25 Apr 13:56

github-actions

4d70d23

v0.8.0 Latest

Latest

Changelog

All notable changes to this project will be documented in this file.

The format is based on Keep a Changelog,
and this project adheres to Semantic Versioning.

0.8.0 - 2026-04-25

Maintenance

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

Other Changes

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

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Co-authored-by: Claude Sonnet 4.6 noreply@anthropic.com

Bump version 0.7.0 → 0.8.0

PyPI Package

jquantstats

Assets 4

23 Apr 04:10

github-actions

v0.7.0

26839d4

v0.7.0

Changelog

All notable changes to this project will be documented in this file.

The format is based on Keep a Changelog,
and this project adheres to Semantic Versioning.

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

Maintenance

Refactor security and license targets using extensible hooks
Lock file maintenance (#653)
Lock file maintenance (#659)
Lock file maintenance (#660)
Lock file maintenance (#667)
Bump rhiza template to v0.10.1 (#666)
Chore(deps-dev)(deps-dev): bump yfinance from 1.2.2 to 1.3.0 in the python-dependencies group (#669)

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Chore(deps)(deps): bump github/codeql-action from 4.35.1 to 4.35.2 in the github-actions group (#668)

Signed-off-by: dependabot[bot] support@github.com
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Lock file maintenance (#670)
Lock file maintenance (#675)
Lock file maintenance (#677)

Other Changes

Weekly (#654)

Co-authored-by: Claude Sonnet 4.6 noreply@anthropic.com

Fmt
Delete docs/notebooks.md (#655)
Scope interrogate pre-commit hook to src/ only (#657)

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Delete docs/rhiza directory (#658)
Reduce make complexity (#661)

Co-authored-by: Claude Sonnet 4.6 noreply@anthropic.com

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

Co-Authored-By: Claude Sonnet 4.6 noreply@anthropic.com

Use material.extensions.emoji in mkdocs-base.yml for CI compatibility

zensical remaps material.extensions → zensical.extensions at parse time,
so this works with both; plain mkdocs in CI doesn't have zensical installed.

Co-Authored-By: Claude Sonnet 4.6 noreply@anthropic.com

Moving to zensical
Moving to zensical
Replace mike deployment with peaceiris/actions-gh-pages

Co-Authored-By: Claude Sonnet 4.6 noreply@anthropic.com

Moving to zensical
Remove tests that require mkdocs-build/MKDOCS_EXTRA_PACKAGES in book.mk

Co-Authored-By: Claude Sonnet 4.6 noreply@anthropic.com

Run tests before make book to populate coverage HTML report

Co-Authored-By: Claude Sonnet 4.6 noreply@anthropic.com

Update coverage badge link in README.md
Generate coverage badge in book workflow, deploy via GitHub Pages
Badge generated from coverage.xml after tests, copied into _book/
README badge URL updated to Pages URL (no more raw.githubusercontent)
Remove CI coverage-badge job (conflicted with peaceiris gh-pages deploy)

Co-Authored-By: Claude Sonnet 4.6 noreply@anthropic.com

Fix coverage badge cp: write to /tmp, copy conditionally

Co-Authored-By: Claude Sonnet 4.6 noreply@anthropic.com

Fix SC2015: use if/fi instead of && || for badge copy

Co-Authored-By: Claude Sonnet 4.6 noreply@anthropic.com

Explicitly copy coverage HTML into _book/ after build

Bypasses zensical not serving non-Markdown static files from docs/.
Also inline badge generation after make book rather than a separate step.

Co-Authored-By: Claude Sonnet 4.6 noreply@anthropic.com

Fix coverage badge link: point to docs root instead of 404 path

Co-Authored-By: Claude Sonnet 4.6 noreply@anthropic.com

Fix MkDocs build: add missing theme name to base config

Co-Authored-By: Claude Sonnet 4.6 noreply@anthropic.com

Fix book build: replace lucide icons with material, add coverage badge to _book
Replace lucide/* icon refs with material/* equivalents — lucide icons
are not bundled in mkdocs-material <10 and caused a hard build failure
Generate coverage-badge.svg into _book/ during book build so it is
served from GitHub Pages at the URL the README references

Co-Authored-By: Claude Sonnet 4.6 noreply@anthropic.com

Fix coverage badge: use coverage.xml instead of coverage.json for genbadge

genbadge only parses the standard coverage XML format; using the JSON report
caused silent failure so coverage-badge.svg was never written to _book/.

Co-Authored-By: Claude Sonnet 4.6 noreply@anthropic.com

Fix MkDocs build: replace lucide icons with material equivalents

mkdocs-material<10.0 (9.x) does not bundle the lucide icon set, causing
TemplateNotFound errors during build. Replaced all lucide/ nav icons in
page frontmatter with equivalent material/ icons that exist in 9.x.

