Changelog¶

All notable changes to this project are documented in this file.

The format is based on Keep a Changelog, and entries are generated from Conventional Commits.

[0.10.0] - 2026-07-29¶

New Features¶

• (portfolio) Add deduct_management_fee for flat annual fee deduction (#901)

Bug Fixes¶

• Address quality scorecard findings (#873 #890 #891 #892) (#893)

Documentation¶

• Link changelog page from landing page (#874) (#885)

Maintenance¶

• Update rhiza to v1.1.3 (#882)
• Sync with rhiza (#884)
• Chore(deps)(deps): bump the python-dependencies group with 7 updates (#886)
• Sync rhiza template to v1.2.0 (#887)
• Opt out of rhiza fuzzing/scorecard/weekly workflows (#888)
• Update rhiza to v1.2.1 (#889)
• Split data.py god-module and decompose B(10) blocks (#871) (#894)
• Chore(deps)(deps): bump the github-actions group with 11 updates (#895)
• Chore(deps)(deps): bump the python-dependencies group with 4 updates (#896)
• (pyproject) Modernize Python version and license metadata (#897)
• Chore(deps)(deps): bump the python-dependencies group with 8 updates (#900)
• Chore(deps)(deps): bump docker/login-action from 4.4.0 to 4.5.1 in the github-actions group (#899)
• Declare version bump locations for bump-my-version

Other Changes¶

• Support Python 3.14; refresh README badges; add CLAUDE.md (#881)
• Harden Rhiza sync schedule editing and tighten exception API typing (#883)

[0.9.7] - 2026-07-10¶

New Features¶

• Add ClusterFuzzLite fuzzing scaffold for jquantstats (#845)

Bug Fixes¶

• (make) Skip worktree/current branches in clean branch-prune (#838)
• (stats) Kill scipy VaR RuntimeWarning (#839) and split large _stats modules (#840) (#841)
• (reports) Narrow broad except blocks swallowing benchmark-metric errors (#857)
• (deps) Migrate pl.concat to how="horizontal_extend" (#866) (#867)

Maintenance¶

• Chore(deps)(deps): bump the python-dependencies group with 5 updates (#831)
• Add Rhiza Claude commands (/rhiza_quality, /rhiza_update) (#829)
• Skip kaleido image-export tests when no browser is available (#833)
• Centralize cross-mixin TYPE_CHECKING stubs (closes #834) (#835)
• Fix Sharpe scale-invariance property test (closes #836) (#837)
• Chore(deps)(deps): bump the python-dependencies group with 6 updates (#844)
• (plots) Split 1404-line _plots/_data.py into a subpackage (#846)
• Chore(deps)(deps): bump the github-actions group with 3 updates (#849)
• Chore(deps)(deps): bump the python-dependencies group with 6 updates (#850)
• Silence incidental BenchmarkAlignmentWarning noise in the suite (#848)
• Split the three largest src modules into focused submodules (#851)
• (exceptions) Reduce noqa[TRY003] density via reusable exception subclasses (#858)
• Chore(deps)(deps): bump the python-dependencies group with 3 updates (#860)
• Decompose C-grade blocks to reduce cyclomatic complexity (#863) (#864)
• Update rhiza to v1.0.2 (#865)
• Chore(deps)(deps): bump docker/login-action from 4.2.0 to 4.4.0 in the github-actions group (#868)
• Chore(deps)(deps): bump the python-dependencies group with 7 updates (#869)
• Update rhiza to v1.1.1 (#870)
• Remove orphaned git_repo fixture and test_utils from .rhiza/tests (#877)
• Update rhiza to v1.1.2 (#878)

Other Changes¶

• Add jquantstats vs QuantStats comparison documents
• Move QuantStats comparison docs into book
• Sync Rhiza template v0.18.8 → v0.19.3 (#832)
• Sync Rhiza template v0.19.3 → v0.19.4 (#843)
• Sync Rhiza template v0.19.4 → v0.19.6 + add github-paper (#847)
• Sync Rhiza template v0.19.6 → v0.19.9 (#854)
• Delete .rhiza/tests/test_git_repo_fixture.py (#876)
• Delete .claude/commands directory (#875)
• Bump version 0.9.6 → 0.9.7

[0.9.6] - 2026-06-13¶

Other Changes¶

• Round 3 quality: input validation, mutation-gated baseline, PR benchmarks, architecture docs (#825)
• Bump version 0.9.5 → 0.9.6

[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 Changes¶

• Bump version 0.9.4 → 0.9.5

[0.9.4] - 2026-06-12¶

New 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

Maintenance¶

• Increase coverage to 100%
• Chore(deps)(deps): bump the github-actions group with 9 updates (#789)
• Chore(deps)(deps): bump the python-dependencies group with 6 updates (#790)

Other Changes¶

• Round 2 quality: API observability & auth, branch coverage + mutation pass, docs (#812)
• Bump version 0.9.3 → 0.9.4

[0.9.3] - 2026-06-05¶

Bug Fixes¶

• Update test_release_workflow to match inline release workflow

Maintenance¶

• Update rhiza to v0.15.2 (#778)
• 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)
• Chore(deps)(deps): bump the python-dependencies group with 5 updates (#783)
• Chore(deps)(deps): bump the github-actions group with 8 updates (#782)
• Chore(deps)(deps): bump the python-dependencies group with 10 updates (#786)
• Chore(deps)(deps): bump the github-actions group with 9 updates (#785)

Other Changes¶

• Merge branch 'main' into rhiza_v0.17.0
• Update branch
• Delete .github/workflows/rhiza_quality.yml
• Bump version 0.9.2 → 0.9.3

[0.9.2] - 2026-05-24¶

Maintenance¶

• Chore(deps)(deps): bump github/codeql-action from 4.35.4 to 4.35.5 in the github-actions group (#772)
• Chore(deps)(deps): bump the python-dependencies group with 4 updates (#773)
• Sync rhiza template to v0.10.9 (#774)

Other Changes¶

• Bump version 0.9.1 → 0.9.2

[0.9.1] - 2026-05-17¶

Documentation¶

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

Other Changes¶

• Remove deprecated stats aliases (ghpr, r2, win_loss_ratio) from API surface (#762)
• Bump version 0.9.0 → 0.9.1

[0.9.0] - 2026-05-17¶

New 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)

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)

Maintenance¶

• 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)
• Cancel redundant runs with concurrency group
• (tests) Extract inline Data setup into sub-fixtures in test_stats.py (#747)
• Document _ReportingStatsMixin.rar() cross-mixin dependency via isolation test (#748)

Other Changes¶

• Refactor test_stats.py to reuse integer-indexed Data setup via sub-fixture (#711)
• Initial plan
• Merge branch 'copilot/address-issue-1a-1b-2a-2b-2c' into main
• Refactor rolling_sortino to align with rolling stats implementation pattern (#723)
• Update rhiza_ci.yml
• Document cross-mixin method dependencies in reporting and risk stats mixins (#752)
• Refactor stats decorators to support explicit data attribute contracts (#735)
• Add Monte Carlo stats suite to close QuantStats parity gap (#751)
• Refactor stats mixins to enforce Data null invariants and remove redundant null guards (#739)
• Refine benchmark-aware null handling in information_ratio (#754)
• Deprecate ghpr, r2, and win_loss_ratio aliases (preserve compatibility) (#756)
• Refactor _reports StatsLike to the actual Report-facing surface (#755)
• Document legitimate empty-after-filter guards in stats mixins (#761)
• Consolidate residual duplication in reports, stats, and plot helpers (#760)
• Add snapshot tests for all DataPlots methods; update plot coverage docs to 10/10 (#765)
• Add end-to-end benchmarks and close map_elements / Python-loop performance gaps (#768)
• Add migration tests for new jquantstats functionality (#770)
• Bump version 0.8.4 → 0.9.0

