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

• Candle resampling in all 10 languages (data layer). The Resampler aggregates candles into a higher timeframe (e.g. 1m → 5m): update(open, high, low, close, volume, timestamp) returns the completed higher-timeframe candle on a bucket boundary (else null/None/NA), and flush() emits the final, still-open candle. Exposed natively (Node.js / WASM / Python) and over the C ABI (Go / C# / Java return (Candle, bool) / Candle? / Candle; R via update() and a flush() S3 method; C / C++ directly). A cross-language golden (testdata/golden/data_resampled.csv) pins the resampled stream identically.
• Tick-to-candle aggregation in all 10 languages (data layer). The TickAggregator — roll trade ticks up into fixed-timeframe OHLCV candles, with optional gap filling — is now exposed natively (Node.js / WASM push(price, size, ts): Candle[], Python push(...) -> list[tuple]) and over the C ABI as Go Push() []Candle, C# Candle[] Push(), Java Candle[] push(), and the R push() generic (an n×6 matrix); C / C++ call the C ABI directly. The C ABI uses a lossless two-step wickra_tick_aggregator_push / _drain so a single push that gap-fills across many empty buckets never overflows a fixed buffer. A new cross-language golden (testdata/golden/data_*.csv) pins the candle stream identically across every binding. This is the first feature of a data layer that makes the non-Rust bindings dependency-free for tick aggregation.
• name() on every indicator in all 10 languages. The canonical Indicator::name() / BarBuilder::name() accessor is now exposed through every binding — Node.js name(), WASM name(), Python name(), and the C ABI wickra_<ind>_name() surfaced as Go Name(), C# Name(), Java name(), and the R name() S3 generic (C/C++ call the C ABI directly). The returned string is the core canonical name, which may differ from the registered class name (e.g. ChaikinMoneyFlow reports "CMF", Donchian reports "DonchianChannels"). A new cross-language golden (testdata/golden/names.json) pins this name for all 514 indicators identically across every binding.

0.9.2 - 2026-06-15

Added

• Cross-language golden parity for all 514 indicators across all 10 languages. A new gen_golden reference emits a deterministic OHLCV input series plus the Rust output of every one of the 514 indicators to testdata/golden/. Each binding now replays that shared input and is checked bit-for-bit against the Rust reference, covering every archetype (scalar, multi-output, pairwise, derivatives-tick, cross-section, order-book, trade, profile, alt-chart bars, footprint):
  • Python, Node.js, Java and R via reflection-driven runners.
  • Go, C# and C/C++ via generated dispatch (golden_all_test.go, GoldenAllTests.g.cs, examples/c/golden_test.c compiled as both C and C++).
  • WASM via a node --test runner over the nodejs-target build.
• CI now runs the WASM golden suite; the C/C++ golden tests run as ctest targets in the existing C-ABI job, and the Python/Node/Go/C#/Java/R suites pick up their golden runners automatically.
• README: a "verified across 10 languages" badge (linking to the FAQ that explains the cross-language golden parity) and a per-binding throughput table so readers can pick a binding by its streaming FFI cost.

Fixed

• Java binding marshalled C ABI bool parameters incorrectly. The cross-section state flags (newHigh, newLow, aboveMa, onBuySignal) were allocated as JAVA_DOUBLE arrays and passed to const bool* parameters, so the native side read the low byte of each 8-byte double and saw every flag as false (affecting e.g. NewHighsNewLows, HighLowIndex, BullishPercentIndex, PercentAboveMa). They are now packed into a real bool buffer. MacdExt's MaType arguments are now passed as byte to match the uint8_t downcall.
• R binding marshalled C ABI bool flags incorrectly. (bool *)REAL(x) reinterpreted the 8-byte doubles as 1-byte bools across the 15 cross-section update wrappers, reading every flag as false; the flags are now converted into a real C bool buffer.
• C# binding: added the #nullable enable directive the generated Indicators.g.cs requires, clearing four CS8669 warnings.

Changed

• Renamed the live_trading examples to live_binance across the Python, Node.js, WASM and C examples — they poll Binance market data, they do not place trades.
• Breaking — de-duplicated four indicators that computed identically to another one. Each is now its own distinct, correctly-defined indicator (the catalogue stays at the same count):
  • AverageDrawdown now reports the mean of the maximum depths of the distinct drawdown episodes in the window (previously the per-bar mean under-water fraction, which equalled PainIndex).
  • IntradayIntensity now reports the raw per-bar Bostian intensity volume * (2*close − high − low) / (high − low) (previously a cumulative line that equalled the A/D Line Adl; its normalized form is Cmf).
  • AwesomeOscillatorHistogram now reports the AO momentum AO[t] − AO[t−lookback]; its third parameter is the momentum lookback (default 1) instead of an SMA period (the old AO − SMA(AO, n) equalled AcceleratorOscillator).
  • AdOscillator is now the Williams A/D Oscillator (WAD − SMA(WAD, 13)), distinct from the cumulative Williams A/D line Wad. Its native (Python / Node.js / WASM) alias is renamed WilliamsAD → ADOSC.

0.9.1 - 2026-06-14

Added

• C ABI hub: every indicator now exposes wickra_<ind>_warmup_period and wickra_<ind>_is_ready, closing the gap with the native bindings (which already had them). The C-ABI languages surface them idiomatically: C# int WarmupPeriod() / bool IsReady(), Go WarmupPeriod() / IsReady(), Java int warmupPeriod() / boolean isReady(), and R warmup_period() / is_ready() generics. The alt-chart bar builders are excluded by design (a candle can complete 0..n bars, so they have no warmup).
• Runnable rustdoc examples for 23 indicators that previously lacked one.
• A Requirements reference documenting the minimum supported version per language — a new page in the documentation site plus README, marketing-site and organization-profile sections.

Changed

• Raised the minimum Node.js version to 20 — Node 18 reached end-of-life. The prebuilt N-API addon is now tested on the active LTS lines (22 and 24).
• The Java binding now builds on the JDK 25 LTS in CI (JDK 22 reached end-of-life); the published bytecode still targets Java 22, so the runtime requirement is unchanged.
• Standardised programming-language naming and ordering across all docs, READMEs, the documentation site, marketing site, organization profile and GitHub repository descriptions. Canonical list: Rust, Python, Node.js, WASM, C, C++, C#, Go, Java, R. Uses C# (not .NET) as the language label, lists C and C++ separately, prefers Node.js and WASM in prose, and frames the C ABI as a hub (C ABI hub → …) rather than a language-list entry. Documentation only — no code or public API changes.
• Python binding: upgraded pyo3 and rust-numpy from 0.28 to 0.29. No public API changes; the full test suite passes unchanged.

Fixed

• Corrected the internal casing of the RelativeStrengthAB binding wrappers, which used ...Ab (WasmRelativeStrengthAb in the WASM crate, RelativeStrengthAbNode in the Node crate) while every other surface uses the acronym AB. The published JS/WASM class name was already RelativeStrengthAB (set via js_name/js_class), so the runtime API is unchanged; the only visible change is the auto-generated TypeScript type alias, renamed RelativeStrengthAbNode → RelativeStrengthABNode in index.d.ts.

Security

• Resolved the pyo3 advisories RUSTSEC-2026-0176 (out-of-bounds read in PyList/PyTuple nth/nth_back) and RUSTSEC-2026-0177 (missing Sync bound on PyCFunction::new_closure) by upgrading to pyo3 0.29, which fixes both. The upgrade was previously blocked upstream by rust-numpy 0.28 pinning pyo3 ^0.28; rust-numpy 0.29 lifts that pin. The not-affected exceptions are removed from deny.toml and osv-scanner.toml.

0.9.0 - 2026-06-13

Maintenance release: Java build-dependency updates and CI/Dependabot housekeeping only. No library code or public API changes.

Changed

• Java binding: upgraded the test framework to JUnit Jupiter 6.1.0 (from 5.10.2) and bumped the Maven build plugins — maven-compiler-plugin 3.13.0 → 3.15.0, maven-surefire-plugin 3.2.5 → 3.5.6, maven-jar-plugin 3.4.1 → 3.5.0, maven-source-plugin 3.3.1 → 3.4.0, maven-javadoc-plugin 3.7.0 → 3.12.0, and maven-gpg-plugin 3.2.4 → 3.2.8.
• Java benchmarks and examples: bumped maven-compiler-plugin to 3.15.0 and exec-maven-plugin to 3.6.3; examples bumped jackson-databind 2.17.1 → 2.22.0.
• Grouped Dependabot updates per ecosystem into a single pull request and extended tracking to the NuGet (C#) binding and the Node/Go examples.

0.8.9 - 2026-06-12

Maintenance release: supply-chain and CI housekeeping only. No library code or public API changes.

Security

• Triaged the pyo3 advisories RUSTSEC-2026-0176 (out-of-bounds read in PyList/PyTuple nth/nth_back) and RUSTSEC-2026-0177 (missing Sync bound on PyCFunction::new_closure) as not affecting Wickra: neither vulnerable API is reachable from the Python binding. Both are fixed in pyo3 0.29, but rust-numpy 0.28 pins pyo3 ^0.28, so the upgrade is blocked upstream; the advisories are recorded with their not-affected rationale in deny.toml and osv-scanner.toml and will be cleared once rust-numpy 0.29 ships.

Changed

• Java binding: bumped central-publishing-maven-plugin 0.5.0 → 0.10.0 (the Maven Central publishing plugin used at release time).
• Bumped the SHA-pinned GitHub Actions used in CI (actions/checkout, actions/setup-go, actions/setup-java, github/codeql-action, taiki-e/install-action) to their latest releases.
• Added a Maven ecosystem to Dependabot so the Java binding's build plugins and dependencies are tracked going forward.

0.8.8 - 2026-06-11

Fixed

• R binding: declare Depends: R (>= 2.10), clearing the R CMD check warning ("package needs dependence on R (>= 2.10)") that the bundled, lazy-loaded sample_ohlcv dataset triggers on r-universe / CRAN.

0.8.7 - 2026-06-11

Added

• R binding: a Getting started vignette and a synthetic sample_ohlcv example dataset, giving new users a runnable, self-contained walkthrough and populating the R-universe Articles and Datasets tabs. The vignette's code is exercised in CI so a broken example is caught before the published build.

0.8.6 - 2026-06-11

Changed

• Package registry metadata for better discoverability:
  • R (R-universe): added the R-universe URL and X-schema.org-keywords to the R DESCRIPTION, plus a package logo at bindings/r/man/figures/logo.png (pkgdown convention).
  • Python (PyPI): added a Documentation project URL.
  • C# (NuGet): added a package icon via PackageIcon.

0.8.5 - 2026-06-11

Fixed

• The R binding's golden-fixture parity test now skips gracefully when the shared testdata/golden fixtures are not bundled with the package — standalone r-universe / CRAN builds package only bindings/r, so the repo-root fixtures are unreachable there. The parity stays enforced by the repository CI, where the fixtures are present.

0.8.4 - 2026-06-11

Fixed

• A single non-finite (NaN/inf) tick no longer poisons indicator state. The 16 pairwise running-sum/buffer indicators fixed first (Beta, BetaNeutralSpread, Cointegration, HasbrouckInformationShare, PearsonCorrelation, RollingCorrelation, RollingCovariance, DistanceSsd, GrangerCausality, KendallTau, LeadLagCrossCorrelation, OuHalfLife, SpearmanCorrelation, SpreadAr1Coefficient, SpreadHurst, VarianceRatio) were joined by 38 more scalar/pairwise indicators the new property harness surfaced (the linear-regression family, rolling quantiles and IQR, Variance/StdDev-derived stats, Kurtosis/Skewness, the trailing stops, KalmanHedgeRatio, SpreadBollingerBands, and more). Every f64 / (f64, f64) indicator now rejects non-finite input and returns None, matching the streaming-robustness guarantee — and the harness enforces it going forward.

Added

• Catalogue-wide property-based invariant harness (crates/wickra-core/tests/invariants.rs) asserting batch == streaming, reset == fresh, and non-finite-input rejection for every indicator and bar-builder.

Changed

• CI: every job now has a runtime cap and the historically flaky Node test step auto-retries, so a wedged runner fails fast instead of hanging for hours.
• Documentation accuracy fixes in SECURITY.md, ARCHITECTURE.md, and THREAT_MODEL.md (supported version, indicator count, WASM test coverage, numerical-stability notes, and the C-ABI panic strategy).

