kingchenc
94cab88278
The repository had no contributor-facing documentation or automation config. Add the standard set: - CHANGELOG.md (Keep a Changelog format, 0.1.0-0.1.4 plus Unreleased) - CONTRIBUTING.md (build/test steps, change standards, PolyForm-NC note) - SECURITY.md (private reporting, supported versions) - CODE_OF_CONDUCT.md (Contributor Covenant 2.1) - .github/ISSUE_TEMPLATE (bug report, feature request, config) - .github/PULL_REQUEST_TEMPLATE.md - .github/dependabot.yml (cargo, npm, pip, github-actions — the last keeps the D1 SHA pins current) - .github/CODEOWNERS
87 lines
3.6 KiB
Markdown
87 lines
3.6 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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- `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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- `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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