Roadmap
QuantWave is a high-performance, Polars-native technical analysis library. The engine phase is complete; v0.6 shipped product guardrails and research-loop polish.
Current Status (v0.6.0 — released 2026-06-28)
Shipped
| Area | Status |
|---|---|
| Indicators | 221 Rust *_METADATA entries; Polars .ta() methods; full expression-plugin parity |
| Ehlers DSP | 30+ indicators — deepest open-source cycle toolkit |
| Price Action | Market Structure, S/R monitor (ATR-relative), geometric patterns (flags/H&S + neckline breakout), confluence |
| Regimes | HMM, GMM, PELT changepoints, volatility clustering |
| ML features | .ta.features.*, build_feature_matrix(), fractional differencing (FracDiff) |
| Options India | BS Greeks, IV, chain analytics (quantwave.options) |
| Backtest | Research-complete: sweep, WFO, WFO-optimize, cross-sectional, MC (Rust + Python) |
| Reporting | HTML tear sheets (to_html() / save_html()) |
| Python DX | Discovery, metadata codegen, assert_parity, boundary_info, categories, talib, arm64 wheels |
| CI / verify | ./scripts/quantwave_verify.sh — metadata drift, doc lint, nextest, pytest |
| Docs | 220+ indicator guides (SOA complete), gallery, ML features guide, backtest capability matrix |
Deferred
- Live execution bridge — Nautilus (
quantwave-cr6v-v2.7, LGPL HITL) - Portfolio-wide / wide-format engine (
quantwave-8v4s)
Architecture (stable)
quantwave-core Next<T> — single mathematical truth
quantwave-polars lf.ta.*() + lf.ta.features.*
quantwave-plugins Polars expression plugins (zero-copy)
quantwave-backtest Backtest engine + tearsheets
quantwave-python PyO3 (abi3) Python package
Version history
| Version | Theme |
|---|---|
| 0.6.0 | Product guardrails, research loop, FracDiff, HTML tear sheets, doc SOA |
| 0.5.2 | Research platform — Python DX, plugins parity, arm64 wheels |
| 0.5.1 | Publishing reliability, backtest on crates.io |
| 0.5.0 | Backtest Engine v0.2 — rich metadata sizing, execution models, tearsheet markdown |
See Changelog and Release 0.6.0 for details.