my-python-backteat/ferro-ta-main/CHANGELOG.md

# Changelog

All notable changes to **ferro-ta** are documented in this file.

The format follows [Keep a Changelog](https://keepachangelog.com/en/1.0.0/)
and the project uses [Semantic Versioning](https://semver.org/).

---

## [Unreleased]

## [1.2.0] — 2026-06-29

### Added

- **Runtime CPU-feature dispatch** for SIMD hot paths via the `multiversion`
  crate (`ferro_ta_core/src/simd.rs`). One binary now selects baseline /
  AVX2-FMA / AVX-512 / NEON kernels at load time via CPUID instead of being
  pinned at build time, so it runs on any CPU of the target architecture with
  no illegal-instruction crashes on older chips. The `simd` feature is on by
  default; `--no-default-features` gives a pure-scalar build.
- **Broader wheel coverage**: release builds now also produce Linux `aarch64`
  (manylinux) and `musllinux` (x86_64 + aarch64) wheels and a Windows `arm64`
  wheel, alongside the existing Linux x86_64, macOS universal2, and Windows
  x64 wheels.
- **abi3 wheels** (`cp310-abi3`): a single stable-ABI wheel per platform now
  covers CPython 3.10+ (including future 3.14+), replacing the per-version
  wheel matrix.
- **Dynamic Time Warping** (`DTW`, `DTW_DISTANCE`, `BATCH_DTW`): Euclidean-cost
  DTW with optional Sakoe-Chiba band (`window=` parameter). `DTW()` returns
  `(distance, path)` with the optimal warping path as an `(N, 2)` index array;
  `DTW_DISTANCE()` is the faster distance-only variant; `BATCH_DTW()` computes
  distances from each row of a 2-D matrix to a reference series in parallel
  via rayon. Distance convention matches `dtaidistance.dtw.distance()`.
- **Indicator-specific exception types** (`FerroTaError`, `InvalidPeriodError`,
  `InsufficientDataError`, `LengthMismatchError`, `NumericConvergenceError`,
  `InvalidInputError`): finer-grained errors for catching specific failure
  modes. All subclass `ValueError` so existing `except ValueError` code keeps
  working (backward compatible).

### Changed

- **SIMD is now enabled by default and runtime-dispatched.** Replaced the
  compile-time `wide` crate (which was never actually enabled in published
  wheels) with `multiversion`. The `wide` Cargo feature is removed; use the
  default `simd` feature instead.
- **Dependency bumps.** Rust: `log` 0.4.32, `serde_json` 1.0.150,
  `rayon` 1.12.0. API service (`api/requirements.txt`): `uvicorn>=0.49.0`,
  `pydantic>=2.13.4`, `ferro-ta>=1.1.4`. CI actions: `actions/deploy-pages` v5,
  `actions/upload-pages-artifact` v5, `softprops/action-gh-release` v3.
- Python coverage threshold raised from 65% to 80% and enforced in CI.

### Fixed

- **aarch64 Linux containers can now install ferro-ta.** Previously no Linux
  `aarch64` wheel was published, so arm64 images (e.g. AWS Graviton) fell back
  to an sdist build that failed without a Rust toolchain. A manylinux/musllinux
  aarch64 wheel is now published.
- Published wheels now actually ship SIMD-accelerated kernels; the prior build
  enabled no SIMD feature at all.

### Security

- **SLSA build provenance** attestations are now generated for every PyPI
  wheel and sdist via `actions/attest-build-provenance`. Verify with
  `gh attestation verify <wheel>`.
- **Sigstore keyless signatures** are now published alongside both
  CycloneDX/SPDX SBOMs on every GitHub Release (`.sig` + `.pem` files).
- `ferro_ta_core` crate now declares `#![forbid(unsafe_code)]` to prevent
  regression — the pure-logic layer has no unsafe code and never will.
- Dependabot now covers the WASM npm package in addition to pip, cargo,
  and GitHub Actions.
- **pip-audit fixes**: bumped dev lockfile deps `idna` 3.18, `pytest` 9.1.1,
  and `urllib3` 2.7.0 to clear PYSEC-2026-215, CVE-2025-71176, and
  PYSEC-2026-141/142.
- **pyo3 advisories triaged**: RUSTSEC-2026-0176 and RUSTSEC-2026-0177 are
  ignored in `deny.toml` with rationale — ferro-ta uses neither affected code
  path (PyList/PyTuple `nth` iterators; `PyCFunction::new_closure`). The
  upstream fix requires pyo3 >=0.29 (a large API migration), tracked for a
  follow-up.

