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Changelog

All notable changes to this project will be documented in this file.

The format is based on Keep a Changelog, and this project adheres to Semantic Versioning.

Unreleased

2.6.1 - 2026-05-27

Added

  • Fuzz testing suite (fuzz/): 10 fuzz targets covering core library types and indicators
    • fuzz_quote, fuzz_chart, fuzz_financials, fuzz_options, fuzz_edgar, fuzz_discovery — deserialization fuzzing for all major response types
    • fuzz_indicators_ohlcv, fuzz_indicators_series, fuzz_patterns, fuzz_atr — indicator computation fuzzing with arbitrary OHLCV inputs
  • CONTRIBUTING.md: contribution guide covering bug reports, feature requests, dev setup, code style, and PR process

Changed

  • Quote<F: Format> — Quote (and the FinancialData, DefaultKeyStatistics, and Price sub-structs) is now generic over a compile-time Format type parameter (Raw, Pretty, or Both). Format selection moves from a runtime builder method to a type parameter at the call site: ticker.quote::<Raw>(), ticker.quote::<Pretty>(), ticker.quote::<Both>().
    • Default format changed from Both to Raw
    • finance-query-derive is now a direct (non-optional) dependency; the dataframe feature no longer re-enables it
  • Updated SECURITY.md supported version table: 2.5.x → 2.6.x

Security

No publicly known run-time vulnerabilities with a CVE or RUSTSEC assignment were fixed in the library or its direct dependencies in this release. The following supply-chain and infrastructure hardening changes were made:

  • Docker runtime stages now run apt-get upgrade on every image build so OS-level packages (including libgnutls30, libkrb5support0, libgcrypt20) receive available security patches regardless of the pinned base image digest
  • All GitHub Actions workflow steps pinned to exact release-tag SHAs (harden-runner → v2.19.3, actions/checkout → v6.0.2, docker/setup-buildx-action → v3.12.0, actions/upload-artifact → v6.0.0, codeql-action/upload-sarif → v3.36.0, cargo-deny-action → v2.0.19, rust-cache → v2.9.1) so zizmor ref-version-mismatch checks pass
  • once_cell replaced with std::LazyLock from the standard library, removing the external dependency for lazy initialization
  • Documentation build pinned with pip install --require-hashes from docs/requirements.txt (generated with pip-compile --generate-hashes), closing a Scorecard Pinned-Dependencies finding

2.6.0 - 2026-05-21

Introduces a multi-provider data-aggregation architecture. This is a breaking change to the public API — see Migration below.

Added

  • Providers / ProvidersBuilder (finance_query::Providers) — central entry point: configure providers once, then create many domain handles that share the same connections.
    • Capability routing: .route(Capability::QUOTE, &[Provider::Polygon, Provider::Yahoo])
    • Fetch strategies: .fetch(Fetch::Sequential) (try in order, first success wins) or Fetch::Parallel (race concurrently)
    • Shared knobs: .timeout(...), .proxy(...), etc.
  • New public types: Provider, Fetch, Capability, Providers, ProvidersBuilder.
  • Domain handles, all constructed via the Providers factory and feature-gated:
    • ForexPair (providers.forex("USD", "EUR")) → ForexQuote
    • CryptoCoin (providers.crypto("bitcoin")) → CryptoQuote
    • EconomicIndicator (providers.economic("REAL_GDP")) → EconomicSeries
    • Index (providers.index("SPY")) → IndexQuote
    • FuturesContract (providers.futures("NQ=F")) → FuturesQuote
    • Commodity (providers.commodity("WHEAT")) → CommodityQuote
    • Filings (providers.filings("AAPL")) → ProviderFilings (SEC EDGAR, always available)
  • Multi-provider batch API via providers.tickers([...]).
  • Ticker::financials() for financial statements through provider dispatch.
  • Automatic EDGAR routing for the FILINGS capability when no other provider is configured.