[0.8.4] - 2026-05-16¶

Bug Fixes¶

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

Maintenance¶

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

Other Changes¶

• Bump version 0.8.3 → 0.8.4

[0.8.3] - 2026-05-15¶

New Features¶

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

Other Changes¶

• Bump version 0.8.2 → 0.8.3

[0.8.2] - 2026-05-14¶

New Features¶

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

Maintenance¶

• Chore(deps)(deps): bump the python-dependencies group with 4 updates (#705)
• Chore(deps)(deps): bump github/codeql-action from 4.35.3 to 4.35.4 in the github-actions group (#704)

Other Changes¶

• Bump version 0.8.1 → 0.8.2

[0.8.1] - 2026-05-07¶

Dependencies¶

• (deps) Lock file maintenance (#687)
• (deps) Lock file maintenance (#689)
• (deps) Lock file maintenance (#691)
• (deps) Lock file maintenance (#694)
• (deps) Lock file maintenance (#695)
• (deps) Lock file maintenance (#696)
• (deps) Lock file maintenance (#697)
• (deps) Lock file maintenance (#698)
• (deps) Lock file maintenance (#699)
• (deps) Lock file maintenance (#702)

Maintenance¶

• Chore(deps-dev)(deps-dev): bump ipython from 9.10.1 to 9.13.0 in the python-dependencies group (#690)
• Chore(deps)(deps): bump kaleido from 1.2.0 to 1.3.0 in the python-dependencies group (#701)
• Chore(deps)(deps): bump github/codeql-action from 4.35.2 to 4.35.3 in the github-actions group (#700)

Other Changes¶

• Revise citation format in README
• Delete .github/CITATIONS.bib
• Delete renovate.json
• Update template.yml
• Code coverage badge
• Bump version 0.8.0 → 0.8.1

[0.8.0] - 2026-04-25¶

Dependencies¶

• (deps) Lock file maintenance (#678)
• (deps) Lock file maintenance (#679)
• (deps) Lock file maintenance (#680)
• (deps) Lock file maintenance (#681)
• (deps) Lock file maintenance (#682)
• (deps) Lock file maintenance (#683)
• (deps) Lock file maintenance (#684)

Other Changes¶

• Result is coming
• Result is coming
• Add interpolate: interior forward-fill for numeric Polars columns (#686)
• 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

Documentation¶

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

Dependencies¶

• (deps) Lock file maintenance (#653)
• (deps) Lock file maintenance (#659)
• (deps) Lock file maintenance (#660)
• (deps) Lock file maintenance (#667)
• (deps) Lock file maintenance (#670)
• (deps) Lock file maintenance (#675)
• (deps) Lock file maintenance (#677)

Maintenance¶

• Refactor security and license targets using extensible hooks
• Chore(deps-dev)(deps-dev): bump yfinance from 1.2.2 to 1.3.0 in the python-dependencies group (#669)
• Chore(deps)(deps): bump github/codeql-action from 4.35.1 to 4.35.2 in the github-actions group (#668)

Other Changes¶

• Weekly (#654)
• Fmt
• Delete docs/notebooks.md (#655)
• Scope interrogate pre-commit hook to src/ only (#657)
• Delete docs/rhiza directory (#658)
• Reduce make complexity (#661)
• Delete book/marimo/notebooks/yfinance_demo.py
• Release with mike?
• Update mkdocs-base.yml
• Slim down mkdocs.yml
• Update coverage badge link in README.md
• Update test coverage link in README.md
• Slim down mkdocs.yml
• Extract shared config into docs/mkdocs-base.yml, inherit in mkdocs.yml
• Use material.extensions.emoji in mkdocs-base.yml for CI compatibility
• Moving to zensical
• Moving to zensical
• Replace mike deployment with peaceiris/actions-gh-pages
• Moving to zensical
• Remove tests that require mkdocs-build/MKDOCS_EXTRA_PACKAGES in book.mk
• Run tests before make book to populate coverage HTML report
• Update coverage badge link in README.md
• Generate coverage badge in book workflow, deploy via GitHub Pages
• Fix coverage badge cp: write to /tmp, copy conditionally
• Fix SC2015: use if/fi instead of && || for badge copy
• Explicitly copy coverage HTML into _book/ after build
• Fix coverage badge link: point to docs root instead of 404 path
• Fix MkDocs build: add missing theme name to base config
• Fix book build: replace lucide icons with material, add coverage badge to _book
• Fix coverage badge: use coverage.xml instead of coverage.json for genbadge
• Fix MkDocs build: replace lucide icons with material equivalents
• Fix coverage badge: use genbadge[coverage] extra for coverage subcommand
• Fix coverage badge link to point to HTML report
• Update mkdocs.yml
• Update mkdocs.yml
• Change Test Report path in mkdocs.yml
• Remove mkdocstrings plugin from mkdocs configuration
• Update mkdocs-base.yml
• Fix docs build: install package into uvx env and correct nav paths
• Improve docs site format inspired by TinyCTA style
• Switch book build from mkdocs to zensical (TinyCTA style)
• Remove coverage badge job from CI workflow
• Remove broken coverage badge links from README
• Rhiza2 (#672)
• Feature/add returns winsorising (#676)
• Add to_volatility_adjusted_returns with pluggable vol estimator (#674)
• Bump version 0.6.5 → 0.7.0

[0.6.5] - 2026-04-14¶

Bug Fixes¶

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

Dependencies¶

• (deps) Lock file maintenance (#643)
• (deps) Lock file maintenance (#644)
• (deps) Lock file maintenance (#648)
• (deps) Lock file maintenance (#651)

Maintenance¶

• Sync rhiza template to v0.9.5 (#649)
• Chore(deps-dev)(deps-dev): bump yfinance from 1.2.0 to 1.2.2 in the python-dependencies group (#650)
• Simplify mkdocs.yml via INHERIT from docs/mkdocs-base.yml

Other Changes¶

• Delete docs/marimo/rhiza.py (#652)
• Bump version 0.6.4 → 0.6.5

[0.6.4] - 2026-04-12¶

New Features¶

• Add yfinance portfolio demo notebook

Bug Fixes¶

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

Dependencies¶

• (deps) Lock file maintenance (#641)

Maintenance¶

• Remove docs/marimo/ from .gitignore
• Chore(deps)(deps): bump the python-dependencies group with 6 updates (#639)
• Chore(deps)(deps): bump docker/login-action from 4.0.0 to 4.1.0 in the github-actions group (#638)

Other Changes¶

• Update repository reference to version 0.9.1 (#640)
• Bump version 0.6.3 → 0.6.4

[0.6.3] - 2026-03-31¶

Maintenance¶

• Chore(deps)(deps): bump the python-dependencies group with 2 updates (#636)
• Chore(deps)(deps): bump github/codeql-action from 4.35.0 to 4.35.1 in the github-actions group (#635)
• Improve test layout, module naming consistency, and fixture magic numbers (#633)

Other Changes¶

• Fix code block formatting in README.md (#627)
• Release on RhizaSkip branch!? (#629)
• Replace test CSV dependency in README with inline random price data (#631)
• Improve code quality: precise type hints, caching docs, implicit-rename warning (#637)
• Getting started
• Bump version 0.6.2 → 0.6.3

[0.6.1] - 2026-03-30¶

New 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

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)

Maintenance¶

• Rename test_quantstats.py to test_autocorrelation.py
• Simplify conditional_value_at_risk API and remove deprecation shim
• Add pytest integration tests for FastAPI endpoints in app.py
• Drop plot_ prefix from DataPlots methods (#616)
• (workflows) Disable scheduled runs, workflow dispatch, and unused steps in rhiza_validate.yml

