kingchenc
1965 lines
128 KiB
Markdown
1965 lines
128 KiB
Markdown
# Changelog
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All notable changes to Wickra are documented in this file.
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The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.1.0/),
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and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
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## [Unreleased]
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## [0.9.7] - 2026-06-21
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Maintenance release. The library API and every indicator are unchanged from
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`0.9.6`; this release carries an R package metadata fix and routine dependency
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and CI tooling updates.
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### Fixed
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- **R package: credit `kingchenc` as the package author and maintainer.** The R
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`DESCRIPTION` was the only binding still listing "Wickra contributors" as the
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sole `aut`/`cre` — an outlier introduced when the binding was added. It now
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matches the Python, Node, and Rust core metadata, the package `.Rd` is
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regenerated, and the binding `LICENSE` copyright holder is aligned with the
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root `LICENSE-MIT`.
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### Changed
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- **Dependency and CI housekeeping.** Bump the C# test dependencies
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(`Microsoft.NET.Test.Sdk`, `xunit`, `xunit.runner.visualstudio`), the GitHub
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Actions used by CI (`setup-python`, `upload-artifact`, `codecov-action`,
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`taiki-e/install-action`), and the Java benchmark's `org.wickra:wickra`
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dependency. No runtime code changes.
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## [0.9.6] - 2026-06-18
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Documentation release for the R binding. The library API and every indicator
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are unchanged from `0.9.5`; only the R package's help pages change.
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### Fixed
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- **R package: document the data-layer exports and refresh the man pages.**
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r-universe's `R CMD check` reported two warnings against the `0.9.3` data layer
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it built for the first time in `0.9.5`: twelve undocumented exported objects
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(`BinanceFeed`, `CandleReader`, `Resampler`, `TickAggregator`,
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`fetch_binance_klines` and the `name` / `is_ready` / `warmup_period` / `push` /
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`read` generics) and a codoc mismatch on `AwesomeOscillatorHistogram` (its help
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page still listed `sma_period` after the argument was renamed to `lookback`).
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The roxygen sources existed but the `man/*.Rd` had never been regenerated; they
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are now complete, and a `push()` example that constructed a `TickAggregator`
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without its required `gap_fill` argument is fixed. CI now runs `R CMD check` so
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documentation drift fails the pull request instead of surfacing on r-universe.
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## [0.9.5] - 2026-06-17
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Maintenance release. The library API and every indicator are unchanged from
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`0.9.4`; the only change that ships to users is to the R package's build script.
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The rest of the release is CI / release-pipeline hardening (dependency caching,
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job timeouts, and network-install retries) that does not affect the artifacts.
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### Fixed
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- **R package: retry the C ABI download.** `configure` / `configure.win` fetch the
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prebuilt `wickra-c-<triple>.tar.gz` from the matching GitHub release. A freshly
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cut release can briefly return 404 while its assets propagate across the CDN
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(and a transient network blip would also fail it), so the single-shot download
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is now retried with a backoff (~2 min) before giving up. Fixes
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`cannot open URL … 404 Not Found` on r-universe / source installs taken right
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after a release.
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## [0.9.4] - 2026-06-17
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Packaging fix for the `0.9.3` data layer. The library is identical to `0.9.3` on
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every platform that already published; the only additions are an opt-in
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`vendored-tls` build feature and the Linux Python wheels, which `0.9.3` could not
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build.
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### Fixed
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- **Linux Python wheels (`manylinux` / `musllinux`) now build.** The `live-binance`
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data layer links `native-tls` -> `openssl-sys`, which needs OpenSSL at build
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time. The `manylinux` wheel containers ship no OpenSSL headers and the
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`musllinux` build cross-compiles against a musl sysroot that has no OpenSSL at
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all, so the wheels failed to compile. The Linux wheels are now built with a new
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opt-in `vendored-tls` feature that compiles OpenSSL from source and links it
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statically (no system OpenSSL required, on either libc). The native macOS and
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Windows wheels were unaffected (Security.framework / SChannel). As a result
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`0.9.3` shipped to crates.io, Maven Central, NuGet, and npm but not to PyPI;
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PyPI publishes starting with `0.9.4`.
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### Added
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- **`vendored-tls` feature** on `wickra-data` (and the Python binding): builds the
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`live-binance` TLS stack against a statically compiled OpenSSL. Off by default;
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used by the release wheels and exercised on every PR by a `manylinux` /
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`musllinux` container build-smoke CI job.
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## [0.9.3] - 2026-06-17
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### Changed
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- **Python: zero third-party dependencies — NumPy is no longer required**
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(breaking). `pip install wickra` now pulls nothing else. Batch inputs accept any
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sequence or buffer of numbers (`array.array`, `memoryview`, a NumPy array, or a
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plain `list`); single-output `batch(...)` now returns a stdlib `array.array('d')`
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and multi-output indicators return a buffer-protocol `Matrix` (with `.shape`,
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integer-row and `[i, j]` element access, `.tolist()`) instead of 1-D / 2-D NumPy
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arrays. Both expose the buffer protocol, so `numpy.asarray(result)` still wraps a
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1-D result zero-copy when NumPy is installed — it is now an optional extra
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(`pip install wickra[numpy]`). Streaming `update(...)` is unchanged, and results
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are numerically identical. Single-output `batch(...)` is slower than the previous
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NumPy path — a stdlib `array.array` cannot take ownership of the Rust result, so
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it is copied rather than moved — though absolute batch latency stays in the
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low-millisecond range. The other nine languages were already dependency-free.
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### Removed
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- **Python: `numpy` runtime dependency** (see *Changed*). NumPy moves to the
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optional `numpy`/`test`/`bench` extras.
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### Fixed
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- **Binance kline feed: add the missing `3d` and `1M` intervals.** The
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`live-binance` `Interval` enum was missing three-day (`3d`) and one-month (`1M`)
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candles, two of Binance's 16 supported kline intervals. Both are now selectable
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and map to the correct wire-format strings.
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### Added
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- **Native historical Binance REST kline fetcher in 9 languages (data layer).**
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`fetchBinanceKlines` (Node.js / Python `fetch_binance_klines` / Go
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`FetchBinanceKlines` / C# `BinanceFeed.FetchKlines` / Java `BinanceFeed.fetchKlines`
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/ R `fetch_binance_klines`; C / C++ call `wickra_binance_fetch_klines`) downloads
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historical OHLCV candles straight from Binance's public REST endpoint — no
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third-party HTTP/JSON client (`jackson`, `jsonlite`, `urllib`, …) needed. Pass a
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symbol, interval, and limit (`1..=1000`) plus optional millisecond start/end
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bounds; it blocks until the response arrives and returns the parsed candles. It
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is built on `ureq` with native-tls, sharing the live feed's TLS stack, and is
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covered by mock-HTTP-server tests. The historical counterpart to the live
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`BinanceFeed`; WASM is excluded (browsers use the host `fetch`). Ships with the
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C ABI's default `live-binance` feature.
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- **Native live Binance kline feed in 9 languages (data layer).** `BinanceFeed`
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streams live OHLCV candles straight from Binance's public WebSocket — no
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third-party WebSocket client (`ws`, `websockets`, `gorilla/websocket`, …) in any
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binding. Construct it with comma-separated symbols + an interval, then poll
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`next(timeout)` for the next event (or `null`/`None` on timeout); the connection
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reconnects transparently. Exposed natively (Node.js / Python — a blocking poll
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that drives the tested async stream on a tokio runtime) and over the C ABI as Go
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`Next()`, C# `Next()`, Java `next()`, and the R `binance_next()`; C / C++ call
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`wickra_binance_connect` / `_next` / `_close` / `_free` directly. The connect →
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read → reconnect pipeline is covered by the existing mock-WS-server tests. WASM
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is excluded (a browser has no raw sockets; use the host `WebSocket`). The C ABI
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ships the feed by default (`live-binance` feature); the wasm build drops it.
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- **CSV candle reading in all 10 languages (data layer).** The `CandleReader`
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parses a `timestamp,open,high,low,close,volume` CSV buffer (a leading UTF-8 BOM
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and field whitespace are tolerated) into candles: construct it from a CSV string
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and call `read()` for every candle in file order. Exposed natively (Node.js /
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WASM `read(): Candle[]`, Python `read() -> list[tuple]`) and over the C ABI as Go
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`Read() []Candle`, C# `Candle[] Read()`, Java `Candle[] read()`, and the R
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`read()` S3 generic (an `n×6` matrix); C / C++ call `wickra_candle_reader_new` /
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`_count` / `_read` directly. A cross-language golden
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(`testdata/golden/data_csv*.csv`) pins the parsed candles identically across
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every binding. This makes CSV backtest loading dependency-free in every binding.
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- **Candle resampling in all 10 languages (data layer).** The `Resampler`
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aggregates candles into a higher timeframe (e.g. 1m → 5m): `update(open, high,
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low, close, volume, timestamp)` returns the completed higher-timeframe candle on
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a bucket boundary (else `null`/`None`/`NA`), and `flush()` emits the final,
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still-open candle. Exposed natively (Node.js / WASM / Python) and over the C ABI
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(Go / C# / Java return `(Candle, bool)` / `Candle?` / `Candle`; R via `update()`
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and a `flush()` S3 method; C / C++ directly). A cross-language golden
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(`testdata/golden/data_resampled.csv`) pins the resampled stream identically.
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- **Tick-to-candle aggregation in all 10 languages (data layer).** The
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`TickAggregator` — roll trade ticks up into fixed-timeframe OHLCV candles, with
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optional gap filling — is now exposed natively (Node.js / WASM `push(price,
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size, ts): Candle[]`, Python `push(...) -> list[tuple]`) and over the C ABI as
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Go `Push() []Candle`, C# `Candle[] Push()`, Java `Candle[] push()`, and the R
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`push()` generic (an `n×6` matrix); C / C++ call the C ABI directly. The C ABI
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uses a lossless two-step `wickra_tick_aggregator_push` / `_drain` so a single
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push that gap-fills across many empty buckets never overflows a fixed buffer. A
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new cross-language golden (`testdata/golden/data_*.csv`) pins the candle stream
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identically across every binding. This is the first feature of a data layer that
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makes the non-Rust bindings dependency-free for tick aggregation.
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- **`name()` on every indicator in all 10 languages.** The canonical
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`Indicator::name()` / `BarBuilder::name()` accessor is now exposed through every
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binding — Node.js `name()`, WASM `name()`, Python `name()`, and the C ABI
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`wickra_<ind>_name()` surfaced as Go `Name()`, C# `Name()`, Java `name()`, and
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the R `name()` S3 generic (C/C++ call the C ABI directly). The returned string
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is the core canonical name, which may differ from the registered class name
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(e.g. `ChaikinMoneyFlow` reports `"CMF"`, `Donchian` reports
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`"DonchianChannels"`). A new cross-language golden (`testdata/golden/names.json`)
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pins this name for all 514 indicators identically across every binding.
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## [0.9.2] - 2026-06-15
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### Added
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- **Cross-language golden parity for all 514 indicators across all 10 languages.**
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A new `gen_golden` reference emits a deterministic OHLCV input series plus the
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Rust output of every one of the 514 indicators to `testdata/golden/`. Each
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binding now replays that shared input and is checked **bit-for-bit against the
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Rust reference**, covering every archetype (scalar, multi-output, pairwise,
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derivatives-tick, cross-section, order-book, trade, profile, alt-chart bars,
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footprint):
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- Python, Node.js, Java and R via reflection-driven runners.
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- Go, C# and C/C++ via generated dispatch (`golden_all_test.go`,
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`GoldenAllTests.g.cs`, `examples/c/golden_test.c` compiled as both C and C++).
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- WASM via a `node --test` runner over the nodejs-target build.
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- CI now runs the WASM golden suite; the C/C++ golden tests run as `ctest`
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targets in the existing C-ABI job, and the Python/Node/Go/C#/Java/R suites pick
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up their golden runners automatically.
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- **README:** a "verified across 10 languages" badge (linking to the FAQ that
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explains the cross-language golden parity) and a per-binding throughput table so
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readers can pick a binding by its streaming FFI cost.
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### Fixed
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- **Java binding marshalled C ABI `bool` parameters incorrectly.** The
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cross-section state flags (`newHigh`, `newLow`, `aboveMa`, `onBuySignal`) were
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allocated as `JAVA_DOUBLE` arrays and passed to `const bool*` parameters, so the
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native side read the low byte of each 8-byte double and saw every flag as
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`false` (affecting e.g. `NewHighsNewLows`, `HighLowIndex`, `BullishPercentIndex`,
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`PercentAboveMa`). They are now packed into a real `bool` buffer. `MacdExt`'s
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`MaType` arguments are now passed as `byte` to match the `uint8_t` downcall.
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- **R binding marshalled C ABI `bool` flags incorrectly.** `(bool *)REAL(x)`
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reinterpreted the 8-byte doubles as 1-byte bools across the 15 cross-section
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update wrappers, reading every flag as `false`; the flags are now converted into
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a real C `bool` buffer.
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- C# binding: added the `#nullable enable` directive the generated
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`Indicators.g.cs` requires, clearing four `CS8669` warnings.
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### Changed
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- Renamed the `live_trading` examples to `live_binance` across the Python, Node.js,
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WASM and C examples — they poll Binance market data, they do not place trades.
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- **Breaking — de-duplicated four indicators that computed identically to another
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one.** Each is now its own distinct, correctly-defined indicator (the catalogue
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stays at the same count):
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- `AverageDrawdown` now reports the mean of the maximum depths of the distinct
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drawdown episodes in the window (previously the per-bar mean under-water
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fraction, which equalled `PainIndex`).
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- `IntradayIntensity` now reports the raw per-bar Bostian intensity
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`volume * (2*close − high − low) / (high − low)` (previously a cumulative line
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that equalled the A/D Line `Adl`; its normalized form is `Cmf`).
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- `AwesomeOscillatorHistogram` now reports the AO momentum
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`AO[t] − AO[t−lookback]`; its third parameter is the momentum `lookback`
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(default 1) instead of an SMA period (the old `AO − SMA(AO, n)` equalled
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`AcceleratorOscillator`).
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- `AdOscillator` is now the Williams **A/D Oscillator** (`WAD − SMA(WAD, 13)`),
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distinct from the cumulative Williams A/D line `Wad`. Its native (Python /
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Node.js / WASM) alias is renamed **`WilliamsAD` → `ADOSC`**.
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## [0.9.1] - 2026-06-14
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### Added
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- C ABI hub: every indicator now exposes `wickra_<ind>_warmup_period` and
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`wickra_<ind>_is_ready`, closing the gap with the native bindings (which
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already had them). The C-ABI languages surface them idiomatically: C# `int
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WarmupPeriod()` / `bool IsReady()`, Go `WarmupPeriod()` / `IsReady()`, Java
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`int warmupPeriod()` / `boolean isReady()`, and R `warmup_period()` /
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`is_ready()` generics. The alt-chart bar builders are excluded by design (a
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candle can complete 0..n bars, so they have no warmup).
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- Runnable rustdoc examples for 23 indicators that previously lacked one.
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- A Requirements reference documenting the minimum supported version per
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language — a new page in the documentation site plus README, marketing-site
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and organization-profile sections.
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### Changed
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- Raised the minimum Node.js version to 20 — Node 18 reached end-of-life. The
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prebuilt N-API addon is now tested on the active LTS lines (22 and 24).
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- The Java binding now builds on the JDK 25 LTS in CI (JDK 22 reached
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end-of-life); the published bytecode still targets Java 22, so the runtime
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requirement is unchanged.
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- Standardised programming-language naming and ordering across all docs, READMEs,
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the documentation site, marketing site, organization profile and GitHub
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repository descriptions. Canonical list:
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`Rust, Python, Node.js, WASM, C, C++, C#, Go, Java, R`. Uses C# (not .NET) as
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the language label, lists C and C++ separately, prefers `Node.js` and `WASM` in
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prose, and frames the C ABI as a hub (`C ABI hub → …`) rather than a
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language-list entry. Documentation only — no code or public API changes.
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- Python binding: upgraded `pyo3` and `rust-numpy` from 0.28 to 0.29. No public
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API changes; the full test suite passes unchanged.
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### Fixed
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- Corrected the internal casing of the `RelativeStrengthAB` binding wrappers,
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which used `...Ab` (`WasmRelativeStrengthAb` in the WASM crate,
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`RelativeStrengthAbNode` in the Node crate) while every other surface uses the
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acronym `AB`. The published JS/WASM class name was already `RelativeStrengthAB`
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(set via `js_name`/`js_class`), so the runtime API is unchanged; the only
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visible change is the auto-generated TypeScript type alias, renamed
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`RelativeStrengthAbNode` → `RelativeStrengthABNode` in `index.d.ts`.
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### Security
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- Resolved the pyo3 advisories RUSTSEC-2026-0176 (out-of-bounds read in
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`PyList`/`PyTuple` `nth`/`nth_back`) and RUSTSEC-2026-0177 (missing `Sync`
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bound on `PyCFunction::new_closure`) by upgrading to pyo3 0.29, which fixes
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both. The upgrade was previously blocked upstream by rust-numpy 0.28 pinning
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pyo3 `^0.28`; rust-numpy 0.29 lifts that pin. The not-affected exceptions are
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removed from `deny.toml` and `osv-scanner.toml`.
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## [0.9.0] - 2026-06-13
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Maintenance release: Java build-dependency updates and CI/Dependabot
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housekeeping only. No library code or public API changes.
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### Changed
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- Java binding: upgraded the test framework to JUnit Jupiter 6.1.0 (from
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5.10.2) and bumped the Maven build plugins — `maven-compiler-plugin`
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3.13.0 → 3.15.0, `maven-surefire-plugin` 3.2.5 → 3.5.6, `maven-jar-plugin`
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3.4.1 → 3.5.0, `maven-source-plugin` 3.3.1 → 3.4.0, `maven-javadoc-plugin`
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3.7.0 → 3.12.0, and `maven-gpg-plugin` 3.2.4 → 3.2.8.
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- Java benchmarks and examples: bumped `maven-compiler-plugin` to 3.15.0 and
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`exec-maven-plugin` to 3.6.3; examples bumped `jackson-databind` 2.17.1 →
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2.22.0.
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- Grouped Dependabot updates per ecosystem into a single pull request and
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extended tracking to the NuGet (C#) binding and the Node/Go examples.
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## [0.8.9] - 2026-06-12
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Maintenance release: supply-chain and CI housekeeping only. No library code or
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public API changes.
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### Security
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- Triaged the pyo3 advisories RUSTSEC-2026-0176 (out-of-bounds read in
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`PyList`/`PyTuple` `nth`/`nth_back`) and RUSTSEC-2026-0177 (missing `Sync`
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bound on `PyCFunction::new_closure`) as **not affecting Wickra**: neither
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vulnerable API is reachable from the Python binding. Both are fixed in pyo3
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0.29, but rust-numpy 0.28 pins pyo3 `^0.28`, so the upgrade is blocked
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upstream; the advisories are recorded with their not-affected rationale in
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`deny.toml` and `osv-scanner.toml` and will be cleared once rust-numpy 0.29
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ships.
