Commit history

1. Commits on Oct 20, 2026

   • fix(vwap_reversion): no signal when the entry is the last session tick

     Show description for ff7391f
     

     AndreaFerrante

     and

     claude

     committed
     ff7391fView commit details

     Copy full SHA for ff7391f

     Browse repository at this point
2. Commits on Oct 19, 2026

   • fix(vwap_reversion): anchor on the previous weekday, order tied ticks by Index

     Show description for f151d2d
     

     AndreaFerrante

     and

     claude

     committed
     f151d2dView commit details

     Copy full SHA for f151d2d

     Browse repository at this point

   • feat(vwap_reversion): clean-session filter and prior session range

     Show description for b63c24a
     

     AndreaFerrante

     and

     claude

     committed
     b63c24aView commit details

     Copy full SHA for b63c24a

     Browse repository at this point

   • test(vwap_reversion): the stop is read on the entry tick

     Show description for 4b194a0
     

     AndreaFerrante

     and

     claude

     committed
     4b194a0View commit details

     Copy full SHA for 4b194a0

     Browse repository at this point

   • feat(vwap_reversion): band-touch signals

     Show description for a1fd59f
     

     AndreaFerrante

     and

     claude

     committed
     a1fd59fView commit details

     Copy full SHA for a1fd59f

     Browse repository at this point

   • test(vwap): the VWAP bands are causal

     Show description for 7a66093
     

     AndreaFerrante

     and

     claude

     committed
     7a66093View commit details

     Copy full SHA for 7a66093

     Browse repository at this point

   • Less forcing threshold for bad timing days

     AndreaFerrante

     committed
     eefc15eView commit details

     Copy full SHA for eefc15e

     Browse repository at this point
3. Commits on Oct 17, 2026

   • Added major speed improvements

     AndreaFerrante

     committed
     48a68b4View commit details

     Copy full SHA for 48a68b4

     Browse repository at this point
4. Commits on Oct 8, 2026

   • feat(market): end-of-day CVD fade signal

     AndreaFerrante

     committed
     43d1abcView commit details

     Copy full SHA for 43d1abc

     Browse repository at this point

   • feat(microstructure): export the rolling footprint API

     AndreaFerrante

     committed
     5c26e4eView commit details

     Copy full SHA for 5c26e4e

     Browse repository at this point

   • feat(microstructure): the base-rate sample of the rolling footprint

     AndreaFerrante

     committed
     977a77dView commit details

     Copy full SHA for 977a77d

     Browse repository at this point

   • feat(microstructure): forward moves of an event list in records

     AndreaFerrante

     committed
     0e5b257View commit details

     Copy full SHA for 0e5b257

     Browse repository at this point

   • feat(microstructure): rolling stacked imbalance detector

     AndreaFerrante

     committed
     07bb9c1View commit details

     Copy full SHA for 07bb9c1

     Browse repository at this point
5. Commits on Oct 4, 2026

   • style(market): spaces around the equals sign

     AndreaFerrante

     committed
     73a66ecView commit details

     Copy full SHA for 73a66ec

     Browse repository at this point

   • test(market): one event a side is enough for a difference

     AndreaFerrante

     committed
     9b36878View commit details

     Copy full SHA for 9b36878

     Browse repository at this point

   • test(market): a difference ignores events with no move

     AndreaFerrante

     committed
     2c48abcView commit details

     Copy full SHA for 2c48abc

     Browse repository at this point

   • test(market): tied best days go earliest first

     AndreaFerrante

     committed
     22c1604View commit details

     Copy full SHA for 22c1604

     Browse repository at this point

   • test(market): a mean with no event left is null

     AndreaFerrante

     committed
     6d0851eView commit details

     Copy full SHA for 6d0851e

     Browse repository at this point

   • test(market): five best days are dropped by default

     AndreaFerrante

     committed
     39959bfView commit details

     Copy full SHA for 39959bf

     Browse repository at this point

   • test(market): the t of a difference on three days

     AndreaFerrante

     committed
     82c7d5aView commit details

     Copy full SHA for 82c7d5a

     Browse repository at this point

   • test(market): the t of a cell on three days

     AndreaFerrante

     committed
     007de87View commit details

     Copy full SHA for 007de87

     Browse repository at this point

   • test(market): a difference on one day has no t

     AndreaFerrante

     committed
     db588d0View commit details

     Copy full SHA for db588d0

     Browse repository at this point

   • test(market): a cell on one day has no t

     AndreaFerrante

     committed
     e3698a4View commit details

     Copy full SHA for e3698a4

     Browse repository at this point

   • feat(market): no t for a difference on one day or with no spread

     AndreaFerrante

     committed
     ea0f060View commit details

     Copy full SHA for ea0f060

     Browse repository at this point

   • feat(market): no difference of means without events on both sides

     AndreaFerrante

     committed
     db91599View commit details

     Copy full SHA for db91599

     Browse repository at this point

   • feat(market): day-clustered difference of two means

     AndreaFerrante

     committed
     593b13fView commit details

     Copy full SHA for 593b13f

     Browse repository at this point

   • feat(market): events without a move are left out of a cell

     AndreaFerrante

     committed
     9619342View commit details

     Copy full SHA for 9619342

     Browse repository at this point

   • feat(market): mean of a cell without named dates and without its best days

     AndreaFerrante

     committed
     4039597View commit details

     Copy full SHA for 4039597

     Browse repository at this point

   • feat(market): per-year means of a cell

     AndreaFerrante

     committed
     95f9fa4View commit details

     Copy full SHA for 95f9fa4

     Browse repository at this point

   • feat(market): no t for a cell on one day, with no event or with no spread

     AndreaFerrante

     committed
     a719909View commit details

     Copy full SHA for a719909

     Browse repository at this point

   • feat(market): day-clustered mean and t of a cell

     AndreaFerrante

     committed
     981fe27View commit details

     Copy full SHA for 981fe27

     Browse repository at this point

   • test(market): mae is never above zero

     AndreaFerrante

     committed
     a7b2172View commit details

     Copy full SHA for a7b2172

     Browse repository at this point

   • test(market): excursions cover the longest horizon

     AndreaFerrante

     committed
     69c4a91View commit details

     Copy full SHA for 69c4a91

     Browse repository at this point

   • test(market): a tick on the horizon is the one read

     AndreaFerrante

     committed
     15ead57View commit details

     Copy full SHA for 15ead57

     Browse repository at this point

   • test(market): a horizon minute is sixty seconds

     AndreaFerrante

     committed
     d68ee69View commit details

     Copy full SHA for d68ee69

     Browse repository at this point