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wickra/CHANGELOG.md
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kingchenc 2f3b5cc3be F-Abschluss: wire the Python package, refresh docs and extend the test suites 
Finalises the F1-F12 indicator expansion (25 -> 63 indicators).

- Python `wickra/__init__.py`: import and re-export all 63 indicators,
  grouped by family, with a matching `__all__`. The package previously
  exposed only the original 25 even though the compiled module and the
  `.pyi` stubs already carried the rest.
- Docs: `Home.md` and `README.md` indicator counts and family tables
  updated to 63; `Indicators-Overview.md` already restructured per family
  in F10-F12; `Warmup-Periods.md` gains all 38 new indicators across the
  single- and multi-output tables (and the stale two-arg `Psar::new`
  example is corrected to three args); `CHANGELOG.md` `[Unreleased]` lists
  every new indicator by family.
- Tests: `bindings/node/__tests__/indicators.test.js` covers all 63
  indicators (streaming==batch plus four new reference-value checks),
  80/80 green; new `bindings/python/tests/test_new_indicators.py` covers
  the 38 additions (streaming==batch, shapes, reference values,
  lifecycle), Python suite 105/105 green.
- `bindings/node/index.js` regenerated by `napi build`.

cargo fmt + clippy (core/wickra/data/wasm/node) clean; 454 core tests,
25 data tests, 66 doctests, 80 Node tests and 105 Python tests green;
`cargo check -p wickra-wasm --tests` green.
2026-05-22 20:04:13 +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

  • 38 new technical indicators, taking the library from 25 to 63. Each 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:
    • Trend: Smma, Trima, Zlema, T3, Vwma.
    • Momentum: Mom, Cmo, Tsi, Pmo, StochRsi, UltimateOscillator, Ppo, Dpo, Coppock, AroonOscillator, Vortex, MassIndex.
    • Volatility: Natr, StdDev, UlcerIndex, HistoricalVolatility, BollingerBandwidth, PercentB, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop.
    • Volume: Adl, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, EaseOfMovement.
    • Statistics: TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope.
  • 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.

Changed

  • 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.

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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