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### Changed
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- Java binding: bumped `central-publishing-maven-plugin` 0.5.0 → 0.10.0 (the
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Maven Central publishing plugin used at release time).
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- Bumped the SHA-pinned GitHub Actions used in CI (`actions/checkout`,
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`actions/setup-go`, `actions/setup-java`, `github/codeql-action`,
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`taiki-e/install-action`) to their latest releases.
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- Added a Maven ecosystem to Dependabot so the Java binding's build plugins and
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dependencies are tracked going forward.
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## [0.8.8] - 2026-06-11
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### Fixed
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- R binding: declare `Depends: R (>= 2.10)`, clearing the `R CMD check` warning
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("package needs dependence on R (>= 2.10)") that the bundled, lazy-loaded
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`sample_ohlcv` dataset triggers on r-universe / CRAN.
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## [0.8.7] - 2026-06-11
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### Added
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- R binding: a *Getting started* vignette and a synthetic `sample_ohlcv` example
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dataset, giving new users a runnable, self-contained walkthrough and populating
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the R-universe Articles and Datasets tabs. The vignette's code is exercised in
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CI so a broken example is caught before the published build.
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## [0.8.6] - 2026-06-11
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### Changed
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- Package registry metadata for better discoverability:
|
||
- R (R-universe): added the R-universe URL and `X-schema.org-keywords` to the
|
||
R `DESCRIPTION`, plus a package logo at `bindings/r/man/figures/logo.png`
|
||
(pkgdown convention).
|
||
- Python (PyPI): added a `Documentation` project URL.
|
||
- C# (NuGet): added a package icon via `PackageIcon`.
|
||
|
||
## [0.8.5] - 2026-06-11
|
||
### Fixed
|
||
- The R binding's golden-fixture parity test now skips gracefully when the shared
|
||
`testdata/golden` fixtures are not bundled with the package — standalone
|
||
r-universe / CRAN builds package only `bindings/r`, so the repo-root fixtures
|
||
are unreachable there. The parity stays enforced by the repository CI, where
|
||
the fixtures are present.
|
||
|
||
## [0.8.4] - 2026-06-11
|
||
### Fixed
|
||
- A single non-finite (NaN/inf) tick no longer poisons indicator state.
|
||
The 16 pairwise running-sum/buffer indicators fixed first (`Beta`,
|
||
`BetaNeutralSpread`, `Cointegration`, `HasbrouckInformationShare`,
|
||
`PearsonCorrelation`, `RollingCorrelation`, `RollingCovariance`,
|
||
`DistanceSsd`, `GrangerCausality`, `KendallTau`, `LeadLagCrossCorrelation`,
|
||
`OuHalfLife`, `SpearmanCorrelation`, `SpreadAr1Coefficient`, `SpreadHurst`,
|
||
`VarianceRatio`) were joined by 38 more scalar/pairwise indicators the new
|
||
property harness surfaced (the linear-regression family, rolling quantiles
|
||
and IQR, `Variance`/`StdDev`-derived stats, `Kurtosis`/`Skewness`, the
|
||
trailing stops, `KalmanHedgeRatio`, `SpreadBollingerBands`, and more). Every
|
||
`f64` / `(f64, f64)` indicator now rejects non-finite input and returns
|
||
`None`, matching the streaming-robustness guarantee — and the harness enforces
|
||
it going forward.
|
||
|
||
### Added
|
||
- Catalogue-wide property-based invariant harness
|
||
(`crates/wickra-core/tests/invariants.rs`) asserting `batch == streaming`,
|
||
`reset == fresh`, and non-finite-input rejection for every indicator and
|
||
bar-builder.
|
||
|
||
### Changed
|
||
- CI: every job now has a runtime cap and the historically flaky Node test step
|
||
auto-retries, so a wedged runner fails fast instead of hanging for hours.
|
||
- Documentation accuracy fixes in `SECURITY.md`, `ARCHITECTURE.md`, and
|
||
`THREAT_MODEL.md` (supported version, indicator count, WASM test coverage,
|
||
numerical-stability notes, and the C-ABI panic strategy).
|
||
|
||
## [0.8.3] - 2026-06-10
|
||
### Added
|
||
- **Per-binding throughput benchmarks** — every target now ships a `throughput`
|
||
benchmark mirroring the Node `throughput.js`: streaming and batch
|
||
updates-per-second for `SMA(20)`, `ATR(14)` and `MACD(12,26,9)` over a
|
||
synthetic OHLCV series. New for Python (`bindings/python/benchmarks/`), C
|
||
(`bindings/c/benchmarks/`), C# (`bindings/csharp/benchmarks/`), Go
|
||
(`bindings/go/benchmarks/`), Java (`bindings/java/benchmarks/`), R
|
||
(`bindings/r/benchmarks/`), WebAssembly (`bindings/wasm/benchmarks/`) and the
|
||
Rust core baseline (`examples/rust/.../throughput.rs`, no FFI). They measure
|
||
each binding's FFI overhead — the same Rust core runs underneath all of them —
|
||
and are documented in [BENCHMARKS.md](BENCHMARKS.md) §3, not a cross-library
|
||
speed claim.
|
||
- **C ABI archetype test** — `examples/c/archetypes.c` exercises one indicator
|
||
per FFI archetype (scalar, multi-output, bars, profile, array input) through
|
||
the C boundary, matching the Go/R/Java suites.
|
||
|
||
## [0.8.2] - 2026-06-10
|
||
### Fixed
|
||
- **R binding builds for WebAssembly** — `bindings/r/configure` now builds the
|
||
C ABI from source for the `wasm32-unknown-emscripten` target (r-universe /
|
||
webR) using the build image's cargo + emscripten, instead of failing with
|
||
"unsupported OS Emscripten". rayon is dropped on wasm via
|
||
`--no-default-features`; the indicators are pure computation, so the serial
|
||
path is functionally identical.
|
||
|
||
## [0.8.1] - 2026-06-10
|
||
### Fixed
|
||
- **`wickra-go` license** — the release-time Go module mirror now ships the dual
|
||
`LICENSE-MIT` and `LICENSE-APACHE` files, so pkg.go.dev detects a
|
||
redistributable license for `github.com/wickra-lib/wickra-go`. The previous
|
||
mirror shipped no license file.
|
||
|
||
## [0.8.0] - 2026-06-09
|
||
### Added
|
||
- **Standalone `wickra-go` module** — the Go binding is now mirrored to a
|
||
dedicated `github.com/wickra-lib/wickra-go` repository on every release, with
|
||
the prebuilt C ABI libraries committed per platform under
|
||
`lib/<goos>_<goarch>/` and the C ABI header vendored alongside the source, so
|
||
`go get github.com/wickra-lib/wickra-go` builds with no extra steps. The
|
||
in-repo `bindings/go` module is unchanged for repo-clone workflows.
|
||
|
||
### Changed
|
||
- **Go binding (`bindings/go`) is self-contained** — the C ABI header is now
|
||
vendored inside the module (`bindings/go/include/wickra.h`) instead of being
|
||
referenced from the parent `bindings/c` directory, and the cgo link flags
|
||
resolve the prebuilt library per `GOOS`/`GOARCH` under `lib/<goos>_<goarch>/`.
|
||
This removes the dependency on a full repository checkout for building the
|
||
module.
|
||
|
||
## [0.7.9] - 2026-06-09
|
||
### Added
|
||
- **Java binding (`bindings/java`)** — a Java binding reaching the C ABI hub
|
||
through the Java Foreign Function & Memory API (Panama, `java.lang.foreign`,
|
||
final in Java 22) rather than JNI or jextract, exposing all 514 indicators as
|
||
idiomatic `AutoCloseable` classes. The downcall handles, per-indicator
|
||
wrappers and output records are generated from `wickra.h`; the opaque handle is
|
||
a `MemorySegment` freed by a `java.lang.ref.Cleaner` action. Ships a full
|
||
example suite mirroring the C, C#, Go and R examples; published to Maven
|
||
Central as `org.wickra:wickra`.
|
||
|
||
## [0.7.8] - 2026-06-09
|
||
### Added
|
||
- **R binding (`bindings/r`)** — an R package reaching the C ABI hub through R's
|
||
native `.Call` interface, exposing all 514 indicators as constructors that
|
||
return a `wickra_indicator` object with `update`/`batch`/`reset` methods. The
|
||
C glue and R wrappers are generated from `wickra.h`; the native handle is freed
|
||
by a registered finalizer. Ships a full example suite mirroring the C, C# and
|
||
Go examples; distributed for r-universe / source install.
|
||
|
||
## [0.7.7] - 2026-06-09
|
||
### Added
|
||
- **Go binding (`bindings/go`)** — a cgo binding over the C ABI hub exposing all
|
||
514 indicators as idiomatic types with `New<Indicator>` constructors and
|
||
`Update`/`Batch`/`Reset`/`Close` methods, generated from `wickra.h`. Handles are
|
||
freed by `Close()` with a `runtime.SetFinalizer` backstop. Ships a full example
|
||
suite mirroring the C and C# examples; distributed as a subdirectory module
|
||
(`go get github.com/wickra-lib/wickra/bindings/go`).
|
||
|
||
## [0.7.6] - 2026-06-09
|
||
### Added
|
||
- **C# / .NET binding (`bindings/csharp`)** — the first language stecker on the
|
||
C ABI hub. Exposes all 514 indicators as idiomatic `IDisposable` classes via
|
||
`[LibraryImport]` source-generated P/Invoke, generated from `wickra.h`. Ships
|
||
on NuGet as `Wickra` with prebuilt native libraries for six target triples
|
||
(win/linux/osx × x64/arm64), plus a full example suite mirroring the C examples.
|
||
|
||
## [0.7.5] - 2026-06-09
|
||
### Added
|
||
- **C ABI (`bindings/c`)** — a `cdylib` + `staticlib` plus a generated
|
||
`include/wickra.h` exposing all 514 indicators and 10 bar builders over an
|
||
opaque-handle C ABI: the hub any C-capable language (C, C++, Go, C#, Java, R)
|
||
links against, complementing the native Python/Node/WASM bindings. Ships a
|
||
full example suite (streaming, backtest, multi-timeframe, OpenMP parallel
|
||
fan-out, three educational strategies, and Binance fetch/live over `curl`)
|
||
mirroring the other bindings, plus an optional `wickra.hpp` C++ RAII wrapper.
|
||
|
||
## [0.7.4] - 2026-06-08
|
||
- **Three-Line Break** — Three-line-break bars (reversal needs N-line break) (`THREE_LINE_BREAK_BARS`).
|
||
- **Run** — Run bars (consecutive same-direction tick runs) (`RUN_BARS`).
|
||
- **Imbalance** — Imbalance bars (tick-rule signed imbalance threshold) (`IMBALANCE_BARS`).
|
||
- **Dollar** — Dollar bars (fixed traded value per bar, Lopez de Prado) (`DOLLAR_BARS`).
|
||
- **Volume** — Volume bars (fixed traded volume per bar) (`VOLUME_BARS`).
|
||
- **Tick** — Tick bars (fixed candle count per bar) (`TICK_BARS`).
|
||
- **Range** — Range bars (fixed price-range bricks) (`RANGE_BARS`).
|
||
|
||
## [0.7.3] - 2026-06-08
|
||
- **M2Measure** — M2 measure (Modigliani; Sharpe expressed in benchmark return units) (`M2Measure`).
|
||
- **UpsidePotentialRatio** — Upside Potential Ratio (upside mean over downside deviation) (`UpsidePotentialRatio`).
|
||
- **GainToPainRatio** — Gain-to-Pain Ratio (sum of returns over sum of losses) (`GainToPainRatio`).
|
||
- **CommonSenseRatio** — Common Sense Ratio (tail ratio times gain-to-pain) (`CommonSenseRatio`).
|
||
- **KRatio** — K-Ratio (Kestner; equity-curve slope over its standard error) (`KRatio`).
|
||
- **TailRatio** — Tail Ratio (95th over absolute 5th return percentile) (`TailRatio`).
|
||
- **MartinRatio** — Martin Ratio (Ulcer Performance Index; return over RMS drawdown) (`MartinRatio`).
|
||
- **BurkeRatio** — Burke Ratio (return over root-sum-squared drawdowns) (`BurkeRatio`).
|
||
- **SterlingRatio** — Sterling Ratio (mean return over average drawdown) (`SterlingRatio`).
|
||
|
||
## [0.7.2] - 2026-06-08
|
||
- **Composite Profile** — multi-session composite volume profile exposing POC, VAH and VAL (`CompositeProfile`).
|
||
- **High/Low Volume Nodes** — highest- and lowest-volume price nodes in the profile (`HighLowVolumeNodes`).
|
||
- **Profile Shape** — profile shape classification (b/P/D normal) as a numeric code (`ProfileShape`).
|
||
- **Single Prints** — count of single-print (low-activity) price levels in the profile (`SinglePrints`).
|
||
- **Naked POC** — most recent untouched (naked) point of control level (`NakedPoc`).
|
||
|
||
## [0.7.1] - 2026-06-08
|
||
- **Open-Interest Momentum** — rate-of-change of open interest over a rolling window (`OpenInterestMomentum`).
|
||
- **Funding-Implied APR** — annualised funding rate (per-interval funding times intervals per year) (`FundingImpliedApr`).
|
||
- **Perpetual Premium Index** — relative premium of the mark price over the index price (`PerpetualPremiumIndex`).
|
||
- **OI-to-Volume Ratio** — open interest divided by taker volume (position turnover proxy) (`OiToVolumeRatio`).
|
||
- **Estimated Leverage Ratio** — open interest divided by aggregate long+short position size (leverage proxy) (`EstimatedLeverageRatio`).
|
||
|
||
## [0.7.0] - 2026-06-08
|
||
- **Hasbrouck Information Share** — variance-ratio proxy for each venue's share of price discovery (Hasbrouck information share) (`HasbrouckInformationShare`).
|
||
- **PIN** — probability of informed trading from rolling buy/sell imbalance (EKOP single-window estimator) (`Pin`).
|
||
- **Trade-Sign Autocorrelation** — lag-1 autocorrelation of the signed trade aggressor (order-flow persistence) (`TradeSignAutocorrelation`).
|
||
|
||
## [0.6.9] - 2026-06-08
|
||
- **Tristar** — a three-doji star reversal: three consecutive dojis with the middle gapped above (bearish) or below (bullish) its neighbours (`Tristar`).
|
||
- **Harami Cross** — a Harami whose second candle is a contained doji, a stronger reversal than a plain Harami (`HaramiCross`).
|
||
- **Tower Top/Bottom** — a tall bar, a small pause bar, then a tall opposite bar marking a reversal (`TowerTopBottom`).
|
||
- **Frying Pan Bottom** — a rounded (U-shaped) accumulation base over the lookback window, confirmed when price recovers above the rim (`FryPanBottom`).
|
||
- **Dumpling Top** — a rounded (dome-shaped) distribution top over the lookback window, confirmed when price breaks below the start (`DumplingTop`).
|
||
- **New Price Lines** — flags a run of N consecutive new closing highs (+1) or lows (-1), the eight/ten-new-price-lines exhaustion gauge (`NewPriceLines`).
|
||
|
||
## [0.6.8] - 2026-06-08
|
||
- **Smoothed Heikin-Ashi** — a Heikin-Ashi candle computed from EMA-smoothed OHLC, damping noise into a cleaner trend candle (`SmoothedHeikinAshi`).
|
||
- **Heikin-Ashi Oscillator** — the Heikin-Ashi candle body (`ha_close − ha_open`), optionally EMA-smoothed, as a zero-line oscillator (`HeikinAshiOscillator`).
|
||
- **Three Line Break** — the trend direction of a line-break chart, reversing only when the close breaks the extreme of the last N lines (`ThreeLineBreak`).
|
||
- **Equivolume** — a chart box whose height is the bar range and whose width is volume-relative, fusing price range with activity (`Equivolume`).
|
||
- **CandleVolume** — a candle whose body is close-minus-open and whose width is volume-relative, a volume-weighted candle chart (`CandleVolume`).
|
||
|
||
## [0.6.7] - 2026-06-08
|
||
- **TD Camouflage** — a DeMark qualifier flagging hidden intrabar strength or weakness against the prior close (`TDCamouflage`).
|
||
- **TD Clop** — a DeMark two-bar open/close engulfing reversal where the bar opens beyond and closes back across the prior body (`TDClop`).
|
||
- **TD Clopwin** — the inside-body cousin of TD Clop, marking a compression bar whose direction hints at the next move (`TDClopwin`).
|
||
- **TD Propulsion** — a DeMark continuation thrust that opens on the trend side and closes beyond the prior bar's extreme (`TDPropulsion`).
|
||
- **TD Trap** — an inside ("trap") bar followed by a close beyond its range, triggering a directional breakout signal (`TDTrap`).
|
||
- **TD D-Wave** — a streaming Elliott-style swing-wave counter labelling the market's 1–5 impulse / A–C correction sequence (`TDDWave`).
|
||
- **TD Moving Averages** — the DeMark ST1 (fast) and ST2 (slow) median-price trend ribbon whose crossover frames the trend (`TDMovingAverage`).
|
||
|
||
## [0.6.6] - 2026-06-08
|
||
- **Pivot Reversal** — a breakout signal when price closes through the most recently confirmed swing pivot (`PIVOT_REVERSAL`).
|
||
- **Volume-Weighted Support/Resistance** — a band whose edges are the volume-weighted average of recent highs and lows (`VOLUME_WEIGHTED_SR`).
|
||
- **Andrews Pitchfork** — median line and two parallels projected from the last three swing pivots (`ANDREWS_PITCHFORK`).
|
||
- **Murrey Math Lines** — T. H. Murrey's eighths grid over the recent trading range, each level acting as support/resistance (`MURREY_MATH_LINES`).
|
||
- **Central Pivot Range** — the classic pivot flanked by two central levels gauging the day's expected character (`CENTRAL_PIVOT_RANGE`).
|
||
- **Faster scalar batch paths** — `Ema`, `Rsi`, `BollingerBands`, `MacdIndicator` and `Atr` gained dedicated batch fast paths (used by the Python bindings) that strip per-element `Option`/validation overhead and the intermediate `Vec<Option<_>>` allocation, while staying *bit-for-bit* equal to replaying `update` (including the SMA/Bollinger drift-reseed). Python batch is ~2× faster on EMA/RSI/MACD/ATR; streaming is unchanged.
|
||
- **Cross-library benchmark refresh** — `benchmarks/compare_libraries.py` now measures the median across timing rounds (`--rounds` / `--streaming-rounds`), adds `--skip-batch` / `--skip-streaming`, and drives every peer through the streaming arena (recompute for batch-only libraries). `wickra-bench` compares the batch fast paths against `kand`.
