v0.6.3

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0.6.3 - 2026-03-31

Maintenance

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

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

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

Other Changes

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

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• Release on RhizaSkip branch!? (#629)

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

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

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• Getting started
• Bump version 0.6.2 → 0.6.3

PyPI Package

jquantstats

v0.6.2

Changelog

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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

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• Bump version 0.6.1 → 0.6.2

PyPI Package

jquantstats

v0.6.1

Changelog

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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)

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

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• 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

v0.6.0

Changelog

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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)

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• 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)

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• Fix avg_drawdown sign convention to match QuantStats (negative fraction) (#608)

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• Add confidence deprecation shim to conditional_value_at_risk (#610)

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• Add minimal FastAPI app and Railway deployment config (#611)

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• 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

v0.5.2

Changelog

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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

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• Port quantstats test suite to jquantstats (31 new tests)

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

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• 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

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

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• Bump version 0.5.1 → 0.5.2

PyPI Package

jquantstats

v0.5.1

Changelog

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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)

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• Bump version 0.5.0 → 0.5.1

PyPI Package

jquantstats

v0.5.0

Changelog

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

0.5.0 - 2026-03-28

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)

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• Chore(deps)(deps): bump the python-dependencies group with 2 updates (#542)

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• 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

New Features

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

Other Changes

• Implement autocorrelation() and acf() in Stats (#544)

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• Quantstats bench (#579)

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• Risk (#581)

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• Simplify (#584)
• Update README.md
• Merge remote-tracking branch 'origin/main'

Conflicts:

README.md

• Delete REPOSITORY_ANALYSIS.md
• Sync out (#587)

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

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

PyPI Package

jquantstats

v0.4.0

Changelog

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

0.4.0 - 2026-03-26

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

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

Other Changes

• Add 1/n equal-weight portfolio SVG charts from real AAPL/META data (#519)

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• Delete .github/workflows/autopilot.yml
• Move mkdocs.yml to root level (#526)

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• Update README.md
• Remove exclusion of mail links from link check
• Revisit pyproject
• [WIP] Add kaleido static-export tests to CI matrix (#538)

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• Add .github/CODEOWNERS (#540)

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• Bump version 0.3.4 → 0.4.0

PyPI Package

jquantstats

v0.3.4

Changelog

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0.3.4 - 2026-03-26

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)

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)

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)

Other Changes

• Potential fix for code scanning alert no. 1: Workflow does not contain permissions (#503)

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• Revert "chore: move mkdocs.yml to repo root" (#517)
• [WIP] Fix PortfolioLike protocol to align with CostModel abstraction (#522)

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• Analysis
• Bump version 0.3.3 → 0.3.4

Performance

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

PyPI Package

jquantstats

v0.3.3

Changelog

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0.3.3 - 2026-03-24

Other Changes

• Fix mkdocs site_dir nested inside docs_dir

Set site_dir to ../site so the build output is placed at the repo root
level instead of inside docs/, which caused an aborted build error.

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

• Remove obsolete notebook
• Add Data.from_prices classmethod (#499)

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• Reorganize tests/ to mirror src/jquantstats/ structure (#500)

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• Bump version 0.3.2 → 0.3.3

PyPI Package

jquantstats