Changelog

[0.9.6] - 2026-06-13¶

💼 Other¶

• Bump version 0.9.5 → 0.9.6

⚙️ Miscellaneous Tasks¶

• Update CHANGELOG.md for v0.9.5 [skip ci]

[0.9.5] - 2026-06-12¶

🐛 Bug Fixes¶

• Warn when benchmark alignment drops rows, loosen kaleido pin
• Raise timeout for kaleido tests to absorb Chrome cold-start

💼 Other¶

• Bump version 0.9.4 → 0.9.5

⚙️ Miscellaneous Tasks¶

• Update CHANGELOG.md for v0.9.4 [skip ci]

[0.9.4] - 2026-06-12¶

🚀 Features¶

• Typed stat decorators, snapshot tests, docs FAQ/diagrams, protocol dedup

🐛 Bug Fixes¶

• CAGR sign flip in reports, accept integer rf, harden API endpoint (#791)
• Harden public API, messaged exceptions, numerical edge-case docs, 100% coverage gate
• Move coverage gate to custom-env.mk so rhiza validation passes

💼 Other¶

• Bump version 0.9.3 → 0.9.4

🧪 Testing¶

• Increase coverage to 100%

⚙️ Miscellaneous Tasks¶

• Update CHANGELOG.md for v0.9.3 [skip ci]
• Bump rhiza to v0.18.8 (#788)

[0.9.3] - 2026-06-05¶

🐛 Bug Fixes¶

• Update test_release_workflow to match inline release workflow

💼 Other¶

• Bump version 0.9.2 → 0.9.3

⚙️ Miscellaneous Tasks¶

• Update CHANGELOG.md for v0.9.2 [skip ci]
• Bump rhiza template to v0.11.0 (#776)
• Update rhiza to v0.15.2 (#778)
• Bump rhiza to v0.17.0
• Apply rhiza sync v0.17.0
• Update rhiza to v0.15.3 (#779)
• Upgrade paper workflow actions to Node.js 24-compatible versions
• Update rhiza to v0.18.4 (#781)

[0.9.2] - 2026-05-24¶

💼 Other¶

• Bump version 0.9.1 → 0.9.2

⚙️ Miscellaneous Tasks¶

• Sync rhiza template to v0.10.9 (#774)
• Bump rhiza to v0.14.1 with github-project profile and marimo template (#775)

[0.9.1] - 2026-05-17¶

💼 Other¶

• Bump version 0.9.0 → 0.9.1

📚 Documentation¶

• Fix README — remove duplicate lines, correct version and parameter name

[0.9.0] - 2026-05-17¶

🚀 Features¶

• Add winsorise and exponential_cov to PortfolioUtils (#726)
• (plots) Add DataPlots.compare and figsize parity for log_returns/rolling_beta (#750)
• (plots) Add Monte Carlo fan chart and simulation distribution plots to DataPlots (#749)

💼 Other¶

• Bump version 0.8.4 → 0.9.0

🚜 Refactor¶

• Hide back-references on all facade classes (#709)
• Add _positive/_negative filter helpers and eliminate inline filter duplication in _basic.py (#725)
• Extract _is_finite/_fmt to _reports/_formatting.py (#727)
• Document and normalise null-return convention in stats mixins (#724)
• (stats) Rename _PerformanceStatsMixin to _RiskStatsMixin for clearer domain boundaries (#732)
• Centralize DataLike protocol at package root and remove subpackage redefinitions (#736)
• (tests) Extract inline Data setup into sub-fixtures in test_stats.py (#747)

📚 Documentation¶

• Clarify hhi_positive / hhi_negative as intentionally public optional metrics (#730)
• Close edge-case metric coverage gaps vs quantstats (9 → 10) (#766)

⚡ Performance¶

• Align rolling_sortino to explicit native Polars expressions and add 10Y benchmark coverage (#740)

🧪 Testing¶

• Document _ReportingStatsMixin.rar() cross-mixin dependency via isolation test (#748)

⚙️ Miscellaneous Tasks¶

• Cancel redundant runs with concurrency group

[0.8.4] - 2026-05-16¶

🐛 Bug Fixes¶

• (docs) Add src path to mkdocstrings so jquantstats is importable

💼 Other¶

• Bump version 0.8.3 → 0.8.4

🚜 Refactor¶

• (reports) Merge save() into to_html(path=None)

[0.8.3] - 2026-05-15¶

🚀 Features¶

• (portfolio) Accept pl.Expr in all three factory methods (#708)

