quantwave 0.1.18__tar.gz → 0.5.0__tar.gz

{quantwave-0.1.18 → quantwave-0.5.0}/Cargo.lock

@@ -345,7 +345,10 @@ source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "c673075a2e0e5f4a1dde27ce9dee1ea4558c7ffe648f576438a20ca1d2acc4b0"
 dependencies = [
  "iana-time-zone",
+ "js-sys",
  "num-traits",
+ "serde",
+ "wasm-bindgen",
  "windows-link",
 ]
 
@@ -1302,6 +1305,16 @@ dependencies = [
  "libc",
 ]
 
+[[package]]
+name = "matrixmultiply"
+version = "0.3.10"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "a06de3016e9fae57a36fd14dba131fccf49f74b40b7fbdb472f96e361ec71a08"
+dependencies = [
+ "autocfg",
+ "rawpointer",
+]
+
 [[package]]
 name = "memchr"
 version = "2.8.0"
@@ -1340,6 +1353,36 @@ dependencies = [
  "windows-sys 0.61.2",
 ]
 
+[[package]]
+name = "nalgebra"
+version = "0.33.3"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "9d43ddcacf343185dfd6de2ee786d9e8b1c2301622afab66b6c73baf9882abfd"
+dependencies = [
+ "approx",
+ "matrixmultiply",
+ "nalgebra-macros",
+ "num-complex",
+ "num-rational",
+ "num-traits",
+ "rand 0.8.6",
+ "rand_distr",
+ "serde",
+ "simba",
+ "typenum",
+]
+
+[[package]]
+name = "nalgebra-macros"
+version = "0.2.2"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "254a5372af8fc138e36684761d3c0cdb758a4410e938babcff1c860ce14ddbfc"
+dependencies = [
+ "proc-macro2",
+ "quote",
+ "syn",
+]
+
 [[package]]
 name = "nom"
 version = "7.1.3"
@@ -1368,6 +1411,16 @@ dependencies = [
  "winapi",
 ]
 
+[[package]]
+name = "num-bigint"
+version = "0.4.6"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "a5e44f723f1133c9deac646763579fdb3ac745e418f2a7af9cd0c431da1f20b9"
+dependencies = [
+ "num-integer",
+ "num-traits",
+]
+
 [[package]]
 name = "num-complex"
 version = "0.4.6"
@@ -1375,6 +1428,7 @@ source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "73f88a1307638156682bada9d7604135552957b7818057dcef22705b4d509495"
 dependencies = [
  "num-traits",
+ "serde",
 ]
 
 [[package]]
@@ -1386,6 +1440,17 @@ dependencies = [
  "num-traits",
 ]
 
+[[package]]
+name = "num-rational"
+version = "0.4.2"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "f83d14da390562dca69fc84082e73e548e1ad308d24accdedd2720017cb37824"
+dependencies = [
+ "num-bigint",
+ "num-integer",
+ "num-traits",
+]
+
 [[package]]
 name = "num-traits"
 version = "0.2.19"
@@ -2060,30 +2125,48 @@ dependencies = [
 
 [[package]]
 name = "quantwave"
-version = "0.1.18"
+version = "0.5.0"
 dependencies = [
  "quantwave-core",
  "quantwave-polars",
 ]
 
+[[package]]
+name = "quantwave-backtest"
+version = "0.5.0"
+dependencies = [
+ "approx",
+ "chrono",
+ "polars",
+ "proptest",
+ "quantwave-core",
+ "rand 0.8.6",
+ "serde",
+ "serde_json",
+ "thiserror 1.0.69",
+]
+
 [[package]]
 name = "quantwave-core"
-version = "0.1.18"
+version = "0.5.0"
 dependencies = [
  "approx",
+ "chrono",
  "log",
+ "nalgebra",
  "proptest",
  "rand 0.8.6",
  "rustfft",
  "serde",
  "serde_json",
+ "statrs",
  "talib-rs",
  "thiserror 1.0.69",
 ]
 
 [[package]]
 name = "quantwave-plugins"
-version = "0.1.18"
+version = "0.5.0"
 dependencies = [
  "polars",
  "polars-arrow",
@@ -2094,7 +2177,7 @@ dependencies = [
 
 [[package]]
 name = "quantwave-polars"
-version = "0.1.18"
+version = "0.5.0"
 dependencies = [
  "polars",
  "quantwave-core",
@@ -2104,7 +2187,7 @@ dependencies = [
 