|
||
|
||
## [0.6.5] - 2026-06-07
|
||
- **Autocorrelation Periodogram** — Ehlers autocorrelation periodogram: dominant cycle period estimate (`AUTOCORRPGRAM`).
|
||
- **Even Better Sinewave** — Ehlers Even Better Sinewave: normalized cycle-phase oscillator (`EVENBETTERSINE`).
|
||
- **Bandpass Filter** — Ehlers bandpass filter: isolates a frequency band around the dominant cycle (`BANDPASS`).
|
||
- **Adaptive CCI** — Adaptive CCI: efficiency-ratio-adaptive CCI on typical price (`ADAPTIVECCI`).
|
||
- **Universal Oscillator** — Ehlers Universal Oscillator: SuperSmoother-based normalized cycle oscillator (`UNIVERSALOSC`).
|
||
- **Adaptive RSI** — Adaptive RSI: dominant-cycle-tuned RSI length (Ehlers) (`ADAPTIVERSI`).
|
||
- **Correlation Trend Indicator** — Ehlers Correlation Trend Indicator: Pearson correlation of price vs time (`CTI`).
|
||
- **Trendflex** — Ehlers Trendflex: trend-following companion to Reflex (`TRENDFLEX`).
|
||
- **Reflex** — Ehlers Reflex: trend-cycle oscillator measuring slope-adjusted displacement (`REFLEX`).
|
||
- **Highpass Filter** — Ehlers highpass filter: removes low-frequency trend, leaving cyclic component (`HIGHPASS`).
|
||
|
||
## [0.6.4] - 2026-06-07
|
||
- **Kendall Tau** — Kendall rank correlation (tau-b) over a rolling window of paired observations (`KENDALLTAU`).
|
||
- **Sample Entropy** — Sample entropy: regularity/complexity of a rolling series (Richman-Moorman) (`SAMPLEENT`).
|
||
- **Shannon Entropy** — Shannon entropy of a rolling value distribution over fixed bins (`SHANNONENT`).
|
||
- **Rolling Min-Max Scaler** — Rolling min-max scaler mapping the latest value to 0..1 over a rolling window (`ROLLINGMINMAX`).
|
||
- **Jarque-Bera** — Jarque-Bera normality test statistic over a rolling window (`JARQUEBERA`).
|
||
|
||
## [0.6.3] - 2026-06-07
|
||
- **Volume-Weighted MACD** — Volume-Weighted MACD: MACD computed on VWMA instead of EMA, with signal line and histogram (`VWMACD`).
|
||
- **Better Volume** — Better Volume (VSA): classifies volume against bar spread to surface effort/result imbalance (`BETTERVOL`).
|
||
- **Intraday Intensity Index** — Intraday Intensity Index: volume weighted by close position within the bar range (`INTRADAYINT`).
|
||
- **Trade Volume Index** — Trade Volume Index: accumulates volume by tick direction past a min-tick threshold (distinct from TSV) (`TRADEVOLIDX`).
|
||
- **Twiggs Money Flow** — Twiggs Money Flow: volume-weighted accumulation using true range and Wilder smoothing (distinct from CMF) (`TWIGGSMF`).
|
||
- **Williams Accumulation/Distribution** — Williams Accumulation/Distribution: cumulative price-direction accumulator (distinct from Chaikin A/D) (`WILLIAMSAD`).
|
||
- **Volume RSI** — Volume RSI: Wilder-style RSI computed on signed volume flow (`VOLUMERSI`).
|
||
|
||
## [0.6.2] - 2026-06-07
|
||
- **Modified MA Stop** — Modified MA Stop — SMMA-ratcheted trailing stop with directional flip (`MODIFIED_MA_STOP`).
|
||
- **Time-Based Stop** — Time-Based Stop — bar-count timer that fires after a fixed holding period (`TIME_BASED_STOP`).
|
||
- **NRTR** — NRTR (Nick Rypock Trailing Reverse) — percentage trailing-reverse stop (`NRTR`).
|
||
- **ATR Ratchet** — ATR Ratchet — Kaufman per-bar tightening volatility trailing stop (`ATR_RATCHET`).
|
||
- **Elder SafeZone** — Elder SafeZone Stop — average noise-penetration trailing stop with directional flip (`ELDER_SAFE_ZONE`).
|
||
- **Kase DevStop** — Kase DevStop volatility trailing stop using standard-deviation of two-bar true range (`KASE_DEV_STOP`).
|
||
|
||
## [0.6.1] - 2026-06-07
|
||
- **Projection Oscillator** — Widner projection oscillator: close position inside the projection bands, scaled 0..100 (`ProjectionOscillator`).
|
||
- **Projection Bands** — Widner projection bands: forward-projected high/low regression envelope (`ProjectionBands`).
|
||
- **Median Channel** — robust median +/- multiplier*MAD envelope (`MedianChannel`).
|
||
- **Bomar Bands** — adaptive percentage bands containing a target coverage fraction of recent closes (`BomarBands`).
|
||
- **Quartile Bands** — rolling 25th/50th/75th-percentile (Q1/median/Q3) envelope (`QuartileBands`).
|
||
|
||
## [0.6.0] - 2026-06-06
|
||
- **Volatility Cone** — volatility cone: current realized volatility within its historical min/median/max envelope (`VolatilityCone`).
|
||
- **VolatilityRatio** — Schwager's volatility ratio: true range over the EMA of prior true ranges (`VolatilityRatio`).
|
||
- **BipowerVariation** — jump-robust realized bipower variation (pi/2 sum of adjacent absolute log-return products) (`BipowerVariation`).
|
||
- **VolatilityOfVolatility** — vol-of-vol: sample stddev of a rolling realized-volatility series (`VolatilityOfVolatility`).
|
||
- **Garch11** — GARCH(1,1) conditional volatility with a long-run-variance anchor (`Garch11`).
|
||
- **EwmaVolatility** — RiskMetrics exponentially-weighted volatility of log returns (lambda decay) (`EwmaVolatility`).
|
||
|
||
## [0.5.9] - 2026-06-06
|
||
|
||
### Added
|
||
|
||
- Internal Rust cross-library benchmark harness (`crates/wickra-bench`, not
|
||
published) comparing Wickra against `kand`, `ta-rs` and `yata` on an identical
|
||
candle series in both streaming and batch modes; wired into the nightly
|
||
`cross-library-bench` workflow.
|
||
- `tulipy` runners and expanded per-tick streaming coverage (SMA, EMA, RSI,
|
||
MACD, Bollinger) in the Python `compare_libraries` benchmark.
|
||
|
||
### Changed
|
||
|
||
- Faster streaming and batch updates for SMA, Bollinger Bands, RSI, EMA and ATR
|
||
(flat ring buffers replacing `VecDeque`, hoisted reciprocals in the Wilder
|
||
smoothing, leaner hot state) — indicator outputs are unchanged.
|
||
- Rewrote the README benchmark section into honest, tiered tables (Rust core vs
|
||
the other Rust crates, and Python vs the Python ecosystem) that show where
|
||
Wickra wins and where it loses, not only the favourable comparisons.
|
||
|
||
## [0.5.8] - 2026-06-04
|
||
- **TSF Oscillator** — the percentage gap of the close to the one-bar-ahead time-series forecast, a close-relative companion to CFO (`TsfOscillator`).
|
||
- **MACD Histogram** — the standalone macd-minus-signal bar of MACD as a scalar series (`MacdHistogram`).
|
||
- **PPO Histogram** — the Percentage Price Oscillator with its signal EMA and the resulting zero-centered histogram (`PpoHistogram`).
|
||
|
||
## [0.5.7] - 2026-06-04
|
||
- **Qstick** — Qstick (Chande), the SMA of the candle body (close − open) as a net buying/selling pressure gauge (`QSTICK`).
|
||
- **TTM Trend** — TTM Trend (John Carter), +1/−1 by whether the close sits above the SMA of recent median prices (`TTM_TREND`).
|
||
- **Trend Strength Index** — trend strength index, the signed r² of a linear regression of price against time (`TREND_STRENGTH_INDEX`).
|
||
- **Polarized Fractal Efficiency** — polarized fractal efficiency (Hannula), directional trend efficiency over a fractal lookback (`POLARIZED_FRACTAL_EFFICIENCY`).
|
||
- **Wave PM** — Wave PM (Kase), a variance-normalised peak-momentum statistic (`WAVE_PM`).
|
||
- **Gator Oscillator** — Gator Oscillator (Bill Williams), the Alligator convergence/divergence histogram (`GATOR_OSCILLATOR`).
|
||
- **Kase Permission Stochastic** — Kase Permission Stochastic, a double-smoothed stochastic used as a trade-permission filter (`KASE_PERMISSION_STOCHASTIC`).
|
||
|
||
## [0.5.6] - 2026-06-04
|
||
- **QQE** — quantitative qualitative estimation, a smoothed RSI with an ATR-of-RSI trailing line (`QQE`).
|
||
- **Intraday Momentum Index** — intraday momentum index (Chande), RSI on the open-to-close body (`IMI`).
|
||
- **Elder Ray** — Elder Ray bull power and bear power around an EMA of close (`ElderRay`).
|
||
- **Derivative Oscillator** — derivative oscillator (Constance Brown), a double-smoothed RSI histogram (`DerivativeOscillator`).
|
||
- **RMI** — relative momentum index (RMI), RSI over a multi-bar momentum lookback (`RMI`).
|
||
- **Stochastic CCI** — stochastic CCI, a stochastic oscillator over the CCI (`StochasticCCI`).
|
||
- **Dynamic Momentum Index** — dynamic momentum index (Chande), a volatility-adaptive RSI (`DynamicMomentumIndex`).
|
||
- **RSX** — RSX, a Jurik-style three-stage smoothed RSI (`RSX`).
|
||
- **Fisher RSI** — Fisher RSI, the Fisher transform of a normalised RSI (`FisherRSI`).
|
||
- **Disparity Index** — disparity index, the percent gap between price and its moving average (`DisparityIndex`).
|
||
|
||
## [0.5.5] - 2026-06-04
|
||
- **GD** — generalized DEMA (GD), Tillson's volume-factor double EMA and the building block of T3 (`GD`).
|
||
- **GMA** — geometric moving average (GMA), the rolling geometric mean of prices (`GMA`).
|
||
- **Holt-Winters** — Holt's linear (double exponential) smoothing with level and trend components (`HoltWinters`).
|
||
- **Adaptive Laguerre** — Ehlers adaptive Laguerre filter with median-error-adaptive gamma (`AdaptiveLaguerre`).
|
||
- **Median MA** — median moving average, the rolling median of prices (`MedianMA`).
|
||
- **EHMA** — exponential Hull moving average (EHMA), the Hull construction built from EMAs (`EHMA`).
|
||
- **SWMA** — sine-weighted moving average (SWMA), a symmetric half-cycle sine window (`SWMA`).
|
||
|
||
## [0.5.4] - 2026-06-04
|
||
- **Roll Measure** — effective spread implied by the negative serial covariance of trade-price changes (Roll 1984) (`RollMeasure`).
|
||
- **Amihud Illiquidity** — average absolute log return per unit of traded value (price-impact liquidity proxy, Amihud 2002) (`AmihudIlliquidity`).
|
||
- **VPIN** — volume-synchronised probability of informed trading (volume-bucketed order-flow toxicity) (`Vpin`).
|
||
- **Order Flow Imbalance** — rolling sum of best-level order-flow events (Cont-Kukanov-Stoikov OFI) (`OrderFlowImbalance`).
|
||
- **Expectancy** — expected return per unit of average loss (R-multiple) over a rolling window of returns (`Expectancy`).
|
||
- **Win Rate** — fraction of strictly-positive returns over a rolling window (`WinRate`).
|
||
- **Regime Label** — volatility-quantile regime classification: −1 calm / 0 normal / +1 stressed, by where the rolling volatility sits in its own recent distribution (`RegimeLabel`).
|
||
- **Jump Indicator** — flags return outliers beyond `threshold ×` trailing return volatility (−1 down / 0 / +1 up) (`JumpIndicator`).
|
||
- **Trend Label** — discrete trend state from the sign of the rolling least-squares slope (−1 / 0 / +1) (`TrendLabel`).
|
||
- **High-Low Range** — bar high-low range as a fraction of close (scale-free per-bar volatility) (`HighLowRange`).
|
||
- **Wick Ratio** — signed upper-vs-lower shadow imbalance as a fraction of the range (`WickRatio`).
|
||
- **Body Size Percent** — absolute candle body as a fraction of the bar range (`BodySizePct`).
|
||
- **Close vs Open** — signed body as a fraction of the open price, `(close − open) / open` (`CloseVsOpen`).
|
||
- **Spread AR(1) Coefficient** — first-order autoregression coefficient of the spread `a − b` (direct cointegration / mean-reversion strength) (`SpreadAr1Coefficient`).
|
||
- **Rolling Quantile** — interpolated q-th quantile over a trailing window (type-7 / NumPy default) (`RollingQuantile`).
|
||
- **Rolling Percentile Rank** — percentile rank of the latest value within its trailing window (`RollingPercentileRank`).
|
||
- **Rolling IQR** — interquartile range (Q3 − Q1) over a trailing window (robust dispersion) (`RollingIqr`).
|
||
- **Realized Volatility** — square root of the summed squared log returns (raw, un-annualised quadratic variation) (`RealizedVolatility`).
|
||
- **Log Return** — logarithmic return over a fixed lag, `ln(price_t / price_{t−period})` (`LogReturn`).
|
||
|
||
## [0.5.3] - 2026-06-04
|
||
- **Fibonacci Time Zones** — vertical markers at Fibonacci bar-distances (1/2/3/5/8/...) from the latest swing pivot (`FIB_TIME_ZONES`).
|
||
- **Fibonacci Channel** — a sloped base trendline plus parallel lines at Fibonacci multiples of the channel width (`FIB_CHANNEL`).
|
||
- **Fibonacci Arcs** — semicircular retracement levels centred on the swing end, normalised by leg bar-width (`FIB_ARCS`).
|
||
- **Fibonacci Fan** — three trendlines fanning from a swing start through its 38.2/50/61.8% retracement levels (`FIB_FAN`).
|
||
- **Fibonacci Confluence** — densest cluster of retracement levels across recent swing legs (price + strength) (`FIB_CONFLUENCE`).
|
||
- **Golden Pocket** — the 0.618-0.65 optimal-trade-entry band of the most recent swing leg (`GOLDEN_POCKET`).
|
||
- **Auto-Fibonacci** — retracement anchored on the dominant (largest-magnitude) leg among recent swings (`AUTO_FIB`).
|
||
- **Fibonacci Projection** — measured-move target zone from the last three pivots (A-B-C), projecting A->B from C (`FIB_PROJECTION`).
|
||
- **Fibonacci Extension** — projects the latest swing leg to the canonical extension ratios (127.2/141.4/161.8/200/261.8%) (`FIB_EXTENSION`).
|
||
- **Fibonacci Retracement** — seven retracement levels (0/23.6/38.2/50/61.8/78.6/100%) of the most recent confirmed swing leg (`FIB_RETRACEMENT`).
|
||
|
||
## [0.5.2] - 2026-06-03
|
||
|
||
### Added
|
||
- **Three Drives** — three symmetric drives with extension legs; bullish +1, bearish -1 (`THREE_DRIVES`).
|
||
- **Cypher** — five-point harmonic whose D retraces XC by 0.786; bullish +1, bearish -1 (`CYPHER`).
|
||
- **Shark** — five-point harmonic with an expansion leg and 0.886-1.13 D; bullish +1, bearish -1 (`SHARK`).
|
||
- **Crab** — five-point harmonic with the deepest (1.618 XA) D completion; bullish +1, bearish -1 (`CRAB`).
|
||
- **Bat** — five-point harmonic with a shallow B and 0.886 D completion; bullish +1, bearish -1 (`BAT`).
|
||
- **Butterfly** — five-point harmonic with an extended (1.27-1.618 XA) D; bullish +1, bearish -1 (`BUTTERFLY`).
|
||
- **Gartley** — five-point harmonic with a 0.786 D completion; bullish +1, bearish -1 (`GARTLEY`).
|
||
- **AB=CD** — four-point AB=CD harmonic: BC retraces AB, CD mirrors AB; bullish +1, bearish -1 (`ABCD`).
|
||
- **Cup and Handle** — rounded base with a shallow handle near the rim; bullish +1, inverse -1 (`CUP_AND_HANDLE`).
|
||
- **Rectangle / Range** — flat support and resistance; mean-reversion signal off the just-touched boundary; support +1, resistance -1 (`RECTANGLE_RANGE`).
|
||
- **Flag / Pennant** — shallow consolidation against a sharp pole; continuation in the pole direction; bull +1, bear -1 (`FLAG_PENNANT`).
|
||
- **Wedge (rising/falling)** — both trendlines slope the same way but converge; rising wedge -1, falling wedge +1 (`WEDGE`).
|
||
- **Triangle (asc/desc/sym)** — converging trendlines; ascending +1, descending -1, symmetrical follows the last swing (`TRIANGLE`).
|
||
- **Head and Shoulders** — central head flanked by two matching shoulders over a flat neckline; top -1, inverse +1 (`HEAD_AND_SHOULDERS`).
|
||
- **Triple Top / Bottom** — three matching peaks / troughs; a stronger reversal than the double; bearish -1, bullish +1 (`TRIPLE_TOP_BOTTOM`).
|
||
- **Double Top / Bottom** — twin-peak / twin-trough reversal confirmed on the second matching swing extreme; bearish -1, bullish +1 (`DOUBLE_TOP_BOTTOM`).
|
||
|
||
## [0.5.1] - 2026-06-03
|
||
|
||
### Added — Seasonality & Session family (12 indicators)
|
||
|
||
- **Volume-by-Time Profile** — mean traded volume bucketed by intraday time (`VOLUME_BY_TIME_PROFILE`).
|
||
- **Intraday Volatility Profile** — return standard deviation bucketed by intraday time (`INTRADAY_VOLATILITY_PROFILE`).
|
||
- **Day-of-Week Profile** — mean bar return bucketed by weekday (`DAY_OF_WEEK_PROFILE`).
|
||
- **Time-of-Day Return Profile** — mean bar return bucketed by intraday time (`TIME_OF_DAY_RETURN_PROFILE`).
|
||
- **Seasonal Z-Score** — z-score of the current return versus the same hour-of-day history (`SEASONAL_Z_SCORE`).
|
||
- **Turn-of-Month** — mean daily return inside the turn-of-month window (`TURN_OF_MONTH`).
|
||
- **Overnight/Intraday Return** — decomposition of session return into overnight and intraday legs (`OVERNIGHT_INTRADAY_RETURN`).
|
||
- **Overnight Gap** — close-to-open return across the session boundary (`OVERNIGHT_GAP`).
|
||
- **Average Daily Range** — mean high-low range of the last N completed sessions (`AVERAGE_DAILY_RANGE`).
|
||
- **Session Range** — per-session (Asia/EU/US) high-low range (`SESSION_RANGE`).
|
||
- **Session High/Low** — running high and low of the current session (`SESSION_HIGH_LOW`).
