 kingchencandGitHub
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2d140419bb
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feat: derivatives basis & calendar-spread indicators (part 3 of 3) (#128)
* feat(derivatives): TermStructureBasis indicator (core)
* feat(derivatives): CalendarSpread indicator (core)
* feat(derivatives): Python, Node and WASM bindings for basis & calendar-spread indicators
* test(derivatives): Python and Node tests for basis & calendar-spread indicators
* docs(derivatives): README row + counter 242->244, CHANGELOG part 3; fuzz basis indicators
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2026-06-01 22:07:35 +02:00 |
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kingchencandGitHub
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8e5bfd07ce
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feat: derivatives open-interest, flow & liquidation indicators (part 2 of 3) (#127)
* feat(derivatives): OIPriceDivergence indicator (core)
* feat(derivatives): OIWeighted indicator (core)
* feat(derivatives): LongShortRatio indicator (core)
* feat(derivatives): TakerBuySellRatio indicator (core)
* feat(derivatives): LiquidationFeatures multi-output indicator (core)
* feat(derivatives): Python, Node and WASM bindings for OI, flow & liquidation indicators
* test(derivatives): Python and Node tests for OI, flow & liquidation indicators
* fuzz(derivatives): drive OI, flow & liquidation indicators in derivatives target
* docs(derivatives): README row + counter 237->242, CHANGELOG part 2
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2026-06-01 21:50:35 +02:00 |
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kingchencandGitHub
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5eb820a9c7
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feat: derivatives funding & open-interest indicators (part 1 of 3) (#126)
* feat(derivatives): DerivativesTick input type + InvalidDerivatives error
* feat(derivatives): FundingRate indicator (core)
* feat(derivatives): FundingRateMean indicator (core)
* feat(derivatives): FundingRateZScore indicator (core)
* feat(derivatives): FundingBasis indicator (core)
* feat(derivatives): OpenInterestDelta indicator (core)
* feat(derivatives): Python, Node and WASM bindings for funding & OI-delta indicators
* test(derivatives): Python and Node tests for funding & OI-delta indicators
* bench(derivatives): synthetic-tick bench + derivatives fuzz target
* docs(derivatives): README family row + counter 232->237, CHANGELOG entry
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2026-06-01 21:26:37 +02:00 |
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