Co-Authored-By: Claude Sonnet 4.6 noreply@anthropic.com

Fix coverage badge: use genbadge[coverage] extra for coverage subcommand

Without the [coverage] extra, genbadge silently fails to generate the badge.
Matches the invocation already used in the CI coverage-badge workflow step.

Co-Authored-By: Claude Sonnet 4.6 noreply@anthropic.com

Fix coverage badge link to point to HTML report

Co-Authored-By: Claude Sonnet 4.6 noreply@anthropic.com

Update mkdocs.yml
Update mkdocs.yml
Change Test Report path in mkdocs.yml

Updated the path for the Test Report in mkdocs.yml

Remove mkdocstrings plugin from mkdocs configuration

Removed mkdocstrings plugin configuration for Python

Update mkdocs-base.yml
Fix docs build: install package into uvx env and correct nav paths
Add --with-editable . to MKDOCS_EXTRA_PACKAGES so mkdocstrings can import jquantstats in the uvx-isolated environment
Fix report nav paths in mkdocs.yml to match what _book-reports actually generates (test-report/, coverage/)
Fix broken links in MIGRATION.md: drop docs/ prefix, correct STABILITY.md casing, remove links to non-existent files

Co-Authored-By: Claude Sonnet 4.6 noreply@anthropic.com

Improve docs site format inspired by TinyCTA style
Remove navigation.sections for a cleaner, flat sidebar
Add Quick Links line and emoji section headers to index.md
Tighten homepage content: consolidate Portfolio Route features,
remove standalone cost/lag sections, keep grid cards for next steps

Co-Authored-By: Claude Sonnet 4.6 noreply@anthropic.com

Switch book build from mkdocs to zensical (TinyCTA style)
Replace book.mk with TinyCTA version: uses zensical build, adds ROOT
variable for absolute paths, adds serve target, simplifies _book-reports
to a single cp -r _tests/. docs/reports/
Update mkdocs.yml nav report paths to match new layout
(html-report/ and html-coverage/ instead of test-report/ and coverage/)

Co-Authored-By: Claude Sonnet 4.6 noreply@anthropic.com

Remove coverage badge job from CI workflow

Co-Authored-By: Claude Sonnet 4.6 noreply@anthropic.com

Remove broken coverage badge links from README

Co-Authored-By: Claude Sonnet 4.6 noreply@anthropic.com

Rhiza2 (#672)

Co-authored-by: Claude Sonnet 4.6 noreply@anthropic.com

Feature/add returns winsorising (#676)

Co-authored-by: peter pjotr.b@yukkalab.com
Co-authored-by: Claude Opus 4.6 (1M context) noreply@anthropic.com
Co-authored-by: Thomas Schmelzer thomas.schmelzer@gmail.com

Add to_volatility_adjusted_returns with pluggable vol estimator (#674)

Co-authored-by: peter pjotr.b@yukkalab.com
Co-authored-by: Claude Opus 4.6 (1M context) noreply@anthropic.com
Co-authored-by: Thomas Schmelzer thomas.schmelzer@gmail.com

Bump version 0.6.5 → 0.7.0

PyPI Package

jquantstats

Assets 4

14 Apr 13:38

github-actions

v0.6.5

76715b5

v0.6.5

Changelog

All notable changes to this project will be documented in this file.

The format is based on Keep a Changelog,
and this project adheres to Semantic Versioning.

0.6.5 - 2026-04-14

Bug Fixes

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

Maintenance

Lock file maintenance (#643)
Lock file maintenance (#644)
Lock file maintenance (#648)
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)

Signed-off-by: dependabot[bot] support@github.com
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

Lock file maintenance (#651)
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

PyPI Package

jquantstats

Assets 4

12 Apr 10:45

github-actions

v0.6.4

5d509f3

v0.6.4

Changelog

All notable changes to this project will be documented in this file.

The format is based on Keep a Changelog,
and this project adheres to Semantic Versioning.

0.6.4 - 2026-04-12

Bug Fixes

Avoid pyarrow dependency in pandas→polars conversion

Maintenance

Remove docs/marimo/ from .gitignore
Chore(deps)(deps): bump the python-dependencies group with 6 updates (#639)

Signed-off-by: dependabot[bot] support@github.com
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

Chore(deps)(deps): bump docker/login-action from 4.0.0 to 4.1.0 in the github-actions group (#638)

Signed-off-by: dependabot[bot] support@github.com
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Co-authored-by: Thomas Schmelzer thomas.schmelzer@gmail.com

Lock file maintenance (#641)

New Features

Add yfinance portfolio demo notebook

Other Changes

Update repository reference to version 0.9.1 (#640)

Co-authored-by: Claude Sonnet 4.6 noreply@anthropic.com

Bump version 0.6.3 → 0.6.4

PyPI Package

jquantstats

Assets 4

31 Mar 09:51

github-actions

v0.6.3

a1b3e43

v0.6.3

Changelog

All notable changes to this project will be documented in this file.

