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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

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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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"file": "streaming.rs"
},
{
"module": "streaming",
"function": "reset",
"file": "streaming.rs"
},
{
"module": "streaming",
"function": "signal_period",
"file": "streaming.rs"
},
{
"module": "streaming",
"function": "slow_period",
"file": "streaming.rs"
},
{
"module": "streaming",
"function": "update",
"file": "streaming.rs"
},
{
"module": "streaming",
"function": "update",
"file": "streaming.rs"
},
{
"module": "streaming",
"function": "update",
"file": "streaming.rs"
},
{
"module": "streaming",
"function": "update",
"file": "streaming.rs"
},
{
"module": "streaming",
"function": "update",
"file": "streaming.rs"
},
{
"module": "streaming",
"function": "update",
"file": "streaming.rs"
},
{
"module": "streaming",
"function": "update",
"file": "streaming.rs"
},
{
"module": "streaming",
"function": "update",
"file": "streaming.rs"
},
{
"module": "streaming",
"function": "update",
"file": "streaming.rs"
},
{
"module": "streaming",
"function": "update",
"file": "streaming.rs"
},
{
"module": "streaming",
"function": "update",
"file": "streaming.rs"
},
{
"module": "volatility",
"function": "atr",
"file": "volatility.rs"
},
{
"module": "volatility",
"function": "natr",
"file": "volatility.rs"
},
{
"module": "volatility",
"function": "trange",
"file": "volatility.rs"
},
{
"module": "volume",
"function": "ad",
"file": "volume.rs"
},
{
"module": "volume",
"function": "adosc",
"file": "volume.rs"
},
{
"module": "volume",
"function": "mfi",
"file": "volume.rs"
},
{
"module": "volume",
"function": "obv",
"file": "volume.rs"
}
]
},
"wasm_node": {
"export_count": 222,
"exports": [
"ad",
"adosc",
"adx",
"adx_all",
"adxr",
"aggregate_greeks_dense",
"aggregate_tick_bars",
"aggregate_time_bars",
"aggregate_volume_bars_ticks",
"american_price",
"annualized_basis",
"apo",
"aroon",
"aroonosc",
"atm_index",
"atm_iv",
"atr",
"avgprice",
"back_adjusted_continuous",
"backtest_core",
"batch_adx",
"batch_atr",
"batch_ema",
"batch_rsi",
"batch_sma",
"batch_stoch",
"bbands",
"beta_full",
"beta_rolling",
"black_76_greeks",
"black_76_price",
"black_scholes_greeks",
"black_scholes_price",
"bop",
"bottom_n_indices",
"calendar_spreads",
"carry_spread",
"cci",
"chandelier_exit",
"check_cross",
"check_threshold",
"choppiness_index",
"close_to_close_vol",
"cmo",
"collect_alert_bars",
"compose_rank",
"compose_weighted",
"compute_performance_metrics",
"continuous_bar_labels",
"correl",
"correlation_matrix",
"curve_slope",
"curve_summary",
"dema",
"detect_breaks_cusum",
"digital_greeks",
"digital_price",
"donchian",
"drawdown_series",
"dtw_distance",
"dx",
"early_exercise_premium",
"ema",
"exchange_charges_rate",
"expected_move",
"extended_greeks",
"extract_trades",
"fast_period",
"flat_per_order",
"forward_fill_nan",
"funding_cumulative_pnl",
"futures_basis",
"garman_klass_vol",
"gst_rate",
"half_kelly_fraction",
"ht_dcperiod",
"ht_dcphase",
"ht_phasor",
"ht_sine",
"ht_trendline",
"ht_trendmode",
"hull_ma",
"ichimoku",
"implied_carry_rate",
"implied_volatility",
"iv_percentile",
"iv_rank",
"iv_zscore",
"kama",
"kelly_fraction",
"keltner_channels",
"label_moneyness",
"linear_interpolate",
"linearreg",
"linearreg_angle",
"linearreg_intercept",
"linearreg_slope",
"lot_size",
"ma",
"macd",
"macd_crossover_signals",
"macdfix",
"make_chunk_ranges",
"mama",
"mark_session_boundaries",
"math_add",
"math_div",
"math_mult",
"math_sub",
"mavp",
"max_brokerage",
