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2.0.0

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@ff137 ff137 released this 06 Sep 13:48
· 36 commits to main since this release
f875895

The windowed-candle frame now has ten columns rather than nine. The new
one is traded_seconds (Int64): how many seconds inside a window
actually saw a trade, counted as volume > 0 over the source rows the
window covers.

If you are on 1.x, three things need your attention. Any code that
asserts the frame's shape breaks — a nine-column check, a positional
unpack, or a schema equality. apply_quality_policy now REQUIRES
traded_seconds and refuses a frame without it rather than silently
checking one threshold. And WindowQualityPolicy gains
min_traded_seconds, defaulting to 0, which preserves 1.x behaviour
exactly — raising it is opt-in.

Frames materialized under 1.x cannot be read as v2 frames.
Re-materialize them, or keep them and pin ohlc-toolkit>=1.0,<2.0.

This release also adds the input-indicator layer: a phased lookback
harness, a feature-identity record that derives a column's name from
the fields that vary, and four primitives — Cutler's RSI, relative
range, log volume ratio, and price-to-moving-average. Snapshot
verification moves into the toolkit, and two schedule bound defects are
corrected, both breaking.

The full changelog is in CHANGELOG.md under ## 2.0.0.