quantwave 0.1.14__py3-none-win_amd64.whl

quantwave-0.1.14.dist-info/METADATA

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+Metadata-Version: 2.4
+Name: quantwave
+Version: 0.1.14
+Classifier: Programming Language :: Rust
+Classifier: Programming Language :: Python :: 3
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Topic :: Office/Business :: Financial :: Investment
+License-File: LICENSE
+Summary: High-performance Technical Analysis library (Rust core + UniFFI)
+Keywords: technical-analysis,ta-lib,trading,quant,rust
+Home-Page: https://github.com/lavs9/quantwave
+Author: Mayank Lavania
+Requires-Python: >=3.9
+Description-Content-Type: text/markdown; charset=UTF-8; variant=GFM
+Project-URL: Documentation, https://lavs9.github.io/quantwave/
+Project-URL: Homepage, https://github.com/lavs9/quantwave
+Project-URL: Repository, https://github.com/lavs9/quantwave
+
+# QuantWave 🌊
+
+[![Ask DeepWiki](https://deepwiki.com/badge.svg)](https://deepwiki.com/lavs9/quantwave)
+[![Rust](https://img.shields.io/badge/rust-1.80%2B-blue.svg)](https://www.rust-lang.org)
+[![License](https://img.shields.io/badge/license-MIT-blue.svg)](LICENSE)
+[![Documentation](https://img.shields.io/badge/docs-mdBook-blue)](https://lavs9.github.io/quantwave/)
+
+**High-performance, Polars-native Technical Analysis for Rust.**
+
+QuantWave is a modern technical analysis library built from the ground up for the [Polars](https://github.com/pola-rs/polars) ecosystem. It bridges the gap between **high-speed batch backtesting** and **real-time streaming execution** by ensuring bit-identical results across both modes.
+
+Whether you are performing quantitative research over terabytes of historical data or deploying a live trading system on a tick-by-tick stream, QuantWave delivers industry-standard accuracy and extreme performance.
+
+---
+
+## 🚀 Why QuantWave?
+
+- **Polars Native:** Built specifically for Polars `LazyFrame` and `Series` with zero-copy expression plugins. Say goodbye to converting to/from `Vec<f64>` or `ndarray` to calculate your indicators.
+- **Streaming-Batch Parity:** Every indicator implements the "Universal Indicator" pattern, guaranteeing mathematically identical results for batch (backtesting) and streaming (live trading).
+- **Comprehensive Suite:** Featuring 150+ standard indicators (via robust TA-Lib wrapping) alongside modern DSP suites (Ehlers), ML feature engineering tools, and market structure algorithms.
+- **Bit-Identical Validation:** Sleep well at night. All indicators are rigorously verified against an extensive "Gold Standard" test suite using `proptest` and industry reference vectors.
+
+---
+
+## 📚 Documentation & Resources
+
+For detailed indicator formulas, parameter definitions, and architectural deep-dives, please refer to our official documentation sites:
+
+- 📖 **[QuantWave Indicator Bible (mdBook)](https://lavs9.github.io/quantwave/)**: Comprehensive reference for all native and TA-Lib indicators, complete with LaTeX math formulas.
+- 🧠 **[DeepWiki Integration](https://deepwiki.com/lavs9/quantwave)**: Explore our system architecture, decision logs, and agentic workflows.
+
+---
+
+## 🛠 Installation
+
+Add QuantWave to your `Cargo.toml`:
+
+```toml
+[dependencies]
+quantwave = "0.1"
+```
+
+---
+
+## 📖 Quick Start
+
+QuantWave is designed to be completely intuitive whether you are processing historical dataframes or processing live WebSocket streams.
+
+### 1. Batch Processing (Backtesting / Research)
+
+Extend Polars with the `.ta()` namespace to rapidly compute indicators across your entire dataset.
+
+```rust
+use polars::prelude::*;
+use quantwave::prelude::*;
+
+let df = df.lazy()
+    // Calculate SuperTrend with Period=10, Multiplier=3.0
+    .ta()
+    .supertrend("high", "low", "close", 10, 3.0)
+    .collect()?;
+```
+
+### 2. Streaming Processing (Live Trading)
+
+Use the core structs directly to process incoming ticks one by one without reallocating arrays or maintaining complex state buffers.
+
+```rust
+use quantwave::prelude::*;
+
+// Initialize state machine once
+let mut st = SuperTrend::new(10, 3.0);
+
+// Feed it tick by tick in your live event loop
+for tick in live_price_stream {
+    // SuperTrend takes (high, low, close)
+    let signal = st.next((tick.high, tick.low, tick.close));
+    println!("Latest SuperTrend Value: {:?}", signal);
+}
+```
+
+---
+
+## 🧪 Rigorous Validation
+
+QuantWave is built for institutional-grade reliability. We validate our calculations through a rigorous three-tier pipeline:
+
+1. **Unit Tests:** Ensuring edge cases and bounds are handled safely.
+2. **Gold Standard Verification:** Comparing outputs against JSON-encoded reference vectors sourced from TradingView, MetaTrader, and established platforms.
+3. **Parity Tests:** Proptest suites that continuously enforce `Batch(data) == Streaming.collect(data)`.
+
+---
+
+## 🤝 Contributing & Issue Tracking
+
+QuantWave uses **Beads** (`bd`) for deterministic, graph-aware issue tracking to ensure high-velocity agentic and human collaboration.
+
+- Check for ready work: `bd ready`
+- Claim a task: `bd update <id> --claim`
+
+---
+
+## 📄 License
+
+Licensed under the MIT license ([LICENSE](LICENSE) or http://opensource.org/licenses/MIT).
+

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quantwave-0.1.14.dist-info/licenses/LICENSE

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+MIT License
+
+Copyright (c) 2026 Mayank Lavania
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.