💼 Other¶

• Bump version 0.8.2 → 0.8.3

[0.8.2] - 2026-05-14¶

🚀 Features¶

• (utils) Add DataUtils.exponential_cov (#706)

💼 Other¶

• Bump version 0.8.1 → 0.8.2

[0.8.1] - 2026-05-07¶

💼 Other¶

• Bump version 0.8.0 → 0.8.1

[0.8.0] - 2026-04-25¶

💼 Other¶

• Bump version 0.7.0 → 0.8.0

[0.7.0] - 2026-04-23¶

🐛 Bug Fixes¶

• Set dev as permanent default for GitHub Pages
• Add missing mkdocs deps to mike set-default invocation
• Use uv tool install to avoid duplicate uvx invocations for mike
• Remove duplicate test fixtures in test_utils.py

💼 Other¶

• Bump version 0.6.5 → 0.7.0

📚 Documentation¶

• List notebooks and reports individually in nav
• Replace Sphinx :attr:/:meth: refs with plain backticks
• Enforce strict Google docstring style throughout

⚙️ Miscellaneous Tasks¶

• Refactor security and license targets using extensible hooks
• Bump rhiza template to v0.10.1 (#666)

[0.6.5] - 2026-04-14¶

🐛 Bug Fixes¶

• Move semgrep.yml from .rhiza to .github (#647)
• Add mkdocstrings[python] to MKDOCS_EXTRA_PACKAGES

💼 Other¶

• Bump version 0.6.4 → 0.6.5

⚙️ Miscellaneous Tasks¶

• Sync rhiza template to v0.9.5 (#649)
• Simplify mkdocs.yml via INHERIT from docs/mkdocs-base.yml

[0.6.4] - 2026-04-12¶

🚀 Features¶

• Add yfinance portfolio demo notebook

🐛 Bug Fixes¶

• (yfinance_demo) Avoid pyarrow dependency in pandas→polars conversion

💼 Other¶

• Bump version 0.6.3 → 0.6.4

⚙️ Miscellaneous Tasks¶

• Remove docs/marimo/ from .gitignore

[0.6.3] - 2026-03-31¶

💼 Other¶

• Bump version 0.6.2 → 0.6.3

🚜 Refactor¶

• Improve test layout, module naming consistency, and fixture magic numbers (#633)

[0.6.1] - 2026-03-30¶

🚀 Features¶

• Add comprehensive plots & reports gallery notebook (#596)
• Add null_strategy parameter to Data.from_returns / from_prices (#609)
• (tests) Property-based tests for financial metric invariants via hypothesis (#620)

🐛 Bug Fixes¶

• Resolve 404 for Marimo Notebooks and Reports pages in deployed book (#600)
• Pin pygments<2.19 in mkdocs build to avoid NoneType crash

💼 Other¶

• Extract shared computation layer into _stats/_internals.py (#618)
• Bump version 0.6.0 → 0.6.1

🚜 Refactor¶

• Rename test_quantstats.py to test_autocorrelation.py
• Simplify conditional_value_at_risk API and remove deprecation shim
• Drop plot_ prefix from DataPlots methods (#616)

📚 Documentation¶

• Sync root migration.md with recent library changes
• Surface CostModel as public API and add dedicated usage guide (#622)
• (migration) Expand API mapping table and add jquantstats-only stats section
• (mkdocs) Add Docs nav section with all docs/ markdown files
• (migration) Acknowledge QuantStats and clarify jquantstats' purpose
• (migration) Rewrite introduction to clarify conceptual differences between jquantstats and QuantStats
• Remove comprehensive markdown docs in favor of simpler guidance

⚡ Performance¶

• Cache expensive Portfolio NAV/returns/tilt/turnover properties (#624)

🧪 Testing¶

• Add pytest integration tests for FastAPI endpoints in app.py

⚙️ Miscellaneous Tasks¶

• (workflows) Disable scheduled runs, workflow dispatch, and unused steps in rhiza_validate.yml

[0.5.1] - 2026-03-29¶

🚀 Features¶

• License workflow produces LICENSES.md artifact (#590)
• Add _utils subpackage mirroring qs.utils API

🐛 Bug Fixes¶

• Add security exception docs to test_portfolio conftest
• Mark illustrative README snippets +RHIZA_SKIP to pass validate

💼 Other¶

• Bump version 0.5.0 → 0.5.1

🚜 Refactor¶

• Split test_portfolio.py into focused modules
• Split portfolio.py into focused mixin modules (#593)