"medprice",
"mfi",
"midpoint",
"midprice",
"minus_di",
"minus_dm",
"model_greeks",
"model_price",
"model_theta",
"mom",
"monte_carlo_bootstrap",
"monthly_contribution",
"natr",
"new",
"obv",
"ohlcv_agg",
"parity_gap",
"parkinson_vol",
"per_lot",
"period",
"pivot_points",
"plus_di",
"plus_dm",
"portfolio_volatility",
"ppo",
"price_lower_bound",
"price_upper_bound",
"put_call_parity_deviation",
"rank_series",
"rank_values",
"rate_of_value",
"ratio",
"ratio_adjusted_continuous",
"regime_adx",
"regime_combined",
"regulatory_charges_rate",
"relative_strength",
"roc",
"rocp",
"rocr",
"rocr100",
"rogers_satchell_vol",
"roll_yield",
"rolling_beta",
"rolling_max",
"rolling_maxindex",
"rolling_min",
"rolling_minindex",
"rolling_sum",
"rolling_variance_break",
"rsi",
"rsi_threshold_signals",
"sar",
"select_strike_by_offset",
"set_exchange_charges_rate",
"set_flat_per_order",
"set_gst_rate",
"set_lot_size",
"set_max_brokerage",
"set_per_lot",
"set_rate_of_value",
"set_regulatory_charges_rate",
"set_stamp_duty_rate",
"set_stt_on_buy",
"set_stt_on_sell",
"set_stt_rate",
"signal_attribution",
"signal_period",
"single_asset_backtest",
"slow_period",
"sma",
"sma_crossover_signals",
"spread",
"stamp_duty_rate",
"stddev",
"stitch_chunks",
"stoch",
"stochf",
"stochrsi",
"strategy_payoff_dense",
"strategy_value_grid",
"stt_on_buy",
"stt_on_sell",
"stt_rate",
"supertrend",
"synthetic_forward",
"synthetic_spot",
"t3",
"tema",
"term_structure_slope",
"top_n_indices",
"trade_stats",
"trange",
"trim_overlap",
"trima",
"trix_indicator",
"tsf",
"typprice",
"ultosc",
"var",
"vol_cone",
"volume_bars",
"vwap",
"vwma",
"walk_forward_indices",
"wclprice",
"weighted_continuous",
"willr",
"wma",
"yang_zhang_vol",
"zscore_series"
]
}
},
"parity_summary": {
"python_indicator_count": 210,
"wasm_export_count": 222,
"common_python_wasm_count": 92,
"common_python_wasm": [
"ad",
"adosc",
"adx",
"adxr",
"apo",
"aroon",
"aroonosc",
"atr",
"avgprice",
"batch_ema",
"batch_rsi",
"batch_sma",
"bbands",
"bop",
"cci",
"chandelier_exit",
"check_cross",
"check_threshold",
"choppiness_index",
"cmo",
"collect_alert_bars",
"continuous_bar_labels",
"correl",
"correlation_matrix",
"dema",
"detect_breaks_cusum",
"donchian",
"dtw_distance",
"dx",
"ema",
"ht_dcperiod",
"ht_dcphase",
"ht_phasor",
"ht_sine",
"ht_trendline",
"ht_trendmode",
"hull_ma",
"ichimoku",
"kama",
"keltner_channels",
"linearreg",
"linearreg_angle",
"linearreg_intercept",
"linearreg_slope",
"ma",
"macd",
"macdfix",
"mama",
"mavp",
"medprice",
"mfi",
"midpoint",
"midprice",
"minus_di",
"minus_dm",
"mom",
"natr",
"obv",
"pivot_points",
"plus_di",
"plus_dm",
"portfolio_volatility",
"ppo",
"regime_adx",
"regime_combined",
"roc",
"rocp",
"rocr",
"rocr100",
"rolling_variance_break",
"rsi",
"sar",
"sma",
"stddev",
"stoch",
"stochf",
"stochrsi",
"supertrend",
"t3",
"tema",
"trange",
"trima",
"tsf",
"typprice",
"ultosc",
"var",
"volume_bars",
"vwap",
"vwma",
"wclprice",
"willr",
"wma"
],
"python_only_vs_wasm": [
"acos",
"add",
"aggregate_ticks",
"alertevent",
"alertmanager",
"asin",
"atan",
"batch_apply",
"batch_dtw",
"beta",
"cdl2crows",
"cdl3blackcrows",
"cdl3inside",
"cdl3linestrike",
"cdl3outside",
"cdl3starsinsouth",
"cdl3whitesoldiers",
"cdlabandonedbaby",
"cdladvanceblock",
"cdlbelthold",
"cdlbreakaway",
"cdlclosingmarubozu",
"cdlconcealbabyswall",
"cdlcounterattack",
"cdldarkcloudcover",
"cdldoji",
"cdldojistar",
"cdldragonflydoji",
"cdlengulfing",
"cdleveningdojistar",
"cdleveningstar",
"cdlgapsidesidewhite",
"cdlgravestonedoji",
"cdlhammer",
"cdlhangingman",
"cdlharami",
"cdlharamicross",
"cdlhighwave",
"cdlhikkake",
"cdlhikkakemod",
"cdlhomingpigeon",
