ta4j Files

0.22.2 (2026-02-15)

Breaking

• Trade model split: Trade is now an interface; the previous concrete implementation is SimulatedTrade (backtesting/simulation), and live executions are represented by LiveTrade.
• Swing indicator interfaces: Removed deprecated RecentSwingHighIndicator and RecentSwingLowIndicator; use RecentSwingIndicator and concrete implementations directly.

Added

• Charting time axis mode: Added TimeAxisMode with BAR_INDEX support to compress non-trading gaps (weekends/holidays) on charts while keeping bar timestamps intact.
• Concurrent real-time bar series pipeline: Introduced core support for concurrent, streaming bar ingestion with a dedicated series (ConcurrentBarSeries/builder), realtime bar model (RealtimeBar/BaseRealtimeBar), and streaming-bar ingestion helpers to enable candle reconciliation and side/liquidity-aware trade aggregation.
• Live trading domain model: Added ExecutionIntent, ExecutionFill, LiveTrade, and LiveTradingRecord with partial-fill tracking, multi-lot bookkeeping, and configurable matching (FIFO, LIFO, AVG_COST, SPECIFIC_ID).
• Strategy trade direction: Added Strategy#getStartingType() (default BUY) so strategies can declare long-first or short-first behavior explicitly.
• Open position analytics: Added PositionLedger, OpenPositionCostBasisCriterion, OpenPositionUnrealizedProfitCriterion, and TotalFeesCriterion for live exposure and fee analysis.
• Sharpe Ratio: Added SharpeRatioCriterion and its related calculation classes
• Equity-curve controls: Added OpenPositionHandling and PerformanceIndicator to standardize mark-to-market vs realized behavior across performance metrics.
• Added ThreeInsideUpIndicator and ThreeInsideDownIndicator
• Added MorningStarIndicator and EveningStarIndicator
• Added BullishKickerIndicator and BearishKickerIndicator
• Added PiercingIndicator and DarkCloudIndicator
• Threshold-based boolean rules: #1422 Added AndWithThresholdRule/OrWithThresholdRule that also work backwards with a certain threshold.
• Added versions-maven-plugin
• Elliott Wave analysis toolkit: Added ElliottWaveAnalyzer, ElliottAnalysisResult, configurable PatternSet, and the org.ta4j.core.indicators.elliott.swing detector/filter package for pluggable, chart-independent analysis.
• Elliott Wave confidence modeling: Added profile-driven confidence scoring with factor breakdowns, time alternation diagnostics, and granular Fibonacci relationship scoring.
• Elliott Wave trend bias: Added ElliottTrendBias and ElliottTrendBiasIndicator for scenario-weighted bullish/bearish context, plus ElliottScenarioSet#trendBias() and ElliottWaveFacade#trendBias() helpers.
• Elliott Wave strategy demos: Added ElliottWaveAdaptiveSwingAnalysis, ElliottWavePatternProfileDemo, ElliottWaveTrendBacktest, and HighRewardElliottWaveBacktest with HighRewardElliottWaveStrategy for selective impulse entries using confidence, alternation, and risk/reward filters.
• DonchianChannelFacade: #1407: Added DonchianChannelFacade new class providing a facade for DonchianChannel Indicators by using lightweight NumericIndicators
• Added constructors accepting custom ATR indicator to AverageTrueRangeStopGainRule AverageTrueRangeStopLossRule and AverageTrueRangeTrailingStopLossRule
• Sortino Ratio: Added SortinoRatioCriterion for downside deviation-based risk adjustment

