ta4j Files

0.23.0 (2026-07-13)

Added

• Causal swing detection for sharp, rounded, and consensus-confirmed turns: Added SwingDetectors.slopeChange(window) with balanced persistence and half-ATR filtering plus SwingDetectors.consensus(...) for tolerant quorum agreement, while ZigZag detection now locates pivots from intrabar highs/lows, confirms reversals from closes with pivot-anchored thresholds, derives matching high/low swing sources directly from state, and resolves fractal plateaus to one deterministic midpoint.
• CF-289: Forecast predictions for forward price estimates: Added a ta4j-core forecast indicator layer with Forecast summaries, a ReturnIndicator semantic contract, constructor-first EWMA and Monte Carlo price forecasts, explicit return projections for advanced tuning, forecast.state, forecast.projection, and forecast.adapters subpackages for framework contracts and conversion bridges, non-throwing forecast quantile lookup with hasQuantile(...), and projection methods for quantiles, medians, means, and standard deviations as regular Indicator<Num> values.
• EW snapshots can publish five-outlook live macro reports: The manual EW Snapshot Analysis workflow now runs ElliottWavePresetDemo for configurable daily instruments and exchanges, writes dynamic run summaries plus embedded-chart HTML, and uploads charts, scenario-outlook JSON, cached provider responses, and the full demo log for public monitoring.
• Dynamic backtest sizing: You can now pass a PositionSizer into BarSeriesManager, BacktestExecutor, top-K strategy ranking, and walk-forward execution to size each entry from the signal bar while exits automatically close the currently open amount. Starter factories cover fixed units, realized-balance max sizing with entry-fee awareness, and Kelly sizing with optional fractional or levered coefficients (CF-90).
• Pluggable execution-target estimation for dynamic sizing: Added TradeExecutionModel#estimateEntryTarget(...) so custom execution models can provide sizing-aware fill timing and pricing. Dynamic sizing now defaults to conservative next-open estimation for models that do not override this API, and falls back safely when no target is resolvable to keep runs defined.

Changed

• Retained bar series can resume at their absolute index: BaseBarSeriesBuilder and ConcurrentBarSeriesBuilder now accept withBeginIndex(int), allowing persisted windows to append, prune, create subseries, and serialize without rebasing their surviving bars to zero; BarSeries.clear() resets a restored series for intentional reinitialization while preserving its configuration.
• Finite Num validation is reusable across indicators: Added Num.isFinite(...) for indicator-safe checks that reject null, NaN, and primitive-backed infinities without misclassifying finite high-precision DecimalNum values whose doubleValue() overflows; internal indicator code now uses this shared contract directly, and IndicatorUtils.isInvalid(...) is deprecated as a compatibility shim.
• Elliott anchor calibration is harness-only: Long BTC anchor calibration now lives behind ElliottWaveAnchorCalibrationHarness as a dedicated CLI/job entrypoint, while the remaining harness unit tests exercise registry, windowing, report, and artifact contracts with synthetic inputs. Active docs warn that full anchor calibration can run for 8+ hours.
• Daily live Elliott preset runs now use the generic macro snapshot path: ElliottWavePresetDemo routes any daily live instrument through the macro-cycle preset so non-BTC symbols receive the same base case plus four alternate outlooks with instrument-aware filenames and scenario-outlook JSON.
• EW snapshot outputs are easier to consume from automation: ElliottWavePresetDemo now has help/status-code handling for invalid CLI usage, and live macro scenario JSON includes portable chart and report file names for artifact viewers that do not preserve absolute paths.
• Quiet Maven verify stays focused on failures: ta4j-core test logging now keeps intentional TimeBarBuilder missing-bar warnings and invalid ReturnRepresentation parse warnings out of mvn verify -q output while preserving explicit log-capture assertions for those expected paths.
• Cached indicator stress coverage is less scheduler-sensitive: CachedIndicatorTest now waits for a bounded minimum-read signal before ending the concurrent mutation phase, so the full-build gate continues to exercise cache invalidation under contention without failing because reader threads were scheduled late.

Fixed

• Day-of-week rule descriptors are deterministic: DayOfWeekRule now canonicalizes its configured enum set so descriptor and JSON serialization round trips cannot fail or change output when hash iteration order varies between runs.
• Source position labels remain accurate in isolated chart renders: Trading-record chart callers can now provide a 1-based source position start, so position bands and buy/sell annotations retain their original ordinal when a focused chart contains only a later source position (CF-299).
• CF-207/208/209/210/211/236 SpotBugs closure: Cleared the historical SpotBugs baseline across constructor safety, cache concurrency, representation ownership, examples IO/reporting, serialization, indicator/rule/backtest accessors, and Elliott analysis paths; Maven verify, standalone SpotBugs scans, and GitHub CI now run SpotBugs without an exclude filter and fail on new findings.