Merge branch 'main' of https://github.com/TexasCoding/project-x-py

Author: TexasCoding

.secrets.baseline

@@ -133,7 +133,7 @@
         "filename": "CHANGELOG.md",
         "hashed_secret": "89a6cfe2a229151e8055abee107d45ed087bbb4f",
         "is_verified": false,
-        "line_number": 2073
+        "line_number": 2107
       }
     ],
     "README.md": [
@@ -325,5 +325,5 @@
       }
     ]
   },
-  "generated_at": "2025-08-31T14:52:37Z"
+  "generated_at": "2025-08-31T20:27:03Z"
 }

CHANGELOG.md

@@ -14,6 +14,40 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 - Migration guides will be provided for all breaking changes
 - Semantic versioning (MAJOR.MINOR.PATCH) is strictly followed
 
+## [3.5.4] - 2025-01-31
+
+### 🚀 Added
+
+**New Lorenz Formula Indicator**:
+- **Chaos Theory Trading**: Added Lorenz Formula indicator applying chaos theory to market analysis
+- **Dynamic Parameter Calculation**: Automatically adjusts sigma (volatility), rho (trend), and beta (volume) based on market conditions
+- **Three-Component Output**: Provides X (rate of change), Y (momentum), and Z (primary signal) components
+- **Market Regime Detection**: Identifies stable, transitional, and chaotic market conditions
+- **Full Integration**: TA-Lib style interface with both class-based and function-based APIs
+
+### 📝 Documentation
+
+**Lorenz Indicator Documentation**:
+- **Comprehensive Guide**: Created detailed documentation at `docs/indicators/lorenz.md` with mathematical foundation
+- **Trading Strategies**: Multiple signal generation strategies including Z-value momentum, crossovers, and divergence
+- **Parameter Tuning**: Complete guidelines for adjusting dt, window, and volatility_scale parameters
+- **Integration Examples**: Added to main indicators guide with practical usage examples
+- **Complete Trading System**: Full example with position sizing, stops, and multi-indicator confluence
+
+### ✅ Testing
+
+**Lorenz Indicator Tests**:
+- **15 Comprehensive Tests**: Full test coverage following TDD principles
+- **Parameter Validation**: Tests for custom parameters, window sizes, and time steps
+- **Chaos Properties**: Verification of chaotic behavior and sensitivity to initial conditions
+- **Edge Cases**: Handling of empty data, missing columns, and single-row inputs
+- **Integration**: Example script (`examples/33_lorenz_indicator.py`) demonstrating all features
+
+### 🔧 Changed
+
+- **Indicator Count**: Updated from 58+ to 59+ indicators across all documentation
+- **Pattern Recognition**: Enhanced with chaos theory-based market analysis
+
 ## [3.5.3] - 2025-01-31
 
 ### 🐛 Fixed

README.md

@@ -82,11 +82,11 @@ suite = await TradingSuite.create(\"MNQ\")
 - **Risk Management**: Portfolio analytics and risk metrics
 
 ### Advanced Features
-- **58+ Technical Indicators**: Full TA-Lib compatibility with Polars optimization including new pattern indicators
+- **59+ Technical Indicators**: Full TA-Lib compatibility with Polars optimization including new pattern indicators
 - **Level 2 OrderBook**: Depth analysis, iceberg detection, spoofing detection with 6 pattern types
 - **Real-time WebSockets**: Async streaming for quotes, trades, and account updates
 - **Performance Optimized**: Connection pooling, intelligent caching, memory management
-- **Pattern Recognition**: Fair Value Gaps, Order Blocks, and Waddah Attar Explosion indicators
+- **Pattern Recognition**: Fair Value Gaps, Order Blocks, Waddah Attar Explosion, and Lorenz Formula indicators
 - **Market Manipulation Detection**: Advanced spoofing detection with confidence scoring
 - **Financial Precision**: All calculations use Decimal type for exact precision
 - **Enterprise Error Handling**: Production-ready error handling with decorators and structured logging
@@ -588,7 +588,7 @@ if health_score < 70:
 
 ### Technical Indicators
 
-All 58+ indicators work with async data pipelines:
+All 59+ indicators work with async data pipelines:
 ```python
 import polars as pl
 from project_x_py.indicators import RSI, SMA, MACD, FVG, ORDERBLOCK, WAE