Changed

  • Provider routing now lives on ProvidersBuilder. Ticker/Tickers builders are the Yahoo-only fast path; routed instances are created with providers.ticker(symbol) / providers.tickers([...]).
  • Adapters reorganized into capability subdirectories (src/adapters/<provider>/<capability>/) and are now pub(crate) — they are no longer part of the public API.
  • Public models reorganized into capability-based directories.
  • quote() returns a single unified Quote instead of provider-specific result types.
  • Quotes, charts, events, financials, and indicators are lazily fetched and cached through the provider layer.

Removed

  • Per-provider Ticker handles introduced in 2.5.1: Ticker::polygon(), Ticker::fmp(), Ticker::alphavantage() and the PolygonHandle / FmpHandle / AlphaVantageHandle types. Provider selection is now declared via capability routing on ProvidersBuilder.
  • Direct public access to adapter modules (adapters are now pub(crate)).
  • Legacy client modules and provider-specific public types, replaced by the unified provider layer.

Migration

// Before (2.5.x): per-provider handle on Ticker
let ticker = Ticker::new("AAPL").await?;
let snapshot = ticker.polygon().snapshot().await?;

// After (2.6.0): route capabilities on Providers, then create the ticker
let providers = Providers::builder()
    .route(Capability::QUOTE, &[Provider::Polygon, Provider::Yahoo])
    .fetch(Fetch::Sequential)
    .build().await?;
let ticker = providers.ticker("AAPL").build().await?;
let quote = ticker.quote().await?;

The Yahoo-only fast path is unchanged: Ticker::new("AAPL") and Ticker::builder("AAPL") still work without configuring providers.

2.5.1 - 2026-05-06

The Ticker adapter handle integration in this release was contributed by @Johnson-f in #133.

Added

  • Typed adapter handles on Ticker for explicit provider access:
    • Ticker::polygon() → PolygonHandle (feature: polygon)
    • Ticker::fmp() → FmpHandle (feature: fmp)
    • Ticker::alphavantage() → AlphaVantageHandle (feature: alphavantage)
  • Curated single-symbol adapter methods on the new handles (28 total):
    • PolygonHandle: snapshot, aggregates, previous_close, last_trade, news, dividends, splits, financials, details
    • FmpHandle: quote, historical, intraday, income_statement, balance_sheet, cash_flow, key_metrics, ratios, profile, news
    • AlphaVantageHandle: quote, intraday, daily, daily_adjusted, weekly, weekly_adjusted, monthly, monthly_adjusted, overview

Changed

  • Improved type safety for adapter handle parameters:
    • FmpHandle::intraday(...) now uses IntradayInterval instead of a free-form string
    • PolygonHandle::financials(...) now uses FinancialPeriod instead of a free-form string
    • New enums are re-exported from the crate root for downstream use

2.5.0 - 2026-05-02

The adapter additions in this release were contributed by @Johnson-f in #132.

Added

  • Alpha Vantage adapter (finance_query::adapters::alphavantage, feature: alphavantage)

    • Core stocks: intraday/daily/weekly/monthly time series (raw + adjusted), global quote, bulk quotes, symbol search, market status
    • Options: realtime and historical chains with greeks
    • Forex: exchange rates and FX time series
    • Crypto: intraday, daily, weekly, and monthly OHLCV series
    • Commodities: WTI, Brent, natural gas, copper, aluminum, wheat, corn, cotton, sugar, coffee, composite index
    • Economic indicators: GDP, CPI, Treasury yield, Fed funds rate, unemployment, nonfarm payroll
    • Alpha Intelligence: news sentiment, earnings call transcripts, top gainers/losers/most-active
    • Fundamentals: company overview, ETF profile, income/balance/cash flow statements, earnings history, dividends, splits, IPO/earnings calendars
    • Technical indicators: 50+ typed wrappers — SMA, EMA, RSI, MACD, BBANDS, STOCH, ADX, and more
    • Singleton: alphavantage::init(api_key) / init_with_timeout(api_key, timeout) — call once at startup; rate-limited to 1 req/sec by default

  • Polygon.io adapter (finance_query::adapters::polygon, feature: polygon)