Other Changes¶

• Clean up .env by removing book variables (#594)
• Port quantstats test suite to jquantstats (#598)
• Add annualise parameter to information_ratio for QuantStats parity (#607)
• Fix double-multiplied and raw-decimal percentage values in performance tables (#602)
• Fix avg_drawdown sign convention to match QuantStats (negative fraction) (#608)
• Add confidence deprecation shim to conditional_value_at_risk (#610)
• Add minimal FastAPI app and Railway deployment config (#611)
• Add railway.toml to fix uvicorn not found on Railway deployment (#612)
• Delete Procfile (#613)
• Delete architecture section from README
• Move app.py from repo root to api/app.py (#614)
• Copilot/move app py to api directory (#615)
• Remove annualisation details for information_ratio
• Extract shared computation layer into _stats/_internals.py (#618)
• Delete docs/migration.md (#626)
• Migration
• Bump version 0.6.0 → 0.6.1

[0.5.1] - 2026-03-29¶

New 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

Documentation¶

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

Maintenance¶

• Consolidate root-level files into .github/ and docs/ (#591)
• Split test_portfolio.py into focused modules
• Split portfolio.py into focused mixin modules (#593)

Other Changes¶

• Delete .rhiza/templates/minibook directory
• Delete .rhiza/make.d/gh-aw.mk (#588)
• Marimushka go (#592)
• Bump version 0.5.0 → 0.5.1

[0.5.0] - 2026-03-28¶

New 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

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

Maintenance¶

• Chore(deps)(deps): bump github/codeql-action from 4.34.1 to 4.35.0 in the github-actions group (#543)
• Chore(deps)(deps): bump the python-dependencies group with 2 updates (#542)
• 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

Other Changes¶

• Implement autocorrelation() and acf() in Stats (#544)
• Quantstats bench (#579)
• Risk (#581)
• Simplify (#584)
• Update README.md
• Merge remote-tracking branch 'origin/main'
• Delete REPOSITORY_ANALYSIS.md
• Sync out (#587)
• Decompose complex Reports.metrics() into focused helpers (#586)
• Bump version 0.4.0 → 0.5.0

[0.4.0] - 2026-03-26¶

New 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

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

Maintenance¶

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

Other Changes¶

• Add 1/n equal-weight portfolio SVG charts from real AAPL/META data (#519)
• Delete .github/workflows/autopilot.yml
• Move mkdocs.yml to root level (#526)
• Update README.md
• Remove exclusion of mail links from link check
• Revisit pyproject
• [WIP] Add kaleido static-export tests to CI matrix (#538)
• Add .github/CODEOWNERS (#540)
• Bump version 0.3.4 → 0.4.0

[0.3.4] - 2026-03-26¶

New 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

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)

Maintenance¶

• Add kaleido static image export tests (#504)
• Move mkdocs.yml to repo root (#514)
• Add kaleido marker and dedicated CI job for static image export (#520)

Other Changes¶

• Potential fix for code scanning alert no. 1: Workflow does not contain permissions (#503)
• Revert "chore: move mkdocs.yml to repo root" (#517)
• [WIP] Fix PortfolioLike protocol to align with CostModel abstraction (#522)
• Analysis
• Bump version 0.3.3 → 0.3.4

[0.3.3] - 2026-03-24¶

Other Changes¶

• Fix mkdocs site_dir nested inside docs_dir
• Remove obsolete notebook
• Add Data.from_prices classmethod (#499)
• Reorganize tests/ to mirror src/jquantstats/ structure (#500)
• Bump version 0.3.2 → 0.3.3

[0.3.2] - 2026-03-24¶

Other Changes¶

• Update README.md
• [WIP] Add GitHub Actions workflow for link checking in README (#497)
• Fix mike deploy failing due to mkdocs.yml not found at repo root
• Bump version 0.3.1 → 0.3.2

[0.3.1] - 2026-03-24¶

Maintenance¶

• Chore(deps)(deps): bump the python-dependencies group with 3 updates (#493)

Other Changes¶

• Remove GitHub Codespaces badge
• Remove Renovate badge from README
• Fix README link to jQuantStats
• Replace broken shields.io pyversions badge with static Python version badge (#495)
• [WIP] Update README.md with absolute URLs for references (#496)
• Bump version 0.3.0 → 0.3.1

[0.3.0] - 2026-03-24¶

New Features¶

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

Documentation¶

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

Maintenance¶

• Add macOS and Windows to CI test matrix (#482)
• Increase coverage to 100%

Other Changes¶

• Fix docs build: update plots reference and broken links in CUSTOMIZATION.md (#470)
• Collapse PortfolioData into Portfolio (#473)
• Add PyPI classifiers and explicit __all__ (#491)
• Bump version 0.2.0 → 0.3.0

[0.2.0] - 2026-03-23¶

New 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¶

• Fix ruff formatting in test_edge_cases.py
• Correct README code examples to pass make validate
• Exclude book/ from interrogate docstring coverage
• Exclude book/ from interrogate pre-commit hook
• Fix import path in test_report: _report -> _reports

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)

Maintenance¶

• Extract figure_structure to shared plot_test_utils module, fix ruff formatting
• 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
• Group _stats*.py files into _stats/ subpackage
• Add test_api_contract.py to guard public API surface

