wickra/CHANGELOG.md

# Changelog

All notable changes to Wickra are documented in this file.

The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.1.0/),
and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).

## [Unreleased]

### Fixed
- `Psar::is_ready` now matches the convention shared by every other indicator:
  `is_ready() == true` iff a real value has been produced (audit finding R6).
  The previous implementation returned `self.initialised`, which flipped to
  `true` after the seed candle even though the seed candle itself returns
  `None`. A streaming consumer that wrote
  `if ind.is_ready() { use(ind.update(c)?) }` would hit an unexpected `None`
  on the first post-seed update. The fix introduces a `has_emitted` gate set
  when the first `Some` value is returned.
- `Psar::reset` now restores the compute fields (`prev_high`, `prev_low`,
  `sar`, `ep`) to `f64::NAN` sentinels instead of `0.0` (audit Opus-Bonus 1).
  The fields are gated by `initialised` today, so the `0.0` sentinel never
  leaked into output — but a future refactor that read them pre-init would
  have silently treated `0.0` as a real price. A `debug_assert!` at the read
  site makes the invariant explicit.

### Changed
- Fuzz suite expanded from 2 indicators to the full catalogue (audit finding
  R9). The existing `indicator_update` target now exercises every scalar-input
  indicator (~33 classes including MACD and Bollinger Bands); a new
  `indicator_update_candle` target exercises every candle-input indicator (~37
  classes, including ATR, ADX, Stochastic, PSAR, Keltner, SuperTrend,
  ChandelierExit, AwesomeOscillator, OBV, MFI, VWAP, RollingVWAP, and the rest
  of the volume / volatility / trailing-stop / price-statistics families). Each
  iteration sweeps every indicator through both the streaming `update` loop
  and a full `batch` call so any state-mutation bug surfaces on either path.
  CI gains a `fuzz-smoke` job that runs each of the five targets for 30 s on
  every push and pull-request.
- `UlcerIndex::update` now tracks the trailing maximum with a monotonically-
  decreasing deque of `(index, price)` pairs instead of scanning the whole
  trailing window on every tick. The indicator now honours the `Indicator`
  trait's O(1)-per-tick contract; values and warmup semantics are unchanged
  (verified by a new adversarial-input test that compares the deque output
  bar-by-bar against a naive O(n) trailing-max scan on strictly increasing,
  strictly decreasing, constant, and sawtooth inputs). The doc comment on
  `warmup_period()` is also corrected: the two windows overlap by one bar, so
  the formula is `2 * period - 1`.

### Added
- `RollingVWAP` is now exposed in Python, Node and WASM under that name
  (previously the rolling-window VWAP existed only in the Rust core, even
  though the README's volume-family table already advertised
  `VWAP (cumulative + rolling)`). All four bindings now ship the same
  cumulative `VWAP` plus the finite-window `RollingVWAP(period)`. The wiki page
  `Indicator-Vwap.md` adds Python, Node and WASM examples and drops the
  "Rust-only" caveat.
- WASM binding now exposes the streaming `update()` method on every candle-input
  indicator: `Adx`, `WilliamsR`, `Cci`, `Mfi`, `Psar`, `Keltner`, `Donchian`,
  `Vwap`, `AwesomeOscillator`, `Aroon`, `Stochastic`, and `Obv`. Multi-output
  indicators (`Adx`, `Keltner`, `Donchian`, `Aroon`, `Stochastic`) return a
  named JS object (`{ plusDi, minusDi, adx }`, `{ upper, middle, lower }`,
  `{ up, down }`, `{ k, d }`) once warm, or `null` during warmup — matching the
  existing `SuperTrend` convention. Each class also gains `reset()`, `isReady()`
  and `warmupPeriod()`, bringing the WASM surface to full parity with Python
  and Node so browser-side streaming code no longer has to replay `batch()`
  on every tick. `WasmKama` gains the previously missing `warmupPeriod()`.
- New `wasm-bindgen` integration test exercises `update == batch` plus the full
  lifecycle (`reset` / `isReady` / `warmupPeriod`) for all twelve newly wired
  classes against a deterministic 40-bar synthetic OHLCV stream.

### Security
- Upgrade `pyo3` (0.22 → 0.28) and `numpy` (0.22 → 0.28) in the Python binding.
  Fixes [RUSTSEC-2025-0020](https://rustsec.org/advisories/RUSTSEC-2025-0020) —
  a buffer overflow in `PyString::from_object` that affected the published
  Python wheels. The `cargo-deny` ignore entry that previously suppressed the
  advisory has been removed; `cargo deny check` is now clean without
  suppression. Migrated `into_pyarray_bound` to `into_pyarray`,
  `downcast::<PyDict>` to `cast::<PyDict>`, and opted every `#[pyclass]` out of
  the deprecated automatic `FromPyObject` derive via `skip_from_py_object`.

### 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.
- Every language's examples now live under a uniform `examples/<lang>/`
  tree: Rust moved into a new `examples/rust/` workspace member crate
  (`wickra-examples`, run via `cargo run -p wickra-examples --bin <name>`),
  Node into `examples/node/` with its own `package.json` linking `wickra` via
  `file:../../bindings/node`, and the WASM browser demos into
  `examples/wasm/`. The bundled BTCUSDT datasets move alongside them at
  `examples/data/`. Six new examples close the cross-language parity matrix:
  streaming demos for Python and Rust; multi-timeframe and parallel-assets
  demos for both Rust and Node.
- Cross-language data-generator parity: `examples/python/fetch_btcusdt.py`
  (stdlib only: `urllib` + `json` + `csv`) and `examples/node/fetch_btcusdt.js`
  (Node 18+ built-in `fetch`) mirror the Rust `fetch_btcusdt` binary —
  byte-for-byte identical CSV output on the same Binance snapshot.
- Four additional WebAssembly browser demos under `examples/wasm/`
  alongside the original `index.html`: `backtest.html` (fetch + basket of
  indicators), `live_trading.html` (browser-native `WebSocket` to
  Binance), `multi_timeframe.html` (in-page resample) and
  `parallel_assets.html` + `parallel_worker.js` (module-Worker pool with
  serial-vs-parallel speedup). The cross-language matrix is now closed
  for every cell where the pattern makes sense.
- Three new wiki pages: `TA-Lib-Migration.md` (full mapping table from
  `talib.X(...)` calls to Wickra), `Cookbook.md` (seven concrete
  strategy recipes — RSI mean reversion, MACD crossover, Bollinger
  breakout, ADX-gated trend, multi-timeframe confirmation, SuperTrend,
  chained indicators) and `FAQ.md`. All three linked from `Home.md`.

### 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.

[Unreleased]: https://github.com/kingchenc/wickra/compare/v0.1.4...HEAD
[0.1.4]: https://github.com/kingchenc/wickra/compare/v0.1.3...v0.1.4
[0.1.3]: https://github.com/kingchenc/wickra/compare/v0.1.2...v0.1.3
[0.1.2]: https://github.com/kingchenc/wickra/compare/v0.1.1...v0.1.2
[0.1.1]: https://github.com/kingchenc/wickra/compare/v0.1.0...v0.1.1
[0.1.0]: https://github.com/kingchenc/wickra/releases/tag/v0.1.0