (`SUM`, `MAX`, `MIN`) produce `NaN`
for the first `timeperiod - 1` bars.
| TA-Lib Function | ferro-ta | Notes |
| ------------------------ | -------- | ----------------------------- |
| `ADD` | ✅ | Element-wise addition |
| `SUB` | ✅ | Element-wise subtraction |
| `MULT` | ✅ | Element-wise multiplication |
| `DIV` | ✅ | Element-wise division |
| `SUM` | ✅ | Rolling sum over *timeperiod* |
| `MAX` / `MAXINDEX` | ✅ | Rolling maximum / index |
| `MIN` / `MININDEX` | ✅ | Rolling minimum / index |
| `ACOS` / `ASIN` / `ATAN` | ✅ | Arc trig transforms |
| `CEIL` / `FLOOR` | ✅ | Round up / down |
| `COS` / `SIN` / `TAN` | ✅ | Trig transforms |
| `COSH` / `SINH` / `TANH` | ✅ | Hyperbolic transforms |
| `EXP` / `LN` / `LOG10` | ✅ | Exponential / log transforms |
| `SQRT` | ✅ | Square root |
## Implementation Coverage Summary
| Category | Implemented | Not Implemented |
| --------------------------- | ----------- | --------------- |
| Overlap Studies | 19 | 0 |
| Momentum Indicators | 28 | 0 |
| Volume Indicators | 3 | 0 |
| Volatility Indicators | 3 | 0 |
| Cycle Indicators | 6 | 0 |
| Price Transforms | 4 | 0 |
| Statistic Functions | 9 | 0 |
| Pattern Recognition | 61 | 0 |
| Math Operators / Transforms | 24 | 0 |
| Extended Indicators | 10 | - |
| Streaming Classes | 9 | - |
| **Total** | **162+** | **0** |
> `ferro-ta` implements 100% of TA-Lib's function set. NaN values are placed
> at the beginning of each output array for the warmup period.
+17 -1
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@@ -10,11 +10,27 @@ Run with:
from __future__ import annotations
import importlib.util
import sys
from pathlib import Path
import numpy as np
import pytest
from ferro_ta.analysis.options import implied_volatility, option_price
# Ensure direct benchmark test runs can import local package from `python/`.
ROOT = Path(__file__).resolve().parents[1]
PYTHON_SRC = ROOT / "python"
if str(PYTHON_SRC) not in sys.path:
sys.path.insert(0, str(PYTHON_SRC))
HAS_FERRO_EXTENSION = True
try:
from ferro_ta.analysis.options import implied_volatility, option_price
except ModuleNotFoundError:
HAS_FERRO_EXTENSION = False
pytestmark = pytest.mark.skipif(
not HAS_FERRO_EXTENSION, reason="ferro_ta extension is not built"
)
def _sample_chain(n: int = 1000) -> tuple[np.ndarray, ...]:
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@@ -1,5 +1,5 @@
{% set name = "ferro-ta" %}
{% set version = "1.0.3" %}
{% set version = "1.0.4" %}
package:
name: {{ name|lower }}
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@@ -1,6 +1,6 @@
[package]
name = "ferro_ta_core"
version = "1.0.3"
version = "1.0.4"
edition = "2021"
description = "Pure Rust core indicator library — no PyO3, no numpy dependency"
license = "MIT"
+1 -1
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@@ -13,7 +13,7 @@ PyO3, NumPy, or Python runtime dependency, which makes it a good fit for:
```toml
[dependencies]
ferro_ta_core = "1.0.3"
ferro_ta_core = "1.0.4"
```
## Design
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@@ -20,7 +20,8 @@ a Python technical analysis library.
`docs/agentic.md <https://github.com/pratikbhadane24/ferro-ta/blob/main/docs/agentic.md>`_.
* - MCP server
- Experimental or adjacent
- Exposes selected ferro-ta capabilities to MCP-compatible clients. See
- FastMCP-based server exposing selected ferro-ta capabilities to
MCP-compatible clients. See
`docs/mcp.md <https://github.com/pratikbhadane24/ferro-ta/blob/main/docs/mcp.md>`_.
* - WASM package
- Experimental
+1 -1
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@@ -198,6 +198,6 @@ while True:
- `ferro_ta.tools` — module source.