Other Changes¶

• Initial plan
• Add property-based tests with hypothesis and fix sortino ZeroDivisionError
• Initial plan
• Add CHANGELOG.md, cliff.toml, and make changelog target
• Merge pull request #384 from tschm/copilot/add-changelog-file
• Merge branch 'main' into copilot/add-property-based-tests
• Remove hypothesis from pyproject.toml; use importorskip for graceful skip
• Initial plan
• Merge branch 'main' into copilot/add-snapshot-tests-for-plots
• Merge pull request #377 from tschm/copilot/add-snapshot-tests-for-plots
• Merge branch 'main' into copilot/add-property-based-tests
• Merge remote-tracking branch 'origin/copilot/add-property-based-tests' into copilot/add-property-based-tests
• Initial plan
• Merge branch 'main' into copilot/add-truncate-in-api
• Add truncate method to Data class with tests
• Merge pull request #386 from tschm/copilot/add-truncate-in-api
• Initial plan
• Merge branch 'main' into copilot/add-conda-forge-recipe
• Add conda-forge recipe and update README installation docs
• Merge branch 'main' into copilot/add-conda-forge-recipe
• Merge pull request #391 from tschm/copilot/add-conda-forge-recipe
• Merge branch 'main' into copilot/add-property-based-tests
• Initial plan
• Merge branch 'main' into copilot/expand-test-edge-cases
• Merge branch 'main' into copilot/expand-test-edge-cases
• Merge pull request #378 from tschm/copilot/expand-test-edge-cases
• Merge branch 'main' into copilot/add-property-based-tests
• Merge pull request #379 from tschm/copilot/add-property-based-tests
• Initial plan
• Initial plan
• Merge branch 'main' into plan10
• Merge branch 'main' into plan10
• Initial plan
• Merge branch 'main' into copilot/add-return-type-annotations
• Merge branch 'main' into copilot/add-return-type-annotations
• Merge pull request #385 from tschm/copilot/add-return-type-annotations
• Merge branch 'main' into plan10
• Merge pull request #396 from tschm/plan10
• Merge branch 'main' into copilot/add-data-and-stats-docs
• Merge pull request #401 from tschm/copilot/add-data-and-stats-docs
• Merge branch 'main' into copilot/add-issue-templates
• Initial plan
• Merge branch 'main' into copilot/stabilize-date-col-convention
• Merge branch 'main' into copilot/stabilize-date-col-convention
• Merge pull request #400 from tschm/copilot/stabilize-date-col-convention
• Merge branch 'main' into copilot/add-issue-templates
• Remove Mypy configuration from pyproject.toml
• Merge pull request #404 from tschm/noMyPy
• Merge branch 'main' into copilot/add-issue-templates
• Merge pull request #403 from tschm/copilot/add-issue-templates
• Add narwhals support to accept pandas/polars/modin inputs in build_data
• Initial plan
• Initial plan
• Add Ideas discussion template and update issue config to redirect to discussions
• Merge branch 'main' into copilot/add-discussions-tab
• Merge pull request #411 from tschm/copilot/add-discussions-tab
• Merge branch 'main' into copilot/add-issue-templates-bug-report-feature-request
• Initial plan
• Add full API reference: new reference pages + updated mkdocs.yml nav + docs dep group
• Merge branch 'main' into copilot/add-mkdocs-mkdocstrings
• Merge pull request #412 from tschm/copilot/add-mkdocs-mkdocstrings
• Merge branch 'main' into copilot/add-issue-templates-bug-report-feature-request
• Initial plan
• Merge branch 'main' into copilot/expand-readme-add-content
• Merge branch 'main' into copilot/expand-readme-add-content
• Merge branch 'main' into copilot/expand-readme-add-content
• Merge branch 'main' into copilot/expand-readme-add-content
• Merge branch 'main' into copilot/expand-readme-add-content
• Merge branch 'main' into copilot/expand-readme-add-content
• Merge pull request #402 from tschm/copilot/expand-readme-add-content
• Merge branch 'main' into copilot/add-issue-templates-bug-report-feature-request
• Initial plan
• Merge branch 'main' into copilot/add-discussions-tab-again
• Merge branch 'main' into copilot/add-discussions-tab-again
• Merge pull request #414 from tschm/copilot/add-discussions-tab-again
• Merge branch 'main' into copilot/add-issue-templates-bug-report-feature-request
• Merge pull request #413 from tschm/copilot/add-issue-templates-bug-report-feature-request
• Initial plan
• Add repr to Data, Stats, Plots and Portfolio
• Initial plan
• Add ROADMAP.md to repository root
• Initial plan
• Merge pull request #428 from tschm/copilot/add-citations-bib-file
• Merge branch 'main' into copilot/add-roadmap-md
• Update ROADMAP.md
• Merge pull request #429 from tschm/copilot/add-roadmap-md
• Merge branch 'main' into copilot/add-repr-to-data-stats-plots-portfolio
• Initial plan
• Replace Any with NativeFrame type alias for narwhals inputs
• Merge branch 'main' into copilot/replace-any-with-nativeframe-type-alias
• Merge branch 'main' into copilot/replace-any-with-nativeframe-type-alias
• Merge pull request #426 from tschm/copilot/replace-any-with-nativeframe-type-alias
• Merge branch 'main' into copilot/add-repr-to-data-stats-plots-portfolio
• Merge pull request #427 from tschm/copilot/add-repr-to-data-stats-plots-portfolio
• Initial plan
• Initial plan
• Merge pull request #435 from tschm/copilot/write-docs-stability-md
• Merge branch 'main' into copilot/fix-tech-debt-in-repository-analysis
• Fix linting issues in test_cost_model.py (match params, FrozenInstanceError, fixture naming)
• Initial plan
• Merge branch 'main' into copilot/add-interrogate-docstring-coverage
• Analysis
• Merge branch 'main' into copilot/add-interrogate-docstring-coverage
• Merge pull request #434 from tschm/copilot/add-interrogate-docstring-coverage
• Merge branch 'main' into copilot/fix-tech-debt-in-repository-analysis
• Merge remote-tracking branch 'origin/copilot/fix-tech-debt-in-repository-analysis' into copilot/fix-tech-debt-in-repository-analysis
• Add docstrings to _stats_core.py for interrogate compliance
• Apply ruff auto-fixes after _stats split
• Fix ty type errors in stats mixin classes
• Merge pull request #437 from tschm/copilot/fix-tech-debt-in-repository-analysis
• Initial plan
• Apply ruff format
• Merge pull request #438 from tschm/copilot/add-data-from-returns-classmethod
• Initial plan
• Initial plan
• Apply ruff auto-fix
• Update import statement for Portfolio from jquantstats
• Update notebooks for flattened analytics API and marimo 0.20.4
• Merge pull request #439 from tschm/copilot/flatten-analytics-subpackage
• Merge branch 'main' into copilot/move-stats-files-to-subpackage
• Initial plan
• Introduce DataLike protocol; remove upward Data imports from _stats mixins
• Fix stale analytics subpackage references in docs
• Merge branch 'main' into copilot/move-stats-files-to-subpackage
• Merge pull request #440 from tschm/copilot/move-stats-files-to-subpackage
• Merge branch 'main' into copilot/remove-upward-imports-from-mixins
• Merge pull request #443 from tschm/copilot/remove-upward-imports-from-mixins
• Initial plan
• Fix ruff D105: add docstring to post_init in data.py
• Merge pull request #445 from tschm/copilot/remove-api-methods
• Initial plan
• Initial plan
• Changes before error encountered
• Initial plan
• Initial plan
• Fmt
• Merge pull request #455 from tschm/copilot/refactor-module-structure
• Merge branch 'main' into copilot/remove-portfolio-plot
• Remove _portfolio_plots.py backward-compat shim
• Use PortfolioPlots directly without alias, like _stats trick
• Initial plan
• Remove _report.py shim, update imports and docstring
• Apply same trick as stats: re-export _fmt and _stats_table_html from _reports/__init_.py
• Merge pull request #459 from tschm/copilot/remove-jquantstats-report-file
• Merge branch 'main' into copilot/remove-portfolio-plot
• Fmt
• Merge pull request #457 from tschm/copilot/remove-portfolio-plot
• Initial plan
• Reduce init.py exports in _stats, _reports, _plots subpackages
• Merge pull request #460 from tschm/copilot/refactor-internal-symbols
• Initial plan
• Rename Plots to DataPlots for symmetry with PortfolioPlots
• Merge pull request #462 from tschm/copilot/rename-plots-to-dataplots
• Initial plan
• Initial plan
• Merge pull request #467 from tschm/copilot/add-test-api-contract-file
• Merge branch 'main' into copilot/add-uv-lock-freeze-ci-installs
• Initial plan
• Merge branch 'main' into copilot/configure-git-cliff-automate-release-notes
• Initial plan
• Merge branch 'main' into copilot/write-docs-migration-guide
• Merge pull request #466 from tschm/copilot/write-docs-migration-guide
• Merge branch 'main' into copilot/configure-git-cliff-automate-release-notes
• Merge pull request #464 from tschm/copilot/configure-git-cliff-automate-release-notes
• Merge branch 'main' into copilot/add-uv-lock-freeze-ci-installs
• Initial plan
• Add Data.describe() method and tests
• Merge branch 'main' into copilot/add-data-describe-method
• Merge branch 'main' into copilot/add-data-describe-method
• Merge branch 'main' into copilot/add-data-describe-method
• Merge pull request #468 from tschm/copilot/add-data-describe-method
• Merge branch 'main' into copilot/add-uv-lock-freeze-ci-installs
• Merge pull request #465 from tschm/copilot/add-uv-lock-freeze-ci-installs
• Update REPOSITORY_ANALYSIS.md with post-PR-462 entry
• Bump version 0.1.1 → 0.2.0