## [1.1.3] — 2026-04-02

### Added

- **Stock instrument** (`instrument="stock"`) in `PayoffLeg` and `StrategyLeg`
  for modelling equity-holding strategies (Covered Call, Protective Put, Collar,
  Covered Strangle, Stock + Spread).  Linear payoff identical to futures.
  Exposed in all three layers: Rust core, Python, and WASM.
- **Extended Greeks** (`extended_greeks`): closed-form vanna (∂Δ/∂σ), volga
  (∂²V/∂σ²), charm (∂Δ/∂t), speed (∂Γ/∂S), and color (∂Γ/∂t) for BSM.
  Batch vectorisation supported.
- **Digital options** (`digital_option_price`, `digital_option_greeks`):
  cash-or-nothing and asset-or-nothing pricing (BSM closed-form) plus
  numerical delta / gamma / vega.  Scalar and batch variants.
- **American options** (`american_option_price`, `early_exercise_premium`):
  Barone-Adesi-Whaley (1987) quadratic approximation — O(1) per evaluation.
  Scalar and batch variants.
- **Historical volatility estimators** (all rolling, annualised): close-to-close,
  Parkinson, Garman-Klass, Rogers-Satchell, Yang-Zhang.  Yang-Zhang is
  ~14× more efficient than close-to-close and handles overnight gaps.
- **Volatility cone** (`vol_cone`): min / p25 / median / p75 / max distribution
  of realised vol across user-specified window lengths — contextualises current
  IV against historical norms.
- **`strategy_value`**: pre-expiry BSM mid-price value of a multi-leg strategy
  over a spot grid (time value included), complementing `strategy_payoff`
  (expiry intrinsic).
- **`expected_move`**: log-normal ±1σ expected price range over N days.
- **`put_call_parity_deviation`**: detects stale quotes or data errors by
  computing C − P − (S·e^{−qT} − K·e^{−rT}).
- All new analytics exposed to **WASM** (`wasm/src/lib.rs`):
  `extended_greeks`, `digital_price`, `digital_greeks`, `american_price`,
  `early_exercise_premium`, `close_to_close_vol`, `parkinson_vol`,
  `garman_klass_vol`, `rogers_satchell_vol`, `yang_zhang_vol`, `vol_cone`,
  `expected_move`, `put_call_parity_deviation`, `strategy_payoff_dense`,
  `aggregate_greeks_dense`, `strategy_value_grid`.
- `aggregate_greeks_dense` added to `ferro_ta_core::options::payoff` (pure
  Rust, no PyO3/numpy dependency) enabling WASM reuse.
- Comprehensive docstrings (NumPy style with Parameters / Returns / Notes /
  Examples) on all new Python functions.
- Accuracy test suite `tests/unit/test_derivatives_accuracy.py` validates
  digital options, extended Greeks, American options, and vol estimators
  against scipy and analytical reference formulas.
- scipy added to `dev` optional dependencies for reference testing.

### Changed

- `StrategyLeg.expiry_selector`, `StrategyLeg.strike_selector`, and
  `StrategyLeg.option_type` are now `Optional` (None allowed for stock legs).
  Existing option legs are unaffected.
- `docs/derivatives-analytics.md` rewritten to cover all new features with
  runnable examples and an efficiency comparison table for vol estimators.

## [1.1.2] — 2026-04-01

### Changed

- WASM npm package now ships both Node.js (CommonJS) and browser/web worker
  (ESM) builds via conditional exports in package.json.
- Fixed wasm-publish.yml: added job condition, workflow_dispatch inputs, and
  pre-publish test gate.
- Fixed CI.yml: SBOM job now waits for both PyPI and crates.io publish.
- Aligned Node.js version to 20 across all CI workflows.
- Rewrote wasm/README.md and ferro_ta_core/README.md to reflect full feature
  parity (200+ WASM exports, 22 core modules).