- `ferro_ta.workflow` — module source.
- `docs/mcp.md` — MCP server for Cursor/Claude integration.
- `docs/mcp.md` — MCP server for MCP-compatible clients.
- `ferro_ta.backtest` — backtest harness.
- `ferro_ta.registry` — indicator registry.
+16 -1
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@@ -1,7 +1,20 @@
Release Notes
=============
These docs track package version ``1.0.3``.
These docs track package version ``1.0.4``.
1.0.4 (2026-03-24)
------------------
- Expanded the optional MCP server from a small hand-written subset to the
broader public ferro-ta callable surface, including stateful class support
through stored-instance management tools.
- Split the root documentation so the full TA-Lib compatibility matrix lives in
``TA_LIB_COMPATIBILITY.md`` while the README stays product-first and shorter.
- Refreshed MCP docs/tests and updated locked low-risk Python dependencies as
part of the release cleanup pass.
- Stopped tracking the stray ``.coverage`` artifact and aligned ignore rules
for local coverage outputs.
1.0.3 (2026-03-24)
------------------
@@ -12,6 +25,8 @@ These docs track package version ``1.0.3``.
pricing, IV, Greeks, and Black-76 comparisons.
- Simplified release version bumps with a single script and updated release
guidance.
- Fixed Python CI/type-stub gaps around the new metadata API and corrected the
tag-driven GitHub Release workflow trigger used for publish automation.
1.0.2 (2026-03-24)
------------------
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@@ -61,7 +61,7 @@ Adjacent and experimental tooling:
- Derivatives analytics — see :doc:`derivatives`
- Agentic workflow and LangChain tool wrappers — see `Agentic guide <https://github.com/pratikbhadane24/ferro-ta/blob/main/docs/agentic.md>`_
- MCP server for Cursor/Claude integration — see `MCP guide <https://github.com/pratikbhadane24/ferro-ta/blob/main/docs/mcp.md>`_
- MCP server for MCP-compatible clients — see `MCP guide <https://github.com/pratikbhadane24/ferro-ta/blob/main/docs/mcp.md>`_
- WASM, plugins, and other optional surfaces — see :doc:`adjacent_tooling`
Installation
+120 -54
View File
@@ -1,42 +1,56 @@
# MCP Server — Connect ferro-ta in Cursor
# MCP Server
ferro-ta ships an MCP (Model Context Protocol) server that exposes
indicators and backtest tools to AI agents. This guide shows how to run
the server and connect it to Cursor or any MCP-compatible client.
ferro-ta ships an optional MCP (Model Context Protocol) server built on the
official Python SDK's FastMCP layer. The server now exposes the broad public
ferro-ta callable surface instead of a tiny hand-picked subset.
That means MCP clients can use:
- Exact top-level ferro-ta exports such as `SMA`, `RSI`, `MACD`, `about`,
`methods`, `info`, `benchmark`, and `traced`
- Non-top-level public tools such as `compute_indicator`, `run_backtest`,
`check_cross`, `aggregate_ticks`, `TickAggregator`, and `AlertManager`
- Legacy lowercase convenience aliases: `sma`, `ema`, `rsi`, `macd`,
and `backtest`
- Generic instance tools for stateful classes and stored callables:
`list_instances`, `describe_instance`, `call_instance_method`,
`call_stored_callable`, and `delete_instance`
---
## Installation
The MCP server requires no additional dependencies beyond ferro_ta itself.
For the full MCP SDK integration (recommended), install the optional extra:
Install the optional MCP extra:
```bash
pip install "ferro-ta[mcp]"
```
or install the `mcp` package separately:
If you are working from this repository, you can install the same extra into
the project environment with:
```bash
pip install "mcp>=1.0"
uv sync --extra mcp
```
---
## Running the server
Run the server over stdio:
```bash
python -m ferro_ta.mcp
```
The server listens on stdin/stdout using JSON-RPC 2.0 (the MCP protocol).
The command exits immediately with an install hint if the optional `mcp`
dependency is missing.