0.8.3 - 2026-06-10

Added

• Per-binding throughput benchmarks — every target now ships a throughput benchmark mirroring the Node throughput.js: streaming and batch updates-per-second for SMA(20), ATR(14) and MACD(12,26,9) over a synthetic OHLCV series. New for Python (bindings/python/benchmarks/), C (bindings/c/benchmarks/), C# (bindings/csharp/benchmarks/), Go (bindings/go/benchmarks/), Java (bindings/java/benchmarks/), R (bindings/r/benchmarks/), WebAssembly (bindings/wasm/benchmarks/) and the Rust core baseline (examples/rust/.../throughput.rs, no FFI). They measure each binding's FFI overhead — the same Rust core runs underneath all of them — and are documented in BENCHMARKS.md §3, not a cross-library speed claim.
• C ABI archetype test — examples/c/archetypes.c exercises one indicator per FFI archetype (scalar, multi-output, bars, profile, array input) through the C boundary, matching the Go/R/Java suites.

0.8.2 - 2026-06-10

Fixed

• R binding builds for WebAssembly — bindings/r/configure now builds the C ABI from source for the wasm32-unknown-emscripten target (r-universe / webR) using the build image's cargo + emscripten, instead of failing with "unsupported OS Emscripten". rayon is dropped on wasm via --no-default-features; the indicators are pure computation, so the serial path is functionally identical.

0.8.1 - 2026-06-10

Fixed

• wickra-go license — the release-time Go module mirror now ships the dual LICENSE-MIT and LICENSE-APACHE files, so pkg.go.dev detects a redistributable license for github.com/wickra-lib/wickra-go. The previous mirror shipped no license file.

0.8.0 - 2026-06-09

Added

• Standalone wickra-go module — the Go binding is now mirrored to a dedicated github.com/wickra-lib/wickra-go repository on every release, with the prebuilt C ABI libraries committed per platform under lib/<goos>_<goarch>/ and the C ABI header vendored alongside the source, so go get github.com/wickra-lib/wickra-go builds with no extra steps. The in-repo bindings/go module is unchanged for repo-clone workflows.

Changed

• Go binding (bindings/go) is self-contained — the C ABI header is now vendored inside the module (bindings/go/include/wickra.h) instead of being referenced from the parent bindings/c directory, and the cgo link flags resolve the prebuilt library per GOOS/GOARCH under lib/<goos>_<goarch>/. This removes the dependency on a full repository checkout for building the module.

0.7.9 - 2026-06-09

Added

• Java binding (bindings/java) — a Java binding reaching the C ABI hub through the Java Foreign Function & Memory API (Panama, java.lang.foreign, final in Java 22) rather than JNI or jextract, exposing all 514 indicators as idiomatic AutoCloseable classes. The downcall handles, per-indicator wrappers and output records are generated from wickra.h; the opaque handle is a MemorySegment freed by a java.lang.ref.Cleaner action. Ships a full example suite mirroring the C, C#, Go and R examples; published to Maven Central as org.wickra:wickra.

0.7.8 - 2026-06-09

Added

• R binding (bindings/r) — an R package reaching the C ABI hub through R's native .Call interface, exposing all 514 indicators as constructors that return a wickra_indicator object with update/batch/reset methods. The C glue and R wrappers are generated from wickra.h; the native handle is freed by a registered finalizer. Ships a full example suite mirroring the C, C# and Go examples; distributed for r-universe / source install.

0.7.7 - 2026-06-09

Added

• Go binding (bindings/go) — a cgo binding over the C ABI hub exposing all 514 indicators as idiomatic types with New<Indicator> constructors and Update/Batch/Reset/Close methods, generated from wickra.h. Handles are freed by Close() with a runtime.SetFinalizer backstop. Ships a full example suite mirroring the C and C# examples; distributed as a subdirectory module (go get github.com/wickra-lib/wickra/bindings/go).

0.7.6 - 2026-06-09

Added

• C# / .NET binding (bindings/csharp) — the first language stecker on the C ABI hub. Exposes all 514 indicators as idiomatic IDisposable classes via [LibraryImport] source-generated P/Invoke, generated from wickra.h. Ships on NuGet as Wickra with prebuilt native libraries for six target triples (win/linux/osx × x64/arm64), plus a full example suite mirroring the C examples.

0.7.5 - 2026-06-09

Added

• C ABI (bindings/c) — a cdylib + staticlib plus a generated include/wickra.h exposing all 514 indicators and 10 bar builders over an opaque-handle C ABI: the hub any C-capable language (C, C++, Go, C#, Java, R) links against, complementing the native Python/Node/WASM bindings. Ships a full example suite (streaming, backtest, multi-timeframe, OpenMP parallel fan-out, three educational strategies, and Binance fetch/live over curl) mirroring the other bindings, plus an optional wickra.hpp C++ RAII wrapper.

0.7.4 - 2026-06-08

• Three-Line Break — Three-line-break bars (reversal needs N-line break) (THREE_LINE_BREAK_BARS).
• Run — Run bars (consecutive same-direction tick runs) (RUN_BARS).
• Imbalance — Imbalance bars (tick-rule signed imbalance threshold) (IMBALANCE_BARS).
• Dollar — Dollar bars (fixed traded value per bar, Lopez de Prado) (DOLLAR_BARS).
• Volume — Volume bars (fixed traded volume per bar) (VOLUME_BARS).
• Tick — Tick bars (fixed candle count per bar) (TICK_BARS).
• Range — Range bars (fixed price-range bricks) (RANGE_BARS).

0.7.3 - 2026-06-08

• M2Measure — M2 measure (Modigliani; Sharpe expressed in benchmark return units) (M2Measure).
• UpsidePotentialRatio — Upside Potential Ratio (upside mean over downside deviation) (UpsidePotentialRatio).
• GainToPainRatio — Gain-to-Pain Ratio (sum of returns over sum of losses) (GainToPainRatio).
• CommonSenseRatio — Common Sense Ratio (tail ratio times gain-to-pain) (CommonSenseRatio).
• KRatio — K-Ratio (Kestner; equity-curve slope over its standard error) (KRatio).
• TailRatio — Tail Ratio (95th over absolute 5th return percentile) (TailRatio).
• MartinRatio — Martin Ratio (Ulcer Performance Index; return over RMS drawdown) (MartinRatio).
• BurkeRatio — Burke Ratio (return over root-sum-squared drawdowns) (BurkeRatio).
• SterlingRatio — Sterling Ratio (mean return over average drawdown) (SterlingRatio).

0.7.2 - 2026-06-08

• Composite Profile — multi-session composite volume profile exposing POC, VAH and VAL (CompositeProfile).
• High/Low Volume Nodes — highest- and lowest-volume price nodes in the profile (HighLowVolumeNodes).
• Profile Shape — profile shape classification (b/P/D normal) as a numeric code (ProfileShape).
• Single Prints — count of single-print (low-activity) price levels in the profile (SinglePrints).
• Naked POC — most recent untouched (naked) point of control level (NakedPoc).

0.7.1 - 2026-06-08

• Open-Interest Momentum — rate-of-change of open interest over a rolling window (OpenInterestMomentum).
• Funding-Implied APR — annualised funding rate (per-interval funding times intervals per year) (FundingImpliedApr).
• Perpetual Premium Index — relative premium of the mark price over the index price (PerpetualPremiumIndex).
• OI-to-Volume Ratio — open interest divided by taker volume (position turnover proxy) (OiToVolumeRatio).
• Estimated Leverage Ratio — open interest divided by aggregate long+short position size (leverage proxy) (EstimatedLeverageRatio).

0.7.0 - 2026-06-08

• Hasbrouck Information Share — variance-ratio proxy for each venue's share of price discovery (Hasbrouck information share) (HasbrouckInformationShare).
• PIN — probability of informed trading from rolling buy/sell imbalance (EKOP single-window estimator) (Pin).
• Trade-Sign Autocorrelation — lag-1 autocorrelation of the signed trade aggressor (order-flow persistence) (TradeSignAutocorrelation).

0.6.9 - 2026-06-08

• Tristar — a three-doji star reversal: three consecutive dojis with the middle gapped above (bearish) or below (bullish) its neighbours (Tristar).
• Harami Cross — a Harami whose second candle is a contained doji, a stronger reversal than a plain Harami (HaramiCross).
• Tower Top/Bottom — a tall bar, a small pause bar, then a tall opposite bar marking a reversal (TowerTopBottom).
• Frying Pan Bottom — a rounded (U-shaped) accumulation base over the lookback window, confirmed when price recovers above the rim (FryPanBottom).
• Dumpling Top — a rounded (dome-shaped) distribution top over the lookback window, confirmed when price breaks below the start (DumplingTop).
• New Price Lines — flags a run of N consecutive new closing highs (+1) or lows (-1), the eight/ten-new-price-lines exhaustion gauge (NewPriceLines).

0.6.8 - 2026-06-08

• Smoothed Heikin-Ashi — a Heikin-Ashi candle computed from EMA-smoothed OHLC, damping noise into a cleaner trend candle (SmoothedHeikinAshi).
• Heikin-Ashi Oscillator — the Heikin-Ashi candle body (ha_close − ha_open), optionally EMA-smoothed, as a zero-line oscillator (HeikinAshiOscillator).
• Three Line Break — the trend direction of a line-break chart, reversing only when the close breaks the extreme of the last N lines (ThreeLineBreak).
• Equivolume — a chart box whose height is the bar range and whose width is volume-relative, fusing price range with activity (Equivolume).
• CandleVolume — a candle whose body is close-minus-open and whose width is volume-relative, a volume-weighted candle chart (CandleVolume).

0.6.7 - 2026-06-08

• TD Camouflage — a DeMark qualifier flagging hidden intrabar strength or weakness against the prior close (TDCamouflage).
• TD Clop — a DeMark two-bar open/close engulfing reversal where the bar opens beyond and closes back across the prior body (TDClop).
• TD Clopwin — the inside-body cousin of TD Clop, marking a compression bar whose direction hints at the next move (TDClopwin).
• TD Propulsion — a DeMark continuation thrust that opens on the trend side and closes beyond the prior bar's extreme (TDPropulsion).
• TD Trap — an inside ("trap") bar followed by a close beyond its range, triggering a directional breakout signal (TDTrap).
• TD D-Wave — a streaming Elliott-style swing-wave counter labelling the market's 1–5 impulse / A–C correction sequence (TDDWave).
• TD Moving Averages — the DeMark ST1 (fast) and ST2 (slow) median-price trend ribbon whose crossover frames the trend (TDMovingAverage).

0.6.6 - 2026-06-08

• Pivot Reversal — a breakout signal when price closes through the most recently confirmed swing pivot (PIVOT_REVERSAL).
• Volume-Weighted Support/Resistance — a band whose edges are the volume-weighted average of recent highs and lows (VOLUME_WEIGHTED_SR).
• Andrews Pitchfork — median line and two parallels projected from the last three swing pivots (ANDREWS_PITCHFORK).
• Murrey Math Lines — T. H. Murrey's eighths grid over the recent trading range, each level acting as support/resistance (MURREY_MATH_LINES).
• Central Pivot Range — the classic pivot flanked by two central levels gauging the day's expected character (CENTRAL_PIVOT_RANGE).
• Faster scalar batch paths — Ema, Rsi, BollingerBands, MacdIndicator and Atr gained dedicated batch fast paths (used by the Python bindings) that strip per-element Option/validation overhead and the intermediate Vec<Option<_>> allocation, while staying bit-for-bit equal to replaying update (including the SMA/Bollinger drift-reseed). Python batch is ~2× faster on EMA/RSI/MACD/ATR; streaming is unchanged.
• Cross-library benchmark refresh — benchmarks/compare_libraries.py now measures the median across timing rounds (--rounds / --streaming-rounds), adds --skip-batch / --skip-streaming, and drives every peer through the streaming arena (recompute for batch-only libraries). wickra-bench compares the batch fast paths against kand.