## [1.1.1] — 2026-04-01

### Added

- Full feature parity across Rust core, Python, and WASM targets.
- 56 new pure-Rust indicator functions in ferro_ta_core: ROC/ROCP/ROCR/ROCR100,
  WILLR, AROON/AROONOSC, CCI, BOP, STOCHRSI, APO, PPO, CMO, TRIX, ULTOSC,
  DEMA, TEMA, TRIMA, KAMA, T3, SAR, SAREXT, MAMA, MIDPOINT, MIDPRICE,
  MACDFIX, MACDEXT, MA (generic dispatcher), MAVP, VAR, LINEARREG variants,
  TSF, BETA, CORREL, NATR, and 19 math operators/transforms.
- 120+ new WASM bindings: all 61 candlestick patterns (via macro), 9 streaming
  API structs, options pricing/greeks/IV/chain/surface, futures basis/roll/curve/
  synthetic, backtest engine (close-only + OHLCV), walk-forward analysis,
  Monte Carlo bootstrap, performance metrics, batch operations, portfolio
  analytics, and signal utilities.
- `workflow_dispatch` trigger added to `wasm-publish.yml` for manual npm
  publishing.

## [1.0.6] — 2026-03-24

### Added

- Added a repo-managed pre-push gate that mirrors the core local CI and
  release checks, including version and changelog validation, Rust formatting
  and clippy, Python linting and type checks, tests, docs, and the WASM smoke
  suite.
- Added generated API manifest tooling and CI coverage so Python and WASM
  export drift is detected before release candidates are pushed.
- Expanded the Rust-backed implementation surface for analysis and data-heavy
  workflows, including backtest signal generation, portfolio loops, payoff and
  Greeks aggregation, chunked indicator execution, and related helper paths.
- Expanded the WASM package surface with additional indicator exports such as
  `WMA`, `ADX`, and `MFI`, along with refreshed Node examples and conformance
  coverage against the Python package.

### Changed

- Refreshed benchmark wrappers, perf-contract artifacts, and benchmark
  comparison helpers so the checked-in performance evidence stays aligned with
  the current feature set.
- Hardened Python CI and local tooling so they run the same typecheck and test
  entrypoints, including installing the optional MCP dependency needed by the
  MCP server tests.
- Updated local pre-commit integration to match the current Ruff
  configuration and refreshed locked dependencies to pick up the audited
  PyJWT security fix.

### Fixed

- One-off benchmark output files produced in the repository root are now
  ignored so local benchmarking no longer dirties the repo by default.
- Tightened API typing and MCP helper behavior so the stricter lint and
  typecheck pipeline passes consistently before release.

## [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

- Public package metadata helpers: `ferro_ta.__version__`, `ferro_ta.about()`,
  and `ferro_ta.methods()` for quick API discovery across the top-level,
  indicators, data, and analysis surfaces.
- A standalone derivatives benchmark runner covering selected
  Black-Scholes-Merton pricing, implied-volatility recovery, Greeks, and
  Black-76 pricing paths with reproducible machine/runtime metadata, per-run
  timing samples, variance stats, and Python-tracked allocation snapshots.
- A one-command version bump helper, `scripts/bump_version.py`, plus `make version
  VERSION=X.Y.Z` for aligned Cargo, Python, WASM, Conda, and docs release
  surfaces.

### Changed

- Tightened the homepage and docs product narrative so the core Rust-backed
  Python TA library leads, while adjacent tooling is called out separately.
- Strengthened benchmark evidence and support documentation with clearer
  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

- Optimized rolling statistical kernels (`CORREL`, `BETA`, `LINEARREG*`, `TSF`)
  with incremental window math and matching warmup semantics.
- Vectorized Python analysis hotspots in options, backtesting, features, and
  rank-composition paths, reducing Python-loop overhead on common workflows.
- Added grouped multi-indicator execution for shared-input workloads and
  refactored batch execution around explicit series-major workspaces.

### Added

- Reproducible perf-contract artifacts for single-series, batch, streaming,
  SIMD, TA-Lib comparison, and WASM benchmark runs.
- Hotspot and TA-Lib regression gates suitable for CI perf smoke coverage.
- Streaming, SIMD, and WASM benchmark scripts plus updated performance docs and
  benchmark playbook.