[0.1.1] - 2026-03-23¶

New 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

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

Maintenance¶

• Remove unreachable CleaningInvariantError guards from profits
• Add section dividers to _stats.py
• Update REPOSITORY_ANALYSIS.md to 7.5/10 post-refactor analysis
• Remove CleaningInvariantError (dead code since profits guards removed)
• Update REPOSITORY_ANALYSIS.md to 8.5/10
• Annotate pandas dev dependency as quantstats-only
• Extract duplicated NAV layout code into _apply_nav_layout helper

Other Changes¶

• Initial plan
• Fix ruff E501 line-length in exceptions.py docstrings
• Document S101 security exception in analytics test conftest
• Merge pull request #368 from tschm/copilot/copy-analytics-subpackage
• Increase coverage to 100%
• Add REPOSITORY_ANALYSIS.md with initial journal entry
• Refactor Phase 1: structural fixes and API clarity
• Refactor Phase 2a: add Portfolio.data bridge property
• Phase 2b+2c+2d: delegate portfolio.stats to legacy Stats; migrate analytics stats
• Phase 3: add Architecture section to README
• Update Python version and requirements in README
• Update README to reflect polars DataFrame support only
• Update README to remove polars DataFrames support
• Merge branch 'main' into refactor
• Clean portfolio API
• Initial plan
• Merge pull request #372 from tschm/copilot/fix-duplicated-code-in-analytics-plots
• Bump version 0.1.0 → 0.1.1

[0.0.36] - 2026-03-22¶

Other Changes¶

• Initial plan
• Remove pandas and pyarrow as direct dependencies
• Add pandas back as a dev dependency
• Merge pull request #367 from tschm/copilot/discuss-pandas-and-pyarrow
• Bump version 0.0.35 → 0.0.36

[0.0.35] - 2026-03-22¶

Other Changes¶

• Update template
• Sync
• Initial plan
• Fix broken coverage badge in README
• Use gh-pages branch ref for coverage badge instead of pinned commit SHA
• Merge pull request #363 from tschm/copilot/fix-broken-badge
• Increase test coverage to 100%
• Initial plan
• Add license and repository details to pyproject.toml
• Merge branch 'main' into copilot/fix-license-badge
• Fix LICENSE badge and description from Apache to MIT
• Merge pull request #365 from tschm/copilot/fix-license-badge
• Bump version 0.0.34 → 0.0.35

[0.0.34] - 2026-03-17¶

Bug Fixes¶

• Fixing README

Maintenance¶

• Chore(deps)(deps): bump plotly in the python-dependencies group
• Chore(deps)(deps): bump the github-actions group with 2 updates
• Chore(deps)(deps): bump github/codeql-action in the github-actions group
• Chore(deps)(deps): bump the python-dependencies group with 2 updates
• Update via rhiza
• Chore(deps)(deps): bump the github-actions group with 4 updates

Other Changes¶

• 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
• Sync
• 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
• Update reference version from v0.8.2 to v0.8.3
• Sync
• Remove redundant cast() calls flagged by ty type checker
• Merge pull request #351 from tschm/tschm-patch-1
• Update reference version to v0.8.5
• Sync
• Merge pull request #352 from tschm/tschm-patch-100
• Merge pull request #353 from tschm/dependabot/github_actions/github-actions-aa99a42152
• Merge branch 'main' into dependabot/uv/python-dependencies-698941b3fe
• Merge pull request #354 from tschm/dependabot/uv/python-dependencies-698941b3fe
• Merge pull request #357 from tschm/dependabot/uv/python-dependencies-41f8a01e75
• Merge branch 'main' into dependabot/github_actions/github-actions-b974f349ee
• Merge pull request #356 from tschm/dependabot/github_actions/github-actions-b974f349ee
• Merge pull request #358 from tschm/rhiza/23122555872
• Merge pull request #359 from tschm/dependabot/github_actions/github-actions-75f14e9cca
• Update reference version and templates in template.yml
• Remove obsolete .gitkeep
• Merge pull request #361 from tschm/tschm-patch-150
• Bump version 0.0.33 → 0.0.34

[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

Dependencies¶

• (deps) Update pre-commit hook astral-sh/ruff-pre-commit to v0.14.6
• (deps) Update ghcr.io/astral-sh/uv docker tag to v0.9.11
• (deps) Lock file maintenance
• (deps) Lock file maintenance (#248)
• (deps) Update ghcr.io/astral-sh/uv docker tag to v0.9.14 (#251)
• (deps) Update softprops/action-gh-release action to v2.5.0
• (deps) Update ghcr.io/astral-sh/uv docker tag to v0.9.15 (#253)
• (deps) Lock file maintenance (#255)
• (deps) Lock file maintenance (#256)
• (deps) Update ghcr.io/astral-sh/uv docker tag to v0.9.16 (#259)
• (deps) Update pre-commit hook astral-sh/ruff-pre-commit to v0.14.8
• (deps) Update ghcr.io/astral-sh/uv docker tag to v0.9.17
• (deps) Update pre-commit hook igorshubovych/markdownlint-cli to v0.47.0
• (deps) Lock file maintenance
• (deps) Update pre-commit hook astral-sh/ruff-pre-commit to v0.14.9 (#265)
• (deps) Lock file maintenance (#267)
• (deps) Update github artifact actions
• (deps) Lock file maintenance
• (deps) Update pre-commit hook python-jsonschema/check-jsonschema to v0.36.0 (#272)
• (deps) Update pre-commit hook astral-sh/ruff-pre-commit to v0.14.10 (#275)
• (deps) Lock file maintenance (#276)
• (deps) Lock file maintenance (#277)
• (deps) Lock file maintenance (#284)
• (deps) Update ghcr.io/astral-sh/uv docker tag to v0.9.20 (#286)
• (deps) Update dependency astral-sh/uv to v0.9.20 (#287)
• (deps) Lock file maintenance
• (deps) Update dependency ipython to v9.9.0 (#290)
• (deps) Update dependency astral-sh/uv to v0.9.22 (#291)
• (deps) Update ghcr.io/astral-sh/uv docker tag to v0.9.22 (#292)
• (deps) Lock file maintenance (#293)
• (deps) Lock file maintenance (#294)
• (deps) Lock file maintenance (#299)
• (deps) Update dependency quantstats to v0.0.81 (#301)
• (deps) Update pre-commit hook pycqa/bandit to v1.9.3
• (deps) Lock file maintenance (#303)
• (deps) Lock file maintenance
• (deps) Update dependency yfinance to v1.1.0
• (deps) Update pre-commit hook python-jsonschema/check-jsonschema to v0.36.1 (#307)
• (deps) Update dependency astral-sh/uv to v0.9.27
• (deps) Update ghcr.io/astral-sh/uv docker tag to v0.9.27
• (deps) Lock file maintenance (#310)
• (deps) Update pre-commit hook abravalheri/validate-pyproject to v0.25
• (deps) Update github/codeql-action action to v4.32.1
• (deps) Update dependency ipython to v9.10.0
• (deps) Lock file maintenance (#315)
• (deps) Update dependency astral-sh/uv to v0.10.2
• (deps) Lock file maintenance
• (deps) Update pre-commit hook astral-sh/uv-pre-commit to v0.10.2
• (deps) Update pre-commit hook rhysd/actionlint to v1.7.11
• (deps) Lock file maintenance
• (deps) Lock file maintenance (#332)
• (deps) Update dependency jebel-quant/rhiza to v0.8.0
• (deps) Update actions/download-artifact action to v7
• (deps) Lock file maintenance
• (deps) Update dependency astral-sh/uv to v0.10.3 (#337)
• (deps) Update pre-commit hook astral-sh/uv-pre-commit to v0.10.3
• (deps) Update dependency astral-sh/uv to v0.10.4 (#340)
• (deps) Update pre-commit hook astral-sh/uv-pre-commit to v0.10.4 (#341)
• (deps) Update pre-commit hook python-jsonschema/check-jsonschema to v0.36.2 (#342)
• (deps) Update pre-commit hook astral-sh/ruff-pre-commit to v0.15.2 (#343)
• (deps) Update github/codeql-action action to v4.32.4 (#344)
• (deps) Lock file maintenance (#345)
• (deps) Lock file maintenance (#350)
• (deps) Update dependency jebel-quant/rhiza to v0.8.2