0.6.5 - 2026-06-07

• Autocorrelation Periodogram — Ehlers autocorrelation periodogram: dominant cycle period estimate (AUTOCORRPGRAM).
• Even Better Sinewave — Ehlers Even Better Sinewave: normalized cycle-phase oscillator (EVENBETTERSINE).
• Bandpass Filter — Ehlers bandpass filter: isolates a frequency band around the dominant cycle (BANDPASS).
• Adaptive CCI — Adaptive CCI: efficiency-ratio-adaptive CCI on typical price (ADAPTIVECCI).
• Universal Oscillator — Ehlers Universal Oscillator: SuperSmoother-based normalized cycle oscillator (UNIVERSALOSC).
• Adaptive RSI — Adaptive RSI: dominant-cycle-tuned RSI length (Ehlers) (ADAPTIVERSI).
• Correlation Trend Indicator — Ehlers Correlation Trend Indicator: Pearson correlation of price vs time (CTI).
• Trendflex — Ehlers Trendflex: trend-following companion to Reflex (TRENDFLEX).
• Reflex — Ehlers Reflex: trend-cycle oscillator measuring slope-adjusted displacement (REFLEX).
• Highpass Filter — Ehlers highpass filter: removes low-frequency trend, leaving cyclic component (HIGHPASS).

0.6.4 - 2026-06-07

• Kendall Tau — Kendall rank correlation (tau-b) over a rolling window of paired observations (KENDALLTAU).
• Sample Entropy — Sample entropy: regularity/complexity of a rolling series (Richman-Moorman) (SAMPLEENT).
• Shannon Entropy — Shannon entropy of a rolling value distribution over fixed bins (SHANNONENT).
• Rolling Min-Max Scaler — Rolling min-max scaler mapping the latest value to 0..1 over a rolling window (ROLLINGMINMAX).
• Jarque-Bera — Jarque-Bera normality test statistic over a rolling window (JARQUEBERA).

0.6.3 - 2026-06-07

• Volume-Weighted MACD — Volume-Weighted MACD: MACD computed on VWMA instead of EMA, with signal line and histogram (VWMACD).
• Better Volume — Better Volume (VSA): classifies volume against bar spread to surface effort/result imbalance (BETTERVOL).
• Intraday Intensity Index — Intraday Intensity Index: volume weighted by close position within the bar range (INTRADAYINT).
• Trade Volume Index — Trade Volume Index: accumulates volume by tick direction past a min-tick threshold (distinct from TSV) (TRADEVOLIDX).
• Twiggs Money Flow — Twiggs Money Flow: volume-weighted accumulation using true range and Wilder smoothing (distinct from CMF) (TWIGGSMF).
• Williams Accumulation/Distribution — Williams Accumulation/Distribution: cumulative price-direction accumulator (distinct from Chaikin A/D) (WILLIAMSAD).
• Volume RSI — Volume RSI: Wilder-style RSI computed on signed volume flow (VOLUMERSI).

0.6.2 - 2026-06-07

• Modified MA Stop — Modified MA Stop — SMMA-ratcheted trailing stop with directional flip (MODIFIED_MA_STOP).
• Time-Based Stop — Time-Based Stop — bar-count timer that fires after a fixed holding period (TIME_BASED_STOP).
• NRTR — NRTR (Nick Rypock Trailing Reverse) — percentage trailing-reverse stop (NRTR).
• ATR Ratchet — ATR Ratchet — Kaufman per-bar tightening volatility trailing stop (ATR_RATCHET).
• Elder SafeZone — Elder SafeZone Stop — average noise-penetration trailing stop with directional flip (ELDER_SAFE_ZONE).
• Kase DevStop — Kase DevStop volatility trailing stop using standard-deviation of two-bar true range (KASE_DEV_STOP).

0.6.1 - 2026-06-07

• Projection Oscillator — Widner projection oscillator: close position inside the projection bands, scaled 0..100 (ProjectionOscillator).
• Projection Bands — Widner projection bands: forward-projected high/low regression envelope (ProjectionBands).
• Median Channel — robust median +/- multiplier*MAD envelope (MedianChannel).
• Bomar Bands — adaptive percentage bands containing a target coverage fraction of recent closes (BomarBands).
• Quartile Bands — rolling 25th/50th/75th-percentile (Q1/median/Q3) envelope (QuartileBands).

0.6.0 - 2026-06-06

• Volatility Cone — volatility cone: current realized volatility within its historical min/median/max envelope (VolatilityCone).
• VolatilityRatio — Schwager's volatility ratio: true range over the EMA of prior true ranges (VolatilityRatio).
• BipowerVariation — jump-robust realized bipower variation (pi/2 sum of adjacent absolute log-return products) (BipowerVariation).
• VolatilityOfVolatility — vol-of-vol: sample stddev of a rolling realized-volatility series (VolatilityOfVolatility).
• Garch11 — GARCH(1,1) conditional volatility with a long-run-variance anchor (Garch11).
• EwmaVolatility — RiskMetrics exponentially-weighted volatility of log returns (lambda decay) (EwmaVolatility).

0.5.9 - 2026-06-06

Added

• Internal Rust cross-library benchmark harness (crates/wickra-bench, not published) comparing Wickra against kand, ta-rs and yata on an identical candle series in both streaming and batch modes; wired into the nightly cross-library-bench workflow.
• tulipy runners and expanded per-tick streaming coverage (SMA, EMA, RSI, MACD, Bollinger) in the Python compare_libraries benchmark.

Changed

• Faster streaming and batch updates for SMA, Bollinger Bands, RSI, EMA and ATR (flat ring buffers replacing VecDeque, hoisted reciprocals in the Wilder smoothing, leaner hot state) — indicator outputs are unchanged.
• Rewrote the README benchmark section into honest, tiered tables (Rust core vs the other Rust crates, and Python vs the Python ecosystem) that show where Wickra wins and where it loses, not only the favourable comparisons.

0.5.8 - 2026-06-04

• TSF Oscillator — the percentage gap of the close to the one-bar-ahead time-series forecast, a close-relative companion to CFO (TsfOscillator).
• MACD Histogram — the standalone macd-minus-signal bar of MACD as a scalar series (MacdHistogram).
• PPO Histogram — the Percentage Price Oscillator with its signal EMA and the resulting zero-centered histogram (PpoHistogram).

0.5.7 - 2026-06-04

• Qstick — Qstick (Chande), the SMA of the candle body (close − open) as a net buying/selling pressure gauge (QSTICK).
• TTM Trend — TTM Trend (John Carter), +1/−1 by whether the close sits above the SMA of recent median prices (TTM_TREND).
• Trend Strength Index — trend strength index, the signed r² of a linear regression of price against time (TREND_STRENGTH_INDEX).
• Polarized Fractal Efficiency — polarized fractal efficiency (Hannula), directional trend efficiency over a fractal lookback (POLARIZED_FRACTAL_EFFICIENCY).
• Wave PM — Wave PM (Kase), a variance-normalised peak-momentum statistic (WAVE_PM).
• Gator Oscillator — Gator Oscillator (Bill Williams), the Alligator convergence/divergence histogram (GATOR_OSCILLATOR).
• Kase Permission Stochastic — Kase Permission Stochastic, a double-smoothed stochastic used as a trade-permission filter (KASE_PERMISSION_STOCHASTIC).

0.5.6 - 2026-06-04

• QQE — quantitative qualitative estimation, a smoothed RSI with an ATR-of-RSI trailing line (QQE).
• Intraday Momentum Index — intraday momentum index (Chande), RSI on the open-to-close body (IMI).
• Elder Ray — Elder Ray bull power and bear power around an EMA of close (ElderRay).
• Derivative Oscillator — derivative oscillator (Constance Brown), a double-smoothed RSI histogram (DerivativeOscillator).
• RMI — relative momentum index (RMI), RSI over a multi-bar momentum lookback (RMI).
• Stochastic CCI — stochastic CCI, a stochastic oscillator over the CCI (StochasticCCI).
• Dynamic Momentum Index — dynamic momentum index (Chande), a volatility-adaptive RSI (DynamicMomentumIndex).
• RSX — RSX, a Jurik-style three-stage smoothed RSI (RSX).
• Fisher RSI — Fisher RSI, the Fisher transform of a normalised RSI (FisherRSI).
• Disparity Index — disparity index, the percent gap between price and its moving average (DisparityIndex).

0.5.5 - 2026-06-04

• GD — generalized DEMA (GD), Tillson's volume-factor double EMA and the building block of T3 (GD).
• GMA — geometric moving average (GMA), the rolling geometric mean of prices (GMA).
• Holt-Winters — Holt's linear (double exponential) smoothing with level and trend components (HoltWinters).
• Adaptive Laguerre — Ehlers adaptive Laguerre filter with median-error-adaptive gamma (AdaptiveLaguerre).
• Median MA — median moving average, the rolling median of prices (MedianMA).
• EHMA — exponential Hull moving average (EHMA), the Hull construction built from EMAs (EHMA).
• SWMA — sine-weighted moving average (SWMA), a symmetric half-cycle sine window (SWMA).

0.5.4 - 2026-06-04

• Roll Measure — effective spread implied by the negative serial covariance of trade-price changes (Roll 1984) (RollMeasure).
• Amihud Illiquidity — average absolute log return per unit of traded value (price-impact liquidity proxy, Amihud 2002) (AmihudIlliquidity).
• VPIN — volume-synchronised probability of informed trading (volume-bucketed order-flow toxicity) (Vpin).
• Order Flow Imbalance — rolling sum of best-level order-flow events (Cont-Kukanov-Stoikov OFI) (OrderFlowImbalance).
• Expectancy — expected return per unit of average loss (R-multiple) over a rolling window of returns (Expectancy).
• Win Rate — fraction of strictly-positive returns over a rolling window (WinRate).
• Regime Label — volatility-quantile regime classification: −1 calm / 0 normal / +1 stressed, by where the rolling volatility sits in its own recent distribution (RegimeLabel).
• Jump Indicator — flags return outliers beyond threshold × trailing return volatility (−1 down / 0 / +1 up) (JumpIndicator).
• Trend Label — discrete trend state from the sign of the rolling least-squares slope (−1 / 0 / +1) (TrendLabel).
• High-Low Range — bar high-low range as a fraction of close (scale-free per-bar volatility) (HighLowRange).
• Wick Ratio — signed upper-vs-lower shadow imbalance as a fraction of the range (WickRatio).
• Body Size Percent — absolute candle body as a fraction of the bar range (BodySizePct).
• Close vs Open — signed body as a fraction of the open price, (close − open) / open (CloseVsOpen).
• Spread AR(1) Coefficient — first-order autoregression coefficient of the spread a − b (direct cointegration / mean-reversion strength) (SpreadAr1Coefficient).
• Rolling Quantile — interpolated q-th quantile over a trailing window (type-7 / NumPy default) (RollingQuantile).
• Rolling Percentile Rank — percentile rank of the latest value within its trailing window (RollingPercentileRank).
• Rolling IQR — interquartile range (Q3 − Q1) over a trailing window (robust dispersion) (RollingIqr).
• Realized Volatility — square root of the summed squared log returns (raw, un-annualised quadratic variation) (RealizedVolatility).
• Log Return — logarithmic return over a fixed lag, ln(price_t / price_{t−period}) (LogReturn).

0.5.3 - 2026-06-04

• Fibonacci Time Zones — vertical markers at Fibonacci bar-distances (1/2/3/5/8/...) from the latest swing pivot (FIB_TIME_ZONES).
• Fibonacci Channel — a sloped base trendline plus parallel lines at Fibonacci multiples of the channel width (FIB_CHANNEL).
• Fibonacci Arcs — semicircular retracement levels centred on the swing end, normalised by leg bar-width (FIB_ARCS).
• Fibonacci Fan — three trendlines fanning from a swing start through its 38.2/50/61.8% retracement levels (FIB_FAN).
• Fibonacci Confluence — densest cluster of retracement levels across recent swing legs (price + strength) (FIB_CONFLUENCE).
• Golden Pocket — the 0.618-0.65 optimal-trade-entry band of the most recent swing leg (GOLDEN_POCKET).
• Auto-Fibonacci — retracement anchored on the dominant (largest-magnitude) leg among recent swings (AUTO_FIB).
• Fibonacci Projection — measured-move target zone from the last three pivots (A-B-C), projecting A->B from C (FIB_PROJECTION).
• Fibonacci Extension — projects the latest swing leg to the canonical extension ratios (127.2/141.4/161.8/200/261.8%) (FIB_EXTENSION).
• Fibonacci Retracement — seven retracement levels (0/23.6/38.2/50/61.8/78.6/100%) of the most recent confirmed swing leg (FIB_RETRACEMENT).