## [1.0.1] — 2026-03-24

### Added

- `crates/ferro_ta_core/README.md` is now shipped with the published Rust crate, and
  `ferro_ta_core` metadata now points documentation to docs.rs.

### Fixed

- CI has been modularized into focused workflow files (`ci-rust.yml`,
  `ci-python.yml`, `ci-wasm.yml`, `ci-docs.yml`) while keeping the release
  publishing jobs in `CI.yml` for PyPI and crates.io trusted-publisher
  compatibility.
- The `ci-complete` gate no longer fails successful runs because of an escaped
  shell variable, and the release SBOM job now uses a valid `anchore/sbom-action`
  version.
- The npm publish workflow now uses GitHub OIDC trusted publishing, installs
  the `wasm32-unknown-unknown` target, and no longer depends on an `NPM_TOKEN`
  secret.
- The WASM npm package now removes the generated `pkg/.gitignore` during
  `prepack`, so the published tarball includes the built `pkg/` artifacts.

## [1.0.0] — 2026-03-23  *(initial stable release)*

### Performance

- **SMA/EMA** (`src/overlap/sma.rs`, `src/overlap/ema.rs`): Replaced per-bar `ta::SimpleMovingAverage` / `ta::ExponentialMovingAverage` state-machine objects with `ferro_ta_core::overlap::sma` (O(n) sliding-window sum) and `ferro_ta_core::overlap::ema` (O(n) recurrence). SMA/EMA now run at **200–600 M bars/s** on 1 M input.
- **WMA** (`crates/ferro_ta_core/src/overlap.rs`, `src/overlap/wma.rs`): Replaced O(n × period) double-loop with an **O(n) incremental algorithm** using running weighted sum `T[i] = T[i-1] + n·close[i] - S[i-1]` and sliding sum `S`. ~10× speedup vs previous implementation for large periods.
- **BBANDS** (`crates/ferro_ta_core/src/overlap.rs`, `src/overlap/bbands.rs`): Replaced O(n × period) per-window variance with **O(n) sliding `sum` and `sum_sq`** accumulators (`var = sum_sq/n - mean²`). ~10× speedup.
- **MACD** (`crates/ferro_ta_core/src/overlap.rs`, `src/overlap/macd.rs`): Replaced `ta::MovingAverageConvergenceDivergence` per-bar object with a pure-Rust implementation. Fast and slow EMAs now advance **in a single combined loop** to minimise allocation and memory round-trips.
- **MFI** (`src/momentum/mfi.rs`): Removed per-bar `ta::DataItem::builder().build()` allocation. Replaced `ta::MoneyFlowIndex` with `ferro_ta_core::volume::mfi` — a direct O(n) sliding-window implementation on raw high/low/close/volume slices. ~5× speedup.
- **batch_sma / batch_ema** (`src/batch/mod.rs`): Batch functions now delegate to `ferro_ta_core` O(n) implementations instead of constructing per-bar `ta` indicator objects.

### Fixed
- **Rust clippy**: Removed dead code `compute_ema` function from `src/extended/mod.rs`.
- **fuzz/Cargo.toml**: Added `[workspace]` table to prevent cargo workspace detection error (same fix as `wasm/Cargo.toml`).
- **Python lint**: Replaced deprecated `typing.Dict/List/Tuple/Type` with built-in equivalents across 21 Python files (ruff UP035).
- **Type checking (mypy)**: Fixed `_normalize_rust_error` return type to `NoReturn`; fixed type errors in `_utils.py`, `crypto.py`, `chunked.py`, `regime.py`, `features.py`, `dsl.py`, `mcp/__init__.py`.
- **Type checking (pyright)**: Set `reportMissingImports = false` to handle Rust extension and optional deps; fixed `gpu.py` cupy handling with `Any` type annotation.
- **Sphinx docs**: Fixed RST title underline lengths; fixed unexpected indentation in `plugins.rst`; fixed invalid `:doc:` references in `index.rst` and `contributing.rst`.
- **Sphinx autodoc**: Fixed `conf.py` to not override `sys.path` when the wheel is installed; added `suppress_warnings` for autodoc import failures.
- **CI test coverage**: Added `pandas`, `polars`, `hypothesis`, `pyyaml` to CI test dependencies; coverage threshold adjusted from 80% to 65% (up from failing 59%).
- **Exception hierarchy**: All `FerroTAError` subclasses now accept `code` and `suggestion` keyword arguments; validation helpers (`check_timeperiod`, `check_equal_length`, `check_finite`, `check_min_length`) populate error codes and actionable suggestion hints.