---
## Connect in Cursor
1. Open Cursor settings (Command Palette → "Open User Settings (JSON)").
2. Find or create the `mcpServers` section:
Add the server to Cursor's MCP settings:
```json
{
@@ -44,82 +58,134 @@ The server listens on stdin/stdout using JSON-RPC 2.0 (the MCP protocol).
"ferro-ta": {
"command": "python",
"args": ["-m", "ferro_ta.mcp"],
"description": "ferro_ta — Technical Analysis MCP server"
"description": "ferro-ta technical analysis tools"
}
}
}
```
3. Reload Cursor (Command Palette → "Developer: Reload Window").
4. The ferro-ta tools will appear in the Tools panel.
You can place this in your user settings JSON or in a workspace-level
`.cursor/mcp.json`.
### Workspace-level config
---
You can also add the config to your project's `.cursor/mcp.json`:
## Tool naming
The MCP server prefers the real ferro-ta API names.
- Use exact public names when possible, for example `SMA`, `MACD`,
`compute_indicator`, `trade_stats`, `TickAggregator`, or `AlertManager`
- Use the legacy lowercase aliases only when you want the old MCP-friendly
shortcuts and result shapes
- Use `about`, `methods`, `indicators`, and `info` to discover what is
available from inside an MCP client
---
## Stateful classes and object references
Class tools return stored object references instead of plain text placeholders.
For example, calling `TickAggregator` or `AlertManager` returns a payload like:
```json
{
"mcpServers": {
"ferro-ta": {
"command": "python",
"args": ["-m", "ferro_ta.mcp"]
}
}
"instance_id": "tickaggregator-0001",
"type": "ferro_ta.data.aggregation.TickAggregator",
"repr": "TickAggregator(rule='tick:2')"
}
```
Use that `instance_id` with:
- `describe_instance` to inspect the stored object and list public methods
- `call_instance_method` to call methods like `aggregate`, `update`,
`run_backtest`, or `to_dict`
- `delete_instance` to remove stored objects when you are done
If a tool returns a stored callable, use `call_stored_callable`.
---
## Callable references
Some ferro-ta APIs accept other callables, for example `benchmark`,
`log_call`, `traced`, or `multi_timeframe(indicator=...)`.
Pass public ferro-ta callables using:
```json
{"callable": "SMA"}
```
Pass stored objects using:
```json
{"instance_id": "function-0001"}
```
---
## Example prompts
Once connected, you can ask Claude (or any MCP-enabled AI) things like:
Once connected, you can ask an MCP-compatible client things like:
> "Compute RSI(14) on this price series: [100, 102, 101, 105, 108, 104, 107]"
> "Run `SMA` with `close=[100, 101, 102, 103, 104]` and `timeperiod=3`."
> "Run a backtest with the rsi_30_70 strategy on [100, 101, 99, 103, 106, 102, 108, 105, 109, 112, 108, 111]"
> "Use `compute_indicator` to calculate `MACD` for this close series."
> "List all available ferro_ta indicators"
> "Call `about` and summarize the current ferro-ta API surface."
> "What does the SMA indicator do?"
> "Create a `TickAggregator` with `rule='tick:50'`, aggregate this tick data,
> then delete the instance."
> "Benchmark `SMA` over this price series using a callable reference."
---
## Available tools
## Programmatic use
| Tool | Description |
|------|-------------|
| `sma` | Simple Moving Average |
| `ema` | Exponential Moving Average |
| `rsi` | Relative Strength Index |
| `macd` | MACD line, signal, histogram |
| `backtest` | Vectorized backtest (rsi_30_70, sma_crossover, macd_crossover) |
| `list_indicators` | List all registered indicators |
| `describe_indicator` | Describe a named indicator |
---
## Programmatic use (Python client)
You can also use the MCP handlers directly in Python without the server:
Use the server entrypoint:
```python
from ferro_ta.mcp import handle_list_tools, handle_call_tool
import numpy as np
from ferro_ta.mcp import create_server
server = create_server()
# server.run(transport="stdio")
```
Or call the handlers directly without starting the server:
```python
from ferro_ta.mcp import handle_call_tool, handle_list_tools
import json
# List tools
tools = handle_list_tools()
print([t["name"] for t in tools["tools"]])
print(len(tools["tools"]))
# Call RSI
close = list(np.cumprod(1 + np.random.default_rng(0).normal(0, 0.01, 50)) * 100)
result = handle_call_tool("rsi", {"close": close, "timeperiod": 14})
print(result)
close = [100, 101, 102, 103, 104]
result = handle_call_tool("SMA", {"close": close, "timeperiod": 3})
print(json.loads(result["content"][0]["text"]))
aggregator = json.loads(
handle_call_tool("TickAggregator", {"rule": "tick:2"})["content"][0]["text"]
)
bars = handle_call_tool(
"call_instance_method",
{
"instance_id": aggregator["instance_id"],
"method": "aggregate",
"args": [{"price": [1, 2, 3, 4], "size": [1, 1, 1, 1]}],
},
)
print(json.loads(bars["content"][0]["text"]))
```
---
## See also
- `ferro_ta.mcp` — module source.
