Packages

quant

0.1.0-alpha.1
0.1.0-alpha.1

Standardized financial data API for Elixir with Explorer DataFrames. Fetch from multiple providers with universal parameters. Includes technical indicators (RSI, DEMA, HMA, KAMA, TEMA, WMA) with Python-validated accuracy.

HexDocs Report package

Current section

Files

Jump to
Readme
1 Version
5 Dependencies
Dependants
Files
Activity
quant CHANGELOG.md
Raw

CHANGELOG.md 

# Changelog



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



The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),

and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).



## [Unreleased]



## [0.1.0] - 2025-01-15



### Added

- **Comprehensive Financial Data Library** with standardized API across multiple providers

- **Universal Parameters**: Same interface works with Yahoo Finance, Alpha Vantage, Binance, CoinGecko, Twelve Data

- **Identical Output Schemas**: All providers return exact 12-column DataFrames for seamless analysis

- **Mathematical Indicators** with Python-validated accuracy:

  - RSI (Relative Strength Index) - 100% accuracy vs Python

  - DEMA (Double Exponential Moving Average) - 99.96% accuracy

  - HMA (Hull Moving Average) - 100% accuracy vs Python

  - KAMA (Kaufman Adaptive Moving Average) - 100% accuracy vs Python

  - TEMA (Triple Exponential Moving Average) - 99.9988% accuracy

  - WMA (Weighted Moving Average) - 100% accuracy vs Python

- **Cross-Language Validation Framework**: Comprehensive Python validation tests ensuring mathematical accuracy

- **Multi-Provider Support**:

  - Yahoo Finance (free, no API key required)

  - Alpha Vantage (premium, API key required)

  - Binance (free crypto data, no API key required)

  - CoinGecko (free crypto data, no API key required)

  - Twelve Data (premium, API key required)

- **Advanced Rate Limiting**: ETS and Redis backends with provider-specific patterns

- **Zero External HTTP Dependencies**: Uses built-in Erlang `:httpc` for maximum reliability

- **Comprehensive Test Suite**: 335 tests with 0 failures, including integration tests

- **Production-Ready Architecture**: Optimized for high-throughput financial analysis



### Technical Features

- **Explorer DataFrame First**: All data returns as Explorer DataFrames for immediate analysis

- **Standardization Engine**: Automatic parameter translation and schema normalization

- **Flexible API Keys**: Pass inline or configure globally

- **Streaming Support**: Handle large datasets efficiently

- **Type Safety**: Full Dialyzer type specifications

- **Error Handling**: Comprehensive error types and graceful degradation



### Documentation

- Complete API documentation with examples

- Troubleshooting guide for common API issues

- Standardization guide explaining universal parameters

- Testing guide with both mocked and integration tests

- Livebook-ready examples for data science workflows



### License

- **Creative Commons Attribution-NonCommercial 4.0 International License**

- Free for personal, educational, research, and non-profit use

- Commercial licensing available separately

- Protects against unauthorized commercial exploitation while ensuring community access



[Unreleased]: https://github.com/the-nerd-company/quant/compare/v0.1.0...HEAD

[0.1.0]: https://github.com/the-nerd-company/quant/releases/tag/v0.1.0