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4 changes: 2 additions & 2 deletions .secrets.baseline
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Expand Up @@ -133,7 +133,7 @@
"filename": "CHANGELOG.md",
"hashed_secret": "89a6cfe2a229151e8055abee107d45ed087bbb4f",
"is_verified": false,
"line_number": 2073
"line_number": 2107
}
],
"README.md": [
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}
]
},
"generated_at": "2025-08-31T14:52:37Z"
"generated_at": "2025-08-31T20:27:03Z"
}
34 changes: 34 additions & 0 deletions CHANGELOG.md
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Expand Up @@ -14,6 +14,40 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
- Migration guides will be provided for all breaking changes
- Semantic versioning (MAJOR.MINOR.PATCH) is strictly followed

## [3.5.4] - 2025-01-31

### 🚀 Added

**New Lorenz Formula Indicator**:
- **Chaos Theory Trading**: Added Lorenz Formula indicator applying chaos theory to market analysis
- **Dynamic Parameter Calculation**: Automatically adjusts sigma (volatility), rho (trend), and beta (volume) based on market conditions
- **Three-Component Output**: Provides X (rate of change), Y (momentum), and Z (primary signal) components
- **Market Regime Detection**: Identifies stable, transitional, and chaotic market conditions
- **Full Integration**: TA-Lib style interface with both class-based and function-based APIs

### 📝 Documentation

**Lorenz Indicator Documentation**:
- **Comprehensive Guide**: Created detailed documentation at `docs/indicators/lorenz.md` with mathematical foundation
- **Trading Strategies**: Multiple signal generation strategies including Z-value momentum, crossovers, and divergence
- **Parameter Tuning**: Complete guidelines for adjusting dt, window, and volatility_scale parameters
- **Integration Examples**: Added to main indicators guide with practical usage examples
- **Complete Trading System**: Full example with position sizing, stops, and multi-indicator confluence

### ✅ Testing

**Lorenz Indicator Tests**:
- **15 Comprehensive Tests**: Full test coverage following TDD principles
- **Parameter Validation**: Tests for custom parameters, window sizes, and time steps
- **Chaos Properties**: Verification of chaotic behavior and sensitivity to initial conditions
- **Edge Cases**: Handling of empty data, missing columns, and single-row inputs
- **Integration**: Example script (`examples/33_lorenz_indicator.py`) demonstrating all features

### 🔧 Changed

- **Indicator Count**: Updated from 58+ to 59+ indicators across all documentation
- **Pattern Recognition**: Enhanced with chaos theory-based market analysis

## [3.5.3] - 2025-01-31

### 🐛 Fixed
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6 changes: 3 additions & 3 deletions README.md
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Expand Up @@ -82,11 +82,11 @@ suite = await TradingSuite.create(\"MNQ\")
- **Risk Management**: Portfolio analytics and risk metrics

### Advanced Features
- **58+ Technical Indicators**: Full TA-Lib compatibility with Polars optimization including new pattern indicators
- **59+ Technical Indicators**: Full TA-Lib compatibility with Polars optimization including new pattern indicators
- **Level 2 OrderBook**: Depth analysis, iceberg detection, spoofing detection with 6 pattern types
- **Real-time WebSockets**: Async streaming for quotes, trades, and account updates
- **Performance Optimized**: Connection pooling, intelligent caching, memory management
- **Pattern Recognition**: Fair Value Gaps, Order Blocks, and Waddah Attar Explosion indicators
- **Pattern Recognition**: Fair Value Gaps, Order Blocks, Waddah Attar Explosion, and Lorenz Formula indicators
- **Market Manipulation Detection**: Advanced spoofing detection with confidence scoring
- **Financial Precision**: All calculations use Decimal type for exact precision
- **Enterprise Error Handling**: Production-ready error handling with decorators and structured logging
Expand Down Expand Up @@ -588,7 +588,7 @@ if health_score < 70:

### Technical Indicators

All 58+ indicators work with async data pipelines:
All 59+ indicators work with async data pipelines:
```python
import polars as pl
from project_x_py.indicators import RSI, SMA, MACD, FVG, ORDERBLOCK, WAE
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