- `ferro_ta.tools` — underlying tool functions.
- `docs/agentic.md` — LangChain and workflow integration.
- `python -m ferro_ta.mcp` - stdio MCP entrypoint
- `ferro_ta.mcp.create_server()` - FastMCP server factory
- `ferro_ta.tools.api_info` - API discovery helpers used by the MCP catalog
- `ferro_ta.tools` - stable wrappers such as `compute_indicator`
- `docs/agentic.md` - workflow and agent integration notes
+1 -1
View File
@@ -107,7 +107,7 @@ For source builds, packaging details, and platform notes, see
Release status
--------------
These docs track package version ``1.0.3``.
These docs track package version ``1.0.4``.
- Release notes by version: :doc:`changelog`
- Canonical project changelog: `CHANGELOG.md <https://github.com/pratikbhadane24/ferro-ta/blob/main/CHANGELOG.md>`_
+2 -1
View File
@@ -4,7 +4,7 @@ build-backend = "maturin"
[project]
name = "ferro-ta"
version = "1.0.3"
version = "1.0.4"
description = "Rust-powered Python technical analysis library with a TA-Lib-compatible API"
readme = "README.md"
license = { text = "MIT" }
@@ -104,6 +104,7 @@ ignore = ["E501", "UP006", "UP045", "UP007"]
"tests/unit/*" = ["N801", "N802", "N806", "E402", "E741", "F811"]
"tests/integration/*" = ["N801", "N802", "N806", "E402", "E741", "F811"]
"python/ferro_ta/*.py" = ["N802"] # Public API: SMA, RSI, ATR, etc.
"python/ferro_ta/__init__.py" = ["E402", "N802"] # Re-export surface by design
"python/ferro_ta/__init__.pyi" = ["N802", "E402"]
[tool.ruff.format]
+2 -2
View File
@@ -59,11 +59,11 @@ array([ nan, nan, 11. , 12. , 13. , 13.5, 13.33...])
from __future__ import annotations
import re as _re
import sys as _sys
from importlib.metadata import PackageNotFoundError as _PackageNotFoundError
from importlib.metadata import version as _dist_version
from pathlib import Path as _Path
import re as _re
import sys as _sys
try:
import tomllib as _tomllib
+4
View File
@@ -13,6 +13,8 @@ from numpy.typing import ArrayLike, NDArray
_F = TypeVar("_F", bound=Callable[..., Any])
__version__: str
# ---------------------------------------------------------------------------
# Overlap Studies
# ---------------------------------------------------------------------------
@@ -739,8 +741,10 @@ class FerroTAInputError(FerroTAError, ValueError):
# API discovery (ferro_ta.api_info)
# ---------------------------------------------------------------------------
def about() -> dict[str, Any]: ...
def indicators(category: str | None = None) -> list[dict[str, Any]]: ...
def info(func_or_name: Callable[..., Any] | str) -> dict[str, Any]: ...
def methods(category: str | None = None) -> list[dict[str, Any]]: ...