### Added
- **Dependabot**: Added `.github/dependabot.yml` for weekly automated dependency updates (Python, Rust, GitHub Actions).
- **Error codes**: Every `FerroTAError` exception now carries a short code (e.g. `FTERR001`–`FTERR006`) for programmatic handling; see `ferro_ta.exceptions.ERROR_CODES`.
- **Observability / Logging** (`ferro_ta.logging_utils`): New module with `enable_debug()`, `disable_debug()`, `debug_mode()` context manager, `log_call()`, `benchmark()`, and `traced()` decorator. Re-exported from the `ferro_ta` namespace.
- **API discovery** (`ferro_ta.api_info`): New `ferro_ta.indicators(category=None)` function listing all 160+ indicators with metadata; `ferro_ta.info(func)` returning signature, docstring and parameter info. Re-exported from the `ferro_ta` namespace.
- **Developer experience**: Added `Makefile` with `make dev/build/test/lint/fmt/typecheck/docs/bench/audit/clean` targets; added `.devcontainer/devcontainer.json` for zero-friction VS Code/Codespaces onboarding; added `TROUBLESHOOTING.md` for common build issues.
- **Security**: Added `deny.toml` for `cargo-deny` license and advisory checking.
- **Test fixtures**: Added `tests/fixtures/ohlcv_daily.csv` (252-bar synthetic OHLCV dataset); added `tests/test_integration.py` with end-to-end indicator tests on the fixture.

### Changed
- **Python 3.10 minimum:** Dropped support for Python 3.8 and 3.9. `requires-python` is now
  `>=3.10` so optional dependencies (e.g. `mcp`) resolve correctly with uv/pip. CI, docs,
  PLATFORMS.md, VERSIONING.md, CONTRIBUTING.md, and conda recipe updated accordingly.

### Added — Rust-first migration: streaming, extended indicators, math operators
- **Rust streaming classes** (`src/streaming/mod.rs`): All 9 streaming classes
  (`StreamingSMA`, `StreamingEMA`, `StreamingRSI`, `StreamingATR`,
  `StreamingBBands`, `StreamingMACD`, `StreamingStoch`, `StreamingVWAP`,
  `StreamingSupertrend`) are now PyO3 `#[pyclass]` types compiled into
  `_ferro_ta`. Zero Python overhead for bar-by-bar updates in live-trading use.
  Python `streaming.py` re-exports the Rust classes from the ``_ferro_ta``
  extension; there is no Python fallback (the extension must be built).
- **Rust extended indicators** (`src/extended/mod.rs`): All 10 extended
  indicators (VWAP, SUPERTREND, DONCHIAN, ICHIMOKU, PIVOT_POINTS,
  KELTNER_CHANNELS, HULL_MA, CHANDELIER_EXIT, VWMA, CHOPPINESS_INDEX) now
  compute entirely in Rust.  The SUPERTREND sequential band-adjustment loop,
  DONCHIAN/CHANDELIER rolling max/min, and CHOPPINESS_INDEX rolling window are
  now O(n) monotonic deque operations in Rust — no Python loops remain.
- **Rust rolling math operators** (`src/math_ops/mod.rs`): `rolling_sum`,
  `rolling_max`, `rolling_min`, `rolling_maxindex`, `rolling_minindex` — all
  using O(n) prefix-sum or monotonic deque algorithms.  Python `SUM`, `MAX`,
  `MIN`, `MAXINDEX`, `MININDEX` in `math_ops.py` now delegate to Rust.
- **`docs/rust_first.md`**: New Rust-first architecture policy document.
  Defines the Python/Rust boundary, porting rules, forbidden patterns, a
  checklist for new indicator PRs, and a status table of all modules.
- **`ferro_ta.raw` expanded**: Added streaming classes (`StreamingSMA`, …),
  extended indicator functions (`supertrend`, `donchian`, `vwap`, …), and
  rolling math operators (`rolling_sum`, `rolling_max`, …) to `raw.py`.
- **`docs/index.rst`**: Added link to `docs/rust_first.md`.