Maintenance¶

• Sync template files
• Sync template files
• Sync template files
• Sync template files
• Tests
• Sync template files
• Remove deprecated files
• Update via rhiza
• Update via rhiza
• Update via rhiza
• Update via rhiza
• Update via rhiza
• Update via rhiza
• Chore(deps)(deps): bump the python-dependencies group with 2 updates

Other Changes¶

• Delete tests/test_docs.py
• Merge pull request #239 from tschm/renovate/astral-sh-ruff-pre-commit-0.x
• Merge pull request #238 from tschm/renovate/ghcr.io-astral-sh-uv-0.x
• Merge pull request #240 from tschm/renovate/pytest-9.x
• Merge pull request #241 from tschm/renovate/lock-file-maintenance
• Merge pull request #242 from tschm/template-updates
• Revisit README file
• Remove tests/test_taskfile.py Taskfile.yml taskfiles
• Merge pull request #247 from tschm/template-updates
• Merge branch 'main' into remove-file-6
• Merge pull request #246 from tschm/remove-file-6
• Delete .github/workflows/devcontainer.yml
• Update template.yml to modify included and excluded files
• Merge pull request #250 from tschm/tschm-patch-1
• Merge branch 'main' into template-updates
• Merge pull request #249 from tschm/template-updates
• Merge pull request #252 from tschm/renovate/softprops-action-gh-release-2.x
• Merge pull request #254 from tschm/renovate/ipython-9.x
• Update template.yml
• Delete tests/test_makefile.py
• Delete tests/test_readme.py
• Merge pull request #258 from tschm/tschm-patch-1
• Merge pull request #261 from tschm/renovate/pytest-9.x
• Merge pull request #260 from tschm/renovate/astral-sh-ruff-pre-commit-0.x
• Merge pull request #263 from tschm/renovate/igorshubovych-markdownlint-cli-0.x
• Merge branch 'main' into renovate/ghcr.io-astral-sh-uv-0.x
• Merge pull request #262 from tschm/renovate/ghcr.io-astral-sh-uv-0.x
• Merge branch 'main' into renovate/lock-file-maintenance
• Merge pull request #264 from tschm/renovate/lock-file-maintenance
• Merge pull request #266 from tschm/renovate/major-github-artifact-actions
• Change template repository from tschm to jebel-quant
• Merge pull request #269 from tschm/template-updates
• Script header in notebook
• Merge pull request #270 from tschm/template-updates
• Merge pull request #271 from tschm/renovate/lock-file-maintenance
• Fix formatting of include and exclude lists in template
• Delete .github/workflows/_devcontainer.yml
• Delete .github/workflows/devcontainer.yml
• Delete .github/workflows/docker.yml
• Delete .github/scripts/build-extras.sh
• Rhiza
• Delete .github/README.md
• Delete .github/scripts/sync.sh
• Merge pull request #274 from tschm/cleanup/delete-files
• New sync
• New sync
• New template
• Reduced Makefile
• Makefile.tests
• Rename workflow to 'RHIZA VALIDATE'
• Add 'presentation' to template.yml include list
• Presentation in
• Rhiza subfolder in .github
• Remove RHIZA workflow file
• Merge pull request #281 from tschm/renovate/yfinance-1.x
• Rhiza
• Rhiza
• Migrate
• Sync
• Add renovate.json
• Merge pull request #283 from tschm/renovate/configure
• Rhiza
• Renovate
• Delete .github/workflows/structure.yml
• Merge pull request #285 from tschm/rhiza/20561446968
• Rhiza
• Rhiza
• Rhiza
• Add pytest-html dependency to dev requirements
• Missing pytest-html
• Update README.md
• Sync
• Sync
• Dependencies
• Rename benchmark fixture
• Merge pull request #288 from tschm/renovate/lock-file-maintenance
• Merge branch 'main' into rhiza/20701211891
• Rename benchmark fixture
• Update conftest.py
• Rename benchmark fixture
• Benchmark fixture pain
• Merge pull request #289 from tschm/rhiza/20701211891
• Sync
• Merge pull request #295 from tschm/rhiza/20904134037
• Rhiza sync
• Delete .rhiza.env
• Merge pull request #296 from tschm/tschm-patch-1
• Sync
• Fix ruff linting errors for TRY003, RUF043, and PT012
• Initial plan
• Add deptry package_module_name_map configuration to suppress warnings
• Merge pull request #298 from tschm/copilot/fix-2046079-977845118-594f1aac-28d9-459f-b704-94d91d617dd0
• Sync
• Sync
• Fix all mypy type errors across the codebase
• Merge branch 'main' into rhiza/21120963614
• Merge pull request #300 from tschm/rhiza/21120963614
• Merge pull request #302 from tschm/renovate/pycqa-bandit-1.x
• Merge branch 'main' into rhiza/21341949879
• Merge pull request #304 from tschm/rhiza/21341949879
• Merge pull request #305 from tschm/renovate/yfinance-1.x
• Merge branch 'main' into renovate/lock-file-maintenance
• Merge pull request #306 from tschm/renovate/lock-file-maintenance
• Merge pull request #308 from tschm/renovate/astral-sh-uv-0.x
• Merge pull request #309 from tschm/renovate/ghcr.io-astral-sh-uv-0.x
• Sync
• Missing init in test_rhiza
• Merge branch 'main' into rhiza/21572859042
• Merge pull request #311 from tschm/rhiza/21572859042
• Sync
• Merge pull request #314 from tschm/renovate/abravalheri-validate-pyproject-0.x
• Merge pull request #312 from tschm/renovate/github-codeql-action-4.x
• Merge pull request #313 from tschm/renovate/ipython-9.x
• Update template.yml
• Merge pull request #317 from tschm/tschm-patch-1
• Delete tests/test_rhiza directory
• Merge pull request #318 from tschm/tschm-patch-2
• Delete .github/workflows/rhiza_benchmarks.yml
• Merge pull request #319 from tschm/tschm-patch-3
• Sync
• Merge pull request #320 from tschm/sync20
• Add Rhiza Sync badge to README
• Update README.md
• Initial plan
• Replace static Rhiza badge with workflow status badge
• Merge pull request #322 from tschm/copilot/update-readme-badge
• Merge pull request #323 from tschm/renovate/astral-sh-uv-0.x
• Merge branch 'main' into renovate/astral-sh-uv-pre-commit-0.x
• Initial plan
• Merge branch 'main' into copilot/show-latest-passing-date
• Merge pull request #327 from tschm/copilot/show-latest-passing-date
• Merge branch 'main' into renovate/astral-sh-uv-pre-commit-0.x
• Merge pull request #324 from tschm/renovate/astral-sh-uv-pre-commit-0.x
• Merge branch 'main' into renovate/lock-file-maintenance
• Merge pull request #325 from tschm/renovate/lock-file-maintenance
• Update template repository and reference version
• Sync
• Merge pull request #330 from tschm/renovate/rhysd-actionlint-1.x
• Merge pull request #331 from tschm/renovate/lock-file-maintenance
• Sync
• Merge pull request #336 from tschm/renovate/lock-file-maintenance
• Merge branch 'main' into renovate/major-github-artifact-actions
• Merge pull request #335 from tschm/renovate/major-github-artifact-actions
• Merge branch 'main' into renovate/jebel-quant-rhiza-0.x
• Merge pull request #334 from tschm/renovate/jebel-quant-rhiza-0.x
• Merge pull request #338 from tschm/renovate/astral-sh-uv-pre-commit-0.x
• Merge pull request #339 from tschm/dependabot/uv/python-dependencies-b29b48e19c
• Remove Rhiza Sync badge from README
• Initial plan
• Add dynamic Rhiza badge to README.md and test
• Merge branch 'main' into copilot/add-rhiza-version-badge
• Merge pull request #348 from tschm/copilot/add-rhiza-version-badge
• Merge pull request #349 from tschm/renovate/jebel-quant-rhiza-0.x
• Sync
• Create gh-aw.mk
• Delete .rhiza/tests/security/init.py
• Document security exceptions in conftest.py
• Handle pytest exit code 5 in hypothesis-test target
• Towards release
• Ignore the missing .rhiza/template-bundles.yml file
• Template-bundles
• Bump version 0.0.32 → 0.0.33