|
||
- **Session VWAP** — session-anchored volume-weighted average price (`SESSION_VWAP`).
|
||
|
||
## [0.5.0] - 2026-06-03
|
||
|
||
### Added
|
||
- **TICK Index** — instantaneous net advancing-minus-declining issues (`TICK_INDEX`).
|
||
- **Absolute Breadth Index** — absolute value of net advancing-minus-declining issues (`ABSOLUTE_BREADTH_INDEX`).
|
||
- **Cumulative Volume Index** — running total of volume-normalised net advancing volume (`CUMULATIVE_VOLUME_INDEX`).
|
||
- **Bullish Percent Index** — percentage of the universe on a point-and-figure buy signal (`BULLISH_PERCENT_INDEX`).
|
||
- **Up/Down Volume Ratio** — advancing volume divided by declining volume (`UP_DOWN_VOLUME_RATIO`).
|
||
- **Percent Above Moving Average** — percentage of the universe trading above its reference moving average (`PERCENT_ABOVE_MA`).
|
||
- **High-Low Index** — moving average of the record-high percentage (`HIGH_LOW_INDEX`).
|
||
- **New Highs - New Lows** — net count of new period highs minus new period lows (`NEW_HIGHS_NEW_LOWS`).
|
||
- **Breadth Thrust** — moving average of the advancing-issues share (Zweig) (`BREADTH_THRUST`).
|
||
- **TRIN / Arms Index** — advance-decline ratio divided by the up-down volume ratio (`TRIN`).
|
||
- **McClellan Summation Index** — running cumulative total of the McClellan Oscillator (`MCCLELLAN_SUMMATION_INDEX`).
|
||
- **McClellan Oscillator** — spread between a 19- and 39-period EMA of ratio-adjusted net advances (`MCCLELLAN_OSCILLATOR`).
|
||
- **Advance/Decline Volume Line** — cumulative net advancing-minus-declining volume across the universe (`AD_VOLUME_LINE`).
|
||
- **Advance/Decline Ratio** — advancing issues divided by declining issues across the universe (`ADVANCE_DECLINE_RATIO`).
|
||
|
||
### Changed
|
||
- **Relicensed** from PolyForm Noncommercial 1.0.0 to dual **MIT OR Apache-2.0**. Wickra is now OSI-approved, permissive open source; commercial use is permitted under either license. See [`LICENSE-MIT`](LICENSE-MIT) and [`LICENSE-APACHE`](LICENSE-APACHE).
|
||
|
||
## [0.4.7] - 2026-06-03
|
||
|
||
### Added
|
||
- **Spread Bollinger Bands** — Bollinger bands on the spread of two series for pairs mean-reversion (`SPREAD_BOLLINGER_BANDS`).
|
||
- **Kalman Hedge Ratio** — Kalman-filter dynamic hedge ratio and spread between two series (`KALMAN_HEDGE_RATIO`).
|
||
- **Granger Causality** — Granger causality F-statistic measuring whether one series predicts another (`GRANGER_CAUSALITY`).
|
||
- **Variance Ratio** — Lo-MacKinlay variance-ratio test on the spread of two series (`VARIANCE_RATIO`).
|
||
- **Beta-Neutral Spread** — beta-neutral spread: the rolling OLS regression residual of two series (`BETA_NEUTRAL_SPREAD`).
|
||
- **Distance SSD** — Gatev sum-of-squared-deviations distance between two normalised series (`DISTANCE_SSD`).
|
||
- **Spread Hurst** — Hurst exponent of the spread of two series for regime detection (`SPREAD_HURST`).
|
||
- **OU Half-Life** — Ornstein-Uhlenbeck half-life of mean reversion for the spread of two series (`OU_HALF_LIFE`).
|
||
- **Rolling Covariance** — rolling covariance of the period-over-period returns of two series (`ROLLING_COVARIANCE`).
|
||
- **Rolling Correlation** — rolling Pearson correlation of the period-over-period returns of two series (`ROLLING_CORRELATION`).
|
||
|
||
- **Market Breadth family** — a new indicator family built on a new
|
||
`CrossSection` input type that carries the per-symbol state of an entire
|
||
universe in one tick (each `Member` holds a signed `change`, a `volume`, and
|
||
`new_high` / `new_low` flags). `CrossSection::new` validates the universe
|
||
(non-empty, finite changes, finite non-negative volumes); `new_unchecked`
|
||
skips validation for hot paths.
|
||
- `AdvanceDecline` (`ADVANCE_DECLINE`) — the Advance/Decline Line, the running
|
||
cumulative sum of net advancing-minus-declining issues across the universe.
|
||
|
||
## [0.4.6] - 2026-06-03
|
||
|
||
### Added
|
||
|
||
- **TA-Lib parity — Directional Movement components** — the ADX building blocks,
|
||
previously available only bundled inside `Adx`, as standalone single-output
|
||
indicators:
|
||
- `PlusDm` (`PLUS_DM`) — Wilder-smoothed plus directional movement.
|
||
- `MinusDm` (`MINUS_DM`) — Wilder-smoothed minus directional movement.
|
||
- `PlusDi` (`PLUS_DI`) — plus directional indicator, `100 · smoothed(+DM) / ATR`.
|
||
- `MinusDi` (`MINUS_DI`) — minus directional indicator, `100 · smoothed(-DM) / ATR`.
|
||
- `Dx` (`DX`) — directional movement index, `100 · |+DI − −DI| / (+DI + −DI)`.
|
||
- **TA-Lib parity — price transforms** — window and per-bar price aggregates:
|
||
- `MidPrice` (`MIDPRICE`) — `(highest high + lowest low) / 2` over a window.
|
||
- `MidPoint` (`MIDPOINT`) — `(max + min) / 2` of a scalar series over a window.
|
||
- `AvgPrice` (`AVGPRICE`) — per-bar `(open + high + low + close) / 4`.
|
||
- **TA-Lib parity — rate-of-change variants** — the ratio forms of `Roc`:
|
||
- `Rocp` (`ROCP`) — `(close − close[period]) / close[period]` (fraction).
|
||
- `Rocr` (`ROCR`) — `close / close[period]` (ratio).
|
||
- `Rocr100` (`ROCR100`) — `close / close[period] · 100`.
|
||
- **TA-Lib parity — linear-regression outputs** — the remaining OLS endpoints:
|
||
- `LinRegIntercept` (`LINEARREG_INTERCEPT`) — the OLS intercept `a`.
|
||
- `Tsf` (`TSF`) — time series forecast, `a + b·period` (one bar ahead).
|
||
- **TA-Lib parity — `MacdFix` (`MACDFIX`)** — MACD with fast/slow fixed at 12/26
|
||
and only the signal period configurable; output is the usual `{macd, signal,
|
||
histogram}` triple.
|
||
- **TA-Lib parity — `SarExt` (`SAREXT`)** — Parabolic SAR with a start value,
|
||
reversal offset, independent long/short acceleration, and a signed output
|
||
(positive in long phases, negative in short phases).
|
||
- **TA-Lib parity — `MacdExt` (`MACDEXT`)** — MACD with an independently
|
||
selectable moving-average type (new `MaType` enum: SMA/EMA/WMA/DEMA/TEMA/TRIMA)
|
||
for each of the fast, slow and signal lines.
|
||
- **TA-Lib parity — `HtPhasor` (`HT_PHASOR`)** — the in-phase and quadrature
|
||
components of the Hilbert-transform analytic signal, as a `{inphase,
|
||
quadrature}` pair.
|
||
- **TA-Lib parity — `HtDcPhase` (`HT_DCPHASE`)** — the phase angle (in degrees)
|
||
of the Hilbert-transform dominant cycle.
|
||
- **TA-Lib parity — `HtTrendMode` (`HT_TRENDMODE`)** — Ehlers' trend (`1`) vs
|
||
cycle (`0`) classification from the Hilbert-transform dominant cycle.
|
||
|
||
## [0.4.5] - 2026-06-02
|
||
|
||
### Added
|
||
|
||
- **Anchored RSI** — a cumulative Relative Strength Index whose averaging begins at a runtime-chosen anchor bar (`set_anchor`), the momentum counterpart to Anchored VWAP. Every up- and down-move since the anchor is weighted equally, so it reports the RSI of the entire move since the anchor point. Scalar input, Momentum Oscillators family; available in Rust, Python, Node and WASM.
|
||
- **Volume Profile** — the full per-bin volume distribution over a rolling window, exposing the raw histogram (price bounds plus per-bin volume) that Value Area reduces to POC/VAH/VAL. Market Profile family; candle input, available in Rust, Python, Node and WASM.
|
||
- **TPO Profile** — the Time-Price-Opportunity (market-profile letter) distribution: a volume-agnostic count of how many periods traded at each price level over a rolling window. Market Profile family; candle input, available in Rust, Python, Node and WASM.
|
||
- **Alt-Chart Bars** — a new `BarBuilder` trait and family of price-driven chart constructors that emit a variable number of completed bars per candle (so they are deliberately not `Indicator`s): **Renko** (fixed box-size bricks with the 2-box reversal rule), **Kagi** (reversal-amount line segments), and **Point & Figure** (box-size X/O columns with an N-box reversal). Available in Rust, Python, Node and WASM.
|
||
|
||
## [0.4.4] - 2026-06-02
|
||
|
||
### Added
|
||
- **TA-Lib candlestick patterns (part 1).** New candlestick pattern detectors
|
||
matching TA-Lib `CDL*`, emitting the family's signed `+1 / 0 / −1` convention
|
||
over OHLCV candles in Rust, Python, Node and WASM:
|
||
- **Two Crows** — a three-bar bearish reversal (`CDL2CROWS`): a long white
|
||
candle, a black candle whose body gaps up, then a black candle that opens
|
||
inside the second's body and closes inside the first's.
|
||
- **Upside Gap Two Crows** — a three-bar bearish reversal
|
||
(`CDLUPSIDEGAP2CROWS`): two black candles gap up over a long white candle,
|
||
the second engulfing the first crow yet still closing above the white body,
|
||
leaving the upside gap open.
|
||
- **Identical Three Crows** — a three-bar bearish reversal
|
||
(`CDLIDENTICAL3CROWS`): three red candles with steadily lower closes, each
|
||
opening at the prior candle's close so the bodies stack in an identical
|
||
staircase.
|
||
- **Three Line Strike** — a four-bar pattern (`CDL3LINESTRIKE`): a
|
||
three-candle advance or decline struck by a fourth opposite-colour candle
|
||
that engulfs the entire run; bullish `+1`, bearish `−1`.
|
||
- **Three Stars in the South** — a rare three-bar bullish reversal
|
||
(`CDL3STARSINSOUTH`): three shrinking red candles each carving a higher low
|
||
and contracting toward a tiny black marubozu as selling exhausts.
|
||
- **Abandoned Baby** — a strong three-bar reversal (`CDLABANDONEDBABY`): a doji
|
||
isolated by price gaps on both sides; bullish `+1` after a decline, bearish
|
||
`−1` after an advance.
|
||
- **Advance Block** — a three-bar bearish warning (`CDLADVANCEBLOCK`): three
|
||
green candles to higher closes whose bodies shrink as their upper shadows
|
||
lengthen, signalling the advance is stalling.
|
||
- **Belt-hold** — a single-bar reversal that opens at one extreme of its range and runs the other way; bullish +1, bearish -1 (`CDLBELTHOLD`).
|
||
- **Breakaway** — a 5-bar reversal that gaps with the trend, drifts two more bars, then snaps back into the bar1/bar2 body gap; bullish +1, bearish -1 (`CDLBREAKAWAY`).
|
||
- **Counterattack** — a 2-bar reversal where an opposite-coloured second bar closes level with the first (the counterattack line); bullish +1, bearish -1 (`CDLCOUNTERATTACK`).
|
||
- **Doji Star** — a long body followed by a doji gapping away in the trend direction; bullish +1, bearish -1 (`CDLDOJISTAR`).
|
||
- **Dragonfly Doji** — a doji opening and closing at the high with a long lower shadow, a bullish reversal; +1 (`CDLDRAGONFLYDOJI`).
|
||
- **Gravestone Doji** — a doji opening and closing at the low with a long upper shadow, a bearish reversal; -1 (`CDLGRAVESTONEDOJI`).
|
||
- **Long-Legged Doji** — a doji with long shadows on both sides, an indecision signal; +1 detection (`CDLLONGLEGGEDDOJI`).
|
||
- **Rickshaw Man** — a long-legged doji with the body centred in the range, an indecision signal; +1 detection (`CDLRICKSHAWMAN`).
|
||
- **Evening Doji Star** — a bearish top reversal: long white bar, a doji gapping up, then a black bar closing deep into the first body; -1 (`CDLEVENINGDOJISTAR`).
|
||
- **Morning Doji Star** — a bullish bottom reversal: long black bar, a doji gapping down, then a white bar closing deep into the first body; +1 (`CDLMORNINGDOJISTAR`).
|
||
- **Gap Side-by-Side White** — two similar white candles opening side by side after a gap, a continuation; gap up +1, gap down -1 (`CDLGAPSIDESIDEWHITE`).
|
||
- **High-Wave** — a small body with very long shadows on both sides, an extreme indecision signal; +1 detection (`CDLHIGHWAVE`).
|
||
- **Hikkake** — an inside bar followed by a failed breakout, a trap; bullish +1, bearish -1 (`CDLHIKKAKE`).
|
||
- **Modified Hikkake** — a close-confirmed Hikkake: an inside bar then a failed breakout closing back inside; bullish +1, bearish -1 (`CDLHIKKAKEMOD`).
|
||
- **Homing Pigeon** — two black candles, the second a small body inside the first, a bullish reversal; +1 (`CDLHOMINGPIGEON`).
|
||
- **On-Neck** — a long black candle then a white candle closing at its low (the neckline), a bearish continuation; -1 (`CDLONNECK`).
|
||
- **In-Neck** — a long black candle then a white candle closing just into its body, a bearish continuation; -1 (`CDLINNECK`).
|
||
- **Thrusting** — a long black candle then a white candle closing well into but below the midpoint of its body, a bearish continuation; -1 (`CDLTHRUSTING`).
|
||
- **Separating Lines** — opposite-coloured candles sharing the same open, the second an opening marubozu resuming the trend; bullish +1, bearish -1 (`CDLSEPARATINGLINES`).
|
||
- **Kicking** — two opposite-coloured marubozu separated by a gap; bullish +1, bearish -1 (`CDLKICKING`).
|
||
- **Kicking by Length** — a kicking pattern signalled by the colour of the longer marubozu; +1 / -1 (`CDLKICKINGBYLENGTH`).
|
||
- **Ladder Bottom** — three descending black candles, a fourth with an upper shadow, then a white candle gapping up, a bullish reversal; +1 (`CDLLADDERBOTTOM`).
|
||
- **Mat Hold** — a long white candle, a holding three-bar pullback, then a new-high white candle, a bullish continuation; +1 (`CDLMATHOLD`).
|
||
- **Matching Low** — a 2-bar bullish reversal where two black candles in a decline share the same close, signalling selling pressure is exhausting; bullish +1 (`CDLMATCHINGLOW`).
|
||
- **Long Line** — a single long-bodied candle with short shadows; bullish +1 (white) or bearish -1 (black) by colour (`CDLLONGLINE`).
|
||
- **Short Line** — a single short-bodied candle with short shadows; bullish +1 (white) or bearish -1 (black) by colour (`CDLSHORTLINE`).
|
||
- **Rising Three Methods** — a 5-bar bullish continuation: a long white candle, three small pullback bars holding within its range, then a white breakout to new highs; bullish +1 (`CDLRISEFALL3METHODS`).
|
||
- **Falling Three Methods** — the bearish mirror of rising three methods: a long black candle, three small bars holding within its range, then a black breakdown to new lows; bearish -1 (`CDLRISEFALL3METHODS`).
|
||
- **Upside Gap Three Methods** — a 3-bar bullish continuation: two white candles gap up, then a black candle opens within the second body and closes within the first; bullish +1 (`CDLXSIDEGAP3METHODS`).
|
||
- **Downside Gap Three Methods** — the bearish mirror of upside gap three methods: two black candles gap down, then a white candle opens within the second body and closes within the first; bearish -1 (`CDLXSIDEGAP3METHODS`).
|
||
- **Stalled Pattern** — a 3-bar bearish reversal warning: two long white candles then a small white candle riding the shoulder, signalling the rally is stalling; bearish -1 (`CDLSTALLEDPATTERN`).
|
||
- **Stick Sandwich** — a 3-bar bullish reversal: two black candles closing at the same level sandwich a white candle, marking a support floor; bullish +1 (`CDLSTICKSANDWICH`).
|
||
- **Takuri** — a single-bar bullish reversal, a strict Dragonfly Doji with a negligible upper shadow and very long lower shadow; bullish +1 (`CDLTAKURI`).
|
||
- **Closing Marubozu** — a single long-bodied candle with no shadow on the close end; bullish +1 (white, closes at the high) or bearish -1 (black, closes at the low) (`CDLCLOSINGMARUBOZU`).
|
||
- **Opening Marubozu** — a single long-bodied candle with no shadow on the open end; bullish +1 (white, opens at the low) or bearish -1 (black, opens at the high). No direct TA-Lib equivalent — completes the pair with the closing marubozu.
|
||
- **Tasuki Gap** — a 3-bar continuation: two same-coloured candles gap in the trend direction, then an opposite candle opens within the second body and closes back into the gap without filling it; upside +1, downside -1 (`CDLTASUKIGAP`).
|
||
- **Unique Three River** — a 3-bar bullish reversal: a long black candle, a black candle probing a new low with its body inside the first, then a small white candle held below it; bullish +1 (`CDLUNIQUE3RIVER`).
|
||
- **Concealing Baby Swallow** — a rare 4-bar bullish capitulation: two black marubozu, a black candle gapping down with an upper shadow into the second, then a large black candle engulfing it entirely; bullish +1 (`CDLCONCEALBABYSWALL`).
|
||
- **Derivatives family — funding & open interest (part 1).** A new family of
|
||
indicators that consume a perpetual / futures tick (`DerivativesTick`,
|
||
bundling funding rate, mark / index / futures price, open interest,
|
||
positioning, taker flow and liquidations) rather than OHLCV, exposed in Rust,
|
||
Python, Node and WASM:
|
||
- **Funding Rate** — the current perpetual funding rate.
|
||
- **Funding Rate Mean** — the rolling mean funding rate over a window.
|
||
- **Funding Rate Z-Score** — the latest funding rate in standard deviations
|
||
from its rolling mean.
|
||
- **Funding Basis** — the perpetual's relative premium to spot,
|
||
`(markPrice − indexPrice) / indexPrice`.
|
||
- **Open-Interest Delta** — the tick-over-tick change in open interest.
|
||
- **Derivatives family — open interest, flow & liquidations (part 2).** More
|
||
indicators over the same `DerivativesTick` feed:
|
||
- **OI / Price Divergence** — relative open-interest change minus relative
|
||
price change over a window, the positioning-vs-price gap.