 [[package]]
 name = "quantwave-python"
-version = "0.1.18"
+version = "0.5.0"
 dependencies = [
  "paste",
  "quantwave-core",
@@ -2113,7 +2196,7 @@ dependencies = [
 
 [[package]]
 name = "quantwave-xtask"
-version = "0.1.18"
+version = "0.5.0"
 dependencies = [
  "anyhow",
  "quick-xml",
@@ -2132,9 +2215,9 @@ checksum = "a1d01941d82fa2ab50be1e79e6714289dd7cde78eba4c074bc5a4374f650dfe0"
 
 [[package]]
 name = "quick-xml"
-version = "0.40.0"
+version = "0.40.1"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "0b7315c86b26aaef0321fba33c9dcc160da659c6a9d278f0f6a5656d6561c03b"
+checksum = "2474bd2e5029e7ccb6abb2ba48cf2383a333851dedf495901544281590c7da7f"
 dependencies = [
  "memchr",
  "serde",
@@ -2304,6 +2387,12 @@ dependencies = [
  "bitflags",
 ]
 
+[[package]]
+name = "rawpointer"
+version = "0.2.1"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "60a357793950651c4ed0f3f52338f53b2f809f32d83a07f72909fa13e4c6c1e3"
+
 [[package]]
 name = "rayon"
 version = "1.12.0"
@@ -2730,6 +2819,19 @@ version = "1.3.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "0fda2ff0d084019ba4d7c6f371c95d8fd75ce3524c3cb8fb653a3023f6323e64"
 
+[[package]]
+name = "simba"
+version = "0.9.1"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "c99284beb21666094ba2b75bbceda012e610f5479dfcc2d6e2426f53197ffd95"
+dependencies = [
+ "approx",
+ "num-complex",
+ "num-traits",
+ "paste",
+ "wide",
+]
+
 [[package]]
 name = "simd_cesu8"
 version = "1.1.1"
@@ -2823,6 +2925,18 @@ version = "1.1.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "a2eb9349b6444b326872e140eb1cf5e7c522154d69e7a0ffb0fb81c06b37543f"
 
+[[package]]
+name = "statrs"
+version = "0.18.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "2a3fe7c28c6512e766b0874335db33c94ad7b8f9054228ae1c2abd47ce7d335e"
+dependencies = [
+ "approx",
+ "nalgebra",
+ "num-traits",
+ "rand 0.8.6",
+]
+
 [[package]]
 name = "streaming-decompression"
 version = "0.1.2"
@@ -3099,7 +3213,7 @@ version = "1.1.2+spec-1.1.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "a2abe9b86193656635d2411dc43050282ca48aa31c2451210f4202550afb7526"
 dependencies = [
- "winnow 1.0.2",
+ "winnow 1.0.3",
 ]
 
 [[package]]
@@ -3188,6 +3302,12 @@ version = "0.2.5"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "e421abadd41a4225275504ea4d6566923418b7f05506fbc9c0fe86ba7396114b"
 
+[[package]]
+name = "typenum"
+version = "1.20.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "40ce102ab67701b8526c123c1bab5cbe42d7040ccfd0f64af1a385808d2f43de"
+
 [[package]]
 name = "unarray"
 version = "0.1.4"
@@ -3920,9 +4040,9 @@ dependencies = [
 
 [[package]]
 name = "winnow"
-version = "1.0.2"
+version = "1.0.3"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "2ee1708bef14716a11bae175f579062d4554d95be2c6829f518df847b7b3fdd0"
+checksum = "0592e1c9d151f854e6fd382574c3a0855250e1d9b2f99d9281c6e6391af352f1"
 
 [[package]]
 name = "wit-bindgen"

{quantwave-0.1.18 → quantwave-0.5.0}/Cargo.toml

@@ -3,7 +3,7 @@ members = ["quantwave-core", "quantwave-python"]
 resolver = "2"
 
 [workspace.package]
-version = "0.1.18"
+version = "0.5.0"
 edition = "2024"
 license = "MIT"
 repository = "https://github.com/lavs9/quantwave"
@@ -15,7 +15,7 @@ categories = ["science", "mathematics"]
 keywords = ["trading", "technical-analysis", "polars", "finance"]
 