    • Stocks: aggregate bars, tick-level trades, NBBO quotes, snapshots, fundamentals (balance sheets, income, cash flow, ratios, short interest), corporate actions (dividends, splits, IPOs), SEC filings (10-K, 8-K, risk factors), news with sentiment, technical indicators
    • Options: aggregates, contracts, chain/contract snapshots with greeks, trades/quotes, indicators
    • Forex: aggregates, quotes, currency conversion, snapshots, indicators
    • Crypto: aggregates, trades, snapshots, indicators
    • Indices: aggregates, snapshots, indicators
    • Futures: aggregates, contracts/products/schedules, snapshots, trades/quotes
    • Economy: inflation, inflation expectations, labor market data, Treasury yields
    • Reference: ticker details, types, related tickers, exchanges, condition codes, market holidays/status
    • Partner data: Benzinga analyst ratings/insights/consensus/guidance/earnings/news; ETF Global analytics, constituents, flows, profiles
    • WebSocket streaming (polygon::websocket): real-time trades, quotes, per-second/minute aggregates for all asset classes
    • Cursor-based pagination via get_all_pages<T>() with configurable safety cap
    • Singleton: polygon::init(api_key) / init_with_timeout(api_key, timeout)

  • Financial Modeling Prep adapter (finance_query::adapters::fmp, feature: fmp)

    • Fundamentals: income statement, balance sheet, cash flow (standard, as-reported, and full financial)
    • Analysis: financial ratios, key metrics, enterprise value, DCF, company rating, financial growth
    • Company: profile, key executives, market cap, outlook, peers, delisted companies
    • Prices: real-time quotes, batch quotes, historical daily/intraday (1min–4hour)
    • Dividends and splits: full historical records
    • Technical indicators: SMA, EMA, WMA, DEMA, TEMA, Williams %R, RSI, ADX, MACD (daily + intraday)
    • Calendars: earnings, IPO, stock split, dividend, economic
    • News: stock news, FMP articles, press releases, crypto/forex news
    • Insider trading: SEC Form 4, CIK mapper, insider RSS, fail-to-deliver, congressional trading
    • Institutional: holders, ETF/mutual fund holders, Form 13F
    • Fund holdings: ETF sector/country weightings and holdings
    • Estimates: analyst estimates/recommendations, earnings surprises, stock grades, earnings transcripts
    • Market performance: sector/industry PE ratios, sector performance, gainers, losers, most active
    • Crypto, forex, commodities: quotes, available symbols, historical daily/intraday
    • ETF and mutual funds: quotes, available lists, historical prices
    • Indexes: major indexes, S&P 500/Nasdaq/Dow constituents (current + historical)
    • Screener: stock screener (market cap, sector, country, etc.), symbol search, CIK search
    • Advanced: SIC codes, COT reports/analysis
    • Bulk: bulk income statements, balance sheets, cash flow, ratios, key metrics, profiles
    • Singleton: fmp::init(api_key) / init_with_timeout(api_key, timeout)

  • Shared adapter infrastructure (finance_query::adapters):

    • Consistent singleton pattern across all three providers: OnceLock + shared token-bucket RateLimiter
    • Percent-encoded URL path segments (adapters::common) for safe handling of complex symbols (options tickers, forex pairs)
    • All adapters feature-gated — zero compile-time cost when the feature is not enabled
    • Full mockito test coverage — no API key or network access required to run tests

Fixed

  • ScreenerQuote::short_name now defaults to "" when Yahoo Finance omits the shortName field, preventing parse failures for predefined screeners (DayGainers, MostActives, etc.)
  • TimeRange::Max with Interval::OneDay or Interval::OneWeek now chunks requests into sequential 10-year periods to avoid Yahoo Finance response truncation
  • Security: bumped rustls-webpki 0.103.10 → 0.103.13 (RUSTSEC-2026-0098, RUSTSEC-2026-0099, RUSTSEC-2026-0104: name constraint and CRL parsing vulnerabilities in TLS certificate verification)
  • Security: bumped rand 0.8.5 → 0.8.6, 0.9.2 → 0.9.4, 0.10.0 → 0.10.1 (RUSTSEC-2026-0097: unsoundness with custom global loggers)