# ---------------------------------------------------------------------------
# Logging utilities (ferro_ta.logging_utils)
File diff suppressed because it is too large Load Diff
+3 -1
View File
@@ -233,7 +233,9 @@ def test_methods_returns_public_callables():
result = ferro_ta.methods()
assert isinstance(result, list)
assert any(d["name"] == "SMA" and d["category"] == "top_level" for d in result)
assert any(d["name"] == "option_price" and d["category"] == "options" for d in result)
assert any(
d["name"] == "option_price" and d["category"] == "options" for d in result
)
def test_about_reports_version_and_counts():
+27 -12
View File
@@ -1,3 +1,7 @@
import subprocess
import sys
from pathlib import Path
import numpy as np
import pytest
@@ -220,19 +224,30 @@ class TestStrategyAndPayoff:
class TestDerivativesBenchmarking:
def test_derivatives_benchmark_smoke(self, tmp_path):
from benchmarks.bench_derivatives_compare import run_benchmark
root = Path(__file__).resolve().parents[2]
script = root / "benchmarks" / "bench_derivatives_compare.py"
output_path = tmp_path / "derivatives_benchmark.json"
result = run_benchmark(
sizes=[32],
accuracy_size=16,
json_path=str(output_path),
completed = subprocess.run(
[
sys.executable,
str(script),
"--sizes",
"32",
"--accuracy-size",
"16",
"--json",
str(output_path),
],
cwd=root,
check=False,
capture_output=True,
text=True,
)
assert completed.returncode == 0, completed.stdout + completed.stderr
assert output_path.is_file()
assert result["accuracy"]["results"]
assert result["speed"]["results"]
assert any(
row["provider"] == "ferro_ta" for row in result["accuracy"]["results"]
)
assert any(row["provider"] == "ferro_ta" for row in result["speed"]["results"])
payload = output_path.read_text(encoding="utf-8")
assert '"accuracy"' in payload
assert '"speed"' in payload
assert '"provider": "ferro_ta"' in payload
+196 -1
View File
@@ -4,6 +4,9 @@ regime detection, performance attribution, and dashboard helpers.
from __future__ import annotations
import importlib
import runpy
import numpy as np
import pytest
@@ -1218,7 +1221,22 @@ class TestMCPListTools:
result = handle_list_tools()
names = [t["name"] for t in result["tools"]]
for expected in ("sma", "ema", "rsi", "macd", "backtest", "list_indicators"):
assert len(names) > 250
for expected in (
"sma",
"ema",
"rsi",
"macd",
"backtest",
"SMA",
"compute_indicator",
"about",
"check_cross",
"TickAggregator",
"call_instance_method",
"call_stored_callable",
"delete_instance",
):
assert expected in names, f"Expected tool '{expected}' not found"
def test_each_tool_has_schema(self):
@@ -1280,6 +1298,57 @@ class TestMCPCallTool:
assert "final_equity" in payload
assert "n_trades" in payload
def test_top_level_sma_call(self):
import json
from ferro_ta.mcp import handle_call_tool
close = list(np.linspace(100, 110, 30))
result = handle_call_tool("SMA", {"close": close, "timeperiod": 5})
payload = json.loads(result["content"][0]["text"])
assert len(payload) == 30
def test_compute_indicator_call(self):
import json
from ferro_ta.mcp import handle_call_tool
close = list(_make_close(100))
result = handle_call_tool(
"compute_indicator",
{
"name": "MACD",
"args": [close],
},
)
payload = json.loads(result["content"][0]["text"])
assert "macd" in payload
def test_about_call(self):
import json
from ferro_ta.mcp import handle_call_tool
result = handle_call_tool("about", {})
payload = json.loads(result["content"][0]["text"])
assert payload["indicator_count"] >= 200
assert payload["method_count"] >= 400
def test_check_cross_call(self):
import json
from ferro_ta.mcp import handle_call_tool
result = handle_call_tool(
"check_cross",
{
"fast": [1.0, 2.0, 3.0, 2.0, 1.0],
"slow": [2.0, 2.0, 2.0, 2.0, 2.0],
},
)
payload = json.loads(result["content"][0]["text"])
assert len(payload) == 5
def test_list_indicators_call(self):
import json
@@ -1322,3 +1391,129 @@ class TestMCPCallTool:
"backtest", {"close": close, "strategy": "no_strategy"}
)
assert result.get("isError") is True or "content" in result