📚 Documentation¶

• Update CHANGELOG with 0.5.0 release details
• Rewrite README to foreground the Portfolio route and execution-delay analysis

⚙️ Miscellaneous Tasks¶

• Consolidate root-level files into .github/ and docs/ (#591)

[0.5.0] - 2026-03-28¶

🚀 Features¶

• (stats) Add Omega ratio (#554)
• (stats) Add outliers, remove_outliers, outlier_win_ratio, outlier_loss_ratio
• (stats) Add comp, compsum, ghpr (#582)
• (stats) Add drawdown_details, expected_return, rolling_greeks, t… (#583)

🐛 Bug Fixes¶

• Update Rhiza badge URL in test to reflect GitHub org rename
• Update all remaining tschm → jebel-quant org references

💼 Other¶

• Decompose complex Reports.metrics() into focused helpers (#586)
• Bump version 0.4.0 → 0.5.0

📚 Documentation¶

• Update README and paper for v0.4.0
• Update links and badges in README for GitHub organization rename
• Update links and badges in README for GitHub organization rename
• Update links and badges in README for GitHub organization rename
• Add REPOSITORY_ANALYSIS.md via make analyse-repo

⚙️ Miscellaneous Tasks¶

• Merge rhiza_deptry and rhiza_pre-commit into rhiza_quality
• Merge rhiza_docs into rhiza_quality
• Merge rhiza_typecheck into rhiza_validate
• Merge rhiza_pip_audit into rhiza_validate
• Merge rhiza_security into rhiza_validate
• Merge rhiza_semgrep into rhiza_validate
• Consolidate rhiza_validate push/PR jobs into one
• Integrate link_check into rhiza_quality

[0.4.0] - 2026-03-26¶

🚀 Features¶

• Autopilot loop — analyse → create issues → solve with Claude (#523)
• Add companion paper and LaTeX CI workflow
• Add portfolio initialization from positions, enhance plotting features, and update snapshots

🐛 Bug Fixes¶

• Raise ValueError when CostModel is constructed with both cost fields non-zero (#528)
• Fix generate_svgs path scope, update coverage badge URL, add from_position tests

💼 Other¶

• Bump version 0.3.4 → 0.4.0

📚 Documentation¶

• Add paper badge linking to compiled PDF on paper branch
• Reorder Figure 1 facades column to report > stats > plots
• Reorder Figure 1 facades column to stats > report > plots
• Update CHANGELOG for v0.2.0 through v0.3.4 and unreleased
• Add 2026-03-26 v0.3.4 repository analysis entry

⚙️ Miscellaneous Tasks¶

• Remove deploy-versioned-docs job from rhiza_docs workflow
• Remove generate_svgs.py from repository

[0.3.4] - 2026-03-26¶

🚀 Features¶

• Replace minibook with MkDocs-based book pipeline (#502)
• Add per-subcategory 1–10 scores to analyser agent
• Add vol-normalisation cap and input validation to from_risk_position (#521)

🐛 Bug Fixes¶

• Move mkdocs.yml to repo root to resolve docs_dir config error (#501)
• Limit API Reference TOC depth to 3 to reduce clutter

💼 Other¶

• Bump version 0.3.3 → 0.3.4

📚 Documentation¶

• Append 2026-03-25 repository analysis entry (v0.3.3)

⚡ Performance¶

• Vectorise trading_cost_impact — O(1) allocations for the cost sweep (#516)
• Add slots=True to Portfolio and Data frozen dataclasses (#515)

🧪 Testing¶

• Add kaleido static image export tests (#504)
• Add kaleido marker and dedicated CI job for static image export (#520)

⚙️ Miscellaneous Tasks¶

• Move mkdocs.yml to repo root (#514)

[0.3.3] - 2026-03-24¶

💼 Other¶

• Bump version 0.3.2 → 0.3.3

[0.3.2] - 2026-03-24¶

💼 Other¶

• Bump version 0.3.1 → 0.3.2

[0.3.1] - 2026-03-24¶

💼 Other¶

• Bump version 0.3.0 → 0.3.1

[0.3.0] - 2026-03-24¶

🚀 Features¶

• Add __repr__ with date range to Data and Portfolio (#489)

💼 Other¶

• Add PyPI classifiers and explicit __all__ (#491)
• Bump version 0.2.0 → 0.3.0

📚 Documentation¶

• Add versioned documentation with mike (#480)
• Add dashboard screenshot, quick-start output, and Marimo badge to README (#481)