0.5.2 - 2026-06-03

Added

• Three Drives — three symmetric drives with extension legs; bullish +1, bearish -1 (THREE_DRIVES).
• Cypher — five-point harmonic whose D retraces XC by 0.786; bullish +1, bearish -1 (CYPHER).
• Shark — five-point harmonic with an expansion leg and 0.886-1.13 D; bullish +1, bearish -1 (SHARK).
• Crab — five-point harmonic with the deepest (1.618 XA) D completion; bullish +1, bearish -1 (CRAB).
• Bat — five-point harmonic with a shallow B and 0.886 D completion; bullish +1, bearish -1 (BAT).
• Butterfly — five-point harmonic with an extended (1.27-1.618 XA) D; bullish +1, bearish -1 (BUTTERFLY).
• Gartley — five-point harmonic with a 0.786 D completion; bullish +1, bearish -1 (GARTLEY).
• AB=CD — four-point AB=CD harmonic: BC retraces AB, CD mirrors AB; bullish +1, bearish -1 (ABCD).
• Cup and Handle — rounded base with a shallow handle near the rim; bullish +1, inverse -1 (CUP_AND_HANDLE).
• Rectangle / Range — flat support and resistance; mean-reversion signal off the just-touched boundary; support +1, resistance -1 (RECTANGLE_RANGE).
• Flag / Pennant — shallow consolidation against a sharp pole; continuation in the pole direction; bull +1, bear -1 (FLAG_PENNANT).
• Wedge (rising/falling) — both trendlines slope the same way but converge; rising wedge -1, falling wedge +1 (WEDGE).
• Triangle (asc/desc/sym) — converging trendlines; ascending +1, descending -1, symmetrical follows the last swing (TRIANGLE).
• Head and Shoulders — central head flanked by two matching shoulders over a flat neckline; top -1, inverse +1 (HEAD_AND_SHOULDERS).
• Triple Top / Bottom — three matching peaks / troughs; a stronger reversal than the double; bearish -1, bullish +1 (TRIPLE_TOP_BOTTOM).
• Double Top / Bottom — twin-peak / twin-trough reversal confirmed on the second matching swing extreme; bearish -1, bullish +1 (DOUBLE_TOP_BOTTOM).

0.5.1 - 2026-06-03

Added — Seasonality & Session family (12 indicators)

• Volume-by-Time Profile — mean traded volume bucketed by intraday time (VOLUME_BY_TIME_PROFILE).
• Intraday Volatility Profile — return standard deviation bucketed by intraday time (INTRADAY_VOLATILITY_PROFILE).
• Day-of-Week Profile — mean bar return bucketed by weekday (DAY_OF_WEEK_PROFILE).
• Time-of-Day Return Profile — mean bar return bucketed by intraday time (TIME_OF_DAY_RETURN_PROFILE).
• Seasonal Z-Score — z-score of the current return versus the same hour-of-day history (SEASONAL_Z_SCORE).
• Turn-of-Month — mean daily return inside the turn-of-month window (TURN_OF_MONTH).
• Overnight/Intraday Return — decomposition of session return into overnight and intraday legs (OVERNIGHT_INTRADAY_RETURN).
• Overnight Gap — close-to-open return across the session boundary (OVERNIGHT_GAP).
• Average Daily Range — mean high-low range of the last N completed sessions (AVERAGE_DAILY_RANGE).
• Session Range — per-session (Asia/EU/US) high-low range (SESSION_RANGE).
• Session High/Low — running high and low of the current session (SESSION_HIGH_LOW).
• Session VWAP — session-anchored volume-weighted average price (SESSION_VWAP).

0.5.0 - 2026-06-03

Added

• TICK Index — instantaneous net advancing-minus-declining issues (TICK_INDEX).
• Absolute Breadth Index — absolute value of net advancing-minus-declining issues (ABSOLUTE_BREADTH_INDEX).
• Cumulative Volume Index — running total of volume-normalised net advancing volume (CUMULATIVE_VOLUME_INDEX).
• Bullish Percent Index — percentage of the universe on a point-and-figure buy signal (BULLISH_PERCENT_INDEX).
• Up/Down Volume Ratio — advancing volume divided by declining volume (UP_DOWN_VOLUME_RATIO).
• Percent Above Moving Average — percentage of the universe trading above its reference moving average (PERCENT_ABOVE_MA).
• High-Low Index — moving average of the record-high percentage (HIGH_LOW_INDEX).
• New Highs - New Lows — net count of new period highs minus new period lows (NEW_HIGHS_NEW_LOWS).
• Breadth Thrust — moving average of the advancing-issues share (Zweig) (BREADTH_THRUST).
• TRIN / Arms Index — advance-decline ratio divided by the up-down volume ratio (TRIN).
• McClellan Summation Index — running cumulative total of the McClellan Oscillator (MCCLELLAN_SUMMATION_INDEX).
• McClellan Oscillator — spread between a 19- and 39-period EMA of ratio-adjusted net advances (MCCLELLAN_OSCILLATOR).
• Advance/Decline Volume Line — cumulative net advancing-minus-declining volume across the universe (AD_VOLUME_LINE).
• Advance/Decline Ratio — advancing issues divided by declining issues across the universe (ADVANCE_DECLINE_RATIO).

Changed

• Relicensed from PolyForm Noncommercial 1.0.0 to dual MIT OR Apache-2.0. Wickra is now OSI-approved, permissive open source; commercial use is permitted under either license. See LICENSE-MIT and LICENSE-APACHE.

0.4.7 - 2026-06-03

Added

• Spread Bollinger Bands — Bollinger bands on the spread of two series for pairs mean-reversion (SPREAD_BOLLINGER_BANDS).

• Kalman Hedge Ratio — Kalman-filter dynamic hedge ratio and spread between two series (KALMAN_HEDGE_RATIO).

• Granger Causality — Granger causality F-statistic measuring whether one series predicts another (GRANGER_CAUSALITY).

• Variance Ratio — Lo-MacKinlay variance-ratio test on the spread of two series (VARIANCE_RATIO).

• Beta-Neutral Spread — beta-neutral spread: the rolling OLS regression residual of two series (BETA_NEUTRAL_SPREAD).

• Distance SSD — Gatev sum-of-squared-deviations distance between two normalised series (DISTANCE_SSD).

• Spread Hurst — Hurst exponent of the spread of two series for regime detection (SPREAD_HURST).

• OU Half-Life — Ornstein-Uhlenbeck half-life of mean reversion for the spread of two series (OU_HALF_LIFE).

• Rolling Covariance — rolling covariance of the period-over-period returns of two series (ROLLING_COVARIANCE).

• Rolling Correlation — rolling Pearson correlation of the period-over-period returns of two series (ROLLING_CORRELATION).

• Market Breadth family — a new indicator family built on a new CrossSection input type that carries the per-symbol state of an entire universe in one tick (each Member holds a signed change, a volume, and new_high / new_low flags). CrossSection::new validates the universe (non-empty, finite changes, finite non-negative volumes); new_unchecked skips validation for hot paths.

  • AdvanceDecline (ADVANCE_DECLINE) — the Advance/Decline Line, the running cumulative sum of net advancing-minus-declining issues across the universe.

0.4.6 - 2026-06-03

Added

• TA-Lib parity — Directional Movement components — the ADX building blocks, previously available only bundled inside Adx, as standalone single-output indicators:
  • PlusDm (PLUS_DM) — Wilder-smoothed plus directional movement.
  • MinusDm (MINUS_DM) — Wilder-smoothed minus directional movement.
  • PlusDi (PLUS_DI) — plus directional indicator, 100 · smoothed(+DM) / ATR.
  • MinusDi (MINUS_DI) — minus directional indicator, 100 · smoothed(-DM) / ATR.
  • Dx (DX) — directional movement index, 100 · |+DI − −DI| / (+DI + −DI).
• TA-Lib parity — price transforms — window and per-bar price aggregates:
  • MidPrice (MIDPRICE) — (highest high + lowest low) / 2 over a window.
  • MidPoint (MIDPOINT) — (max + min) / 2 of a scalar series over a window.
  • AvgPrice (AVGPRICE) — per-bar (open + high + low + close) / 4.
• TA-Lib parity — rate-of-change variants — the ratio forms of Roc:
  • Rocp (ROCP) — (close − close[period]) / close[period] (fraction).
  • Rocr (ROCR) — close / close[period] (ratio).
  • Rocr100 (ROCR100) — close / close[period] · 100.
• TA-Lib parity — linear-regression outputs — the remaining OLS endpoints:
  • LinRegIntercept (LINEARREG_INTERCEPT) — the OLS intercept a.
  • Tsf (TSF) — time series forecast, a + b·period (one bar ahead).
• TA-Lib parity — MacdFix (MACDFIX) — MACD with fast/slow fixed at 12/26 and only the signal period configurable; output is the usual {macd, signal, histogram} triple.
• TA-Lib parity — SarExt (SAREXT) — Parabolic SAR with a start value, reversal offset, independent long/short acceleration, and a signed output (positive in long phases, negative in short phases).
• TA-Lib parity — MacdExt (MACDEXT) — MACD with an independently selectable moving-average type (new MaType enum: SMA/EMA/WMA/DEMA/TEMA/TRIMA) for each of the fast, slow and signal lines.
• TA-Lib parity — HtPhasor (HT_PHASOR) — the in-phase and quadrature components of the Hilbert-transform analytic signal, as a {inphase, quadrature} pair.
• TA-Lib parity — HtDcPhase (HT_DCPHASE) — the phase angle (in degrees) of the Hilbert-transform dominant cycle.
• TA-Lib parity — HtTrendMode (HT_TRENDMODE) — Ehlers' trend (1) vs cycle (0) classification from the Hilbert-transform dominant cycle.

0.4.5 - 2026-06-02

Added

• Anchored RSI — a cumulative Relative Strength Index whose averaging begins at a runtime-chosen anchor bar (set_anchor), the momentum counterpart to Anchored VWAP. Every up- and down-move since the anchor is weighted equally, so it reports the RSI of the entire move since the anchor point. Scalar input, Momentum Oscillators family; available in Rust, Python, Node and WASM.
• Volume Profile — the full per-bin volume distribution over a rolling window, exposing the raw histogram (price bounds plus per-bin volume) that Value Area reduces to POC/VAH/VAL. Market Profile family; candle input, available in Rust, Python, Node and WASM.
• TPO Profile — the Time-Price-Opportunity (market-profile letter) distribution: a volume-agnostic count of how many periods traded at each price level over a rolling window. Market Profile family; candle input, available in Rust, Python, Node and WASM.
• Alt-Chart Bars — a new BarBuilder trait and family of price-driven chart constructors that emit a variable number of completed bars per candle (so they are deliberately not Indicators): Renko (fixed box-size bricks with the 2-box reversal rule), Kagi (reversal-amount line segments), and Point & Figure (box-size X/O columns with an N-box reversal). Available in Rust, Python, Node and WASM.