 [workspace.dependencies]
-polars = { version = "0.46", features = ["lazy", "dtype-struct"] }
+polars = { version = "0.46", features = ["lazy", "dtype-struct", "moment", "cum_agg"] }
 polars-core = { version = "0.46" }
 polars-arrow = { version = "0.46" }
 talib-rs = "0.1"
@@ -27,6 +27,13 @@ rand = "0.8"
 serde_json = "1.0"
 log = "0.4"
 thiserror = "1.0"
+chrono = { version = "0.4", features = ["serde"] }
+nalgebra = { version = "0.33", features = ["serde-serialize"] }
+statrs = "0.18"
+quantwave-core = { path = "quantwave-core" }
+quantwave-polars = { path = "quantwave-polars" }
+quantwave-plugins = { path = "quantwave-plugins" }
+quantwave-backtest = { path = "quantwave-backtest" }
 
 [profile.dev]
 opt-level = 0

{quantwave-0.1.18 → quantwave-0.5.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: quantwave
-Version: 0.1.18
+Version: 0.5.0
 Classifier: Development Status :: 4 - Beta
 Classifier: Intended Audience :: Developers
 Classifier: Intended Audience :: Financial and Insurance Industry

{quantwave-0.1.18 → quantwave-0.5.0}/python/quantwave/__init__.py

@@ -1,4 +1,5 @@
 from ._quantwave import *  # noqa
+from . import polars  # noqa
 
 # Nice namespace
 class ta:
@@ -11,64 +12,64 @@ class ta:
     adx = adx
     cci = cci
     stoch = stoch
-    aroon = aroon
-    mama = mama
+    aroon = Aroon
+    mama = Mama
     kama = kama
-    t3 = t3
+    t3 = T3
     sar = sar
     mom = mom
     roc = roc
     willr = willr
     dema = dema
     tema = tema
-    ichimoku = ichimoku_batch
+    ichimoku = ichimoku
     cg = cg
     cybercycle = cybercycle
     fisher = fisher
-    inverse_fisher = inverse_fisher
+    inverse_fisher = inversefisher
     supersmoother = supersmoother
     bandpass = bandpass
-    roofing_filter = roofing_filter
+    roofing_filter = roofingfilter
     zerolag = zerolag
-    choppiness_index = choppiness_index
-    classic_laguerre = classic_laguerre
+    choppiness_index = choppinessindex
+    classic_laguerre = classiclaguerre
     alligator = Alligator
     alma = alma
     atr_ts = AtrTs
     butterworth2 = butterworth2
     butterworth3 = butterworth3
-    channel_cycle = channel_cycle
-    continuation_index = continuation_index
-    correlation_cycle = correlation_cycle
-    correlation_trend = correlation_trend
-    cybernetic_oscillator = cybernetic_oscillator
+    channel_cycle = channelcycle
+    continuation_index = continuationindex
+    correlation_cycle = correlationcycle
+    correlation_trend = correlationtrend
+    cybernetic_oscillator = cyberneticoscillator
     dmh = dmh
     donchian = donchian
     dsma = dsma
     emd = emd
     frama = frama
-    am_detector = am_detector
-    fm_demodulator = fm_demodulator
-    ehlers_autocorrelation = EhlersAutocorrelation
-    ehlers_filter = EhlersFilter
-    ehlers_loops = EhlersLoops
-    ehlers_stochastic = EhlersStochastic
-    ehlers_ultimate_oscillator = EhlersUltimateOscillator
-    fisher_high_pass = FisherHighPass
-    fourier_series = FourierSeries
-    fourier_dominant_cycle = FourierDominantCycle
-    fractals = Fractals
-    gaussian = Gaussian
-    generalized_laguerre = GeneralizedLaguerre
-    griffiths_dominant_cycle = GriffithsDominantCycle
-    griffiths_predictor = GriffithsPredictor
-    griffiths_spectrum = GriffithsSpectrum
-    hamming = Hamming
-    hann = Hann
-    heikin_ashi = HeikinAshi
-    high_pass = HighPass
-    hma = Hma
-    ehlers_wma4 = EhlersWma4
+    am_detector = amdetector
+    fm_demodulator = fmdemodulator
+    ehlers_autocorrelation = ehlersautocorrelation
+    ehlers_filter = ehlersfilter
+    ehlers_loops = ehlersloops
+    ehlers_stochastic = ehlersstochastic
+    ehlers_ultimate_oscillator = ehlersultimateoscillator
+    fisher_high_pass = fisherhighpass
+    fourier_series = fourierseries
+    fourier_dominant_cycle = fourierdominantcycle
+    fractals = fractals
+    gaussian = gaussian
+    generalized_laguerre = generalizedlaguerre
+    griffiths_dominant_cycle = griffithsdominantcycle
+    griffiths_predictor = griffithspredictor
+    griffiths_spectrum = griffithsspectrum
+    hamming = hamming
+    hann = hann
+    heikin_ashi = heikin_ashi
+    high_pass = highpass
+    hma = hma
+    ehlers_wma4 = ehlerswma4
     instantaneous_trendline = instantaneoustrendline
     undersampled_double_ma = undersampleddoublema
     keltner = keltner
@@ -79,7 +80,7 @@ class ta:
     pairs_rotation = pairsrotation
     phasor = phasor
     oc_price_rsi = ocpricersi
-    pivot_points = pivotpoints
+    pivot_points = pivot_points
     one_euro_filter = oneeurofilter
     projected_moving_average = projectedmovingaverage
     precision_trend = precisiontrend
@@ -87,10 +88,9 @@ class ta:
     sine_wave = sinewave
     swiss_army_knife = swiss_army_knife
     system_evaluator = systemevaluator
-    robustness_evaluator = RobustnessEvaluator
     ttm_squeeze = ttmsqueeze
-    ultimate_bands = ultimatebands
-    ultimate_channel = ultimatechannel
+    ultimate_bands = ultimate_bands
+    ultimate_channel = ultimate_channel
     ultimate_smoother = ultimatesmoother
     usi = usi
     ad = ad
@@ -125,10 +125,41 @@ class ta:
     rocket_rsi = rocketrsi
     trendflex = trendflex
     truncated_bandpass = truncatedbandpass
+    # ML features (gw7s notebook + harness + 4ps/gwx cross-epic deliverable)
+    cyber_cycle_feature_extractor = CyberCycleFeatureExtractor
+    hurst_feature_extractor = HurstFeatureExtractor
+    instantaneous_trendline_feature_extractor = InstantaneousTrendlineFeatureExtractor
+    trendflex_feature_extractor = TrendflexFeatureExtractor
+    regime_to_features = regime_to_features
+    # Newly wired for the E2E notebook (trivial parallel to above; completes the locked .ta.features.* surface in Python)
+    griffiths_dominant_cycle_feature_extractor = GriffithsDominantCycleFeatureExtractor
+    bull_bear_hmm = BullBearHMM
+    griffiths_dominant_cycle_features = griffiths_dominant_cycle_features  # batch helper
     volume_profile = volumeprofile
 
