goldenChart/ta4j-master/release/0.22.3.md

0.22.3 (2026-03-01)

Added

• Bill Williams indicator suite: Added FractalHighIndicator, FractalLowIndicator, AlligatorIndicator (jaw/teeth/lips defaults), GatorOscillatorIndicator (upper/lower histogram branches), and MarketFacilitationIndexIndicator with comprehensive regression coverage for confirmation delays, overlapping windows, flat-price/zero-volume edge cases, constructor validation, unstable-bar boundaries, and lower-histogram signed-zero handling.
• Risk controls APIs: Added PositionRiskModel, StopLossPositionRiskModel, and RMultipleCriterion for risk-unit (R-multiple) evaluation, plus StopLossPriceModel/StopGainPriceModel and fixed/trailing/volatility/ATR stop-loss and stop-gain rule variants.
• Agent guidance tooling and docs: Reorganized project AGENTS.md into scoped, task-local guides and added scripts/agents_for_target.sh to resolve effective instructions for any target path.
• Regression coverage additions: Added explicit tests for TimeBarBuilder gap placement, NetMomentumIndicator pivot/decay edge handling, mixed-field serialization routing, named-strategy label/vararg diagnostics, and VolumeIndicator rolling-window behavior.
• Added PiercingLineIndicator and DarkCloudCoverIndicator with configurable body-size, gap, and penetration thresholds for candlestick pattern detection.
• Trend confirmation oscillators: Added VortexIndicator (+VI, -VI, and oscillator output) and UltimateOscillatorIndicator with configurable periods, warm-up guards, and regression tests against published reference values.
• Volatility-normalized MACD-V toolkit: Added VolatilityNormalizedMACDIndicator with canonical ATR-normalized MACD-V calculation, configurable signal/histogram helpers, and MACDVMomentumState classification utilities.
• MACD-V momentum helper components: Added MACDHistogramMode, MACDLineValues, MACDVMomentumProfile, MACDVMomentumStateIndicator, and MomentumStateRule to support configurable histogram polarity, bundled line snapshots, and momentum-state rule composition.
• MACD-V strategy demo: Added MACDVMomentumStateStrategy to ta4j-examples, demonstrating custom signal-line injection and momentum-state filtered entry/exit rules.

Changed

• Risk/stop-rule refinements: Tightened volatility stop-gain coefficient validation, removed redundant risk recomputation in RMultipleCriterion, added the missing AverageTrueRangeTrailingStopLossRule lookback overload, and expanded shared stop-rule fixtures/tests and Javadocs.
• VolumeIndicator performance: Replaced O(barCount) per-index summation with an O(1) rolling partial-sum update, including clearer algorithm/complexity Javadocs.
• Serialization routing precedence: ComponentSerialization now resolves mixed payloads by descriptor type so strategies prefer rules while indicators/rules prefer components, while keeping legacy children/baseIndicators compatibility.
• NamedStrategy reconstruction diagnostics: Strategy reconstruction now emits richer, label-aware errors for missing identifiers, malformed labels, and constructor/parameter failures.
• Build entrypoint + Maven Wrapper compatibility: scripts/run-full-build-quiet.sh now auto-detects and uses ./mvnw when present (falling back to mvn), so wrapper adoption does not require a second build command.
• Full build script portability: scripts/run-full-build-quiet.sh no longer requires Python; timeout handling, quiet-output filtering, heartbeat logging, and test-summary aggregation now run in Bash.
• Indicator composition reuse: Added IndicatorUtils.requireSameSeries(...) to centralize same-series validation and refactored VortexIndicator, UltimateOscillatorIndicator, and TRIndicator to compose shared true-range/series-validation logic instead of duplicating private helpers.
• Indicator validation helper consolidation: Merged IndicatorSeriesUtils into IndicatorUtils, added shared IndicatorUtils.requireIndicator(...) / IndicatorUtils.isInvalid(...), and refactored Bill Williams, VWAP, support/resistance, and Wyckoff indicators to reuse centralized validation and NaN-guard logic.
• Fractal hierarchy consolidation: Extracted AbstractFractalConfirmationIndicator and AbstractRecentFractalSwingIndicator, and added FractalDetectionHelper.findLatestConfirmedFractalIndex(...) so high/low fractal families share confirmation and scanning logic while preserving the existing public APIs.
• Fractal documentation and regression hardening: Expanded Javadocs for shared fractal internals and added FractalDetectionHelperTest coverage for latest-pivot scanning, bounds handling, equality allowances, and invalid input guards.
• MACD-V signal-line extensibility: VolatilityNormalizedMACDIndicator now supports custom signal-line indicator injection for both signal and histogram generation.
• MACDVIndicator API robustness and clarity: Clarified that MACDVIndicator is a volume/ATR-weighted MACD variant (not ATR-normalized MACD-V), added default signal/histogram conveniences and constructor overloads, and hardened warm-up/NaN handling with lazy transient sub-indicator rebuild.
• MACD-V indicator ergonomics: MACDVIndicator and VolatilityNormalizedMACDIndicator now expose configuration/sub-indicator getters, line bundle helpers, momentum-state indicator factories, and crossover/momentum rule helpers for strategy composition.
• MACD-V package organization: Grouped MACD-V specific helpers and indicators under org.ta4j.core.indicators.macd to reduce top-level indicators package clutter, and retained a deprecated compatibility shim for moved MACDVIndicator in org.ta4j.core.indicators so downstream projects can migrate imports without immediate build breakage.
• Deprecation visibility for deprecated classes: Added runtime deprecation warnings (emitted once per classloader) for deprecated compatibility classes in core and legacy JSON helper classes in examples so migration guidance appears directly in logs.

Fixed

• Stop-rule behavior and efficiency: Trailing stop-gain variants now arm only after the configured favorable move, volatility stop-loss variants trigger on exact threshold touches, gain-side helpers are used consistently, and trailing volatility/fixed-amount rules now reuse stabilized max-lookback indicators to reduce hot-path allocations.
• NetMomentum neutral pivot validation: Constructor now rejects NaN/infinite neutral pivot values to prevent undefined momentum output states.
• VolumeIndicator constrained-window correctness: Rolling sums now anchor to the series beginIndex so max-bar-count eviction does not double-count or backtrack into pruned history.
• Publish-release manual dispatch inputs: publish-release.yml now reads workflow_dispatch metadata from event inputs so manual reruns correctly receive releaseVersion/releaseCommit.
• Prepare-release metadata guard: Added a Maven Central metadata validation gate in prepare-release.yml (including dry-run mode) to fail early when required POM metadata (including developers) is missing.
• VWAP and Wyckoff market-structure toolkit: Added rolling/anchored VWAP analytics (deviation, standard deviation, z-score, bands), support/resistance clustering (bounce-count, price-cluster, KDE volume profile), and Wyckoff cycle analysis APIs with a runnable demo.
• Release workflow dispatch and metadata checks: publish-release.yml now reads workflow_dispatch inputs correctly for manual reruns, and prepare-release.yml now fails early when required Maven Central POM metadata is missing.
• README snippet synchronization line endings: ReadmeContentManager.updateReadmeSnippets(...) now preserves the target README's dominant line separator (LF/CRLF), with regression tests covering both newline modes.
• Indicator serialization and stability: Aligned VWAP, price-cluster, and Wyckoff indicators on descriptor ordering, NaN handling, and unstable-bar conventions.