2.4.3 - 2026-03-27

Changed

  • Backtesting engine: indicator computation now runs in parallel via rayon when ≥4 indicators and ≥1000 bars — no API change, automatic speedup for large backtests
  • Backtesting engine: price series (highs, lows, volumes, opens) extracted in a single pass over candles rather than separate iterations per series
  • Monte Carlo: per-simulation passes merged into a single allocation-free loop; no intermediate Vec per sim
  • Bayesian optimizer: reduced allocations in Nadaraya-Watson surrogate evaluation
  • IndicatorsSummary: pre-computed dense intermediates (rsi_raw, atr_raw) now reused across correlated indicators, eliminating redundant passes through the price series
  • Indicators — O(N) rewrites: ADX, Keltner Channels, Stochastic, RSI, WMA, ATR, Ichimoku, Supertrend no longer allocate intermediate Vec buffers; all operate in a single pass
  • keltner_channels: public function now delegates to atr_raw internally, avoiding a Vec<Option<f64>> round-trip through the atr wrapper
  • HTTP clients simplified: deduplicated status-check helpers across Yahoo, EDGAR, and CoinGecko; endpoint parameter handling consolidated

Fixed

  • WebSocket streaming: reconnect delay was hardcoded; now configurable via subscribe_inner to allow proper isolation in tests

2.4.2 - 2026-03-24

Fixed

  • CompanyFacts::cik now deserializes correctly when the SEC EDGAR API returns the field as a zero-padded string (e.g. "0001835724") instead of a number — fixes ~92 symbols that previously failed deserialization
  • Bumped aws-lc-sys 0.35.0 → 0.39.0 and rustls-webpki 0.103.8 → 0.103.10 (security: RUSTSEC-2026-0044 through -0049)

2.4.1 - 2026-03-18

Added

  • Ticker::chart_range(interval, start, end) — fetch chart data using absolute Unix timestamps instead of a named TimeRange
    • Auto-chunking: intraday intervals (1m/5m/15m/30m/1h) that exceed Yahoo Finance's native window are automatically split into 7-day chunks, fetched in parallel, and merged (sorted + deduplicated, events accumulated across all chunks)
    • Parameter validation: returns InvalidParameter if start >= end

Fixed

  • range_to_cutoff no longer panics on missing cutoff values — .unwrap() replaced with safe fallback