0.4.4 - 2026-06-02

Added

• TA-Lib candlestick patterns (part 1). New candlestick pattern detectors matching TA-Lib CDL*, emitting the family's signed +1 / 0 / −1 convention over OHLCV candles in Rust, Python, Node and WASM:
  • Two Crows — a three-bar bearish reversal (CDL2CROWS): a long white candle, a black candle whose body gaps up, then a black candle that opens inside the second's body and closes inside the first's.
  • Upside Gap Two Crows — a three-bar bearish reversal (CDLUPSIDEGAP2CROWS): two black candles gap up over a long white candle, the second engulfing the first crow yet still closing above the white body, leaving the upside gap open.
  • Identical Three Crows — a three-bar bearish reversal (CDLIDENTICAL3CROWS): three red candles with steadily lower closes, each opening at the prior candle's close so the bodies stack in an identical staircase.
  • Three Line Strike — a four-bar pattern (CDL3LINESTRIKE): a three-candle advance or decline struck by a fourth opposite-colour candle that engulfs the entire run; bullish +1, bearish −1.
  • Three Stars in the South — a rare three-bar bullish reversal (CDL3STARSINSOUTH): three shrinking red candles each carving a higher low and contracting toward a tiny black marubozu as selling exhausts.
  • Abandoned Baby — a strong three-bar reversal (CDLABANDONEDBABY): a doji isolated by price gaps on both sides; bullish +1 after a decline, bearish −1 after an advance.
  • Advance Block — a three-bar bearish warning (CDLADVANCEBLOCK): three green candles to higher closes whose bodies shrink as their upper shadows lengthen, signalling the advance is stalling.
  • Belt-hold — a single-bar reversal that opens at one extreme of its range and runs the other way; bullish +1, bearish -1 (CDLBELTHOLD).
  • Breakaway — a 5-bar reversal that gaps with the trend, drifts two more bars, then snaps back into the bar1/bar2 body gap; bullish +1, bearish -1 (CDLBREAKAWAY).
  • Counterattack — a 2-bar reversal where an opposite-coloured second bar closes level with the first (the counterattack line); bullish +1, bearish -1 (CDLCOUNTERATTACK).
  • Doji Star — a long body followed by a doji gapping away in the trend direction; bullish +1, bearish -1 (CDLDOJISTAR).
  • Dragonfly Doji — a doji opening and closing at the high with a long lower shadow, a bullish reversal; +1 (CDLDRAGONFLYDOJI).
  • Gravestone Doji — a doji opening and closing at the low with a long upper shadow, a bearish reversal; -1 (CDLGRAVESTONEDOJI).
  • Long-Legged Doji — a doji with long shadows on both sides, an indecision signal; +1 detection (CDLLONGLEGGEDDOJI).
  • Rickshaw Man — a long-legged doji with the body centred in the range, an indecision signal; +1 detection (CDLRICKSHAWMAN).
  • Evening Doji Star — a bearish top reversal: long white bar, a doji gapping up, then a black bar closing deep into the first body; -1 (CDLEVENINGDOJISTAR).
  • Morning Doji Star — a bullish bottom reversal: long black bar, a doji gapping down, then a white bar closing deep into the first body; +1 (CDLMORNINGDOJISTAR).
  • Gap Side-by-Side White — two similar white candles opening side by side after a gap, a continuation; gap up +1, gap down -1 (CDLGAPSIDESIDEWHITE).
  • High-Wave — a small body with very long shadows on both sides, an extreme indecision signal; +1 detection (CDLHIGHWAVE).
  • Hikkake — an inside bar followed by a failed breakout, a trap; bullish +1, bearish -1 (CDLHIKKAKE).
  • Modified Hikkake — a close-confirmed Hikkake: an inside bar then a failed breakout closing back inside; bullish +1, bearish -1 (CDLHIKKAKEMOD).
  • Homing Pigeon — two black candles, the second a small body inside the first, a bullish reversal; +1 (CDLHOMINGPIGEON).
  • On-Neck — a long black candle then a white candle closing at its low (the neckline), a bearish continuation; -1 (CDLONNECK).
  • In-Neck — a long black candle then a white candle closing just into its body, a bearish continuation; -1 (CDLINNECK).
  • Thrusting — a long black candle then a white candle closing well into but below the midpoint of its body, a bearish continuation; -1 (CDLTHRUSTING).
  • Separating Lines — opposite-coloured candles sharing the same open, the second an opening marubozu resuming the trend; bullish +1, bearish -1 (CDLSEPARATINGLINES).
  • Kicking — two opposite-coloured marubozu separated by a gap; bullish +1, bearish -1 (CDLKICKING).
  • Kicking by Length — a kicking pattern signalled by the colour of the longer marubozu; +1 / -1 (CDLKICKINGBYLENGTH).
  • Ladder Bottom — three descending black candles, a fourth with an upper shadow, then a white candle gapping up, a bullish reversal; +1 (CDLLADDERBOTTOM).
  • Mat Hold — a long white candle, a holding three-bar pullback, then a new-high white candle, a bullish continuation; +1 (CDLMATHOLD).
  • Matching Low — a 2-bar bullish reversal where two black candles in a decline share the same close, signalling selling pressure is exhausting; bullish +1 (CDLMATCHINGLOW).
  • Long Line — a single long-bodied candle with short shadows; bullish +1 (white) or bearish -1 (black) by colour (CDLLONGLINE).
  • Short Line — a single short-bodied candle with short shadows; bullish +1 (white) or bearish -1 (black) by colour (CDLSHORTLINE).
  • Rising Three Methods — a 5-bar bullish continuation: a long white candle, three small pullback bars holding within its range, then a white breakout to new highs; bullish +1 (CDLRISEFALL3METHODS).
  • Falling Three Methods — the bearish mirror of rising three methods: a long black candle, three small bars holding within its range, then a black breakdown to new lows; bearish -1 (CDLRISEFALL3METHODS).
  • Upside Gap Three Methods — a 3-bar bullish continuation: two white candles gap up, then a black candle opens within the second body and closes within the first; bullish +1 (CDLXSIDEGAP3METHODS).
  • Downside Gap Three Methods — the bearish mirror of upside gap three methods: two black candles gap down, then a white candle opens within the second body and closes within the first; bearish -1 (CDLXSIDEGAP3METHODS).
  • Stalled Pattern — a 3-bar bearish reversal warning: two long white candles then a small white candle riding the shoulder, signalling the rally is stalling; bearish -1 (CDLSTALLEDPATTERN).
  • Stick Sandwich — a 3-bar bullish reversal: two black candles closing at the same level sandwich a white candle, marking a support floor; bullish +1 (CDLSTICKSANDWICH).
  • Takuri — a single-bar bullish reversal, a strict Dragonfly Doji with a negligible upper shadow and very long lower shadow; bullish +1 (CDLTAKURI).
  • Closing Marubozu — a single long-bodied candle with no shadow on the close end; bullish +1 (white, closes at the high) or bearish -1 (black, closes at the low) (CDLCLOSINGMARUBOZU).
  • Opening Marubozu — a single long-bodied candle with no shadow on the open end; bullish +1 (white, opens at the low) or bearish -1 (black, opens at the high). No direct TA-Lib equivalent — completes the pair with the closing marubozu.
  • Tasuki Gap — a 3-bar continuation: two same-coloured candles gap in the trend direction, then an opposite candle opens within the second body and closes back into the gap without filling it; upside +1, downside -1 (CDLTASUKIGAP).
  • Unique Three River — a 3-bar bullish reversal: a long black candle, a black candle probing a new low with its body inside the first, then a small white candle held below it; bullish +1 (CDLUNIQUE3RIVER).
  • Concealing Baby Swallow — a rare 4-bar bullish capitulation: two black marubozu, a black candle gapping down with an upper shadow into the second, then a large black candle engulfing it entirely; bullish +1 (CDLCONCEALBABYSWALL).
• Derivatives family — funding & open interest (part 1). A new family of indicators that consume a perpetual / futures tick (DerivativesTick, bundling funding rate, mark / index / futures price, open interest, positioning, taker flow and liquidations) rather than OHLCV, exposed in Rust, Python, Node and WASM:
  • Funding Rate — the current perpetual funding rate.
  • Funding Rate Mean — the rolling mean funding rate over a window.
  • Funding Rate Z-Score — the latest funding rate in standard deviations from its rolling mean.
  • Funding Basis — the perpetual's relative premium to spot, (markPrice − indexPrice) / indexPrice.
  • Open-Interest Delta — the tick-over-tick change in open interest.
• Derivatives family — open interest, flow & liquidations (part 2). More indicators over the same DerivativesTick feed:
  • OI / Price Divergence — relative open-interest change minus relative price change over a window, the positioning-vs-price gap.
  • OI-Weighted Price — the cumulative mark price weighted by open interest.
  • Long/Short Ratio — aggregate long size over short size.
  • Taker Buy/Sell Ratio — taker buy volume over taker sell volume.
  • Liquidation Features — a multi-output breakdown of long/short liquidation notional into net, total and a bounded imbalance.
• Derivatives family — basis & term structure (part 3). The final perpetual-vs-futures basis indicators over the DerivativesTick feed:
  • Term-Structure Basis — the dated future's relative premium to spot, (futuresPrice − indexPrice) / indexPrice.
  • Calendar Spread — the dated future's relative premium to the perpetual, (futuresPrice − markPrice) / markPrice.

0.4.3 - 2026-06-01

Added

• Microstructure family — price impact & depth (part 3). Indicators over a trade paired with the prevailing mid (TradeQuote) and over the order-book depth profile, exposed in Rust, Python, Node and WASM:
  • Effective Spread — 2 · D · (tradePrice − mid) / mid · 10_000 bps, the realised round-trip cost of a single trade against the mid.
  • Realized Spread — 2 · D · (tradePrice − mid_{t+horizon}) / mid_t · 10_000 bps, the share of the effective spread a liquidity provider keeps once the mid has moved over a configurable horizon.
  • Kyle's Lambda — the rolling OLS slope of mid changes on signed volume (cov(Δmid, q) / var(q)), the canonical price-impact / market-depth proxy.
  • Depth Slope — the mean per-side OLS slope of cumulative resting size against distance from the mid, measuring how fast the book thickens away from the touch.
• Microstructure family — footprint (part 4). Footprint decomposes the volume traded in a bar across price buckets (round(price / tick_size)), splitting each bucket into buy-initiated (ask) and sell-initiated (bid) volume. A multi-output, variable-length indicator: every update returns the full footprint accumulated since the last reset, exposed in Rust, Python ((k, 3) arrays), Node ({ price, bidVol, askVol } rows) and WASM.

0.4.2 - 2026-06-01

Added

• Microstructure family — order book (part 1). A new family of indicators that consume an order-book depth snapshot (OrderBook of sorted, uncrossed bid/ask Levels) rather than OHLCV, exposed in Rust, Python, Node and WASM:

  • Order-Book Imbalance — OrderBookImbalanceTop1, OrderBookImbalanceTopN (configurable depth) and OrderBookImbalanceFull measure signed depth pressure (bidDepth − askDepth) / (bidDepth + askDepth) over the top level, the top-N levels, or the full book.
  • Microprice — the size-weighted fair value (bidPx·askSz + askPx·bidSz) / (bidSz + askSz), tilting the mid toward the side more likely to be hit.
  • Quoted Spread — the top-of-book spread in basis points of the mid.

• Microstructure family — trade flow (part 2). Indicators over a trade tape (Trade with an aggressor Side), exposed in Rust, Python, Node and WASM:

  • Signed Volume — per-trade size signed by aggressor side (+size buy, −size sell).
  • Cumulative Volume Delta — the running total of signed volume; reset to re-anchor per session.
  • Trade Imbalance — the rolling (buyVol − sellVol)/(buyVol + sellVol) over a configurable window of trades.

  New public value types Level, OrderBook, Side, Trade and TradeQuote back this and the upcoming trade-flow and price-impact indicators. Python and Node accept a batch over a list of snapshots; WASM exposes per-snapshot update.

• Signed Doji encoding. Doji gains an opt-in .signed() mode (Doji(signed=True) in Python, new Doji(true) in Node and WASM) that classifies a detected Doji by the position of its body within the bar range — a dragonfly (long lower shadow) emits +1.0 (bullish), a gravestone (long upper shadow) emits −1.0 (bearish), and a long-legged / standard Doji emits 0.0 (neutral). The default construction is unchanged — a direction-less +1.0 / 0.0 detection flag — so existing callers are unaffected. This completes the uniform +1 bull / −1 bear / 0 none sign convention across every candlestick pattern, making the family a drop-in machine-learning feature where bullish and bearish instances share a single dimension.

Fixed

• README banner now self-updates. The top README banner points at the org profile image that .github/banner.yml regenerates from the indicator count, and sync-about.yml bumps a ?v=<count> cache-buster so GitHub's Camo proxy refetches it immediately. Also fixes the webpage indicator-count sync, which silently crashed on a removed public/hero.svg and left the marketing site's count (and its OG banner) stale.

Security

• CI dependency installs are pinned by hash. The Node binding now installs with npm ci (strict package-lock.json), and the Python CI/bench tooling is installed from hash-locked --require-hashes requirements under .github/requirements/ (OpenSSF Scorecard PinnedDependencies). The ci-dev tooling is locked twice — for Python 3.9 and for 3.10+ — because numpy ships no single release with wheels for both cp39 and cp313. A new scripts/update-lockfiles.sh regenerates every workspace lockfile (Rust, Node and the hash-pinned Python requirements) via uv, and Dependabot keeps the pinned requirements current.

