v0.3.4

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.

0.3.4 - 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)

Co-authored-by: Copilot Autofix powered by AI <62310815+github-advanced-security[bot]@users.noreply.github.com>

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

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

• 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

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.

0.3.3 - 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)

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

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

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 0.3.2 → 0.3.3

PyPI Package

jquantstats

v0.3.2

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.

0.3.2 - 2026-03-24

Other Changes

• Update README.md
• [WIP] Add GitHub Actions workflow for link checking in README (#497)

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

• Fix mike deploy failing due to mkdocs.yml not found at repo root

cd into docs/ before running mike commands since mkdocs.yml lives at docs/mkdocs.yml.

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

• Bump version 0.3.1 → 0.3.2

PyPI Package

jquantstats

v0.3.1

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.

0.3.1 - 2026-03-24

Maintenance

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

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

Other Changes

• Remove GitHub Codespaces badge

Removed GitHub Codespaces badge from README

• Remove Renovate badge from README

Removed Renovate badge from README

• Fix README link to jQuantStats
• Replace broken shields.io pyversions badge with static Python version badge (#495)

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

• [WIP] Update README.md with absolute URLs for references (#496)

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

• Bump version 0.3.0 → 0.3.1

PyPI Package

jquantstats

v0.3.0

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.

0.3.0 - 2026-03-24

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%

New Features

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

Other Changes

• Fix docs build: update plots reference and broken links in CUSTOMIZATION.md (#470)

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

• Collapse PortfolioData into Portfolio (#473)

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

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

PyPI Package

jquantstats

v0.2.0

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.

[0.2.0] - 2026-03-23

Bug Fixes

• Fix ruff formatting in test_edge_cases.py

Co-authored-by: tschm 2046079+tschm@users.noreply.github.com
Agent-Logs-Url: https://github.com/tschm/jquantstats/sessions/bf90d4cc-1ad7-4b63-a4e9-892fe28588aa

• 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

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

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

New Features

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

Other Changes

• Initial plan
• Add property-based tests with hypothesis and fix sortino ZeroDivisionError

Co-authored-by: tschm 2046079+tschm@users.noreply.github.com
Agent-Logs-Url: https://github.com/tschm/jquantstats/sessions/383b5562-61f0-4aff-87d7-d1ef4999f95a

• Initial plan
• Add CHANGELOG.md, cliff.toml, and make changelog target

Co-authored-by: tschm 2046079+tschm@users.noreply.github.com
Agent-Logs-Url: https://github.com/tschm/jquantstats/sessions/8bfc6764-97ba-4e38-9539-91ad4d1f7af3

• Merge pull request #384 from tschm/copilot/add-changelog-file

[WIP] Add CHANGELOG.md following Keep a Changelog format

• Merge branch 'main' into copilot/add-property-based-tests
• Remove hypothesis from pyproject.toml; use importorskip for graceful skip

Co-authored-by: tschm 2046079+tschm@users.noreply.github.com
Agent-Logs-Url: https://github.com/tschm/jquantstats/sessions/798615a2-215f-4a3d-b5a9-3b66cabcf25c

• Initial plan
• Merge branch 'main' into copilot/add-snapshot-tests-for-plots
• Merge pull request #377 from tschm/copilot/add-snapshot-tests-for-plots

feat: Plotly figure structure snapshot tests for regression detection

• 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

Co-authored-by: tschm 2046079+tschm@users.noreply.github.com
Agent-Logs-Url: https://github.com/tschm/jquantstats/sessions/47e9b47c-4abd-4cd3-bb76-196c22ad6b34

• Merge pull request #386 from tschm/copilot/add-truncate-in-api

Add truncate method to Data class

• Initial plan
• Merge branch 'main' into copilot/add-conda-forge-recipe
• Add conda-forge recipe and update README installation docs

Co-authored-by: tschm 2046079+tschm@users.noreply.github.com
Agent-Logs-Url: https://github.com/tschm/jquantstats/sessions/43a6aebf-3195-4e71-b5ba-1ac66bf6c198

• Merge branch 'main' into copilot/add-conda-forge-recipe
• Merge pull request #391 from tschm/copilot/add-conda-forge-recipe

Add conda-forge recipe for jquantstats

• 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

Expand test_edge_cases.py — empty returns, single-row frame, all-zero stats, NaN propagation, partial date overlap

• Merge branch 'main' into copilot/add-property-based-tests
• Merge pull request #379 from tschm/copilot/add-property-based-tests

Add hypothesis property-based tests for statistical invariants; fix sortino ZeroDivisionError

• 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

Enforce return-type annotations via ANN2 ruff rule

• Merge branch 'main' into plan10
• Merge pull request #396 from tschm/plan10

docs: rewrite SECURITY.md for jquantstats

• Merge branch 'main' into copilot/add-data-and-stats-docs
• Merge pull request #401 from tschm/copilot/add-data-and-stats-docs

[WIP] Add Data and Stats classes to mkdocs navigation

• 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

[WIP] Stabilize date_col convention by making it a class-level attribute

• Merge branch 'main' into copilot/add-issue-templates
• Remove Mypy configuration from pyproject.toml
• Merge pull request #404 from tschm/noMyPy

Remove Mypy configuration from pyproject.toml

• Merge branch 'main' into copilot/add-issue-templates
• Merge pull request #403 from tschm/copilot/add-issue-templates

Add ISSUE_TEMPLATE config and PULL_REQUEST_TEMPLATE to lower contributor barrier

• Add narwhals support to accept pandas/polars/modin inputs in build_data

Closes #57. Adds narwhals as a runtime dependency and converts any
narwhals-compatible DataFrame to polars at the build_data boundary,
unlocking pandas and other dataframe inputs without breaking the
polars-native internals.