[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

Dependencies¶

• (deps) Update ghcr.io/astral-sh/uv docker tag to v0.9.6 (#215)
• (deps) Lock file maintenance (#222)
• (deps) Lock file maintenance (#223)
• (deps) Update pre-commit hook astral-sh/ruff-pre-commit to v0.14.4 (#226)
• (deps) Lock file maintenance (#229)
• (deps) Lock file maintenance (#230)
• (deps) Update pre-commit hook python-jsonschema/check-jsonschema to v0.35.0 (#234)
• (deps) Lock file maintenance (#235)

Maintenance¶

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

Other Changes¶

• Remove old test doctest
• Merge pull request #1 from tschm/main
• Adds sharpe variance & prob sharpe ratio
• Merge pull request #231 from tschm/template-updates
• Merge branch 'main' into prob_sharp_ratio
• Merge pull request #233 from tschm/renovate/pytest-9.x
• Merge branch 'main' into prob_sharp_ratio
• Clarified doctrs of sharpe_var and prob_sharpe
• Drops unused noqa
• Merge pull request #232 from mjvakili/prob_sharp_ratio
• Merge branch 'main' into doctest
• Merge pull request #236 from tschm/doctest
• Merge pull request #237 from tschm/template-updates

[0.0.31] - 2025-10-30¶

Dependencies¶

• (deps) Lock file maintenance (#219)

Other Changes¶

• Adds return concentrations (#220)

[0.0.30] - 2025-10-26¶

Other Changes¶

• Update pyproject

[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)

Dependencies¶

• (deps) Update pre-commit hook astral-sh/ruff-pre-commit to v0.12.9 (#164)
• (deps) Lock file maintenance (#166)
• (deps) Update pre-commit hook python-jsonschema/check-jsonschema to v0.33.3 (#168)
• (deps) Lock file maintenance (#170)
• (deps) Update actions/upload-pages-artifact action to v4 (#173)
• (deps) Lock file maintenance (#174)
• (deps) Update softprops/action-gh-release action to v2.3.3 (#177)
• (deps) Lock file maintenance (#181)
• (deps) Update pre-commit hook astral-sh/ruff-pre-commit to v0.12.12 (#176)
• (deps) Update pre-commit hook astral-sh/ruff-pre-commit to v0.13.0 (#183)
• (deps) Lock file maintenance (#186)
• (deps) Lock file maintenance (#187)
• (deps) Update pre-commit hook astral-sh/ruff-pre-commit to v0.13.1 (#189)
• (deps) Lock file maintenance (#192)
• (deps) Update pre-commit hook python-jsonschema/check-jsonschema to v0.34.0 (#191)
• (deps) Lock file maintenance (#193)
• (deps) Lock file maintenance (#197)
• (deps) Update pre-commit hook astral-sh/ruff-pre-commit to v0.13.2 (#196)
• (deps) Lock file maintenance (#200)
• (deps) Lock file maintenance (#202)
• (deps) Update pre-commit hook astral-sh/ruff-pre-commit to v0.13.3 (#204)
• (deps) Update softprops/action-gh-release action to v2.4.0 (#205)
• (deps) Lock file maintenance (#206)
• (deps) Update pre-commit hook python-jsonschema/check-jsonschema to v0.34.1 (#208)
• (deps) Update softprops/action-gh-release action to v2.4.1 (#210)
• (deps) Update pre-commit hook rhysd/actionlint to v1.7.8 (#209)
• (deps) Lock file maintenance (#211)
• (deps) Update dependency python to 3.14 (#213)
• (deps) Lock file maintenance (#218)

Maintenance¶

• 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)

Other Changes¶

• Change Renovate schedule time to 11am on Tuesday
• Delete .github/taskfiles directory
• Delete .github/CODE_OF_CONDUCT.md
• Delete .github/CONTRIBUTING.md
• Refactor sync workflow to use sync_template action
• Delete .devcontainer directory
• Refactor sync.yml for permissions and action version
• Create template.yml
• Change template branch from '77-hot' to 'main'

[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)

Dependencies¶

• (deps) Update jebel-quant/marimushka action to v0.1.4 (#126)
• (deps) Update tschm/cradle action to v0.2.1 (#128)
• (deps) Lock file maintenance (#131)
• (deps) Update pre-commit hook charliermarsh/ruff-pre-commit to v0.12.3 (#132)
• (deps) Update tschm/cradle action to v0.3.01 (#133)
• (deps) Lock file maintenance (#134)
• (deps) Update tschm/.config-templates action to v0.1.6 (#136)
• (deps) Lock file maintenance (#139)
• (deps) Update tschm/.config-templates action to v0.1.7 (#142)
• (deps) Lock file maintenance (#144)
• (deps) Update pre-commit hook astral-sh/ruff-pre-commit to v0.12.7 (#145)
• (deps) Update tschm/.config-templates action to v0.1.8 (#146)
• (deps) Update pre-commit hook crate-ci/typos to v1.35.1 (#147)
• (deps) Update tschm/.config-templates action to v0.2.0 (#148)
• (deps) Update actions/download-artifact action to v5 (#149)
• (deps) Lock file maintenance (#150)
• (deps) Update pre-commit hook astral-sh/ruff-pre-commit to v0.12.8 (#152)
• (deps) Update tschm/.config-templates action to v0.3.4 (#154)
• (deps) Lock file maintenance (#155)
• (deps) Lock file maintenance (#158)
• (deps) Update tschm/.config-templates action to v0.4.6 (#159)
• (deps) Update actions/checkout action to v5 (#160)
• (deps) Lock file maintenance (#161)
• (deps) Update actions/checkout action to v5 (#163)

Maintenance¶

• 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)

Other Changes¶

• Update deptry.yml (#130)
• Update .pre-commit-config.yaml
• Fmt
• Adding update
• Adding update
• Env
• Jobs from template
• Templated Makefile
• Editorconfig
• Templates
• Workflows
• Update script
• Update workflows
• Update via action
• Update via action
• Update sync.yml
• Delete .devcontainer/startup.sh
• Update sync.yml
• Update sync.yml

[0.0.27] - 2025-07-05¶

Dependencies¶

• (deps) Update jebel-quant/marimushka action to v0.1.3 (#121)
• (deps) Lock file maintenance (#125)
• (deps) Update pre-commit hook python-jsonschema/check-jsonschema to v0.33.2 (#123)
• (deps) Update pre-commit hook charliermarsh/ruff-pre-commit to v0.12.2 (#122)
• (deps) Update tschm/cradle action to v0.1.80 (#124)

[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)