|
||
- **OI-Weighted Price** — the cumulative mark price weighted by open interest.
|
||
- **Long/Short Ratio** — aggregate long size over short size.
|
||
- **Taker Buy/Sell Ratio** — taker buy volume over taker sell volume.
|
||
- **Liquidation Features** — a multi-output breakdown of long/short
|
||
liquidation notional into net, total and a bounded imbalance.
|
||
- **Derivatives family — basis & term structure (part 3).** The final
|
||
perpetual-vs-futures basis indicators over the `DerivativesTick` feed:
|
||
- **Term-Structure Basis** — the dated future's relative premium to spot,
|
||
`(futuresPrice − indexPrice) / indexPrice`.
|
||
- **Calendar Spread** — the dated future's relative premium to the perpetual,
|
||
`(futuresPrice − markPrice) / markPrice`.
|
||
|
||
## [0.4.3] - 2026-06-01
|
||
|
||
### Added
|
||
- **Microstructure family — price impact & depth (part 3).** Indicators over a
|
||
trade paired with the prevailing mid (`TradeQuote`) and over the order-book
|
||
depth profile, exposed in Rust, Python, Node and WASM:
|
||
- **Effective Spread** — `2 · D · (tradePrice − mid) / mid · 10_000` bps, the
|
||
realised round-trip cost of a single trade against the mid.
|
||
- **Realized Spread** — `2 · D · (tradePrice − mid_{t+horizon}) / mid_t ·
|
||
10_000` bps, the share of the effective spread a liquidity provider keeps
|
||
once the mid has moved over a configurable horizon.
|
||
- **Kyle's Lambda** — the rolling OLS slope of mid changes on signed volume
|
||
(`cov(Δmid, q) / var(q)`), the canonical price-impact / market-depth proxy.
|
||
- **Depth Slope** — the mean per-side OLS slope of cumulative resting size
|
||
against distance from the mid, measuring how fast the book thickens away
|
||
from the touch.
|
||
- **Microstructure family — footprint (part 4).** **Footprint** decomposes the
|
||
volume traded in a bar across price buckets (`round(price / tick_size)`),
|
||
splitting each bucket into buy-initiated (ask) and sell-initiated (bid)
|
||
volume. A multi-output, variable-length indicator: every `update` returns the
|
||
full footprint accumulated since the last `reset`, exposed in Rust, Python
|
||
(`(k, 3)` arrays), Node (`{ price, bidVol, askVol }` rows) and WASM.
|
||
|
||
## [0.4.2] - 2026-06-01
|
||
|
||
### Added
|
||
- **Microstructure family — order book (part 1).** A new family of indicators
|
||
that consume an order-book depth snapshot (`OrderBook` of sorted, uncrossed
|
||
bid/ask `Level`s) rather than OHLCV, exposed in Rust, Python, Node and WASM:
|
||
- **Order-Book Imbalance** — `OrderBookImbalanceTop1`, `OrderBookImbalanceTopN`
|
||
(configurable depth) and `OrderBookImbalanceFull` measure signed depth
|
||
pressure `(bidDepth − askDepth) / (bidDepth + askDepth)` over the top level,
|
||
the top-N levels, or the full book.
|
||
- **Microprice** — the size-weighted fair value
|
||
`(bidPx·askSz + askPx·bidSz) / (bidSz + askSz)`, tilting the mid toward the
|
||
side more likely to be hit.
|
||
- **Quoted Spread** — the top-of-book spread in basis points of the mid.
|
||
- **Microstructure family — trade flow (part 2).** Indicators over a trade tape
|
||
(`Trade` with an aggressor `Side`), exposed in Rust, Python, Node and WASM:
|
||
- **Signed Volume** — per-trade size signed by aggressor side (`+size` buy,
|
||
`−size` sell).
|
||
- **Cumulative Volume Delta** — the running total of signed volume; reset to
|
||
re-anchor per session.
|
||
- **Trade Imbalance** — the rolling `(buyVol − sellVol)/(buyVol + sellVol)`
|
||
over a configurable window of trades.
|
||
|
||
New public value types `Level`, `OrderBook`, `Side`, `Trade` and `TradeQuote`
|
||
back this and the upcoming trade-flow and price-impact indicators. Python and
|
||
Node accept a batch over a list of snapshots; WASM exposes per-snapshot
|
||
`update`.
|
||
- **Signed Doji encoding.** `Doji` gains an opt-in `.signed()` mode
|
||
(`Doji(signed=True)` in Python, `new Doji(true)` in Node and WASM) that
|
||
classifies a detected Doji by the position of its body within the bar range —
|
||
a dragonfly (long lower shadow) emits `+1.0` (bullish), a gravestone (long
|
||
upper shadow) emits `−1.0` (bearish), and a long-legged / standard Doji emits
|
||
`0.0` (neutral). The default construction is unchanged — a direction-less
|
||
`+1.0` / `0.0` detection flag — so existing callers are unaffected. This
|
||
completes the uniform `+1` bull / `−1` bear / `0` none sign convention across
|
||
every candlestick pattern, making the family a drop-in machine-learning
|
||
feature where bullish and bearish instances share a single dimension.
|
||
|
||
### Fixed
|
||
- **README banner now self-updates.** The top README banner points at the org
|
||
profile image that `.github/banner.yml` regenerates from the indicator count,
|
||
and `sync-about.yml` bumps a `?v=<count>` cache-buster so GitHub's Camo proxy
|
||
refetches it immediately. Also fixes the webpage indicator-count sync, which
|
||
silently crashed on a removed `public/hero.svg` and left the marketing site's
|
||
count (and its OG banner) stale.
|
||
|
||
### Security
|
||
- **CI dependency installs are pinned by hash.** The Node binding now installs
|
||
with `npm ci` (strict `package-lock.json`), and the Python CI/bench tooling is
|
||
installed from hash-locked `--require-hashes` requirements under
|
||
`.github/requirements/` (OpenSSF Scorecard PinnedDependencies). The `ci-dev`
|
||
tooling is locked twice — for Python 3.9 and for 3.10+ — because numpy ships no
|
||
single release with wheels for both cp39 and cp313. A new
|
||
`scripts/update-lockfiles.sh` regenerates every workspace lockfile (Rust, Node
|
||
and the hash-pinned Python requirements) via `uv`, and Dependabot keeps the
|
||
pinned requirements current.
|
||
|
||
## [0.4.1] - 2026-06-01
|
||
|
||
### Added
|
||
- **Cross-asset pairwise indicators.** A new two-series family of
|
||
`Indicator<Input = (f64, f64)>` implementations that relate two distinct
|
||
assets rather than a single OHLCV stream. Each is exposed in Rust, Python,
|
||
Node, and WASM:
|
||
- **Pairwise Beta** (`PairwiseBeta`) — rolling OLS slope of one asset's
|
||
**log-returns** on another's. Unlike `Beta`, which regresses the raw inputs
|
||
it is fed, `PairwiseBeta` differences consecutive prices into log-returns
|
||
internally — the conventional way to measure cross-asset beta, where a beta
|
||
on price levels would be dominated by the shared trend.
|
||
- **Pair Spread Z-Score** (`PairSpreadZScore`) — the standardised log-spread
|
||
`ln(a) − β·ln(b)` of a pair, where `β` is a rolling-OLS hedge ratio and the
|
||
spread is z-scored over its own look-back. The canonical mean-reversion /
|
||
statistical-arbitrage entry signal, with independent `beta_period` and
|
||
`z_period` windows.
|
||
- **Lead–Lag Cross-Correlation** (`LeadLagCrossCorrelation`) — the integer
|
||
offset `k ∈ [−max_lag, max_lag]` that maximises `|corr(a[t], b[t+k])|`,
|
||
answering which of two assets leads the other and by how many bars. Emits
|
||
`{ lag, correlation }`; a positive lag means `a` leads `b`.
|
||
- **Cointegration** (`Cointegration`) — the Engle–Granger two-step screen for
|
||
pairs trading: a rolling OLS hedge ratio `β`, the spread (residual)
|
||
`a − (α + β·b)`, and an augmented Dickey–Fuller `t`-statistic on the spread
|
||
(configurable `adf_lags`). A strongly negative statistic flags a
|
||
mean-reverting, tradeable spread. Emits `{ hedge_ratio, spread, adf_stat }`.
|
||
- **Relative Strength A-vs-B** (`RelativeStrengthAB`) — the comparative
|
||
relative strength of two assets: the ratio line `a / b` together with its
|
||
moving average and its RSI, the classic asset-vs-asset / asset-vs-index
|
||
rotation screen. Emits `{ ratio, ratio_ma, ratio_rsi }`.
|
||
|
||
## [0.4.0] - 2026-06-01
|
||
|
||
### Added
|
||
- **Build-provenance attestations for release artifacts.** The release workflow
|
||
now emits signed SLSA build-provenance attestations for the published crates
|
||
and Python wheels/sdist (`actions/attest-build-provenance`); npm packages
|
||
carry inline Sigstore provenance from `npm publish --provenance`. Every
|
||
published artifact is cryptographically traceable to this repository's release
|
||
workflow run.
|
||
|
||
### Security
|
||
- **CodeQL static analysis and OpenSSF Scorecard run in CI.** CodeQL (Rust,
|
||
Python, JavaScript) and the OpenSSF Scorecard workflow now run on every push;
|
||
results appear under Security → Code scanning and a public Scorecard badge is
|
||
shown in the README.
|
||
- **CI workflows hardened against script injection.** Untrusted event contexts
|
||
(PR branch names, `workflow_dispatch` inputs) are passed through the step
|
||
environment instead of being interpolated directly into shell commands.
|
||
|
||
### Changed
|
||
- **Node binding: invalid indicator periods now throw instead of being silently
|
||
clamped.** The scalar-indicator constructors previously clamped `period = 0`
|
||
to `1`; every Node constructor now propagates the core's validation error
|
||
(e.g. `period must be greater than zero`), matching the Python and WASM
|
||
bindings and the Rust core. Constructing with a valid period is unaffected.
|
||
- **Binding package READMEs are now per-ecosystem.** The Python, Node.js, and
|
||
WebAssembly READMEs were byte-identical 314-line copies of the workspace
|
||
README and had drifted out of sync (stale indicator count, Python snippets
|
||
shown on the Node and WASM package pages). Each is now a focused landing page
|
||
with the correct install command, a language-correct quick-start snippet, and
|
||
links to the canonical documentation — removing the manual three-way sync
|
||
burden. No code or API changes.
|
||
- **CONTRIBUTING now states the correct MSRV (1.86 workspace / 1.88
|
||
`bindings/node`)** and documents that these are the dependency-forced floors,
|
||
kept minimal on purpose. The previous text claimed 1.75 / 1.77, which the
|
||
`msrv` CI job has enforced against since the criterion and napi-build bumps.
|
||
|
||
## [0.3.1] - 2026-05-30
|
||
|
||
### Fixed
|
||
- **Release pipeline — CycloneDX SBOM generation.** `cargo-cyclonedx` has no
|
||
`-p`/`--package` selector; it walks the whole workspace in a single pass.
|
||
The `release.yml` SBOM step invoked it as `cargo cyclonedx … -p <crate>` and
|
||
aborted with `error: unexpected argument '-p' found`, which failed the
|
||
crates.io publish job *after* the crates were already published and skipped
|
||
the GitHub Release attach-assets job (no release page, no SBOM artefacts).
|
||
The step now runs a single workspace pass and collects the three crates.io
|
||
crate SBOMs. No library changes relative to 0.3.0 — this patch republishes
|
||
the same code with a working release pipeline.
|
||
|
||
## [0.3.0] - 2026-05-30
|
||
|
||
### Added
|
||
- **Family 15 — Risk / Performance metrics (17 new indicators).** Implemented
|
||
pragmatically as standard `Indicator`s rather than a separate
|
||
`wickra-metrics` crate; the input is a scalar `f64` per bar (period return,
|
||
equity sample, or trade P&L depending on the metric).
|
||
- **Scalar `Indicator<f64>` — 14 metrics:** Sharpe Ratio, Sortino Ratio,
|
||
Calmar Ratio, Omega Ratio, Max Drawdown (rolling), Average Drawdown,
|
||
Drawdown Duration (time-under-water), Pain Index, Value at Risk
|
||
(historical, linear-interpolated percentile), Conditional Value at Risk
|
||
(Expected Shortfall), Profit Factor, Gain/Loss Ratio, Recovery Factor,
|
||
Kelly Criterion.
|
||
- **Two-series `Indicator<(f64, f64)>` — 3 metrics on `(asset_return,
|
||
benchmark_return)` pairs:** Treynor Ratio, Information Ratio,
|
||
Jensen's Alpha (CAPM).
|
||
- **Candlestick patterns family (15 indicators).** A new "Candlestick
|
||
Patterns" family covers the standard 1- to 3-bar reversal and
|
||
continuation shapes: `Doji`, `Hammer`, `InvertedHammer`, `HangingMan`,
|
||
`ShootingStar`, `Engulfing`, `Harami`, `MorningEveningStar`,
|
||
`ThreeSoldiersOrCrows`, `PiercingDarkCloud`, `Marubozu`, `Tweezer`,
|
||
`SpinningTop`, `ThreeInside` and `ThreeOutside`. Every detector takes a
|
||
`Candle` and emits a signed `f64` (`+1.0` bullish, `-1.0` bearish, `0.0`
|
||
no pattern; `Doji` is direction-less and emits `+1.0`/`0.0`). The MVP is
|
||
a pattern-shape check only — no trend filter is applied. Available
|
||
across Rust, Python, Node and WASM bindings. Harmonic and chart
|
||
patterns remain out of scope and will follow once the pattern-detection
|
||
framework (pivot detector + multi-bar state machines) lands.
|
||
- **Market Profile family** (3 new indicators, opens family #9 across the
|
||
catalogue):
|
||
- `ValueArea(period, bin_count, value_area_pct)` — rolling
|
||
bin-approximation volume profile over the last `period` candles.
|
||
Outputs `{poc, vah, val}`: Point of Control is the bin with the highest
|
||
cumulative volume; the Value Area expands symmetrically from POC and
|
||
always absorbs the higher-volume neighbour next, until the configured
|
||
percentage of total volume (default 70%) is enclosed. Each candle's
|
||
volume is spread uniformly across its `[low, high]` range; single-print
|
||
bars (`low == high`) drop their entire volume into one bin.
|
||
- `InitialBalance(period)` — first-N-bar session high / low, frozen
|
||
once `period` bars have been ingested. Outputs `{high, low}`. Default
|
||
`period = 12` (one-hour IB on 5-minute bars for US equities). Callers
|
||
MUST invoke `reset()` at every session boundary, otherwise the IB
|
||
locks and stays fixed for the lifetime of the instance.
|
||
- `OpeningRange(period)` — same lock-after-N-bars semantics as IB but
|
||
with a smaller default window (`period = 6`, 30 min on 5-minute
|
||
bars) and a third output `breakout_distance` = `close - or_mid`,
|
||
signed (positive above the range, negative below).
|
||
- Histogram-output Market Profile variants (Volume Profile / VPVR /
|
||
Composite Profile) and tick-data-only variants (TPO / Single Print /
|
||
Cumulative Delta / Order Flow Delta / Volume-Weighted Open) are
|
||
deliberately out of scope of this PR: the former need a new
|
||
histogram-output API layer, the latter need tick / L2 data which
|
||
`wickra-data` does not yet expose.
|
||
- **Family 12 — Statistik / Regression (13 indicators).** A complete
|
||
statistical toolkit for analysing rolling price distributions and
|
||
cross-series relationships. Every indicator ships in the Rust core
|
||
plus all three bindings (Python, Node, WASM), with full streaming +
|
||
batch parity, fuzz coverage, and benches against the BTCUSDT
|
||
dataset:
|
||
- **Variance** — rolling population variance (`StdDev` squared).
|
||
- **CoefficientOfVariation** — `StdDev / Mean`, dimensionless dispersion.
|
||
- **Skewness** — rolling third standardised moment (Pearson skewness).
|
||
- **Kurtosis** — rolling excess kurtosis (fourth moment minus `3`).
|
||
- **StandardError** — standard error of estimate for the rolling OLS
|
||
fit, with `n − 2` residual degrees of freedom.
|
||
- **DetrendedStdDev** — population standard deviation of OLS
|
||
residuals (the StdDev that remains after subtracting the linear
|
||
trend).
|
||
- **RSquared** — coefficient of determination of the rolling OLS
|
||
fit; the trend-quality filter.
|
||
- **MedianAbsoluteDeviation** — robust dispersion measure that
|
||
survives outliers (median of absolute deviations from the median).
|
||
- **Autocorrelation** — rolling lag-`k` Pearson autocorrelation;
|
||
detects periodicity and tests for white-noise behaviour.
|
||
- **HurstExponent** — R/S-analysis estimator of trend-persistence
|
||
vs. mean-reversion regime (`0.5` is random walk).
|
||
- **PearsonCorrelation** — rolling correlation between two
|
||
synchronised series; takes `(x, y)` pairs.
|
||
- **Beta** — rolling OLS slope of an asset on a benchmark; the CAPM
|
||
sensitivity coefficient.
|
||
- **SpearmanCorrelation** — rolling rank correlation (monotone,
|
||
outlier-robust analogue of Pearson).
|
||
|
||
Indicator count: 71 → 84.
|
||
- **Family 13 — Ichimoku & alternative charts.** Two new indicators:
|
||
- `Ichimoku` (Ichimoku Kinko Hyo) — the full five-line cloud system
|
||
(Tenkan-sen, Kijun-sen, Senkou Span A/B, Chikou Span) with the
|
||
classic `(9, 26, 52, 26)` defaults and configurable periods. Forward
|
||
displacement is handled in a streaming ring buffer so the
|
||
currently-visible Senkou A/B at bar *n* are the values computed
|
||
from bar *n − displacement*.
|
||
- `HeikinAshi` — the candle smoothing transform that recursively
|
||
averages OHLC into a four-component output (`ha_open`, `ha_high`,
|
||
`ha_low`, `ha_close`). Seeds `ha_open` from the first bar's
|
||
`(open + close) / 2`.
|
||
|
||
Exposed in all four bindings (Rust, Python, Node, WASM). Renko,
|
||
Kagi, and Point & Figure from the family ideas list are deferred:
|
||
they are custom bar generators rather than indicators and belong in
|
||
`wickra-data`.
|
||
- **Family 10 — Ehlers / Cycle (DSP) indicators.** 16 new
|
||
streaming-first indicators implementing John Ehlers'
|
||
digital-signal-processing school of cycle analytics — a strong
|
||
differentiation feature versus TA-Lib and pandas-ta, which only
|
||
ship fragments of this catalogue:
|
||
- **MAMA / FAMA** (MESA Adaptive Moving Average + Following
|
||
Adaptive Moving Average) — phase-rate-adaptive smoothing pair
|
||
from the 2001 MESA paper, exposed both jointly via `Mama` (multi-
|
||
output) and as a scalar `Fama` wrapper.
