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Releases: mihakralj/QuanTAlib

Release 0.8.0

01 Mar 22:35

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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(), and Reset().
  • TSeries replaces lists — The new Structure-of-Arrays (SoA) design stores timestamps and values in separate contiguous arrays, exposing ReadOnlySpan<double> via CollectionsMarshal.AsSpan() for zero-copy SIMD access.
  • TValue and TBar are 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