2.4.0 - 2026-03-09

Added

Backtesting Engine — Major Expansion

  • Order types (Signal): limit, stop, and stop-limit entry orders in addition to market orders
    • Signal::buy_limit(ts, px, limit_price) — fill only if price reaches limit
    • Signal::buy_stop(ts, px, stop_price) — fill when price breaks above stop
    • Signal::buy_stop_limit(ts, px, stop, limit) — trigger at stop, fill at limit or better
    • Signal::sell_limit / sell_stop for exit orders
    • .expires_in_bars(n) — pending order auto-cancels after N bars (GTC by default)
  • Per-trade bracket orders on Signal: override global config stop-loss / take-profit / trailing-stop per individual signal
    • .stop_loss(pct), .take_profit(pct), .trailing_stop(pct) builder methods on Signal
  • Scale in / scale out (Signal::scale_in(fraction, ...) / Signal::scale_out(fraction, ...)) — pyramid trading with configurable position fraction
  • Signal tagging (.tag("name")) — label signals/trades for post-backtest filtering via BacktestResult::trades_by_tag / metrics_by_tag / all_tags
  • StrategyBuilder new methods:
    • .regime_filter(condition) — suppress entry signals unless all regime conditions pass
    • .with_short(entry, exit) — define a separate short leg with independent entry/exit conditions
    • .warmup(bars) — skip the first N bars before generating signals
  • Ensemble Strategy (src/backtesting/strategy/ensemble.rs):
    • EnsembleStrategy — combine 2+ member strategies with configurable voting
    • EnsembleMode enum: WeightedMajority (default), Unanimous, AnySignal, StrongestSignal
  • Higher-Timeframe (HTF) Conditions (src/backtesting/refs/htf.rs):
    • htf(interval, condition) — evaluate a condition on a coarser timeframe within a lower-TF strategy
    • htf_region(interval, region, condition) — with explicit exchange region
    • resample(candles, interval, utc_offset_secs) utility for manual candle aggregation
  • Advanced performance metrics on PerformanceMetrics (all #[non_exhaustive], non-breaking):
    • winning_trades, losing_trades, largest_win, largest_loss
    • max_consecutive_wins, max_consecutive_losses
    • total_signals, executed_signals
    • avg_trade_return_pct
    • kelly_criterion, sqn (System Quality Number), expectancy
    • omega_ratio, tail_ratio, recovery_factor, ulcer_index, serenity_ratio
  • BacktestResult extensions:
    • diagnostics: Vec<String> — engine warnings and notes (e.g., rejected orders, skipped bars)
    • rolling_sharpe(window), drawdown_series(), rolling_win_rate(window) — rolling analytics
    • by_year(), by_month(), by_day_of_week() — temporal breakdown returning PerformanceMetrics
    • trades_by_tag(tag), metrics_by_tag(tag), all_tags() — tag-based filtering
  • BacktestConfig new fields (all #[non_exhaustive], non-breaking):
    • spread_pct — bid-ask spread cost, half applied per side
    • transaction_tax_pct — one-time purchase tax (e.g. UK stamp duty, buy-side only)
    • max_positions: Option<usize> — cap concurrent open positions across the engine
    • bars_per_year: f64 — annualisation denominator (default 252.0)
    • commission_fn: Option<CommissionFn> — custom fn(size, price) -> commission overrides flat + pct
    • BacktestConfig::zero_cost() — convenience constructor with all friction zeroed
  • BacktestComparison (src/backtesting/comparison.rs): rank multiple BacktestResult values side-by-side
    • BacktestComparison::new().add(label, result).ranked_by(metric) → ComparisonReport
    • ComparisonReport: winner(), table() → &[ComparisonRow], winner_row()
  • Parameter Optimizer (src/backtesting/optimizer/):
    • GridSearch — exhaustive search over all parameter combinations, parallelised with rayon
    • BayesianSearch (SAMBO) — Latin Hypercube Sampling init → Nadaraya-Watson surrogate → UCB acquisition; efficient for large/continuous parameter spaces
    • ParamRange: int_range / float_range (grid), int_bounds / float_bounds (Bayesian)
    • OptimizeMetric enum: TotalReturn, SharpeRatio, SortinoRatio, CalmarRatio, ProfitFactor, WinRate, MinDrawdown
    • OptimizationReport: best, results (sorted), convergence_curve, n_evaluations, skipped_errors
  • Walk-Forward Validation (src/backtesting/walk_forward.rs):
    • WalkForwardConfig::new(grid, config).in_sample_bars(n).out_of_sample_bars(n).run(...)
    • WalkForwardReport: aggregate_metrics, consistency_ratio, windows (per-window IS/OOS results)
  • Monte Carlo Simulation (src/backtesting/monte_carlo.rs):
    • MonteCarloConfig::new().num_simulations(n).method(m).seed(s).run(&result)
    • MonteCarloMethod enum: IidShuffle (default), BlockBootstrap { block_size }, StationaryBootstrap { mean_block_size }, Parametric
    • MonteCarloResult: total_return, max_drawdown, sharpe_ratio, profit_factor — each a PercentileStats (p5/p25/p50/p75/p95/mean)
    • Internal Xorshift64 PRNG — no rand dependency
  • Portfolio Backtesting (src/backtesting/portfolio/): full multi-symbol portfolio engine
    • PortfolioEngine::new(config).run(&symbol_data, factory) → PortfolioResult
    • PortfolioConfig: wraps BacktestConfig with max_total_positions, max_allocation_per_symbol, rebalance
    • RebalanceMode enum: AvailableCapital (default), EqualWeight, CustomWeights(HashMap<String, f64>)
    • SymbolData::new(symbol, candles).with_dividends(divs) — per-symbol data with optional dividend reinvestment
    • PortfolioResult: symbols: HashMap<String, BacktestResult>, portfolio_equity_curve, portfolio_metrics, allocation_history
    • Tickers::backtest(interval, range, config, factory) — fetches charts and dividends automatically, then runs PortfolioEngine

