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Roadmap

QuantWave is evolving rapidly. Our goal is to provide the most comprehensive and high-performance technical analysis library for the Polars ecosystem.

Current Status (v0.4.0)

  • Regime Detection Suite (v0.2–v0.3): HMM, GMM, PELT change-point detection, volatility clustering, conditioned risk metrics — all with native Polars support
  • Options India Suite (v0.4.0): Full Black-Scholes Greeks, implied volatility solvers, chain analytics (Max Pain, PCR, GEX, OI Zones), NSE utilities, and Polars expressions
  • 150+ technical indicators, including the complete Ehlers Digital Signal Processing suite
  • High-performance Polars expressions + Python bindings (pip install quantwave)
  • Streaming and batch parity via the universal Next<T> trait
  • Extensive documentation (200+ indicator guides)
  • Gold-standard testing and batch/streaming parity validation

In Progress

  • 2D Kinematic Kalman Filter (position + velocity state for lower lag)
  • Expanded native Polars expression plugin coverage
  • Price Action Structure Foundation (MQL5 lynnchris Part 21 port): adaptive swings + confirmed BOS flips (market_structure.rs done).
  • Geometric PA library (MQL5 Parts 66+69): Flags + H&S detectors (geometric_patterns.rs) now built on the foundation + rich structs from research; initial streaming + parity in place (ej8b child).

Next Priorities

  • GitHub Releases, topics, README hero, and overall visibility (this P0 epic)
  • Example quality, streaming documentation, and visual gallery strategy
  • Stronger positioning and competitive differentiation

Future Horizons

  • Machine Learning feature engineering toolkit
  • Portfolio-level vectorized backtesting engine
  • WASM / browser runtime support
  • Additional data provider integrations and real-time bridges