The format is based on Keep a Changelog,
and this project adheres to Semantic Versioning.

0.6.3 - 2026-03-31

Maintenance

Chore(deps)(deps): bump the python-dependencies group with 2 updates (#636)

Signed-off-by: dependabot[bot] support@github.com
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

Chore(deps)(deps): bump github/codeql-action from 4.35.0 to 4.35.1 in the github-actions group (#635)

Signed-off-by: dependabot[bot] support@github.com
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Co-authored-by: Thomas Schmelzer thomas.schmelzer@gmail.com

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

Other Changes

Fix code block formatting in README.md (#627)

Co-authored-by: Claude Sonnet 4.6 noreply@anthropic.com
Co-authored-by: Copilot 175728472+Copilot@users.noreply.github.com

Release on RhizaSkip branch!? (#629)

Co-authored-by: Copilot 175728472+Copilot@users.noreply.github.com
Co-authored-by: Claude Sonnet 4.6 noreply@anthropic.com

Replace test CSV dependency in README with inline random price data (#631)

Co-authored-by: copilot-swe-agent[bot] 198982749+Copilot@users.noreply.github.com
Co-authored-by: tschm 2046079+tschm@users.noreply.github.com

Improve code quality: precise type hints, caching docs, implicit-rename warning (#637)

Getting started
Bump version 0.6.2 → 0.6.3

PyPI Package

jquantstats

Assets 4

30 Mar 15:51

github-actions

v0.6.2

acfdc8c

v0.6.2

Changelog

All notable changes to this project will be documented in this file.

The format is based on Keep a Changelog,
and this project adheres to Semantic Versioning.

0.6.2 - 2026-03-30

Bug Fixes

Define prices and positions in execution-delay example
Remove RHIZA_SKIP flags and fix all executable code blocks

Other Changes

Fix code block formatting in README.md

Removed unnecessary RHIZA_SKIP from code blocks in README

Update README.md

Co-authored-by: Copilot 175728472+Copilot@users.noreply.github.com

Bump version 0.6.1 → 0.6.2

PyPI Package

jquantstats

Assets 4

30 Mar 08:06

github-actions

v0.6.1

160aca7

v0.6.1

Changelog

All notable changes to this project will be documented in this file.

The format is based on Keep a Changelog,
and this project adheres to Semantic Versioning.

0.6.1 - 2026-03-30

Documentation

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

Maintenance

Drop plot_ prefix from DataPlots methods (#616)
Disable scheduled runs, workflow dispatch, and unused steps in rhiza_validate.yml

New Features

Property-based tests for financial metric invariants via hypothesis (#620)

Other Changes

Move app.py from repo root to api/app.py (#614)

Copilot/move app py to api directory (#615)

Co-authored-by: copilot-swe-agent[bot] 198982749+Copilot@users.noreply.github.com
Co-authored-by: tschm 2046079+tschm@users.noreply.github.com
Co-authored-by: Claude Sonnet 4.6 noreply@anthropic.com

Remove annualisation details for information_ratio

Removed section on information_ratio annualisation from migration documentation

Extract shared computation layer into _stats/_internals.py (#618)
Delete docs/migration.md (#626)
Migration
Bump version 0.6.0 → 0.6.1

Performance

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

PyPI Package

jquantstats

Assets 4

29 Mar 18:14

github-actions

v0.6.0

baee46a

v0.6.0

Changelog

All notable changes to this project will be documented in this file.

The format is based on Keep a Changelog,
and this project adheres to Semantic Versioning.

0.6.0 - 2026-03-29

Bug Fixes

Pin pygments<2.19 in mkdocs build to avoid NoneType crash
Update test_local import to reflect app.py move to api/ directory

Documentation

Sync root migration.md with recent library changes

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

New Features

Add null_strategy parameter to Data.from_returns / from_prices (#609)
Move app.py to api/app.py and update railway.toml

Other Changes

Port quantstats test suite to jquantstats (#598)

Co-authored-by: copilot-swe-agent[bot] 198982749+Copilot@users.noreply.github.com
Co-authored-by: Thomas Schmelzer thomas.schmelzer@gmail.com
Co-authored-by: tschm 2046079+tschm@users.noreply.github.com
Co-authored-by: Claude Sonnet 4.6 noreply@anthropic.com

Add annualise parameter to information_ratio for QuantStats parity (#607)

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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)

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Delete Procfile (#613)
Delete architecture section from README

Removed architecture section detailing entry points and their functionalities

Initial plan
Bump version 0.5.1 → 0.6.0

PyPI Package

jquantstats

Assets 4

29 Mar 09:26

github-actions

v0.5.2

e8fae9b

v0.5.2

Changelog

All notable changes to this project will be documented in this file.