Fixed

  • Commission and slippage now correctly account for bid-ask spread as a separate cost component
  • Portfolio engine dividend cash accounting — dividends now correctly added to available cash when reinvest_dividends is false
  • Indicator smoothing: all indicators now accept fully customisable periods; no hardcoded defaults remain in public API

2.3.0 - 2026-02-25

Added

  • Fear & Greed Index (finance::fear_and_greed()): CNN Fear & Greed index via alternative.me — keyless, no init required
    • FearAndGreed response struct with score, label, and timestamp
    • GET /v2/fear-and-greed server endpoint
  • FRED Module (finance_query::fred): Federal Reserve Economic Data integration (feature: fred)
    • fred::init(api_key) / fred::init_with_timeout(api_key, timeout) for one-time setup
    • fred::series(id) — any FRED time series by ID (e.g., "FEDFUNDS", "CPIAUCSL", "GDP")
    • fred::treasury_yields(year) — daily US Treasury yield curve from treasury.gov (keyless)
    • TreasuryYield with full maturity ladder: 1m, 3m, 6m, 1y, 2y, 3y, 5y, 7y, 10y, 20y, 30y (all Option<f64>)
    • Rate limited to 2 req/sec per FRED guidelines
    • GET /v2/fred/series/{id} and GET /v2/fred/treasury-yields?year=<u32> server endpoints
  • CoinGecko Module (finance_query::crypto): CoinGecko cryptocurrency market data (feature: crypto)
    • Keyless, lazy-init singleton — no init required
    • crypto::coins(vs_currency, count) — top N coins by market cap
    • crypto::coin(id, vs_currency) — single coin by CoinGecko ID
    • Rate limited to 30 req/min (CoinGecko free tier)
    • GET /v2/crypto/coins?vs_currency=usd&count=50 and GET /v2/crypto/coins/{id} server endpoints
  • RSS/Atom Feeds Module (finance_query::feeds): News feed aggregation (feature: rss)
    • feeds::fetch(source) — single named or custom feed
    • feeds::fetch_all(sources) — concurrent fetch, deduplicated, sorted newest-first
    • 30+ named FeedSource variants: FederalReserve, SecPressReleases, SecFilings(form_type), MarketWatch, Cnbc, Bloomberg, FinancialTimes, NytBusiness, GuardianBusiness, Investing, Bea, Ecb, Cfpb, WsjMarkets, Fortune, BusinessWire, CoinDesk, CoinTelegraph, TechCrunch, HackerNews, OilPrice, CalculatedRisk, Scmp, NikkeiAsia, BankOfEngland, VentureBeat, YCombinator, TheEconomist, FinancialPost, FtLex, RitholtzBigPicture, Custom(url)
    • FeedEntry fields: title, url, published (RFC 3339), summary, source
    • GET /v2/feeds?sources=<csv>&form_type=<str> server endpoint
  • Risk Analytics Module (finance_query::risk): Standalone risk metrics (feature: risk)
    • Ticker::risk(interval, range, benchmark) — full risk summary via RiskSummary
    • RiskSummary fields: var_95, var_99, parametric_var_95, sharpe, sortino, calmar, beta, max_drawdown, max_drawdown_recovery_periods
    • Standalone functions: historical_var, parametric_var, sharpe_ratio, sortino_ratio, calmar_ratio, beta, max_drawdown
    • Pure computation on &[f64] or &[Candle] — no network calls
    • GET /v2/risk/{symbol}?interval=&range=&benchmark= server endpoint
  • Dividend Analytics (Ticker::dividend_analytics(range)): Pure computed analytics over dividend history
    • DividendAnalytics fields: total_paid, payment_count, average_payment, cagr, last_payment, first_payment
    • No additional network call — computed from cached dividend data
    • Injected into GET /v2/dividends/{symbol} response
  • Typed Screener Query API: Fully type-safe screener query builder replacing stringly-typed API
    • EquityScreenerQuery and FundScreenerQuery builders with typed field enums
    • EquityField enum: ~80 fields (price, volume, PE, PEG, debt ratios, ESG, etc.)
    • FundField enum: ~10 fund-specific fields
    • ScreenerFieldExt trait: .eq_str(), .gt(), .lt(), .between(), and more operators
    • ConditionValue, QueryCondition, QueryGroup, QueryOperand moved to models::screeners::condition
    • QuoteType, SortType moved to models::screeners::query
    • ScreenerFundCategory, ScreenerPeerGroup value enums added

