kingchenc
d2f99efd78
The original taxonomy was four classical families plus a statistics group, with the F1-F12 expansion slotted in as sub-categories. This regroups the whole 71-indicator catalogue into eight top-level families, each with at least five members: Moving Averages (12), Momentum Oscillators (13), Trend & Directional (9), Price Oscillators (5), Volatility & Bands (12), Trailing Stops (5), Volume (9), Price Statistics (7). - Wiki: docs/wiki/indicators/ reorganised into eight family folders; all 71 indicator pages moved with `git mv`. Every internal cross-link is normalised to `../<family>/Indicator-X.md`, each page's `Family` field is set to its new family, and two pre-existing `../Indicator-Chaining.md` links (should have been `../../`) are corrected. A link check confirms every relative wiki link resolves. - Indicators-Overview.md fully rewritten around the eight families; Home.md indicator reference and the README family table follow suit. - Warmup-Periods.md gains the eight F13 indicators; CHANGELOG records the 46-indicator expansion (25 -> 71) and the eight-family taxonomy. - Tests: Node indicators.test.js and Python test_new_indicators.py cover all eight new indicators (Node 91/91, Python 117/117 green). cargo fmt + clippy (core/wickra/data/wasm/node) clean; 508 core tests, 25 data tests and 74 doctests green.
113 lines
5.1 KiB
Markdown
113 lines
5.1 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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### Added
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- 46 new technical indicators, taking the library from 25 to 71 and
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reorganising the catalogue into **eight families**, each with at least five
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members. Every indicator is implemented once in the Rust core and wired
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through the Python, Node and WASM bindings, with reference-value tests and a
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dedicated wiki page:
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- Moving Averages: `Smma`, `Trima`, `Zlema`, `T3`, `Vwma`.
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- Momentum Oscillators: `Mom`, `Cmo`, `Tsi`, `Pmo`, `StochRsi`,
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`UltimateOscillator`.
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- Trend & Directional: `AroonOscillator`, `Vortex`, `MassIndex`,
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`ChoppinessIndex`, `VerticalHorizontalFilter`.
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- Price Oscillators: `Ppo`, `Dpo`, `Coppock`, `AcceleratorOscillator`,
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`BalanceOfPower`.
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- Volatility & Bands: `Natr`, `StdDev`, `UlcerIndex`,
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`HistoricalVolatility`, `BollingerBandwidth`, `PercentB`, `TrueRange`,
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`ChaikinVolatility`.
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- Trailing Stops: `SuperTrend`, `ChandelierExit`, `ChandeKrollStop`,
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`AtrTrailingStop`.
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- Volume: `Adl`, `VolumePriceTrend`, `ChaikinMoneyFlow`,
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`ChaikinOscillator`, `ForceIndex`, `EaseOfMovement`.
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- Price Statistics: `TypicalPrice`, `MedianPrice`, `WeightedClose`,
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`LinearRegression`, `LinRegSlope`, `ZScore`, `LinRegAngle`.
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- `TickAggregator::with_gap_fill` — opt-in mode that emits a flat placeholder
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candle for every empty bucket between two ticks, keeping the candle series
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evenly spaced for downstream indicators.
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- CSV reader: a leading UTF-8 byte-order mark is stripped, fields are trimmed,
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and the header is validated against the required OHLCV columns.
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- CI: an `msrv` job that builds and tests the workspace on Rust 1.75 and the
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node binding on Rust 1.77.
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- Community health files: `CONTRIBUTING.md`, `SECURITY.md`,
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`CODE_OF_CONDUCT.md`, issue / pull-request templates, `CODEOWNERS`, and a
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Dependabot configuration.
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### Changed
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- The indicator wiki is reorganised into eight family folders under
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`docs/wiki/indicators/` (`moving-averages/`, `momentum-oscillators/`,
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`trend-directional/`, `price-oscillators/`, `volatility-bands/`,
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`trailing-stops/`, `volume/`, `price-statistics/`); `Indicators-Overview.md`,
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`Home.md` and the README indicator table follow the same eight families.
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- `TickAggregator::push` returns `Result<Vec<Candle>>` (was
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`Result<Option<Candle>>`) so a single tick can yield a closed bar plus gap
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fillers.
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- `Resampler::push` returns `Result<Option<Candle>>`: a candle in a bucket
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earlier than the open bar is now rejected as out of order.
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- Aggregated candles are finalised through the validating `Candle::new`, so a
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volume that overflows to a non-finite value is surfaced as an error instead
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of producing a poisoned candle.
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- All GitHub Actions are pinned to commit SHAs; the four publish jobs run in a
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protected `release` environment.
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### Fixed
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- `Timeframe::floor` no longer overflows for timestamps near `i64::MIN`.
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- The aggregator rejects same-bucket ticks that arrive out of order instead of
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silently overwriting the bar's close with a stale price.
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- The Binance live stream reconnects with exponential backoff, skips non-kline
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frames, applies a read timeout and message-size limits, and tracks a closed
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flag.
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- Example scripts: `live_trading.py` skips non-kline frames and validates the
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symbol/interval; `backtest.py` and `multi_timeframe.py` report clear errors
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for malformed CSV input.
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## [0.1.4] - 2026-05-21
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### Added
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- GitHub Release runs now attach every built artefact (wheels, sdist, native
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Node binaries, npm-pack tarballs, cargo `.crate` files) to the tag's
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release page.
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## [0.1.3] - 2026-05-21
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### Fixed
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- npm package ships the napi-generated loader and is built with `--platform`
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so the per-platform binary is resolved correctly.
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## [0.1.2] - 2026-05-21
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### Fixed
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- Release pipeline: per-platform idempotent npm publishing with a spam-filter
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retry, and committed `npm/<platform>/` package templates.
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## [0.1.1] - 2026-05-21
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### Fixed
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- Node publish step and coordinated version bump across all bindings.
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## [0.1.0] - 2026-05-21
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### Added
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- Initial release: a streaming-first technical-analysis library with 25
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indicators (SMA, EMA, WMA, DEMA, TEMA, HMA, KAMA, RSI, MACD, ROC, Stochastic,
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CCI, Williams %R, ADX, MFI, TRIX, Aroon, Awesome Oscillator, Bollinger Bands,
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ATR, Keltner Channels, Donchian Channels, Parabolic SAR, OBV, VWAP).
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- Rust core (`wickra-core`), umbrella crate (`wickra`), and a data layer
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(`wickra-data`) with a CSV reader, tick aggregator, resampler, and an
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optional Binance live feed.
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- Bindings for Python, Node.js, and WebAssembly.
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[Unreleased]: https://github.com/kingchenc/wickra/compare/v0.1.4...HEAD
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[0.1.4]: https://github.com/kingchenc/wickra/compare/v0.1.3...v0.1.4
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[0.1.3]: https://github.com/kingchenc/wickra/compare/v0.1.2...v0.1.3
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[0.1.2]: https://github.com/kingchenc/wickra/compare/v0.1.1...v0.1.2
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[0.1.1]: https://github.com/kingchenc/wickra/compare/v0.1.0...v0.1.1
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[0.1.0]: https://github.com/kingchenc/wickra/releases/tag/v0.1.0
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