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

• Initial plan
• Initial plan
• Add Ideas discussion template and update issue config to redirect to discussions

Co-authored-by: tschm 2046079+tschm@users.noreply.github.com
Agent-Logs-Url: https://github.com/tschm/jquantstats/sessions/77f1aab1-ac04-4ba4-b258-c94946a82c3b

• Merge branch 'main' into copilot/add-discussions-tab
• Merge pull request #411 from tschm/copilot/add-discussions-tab

Add Discussions infrastructure: Ideas template + issue routing

• 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

Co-authored-by: tschm 2046079+tschm@users.noreply.github.com
Agent-Logs-Url: https://github.com/tschm/jquantstats/sessions/9957b64f-2f21-4d16-8fd0-732b318b0951

• Merge branch 'main' into copilot/add-mkdocs-mkdocstrings
• Merge pull request #412 from tschm/copilot/add-mkdocs-mkdocstrings

Build API reference: add mkdocstrings pages for all public classes and wire docs dep group

• 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

Expand README: comparison table, Mermaid architecture diagram, more examples, badge row

• 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

docs: add GitHub Discussions templates and routing

• 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

fix(issue-templates): replace rhiza-specific references with jquantstats content

• Initial plan
• Add repr to Data, Stats, Plots and Portfolio

Co-authored-by: tschm 2046079+tschm@users.noreply.github.com
Agent-Logs-Url: https://github.com/tschm/jquantstats/sessions/42f2887d-36a8-42ae-b440-67a92a0fce7c

• Initial plan
• Add ROADMAP.md to repository root

Co-authored-by: tschm 2046079+tschm@users.noreply.github.com
Agent-Logs-Url: https://github.com/tschm/jquantstats/sessions/55b7e43d-1897-4a4d-8007-1bef4b63ea6e

• Initial plan
• Merge pull request #428 from tschm/copilot/add-citations-bib-file

[WIP] Add CITATIONS.bib for academic users

• Merge branch 'main' into copilot/add-roadmap-md
• Update ROADMAP.md
• Merge pull request #429 from tschm/copilot/add-roadmap-md

[WIP] Add ROADMAP.md file for version planning

• Merge branch 'main' into copilot/add-repr-to-data-stats-plots-portfolio
• Initial plan
• Replace Any with NativeFrame type alias for narwhals inputs

Co-authored-by: tschm 2046079+tschm@users.noreply.github.com
Agent-Logs-Url: https://github.com/tschm/jquantstats/sessions/2d033a26-295d-4bce-809c-f0ba038d5e42

• Merge branch 'main' into copilot/replace-any-with-nativeframe-type-alias
• Merge br...

v0.1.1

What's Changed

• Add analytics subpackage ported from jebel-quant/basanos by @Copilot in #368
• Refactor by @tschm in #370
• refactor: deduplicate NAV layout setup into shared helper by @Copilot in #372

Full Changelog: v0.0.36...v0.1.1

PyPI Package

jquantstats

v0.0.36

What's Changed

• Remove pandas and pyarrow as runtime dependencies by @Copilot in #367

Full Changelog: v0.0.35...v0.0.36

PyPI Package

jquantstats

v0.0.35

What's Changed

• Fix broken coverage badge by @Copilot in #363
• [WIP] Fix LICENSE badge to reflect MIT license by @Copilot in #365

Full Changelog: v0.0.34...v0.0.35

PyPI Package

jquantstats

v0.0.34

What's Changed

• Update reference version from v0.8.2 to v0.8.3 by @tschm in #351
• Tschm patch 100 by @tschm in #352
• chore(deps)(deps): bump the github-actions group with 2 updates by @dependabot[bot] in #353
• chore(deps)(deps): bump plotly from 6.5.2 to 6.6.0 in the python-dependencies group by @dependabot[bot] in #354
• chore(deps)(deps): bump the python-dependencies group with 2 updates by @dependabot[bot] in #357
• chore(deps)(deps): bump github/codeql-action from 4.32.5 to 4.32.6 in the github-actions group by @dependabot[bot] in #356
• chore: Sync with rhiza by @tschm in #358
• chore(deps)(deps): bump the github-actions group with 4 updates by @dependabot[bot] in #359
• Tschm patch 150 by @tschm in #361

Full Changelog: v0.0.33...v0.0.34