|
||
- **Fisher Transform** and **Inverse Fisher Transform** — Gaussian
|
||
normalisation of price (Ehlers 2002) and its tanh-based bounded
|
||
counterpart for oscillators.
|
||
- **SuperSmoother**, **Roofing Filter**, **Decycler** and **Decycler
|
||
Oscillator** — 2-pole Butterworth lowpass, bandpass and
|
||
high-pass complement building blocks from *Cycle Analytics for
|
||
Traders* (2013).
|
||
- **Hilbert Dominant Cycle**, **Sine Wave** and **Adaptive Cycle**
|
||
— Hilbert-transform-based period estimation from *Rocket Science
|
||
for Traders* (2001).
|
||
- **Center of Gravity**, **Cybernetic Cycle Component**,
|
||
**Instantaneous Trendline**, **Ehlers Stochastic** and
|
||
**Empirical Mode Decomposition** — EasyLanguage classics from
|
||
Ehlers' published catalogue.
|
||
- All sixteen are exposed across Rust, Python, Node.js and WASM
|
||
bindings, fuzz-tested, benchmarked against real BTCUSDT
|
||
1-minute data, and pass `batch == streaming` equivalence.
|
||
- Indicator count rises from 71 to **87** across **nine** families.
|
||
- **DeMark family (family 11) — 12 new indicators.** TD Setup (9-bar
|
||
buy/sell setup counter with parameterised lookback and target), TD
|
||
Sequential (Setup + Countdown phase machine emitting setup count,
|
||
countdown count and active countdown direction), TD DeMarker
|
||
(bounded [0, 1] range oscillator built from high/low expansions),
|
||
TD REI (Range Expansion Index — bounded ±100 oscillator with the
|
||
classic 5-bar default), TD Pressure (volume-weighted buying /
|
||
selling pressure normalised to ±100), TD Combo (aggressive
|
||
countdown variant with extra monotone-low / monotone-close
|
||
strictness conditions on top of the classic countdown rule), TD
|
||
Countdown (standalone 13-bar countdown phase machine emitting
|
||
only the signed countdown count and direction — smaller streaming
|
||
payload than the full TD Sequential), TD Lines (TDST horizontal
|
||
support / resistance levels derived from the highs and lows of
|
||
the most-recently-completed setup), TD Range Projection (next-bar
|
||
high / low projection from the current bar's OHLC via DeMark's
|
||
open-vs-close-weighted pivot), TD Differential (2-bar
|
||
buying-pressure-vs-selling-pressure reversal pattern emitting
|
||
+1 / -1 / 0), TD Open (gap-and-fade reversal pattern emitting
|
||
+1 / -1 / 0 when the open prints outside the prior bar's range
|
||
but the subsequent action recovers back into it), and TD Risk
|
||
Level (protective stop levels derived from the lowest-low / highest-
|
||
high setup bar's true range). All twelve are exposed through the
|
||
Rust, Python, Node, and WASM bindings with `batch == streaming`
|
||
equivalence tests, candle-stream fuzz coverage, and benchmark
|
||
entries on the BTCUSDT 1-minute dataset.
|
||
- **Family 08 — Pivots & Support/Resistance.** Seven new indicators land
|
||
the previously empty pivot family: Classic (Floor-Trader) Pivot Points
|
||
with three resistance and support tiers, Fibonacci Pivots spaced by
|
||
0.382 / 0.618 / 1.000 of the prior range, Camarilla Pivots
|
||
(Nick Stott's four-tier `(H − L) · 1.1 / {12, 6, 4, 2}` levels),
|
||
Woodie Pivots with the close-weighted `PP = (H + L + 2·C) / 4`,
|
||
DeMark Pivots whose conditional `X` depends on whether the bar closed
|
||
up, down or flat, Williams Fractals as a five-bar swing detector and
|
||
ZigZag as a percent-threshold swing tracker. Every level/swing is
|
||
exposed across Rust, Python, Node and WASM with the standard
|
||
`update` / `batch` / `reset` / `is_ready` / `warmup_period` surface
|
||
and matching streaming-vs-batch and reference-value tests. The fuzz
|
||
candle target now covers all seven.
|
||
- **Family 09 — Trailing Stops, seven new indicators.** Rounds out the
|
||
trailing-stop family from 5 to 12: `HiLoActivator` (Crabel's
|
||
SMA-of-high / SMA-of-low trail), `VoltyStop` (Cynthia Kase's
|
||
extreme-anchor ATR stop), `YoyoExit` (long-only ATR trail with a
|
||
re-entry trigger), `DonchianStop` (the original Turtle exit, lowest
|
||
low / highest high), `PercentageTrailingStop` (fixed-percent trail),
|
||
`StepTrailingStop` (round-number grid trail) and `RenkoTrailingStop`
|
||
(block-anchored Renko-style trail). All wired into the four bindings
|
||
(Rust, Python, Node, WASM), the streaming + batch fuzz targets, and
|
||
the bench harness.
|
||
- **Klinger Volume Oscillator (KVO).** Stephen J. Klinger's trend-aware
|
||
volume-force oscillator: `EMA(vf, fast) − EMA(vf, slow)` over a daily
|
||
volume force scaled by cumulative-measurement ratio. Classic
|
||
`(fast, slow) = (34, 55)` exposed via `Kvo::classic()`.
|
||
- **Volume Oscillator (VO).** Percent difference between a fast and a
|
||
slow SMA of bar volume: `100 · (SMA(vol, fast) − SMA(vol, slow)) /
|
||
SMA(vol, slow)`. Default `(14, 28)`.
|
||
- **Negative Volume Index (NVI).** Paul Dysart's cumulative index that
|
||
only updates on volume-contraction bars (`volume_t < volume_{t−1}`),
|
||
absorbing the percent close change on those quiet days. Fosback
|
||
baseline `1000.0`, configurable via `Nvi::with_baseline`.
|
||
- **Positive Volume Index (PVI).** The complementary index that
|
||
updates on volume-expansion bars (`volume_t > volume_{t−1}`).
|
||
- **Williams Accumulation/Distribution.** Larry Williams' volume-less
|
||
cumulative flow that anchors to the previous close (true high/low) and
|
||
classifies each bar as accumulation, distribution, or neutral by the
|
||
sign of the close-to-close change.
|
||
- **Anchored VWAP.** A cumulative VWAP whose accumulation begins at a
|
||
user-chosen anchor bar rather than the session open. Re-anchor at
|
||
runtime via `AnchoredVwap::set_anchor` for click-to-anchor trader
|
||
workflows.
|
||
- **Demand Index (Sibbet).** James Sibbet's smoothed buying-vs-selling
|
||
pressure ratio in the streaming-friendly textbook form
|
||
`EMA(volume · close-return · (1 + range/close), period)`.
|
||
- **Time Segmented Volume (TSV).** Don Worden's rolling sum of signed
|
||
volume weighted by the close-to-close move: a window-sum measure of
|
||
net accumulation/distribution.
|
||
- **Volume Zone Oscillator (VZO).** Walid Khalil's normalised
|
||
volume-flow oscillator bounded in `[−100, 100]`, defined as
|
||
`100 · EMA(signed_volume) / EMA(volume)`.
|
||
- **Market Facilitation Index (Bill Williams).** Per-bar
|
||
`(high − low) / volume` — how much price movement the market produces
|
||
per unit of volume.
|
||
- **ADXR (Average Directional Movement Index Rating)** in the Trend &
|
||
Directional family. Wilder's directional-strength smoother: the
|
||
average of the current `ADX` and the `ADX` from `period - 1` bars
|
||
ago. Warmup is `3 * period - 1` (e.g. 41 for the default `period =
|
||
14`). Shipped across all four bindings (Rust core, Python, Node,
|
||
WASM) plus fuzz/test/bench coverage.
|
||
- **Random Walk Index (RWI)** in the Trend & Directional family. Mike
|
||
Poulos' trend-vs.-random-walk gauge: for each lookback `i ∈ [2,
|
||
period]` the ratio of actual displacement to the random-walk
|
||
expectation `ATR_i * sqrt(i)` is taken; the per-bar output is the
|
||
maximum across lookbacks for both the high (`RWI_High`) and low
|
||
(`RWI_Low`) directions. Multi-output `(high, low)` across all four
|
||
bindings; warmup `= period`.
|
||
- **Trend Intensity Index (TII)** in the Trend & Directional family.
|
||
M.H. Pee's `[0, 100]` oscillator: the share of the most recent
|
||
`dev_period` SMA-deviations that are positive, scaled to
|
||
`[0, 100]`. Saturates at 100 on a pure uptrend, at 0 on a pure
|
||
downtrend, and returns the neutral 50 on a perfectly flat market.
|
||
Canonical Python defaults `(sma_period=60, dev_period=30)`; warmup
|
||
`= sma_period + dev_period − 1`.
|
||
- **Wave Trend Oscillator (LazyBear)** in the Trend & Directional
|
||
family. Two-line mean-reverting momentum gauge built from the
|
||
typical price and three cascaded EMAs:
|
||
`esa = EMA(ap, channel)`, `d = EMA(|ap − esa|, channel)`,
|
||
`ci = (ap − esa) / (0.015 · d)`, `wt1 = EMA(ci, average)`,
|
||
`wt2 = SMA(wt1, signal)`. `WaveTrend::classic()` exposes the
|
||
LazyBear defaults `(channel = 10, average = 21, signal = 4)`;
|
||
warmup `= 2 · channel + average + signal − 3` (42 for the classic
|
||
defaults). Includes a sub-ULP flat-tolerance guard on `ci` so a
|
||
perfectly flat market reports `(0, 0)` instead of the
|
||
mathematically indeterminate `−1 / 0.015 = −66.67`. Multi-output
|
||
`(wt1, wt2)` across all four bindings.
|
||
- **Family 05 — Bands & Channels (11 new indicators).** Eleven additional
|
||
price-envelope overlays organised into the new "Bands & Channels"
|
||
family, exposed across all four bindings (Rust, Python, Node, WASM):
|
||
- `MaEnvelope` — SMA centerline with fixed-percent envelope (the oldest
|
||
band overlay still in use).
|
||
- `AccelerationBands` — Price Headley's momentum-biased bands that widen
|
||
with the bar's relative range `(H − L) / (H + L)`.
|
||
- `StarcBands` — Stoller Average Range Channel: SMA(close) ± k·ATR
|
||
(Keltner's SMA-centerline sibling).
|
||
- `AtrBands` — Close-anchored envelope of width `k · ATR`, the standard
|
||
volatility-targeting stop/target band.
|
||
- `HurstChannel` — SMA centerline wrapped by the rolling high-low range
|
||
(Brian Millard / Hurst-cycle channel).
|
||
- `LinRegChannel` — Linear-regression endpoint ± k·σ of the residuals,
|
||
measuring dispersion about the *trend* rather than the mean.
|
||
- `StandardErrorBands` — Linear regression with the OLS standard error
|
||
(denominator `n − 2`) for prediction-interval bands.
|
||
- `DoubleBollinger` — Kathy Lien's `±1σ` plus `±2σ` zone-partition setup.
|
||
- `TtmSqueeze` — John Carter's BB-inside-KC squeeze flag paired with a
|
||
detrended-close momentum reading.
|
||
- `FractalChaosBands` — Bill Williams 5-bar fractal high/low envelope.
|
||
- `VwapStdDevBands` — Cumulative VWAP with volume-weighted standard
|
||
deviation bands.
|
||
Indicator count rises from 71 to 82 across nine families; the README
|
||
family table and the wiki overview/sidebar/warmup pages were updated to
|
||
match.
|
||
- **Yang-Zhang Volatility.** Yang & Zhang (2000) gold-standard OHLC
|
||
estimator: a convex blend of overnight (close-to-open), open-to-close
|
||
and Rogers-Satchell variances. The blending factor
|
||
`k = 0.34 / (1.34 + (n+1)/(n-1))` is the one that minimises
|
||
estimator variance under driftless GBM with overnight gaps. The
|
||
overnight and open-to-close pieces use sample variance (Bessel's
|
||
correction, divisor `n−1`), so the indicator needs `period + 1` bars
|
||
to emit. Output annualised to a percent. Defaults: `period = 20`,
|
||
`trading_periods = 252`. The recommended OHLC estimator for equities,
|
||
futures, and any asset with material close-to-open gaps.
|
||
- **Rogers-Satchell Volatility.** Drift-free OHLC realised-volatility
|
||
estimator from Rogers, Satchell & Yoon (1994). Per-bar sample is
|
||
`ln(H/C)·ln(H/O) + ln(L/C)·ln(L/O)`; every term is non-negative by
|
||
construction (high >= open, close; low <= open, close), so the
|
||
rolling mean is exact, not biased, under arbitrary drift. The
|
||
algebraic drift-cancellation is what differentiates it from
|
||
Garman-Klass. Output annualised to a percent. Defaults:
|
||
`period = 20`, `trading_periods = 252`.
|
||
- **Garman-Klass Volatility.** Garman & Klass (1980) OHLC realised
|
||
volatility estimator: per-bar sample is
|
||
`0.5·(ln H/L)² − (2·ln2 − 1)·(ln C/O)²`, then take the annualised
|
||
square root of the rolling mean. Roughly 7.4× more statistically
|
||
efficient than close-to-close stddev under driftless GBM. Output
|
||
annualised to a percent. Defaults: `period = 20`,
|
||
`trading_periods = 252`.
|
||
- **Parkinson Volatility.** Michael Parkinson's (1980) high-low realised
|
||
volatility estimator: `sigma² = (1 / (4n·ln2)) · Σ (ln(H/L))²`. Output
|
||
annualised to a percent in the same style as `HistoricalVolatility`
|
||
(pass `trading_periods = 1` for the raw per-bar `sigma·100` figure).
|
||
Roughly 5× more statistically efficient than close-to-close stddev
|
||
under a driftless-GBM assumption. Defaults: `period = 20`,
|
||
`trading_periods = 252`.
|
||
- **RVIVolatility (Relative Volatility Index).** Donald Dorsey's
|
||
RSI-shaped volatility gauge: partition the rolling standard
|
||
deviation of close into "up" (close rose) and "down" (close fell)
|
||
samples, Wilder-smooth each side, and compute
|
||
`100 · AvgUp / (AvgUp + AvgDown)`. Bounded on `[0, 100]`; saturates
|
||
at `100` in pure uptrends, `0` in pure downtrends, and falls back to
|
||
`50` on a completely flat series (same undefined-RS convention as
|
||
`RSI`). Single `period` parameter (default `10`) drives both the
|
||
stddev window and the Wilder smoothing. Named `RVIVolatility` rather
|
||
than plain `RVI` to disambiguate from Relative Vigor Index, which
|
||
ships in Family 02 under the shorter `RVI` name.
|
||
- **Family 03 — MACD & Price Oscillators.** `Stc` (Schaff Trend Cycle,
|
||
Doug Schaff): doubly-`Stochastic`-smoothed MACD producing a bounded
|
||
`[0, 100]` reading that reacts faster than `MACD` itself. Four
|
||
parameters `(fast = 23, slow = 50, schaff_period = 10, factor = 0.5)`.
|
||
Output is clamped to `[0, 100]` to absorb floating-point rounding.
|
||
Exposed in all four bindings.
|
||
- **Family 03 — MACD & Price Oscillators.** `ElderImpulse` (Alexander
|
||
Elder's Impulse System): tri-state momentum gauge combining `EMA`
|
||
trend slope with `MACD` histogram slope. Returns `+1` (green/buy)
|
||
when both rise, `−1` (red/sell) when both fall, `0` (blue/neutral)
|
||
on disagreement. Four parameters
|
||
`(ema_period, macd_fast, macd_slow, macd_signal)`; defaults
|
||
`(13, 12, 26, 9)` track *Come Into My Trading Room*. Exposed in all
|
||
four bindings.
|
||
- **Family 03 — MACD & Price Oscillators.** `ZeroLagMacd`: classic
|
||
MACD topology with `ZLEMA` substituted for `EMA` everywhere — faster
|
||
reaction to trend changes at the cost of slightly noisier readings.
|
||
Multi-output `ZeroLagMacdOutput { macd, signal, histogram }`. Three
|
||
parameters `(fast = 12, slow = 26, signal = 9)`; `fast` must be
|
||
strictly less than `slow`. Exposed in all four bindings.
|
||
- **Family 03 — MACD & Price Oscillators.** `CFO` (Chande Forecast
|
||
Oscillator): `100 · (close − LinReg(close, period)) / close`. Positive
|
||
when the close overshoots the linear forecast, negative when it
|
||
undershoots. Holds the previous value if the close is zero. Default
|
||
period 14. Exposed in all four bindings.
|
||
- **Family 03 — MACD & Price Oscillators.** `AwesomeOscillatorHistogram`:
|
||
`AO − SMA(AO, sma_period)`. A configurable variant of the existing
|
||
`AcceleratorOscillator` (which fixes `(fast, slow, sma) = (5, 34, 5)`).
|
||
Three parameters; defaults match Bill Williams' Accelerator. Exposed
|
||
in all four bindings.
|
||
- **Family 03 — MACD & Price Oscillators.** `APO` (Absolute Price
|
||
Oscillator): `EMA(close, fast) − EMA(close, slow)`. Like MACD's line
|
||
without the signal EMA. Default `(fast = 12, slow = 26)`. `fast` must
|
||
be strictly less than `slow`. Exposed in all four bindings.
|
||
- **Family 02 — Momentum Oscillators.** `Inertia` (Dorsey): a
|
||
`LinearRegression` smoothing of the `RVI` series — preserves trend
|
||
direction while damping the underlying ratio. Candle input, two
|
||
parameters `(rvi_period, linreg_period)` (defaults 14 / 20). Exposed
|
||
in all four bindings.
|
||
- **Family 02 — Momentum Oscillators.** `ConnorsRsi`: Larry Connors'
|
||
3-component aggregate — `RSI(close)`, `RSI(streak)`, and the
|
||
percentile rank of the 1-bar return over the recent `period_rank`
|
||
returns. Bounded in `[0, 100]`. Three parameters
|
||
`(period_rsi, period_streak, period_rank)` (defaults 3 / 2 / 100).
|
||
Exposed in all four bindings.
|
||
- **Family 02 — Momentum Oscillators.** `LaguerreRsi` (Ehlers):
|
||
four-stage Laguerre polynomial filter wrapped in an RSI-style up/down
|
||
accumulator. Single parameter `gamma` in `[0, 1]` (default 0.5) trades
|
||
lag for smoothness. State is seeded to the first input so a constant
|
||
series stays at the neutral 50. Output clamped to `[0, 100]`. Exposed
|
||
in all four bindings.
|
||
- **Family 02 — Momentum Oscillators.** `SMI` (Stochastic Momentum
|
||
Index, Blau): doubly-`EMA`-smoothed bounded oscillator measuring the
|
||
close's displacement from the centre of the recent high-low range,
|
||
scaled by the smoothed range. Candle input, three parameters
|
||
`(period, d_period, d2_period)` (defaults 5 / 3 / 3). Exposed in all
|
||
four bindings.