Changed

  • Breaking: Sector response struct renamed to SectorData
    • Update imports: use finance_query::Sector → use finance_query::SectorData
  • Breaking: Industry response struct renamed to IndustryData
    • Update imports: use finance_query::Industry → use finance_query::IndustryData
  • Breaking: SectorType enum renamed to Sector (selector enum in constants)
    • Update imports: use finance_query::SectorType → use finance_query::Sector
  • Breaking: ScreenerType enum renamed to Screener
    • Update imports: use finance_query::ScreenerType → use finance_query::Screener
  • Breaking: Operator, LogicalOperator, QuoteType, SortType moved out of constants::screener_query into models::screeners
    • constants::screener_query module removed; all types re-exported from finance_query root
  • Breaking: ScreenerQuery replaced by EquityScreenerQuery / FundScreenerQuery for typed screener queries
    • Old QueryCondition::new("field", Operator::Gt).value(n) → EquityField::Price.gt(n)
    • finance::custom_screener(query) now accepts impl Into<ScreenerQuery>

2.2.1 - 2026-02-21

Added

  • Candlestick Pattern Recognition (finance_query::indicators::patterns): Detects 20 common single-, double-, and triple-bar patterns across OHLCV candle data
    • patterns(&candles) — standalone function returning Vec<Option<CandlePattern>> aligned 1:1 with the input slice
    • Chart::patterns() — extension method on Chart for ergonomic use
    • CandlePattern enum (20 variants, #[non_exhaustive], serde-serializable): MorningStar, EveningStar, ThreeWhiteSoldiers, ThreeBlackCrows, BullishEngulfing, BearishEngulfing, BullishHarami, BearishHarami, PiercingLine, DarkCloudCover, TweezerTop, TweezerBottom, Hammer, InvertedHammer, HangingMan, ShootingStar, BullishMarubozu, BearishMarubozu, Doji, SpinningTop
    • PatternSentiment enum (Bullish / Bearish / Neutral) accessible via CandlePattern::sentiment()
    • Precedence rule: three-bar patterns take priority over two-bar, which take priority over one-bar
    • Re-exported from finance_query root under the indicators feature flag
  • ?patterns=true query parameter on GET /v2/chart/{symbol} and GET /v2/charts: injects a per-candle patterns array into the JSON response; null entries mean no pattern was detected on that bar
  • OpenAPI spec updated with new query parameter and 20-variant nullable string enum schema

Changed

  • Updated polars dependency 0.52 → 0.53 with associated type conversion fix in DataFrame operations

2.2.0 - 2026-02-14

Added

  • EDGAR Module (finance_query::edgar): Complete SEC EDGAR integration
    • Singleton client with automatic rate limiting (10 req/sec per SEC guidelines)
    • edgar::init(email) / edgar::init_with_config(email, app, timeout) for one-time setup
    • edgar::resolve_cik(symbol) — resolves ticker symbols to CIK numbers (cached)
    • edgar::submissions(cik) — full filing history + company metadata (~1000 recent filings)
    • edgar::company_facts(cik) — structured XBRL financial data (us-gaap, ifrs, dei taxonomies)
    • edgar::search(query, forms, start_date, end_date) — full-text filing search with pagination (from, size)
    • DataFrame conversion methods for all EDGAR models (feature-gated via dataframe)
  • Extended Tickers Batch API: New batch methods with caching
    • dividends(range), splits(range), capital_gains(range)
    • financials(statement, freq), news(), recommendations(limit), options(date)
    • indicators(interval, range) (feature-gated via indicators)
    • charts_range(interval, start, end) for Unix timestamp-based batch chart fetching
  • Ticker::chart_range(interval, start, end): Single-ticker chart fetch by Unix timestamps
  • Builder enhancements: TickersBuilder::cache(ttl), TickersBuilder::max_concurrency(n), TickersBuilder::client(handle)
  • New server batch endpoints mirroring extended Tickers API:
    • GET /v2/charts, /v2/dividends, /v2/splits, /v2/capital-gains
    • GET /v2/financials, /v2/recommendations, /v2/options, /v2/indicators
  • New EDGAR server endpoints:
    • GET /v2/edgar/cik/{symbol}, GET /v2/edgar/submissions/{symbol}
    • GET /v2/edgar/facts/{symbol}, GET /v2/edgar/search
    • Requires EDGAR_EMAIL environment variable
  • CLI edgar command (fq edgar): Unified TUI viewer for submissions, company facts, and search
    • Replaces the filings command
    • Email persisted to local config (~/.config/fq/config.toml)