0.4.1 - 2026-06-01

Added

• Cross-asset pairwise indicators. A new two-series family of Indicator<Input = (f64, f64)> implementations that relate two distinct assets rather than a single OHLCV stream. Each is exposed in Rust, Python, Node, and WASM:
  • Pairwise Beta (PairwiseBeta) — rolling OLS slope of one asset's log-returns on another's. Unlike Beta, which regresses the raw inputs it is fed, PairwiseBeta differences consecutive prices into log-returns internally — the conventional way to measure cross-asset beta, where a beta on price levels would be dominated by the shared trend.
  • Pair Spread Z-Score (PairSpreadZScore) — the standardised log-spread ln(a) − β·ln(b) of a pair, where β is a rolling-OLS hedge ratio and the spread is z-scored over its own look-back. The canonical mean-reversion / statistical-arbitrage entry signal, with independent beta_period and z_period windows.
  • Lead–Lag Cross-Correlation (LeadLagCrossCorrelation) — the integer offset k ∈ [−max_lag, max_lag] that maximises |corr(a[t], b[t+k])|, answering which of two assets leads the other and by how many bars. Emits { lag, correlation }; a positive lag means a leads b.
  • Cointegration (Cointegration) — the Engle–Granger two-step screen for pairs trading: a rolling OLS hedge ratio β, the spread (residual) a − (α + β·b), and an augmented Dickey–Fuller t-statistic on the spread (configurable adf_lags). A strongly negative statistic flags a mean-reverting, tradeable spread. Emits { hedge_ratio, spread, adf_stat }.
  • Relative Strength A-vs-B (RelativeStrengthAB) — the comparative relative strength of two assets: the ratio line a / b together with its moving average and its RSI, the classic asset-vs-asset / asset-vs-index rotation screen. Emits { ratio, ratio_ma, ratio_rsi }.

0.4.0 - 2026-06-01

Added

• Build-provenance attestations for release artifacts. The release workflow now emits signed SLSA build-provenance attestations for the published crates and Python wheels/sdist (actions/attest-build-provenance); npm packages carry inline Sigstore provenance from npm publish --provenance. Every published artifact is cryptographically traceable to this repository's release workflow run.

Security

• CodeQL static analysis and OpenSSF Scorecard run in CI. CodeQL (Rust, Python, JavaScript) and the OpenSSF Scorecard workflow now run on every push; results appear under Security → Code scanning and a public Scorecard badge is shown in the README.
• CI workflows hardened against script injection. Untrusted event contexts (PR branch names, workflow_dispatch inputs) are passed through the step environment instead of being interpolated directly into shell commands.

Changed

• Node binding: invalid indicator periods now throw instead of being silently clamped. The scalar-indicator constructors previously clamped period = 0 to 1; every Node constructor now propagates the core's validation error (e.g. period must be greater than zero), matching the Python and WASM bindings and the Rust core. Constructing with a valid period is unaffected.
• Binding package READMEs are now per-ecosystem. The Python, Node.js, and WebAssembly READMEs were byte-identical 314-line copies of the workspace README and had drifted out of sync (stale indicator count, Python snippets shown on the Node and WASM package pages). Each is now a focused landing page with the correct install command, a language-correct quick-start snippet, and links to the canonical documentation — removing the manual three-way sync burden. No code or API changes.
• CONTRIBUTING now states the correct MSRV (1.86 workspace / 1.88 bindings/node) and documents that these are the dependency-forced floors, kept minimal on purpose. The previous text claimed 1.75 / 1.77, which the msrv CI job has enforced against since the criterion and napi-build bumps.

0.3.1 - 2026-05-30

Fixed

• Release pipeline — CycloneDX SBOM generation. cargo-cyclonedx has no -p/--package selector; it walks the whole workspace in a single pass. The release.yml SBOM step invoked it as cargo cyclonedx … -p <crate> and aborted with error: unexpected argument '-p' found, which failed the crates.io publish job after the crates were already published and skipped the GitHub Release attach-assets job (no release page, no SBOM artefacts). The step now runs a single workspace pass and collects the three crates.io crate SBOMs. No library changes relative to 0.3.0 — this patch republishes the same code with a working release pipeline.

0.3.0 - 2026-05-30

Added

• Family 15 — Risk / Performance metrics (17 new indicators). Implemented pragmatically as standard Indicators rather than a separate wickra-metrics crate; the input is a scalar f64 per bar (period return, equity sample, or trade P&L depending on the metric).

  • Scalar Indicator<f64> — 14 metrics: Sharpe Ratio, Sortino Ratio, Calmar Ratio, Omega Ratio, Max Drawdown (rolling), Average Drawdown, Drawdown Duration (time-under-water), Pain Index, Value at Risk (historical, linear-interpolated percentile), Conditional Value at Risk (Expected Shortfall), Profit Factor, Gain/Loss Ratio, Recovery Factor, Kelly Criterion.
  • Two-series Indicator<(f64, f64)> — 3 metrics on (asset_return, benchmark_return) pairs: Treynor Ratio, Information Ratio, Jensen's Alpha (CAPM).

• Candlestick patterns family (15 indicators). A new "Candlestick Patterns" family covers the standard 1- to 3-bar reversal and continuation shapes: Doji, Hammer, InvertedHammer, HangingMan, ShootingStar, Engulfing, Harami, MorningEveningStar, ThreeSoldiersOrCrows, PiercingDarkCloud, Marubozu, Tweezer, SpinningTop, ThreeInside and ThreeOutside. Every detector takes a Candle and emits a signed f64 (+1.0 bullish, -1.0 bearish, 0.0 no pattern; Doji is direction-less and emits +1.0/0.0). The MVP is a pattern-shape check only — no trend filter is applied. Available across Rust, Python, Node and WASM bindings. Harmonic and chart patterns remain out of scope and will follow once the pattern-detection framework (pivot detector + multi-bar state machines) lands.

• Market Profile family (3 new indicators, opens family #9 across the catalogue):

  • ValueArea(period, bin_count, value_area_pct) — rolling bin-approximation volume profile over the last period candles. Outputs {poc, vah, val}: Point of Control is the bin with the highest cumulative volume; the Value Area expands symmetrically from POC and always absorbs the higher-volume neighbour next, until the configured percentage of total volume (default 70%) is enclosed. Each candle's volume is spread uniformly across its [low, high] range; single-print bars (low == high) drop their entire volume into one bin.
  • InitialBalance(period) — first-N-bar session high / low, frozen once period bars have been ingested. Outputs {high, low}. Default period = 12 (one-hour IB on 5-minute bars for US equities). Callers MUST invoke reset() at every session boundary, otherwise the IB locks and stays fixed for the lifetime of the instance.
  • OpeningRange(period) — same lock-after-N-bars semantics as IB but with a smaller default window (period = 6, 30 min on 5-minute bars) and a third output breakout_distance = close - or_mid, signed (positive above the range, negative below).

• Histogram-output Market Profile variants (Volume Profile / VPVR / Composite Profile) and tick-data-only variants (TPO / Single Print / Cumulative Delta / Order Flow Delta / Volume-Weighted Open) are deliberately out of scope of this PR: the former need a new histogram-output API layer, the latter need tick / L2 data which wickra-data does not yet expose.

• Family 12 — Statistik / Regression (13 indicators). A complete statistical toolkit for analysing rolling price distributions and cross-series relationships. Every indicator ships in the Rust core plus all three bindings (Python, Node, WASM), with full streaming + batch parity, fuzz coverage, and benches against the BTCUSDT dataset:

  • Variance — rolling population variance (StdDev squared).
  • CoefficientOfVariation — StdDev / Mean, dimensionless dispersion.
  • Skewness — rolling third standardised moment (Pearson skewness).
  • Kurtosis — rolling excess kurtosis (fourth moment minus 3).
  • StandardError — standard error of estimate for the rolling OLS fit, with n − 2 residual degrees of freedom.
  • DetrendedStdDev — population standard deviation of OLS residuals (the StdDev that remains after subtracting the linear trend).
  • RSquared — coefficient of determination of the rolling OLS fit; the trend-quality filter.
  • MedianAbsoluteDeviation — robust dispersion measure that survives outliers (median of absolute deviations from the median).
  • Autocorrelation — rolling lag-k Pearson autocorrelation; detects periodicity and tests for white-noise behaviour.
  • HurstExponent — R/S-analysis estimator of trend-persistence vs. mean-reversion regime (0.5 is random walk).
  • PearsonCorrelation — rolling correlation between two synchronised series; takes (x, y) pairs.
  • Beta — rolling OLS slope of an asset on a benchmark; the CAPM sensitivity coefficient.
  • SpearmanCorrelation — rolling rank correlation (monotone, outlier-robust analogue of Pearson).

  Indicator count: 71 → 84.

• Family 13 — Ichimoku & alternative charts. Two new indicators:

  • Ichimoku (Ichimoku Kinko Hyo) — the full five-line cloud system (Tenkan-sen, Kijun-sen, Senkou Span A/B, Chikou Span) with the classic (9, 26, 52, 26) defaults and configurable periods. Forward displacement is handled in a streaming ring buffer so the currently-visible Senkou A/B at bar n are the values computed from bar n − displacement.
  • HeikinAshi — the candle smoothing transform that recursively averages OHLC into a four-component output (ha_open, ha_high, ha_low, ha_close). Seeds ha_open from the first bar's (open + close) / 2.

  Exposed in all four bindings (Rust, Python, Node, WASM). Renko, Kagi, and Point & Figure from the family ideas list are deferred: they are custom bar generators rather than indicators and belong in wickra-data.

• Family 10 — Ehlers / Cycle (DSP) indicators. 16 new streaming-first indicators implementing John Ehlers' digital-signal-processing school of cycle analytics — a strong differentiation feature versus TA-Lib and pandas-ta, which only ship fragments of this catalogue:

  • MAMA / FAMA (MESA Adaptive Moving Average + Following Adaptive Moving Average) — phase-rate-adaptive smoothing pair from the 2001 MESA paper, exposed both jointly via Mama (multi- output) and as a scalar Fama wrapper.
  • Fisher Transform and Inverse Fisher Transform — Gaussian normalisation of price (Ehlers 2002) and its tanh-based bounded counterpart for oscillators.
  • SuperSmoother, Roofing Filter, Decycler and Decycler Oscillator — 2-pole Butterworth lowpass, bandpass and high-pass complement building blocks from Cycle Analytics for Traders (2013).
  • Hilbert Dominant Cycle, Sine Wave and Adaptive Cycle — Hilbert-transform-based period estimation from Rocket Science for Traders (2001).
  • Center of Gravity, Cybernetic Cycle Component, Instantaneous Trendline, Ehlers Stochastic and Empirical Mode Decomposition — EasyLanguage classics from Ehlers' published catalogue.
  • All sixteen are exposed across Rust, Python, Node.js and WASM bindings, fuzz-tested, benchmarked against real BTCUSDT 1-minute data, and pass batch == streaming equivalence.
  • Indicator count rises from 71 to 87 across nine families.

• DeMark family (family 11) — 12 new indicators. TD Setup (9-bar buy/sell setup counter with parameterised lookback and target), TD Sequential (Setup + Countdown phase machine emitting setup count, countdown count and active countdown direction), TD DeMarker (bounded [0, 1] range oscillator built from high/low expansions), TD REI (Range Expansion Index — bounded ±100 oscillator with the classic 5-bar default), TD Pressure (volume-weighted buying / selling pressure normalised to ±100), TD Combo (aggressive countdown variant with extra monotone-low / monotone-close strictness conditions on top of the classic countdown rule), TD Countdown (standalone 13-bar countdown phase machine emitting only the signed countdown count and direction — smaller streaming payload than the full TD Sequential), TD Lines (TDST horizontal support / resistance levels derived from the highs and lows of the most-recently-completed setup), TD Range Projection (next-bar high / low projection from the current bar's OHLC via DeMark's open-vs-close-weighted pivot), TD Differential (2-bar buying-pressure-vs-selling-pressure reversal pattern emitting +1 / -1 / 0), TD Open (gap-and-fade reversal pattern emitting +1 / -1 / 0 when the open prints outside the prior bar's range but the subsequent action recovers back into it), and TD Risk Level (protective stop levels derived from the lowest-low / highest- high setup bar's true range). All twelve are exposed through the Rust, Python, Node, and WASM bindings with batch == streaming equivalence tests, candle-stream fuzz coverage, and benchmark entries on the BTCUSDT 1-minute dataset.

• Family 08 — Pivots & Support/Resistance. Seven new indicators land the previously empty pivot family: Classic (Floor-Trader) Pivot Points with three resistance and support tiers, Fibonacci Pivots spaced by 0.382 / 0.618 / 1.000 of the prior range, Camarilla Pivots (Nick Stott's four-tier (H − L) · 1.1 / {12, 6, 4, 2} levels), Woodie Pivots with the close-weighted PP = (H + L + 2·C) / 4, DeMark Pivots whose conditional X depends on whether the bar closed up, down or flat, Williams Fractals as a five-bar swing detector and ZigZag as a percent-threshold swing tracker. Every level/swing is exposed across Rust, Python, Node and WASM with the standard update / batch / reset / is_ready / warmup_period surface and matching streaming-vs-batch and reference-value tests. The fuzz candle target now covers all seven.

