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wickra/CHANGELOG.md
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kingchenc a1c646ae7c examples: move the bundled BTCUSDT datasets to a top-level examples/data/ 
The seven BTCUSDT OHLCV datasets used to live under
crates/wickra/examples/data/, which buried them inside a Rust crate even
though the Node backtest example and the upcoming Rust/Node/WASM example
restructure need to reach them too. Move them to the workspace-level
examples/data/ so every language's examples can resolve the same path.

The bench (crates/wickra/benches/indicators.rs), the example_data
integration test, fetch_btcusdt.rs and the Node backtest example all take
the new ../../examples/data/ path; Data-Layer.md, examples/README.md and
the CHANGELOG entry are updated to match. No data file content changes.
2026-05-23 00:01:52 +02:00

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Changelog

All notable changes to Wickra are documented in this file.

The format is based on Keep a Changelog, and this project adheres to Semantic Versioning.

Unreleased

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.

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.
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