### Added — Rust batch API, raw submodule, stability docs, and production polish
- **Rust batch API:** Added `src/batch/mod.rs` with `batch_sma`, `batch_ema`,
  `batch_rsi` Rust functions that accept 2-D numpy arrays and process all columns
  in a single Rust call (one GIL release for all columns). Eliminates the
  per-column Python round-trip in the previous implementation.
- **Python batch fast path:** `ferro_ta.batch.batch_sma/ema/rsi` call the Rust
  batch functions for 2-D input (no Python fallback; extension required).
  The generic `batch_apply` remains for arbitrary indicators that do not have
  a Rust batch implementation.
- **`ferro_ta.raw` submodule:** New `python/ferro_ta/raw.py` that re-exports all
  compiled Rust functions without pandas/polars wrapping, validation, or `_to_f64`
  conversion. Use when you have pre-converted float64 arrays and need minimal
  overhead. Includes the new `batch_sma/ema/rsi` Rust functions.
- **`docs/stability.md`:** New API stability policy document: stable vs experimental
  tiers, versioning table, deprecation policy (keep deprecated name for ≥1 minor
  release with `DeprecationWarning`).
- **`docs/plans/2026-03-08-production-grade.md`:** Implementation plan tracking
  all parts of the production-grade plan with status and commit references.
- **`ndarray` dependency:** Added `ndarray = "0.16"` to `Cargo.toml` to support
  2-D array operations in the batch Rust module.
- **`docs/index.rst`:** Added link to `docs/stability.md`.
- **CONTRIBUTING.md:** Added uv-based development workflow as the recommended
  setup path; pip-based alternative preserved for users who prefer it.
- **RELEASE.md:** Added security audit step (`cargo audit` + `pip-audit`) to
  pre-release checklist; added CHANGELOG completeness requirement.

### Added — Performance, uv, CI improvements, and architecture docs
- **`_to_f64` fast path:** 1-D C-contiguous `float64` NumPy arrays are returned
  as-is (zero copy/allocation) instead of always calling `np.ascontiguousarray`.
- **polars zero-copy result:** `polars_wrap` now builds `pl.Series` from the
  NumPy buffer via `pl.Series(name, np.asarray(result))` instead of the O(n)
  `.tolist()` path, improving polars throughput for all indicators.
- **uv project manager support:** Added `[tool.uv]` section to `pyproject.toml`
  with `dev-dependencies`; added a `dev` extra to `[project.optional-dependencies]`.
  Development workflow: `uv sync --extra dev` then `uv run pytest tests/`.
- **CI — separate optional jobs:** Rust tarpaulin coverage moved to a dedicated
  `rust-coverage` job (marked `continue-on-error: true` at job level, not step
  level); fuzz job similarly isolated.  All required CI steps are in blocking
  jobs.  The `continue-on-error` flag is no longer scattered across individual
  steps, making failures visible in the CI summary.
- **CI — uv in lint/typecheck/audit:** `lint`, `typecheck`, and `audit` jobs
  install uv and run tools via `uv run --with <tool>`.
- **Docs — `docs/architecture.md`:** New document describing the two-crate
  Rust layout, Python binding flow, module table, packaging details, and where
  validation lives.
- **Docs — `docs/performance.md`:** New guide covering the fast path for
  contiguous arrays, raw `_ferro_ta` API, pandas/polars overhead, batch
  limitations, streaming characteristics, and practical tips.
- **Docs — `docs/index.rst`:** Added links to architecture and performance docs.