• Family 09 — Trailing Stops, seven new indicators. Rounds out the trailing-stop family from 5 to 12: HiLoActivator (Crabel's SMA-of-high / SMA-of-low trail), VoltyStop (Cynthia Kase's extreme-anchor ATR stop), YoyoExit (long-only ATR trail with a re-entry trigger), DonchianStop (the original Turtle exit, lowest low / highest high), PercentageTrailingStop (fixed-percent trail), StepTrailingStop (round-number grid trail) and RenkoTrailingStop (block-anchored Renko-style trail). All wired into the four bindings (Rust, Python, Node, WASM), the streaming + batch fuzz targets, and the bench harness.

• Klinger Volume Oscillator (KVO). Stephen J. Klinger's trend-aware volume-force oscillator: EMA(vf, fast) − EMA(vf, slow) over a daily volume force scaled by cumulative-measurement ratio. Classic (fast, slow) = (34, 55) exposed via Kvo::classic().

• Volume Oscillator (VO). Percent difference between a fast and a slow SMA of bar volume: 100 · (SMA(vol, fast) − SMA(vol, slow)) / SMA(vol, slow). Default (14, 28).

• Negative Volume Index (NVI). Paul Dysart's cumulative index that only updates on volume-contraction bars (volume_t < volume_{t−1}), absorbing the percent close change on those quiet days. Fosback baseline 1000.0, configurable via Nvi::with_baseline.

• Positive Volume Index (PVI). The complementary index that updates on volume-expansion bars (volume_t > volume_{t−1}).

• Williams Accumulation/Distribution. Larry Williams' volume-less cumulative flow that anchors to the previous close (true high/low) and classifies each bar as accumulation, distribution, or neutral by the sign of the close-to-close change.

• Anchored VWAP. A cumulative VWAP whose accumulation begins at a user-chosen anchor bar rather than the session open. Re-anchor at runtime via AnchoredVwap::set_anchor for click-to-anchor trader workflows.

• Demand Index (Sibbet). James Sibbet's smoothed buying-vs-selling pressure ratio in the streaming-friendly textbook form EMA(volume · close-return · (1 + range/close), period).

• Time Segmented Volume (TSV). Don Worden's rolling sum of signed volume weighted by the close-to-close move: a window-sum measure of net accumulation/distribution.

• Volume Zone Oscillator (VZO). Walid Khalil's normalised volume-flow oscillator bounded in [−100, 100], defined as 100 · EMA(signed_volume) / EMA(volume).

• Market Facilitation Index (Bill Williams). Per-bar (high − low) / volume — how much price movement the market produces per unit of volume.

• ADXR (Average Directional Movement Index Rating) in the Trend & Directional family. Wilder's directional-strength smoother: the average of the current ADX and the ADX from period - 1 bars ago. Warmup is 3 * period - 1 (e.g. 41 for the default period = 14). Shipped across all four bindings (Rust core, Python, Node, WASM) plus fuzz/test/bench coverage.

• Random Walk Index (RWI) in the Trend & Directional family. Mike Poulos' trend-vs.-random-walk gauge: for each lookback i ∈ [2, period] the ratio of actual displacement to the random-walk expectation ATR_i * sqrt(i) is taken; the per-bar output is the maximum across lookbacks for both the high (RWI_High) and low (RWI_Low) directions. Multi-output (high, low) across all four bindings; warmup = period.

• Trend Intensity Index (TII) in the Trend & Directional family. M.H. Pee's [0, 100] oscillator: the share of the most recent dev_period SMA-deviations that are positive, scaled to [0, 100]. Saturates at 100 on a pure uptrend, at 0 on a pure downtrend, and returns the neutral 50 on a perfectly flat market. Canonical Python defaults (sma_period=60, dev_period=30); warmup = sma_period + dev_period − 1.

• Wave Trend Oscillator (LazyBear) in the Trend & Directional family. Two-line mean-reverting momentum gauge built from the typical price and three cascaded EMAs: esa = EMA(ap, channel), d = EMA(|ap − esa|, channel), ci = (ap − esa) / (0.015 · d), wt1 = EMA(ci, average), wt2 = SMA(wt1, signal). WaveTrend::classic() exposes the LazyBear defaults (channel = 10, average = 21, signal = 4); warmup = 2 · channel + average + signal − 3 (42 for the classic defaults). Includes a sub-ULP flat-tolerance guard on ci so a perfectly flat market reports (0, 0) instead of the mathematically indeterminate −1 / 0.015 = −66.67. Multi-output (wt1, wt2) across all four bindings.

• Family 05 — Bands & Channels (11 new indicators). Eleven additional price-envelope overlays organised into the new "Bands & Channels" family, exposed across all four bindings (Rust, Python, Node, WASM):

  • MaEnvelope — SMA centerline with fixed-percent envelope (the oldest band overlay still in use).
  • AccelerationBands — Price Headley's momentum-biased bands that widen with the bar's relative range (H − L) / (H + L).
  • StarcBands — Stoller Average Range Channel: SMA(close) ± k·ATR (Keltner's SMA-centerline sibling).
  • AtrBands — Close-anchored envelope of width k · ATR, the standard volatility-targeting stop/target band.
  • HurstChannel — SMA centerline wrapped by the rolling high-low range (Brian Millard / Hurst-cycle channel).
  • LinRegChannel — Linear-regression endpoint ± k·σ of the residuals, measuring dispersion about the trend rather than the mean.
  • StandardErrorBands — Linear regression with the OLS standard error (denominator n − 2) for prediction-interval bands.
  • DoubleBollinger — Kathy Lien's ±1σ plus ±2σ zone-partition setup.
  • TtmSqueeze — John Carter's BB-inside-KC squeeze flag paired with a detrended-close momentum reading.
  • FractalChaosBands — Bill Williams 5-bar fractal high/low envelope.
  • VwapStdDevBands — Cumulative VWAP with volume-weighted standard deviation bands. Indicator count rises from 71 to 82 across nine families; the README family table and the wiki overview/sidebar/warmup pages were updated to match.

• Yang-Zhang Volatility. Yang & Zhang (2000) gold-standard OHLC estimator: a convex blend of overnight (close-to-open), open-to-close and Rogers-Satchell variances. The blending factor k = 0.34 / (1.34 + (n+1)/(n-1)) is the one that minimises estimator variance under driftless GBM with overnight gaps. The overnight and open-to-close pieces use sample variance (Bessel's correction, divisor n−1), so the indicator needs period + 1 bars to emit. Output annualised to a percent. Defaults: period = 20, trading_periods = 252. The recommended OHLC estimator for equities, futures, and any asset with material close-to-open gaps.

• Rogers-Satchell Volatility. Drift-free OHLC realised-volatility estimator from Rogers, Satchell & Yoon (1994). Per-bar sample is ln(H/C)·ln(H/O) + ln(L/C)·ln(L/O); every term is non-negative by construction (high >= open, close; low <= open, close), so the rolling mean is exact, not biased, under arbitrary drift. The algebraic drift-cancellation is what differentiates it from Garman-Klass. Output annualised to a percent. Defaults: period = 20, trading_periods = 252.

• Garman-Klass Volatility. Garman & Klass (1980) OHLC realised volatility estimator: per-bar sample is 0.5·(ln H/L)² − (2·ln2 − 1)·(ln C/O)², then take the annualised square root of the rolling mean. Roughly 7.4× more statistically efficient than close-to-close stddev under driftless GBM. Output annualised to a percent. Defaults: period = 20, trading_periods = 252.

• Parkinson Volatility. Michael Parkinson's (1980) high-low realised volatility estimator: sigma² = (1 / (4n·ln2)) · Σ (ln(H/L))². Output annualised to a percent in the same style as HistoricalVolatility (pass trading_periods = 1 for the raw per-bar sigma·100 figure). Roughly 5× more statistically efficient than close-to-close stddev under a driftless-GBM assumption. Defaults: period = 20, trading_periods = 252.

• RVIVolatility (Relative Volatility Index). Donald Dorsey's RSI-shaped volatility gauge: partition the rolling standard deviation of close into "up" (close rose) and "down" (close fell) samples, Wilder-smooth each side, and compute 100 · AvgUp / (AvgUp + AvgDown). Bounded on [0, 100]; saturates at 100 in pure uptrends, 0 in pure downtrends, and falls back to 50 on a completely flat series (same undefined-RS convention as RSI). Single period parameter (default 10) drives both the stddev window and the Wilder smoothing. Named RVIVolatility rather than plain RVI to disambiguate from Relative Vigor Index, which ships in Family 02 under the shorter RVI name.

• Family 03 — MACD & Price Oscillators. Stc (Schaff Trend Cycle, Doug Schaff): doubly-Stochastic-smoothed MACD producing a bounded [0, 100] reading that reacts faster than MACD itself. Four parameters (fast = 23, slow = 50, schaff_period = 10, factor = 0.5). Output is clamped to [0, 100] to absorb floating-point rounding. Exposed in all four bindings.

• Family 03 — MACD & Price Oscillators. ElderImpulse (Alexander Elder's Impulse System): tri-state momentum gauge combining EMA trend slope with MACD histogram slope. Returns +1 (green/buy) when both rise, −1 (red/sell) when both fall, 0 (blue/neutral) on disagreement. Four parameters (ema_period, macd_fast, macd_slow, macd_signal); defaults (13, 12, 26, 9) track Come Into My Trading Room. Exposed in all four bindings.

• Family 03 — MACD & Price Oscillators. ZeroLagMacd: classic MACD topology with ZLEMA substituted for EMA everywhere — faster reaction to trend changes at the cost of slightly noisier readings. Multi-output ZeroLagMacdOutput { macd, signal, histogram }. Three parameters (fast = 12, slow = 26, signal = 9); fast must be strictly less than slow. Exposed in all four bindings.

• Family 03 — MACD & Price Oscillators. CFO (Chande Forecast Oscillator): 100 · (close − LinReg(close, period)) / close. Positive when the close overshoots the linear forecast, negative when it undershoots. Holds the previous value if the close is zero. Default period 14. Exposed in all four bindings.

• Family 03 — MACD & Price Oscillators. AwesomeOscillatorHistogram: AO − SMA(AO, sma_period). A configurable variant of the existing AcceleratorOscillator (which fixes (fast, slow, sma) = (5, 34, 5)). Three parameters; defaults match Bill Williams' Accelerator. Exposed in all four bindings.

• Family 03 — MACD & Price Oscillators. APO (Absolute Price Oscillator): EMA(close, fast) − EMA(close, slow). Like MACD's line without the signal EMA. Default (fast = 12, slow = 26). fast must be strictly less than slow. Exposed in all four bindings.

• Family 02 — Momentum Oscillators. Inertia (Dorsey): a LinearRegression smoothing of the RVI series — preserves trend direction while damping the underlying ratio. Candle input, two parameters (rvi_period, linreg_period) (defaults 14 / 20). Exposed in all four bindings.

• Family 02 — Momentum Oscillators. ConnorsRsi: Larry Connors' 3-component aggregate — RSI(close), RSI(streak), and the percentile rank of the 1-bar return over the recent period_rank returns. Bounded in [0, 100]. Three parameters (period_rsi, period_streak, period_rank) (defaults 3 / 2 / 100). Exposed in all four bindings.

• Family 02 — Momentum Oscillators. LaguerreRsi (Ehlers): four-stage Laguerre polynomial filter wrapped in an RSI-style up/down accumulator. Single parameter gamma in [0, 1] (default 0.5) trades lag for smoothness. State is seeded to the first input so a constant series stays at the neutral 50. Output clamped to [0, 100]. Exposed in all four bindings.

• Family 02 — Momentum Oscillators. SMI (Stochastic Momentum Index, Blau): doubly-EMA-smoothed bounded oscillator measuring the close's displacement from the centre of the recent high-low range, scaled by the smoothed range. Candle input, three parameters (period, d_period, d2_period) (defaults 5 / 3 / 3). Exposed in all four bindings.

• Family 02 — Momentum Oscillators. KST (Know Sure Thing, Pring): weighted sum of four SMA-smoothed ROC series with Pring's fixed weights 1, 2, 3, 4, plus an SMA signal line. Nine parameters (four ROC periods, four SMA periods, signal period); Kst::classic() uses Pring's recommended defaults. Multi-output indicator emitting KstOutput { kst, signal }. Exposed in all four bindings.