Changed

• Bar builders null handling: Bar builders now skip null-valued bars entirely instead of inserting placeholder/null bars, leaving gaps when inputs are missing or invalid.
• Charting overlays: Refactored overlay renderer construction and centralized time-axis domain value selection to reduce branching without changing chart output.
• Charting defaults: Centralized chart styling defaults (anti-aliasing, background, title paint) for consistency across chart types.
• Chart builder metadata: Chart definitions now surface a shared metadata object for domain series, title, and time axis mode; chart plans expose a ChartContext and derive their primary series from it, with ChartWorkflow rendering helpers accepting contexts.
• TimeBarBuilder: Enhanced with trade ingestion logic, time alignment validation, and RealtimeBar support.
• BaseBarSeriesBuilder: Deprecated setConstrained in favor of deriving constrained mode from max-bar-count configuration.
• Release automation (two-phase, tokens, tooling): Two-phase workflows (prepare-release.yml, publish-release.yml) with optional direct push (RELEASE_DIRECT_PUSH). Token handling: preflight runs before checkout; GH_TA4J_REPO_TOKEN is used for checkout and push only when valid, otherwise github.token; fail fast when the token lacks write (warn in dry-run). Release process docs overhauled; pre-push hook runs actionlint on workflow changes (see CONTRIBUTING); agent workflow skips full build for workflow/CHANGELOG/docs-only changes.
• Release scheduler and discussions: Gated by RELEASE_SCHEDULER_ENABLED. Dispatches through prepare-release only when binary-impacting changes exist (pom.xml or src/main/**); AI prompt uses summarized binary changes and trimmed changelog with optional RELEASE_AI_MODEL. Scheduler and release runs post to GitHub Discussions with run mode and timestamp; binary path list and Maven Central summary in collapsible details; previous dry-run comments for the same tag are removed before posting.
• Publish-release manual trigger: For workflow_dispatch, releaseCommit is optional and auto-detected from release/<version>.md on the default branch so manual publishes require only the release version.
• Release health workflow: Scheduled checks for tag reachability, snapshot version drift, stale release PRs, and missing release notes, with summaries posted to Discussions.
• Factory selection from bars: Derive the NumFactory from the first available bar price instead of assuming a specific price is always present.
• CashFlow: Added a realized-only calculation mode alongside the default mark-to-market cash flow curve.
• Live/backtest calculation parity: CashFlow, CumulativePnL, Returns, and drawdown criteria now align on bar indices, support explicit equity/open-position handling, and correctly account for multiple live lots.
• Live vs simulated record boundaries: BaseTradingRecord now rejects LiveTrade, while charting/analysis paths can build partial LiveTradingRecord instances so recorded live fees are preserved.
• Live persistence simplification: Removed LiveTradingRecordSnapshot; persistence now uses LiveTradingRecord serialization plus explicit cost-model rehydration.
• Recorded fee semantics: Live-trading positions and criteria now use recorded LiveTrade fees via RecordedTradeCostModel so PnL reflects actual execution costs.
• License headers: Switch Java source file headers to SPDX identifiers.
• Elliott Wave analysis example: Scenario probability weighting now applies adaptive confidence contrast so closely scored scenarios separate more clearly.
• Position duration criterion: implemented PositionDurationCriterion to measure positions duration.
• Statistics helper: Consolidated statistics selection into the Statistics enum, with Num calculations.
• Monte Carlo drawdown criterion: Reused shared statistics helper for simulated drawdown summaries.
• Dependencies: update to latest versions
• Elliott Wave scoring and diagnostics: Extension ratio scoring now penalizes under/over-extended projections, chart/JSON outputs include scenario-weighted trend bias, and logs include time alternation diagnostics.
• CI concurrency: Cancel in-progress runs for the primary PR/push validation workflows to reduce backlog.

Fixed

• Build script: Ensure scripts/run-full-build-quiet.sh creates a temp filter script on macOS by using a trailing-X mktemp template and guarding cleanup when the temp list is unset.
• TimeBarBuilder: Preserve in-progress bars when trade ingestion skips across multiple time periods.
• Release workflow notifications: Fix discussion comment posting in workflows (unescaped template literals).
• Release workflow hardening: Improved prepare-release.yml token preflight with push-capability checks and an early git push --dry-run probe, and fixed github-script core redeclaration errors in both prepare-release.yml and publish-release.yml.
• Release health workflow: Ensure discussion notifications are posted even when summary generation fails and avoid github-script core redeclaration errors.
• Indicator unstable periods: Standardized unstable-bar aggregation and warm-up guarding across indicators so pre-warmup bars are handled consistently, including lookback-driven trend/cross indicators.
• CashFlow: Prevented NaN values when a position opens and closes on the same bar index.
• Returns: Mark-to-market returns now carry forward cost-adjusted prices for consistent holding-cost treatment.
• BarSeries MaxBarCount: Fixed sub-series creation to preserve the original series max bars, instead of resetting it to default Integer.MAX_VALUE
• SimulatedTrade: Avoid divide-by-zero when calculating net price for zero-amount trades and return a non-null zero-cost model when deserialized without a transient cost model.
• Position: Default transaction/holding cost models after deserialization now return zero-cost models instead of null.
• Live-trading validation hardening: BaseTradingRecord now rejects empty trade arrays with a clear error, and PositionBook validates null/non-positive live trades before mutating lot state.
• Strategy starting type propagation: BarSeriesManager default run(...) methods now use Strategy#getStartingType(), BaseStrategy composition (and/or/opposite) preserves non-default starting types, and strategy serialization round-trips retain short-mode (SELL) starting type metadata.
• ExecutionFill index handling: LiveTradingRecord.recordExecutionFill(ExecutionFill) now applies explicit fill indices consistently for both LiveTrade and non-LiveTrade implementations.
• Keltner channels: Rebuild ATR indicators after deserialization and include ATR unstable bars in the reported warmup.
• Trade interface naming: Aligned the public Trade interface filename with Java conventions to restore compilation.
• Release scheduler: Gate release decisions on binary-impacting changes (pom.xml or src/main/**) so workflow-only updates no longer trigger releases.
• Release scheduler redaction: Avoid masking long Java class names in binary-change listings.
• Release version validation: Fixed version comparison in prepare-release.yml to properly validate that nextVersion is greater than releaseVersion using semantic version sorting, preventing invalid version sequences.
• Fixed incorrect @since 0.23 by replacing with 0.22.2
• Full build script: Fix macOS temp file creation in run-full-build-quiet.sh by using a portable mktemp template.