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v0.6.0 — Product Guardrails & Research Loop

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@lavs9 lavs9 released this 02 Jul 11:53
· 226 commits to main since this release
v0.6.0
5630d3c

QuantWave 0.6.0 ships the v0.6 productization epic: CI guardrails, a single verify entrypoint, the full research loop (feature matrix + Monte Carlo), fractional differencing, HTML tear sheets, and documentation SOA completion.

Install: pip install quantwave or pip install "quantwave[polars]"

What's new

PyPI packaging (unified wheel)

  • Single wheel bundles core (quantwave._quantwave), Polars plugins (quantwave_plugins), and backtest (quantwave._backtest)
  • pip install "quantwave[polars]" — Polars extra for batch .ta / .bt namespaces
  • quantwave CLI — list, info, doctor, version
  • Core-only import — import quantwave works without Polars (streaming, metadata, list API)

Product guardrails

  • ./scripts/quantwave_verify.sh — one command for metadata drift, doc lint, nextest, and pytest smoke
  • Metadata drift gate in CI
  • Plugin vs .ta guide and expanded regime documentation

Research loop

  • qw.build_feature_matrix() — batch ML feature matrix from OHLCV
  • lf.bt.monte_carlo() — trade bootstrap + return-path VaR/CVaR (Python)
  • Fractional differencing (FracDiff) — Prado-style stationary features

Indicators & backtest

  • 217 registered indicators with full IndicatorMetadata pipeline
  • HTML tear sheets — BacktestReport.to_html() / save_html()
  • Sweep, WFO, cross-sectional, and Monte Carlo (Rust core)

Documentation

  • Indicator doc SOA complete — 217 indicators, native pages under documentation standards
  • Landing page redesign; doc drift checks in verify

Upgrade notes

  • No breaking API changes from 0.5.2 for core indicator/backtest surfaces
  • New optional APIs: frac_diff, build_feature_matrix, to_html tear sheets

Docs: https://lavs9.github.io/quantwave/

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