+class options_india:
+    bs_call_price = bs_call_price
+    bs_put_price = bs_put_price
+    bs_delta = bs_delta
+    bs_gamma = bs_gamma
+    bs_theta = bs_theta
+    bs_vega = bs_vega
+    bs_rho = bs_rho
+    implied_vol = implied_vol
+    max_pain = max_pain
+    strike_pcr = strike_pcr
+    chain_pcr = chain_pcr
+    oi_zones = oi_zones
+    gex_per_strike = gex_per_strike
+    gex_flip_strike = gex_flip_strike
+    atm_straddle = atm_straddle
+    synthetic_futures = synthetic_futures
+    moneyness = moneyness
+    nse_lot_size = nse_lot_size
+    nse_risk_free_rate = nse_risk_free_rate
+
 __all__ = [
-    "ta", "Sma", "Ema", "Rsi", "SuperTrend", "Macd", "Atr", "Adx", "Cci", "Stoch", 
+    "ta", "options_india", "Sma", "Ema", "Rsi", "SuperTrend", "Macd", "Atr", "Adx", "Cci", "Stoch", 
     "Aroon", "Mama", "Kama", "T3", "Sar", "Mom", "Roc", "Willr", "Dema", "Tema", 
     "Ichimoku", "Cg", "CyberCycle", "Fisher", "InverseFisher", "SuperSmoother", 
     "Bandpass", "RoofingFilter", "ZeroLag", "ChoppinessIndex", "ClassicLaguerre",
@@ -149,5 +180,9 @@ __all__ = [
     "HtDcPeriod", "HtPhasor", "HtDcPhase", "HtSine", "HtTrendMode",
     "HurstExponent", "KalmanFilter", "MarketState", "RecursiveMedian",
     "RecursiveMedianOscillator", "Reflex", "RocketRsi", "Trendflex",
-    "TruncatedBandpass", "VolumeProfile"
+    "TruncatedBandpass", "VolumeProfile",
+    # ML feature toolkit (quantwave-gw7s)
+    "CyberCycleFeatureExtractor", "HurstFeatureExtractor",
+    "InstantaneousTrendlineFeatureExtractor", "TrendflexFeatureExtractor",
+    "regime_to_features"
 ]