Releases: mihakralj/QuanTAlib
Releases · mihakralj/QuanTAlib
Release 0.8.0
This is a major breaking release. The entire API surface has been redesigned:
- New base class hierarchy — All indicators now inherit from
AbstractBase, enforcing a consistent contract:Update(TValue),Update(TSeries),Prime(), andReset(). TSeriesreplaces lists — The new Structure-of-Arrays (SoA) design stores timestamps and values in separate contiguous arrays, exposingReadOnlySpan<double>viaCollectionsMarshal.AsSpan()for zero-copy SIMD access.TValueandTBarare now readonly record structs — 16-byte and 48-byte value types that eliminate heap allocation in hot paths.
If you're migrating from 0.7.x, expect to update your indicator constructors, switch from list-based APIs to span-based ones, and adopt the new event-driven ITValuePublisher pattern.
📊 395 Indicators — From 16 Categories
This release ships with 395 fully implemented, tested, and documented indicators across 16 categories:
| Category | Count | Highlights |
|---|---|---|
| 🔵 Trends (FIR) | 33 | SMA, WMA, HMA, ALMA, Lanczos, Kaiser, Savitzky-Golay, and 26 more windowed averages |
| 🟣 Trends (IIR) | 36 | EMA, DEMA, TEMA, JMA, KAMA, MAMA, T3, VIDYA, and 28 more recursive filters |
| 🔬 Filters | 37 | Butterworth, Chebyshev Type I/II, Elliptic, Bessel, Kalman, Wavelet, One Euro, and 28 more |
| 📈 Oscillators | 47 | RSI, Stochastic, MACD, CCI, Williams %R, Fisher, QQE, TD Sequential, and 39 more |
| 🧭 Dynamics | 21 | ADX, Aroon, Ichimoku, SuperTrend, Alligator, Vortex, TTM Squeeze, and 14 more |
| 💥 Momentum | 19 | ROC, RSI, RSX, MACD, CMO, TSI, PPO, and 12 more |
| 🌊 Volatility | 26 | ATR, Bollinger Width, Garman-Klass, Yang-Zhang, Jurik Volatility, and 21 more |
| 📦 Volume | 27 | OBV, VWAP, VWMA, MFI, Klinger, Chaikin A/D, TWAP, and 20 more |
| 📐 Statistics | 35 | StdDev, Correlation, Cointegration, Granger Causality, Hurst Exponent, and 30 more |
| 📏 Channels | 23 | Bollinger Bands, Keltner, Donchian, VWAP Bands, Jurik Bands, and 18 more |
| 🔄 Cycles | 14 | Ehlers Hilbert Transform suite, Cyber Cycle, EBSW, Lunar/Solar, and 8 more |
| ↩️ Reversals | 12 | Parabolic SAR, Chandelier Exit, Pivot Points (6 variants), Fractals, and more |
| 🔮 Forecasts | 1 | AFIRMA (Adaptive FIR Moving Average) |
| ❌ Errors | 26 | RMSE, MAE, MAPE, Huber Loss, R², and 21 more loss/error functions |
| 🔢 Numerics | 27 | FFT/IFFT, Wavelets (CWT/DWT), 7 statistical distributions, transforms, and more |
| ⚙️ Core | 7 | Heikin-Ashi, Average/Median/Typical/Weighted Close Price, Midpoint/Midprice |