v0.2.0

See the v0.2.0 release record.

Added

• Wickd.Core gains a VWAP liquidity analysis module: session VWAPs for five
  anchor periods (daily through yearly), previous-period closing-VWAP
  liquidity levels with a journaled born/swept/expired lifecycle, and volume
  z-score candle classification, replicating the decoded
  "VWAPs & ColCand -WinC" indicator contract
  (docs/research/vwaps-colcand-winc.md).
• The CLI gains wickd analyze vwap to compute the analysis for a market,
  timeframe, and range, with optional JSONL export, configured via a new
  optional Wickd.Vwap settings section. Analysis is offline-only: it reads
  the existing candle cache and never fetches, so a cache miss reports
  Run fetch before analyze. The JSONL export carries every running VWAP
  point, not only each period's final value, so a chart consumer can redraw
  the full session line. --periods and --level-periods override the
  configured anchor periods for one run, and requested periods that produce
  no result are reported with zero counts instead of being omitted. Each
  period reports both plotted values — the live running VWAP and the
  previous period's closing level — and a swept level keeps reporting its
  price because it renders until it expires. Passing
  --level-periods none keeps running VWAP points and volume classifications
  while suppressing every previous-close level.
• CI builds the .NET solution and runs Core, CCXT adapter, and CLI tests with
  coverage on Ubuntu.

Changed

• The repository targets .NET 10 and pins SDK 10.0.301.

Fixed

• Configuration path resolution is side-effect free.
• Dataset alias saves retry bounded cross-process lock contention so concurrent
  updates are preserved and duplicate aliases return the expected domain error.

v0.2.0-preview.24

See the v0.2.0 release record.

Added

• Wickd.Core gains a VWAP liquidity analysis module: session VWAPs for five
  anchor periods (daily through yearly), previous-period closing-VWAP
  liquidity levels with a journaled born/swept/expired lifecycle, and volume
  z-score candle classification, replicating the decoded
  "VWAPs & ColCand -WinC" indicator contract
  (docs/research/vwaps-colcand-winc.md).
• The CLI gains wickd analyze vwap to compute the analysis for a market,
  timeframe, and range, with optional JSONL export, configured via a new
  optional Wickd.Vwap settings section. Analysis is offline-only: it reads
  the existing candle cache and never fetches, so a cache miss reports
  Run fetch before analyze. The JSONL export carries every running VWAP
  point, not only each period's final value, so a chart consumer can redraw
  the full session line. --periods and --level-periods override the
  configured anchor periods for one run, and requested periods that produce
  no result are reported with zero counts instead of being omitted. Each
  period reports both plotted values — the live running VWAP and the
  previous period's closing level — and a swept level keeps reporting its
  price because it renders until it expires. Passing
  --level-periods none keeps running VWAP points and volume classifications
  while suppressing every previous-close level.
• CI builds the .NET solution and runs Core, CCXT adapter, and CLI tests with
  coverage on Ubuntu.

Changed

• The repository targets .NET 10 and pins SDK 10.0.301.

Fixed

• Configuration path resolution is side-effect free.
• Dataset alias saves retry bounded cross-process lock contention so concurrent
  updates are preserved and duplicate aliases return the expected domain error.