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)

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

• Fix double-multiplied and raw-decimal percentage values in performance tables (#602)

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: Thomas Schmelzer thomas.schmelzer@gmail.com

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

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: Thomas Schmelzer thomas.schmelzer@gmail.com

• Add confidence deprecation shim to conditional_value_at_risk (#610)

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: Thomas Schmelzer thomas.schmelzer@gmail.com

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

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: Thomas Schmelzer thomas.schmelzer@gmail.com
Co-authored-by: Claude Sonnet 4.6 noreply@anthropic.com

• Add railway.toml to fix uvicorn not found on Railway deployment (#612)

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

• 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