|
||
- **Family 02 — Momentum Oscillators.** `KST` (Know Sure Thing, Pring):
|
||
weighted sum of four `SMA`-smoothed `ROC` series with Pring's fixed
|
||
weights `1, 2, 3, 4`, plus an `SMA` signal line. Nine parameters
|
||
(four ROC periods, four SMA periods, signal period); `Kst::classic()`
|
||
uses Pring's recommended defaults. Multi-output indicator emitting
|
||
`KstOutput { kst, signal }`. Exposed in all four bindings.
|
||
- **Family 02 — Momentum Oscillators.** `PGO` (Pretty Good Oscillator,
|
||
Mark Johnson): `(close − SMA(close, period)) / EMA(TR, period)`.
|
||
Candle input, single parameter `period` (default 14). Roughly counts
|
||
how many ATR-equivalents the close is from its mean. Exposed in all
|
||
four bindings.
|
||
- **Family 02 — Momentum Oscillators.** `RVI` (Relative Vigor Index,
|
||
Dorsey): per-bar ratio `SMA(close - open, period) / SMA(high - low,
|
||
period)`. Candle input, single parameter `period` (default 10).
|
||
Positive on average-bullish windows, negative on average-bearish.
|
||
Holds previous value if the entire window has zero range. Exposed in
|
||
all four bindings.
|
||
- **Family 01 — Moving Averages.** `ALMA` (Arnaud Legoux Moving Average):
|
||
Gaussian-weighted moving average with configurable centre (`offset` in
|
||
`[0, 1]`) and kernel width (`sigma > 0`). Community-standard defaults
|
||
`(period = 9, offset = 0.85, sigma = 6.0)` available via `Alma::classic()`.
|
||
Exposed in all four bindings (Rust, Python, Node, WASM).
|
||
- **Family 01 — Moving Averages.** `EVWMA` (Elastic Volume-Weighted
|
||
Moving Average, Fries 2001): an "elastic" recurrence whose smoothing
|
||
weight is the bar's volume relative to the running window-volume.
|
||
Candle input (uses close + volume), single parameter `period`
|
||
(default 20). Holds its previous value if the entire window has zero
|
||
volume. Exposed in all four bindings.
|
||
- **Family 01 — Moving Averages.** `Alligator` (Bill Williams): three
|
||
SMMA lines (Jaw / Teeth / Lips) of the median price `(high + low) / 2`
|
||
with default periods 13 / 8 / 5. Multi-output indicator emitting
|
||
`AlligatorOutput { jaw, teeth, lips }`. Visual chart shift is left to
|
||
the consumer. Exposed in all four bindings.
|
||
- **Family 01 — Moving Averages.** `JMA` (Jurik Moving Average):
|
||
three-stage filter reconstruction of Mark Jurik's adaptive MA.
|
||
Three parameters: `period` (14), `phase` in `[-100, 100]` (0), `power`
|
||
in `1..=4` (2). State is seeded to the first input so a constant series
|
||
is reproduced exactly. Exposed in all four bindings.
|
||
- **Family 01 — Moving Averages.** `VIDYA` (Variable Index Dynamic
|
||
Average, Chande 1992): EMA whose smoothing factor is scaled by the
|
||
absolute Chande Momentum Oscillator. Two parameters `period` and
|
||
`cmo_period` (defaults 14 / 9). Exposed in all four bindings.
|
||
- **Family 01 — Moving Averages.** `FRAMA` (Fractal Adaptive Moving
|
||
Average, Ehlers 2005): adapts its smoothing constant to the fractal
|
||
dimension of the recent window — fast in trends, slow in chop. Single
|
||
parameter `period` (must be even, default 16). Exposed in all four
|
||
bindings.
|
||
- **Family 01 — Moving Averages.** `McGinleyDynamic`: John McGinley's
|
||
self-adjusting MA. Single parameter `period`; the recurrence
|
||
`MD + (price - MD) / (0.6 * period * (price / MD)^4)` speeds up when price
|
||
falls below the indicator and damps when price runs above. Seeded with the
|
||
simple average of the first `period` inputs. Exposed in all four bindings.
|
||
|
||
## [0.2.7] - 2026-05-24
|
||
|
||
### Added
|
||
- **Windows ARM64 is back.** npm Support unblocked the
|
||
`wickra-win32-arm64-msvc` sub-package name (same path
|
||
`wickra-win32-x64-msvc` took through 0.1.4) and transferred write
|
||
access to @kingchenc. 0.2.7 ships the binding for
|
||
`aarch64-pc-windows-msvc` alongside the existing five platforms:
|
||
the `napi.triples.additional` entry, the `optionalDependencies`
|
||
pin, the `bindings/node/npm/win32-arm64-msvc/` sub-package and the
|
||
`windows-11-arm` row of the release.yml node-build matrix are all
|
||
restored from 8aa74cb. `npm install wickra` on Windows ARM64 now
|
||
resolves to a native build instead of failing the loader's
|
||
optional-dep lookup. PyPI's `win_arm64` wheel was unaffected and
|
||
carries through as before.
|
||
|
||
### Changed
|
||
- **Benchmark CPU renamed.** The "Reproduced on" line in every
|
||
README listed an AMD Ryzen 9 7950X3D; the canonical machine is
|
||
actually a Ryzen 9 9950X. Speedup ratios in the tables are
|
||
unchanged (they're relative across libraries on the same machine),
|
||
only the labelling is corrected. The performance-regression issue
|
||
template's CPU example was updated for consistency.
|
||
|
||
## [0.2.6] - 2026-05-24
|
||
|
||
### Fixed
|
||
- **docs.rs build.** Rust 1.92 removed the `doc_auto_cfg` feature gate
|
||
and folded it back into `doc_cfg` (rust-lang/rust#138907). docs.rs
|
||
builds against the latest nightly and sets `--cfg docsrs`, so every
|
||
published 0.2.x failed with E0557 on the
|
||
`#![cfg_attr(docsrs, feature(doc_auto_cfg))]` line at the top of
|
||
`wickra`, `wickra-core`, and `wickra-data`. GitHub CI didn't see
|
||
this — stable rustc never enables the `docsrs` cfg. The three
|
||
library crates now gate on `doc_cfg` (same intent, same rendered
|
||
output on docs.rs, builds again on nightly).
|
||
|
||
### Changed
|
||
- **README — Wickra is now the top row of every comparison table.**
|
||
The "Why Wickra exists" library matrix and the per-indicator
|
||
benchmark tables previously placed Wickra at the bottom; a reader
|
||
landing on the README is here to compare *against* Wickra, so the
|
||
pivot row belongs at the top with a ★ marker. Same column data,
|
||
same winner annotations — only row order changed. Mirrored across
|
||
the umbrella README and every binding README so crates.io / PyPI /
|
||
npm landing pages stay in sync.
|
||
|
||
## [0.2.5] - 2026-05-24
|
||
|
||
### Added
|
||
- `BinanceConfig` plus `BinanceKlineStream::connect_with_config(symbols, interval, config)`
|
||
in `wickra-data`'s `live::binance` module. `connect()` keeps its previous
|
||
signature and now forwards to the new entry-point with the defaults, so the
|
||
public API is backwards-compatible. The config lets callers point the
|
||
stream at Binance Testnet (`wss://testnet.binance.vision`) or tune the
|
||
read timeout, reconnect attempt count, initial / capped backoff and frame
|
||
size limits without rewriting the connector.
|
||
- README **Disclaimer** section clarifying that Wickra is an indicator
|
||
toolkit (not a trading system) and that any production-trading use is at
|
||
the caller's own risk. The legal terms in [LICENSE](LICENSE) are
|
||
unchanged.
|
||
|
||
### Changed
|
||
- `BinanceKlineStream::next_event` now writes the Pong reply to a server
|
||
`Ping` on a best-effort basis. A failed write means the connection is
|
||
already dead, so the existing timeout / read-error reconnect arm one
|
||
loop iteration later picks it up — the previous explicit reconnect on
|
||
Pong-write failure is gone. Observable behaviour is unchanged for every
|
||
healthy connection.
|
||
|
||
## [0.2.1] - 2026-05-23
|
||
|
||
### Changed
|
||
- **MSRV bumped.** Workspace minimum supported Rust version is now **1.86**
|
||
(was 1.75) and the Node binding (`wickra-node`) is now **1.88** (was 1.77).
|
||
The bumps are driven by transitive-dependency floors that were lifted in
|
||
recent updates: `criterion 0.8.2` (the bench dev-dep) requires Rust 1.86,
|
||
and `napi-build >= 2.3.2` requires Rust 1.88. Pinning those deps to the
|
||
older versions would have frozen us out of future security fixes from
|
||
those upstreams, so lifting the MSRV is the cleaner path for a young 0.x
|
||
library. Downstream consumers on older Rust toolchains can stay on
|
||
Wickra 0.2.0.
|
||
- Bumped the bench dev-dep `criterion` from 0.5 to 0.8 and migrated
|
||
`bindings/wickra/benches/indicators.rs` from the deprecated
|
||
`criterion::black_box` re-export to the stable `std::hint::black_box`.
|
||
- Bumped `tokio-tungstenite` from 0.24 to 0.29. `WebSocketConfig` became
|
||
`#[non_exhaustive]` upstream, so the struct-literal construction in
|
||
`crates/wickra-data/src/live/binance.rs` is rewritten to the
|
||
builder-style `WebSocketConfig::default().max_message_size(..).max_frame_size(..)`.
|
||
Same caps, same semantics, same default carry-over.
|
||
- Bumped every committed CI/release GitHub Action to its latest pinned
|
||
SHA: `actions/checkout` 4 → 6, `actions/setup-node` 4 → 6,
|
||
`actions/setup-python` 5 → 6, `actions/upload-artifact` 4 → 7,
|
||
`actions/download-artifact` 4 → 8, `softprops/action-gh-release` 2 → 3,
|
||
`codecov/codecov-action` 5 → 6, `taiki-e/install-action` patch.
|
||
|
||
### Fixed
|
||
- `tick_aggregator` gap-fill no longer allocates an unbounded number of
|
||
placeholder candles. The new `MAX_GAP_FILL_CANDLES = 1_000_000` cap
|
||
surfaces an adversarial timestamp jump (e.g. a clock-glitch tick years
|
||
in the future) as `Error::Malformed` instead of an OOM panic. Found by
|
||
the new `tick_aggregator` fuzz target.
|
||
- `HistoricalVolatility::geometric_series_yields_zero` now uses an `1e-6`
|
||
tolerance instead of `1e-9`. The mathematical result on a perfectly
|
||
geometric price series is exactly zero, but the underlying
|
||
`1.01_f64.powi(i)` + log-return + std-dev cascade accumulates
|
||
platform-sensitive FP drift on the order of 1e-7 on x86_64 Linux and
|
||
macOS. The widened tolerance stays four decimal places below any
|
||
realistic annualised volatility value while absorbing the drift across
|
||
every supported platform.
|
||
- Replaced every `(high + low) / 2.0` test-helper and three real call
|
||
sites (`Ohlcv::median_price`, `Donchian.middle`, `EaseOfMovement.mid`,
|
||
`SuperTrend.hl2`) with `f64::midpoint(high, low)`. The change satisfies
|
||
clippy 1.95's new `manual_midpoint` lint without affecting values
|
||
(`f64::midpoint` matches the naive average to better than 1 ULP for the
|
||
inputs used here).
|
||
- Replaced `i.is_multiple_of(2)` (unstable on Rust 1.85) with `i % 2 == 0`
|
||
in the SMA / Bollinger long-stream-drift tests so the workspace MSRV
|
||
job builds cleanly on Rust 1.86.
|
||
- The `Compile examples` CI step now invokes
|
||
`cargo build -p wickra-examples --bins` instead of the now-deleted
|
||
`cargo build -p wickra --example backtest` / `-p wickra-data --example
|
||
live_binance` (the Z5 reorganisation moved every runnable example into
|
||
the dedicated `wickra-examples` crate, but the CI step had not been
|
||
updated).
|
||
- The `Fuzz (smoke)` CI job installs `cargo-fuzz` from a prebuilt binary
|
||
via `taiki-e/install-action` instead of `cargo install cargo-fuzz`.
|
||
The source install resolved against `rustix 0.36.5`, which uses
|
||
internal `#[rustc_*]` attributes the current nightly compiler rejects.
|
||
- The fuzz targets now build with an explicit
|
||
`--target x86_64-unknown-linux-gnu`; cargo-fuzz was defaulting to
|
||
`x86_64-unknown-linux-musl`, which is not installed on the standard
|
||
GitHub-hosted Ubuntu runner.
|
||
|
||
### Removed
|
||
- **`wickra-win32-arm64-msvc` is temporarily omitted from this release.**
|
||
The npm spam-detection filter blocks the first publish of this brand-new
|
||
package name (same situation that affected `wickra-win32-x64-msvc`
|
||
through 0.1.4 until npm Support unblocked it). A support ticket is open;
|
||
once the new name is unblocked the
|
||
`aarch64-pc-windows-msvc` triple will be restored in
|
||
`bindings/node/package.json` (`napi.triples.additional` +
|
||
`optionalDependencies`), in the `release.yml` `node-build` matrix, and
|
||
as a fresh `bindings/node/npm/win32-arm64-msvc/` template. Until then,
|
||
`npm install wickra@0.2.1` on Windows ARM64 will surface the loader's
|
||
standard `Cannot find module 'wickra-win32-arm64-msvc'` error; every
|
||
other platform (Linux x64 / Linux ARM64 / macOS x64 / macOS ARM64 /
|
||
Windows x64) ships normally. The PyPI wheel for Windows ARM64 is
|
||
unaffected and still published.
|
||
|
||
## [0.2.0] - 2026-05-23
|
||
|
||
### Fixed
|
||
- `HistoricalVolatility::update` no longer substitutes a `0.0` log-return on
|
||
non-positive prices (audit finding R13). Negative or zero prices are
|
||
semantically invalid for a log-return calculation; silently treating them as
|
||
"no movement" underreported realised volatility. They are now skipped — the
|
||
previous valid value is returned and the indicator's state (`prev_price`,
|
||
window, sums) is left untouched — matching how every other indicator handles
|
||
invalid inputs.
|
||
- `Tick::new` now returns the new `Error::InvalidTick` variant for negative
|
||
volume instead of `Error::InvalidCandle` (audit finding R14). A tick is not
|
||
a candle, and downstream tick-stream pipelines should be able to match on a
|
||
semantically-correct error. The Python binding's `map_err` was extended to
|
||
forward the new variant as a `ValueError`; the Node and WASM bindings format
|
||
via `Error::to_string()` and pick the new variant up automatically.
|
||
- `Psar::is_ready` now matches the convention shared by every other indicator:
|
||
`is_ready() == true` iff a real value has been produced (audit finding R6).
|
||
The previous implementation returned `self.initialised`, which flipped to
|
||
`true` after the seed candle even though the seed candle itself returns
|
||
`None`. A streaming consumer that wrote
|
||
`if ind.is_ready() { use(ind.update(c)?) }` would hit an unexpected `None`
|
||
on the first post-seed update. The fix introduces a `has_emitted` gate set
|
||
when the first `Some` value is returned.
|
||
- `Psar::reset` now restores the compute fields (`prev_high`, `prev_low`,
|
||
`sar`, `ep`) to `f64::NAN` sentinels instead of `0.0` (audit Opus-Bonus 1).
|
||
The fields are gated by `initialised` today, so the `0.0` sentinel never
|
||
leaked into output — but a future refactor that read them pre-init would
|
||
have silently treated `0.0` as a real price. A `debug_assert!` at the read
|
||
site makes the invariant explicit.
|
||
|
||
### Changed
|
||
- `Sma` and `BollingerBands` now reseed their incremental `sum` (and `sum_sq`
|
||
for Bollinger) from the live window every `16 · period` finite updates,
|
||
capping floating-point drift on long-running streams (audit findings R7 and
|
||
L2-Rust). Previously the incremental single-subtract `sum -= old` could
|
||
accumulate catastrophic-cancellation error on streams with alternating
|
||
large/small magnitudes; the misleading `sma.rs` comment that claimed the
|
||
drift was already bounded "by recomputing the sum after each pop" is
|
||
replaced with an accurate description of the new reseed strategy. Amortised
|
||
cost stays at O(1) (`O(period)` work amortised over `O(period)` updates),
|
||
values are bit-identical on inputs that did not drift to begin with, and
|
||
two new `long_stream_drift_stays_bounded` tests stress the recompute by
|
||
alternating `1e9` / `1.0` (SMA) and `1e6` / `1.0` (Bollinger) for several
|
||
recompute cycles and verify the reported values track a fresh from-scratch
|
||
computation over the live window.
|
||
- `LinearRegression`, `LinRegSlope` and `LinRegAngle` (via composition over
|
||
`LinRegSlope`) now run their rolling ordinary-least-squares fit
|
||
**incrementally** in O(1) per update (audit finding R2). Previously every
|
||
tick refit the line from scratch in O(period). The OLS denominators (`Σx`
|
||
and `Σxx`) depend only on `period`, so they were already precomputed; this
|
||
release adds running `Σy` and `Σxy` accumulators and slides them in closed
|
||
form via the identity
|
||
`new_Σxy = old_Σxy − old_Σy + popped_y₀` (then `Σxy += (n − 1) · new_value`
|
||
and `Σy += new_value`). New per-bar equivalence tests compare the O(1)
|
||
output against a fresh O(n) refit on noisy ramps, step functions, and
|
||
constants — values agree to within 1e-9.
|
||
- Fuzz suite expanded from 2 indicators to the full catalogue (audit finding
|
||
R9). The existing `indicator_update` target now exercises every scalar-input
|
||
indicator (~33 classes including MACD and Bollinger Bands); a new
|
||
`indicator_update_candle` target exercises every candle-input indicator (~37
|
||
classes, including ATR, ADX, Stochastic, PSAR, Keltner, SuperTrend,
|
||
ChandelierExit, AwesomeOscillator, OBV, MFI, VWAP, RollingVWAP, and the rest
|
||
of the volume / volatility / trailing-stop / price-statistics families). Each
|
||
iteration sweeps every indicator through both the streaming `update` loop
|
||
and a full `batch` call so any state-mutation bug surfaces on either path.
|
||
CI gains a `fuzz-smoke` job that runs each of the five targets for 30 s on
|
||
every push and pull-request.
|
||
- `UlcerIndex::update` now tracks the trailing maximum with a monotonically-
|
||
decreasing deque of `(index, price)` pairs instead of scanning the whole
|
||
trailing window on every tick. The indicator now honours the `Indicator`
|
||
trait's O(1)-per-tick contract; values and warmup semantics are unchanged
|
||
(verified by a new adversarial-input test that compares the deque output
|
||
bar-by-bar against a naive O(n) trailing-max scan on strictly increasing,
|
||
strictly decreasing, constant, and sawtooth inputs). The doc comment on
|
||
`warmup_period()` is also corrected: the two windows overlap by one bar, so
|
||
the formula is `2 * period - 1`.