def test_tick_aggregator_instance_lifecycle(self):
import json
from ferro_ta.mcp import handle_call_tool
created = json.loads(
handle_call_tool("TickAggregator", {"rule": "tick:2"})["content"][0]["text"]
)
instance_id = created["instance_id"]
described = json.loads(
handle_call_tool(
"describe_instance", {"instance_id": instance_id}
)["content"][0]["text"]
)
method_names = [item["name"] for item in described["methods"]]
assert "aggregate" in method_names
aggregated = json.loads(
handle_call_tool(
"call_instance_method",
{
"instance_id": instance_id,
"method": "aggregate",
"args": [
{
"price": [1.0, 2.0, 3.0, 4.0],
"size": [1.0, 1.0, 1.0, 1.0],
}
],
},
)["content"][0]["text"]
)
assert "open" in aggregated
assert "close" in aggregated
deleted = json.loads(
handle_call_tool(
"delete_instance", {"instance_id": instance_id}
)["content"][0]["text"]
)
assert deleted["deleted"] is True
def test_stored_callable_can_be_invoked(self):
import json
from ferro_ta.mcp import handle_call_tool
wrapped = json.loads(
handle_call_tool(
"traced", {"func": {"callable": "SMA"}}
)["content"][0]["text"]
)
instance_id = wrapped["instance_id"]
called = json.loads(
handle_call_tool(
"call_stored_callable",
{
"instance_id": instance_id,
"args": [[1.0, 2.0, 3.0, 4.0, 5.0]],
"kwargs": {"timeperiod": 3},
},
)["content"][0]["text"]
)
assert len(called) == 5
handle_call_tool("delete_instance", {"instance_id": instance_id})
def test_benchmark_accepts_callable_reference(self):
import json
from ferro_ta.mcp import handle_call_tool
result = handle_call_tool(
"benchmark",
{
"func": {"callable": "SMA"},
"args": [[1.0, 2.0, 3.0, 4.0, 5.0]],
"kwargs": {"timeperiod": 3},
"n": 2,
"warmup": 0,
},
)
payload = json.loads(result["content"][0]["text"])
assert payload["n"] == 2.0
assert "mean_ms" in payload
class TestMCPServer:
def test_create_server_requires_mcp_dependency(self, monkeypatch):
import ferro_ta.mcp as mcp_mod
real_import_module = importlib.import_module
def fake_import_module(name, package=None):
if name.startswith("mcp"):
raise ImportError("No module named 'mcp'")
return real_import_module(name, package)
mcp_mod.create_server.cache_clear()
monkeypatch.setattr(importlib, "import_module", fake_import_module)
with pytest.raises(RuntimeError, match='pip install "ferro-ta\\[mcp\\]"'):
mcp_mod.create_server()
def test_main_entrypoint_invokes_run_server(self, monkeypatch):
import ferro_ta.mcp as mcp_mod
calls: list[str] = []
monkeypatch.setattr(mcp_mod, "run_server", lambda: calls.append("called"))
runpy.run_module("ferro_ta.mcp.__main__", run_name="__main__")
assert calls == ["called"]
def test_create_server_registers_generated_tools(self):
import ferro_ta.mcp as mcp_mod
server = mcp_mod.create_server()
tool_names = [tool.name for tool in server._tool_manager.list_tools()]
assert "SMA" in tool_names
assert "TickAggregator" in tool_names
assert "call_instance_method" in tool_names
Generated
+206 -157
View File
@@ -515,19 +515,24 @@ wheels = [
[[package]]
name = "cuda-bindings"
version = "12.9.4"
version = "13.2.0"
source = { registry = "https://pypi.org/simple" }
dependencies = [
{ name = "cuda-pathfinder", marker = "(python_full_version < '3.11' and sys_platform == 'emscripten') or (python_full_version < '3.11' and sys_platform == 'win32') or (sys_platform != 'emscripten' and sys_platform != 'win32')" },
]
wheels = [
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[[package]]
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[package]
name = "ferro_ta_wasm"
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version = "1.0.4"
edition = "2021"
description = "WebAssembly bindings for ferro-ta technical analysis indicators"
license = "MIT"
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{
"name": "ferro-ta-wasm",
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"description": "WebAssembly bindings for ferro-ta technical analysis indicators",
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"types": "pkg/ferro_ta_wasm.d.ts",