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wickra/CHANGELOG.md
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kingchenc d2f99efd78 F13c: restructure the indicator catalogue into eight families 
The original taxonomy was four classical families plus a statistics group,
with the F1-F12 expansion slotted in as sub-categories. This regroups the
whole 71-indicator catalogue into eight top-level families, each with at
least five members:

  Moving Averages (12), Momentum Oscillators (13), Trend & Directional (9),
  Price Oscillators (5), Volatility & Bands (12), Trailing Stops (5),
  Volume (9), Price Statistics (7).

- Wiki: docs/wiki/indicators/ reorganised into eight family folders; all 71
  indicator pages moved with `git mv`. Every internal cross-link is
  normalised to `../<family>/Indicator-X.md`, each page's `Family` field is
  set to its new family, and two pre-existing `../Indicator-Chaining.md`
  links (should have been `../../`) are corrected. A link check confirms
  every relative wiki link resolves.
- Indicators-Overview.md fully rewritten around the eight families;
  Home.md indicator reference and the README family table follow suit.
- Warmup-Periods.md gains the eight F13 indicators; CHANGELOG records the
  46-indicator expansion (25 -> 71) and the eight-family taxonomy.
- Tests: Node indicators.test.js and Python test_new_indicators.py cover
  all eight new indicators (Node 91/91, Python 117/117 green).

cargo fmt + clippy (core/wickra/data/wasm/node) clean; 508 core tests,
25 data tests and 74 doctests green.
2026-05-22 21:21:56 +02:00

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Changelog

All notable changes to Wickra are documented in this file.

The format is based on Keep a Changelog, and this project adheres to Semantic Versioning.

Unreleased

Added

  • 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.

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.

Fixed

  • Timeframe::floor no longer overflows for timestamps near i64::MIN.
  • The aggregator rejects same-bucket ticks that arrive out of order instead of silently overwriting the bar's close with a stale price.
  • The Binance live stream reconnects with exponential backoff, skips non-kline frames, applies a read timeout and message-size limits, and tracks a closed flag.
  • Example scripts: live_trading.py skips non-kline frames and validates the symbol/interval; backtest.py and multi_timeframe.py report clear errors for malformed CSV input.

0.1.4 - 2026-05-21

Added

  • GitHub Release runs now attach every built artefact (wheels, sdist, native Node binaries, npm-pack tarballs, cargo .crate files) to the tag's release page.

0.1.3 - 2026-05-21

Fixed

  • npm package ships the napi-generated loader and is built with --platform so the per-platform binary is resolved correctly.

0.1.2 - 2026-05-21

Fixed

  • Release pipeline: per-platform idempotent npm publishing with a spam-filter retry, and committed npm/<platform>/ package templates.

0.1.1 - 2026-05-21

Fixed

  • Node publish step and coordinated version bump across all bindings.

0.1.0 - 2026-05-21

Added

  • Initial release: a streaming-first technical-analysis library with 25 indicators (SMA, EMA, WMA, DEMA, TEMA, HMA, KAMA, RSI, MACD, ROC, Stochastic, CCI, Williams %R, ADX, MFI, TRIX, Aroon, Awesome Oscillator, Bollinger Bands, ATR, Keltner Channels, Donchian Channels, Parabolic SAR, OBV, VWAP).
  • Rust core (wickra-core), umbrella crate (wickra), and a data layer (wickra-data) with a CSV reader, tick aggregator, resampler, and an optional Binance live feed.
  • Bindings for Python, Node.js, and WebAssembly.
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