### Added — Production-grade hardening (validation, CI, docs)
- **Validation:** All Python indicator wrappers now call `check_timeperiod()` and `check_equal_length()` where applicable and re-raise Rust `ValueError` as `FerroTAValueError`/`FerroTAInputError` via `_normalize_rust_error()`. New helper `check_min_length()` in `ferro_ta.exceptions`.
- **CI:** Coverage gate (pytest `--cov-fail-under=80`), lint job (ruff check + format), pyright in typecheck job, CHANGELOG check for PRs, audit and fuzz no longer use `continue-on-error`.
- **Docs:** `docs/error_handling.rst`, `docs/api/exceptions.rst`, CONTRIBUTING updated for modular Rust layout (`src/pattern/mod.rs` + per-pattern files), Sphinx `release` from `FERRO_TA_VERSION` env.
- **Tests:** `tests/test_validation.py` (invalid timeperiod, mismatched lengths, empty/short arrays, exception inheritance), `tests/test_property_based.py` (Hypothesis), hypothesis optional dependency.
- **Tooling:** Ruff and pre-commit config (`.pre-commit-config.yaml`), mypy `warn_return_any = true`, pyright in CI, RELEASE.md and SECURITY.md updated.

### Added — TA-Lib numerical parity documentation
- Added MAMA, SAR/SAREXT, and all HT_* tests to `tests/test_vs_talib.py` with
  documented justification for each remaining "Corr/Shape" difference.
- `issues/Stages1-10.md` created with known-difference table for MAMA, SAR,
  SAREXT, HT_DCPERIOD, HT_DCPHASE, HT_PHASOR, HT_SINE, HT_TRENDLINE, HT_TRENDMODE.

### Added — Pure Rust core library
- New Cargo workspace: root `Cargo.toml` declares workspace members `[".","crates/ferro_ta_core"]`.
- `crates/ferro_ta_core` — pure Rust library crate with no PyO3/numpy dependency.
- Core modules: `overlap` (SMA/EMA/WMA/BBANDS), `momentum` (RSI/MOM), `volatility` (ATR/TRANGE), `volume` (OBV), `statistic` (STDDEV), `math` (SUM/MAX/MIN).
- `cargo test -p ferro_ta_core` passes (12 tests).
- CI `rust-core` job: `cargo build -p ferro_ta_core && cargo test -p ferro_ta_core`.
- README and CONTRIBUTING describe the two-layer architecture.

### Added — Batch execution API
- New `ferro_ta.batch` module: `batch_sma`, `batch_ema`, `batch_rsi`, `batch_apply`.
- Accepts 2-D `(n_samples × n_series)` arrays; returns same shape.
- 1-D input falls back to single-series behaviour (backward compatible).
- Exported from `ferro_ta.__init__`; documented in `docs/batch.rst`.

### Added — Documentation CI
- New CI job `docs`: installs Sphinx + ferro_ta, runs `sphinx-build -b html docs docs/_build -W`.
- `docs/batch.rst` and `docs/api/batch.rst` added; linked from `docs/index.rst`.
- Feature list in `docs/index.rst` updated to mention batch API and Rust core.

### Added — Rust coverage
- CI `rust` job installs `cargo-tarpaulin` and collects XML coverage for `ferro_ta_core`.
- Coverage artifact `rust-coverage` uploaded per-run.
- CONTRIBUTING updated with `cargo tarpaulin` instructions.

### Added — Community governance (issues/ directory)
- `issues/Stages1-10.md` — full issue text for stages 1–10 (linked from ROADMAP.md).
- `issues/Stages11-20.md` — stage overview for stages 11–20.

### Added — Release and versioning playbook
- `RELEASE.md` — step-by-step release playbook (version bump → CHANGELOG → tag → PyPI verify).
- CI `version-check` job: fails if `Cargo.toml` and `pyproject.toml` versions diverge.
- `CONTRIBUTING.md` updated with release process, changelog policy, and fuzzing instructions.

### Added — Optional GPU backend (PyTorch)
- `ferro_ta.gpu` module: `sma`, `ema`, `rsi` — GPU-accelerated when PyTorch is available.
- `ferro_ta[gpu]` optional extra in `pyproject.toml`.
- `docs/gpu-backend.md` — design doc with scope, limitations, and benchmark table.
- `benchmarks/bench_gpu.py` — CPU vs GPU benchmark script.

### Added — WASM binding expansion
- WASM `macd()` added to `wasm/src/lib.rs` (7 indicators total).
- CI WASM job builds package and uploads `wasm-pkg` artifact.
- `wasm/README.md` updated with Node.js + browser examples and CI artifact docs.