Changed

  • Breaking: YahooError renamed to FinanceError to reflect multi-source data
    • type Error = FinanceError alias updated accordingly
    • Update any direct imports: use finance_query::YahooError → use finance_query::FinanceError
  • Breaking: Ticker::quote() and Tickers::quotes() / Tickers::quote() no longer accept include_logo: bool
    • Request logos via the builder instead: Ticker::builder("AAPL").logo().build().await?
  • Breaking: Tickers::symbols() now returns Vec<&str> instead of &[String]
  • Breaking: Candle and Exchange JSON serialization now uses camelCase field names
  • CLI version bumped to 0.2.0

Deprecated

  • Ticker::sec_filings() — use edgar::submissions(cik) for comprehensive SEC filing data

Fixed

  • Empty string deserialization in JSON responses no longer causes parse failures

2.1.0 - 2026-01-13

Added

  • Backtesting Framework: Comprehensive strategy testing engine
    • Signal-based entry/exit conditions with flexible configuration
    • Performance metrics including Sharpe ratio, max drawdown, win rate, profit factor
    • Pre-built strategies: SMA crossover, RSI, Bollinger Bands, MACD, trend following
    • Position management with configurable sizing and commission
    • Detailed trade-by-trade analysis
  • Indicators Module: Refactored indicator calculations into dedicated module
    • 40+ technical indicators (RSI, MACD, Bollinger Bands, ADX, Stochastic, etc.)
    • Three usage patterns: summary API, chart extensions, direct functions
    • Optimized performance with vectorized calculations
    • Support for custom periods and parameters
  • Spark Endpoint: Batch sparkline data retrieval
    • Efficient mini-chart data for multiple symbols
    • Optimized for watchlist displays
    • /v2/spark endpoint for server integration
  • Market Hours Enhancements: Overnight trading hours display
    • Pre-market and after-hours session information
    • Real-time market status updates

Changed

  • Breaking: Indicators moved from models::indicators to top-level indicators module
    • Update imports: use finance_query::models::indicators::* → use finance_query::indicators::*
    • Old module still works but is deprecated
  • Breaking: Indicator API simplified and more flexible
    • Chart extension methods now take period parameters
    • Summary API provides pre-computed indicators with standard periods
  • Improved error messages for invalid time ranges and intervals

Fixed

  • Chart rendering with dynamic range and interval selection
  • Indicator calculations for edge cases with insufficient data

Documentation

  • Complete rewrite of indicators documentation
  • Added backtesting guide with examples
  • Updated all code examples to use new indicator module

2.0.1 - 2025-12-31

Added

  • Production hosting at https://finance-query.com
    • Automatic HTTPS with Caddy reverse proxy
    • REST API at /v2/*
    • WebSocket streaming at /v2/stream

Changed

  • Updated all documentation to reference new hosted API

Deprecated

  • Legacy AWS endpoint (https://43pk30s7aj.execute-api.us-east-2.amazonaws.com/prod)
  • Legacy Render endpoint (https://finance-query.onrender.com)

Fixed

  • Health check endpoint routing
  • Docker image naming consistency

2.0.0 - 2025-12-31

Added

  • Initial v2.0 release with major API redesign
  • Comprehensive quote data with 30+ modules
  • Historical chart data with multiple intervals
  • Real-time WebSocket streaming
  • Company fundamentals and financials
  • Options chain data
  • News and analyst recommendations