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

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.