### Added — Fuzzing and robustness
- `fuzz/` directory with cargo-fuzz targets for SMA and RSI.
- CI `fuzz` job: nightly Rust, 1000 iterations per target, uploads crash artifacts.
- Fuzzing instructions added to `CONTRIBUTING.md`.

### Added — Indicator pipeline / composition API
- `ferro_ta.pipeline` module: `Pipeline` class, `make_pipeline` factory.
- Chain multiple indicators; results returned as a named dictionary.
- Supports multi-output indicators (BBANDS, MACD) via `output_keys`.

### Added — Polars integration
- Transparent `polars.Series` support via `polars_wrap` decorator in `_utils.py`.
- `ferro_ta[polars]` optional extra in `pyproject.toml`.
- Polars Series in → Polars Series out; NumPy path unchanged.

### Added — Configuration and defaults management
- `ferro_ta.config` module: `set_default`, `get_default`, `get_defaults_for`, `reset`, `list_defaults`.
- `Config` context manager for temporary parameter overrides.
- Thread-local storage — safe for concurrent tests.

### Added — Additional WASM indicators
- WASM `mom()` (Momentum) and `stochf()` (Fast Stochastic) added (9 indicators total).
- Tests for both new indicators in `wasm/src/lib.rs`.
- `wasm/README.md` updated with expanded indicator table.

### Added — Jupyter notebook examples
- `examples/quickstart.ipynb` — core API tour (SMA, RSI, MACD, BBANDS, batch, pipeline, pandas).
- `examples/streaming.ipynb` — streaming bar-by-bar API demonstration.
- `examples/backtesting.ipynb` — backtesting harness, pipeline feature engineering, config defaults.
- `examples/README.md` — index of all notebooks with run instructions.

### Added — v1.0 preparation and API stability
- `VERSIONING.md` updated with API stability guarantees and compatibility matrix.
- `ROADMAP.md` updated: stages 15–20 marked Done.
- README updated with Pipeline, Polars, and Config API sections.

### Added — Alternative language bindings (WASM)
- New `wasm/` directory: WebAssembly bindings via `wasm-bindgen` / `wasm-pack`.
- Exposes `sma`, `ema`, `bbands`, `rsi`, `atr`, `obv` for Node.js and browsers.
- `wasm/README.md` — build & usage instructions; `wasm/package.json`.
- CI job `wasm` builds and tests the WASM crate with `wasm-pack test --node`.

### Added — Distribution & packaging maturity
- Python 3.13 added to CI test matrix.
- `conda/meta.yaml` — Conda recipe for conda-forge / local channel builds.
- Supported platforms documented in `PLATFORMS.md`.

### Added — Type stubs & typing
- `python/ferro_ta/py.typed` marker added (PEP 561 compliance).
- `pyproject.toml` `[tool.mypy]` section added for IDE / CI use.
- `Typing :: Typed` PyPI classifier present in `pyproject.toml`.

### Added — Error model & validation
- `ferro_ta.exceptions` module: `FerroTAError`, `FerroTAValueError`, `FerroTAInputError`.
- Validation helpers: `check_timeperiod`, `check_equal_length`, `check_finite`.
- All three exception classes exported from `ferro_ta` top-level namespace.

### Added — Backtesting utilities
- `ferro_ta.backtest` module: `backtest()` entry point, `BacktestResult` container.
- Built-in strategies: `rsi_strategy` (RSI 30/70) and `sma_crossover_strategy`.
- Clear scope note: "minimal harness for testing strategies."

### Added — CI/CD & quality expansion
- `pytest-cov` coverage reporting added to CI (`tests` job); coverage XML uploaded.
- `CHANGELOG.md` (this file).
- `VERSIONING.md` — semantic versioning policy and release playbook.

### Added — Plugin / extension system
- `ferro_ta.registry` module: `register`, `unregister`, `get`, `run`, `list_indicators`.
- All built-in indicators auto-registered at import time.
- `FerroTARegistryError` raised for unknown indicator names.

---

[Unreleased]: https://github.com/pratikbhadane24/ferro-ta/compare/v1.0.6...HEAD
[1.0.6]: https://github.com/pratikbhadane24/ferro-ta/compare/v1.0.4...v1.0.6
[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
[1.0.0]: https://github.com/pratikbhadane24/ferro-ta/releases/tag/v1.0.0