🧪 Testing¶

• Increase coverage to 100%

⚙️ Miscellaneous Tasks¶

• Add macOS and Windows to CI test matrix (#482)

[0.2.0] - 2026-03-23¶

🚀 Features¶

• Cache stats/plots/report properties on Portfolio and add pytest-cov
• (packaging) Add py.typed marker and configure release notes
• (lint) Enable ANN2 return-type annotation enforcement in ruff
• Add interrogate to enforce 100% docstring coverage
• Automate release notes with git-cliff in release workflow

🐛 Bug Fixes¶

• Correct README code examples to pass make validate
• Exclude book/ from interrogate docstring coverage
• Exclude book/ from interrogate pre-commit hook

💼 Other¶

• Bump version 0.1.1 → 0.2.0

🚜 Refactor¶

• Extract figure_structure to shared plot_test_utils module, fix ruff formatting
• Group _stats*.py files into _stats/ subpackage

📚 Documentation¶

• Add Data and Stats classes to mkdocs nav
• Rewrite SECURITY.md for jquantstats
• Expand README with comparison table, Mermaid diagram, more examples, badge row
• Add GitHub Discussions templates and update contributing guide
• Add docs/stability.md and update mkdocs nav
• Replace build_data with Data.from_returns in README
• Document uv.lock update requirement in CONTRIBUTING.md
• Add QuantStats migration guide (docs/migration.md)

🧪 Testing¶

• Add test_api_contract.py to guard public API surface

⚙️ Miscellaneous Tasks¶

• Add ISSUE_TEMPLATE config.yml and PULL_REQUEST_TEMPLATE.md
• Enable blank issues in ISSUE_TEMPLATE config
• Update issue templates to be jquantstats-specific
• Exclude generated report.html from git tracking
• Add CITATIONS.bib and Citing section to README

[0.1.1] - 2026-03-23¶

🚀 Features¶

• Integer-index first-class support for annual_breakdown
• Add cost_bps construction parameter to unify cost model interface
• Allow per-asset vola dict in from_risk_position
• Forward cost_per_unit and cost_bps through from_risk_position

🐛 Bug Fixes¶

• Correct README pandas claims
• Forward cost_per_unit through all portfolio transforms
• Integer-indexed portfolios use 252 periods/year in _periods_per_year
• Resolve ty type errors in _stats.py and portfolio.py
• Correct README code examples for make validate

💼 Other¶

• Increase coverage to 100%
• Bump version 0.1.0 → 0.1.1

🚜 Refactor¶

• Remove unreachable CleaningInvariantError guards from profits
• Add section dividers to _stats.py
• Remove CleaningInvariantError (dead code since profits guards removed)
• Extract duplicated NAV layout code into _apply_nav_layout helper

📚 Documentation¶

• Document analytics facades, cost models, and integer-index limits
• Clarify build_data / Portfolio relationship in README and docstring
• Add 2026-03-23 repository analysis entry for post-merge main branch

⚡ Performance¶

• Eliminate 21x Data+Stats construction in trading_cost_impact
• Cache Data bridge object in Portfolio to eliminate repeated validation

⚙️ Miscellaneous Tasks¶

• Update REPOSITORY_ANALYSIS.md to 7.5/10 post-refactor analysis
• Update REPOSITORY_ANALYSIS.md to 8.5/10
• Annotate pandas dev dependency as quantstats-only

[0.0.36] - 2026-03-22¶

💼 Other¶

• Bump version 0.0.35 → 0.0.36

[0.0.35] - 2026-03-22¶

💼 Other¶

• Bump version 0.0.34 → 0.0.35

[0.0.34] - 2026-03-17¶

💼 Other¶

• Replace Coveralls badge with rhiza-generated coverage badge
• Use rhiza-tools generate-coverage-badge for shields.io endpoint
• Ensure _book/tests/ exists before generating coverage badge
• Update coverage-badge test assertions to match rhiza-tools implementation
• Restore coverage-badge.json generation for GitHub Pages badge
• Handle pytest exit code 5 in hypothesis-test target
• Use hardcoded rhiza-tools version instead of RHIZA_VERSION
• Remove redundant cast() calls flagged by ty type checker
• Bump version 0.0.33 → 0.0.34

