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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.