Releases: MathisWellmann/sliding_features-rs
Releases · MathisWellmann/sliding_features-rs
0.9.0: Improved `MinMaxNornalizer` sliding window
- Renamed
HlNormalizertoMinMaxNormalizer - Fixed future data leakage concern in implementation which included the last values in the min-max values before returning the final value. Now the newest value is normalized against the current high-low range, then the range is updated
- Don't return values when less than
window_lendata samples have been seen, eliminating the warmup transient response.
0.8.0: `ZScoreStandardization` improvements
Did not do a release in quite a while...
But the most recent version 0.8.0: renamed the Vcst to ZScoreNormalization and fixed a data leakage bug, where the most recent value was included in the standard deviation calculation, which was not proper.
First major release on GH
This library has been stable and mostly feature complete for over 2 years now.
Polishing up some documentation and adding a mermaid diagram.