• Family 02 — Momentum Oscillators. PGO (Pretty Good Oscillator, Mark Johnson): (close − SMA(close, period)) / EMA(TR, period). Candle input, single parameter period (default 14). Roughly counts how many ATR-equivalents the close is from its mean. Exposed in all four bindings.

• Family 02 — Momentum Oscillators. RVI (Relative Vigor Index, Dorsey): per-bar ratio SMA(close - open, period) / SMA(high - low, period). Candle input, single parameter period (default 10). Positive on average-bullish windows, negative on average-bearish. Holds previous value if the entire window has zero range. Exposed in all four bindings.

• Family 01 — Moving Averages. ALMA (Arnaud Legoux Moving Average): Gaussian-weighted moving average with configurable centre (offset in [0, 1]) and kernel width (sigma > 0). Community-standard defaults (period = 9, offset = 0.85, sigma = 6.0) available via Alma::classic(). Exposed in all four bindings (Rust, Python, Node, WASM).

• Family 01 — Moving Averages. EVWMA (Elastic Volume-Weighted Moving Average, Fries 2001): an "elastic" recurrence whose smoothing weight is the bar's volume relative to the running window-volume. Candle input (uses close + volume), single parameter period (default 20). Holds its previous value if the entire window has zero volume. Exposed in all four bindings.

• Family 01 — Moving Averages. Alligator (Bill Williams): three SMMA lines (Jaw / Teeth / Lips) of the median price (high + low) / 2 with default periods 13 / 8 / 5. Multi-output indicator emitting AlligatorOutput { jaw, teeth, lips }. Visual chart shift is left to the consumer. Exposed in all four bindings.

• Family 01 — Moving Averages. JMA (Jurik Moving Average): three-stage filter reconstruction of Mark Jurik's adaptive MA. Three parameters: period (14), phase in [-100, 100] (0), power in 1..=4 (2). State is seeded to the first input so a constant series is reproduced exactly. Exposed in all four bindings.

• Family 01 — Moving Averages. VIDYA (Variable Index Dynamic Average, Chande 1992): EMA whose smoothing factor is scaled by the absolute Chande Momentum Oscillator. Two parameters period and cmo_period (defaults 14 / 9). Exposed in all four bindings.

• Family 01 — Moving Averages. FRAMA (Fractal Adaptive Moving Average, Ehlers 2005): adapts its smoothing constant to the fractal dimension of the recent window — fast in trends, slow in chop. Single parameter period (must be even, default 16). Exposed in all four bindings.

• Family 01 — Moving Averages. McGinleyDynamic: John McGinley's self-adjusting MA. Single parameter period; the recurrence MD + (price - MD) / (0.6 * period * (price / MD)^4) speeds up when price falls below the indicator and damps when price runs above. Seeded with the simple average of the first period inputs. Exposed in all four bindings.

0.2.7 - 2026-05-24

Added

• Windows ARM64 is back. npm Support unblocked the wickra-win32-arm64-msvc sub-package name (same path wickra-win32-x64-msvc took through 0.1.4) and transferred write access to @kingchenc. 0.2.7 ships the binding for aarch64-pc-windows-msvc alongside the existing five platforms: the napi.triples.additional entry, the optionalDependencies pin, the bindings/node/npm/win32-arm64-msvc/ sub-package and the windows-11-arm row of the release.yml node-build matrix are all restored from 8aa74cb. npm install wickra on Windows ARM64 now resolves to a native build instead of failing the loader's optional-dep lookup. PyPI's win_arm64 wheel was unaffected and carries through as before.

Changed

• Benchmark CPU renamed. The "Reproduced on" line in every README listed an AMD Ryzen 9 7950X3D; the canonical machine is actually a Ryzen 9 9950X. Speedup ratios in the tables are unchanged (they're relative across libraries on the same machine), only the labelling is corrected. The performance-regression issue template's CPU example was updated for consistency.

0.2.6 - 2026-05-24

Fixed

• docs.rs build. Rust 1.92 removed the doc_auto_cfg feature gate and folded it back into doc_cfg (rust-lang/rust#138907). docs.rs builds against the latest nightly and sets --cfg docsrs, so every published 0.2.x failed with E0557 on the #![cfg_attr(docsrs, feature(doc_auto_cfg))] line at the top of wickra, wickra-core, and wickra-data. GitHub CI didn't see this — stable rustc never enables the docsrs cfg. The three library crates now gate on doc_cfg (same intent, same rendered output on docs.rs, builds again on nightly).

Changed

• README — Wickra is now the top row of every comparison table. The "Why Wickra exists" library matrix and the per-indicator benchmark tables previously placed Wickra at the bottom; a reader landing on the README is here to compare against Wickra, so the pivot row belongs at the top with a ★ marker. Same column data, same winner annotations — only row order changed. Mirrored across the umbrella README and every binding README so crates.io / PyPI / npm landing pages stay in sync.

0.2.5 - 2026-05-24

Added

• BinanceConfig plus BinanceKlineStream::connect_with_config(symbols, interval, config) in wickra-data's live::binance module. connect() keeps its previous signature and now forwards to the new entry-point with the defaults, so the public API is backwards-compatible. The config lets callers point the stream at Binance Testnet (wss://testnet.binance.vision) or tune the read timeout, reconnect attempt count, initial / capped backoff and frame size limits without rewriting the connector.
• README Disclaimer section clarifying that Wickra is an indicator toolkit (not a trading system) and that any production-trading use is at the caller's own risk. The legal terms in LICENSE are unchanged.

Changed

• BinanceKlineStream::next_event now writes the Pong reply to a server Ping on a best-effort basis. A failed write means the connection is already dead, so the existing timeout / read-error reconnect arm one loop iteration later picks it up — the previous explicit reconnect on Pong-write failure is gone. Observable behaviour is unchanged for every healthy connection.

0.2.1 - 2026-05-23

Changed

• MSRV bumped. Workspace minimum supported Rust version is now 1.86 (was 1.75) and the Node binding (wickra-node) is now 1.88 (was 1.77). The bumps are driven by transitive-dependency floors that were lifted in recent updates: criterion 0.8.2 (the bench dev-dep) requires Rust 1.86, and napi-build >= 2.3.2 requires Rust 1.88. Pinning those deps to the older versions would have frozen us out of future security fixes from those upstreams, so lifting the MSRV is the cleaner path for a young 0.x library. Downstream consumers on older Rust toolchains can stay on Wickra 0.2.0.
• Bumped the bench dev-dep criterion from 0.5 to 0.8 and migrated bindings/wickra/benches/indicators.rs from the deprecated criterion::black_box re-export to the stable std::hint::black_box.
• Bumped tokio-tungstenite from 0.24 to 0.29. WebSocketConfig became #[non_exhaustive] upstream, so the struct-literal construction in crates/wickra-data/src/live/binance.rs is rewritten to the builder-style WebSocketConfig::default().max_message_size(..).max_frame_size(..). Same caps, same semantics, same default carry-over.
• Bumped every committed CI/release GitHub Action to its latest pinned SHA: actions/checkout 4 → 6, actions/setup-node 4 → 6, actions/setup-python 5 → 6, actions/upload-artifact 4 → 7, actions/download-artifact 4 → 8, softprops/action-gh-release 2 → 3, codecov/codecov-action 5 → 6, taiki-e/install-action patch.

Fixed

• tick_aggregator gap-fill no longer allocates an unbounded number of placeholder candles. The new MAX_GAP_FILL_CANDLES = 1_000_000 cap surfaces an adversarial timestamp jump (e.g. a clock-glitch tick years in the future) as Error::Malformed instead of an OOM panic. Found by the new tick_aggregator fuzz target.
• HistoricalVolatility::geometric_series_yields_zero now uses an 1e-6 tolerance instead of 1e-9. The mathematical result on a perfectly geometric price series is exactly zero, but the underlying 1.01_f64.powi(i) + log-return + std-dev cascade accumulates platform-sensitive FP drift on the order of 1e-7 on x86_64 Linux and macOS. The widened tolerance stays four decimal places below any realistic annualised volatility value while absorbing the drift across every supported platform.
• Replaced every (high + low) / 2.0 test-helper and three real call sites (Ohlcv::median_price, Donchian.middle, EaseOfMovement.mid, SuperTrend.hl2) with f64::midpoint(high, low). The change satisfies clippy 1.95's new manual_midpoint lint without affecting values (f64::midpoint matches the naive average to better than 1 ULP for the inputs used here).
• Replaced i.is_multiple_of(2) (unstable on Rust 1.85) with i % 2 == 0 in the SMA / Bollinger long-stream-drift tests so the workspace MSRV job builds cleanly on Rust 1.86.
• The Compile examples CI step now invokes cargo build -p wickra-examples --bins instead of the now-deleted cargo build -p wickra --example backtest / -p wickra-data --example live_binance (the Z5 reorganisation moved every runnable example into the dedicated wickra-examples crate, but the CI step had not been updated).
• The Fuzz (smoke) CI job installs cargo-fuzz from a prebuilt binary via taiki-e/install-action instead of cargo install cargo-fuzz. The source install resolved against rustix 0.36.5, which uses internal #[rustc_*] attributes the current nightly compiler rejects.
• The fuzz targets now build with an explicit --target x86_64-unknown-linux-gnu; cargo-fuzz was defaulting to x86_64-unknown-linux-musl, which is not installed on the standard GitHub-hosted Ubuntu runner.

Removed

• wickra-win32-arm64-msvc is temporarily omitted from this release. The npm spam-detection filter blocks the first publish of this brand-new package name (same situation that affected wickra-win32-x64-msvc through 0.1.4 until npm Support unblocked it). A support ticket is open; once the new name is unblocked the aarch64-pc-windows-msvc triple will be restored in bindings/node/package.json (napi.triples.additional + optionalDependencies), in the release.yml node-build matrix, and as a fresh bindings/node/npm/win32-arm64-msvc/ template. Until then, npm install wickra@0.2.1 on Windows ARM64 will surface the loader's standard Cannot find module 'wickra-win32-arm64-msvc' error; every other platform (Linux x64 / Linux ARM64 / macOS x64 / macOS ARM64 / Windows x64) ships normally. The PyPI wheel for Windows ARM64 is unaffected and still published.

0.2.0 - 2026-05-23

Fixed

• HistoricalVolatility::update no longer substitutes a 0.0 log-return on non-positive prices (audit finding R13). Negative or zero prices are semantically invalid for a log-return calculation; silently treating them as "no movement" underreported realised volatility. They are now skipped — the previous valid value is returned and the indicator's state (prev_price, window, sums) is left untouched — matching how every other indicator handles invalid inputs.
• Tick::new now returns the new Error::InvalidTick variant for negative volume instead of Error::InvalidCandle (audit finding R14). A tick is not a candle, and downstream tick-stream pipelines should be able to match on a semantically-correct error. The Python binding's map_err was extended to forward the new variant as a ValueError; the Node and WASM bindings format via Error::to_string() and pick the new variant up automatically.
• 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

• Sma and BollingerBands now reseed their incremental sum (and sum_sq for Bollinger) from the live window every 16 · period finite updates, capping floating-point drift on long-running streams (audit findings R7 and L2-Rust). Previously the incremental single-subtract sum -= old could accumulate catastrophic-cancellation error on streams with alternating large/small magnitudes; the misleading sma.rs comment that claimed the drift was already bounded "by recomputing the sum after each pop" is replaced with an accurate description of the new reseed strategy. Amortised cost stays at O(1) (O(period) work amortised over O(period) updates), values are bit-identical on inputs that did not drift to begin with, and two new long_stream_drift_stays_bounded tests stress the recompute by alternating 1e9 / 1.0 (SMA) and 1e6 / 1.0 (Bollinger) for several recompute cycles and verify the reported values track a fresh from-scratch computation over the live window.
• LinearRegression, LinRegSlope and LinRegAngle (via composition over LinRegSlope) now run their rolling ordinary-least-squares fit incrementally in O(1) per update (audit finding R2). Previously every tick refit the line from scratch in O(period). The OLS denominators (Σx and Σxx) depend only on period, so they were already precomputed; this release adds running Σy and Σxy accumulators and slides them in closed form via the identity new_Σxy = old_Σxy − old_Σy + popped_y₀ (then Σxy += (n − 1) · new_value and Σy += new_value). New per-bar equivalence tests compare the O(1) output against a fresh O(n) refit on noisy ramps, step functions, and constants — values agree to within 1e-9.
• 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 — 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.