The format is based on Keep a Changelog,
and this project adheres to Semantic Versioning.

0.5.2 - 2026-03-29

Bug Fixes

Resolve 404 for Marimo Notebooks and Reports pages in deployed book (#600)

Maintenance

Update MARIMO_FOLDER path in .env

New Features

Add comprehensive plots & reports gallery notebook (#596)

Other Changes

Initial plan
Clean up .env by removing book variables (#594)
Merge branch 'main' into copilot/bring-tests-from-quantstats
Initial plan for porting quantstats tests to jquantstats

Agent-Logs-Url: https://github.com/Jebel-Quant/jquantstats/sessions/4ce55d80-842c-44e2-a0cc-75403d794aaf

Co-authored-by: tschm 2046079+tschm@users.noreply.github.com

Port quantstats test suite to jquantstats (31 new tests)

Agent-Logs-Url: https://github.com/Jebel-Quant/jquantstats/sessions/4ce55d80-842c-44e2-a0cc-75403d794aaf

Co-authored-by: tschm 2046079+tschm@users.noreply.github.com

Merge branch 'main' into copilot/bring-tests-from-quantstats
Minor test cleanup: inline DataFrames and tighten raises match

Co-Authored-By: Claude Sonnet 4.6 noreply@anthropic.com

Merge branch 'main' into copilot/bring-tests-from-quantstats
Fix _NOTEBOOK_DIR scope and add HTML report exports via NOTEBOOK_OUTPUT_FOLDER
Rename _NOTEBOOK_DIR → NOTEBOOK_DIR (underscore-prefixed vars are cell-local in marimo)
Add os import to app.setup
Add export cells for data and portfolio HTML reports, using the same NOTEBOOK_OUTPUT_FOLDER pattern as rhiza.py

Co-Authored-By: Claude Sonnet 4.6 noreply@anthropic.com

Fix multiple-definition errors: prefix cell-local vars with underscore

Co-Authored-By: Claude Sonnet 4.6 noreply@anthropic.com

Bump version 0.5.1 → 0.5.2

PyPI Package

jquantstats

Assets 4

29 Mar 06:05

github-actions

v0.5.1

48424f5

v0.5.1

Changelog

All notable changes to this project will be documented in this file.

The format is based on Keep a Changelog,
and this project adheres to Semantic Versioning.

0.5.1 - 2026-03-29

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)

New Features

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

Other Changes

Delete .rhiza/templates/minibook directory
Delete .rhiza/make.d/gh-aw.mk (#588)
Marimushka go (#592)

Co-authored-by: copilot-swe-agent[bot] 198982749+Copilot@users.noreply.github.com
Co-authored-by: tschm 2046079+tschm@users.noreply.github.com

Bump version 0.5.0 → 0.5.1

PyPI Package

jquantstats

Assets 4

Releases: Jebel-Quant/jquantstats

v0.8.0

Changelog

0.8.0 - 2026-04-25

Maintenance

Other Changes

PyPI Package

Uh oh!

v0.7.0

Changelog

0.7.0 - 2026-04-23

Bug Fixes

Documentation

Maintenance

Other Changes

PyPI Package

Uh oh!

v0.6.5

Changelog

0.6.5 - 2026-04-14

Bug Fixes

Maintenance

Other Changes

PyPI Package

Uh oh!

v0.6.4

Changelog

0.6.4 - 2026-04-12

Bug Fixes

Maintenance

New Features

Other Changes

PyPI Package

Uh oh!

v0.6.3

Changelog

0.6.3 - 2026-03-31

Maintenance

Other Changes

PyPI Package

Uh oh!

v0.6.2

Changelog

0.6.2 - 2026-03-30

Bug Fixes

Other Changes

PyPI Package

Uh oh!

v0.6.1

Changelog

0.6.1 - 2026-03-30

Documentation

Maintenance

New Features

Other Changes

Performance

PyPI Package

Uh oh!

v0.6.0

Changelog

0.6.0 - 2026-03-29

Bug Fixes

Documentation

Maintenance

New Features

Other Changes

PyPI Package

Uh oh!

v0.5.2

Changelog

0.5.2 - 2026-03-29

Bug Fixes

Maintenance

New Features

Other Changes

PyPI Package

Uh oh!

v0.5.1

Changelog

0.5.1 - 2026-03-29