wickra/CHANGELOG.md

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

• 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.