@hoox-sh/pynets 0.7.0 → 0.9.0

package/CHANGELOG.md

@@ -7,6 +7,40 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ## [Unreleased]
 
+## [0.9.0] - 2026-11-04
+
+Realtime stream session API and forming-bar semantics.
+
+### Added
+- `RuntimeStream.updateLastBar(bar)` — re-tick the forming last bar without advancing `barCount`; `once`, TA state, and broker fills recompute from the revised history.
+- `RuntimeStream.appendBars(bars)` and `RuntimeStream.barCount`.
+- `RuntimeOptions.realtimeLastBar` / `Runtime.run(..., { realtimeLastBar: true })` — last bar sees `barstate.isrealtime=1`, `ishistory=0`, `islastconfirmedhistory=0`.
+- `RuntimeStream.push` uses realtime last-bar semantics; `close()` confirms the last bar.
+
+### Changed
+- `barstate.ishistory` is `1` on historical bars (including the last), matching PYNE; the realtime forming bar is `0`.
+- `once` commits its fired flag only on a confirmed bar, ready for multi-tick rollback.
+
+### Fixed
+- README stream example used the non-existent `stream.end()`; it now uses `close()`.
+
+## [0.8.0] - 2026-11-04
+
+Full builtin surface: every name registered by PYNE's `BuiltinEvaluator`
+(941) now resolves in PyneTS, including the capstone synthesizer and
+list-returning gamma levels.
+
+### Added
+- `ta.gamma_levels` — returns a `PineArray` (`array.get(g, 0)` / `array.get(g, 1)`), interpret + compile.
+- `ta.intelligent_strategy_synthesizer` — multi-list trend/momentum/volatility/volume synthesis with market-regime and risk-profile adaptation.
+- `ta.signal_confluence` — dict/map signal agreement, including boolean signals.
+
+### Changed
+- `ta.breakout_detection` treats a bare series argument as `0`, matching PYNE's `isinstance` bar-mode quirk.
+
+### Notes
+- All 941 registered builtin names resolve. `color.*`, `*.all`, `syminfo.ticker`, `timeframe.*`, and `last_bar_time` are handled structurally rather than by quoted dispatch keys; see `PARITY.md`.
+
 ## [0.7.0] - 2026-11-04
 
 Wave 13: history-based, sentiment, and macro analytics, plus the newest-first

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`, `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.
+**`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`, `gamma_levels`, `intelligent_strategy_synthesizer`, `signal_confluence`. Compile emits the same names. **All 941 PYNE-registered builtin names resolve** — see [`PARITY.md`](PARITY.md) for the structural aliases and remaining edge semantics.
 
 **`math.*` / `str.*` / `color.*` / `input.*` / `log.*`** — the Python set, including `nz`, `iff`, `fixnan`, `timestamp`, `weekofyear`, `time_tradingday`.
 
@@ -178,9 +178,17 @@ const stream = rt.stream(source);
 stream.on("bar", (out) => { /* one result per push */ });
 stream.push({ close: 1 });
 stream.push({ close: 2 });
-stream.end();
+
+// Re-tick the forming last bar (does not advance barCount):
+// barstate.isrealtime is 1, ishistory 0; once/TA/broker state recomputes.
+stream.updateLastBar({ open: 2, high: 3, low: 1, close: 2.5 });
+stream.appendBars([{ close: 3 }, { close: 4 }]);
+stream.close(); // confirm the last bar (realtimeLastBar: false)
 ```
 
+`Runtime.run(src, bars, { realtimeLastBar: true })` exposes the same flag for a
+single call.
+
 ### Bars you actually have
 
 Hosts feed OHLCV. PyneTS will not invent a foreign market.