|
||
|
||
### Added
|
||
- `RollingVWAP` is now exposed in Python, Node and WASM under that name
|
||
(previously the rolling-window VWAP existed only in the Rust core, even
|
||
though the README's volume-family table already advertised
|
||
`VWAP (cumulative + rolling)`). All four bindings now ship the same
|
||
cumulative `VWAP` plus the finite-window `RollingVWAP(period)`. The wiki page
|
||
`Indicator-Vwap.md` adds Python, Node and WASM examples and drops the
|
||
"Rust-only" caveat.
|
||
- WASM binding now exposes the streaming `update()` method on every candle-input
|
||
indicator: `Adx`, `WilliamsR`, `Cci`, `Mfi`, `Psar`, `Keltner`, `Donchian`,
|
||
`Vwap`, `AwesomeOscillator`, `Aroon`, `Stochastic`, and `Obv`. Multi-output
|
||
indicators (`Adx`, `Keltner`, `Donchian`, `Aroon`, `Stochastic`) return a
|
||
named JS object (`{ plusDi, minusDi, adx }`, `{ upper, middle, lower }`,
|
||
`{ up, down }`, `{ k, d }`) once warm, or `null` during warmup — matching the
|
||
existing `SuperTrend` convention. Each class also gains `reset()`, `isReady()`
|
||
and `warmupPeriod()`, bringing the WASM surface to full parity with Python
|
||
and Node so browser-side streaming code no longer has to replay `batch()`
|
||
on every tick. `WasmKama` gains the previously missing `warmupPeriod()`.
|
||
- New `wasm-bindgen` integration test exercises `update == batch` plus the full
|
||
lifecycle (`reset` / `isReady` / `warmupPeriod`) for all twelve newly wired
|
||
classes against a deterministic 40-bar synthetic OHLCV stream.
|
||
|
||
### Security
|
||
- Upgrade `pyo3` (0.22 → 0.28) and `numpy` (0.22 → 0.28) in the Python binding.
|
||
Fixes [RUSTSEC-2025-0020](https://rustsec.org/advisories/RUSTSEC-2025-0020) —
|
||
a buffer overflow in `PyString::from_object` that affected the published
|
||
Python wheels. The `cargo-deny` ignore entry that previously suppressed the
|
||
advisory has been removed; `cargo deny check` is now clean without
|
||
suppression. Migrated `into_pyarray_bound` to `into_pyarray`,
|
||
`downcast::<PyDict>` to `cast::<PyDict>`, and opted every `#[pyclass]` out of
|
||
the deprecated automatic `FromPyObject` derive via `skip_from_py_object`.
|
||
|
||
### Added
|
||
- 46 new technical indicators, taking the library from 25 to 71 and
|
||
reorganising the catalogue into **eight families**, each with at least five
|
||
members. Every indicator is implemented once in the Rust core and wired
|
||
through the Python, Node and WASM bindings, with reference-value tests and a
|
||
dedicated wiki page:
|
||
- Moving Averages: `Smma`, `Trima`, `Zlema`, `T3`, `Vwma`.
|
||
- Momentum Oscillators: `Mom`, `Cmo`, `Tsi`, `Pmo`, `StochRsi`,
|
||
`UltimateOscillator`.
|
||
- Trend & Directional: `AroonOscillator`, `Vortex`, `MassIndex`,
|
||
`ChoppinessIndex`, `VerticalHorizontalFilter`.
|
||
- Price Oscillators: `Ppo`, `Dpo`, `Coppock`, `AcceleratorOscillator`,
|
||
`BalanceOfPower`.
|
||
- Volatility & Bands: `Natr`, `StdDev`, `UlcerIndex`,
|
||
`HistoricalVolatility`, `BollingerBandwidth`, `PercentB`, `TrueRange`,
|
||
`ChaikinVolatility`.
|
||
- Trailing Stops: `SuperTrend`, `ChandelierExit`, `ChandeKrollStop`,
|
||
`AtrTrailingStop`.
|
||
- Volume: `Adl`, `VolumePriceTrend`, `ChaikinMoneyFlow`,
|
||
`ChaikinOscillator`, `ForceIndex`, `EaseOfMovement`.
|
||
- Price Statistics: `TypicalPrice`, `MedianPrice`, `WeightedClose`,
|
||
`LinearRegression`, `LinRegSlope`, `ZScore`, `LinRegAngle`.
|
||
- `TickAggregator::with_gap_fill` — opt-in mode that emits a flat placeholder
|
||
candle for every empty bucket between two ticks, keeping the candle series
|
||
evenly spaced for downstream indicators.
|
||
- CSV reader: a leading UTF-8 byte-order mark is stripped, fields are trimmed,
|
||
and the header is validated against the required OHLCV columns.
|
||
- CI: an `msrv` job that builds and tests the workspace on Rust 1.75 and the
|
||
node binding on Rust 1.77.
|
||
- Community health files: `CONTRIBUTING.md`, `SECURITY.md`,
|
||
`CODE_OF_CONDUCT.md`, issue / pull-request templates, `CODEOWNERS`, and a
|
||
Dependabot configuration.
|
||
- Seven example OHLCV datasets under `examples/data/`, one per timeframe
|
||
(1m / 5m / 15m / 1h / 12h / 1d / 1month), holding real BTCUSDT spot klines,
|
||
alongside the `fetch_btcusdt` example that regenerates them from the
|
||
Binance REST API.
|
||
- `Timeframe::minutes`, `Timeframe::hours` and `Timeframe::days` convenience
|
||
constructors, each building on seconds with a checked-multiplication
|
||
overflow guard.
|
||
|
||
### Changed
|
||
- The indicator wiki is reorganised into eight family folders under
|
||
`docs/wiki/indicators/` (`moving-averages/`, `momentum-oscillators/`,
|
||
`trend-directional/`, `price-oscillators/`, `volatility-bands/`,
|
||
`trailing-stops/`, `volume/`, `price-statistics/`); `Indicators-Overview.md`,
|
||
`Home.md` and the README indicator table follow the same eight families.
|
||
- `TickAggregator::push` returns `Result<Vec<Candle>>` (was
|
||
`Result<Option<Candle>>`) so a single tick can yield a closed bar plus gap
|
||
fillers.
|
||
- `Resampler::push` returns `Result<Option<Candle>>`: a candle in a bucket
|
||
earlier than the open bar is now rejected as out of order.
|
||
- Aggregated candles are finalised through the validating `Candle::new`, so a
|
||
volume that overflows to a non-finite value is surfaced as an error instead
|
||
of producing a poisoned candle.
|
||
- All GitHub Actions are pinned to commit SHAs; the four publish jobs run in a
|
||
protected `release` environment.
|
||
- The indicator benchmarks (`crates/wickra/benches/indicators.rs`) now run
|
||
against the checked-in real BTCUSDT 1-minute dataset instead of a synthetic
|
||
price series.
|
||
- Every language's examples now live under a uniform `examples/<lang>/`
|
||
tree: Rust moved into a new `examples/rust/` workspace member crate
|
||
(`wickra-examples`, run via `cargo run -p wickra-examples --bin <name>`),
|
||
Node into `examples/node/` with its own `package.json` linking `wickra` via
|
||
`file:../../bindings/node`, and the WASM browser demos into
|
||
`examples/wasm/`. The bundled BTCUSDT datasets move alongside them at
|
||
`examples/data/`. Six new examples close the cross-language parity matrix:
|
||
streaming demos for Python and Rust; multi-timeframe and parallel-assets
|
||
demos for both Rust and Node.
|
||
- Cross-language data-generator parity: `examples/python/fetch_btcusdt.py`
|
||
(stdlib only: `urllib` + `json` + `csv`) and `examples/node/fetch_btcusdt.js`
|
||
(Node 18+ built-in `fetch`) mirror the Rust `fetch_btcusdt` binary —
|
||
byte-for-byte identical CSV output on the same Binance snapshot.
|
||
- Four additional WebAssembly browser demos under `examples/wasm/`
|
||
alongside the original `index.html`: `backtest.html` (fetch + basket of
|
||
indicators), `live_trading.html` (browser-native `WebSocket` to
|
||
Binance), `multi_timeframe.html` (in-page resample) and
|
||
`parallel_assets.html` + `parallel_worker.js` (module-Worker pool with
|
||
serial-vs-parallel speedup). The cross-language matrix is now closed
|
||
for every cell where the pattern makes sense.
|
||
- Three new wiki pages: `TA-Lib-Migration.md` (full mapping table from
|
||
`talib.X(...)` calls to Wickra), `Cookbook.md` (seven concrete
|
||
strategy recipes — RSI mean reversion, MACD crossover, Bollinger
|
||
breakout, ADX-gated trend, multi-timeframe confirmation, SuperTrend,
|
||
chained indicators) and `FAQ.md`. All three linked from `Home.md`.
|
||
|
||
### Fixed
|
||
- `Timeframe::floor` no longer overflows for timestamps near `i64::MIN`.
|
||
- The aggregator rejects same-bucket ticks that arrive out of order instead of
|
||
silently overwriting the bar's close with a stale price.
|
||
- The Binance live stream reconnects with exponential backoff, skips non-kline
|
||
frames, applies a read timeout and message-size limits, and tracks a closed
|
||
flag.
|
||
- Example scripts: `live_trading.py` skips non-kline frames and validates the
|
||
symbol/interval; `backtest.py` and `multi_timeframe.py` report clear errors
|
||
for malformed CSV input.
|
||
|
||
## [0.1.4] - 2026-05-21
|
||
|
||
### Added
|
||
- GitHub Release runs now attach every built artefact (wheels, sdist, native
|
||
Node binaries, npm-pack tarballs, cargo `.crate` files) to the tag's
|
||
release page.
|
||
|
||
## [0.1.3] - 2026-05-21
|
||
|
||
### Fixed
|
||
- npm package ships the napi-generated loader and is built with `--platform`
|
||
so the per-platform binary is resolved correctly.
|
||
|
||
## [0.1.2] - 2026-05-21
|
||
|
||
### Fixed
|
||
- Release pipeline: per-platform idempotent npm publishing with a spam-filter
|
||
retry, and committed `npm/<platform>/` package templates.
|
||
|
||
## [0.1.1] - 2026-05-21
|
||
|
||
### Fixed
|
||
- Node publish step and coordinated version bump across all bindings.
|
||
|
||
## [0.1.0] - 2026-05-21
|
||
|
||
### Added
|
||
- Initial release: a streaming-first technical-analysis library with 25
|
||
indicators (SMA, EMA, WMA, DEMA, TEMA, HMA, KAMA, RSI, MACD, ROC, Stochastic,
|
||
CCI, Williams %R, ADX, MFI, TRIX, Aroon, Awesome Oscillator, Bollinger Bands,
|
||
ATR, Keltner Channels, Donchian Channels, Parabolic SAR, OBV, VWAP).
|
||
- Rust core (`wickra-core`), umbrella crate (`wickra`), and a data layer
|
||
(`wickra-data`) with a CSV reader, tick aggregator, resampler, and an
|
||
optional Binance live feed.
|
||
- Bindings for Python, Node.js, and WebAssembly.
|
||
|
||
[Unreleased]: https://github.com/wickra-lib/wickra/compare/v0.9.7...HEAD
|
||
[0.9.7]: https://github.com/wickra-lib/wickra/compare/v0.9.6...v0.9.7
|
||
[0.9.6]: https://github.com/wickra-lib/wickra/compare/v0.9.5...v0.9.6
|
||
[0.9.5]: https://github.com/wickra-lib/wickra/compare/v0.9.4...v0.9.5
|
||
[0.9.4]: https://github.com/wickra-lib/wickra/compare/v0.9.3...v0.9.4
|
||
[0.9.3]: https://github.com/wickra-lib/wickra/compare/v0.9.2...v0.9.3
|
||
[0.9.2]: https://github.com/wickra-lib/wickra/compare/v0.9.1...v0.9.2
|
||
[0.9.1]: https://github.com/wickra-lib/wickra/compare/v0.9.0...v0.9.1
|
||
[0.9.0]: https://github.com/wickra-lib/wickra/compare/v0.8.9...v0.9.0
|
||
[0.8.9]: https://github.com/wickra-lib/wickra/compare/v0.8.8...v0.8.9
|
||
[0.8.8]: https://github.com/wickra-lib/wickra/compare/v0.8.7...v0.8.8
|
||
[0.8.7]: https://github.com/wickra-lib/wickra/compare/v0.8.6...v0.8.7
|
||
[0.8.6]: https://github.com/wickra-lib/wickra/compare/v0.8.5...v0.8.6
|
||
[0.8.5]: https://github.com/wickra-lib/wickra/compare/v0.8.4...v0.8.5
|
||
[0.8.4]: https://github.com/wickra-lib/wickra/compare/v0.8.3...v0.8.4
|
||
[0.8.3]: https://github.com/wickra-lib/wickra/compare/v0.8.2...v0.8.3
|
||
[0.8.2]: https://github.com/wickra-lib/wickra/compare/v0.8.1...v0.8.2
|
||
[0.8.1]: https://github.com/wickra-lib/wickra/compare/v0.8.0...v0.8.1
|
||
[0.8.0]: https://github.com/wickra-lib/wickra/compare/v0.7.9...v0.8.0
|
||
[0.7.9]: https://github.com/wickra-lib/wickra/compare/v0.7.8...v0.7.9
|
||
[0.7.8]: https://github.com/wickra-lib/wickra/compare/v0.7.7...v0.7.8
|
||
[0.7.7]: https://github.com/wickra-lib/wickra/compare/v0.7.6...v0.7.7
|
||
[0.7.6]: https://github.com/wickra-lib/wickra/compare/v0.7.5...v0.7.6
|
||
[0.7.5]: https://github.com/wickra-lib/wickra/compare/v0.7.4...v0.7.5
|
||
[0.7.4]: https://github.com/wickra-lib/wickra/compare/v0.7.3...v0.7.4
|
||
[0.7.3]: https://github.com/wickra-lib/wickra/compare/v0.7.2...v0.7.3
|
||
[0.7.2]: https://github.com/wickra-lib/wickra/compare/v0.7.1...v0.7.2
|
||
[0.7.1]: https://github.com/wickra-lib/wickra/compare/v0.7.0...v0.7.1
|
||
[0.7.0]: https://github.com/wickra-lib/wickra/compare/v0.6.9...v0.7.0
|
||
[0.6.9]: https://github.com/wickra-lib/wickra/compare/v0.6.8...v0.6.9
|
||
[0.6.8]: https://github.com/wickra-lib/wickra/compare/v0.6.7...v0.6.8
|
||
[0.6.7]: https://github.com/wickra-lib/wickra/compare/v0.6.6...v0.6.7
|
||
[0.6.6]: https://github.com/wickra-lib/wickra/compare/v0.6.5...v0.6.6
|
||
[0.6.5]: https://github.com/wickra-lib/wickra/compare/v0.6.4...v0.6.5
|
||
[0.6.4]: https://github.com/wickra-lib/wickra/compare/v0.6.3...v0.6.4
|
||
[0.6.3]: https://github.com/wickra-lib/wickra/compare/v0.6.2...v0.6.3
|
||
[0.6.2]: https://github.com/wickra-lib/wickra/compare/v0.6.1...v0.6.2
|
||
[0.6.1]: https://github.com/wickra-lib/wickra/compare/v0.6.0...v0.6.1
|
||
[0.6.0]: https://github.com/wickra-lib/wickra/compare/v0.5.9...v0.6.0
|
||
[0.5.9]: https://github.com/wickra-lib/wickra/compare/v0.5.8...v0.5.9
|
||
[0.5.8]: https://github.com/wickra-lib/wickra/compare/v0.5.7...v0.5.8
|
||
[0.5.7]: https://github.com/wickra-lib/wickra/compare/v0.5.6...v0.5.7
|
||
[0.5.6]: https://github.com/wickra-lib/wickra/compare/v0.5.5...v0.5.6
|
||
[0.5.5]: https://github.com/wickra-lib/wickra/compare/v0.5.4...v0.5.5
|
||
[0.5.4]: https://github.com/wickra-lib/wickra/compare/v0.5.3...v0.5.4
|
||
[0.5.3]: https://github.com/wickra-lib/wickra/compare/v0.5.2...v0.5.3
|
||
[0.5.2]: https://github.com/wickra-lib/wickra/compare/v0.5.1...v0.5.2
|
||
[0.5.1]: https://github.com/wickra-lib/wickra/compare/v0.5.0...v0.5.1
|
||
[0.5.0]: https://github.com/wickra-lib/wickra/compare/v0.4.7...v0.5.0
|
||
[0.4.7]: https://github.com/wickra-lib/wickra/compare/v0.4.6...v0.4.7
|
||
[0.4.6]: https://github.com/wickra-lib/wickra/compare/v0.4.5...v0.4.6
|
||
[0.4.5]: https://github.com/wickra-lib/wickra/compare/v0.4.4...v0.4.5
|
||
[0.4.4]: https://github.com/wickra-lib/wickra/compare/v0.4.3...v0.4.4
|
||
[0.4.3]: https://github.com/wickra-lib/wickra/compare/v0.4.2...v0.4.3
|
||
[0.4.2]: https://github.com/wickra-lib/wickra/compare/v0.4.1...v0.4.2
|
||
[0.4.1]: https://github.com/wickra-lib/wickra/compare/v0.4.0...v0.4.1
|
||
[0.4.0]: https://github.com/wickra-lib/wickra/compare/v0.3.1...v0.4.0
|
||
[0.3.1]: https://github.com/wickra-lib/wickra/compare/v0.3.0...v0.3.1
|
||
[0.3.0]: https://github.com/wickra-lib/wickra/compare/v0.2.7...v0.3.0
|
||
[0.2.7]: https://github.com/wickra-lib/wickra/compare/v0.2.6...v0.2.7
|
||
[0.2.6]: https://github.com/wickra-lib/wickra/compare/v0.2.5...v0.2.6
|
||
[0.2.5]: https://github.com/wickra-lib/wickra/compare/v0.2.1...v0.2.5
|
||
[0.2.1]: https://github.com/wickra-lib/wickra/compare/v0.2.0...v0.2.1
|
||
[0.2.0]: https://github.com/wickra-lib/wickra/compare/v0.1.4...v0.2.0
|
||
[0.1.4]: https://github.com/wickra-lib/wickra/compare/v0.1.3...v0.1.4
|
||
[0.1.3]: https://github.com/wickra-lib/wickra/compare/v0.1.2...v0.1.3
|
||
[0.1.2]: https://github.com/wickra-lib/wickra/compare/v0.1.1...v0.1.2
|
||
[0.1.1]: https://github.com/wickra-lib/wickra/compare/v0.1.0...v0.1.1
|
||
[0.1.0]: https://github.com/wickra-lib/wickra/releases/tag/v0.1.0
|