@hoox-sh/pynets 0.6.0 → 0.7.0

package/CHANGELOG.md

@@ -7,6 +7,20 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ## [Unreleased]
 
+## [0.7.0] - 2026-11-04
+
+Wave 13: history-based, sentiment, and macro analytics, plus the newest-first
+list semantics PYNE uses for `_expect_list(PineSeries)`.
+
+### Added
+- `ta.ema_cross_signal`, `ta.momentum_filter`, `ta.volatility_regime`, `ta.economic_impact_score`, `ta.contrarian_signal`, `ta.drawdown_recovery_level`, `ta.pivot_point_levels`, `ta.volatility_regime_score`, `ta.correlation_filter`, `ta.advanced_breakout_detector`, `ta.pullback_bounce_level`, `ta.divergence_detector`, `ta.momentum_divergence`, `ta.spread_analysis`, `ta.employment_cycle_indicator`, `ta.gdp_growth_proxy`, `ta.inflation_proxy_indicator`, `ta.expected_value` (interpret + compile).
+- Bare chart-type ticker aliases `renko`, `kagi`, `linebreak`, `pointfigure`; `ticker.inherit`; bare `percentile_linear_interpolation` / `percentile_nearest_rank` aliases.
+- `TaEngine.windowFor` — newest-first, 1000-sample history matching Python `_expect_list`, for both series and `array.from(...)` inputs.
+
+### Changed
+- `ta.market_structure_pivot` uses the `advanced.py` semantics (oldest `period` highs/lows, midpoint pivot, fractal/swing/block strength).
+- `ta.optimal_entry_zone` and `ta.mean_reversion_entry` read the oldest retained sample (`[-1]`), matching PYNE's newest-first lists.
+
 ## [0.6.0] - 2026-11-04
 
 Parity upgrade against PYNE 0.6.32: the Python probe now imports the local

package/README.md

@@ -134,7 +134,7 @@ Wired through one dispatcher (`src/runtime/interpret.ts`). Not a second engine.
 
 **Language** — `var` / `varip` / `:=`, tuples, `if` / `for` / `while` / `switch`, UDFs, `type` / `enum`, `import`, `library()`.
 
-**`ta.*`** — SMA/EMA/RMA/WMA/VWMA/HMA/ALMA/DEMA/TEMA/KAMA/SWMA, RSI, ATR, Supertrend, Keltner, BB/BBW, MACD, Stoch, CCI, WPR, DMI/ADX, SAR, MFI, CMO, TSI, COG, stdev/dev/variance, highest/lowest, crossover/crossunder, volume (OBV, PVT, AD, WAD, NVI/PVI, III, WVAD), pivots, barssince, valuewhen, percentiles, and the v3/v4 bare names. Also `uo`, `rci`, `dpo`, `kst`, `stochrsi`, `donchian`, `ichimoku`, `bb_pct`, `emv`, `fractal`, `atr_stop`, `zigzag`, the Python bar-mode detectors (`hammer`, `gap_detector`, `macd_signal`, `acceleration_factor`, `stoch_smooth`, `engulfing`, `inside_bar_pattern`, `double_top_bottom`, `voi`, `bid_ask_imbalance`, `rsi_oversold_overbought`, `rsi_divergence`, `cumulative_delta`, `volume_momentum`, `volume_profile_high` / `low`, `volume_thrust`), and the statistical / risk analytics waves: `sma_weighted`, `apo`, `atr_normalized`, `beta`, `r_squared`, `comovement`, `skewness`, `kurtosis`, `volume_weighted_momentum`, `parkinson`, `garman_klass`, `mean_reversion_score`, `market_condition`, `order_flow_imbalance`, `liquidity_score`, `fear_greed_index`, `crowd_sentiment`, `smart_money_flow`, `trend_confirmation_score`, `max_loss_level`, `profit_lock_level`, `position_sizing`, `kelly_criterion`, `risk_reward_ratio`, `risk_reward_asymmetry`, `probability_of_movement`, `trend_strength`, `breakeven_level`, `market_structure_pivot`, `position_sizing_score`, `trailing_exit_level`, `optimal_entry_zone`, `mean_reversion_entry`, `multi_timeframe_signal`, `market_timing_index`, `regime_adaptive_signal`, `strategy_score`, `breakout_detection`. Compile emits the same names. See [`PARITY.md`](PARITY.md) for the remaining advanced analytics.
+**`ta.*`** — SMA/EMA/RMA/WMA/VWMA/HMA/ALMA/DEMA/TEMA/KAMA/SWMA, RSI, ATR, Supertrend, Keltner, BB/BBW, MACD, Stoch, CCI, WPR, DMI/ADX, SAR, MFI, CMO, TSI, COG, stdev/dev/variance, highest/lowest, crossover/crossunder, volume (OBV, PVT, AD, WAD, NVI/PVI, III, WVAD), pivots, barssince, valuewhen, percentiles, and the v3/v4 bare names. Also `uo`, `rci`, `dpo`, `kst`, `stochrsi`, `donchian`, `ichimoku`, `bb_pct`, `emv`, `fractal`, `atr_stop`, `zigzag`, the Python bar-mode detectors (`hammer`, `gap_detector`, `macd_signal`, `acceleration_factor`, `stoch_smooth`, `engulfing`, `inside_bar_pattern`, `double_top_bottom`, `voi`, `bid_ask_imbalance`, `rsi_oversold_overbought`, `rsi_divergence`, `cumulative_delta`, `volume_momentum`, `volume_profile_high` / `low`, `volume_thrust`), and the statistical / risk analytics waves: `sma_weighted`, `apo`, `atr_normalized`, `beta`, `r_squared`, `comovement`, `skewness`, `kurtosis`, `volume_weighted_momentum`, `parkinson`, `garman_klass`, `mean_reversion_score`, `market_condition`, `order_flow_imbalance`, `liquidity_score`, `fear_greed_index`, `crowd_sentiment`, `smart_money_flow`, `trend_confirmation_score`, `max_loss_level`, `profit_lock_level`, `position_sizing`, `kelly_criterion`, `risk_reward_ratio`, `risk_reward_asymmetry`, `probability_of_movement`, `trend_strength`, `breakeven_level`, `market_structure_pivot`, `position_sizing_score`, `trailing_exit_level`, `optimal_entry_zone`, `mean_reversion_entry`, `multi_timeframe_signal`, `market_timing_index`, `regime_adaptive_signal`, `strategy_score`, `breakout_detection`, `ema_cross_signal`, `momentum_filter`, `volatility_regime`, `economic_impact_score`, `contrarian_signal`, `drawdown_recovery_level`, `pivot_point_levels`, `volatility_regime_score`, `correlation_filter`, `advanced_breakout_detector`, `pullback_bounce_level`, `divergence_detector`, `momentum_divergence`, `spread_analysis`, `employment_cycle_indicator`, `gdp_growth_proxy`, `inflation_proxy_indicator`, `expected_value`. Compile emits the same names. See [`PARITY.md`](PARITY.md) for the remaining advanced analytics.
 
 **`math.*` / `str.*` / `color.*` / `input.*` / `log.*`** — the Python set, including `nz`, `iff`, `fixnan`, `timestamp`, `weekofyear`, `time_tradingday`.