"cdlidentical3crows",
"cdlinneck",
"cdlinvertedhammer",
"cdlkicking",
"cdlkickingbylength",
"cdlladderbottom",
"cdllongleggeddoji",
"cdllongline",
"cdlmarubozu",
"cdlmatchinglow",
"cdlmathold",
"cdlmorningdojistar",
"cdlmorningstar",
"cdlonneck",
"cdlpiercing",
"cdlrickshawman",
"cdlrisefall3methods",
"cdlseparatinglines",
"cdlshootingstar",
"cdlshortline",
"cdlspinningtop",
"cdlstalledpattern",
"cdlsticksandwich",
"cdltakuri",
"cdltasukigap",
"cdlthrusting",
"cdltristar",
"cdlunique3river",
"cdlupsidegap2crows",
"cdlxsidegap3methods",
"ceil",
"compose",
"compute_many",
"cos",
"cosh",
"div",
"drawdown",
"dtw",
"exp",
"feature_matrix",
"floor",
"funding_pnl",
"ln",
"log10",
"macdext",
"max",
"maxindex",
"min",
"minindex",
"mult",
"multi_timeframe",
"rank_signals",
"regime",
"resample",
"resample_continuous",
"sarext",
"screen",
"session_boundaries",
"sin",
"sinh",
"sqrt",
"streamingatr",
"streamingbbands",
"streamingema",
"streamingmacd",
"streamingrsi",
"streamingsma",
"streamingstoch",
"streamingsupertrend",
"streamingvwap",
"structural_breaks",
"sub",
"sum",
"tan",
"tanh",
"tickaggregator",
"trix"
],
"wasm_only_vs_python": [
"adx_all",
"aggregate_greeks_dense",
"aggregate_tick_bars",
"aggregate_time_bars",
"aggregate_volume_bars_ticks",
"american_price",
"annualized_basis",
"atm_index",
"atm_iv",
"back_adjusted_continuous",
"backtest_core",
"batch_adx",
"batch_atr",
"batch_stoch",
"beta_full",
"beta_rolling",
"black_76_greeks",
"black_76_price",
"black_scholes_greeks",
"black_scholes_price",
"bottom_n_indices",
"calendar_spreads",
"carry_spread",
"close_to_close_vol",
"compose_rank",
"compose_weighted",
"compute_performance_metrics",
"curve_slope",
"curve_summary",
"digital_greeks",
"digital_price",
"drawdown_series",
"early_exercise_premium",
"exchange_charges_rate",
"expected_move",
"extended_greeks",
"extract_trades",
"fast_period",
"flat_per_order",
"forward_fill_nan",
"funding_cumulative_pnl",
"futures_basis",
"garman_klass_vol",
"gst_rate",
"half_kelly_fraction",
"implied_carry_rate",
"implied_volatility",
"iv_percentile",
"iv_rank",
"iv_zscore",
"kelly_fraction",
"label_moneyness",
"linear_interpolate",
"lot_size",
"macd_crossover_signals",
"make_chunk_ranges",
"mark_session_boundaries",
"math_add",
"math_div",
"math_mult",
"math_sub",
"max_brokerage",
"model_greeks",
"model_price",
"model_theta",
"monte_carlo_bootstrap",
"monthly_contribution",
"new",
"ohlcv_agg",
"parity_gap",
"parkinson_vol",
"per_lot",
"period",
"price_lower_bound",
"price_upper_bound",
"put_call_parity_deviation",
"rank_series",
"rank_values",
"rate_of_value",
"ratio",
"ratio_adjusted_continuous",
"regulatory_charges_rate",
"relative_strength",
"rogers_satchell_vol",
"roll_yield",
"rolling_beta",
"rolling_max",
"rolling_maxindex",
"rolling_min",
"rolling_minindex",
"rolling_sum",
"rsi_threshold_signals",
"select_strike_by_offset",
"set_exchange_charges_rate",
"set_flat_per_order",
"set_gst_rate",
"set_lot_size",
"set_max_brokerage",
"set_per_lot",
"set_rate_of_value",
"set_regulatory_charges_rate",
"set_stamp_duty_rate",
"set_stt_on_buy",
"set_stt_on_sell",
"set_stt_rate",
"signal_attribution",
"signal_period",
"single_asset_backtest",
"slow_period",
"sma_crossover_signals",
"spread",
"stamp_duty_rate",
"stitch_chunks",
"strategy_payoff_dense",
"strategy_value_grid",
"stt_on_buy",
"stt_on_sell",
"stt_rate",
"synthetic_forward",
"synthetic_spot",
"term_structure_slope",
"top_n_indices",
"trade_stats",
"trim_overlap",
"trix_indicator",
"vol_cone",
"walk_forward_indices",
"weighted_continuous",
"yang_zhang_vol",
"zscore_series"
]
}
}
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