⚙️ Miscellaneous Tasks¶

• Update via rhiza

[0.0.33] - 2026-02-24¶

🐛 Bug Fixes¶

• (deps) Update dependency pytest to v9.0.1
• (deps) Update dependency ipython to v9.8.0
• (deps) Update dependency pytest to v9.0.2
• (deps) Update dependency yfinance to v1
• Resolve mypy strict mode type errors
• Resolve conftest import conflict in test_rhiza_workflows

💼 Other¶

• Bump version 0.0.32 → 0.0.33

⚙️ Miscellaneous Tasks¶

• Sync template files
• Sync template files
• Sync template files
• Sync template files
• Sync template files
• Remove deprecated files
• Update via rhiza
• Update via rhiza
• Update via rhiza
• Update via rhiza
• Update via rhiza
• Update via rhiza

[0.0.32] - 2025-11-16¶

🐛 Bug Fixes¶

• (deps) Update dependency ipython to v9 (#221)
• (deps) Update dependency ipython to v9.7.0 (#227)
• (deps) Update dependency kaleido to v1.2.0 (#228)
• (deps) Update dependency pytest to v9

⚙️ Miscellaneous Tasks¶

• Sync template files (#224)
• Sync template files (#225)
• Sync template files
• Sync template files

[0.0.29] - 2025-10-26¶

🐛 Bug Fixes¶

• (deps) Update dependency quantstats to v0.0.73 (#165)
• (deps) Update dependency quantstats to v0.0.75 (#169)
• (deps) Update dependency quantstats to v0.0.76 (#172)
• (deps) Update dependency pytest-cov to v6.3.0 (#180)
• (deps) Update dependency quantstats to v0.0.77 (#179)
• (deps) Update dependency pytest to v8.4.2 (#178)
• (deps) Update dependency kaleido to v1.1.0 (#184)
• (deps) Update dependency pytest-cov to v7 (#185)
• (deps) Update dependency yfinance to v0.2.66 (#190)

⚙️ Miscellaneous Tasks¶

• Sync config files from .config-templates (#167)
• Sync config files from .config-templates (#171)
• Sync config files from .config-templates (#175)
• Sync config files from .config-templates (#182)
• Trigger renovate
• Trigger renovate
• Sync config files from .config-templates (#188)
• Sync config files from .config-templates (#194)
• Sync template files (#195)
• Sync template files (#198)
• Sync template files (#199)
• Sync template files (#201)
• Sync template files (#203)
• Sync template files (#207)
• Sync template files (#212)
• Sync template from tschm/.config-templates@main (#214)

[0.0.28] - 2025-08-11¶

🐛 Bug Fixes¶

• (deps) Update dependency yfinance to v0.2.65 (#127)
• (deps) Update dependency quantstats to v0.0.69 (#137)
• (deps) Update dependency quantstats to v0.0.70 (#153)

⚙️ Miscellaneous Tasks¶

• Sync config files from .config-templates (#135)
• Sync config files from .config-templates (#138)
• Sync config files from .config-templates (#141)
• Sync config files from .config-templates (#151)
• Sync config files from .config-templates (#157)
• Sync config files from .config-templates (#162)

[0.0.26] - 2025-07-01¶

🐛 Bug Fixes¶

• (deps) Update dependency yfinance to v0.2.63 (#101)
• (deps) Update dependency pytest-cov to v6.2.1 (#102)
• (deps) Update dependency pytest to v8.4.1 (#104)
• (deps) Update dependency kaleido to v1 (#109)
• (deps) Update dependency yfinance to v0.2.64 (#116)

[0.0.25] - 2025-06-10¶

🐛 Bug Fixes¶

• (deps) Update dependency yfinance to v0.2.62 (#92)

[0.0.18] - 2025-06-03¶

🐛 Bug Fixes¶

• (deps) Update dependency ipython to v8.37.0 (#70)
• (deps) Update dependency pytest to v8.4.0 (#74)

[0.0.13] - 2025-05-23¶

🐛 Bug Fixes¶

• (deps) Update dependency polars to v1.30.0 (#52)

[0.0.5] - 2025-05-13¶

🐛 Bug Fixes¶

• (deps) Update dependency ipython to v8.36.0 (#33)

[0.0.4] - 2025-05-12¶

🐛 Bug Fixes¶

• (deps) Update dependency yfinance to v0.2.61 (#27)

[0.0.3] - 2025-05-12¶

🐛 Bug Fixes¶

• (deps) Update dependency yfinance to v0.2.59 (#11)

[0.0.1] - 2025-05-07¶