Dependencies¶

• (deps) Lock file maintenance (#99)
• (deps) Lock file maintenance (#106)
• (deps) Update pre-commit hook charliermarsh/ruff-pre-commit to v0.12.0 (#105)
• (deps) Lock file maintenance (#107)
• (deps) Update pre-commit hook python-jsonschema/check-jsonschema to v0.33.1 (#108)
• (deps) Lock file maintenance (#110)
• (deps) Update jebel-quant/marimushka action to v0.1.2 (#113)
• (deps) Update pre-commit hook charliermarsh/ruff-pre-commit to v0.12.1 (#114)
• (deps) Update pre-commit hook crate-ci/typos to v1.34.0 (#118)
• (deps) Update tschm/cradle action to v0.1.73 (#120)

Other Changes¶

• 90 revisit notebook (#100)
• Update book.yml
• Update marimo.yml (#103)
• Fmt
• Tschm patch 1 (#111)
• Update deptry.yml (#112)
• Book simplifications (#117)
• Book simplifications
• Book simplifications
• Book simplifications
• Update book.yml
• Update deptry.yml (#119)
• Update book.yml
• Update book.yml

[0.0.25] - 2025-06-10¶

Bug Fixes¶

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

Dependencies¶

• (deps) Lock file maintenance (#93)
• (deps) Lock file maintenance (#94)
• (deps) Update tschm/cradle action to v0.1.72 (#97)
• (deps) Lock file maintenance (#98)

Other Changes¶

• App.setup (#91)

[0.0.24] - 2025-06-07¶

Other Changes¶

• 88 ruff (#89)

[0.0.23] - 2025-06-06¶

Other Changes¶

• Ty intro (#87)
• Demo with plot

[0.0.22] - 2025-06-06¶

Dependencies¶

• (deps) Update pre-commit hook charliermarsh/ruff-pre-commit to v0.11.13 (#86)

Maintenance¶

• Testing code in README

Other Changes¶

• Revisiting README
• Revisiting README
• Revisiting README
• Flag D

[0.0.21] - 2025-06-06¶

Other Changes¶

• Update README.md
• Reports with periods (#85)

[0.0.20] - 2025-06-05¶

Other Changes¶

• Public folder (#82)
• Update README.md
• 81 move from data to public (#83)
• Update book.yml
• Update book.yml

[0.0.19] - 2025-06-05¶

Other Changes¶

• Update _data.py (#76)
• 77 remove the path construction from notebooks (#78)
• 79 link to notebook from book (#80)

[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)

Dependencies¶

• (deps) Update pre-commit hook crate-ci/typos to v1.33.1 (#73)
• (deps) Lock file maintenance (#75)
• (deps) Update tschm/cradle action to v0.1.71 (#72)

Other Changes¶

• Update book.yml
• Update book.yml
• Update book.yml (#71)

[0.0.17] - 2025-05-31¶

Dependencies¶

• (deps) Update pre-commit hook charliermarsh/ruff-pre-commit to v0.11.12 (#66)

Other Changes¶

• Update pyproject.toml (#69)
• Update book.yml

[0.0.16] - 2025-05-30¶

Other Changes¶

• 63 prepare for pyodide (#65)

[0.0.15] - 2025-05-29¶

Dependencies¶

• (deps) Update pre-commit hook asottile/pyupgrade to v3.20.0 (#58)
• (deps) Lock file maintenance (#59)
• (deps) Update tschm/cradle action to v0.1.69 (#60)

Other Changes¶

• Update README.md
• Delete opinion.md
• 63 prepare for pyodide (#64)

[0.0.14] - 2025-05-23¶

Other Changes¶

• Better pdoc
• Symbols
• Only one ticker (#56)

[0.0.13] - 2025-05-23¶

Bug Fixes¶

• (deps) Update dependency polars to v1.30.0 (#52)
• Fix link in book
• Fixing readme links
• Fixing readme links

Dependencies¶

• (deps) Lock file maintenance (#45)
• (deps) Update pre-commit hook igorshubovych/markdownlint-cli to v0.45.0 (#47)
• (deps) Update tschm/cradle action to v0.1.66 (#46)
• (deps) Lock file maintenance (#48)
• (deps) Lock file maintenance (#50)
• (deps) Update tschm/cradle action to v0.1.68 (#49)
• (deps) Update pre-commit hook charliermarsh/ruff-pre-commit to v0.11.11 (#51)

Maintenance¶

• Testing build data with Pandas (#55)
• Testing build data with Pandas

Other Changes¶

• 53 remove monthly table (#54)
• Better pdoc
• Better pdoc

[0.0.12] - 2025-05-18¶

Maintenance¶

• Test coverage back to 100%

Other Changes¶

• Buttons for interval
• Less light

[0.0.11] - 2025-05-18¶

Other Changes¶

• Remove some plotting functionality
• Remove the compounding business
• Remove the compounding business

[0.0.10] - 2025-05-16¶

Other Changes¶

• 43 drawdown in plot factor 100 problem (#44)

[0.0.9] - 2025-05-16¶

Other Changes¶

• Periods per year as float (#42)

[0.0.8] - 2025-05-16¶

Bug Fixes¶

• Fix pyarrow

Dependencies¶

• (deps) Lock file maintenance (#38)
• (deps) Update tschm/cradle action to v0.1.64 (#39)
• (deps) Update pre-commit hook charliermarsh/ruff-pre-commit to v0.11.10 (#40)

Other Changes¶

• Workflows with detailed comments generated by Junie (#37)
• Update release.yml

[0.0.7] - 2025-05-14¶

Other Changes¶

• Problem at build stage

[0.0.6] - 2025-05-13¶

Other Changes¶

• Opinion generated by Junie
• Opinion generated by Junie

[0.0.5] - 2025-05-13¶

Bug Fixes¶

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

Other Changes¶

• 31 testing with quantstats (#32)
• 35 more benchmark with quantstats (#36)
• Opinion generated by Junie

[0.0.4] - 2025-05-12¶

Bug Fixes¶

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

Dependencies¶

• (deps) Lock file maintenance (#28)

Maintenance¶

• Testing benchmark_pd with missing benchmark

Other Changes¶

• 23 return pandas frame returns and benchmark (#26)
• Update ci.yml
• 22 make demo marimo notebook (#29)

[0.0.3] - 2025-05-12¶

Bug Fixes¶

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

Dependencies¶

• (deps) Update pre-commit hook crate-ci/typos to v1.32.0 (#10)
• (deps) Lock file maintenance (#17)
• (deps) Lock file maintenance (#21)

Other Changes¶

• Coverage (#9)
• Addressing coverage (#12)
• 16 datapy (#18)
• Periods (#25)

[0.0.2] - 2025-05-11¶

Dependencies¶

• (deps) Update pre-commit hook charliermarsh/ruff-pre-commit to v0.11.9 (#7)
• (deps) Lock file maintenance (#8)

Maintenance¶

• Test build data
• Test_data
• Testing stats
• Testing two edge cases
• Test an edge case

Other Changes¶

• Polars frame for fixtures
• Make polars a first class dependency
• Ruff ignore F821
• Ruff ignore F821
• Ruff ignore F821
• All tests pass
• Remove prices from api
• Remove pandas
• Merge pull request #6 from tschm/5-more-polars

[0.0.1] - 2025-05-07¶

Bug Fixes¶

• Fixing conftest
• Fix github jobs pointing to quantstats
• Fixing README

Maintenance¶

• Tests and api

Other Changes¶

• Ignore file
• Pyproject file
• Towards book
• Pre-commit hooks
• Makefile
• Missing init file
• Rename jquantstats
• Update README.md
• Devcontainer
• Install polars as dev dependency
• Bring in polars and pyarrow
• Fmt
• Merge pull request #4 from tschm/3-update-readme