24 May 08:39

github-actions

3a64847

v0.9.2 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.

0.9.2 - 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)
Bump rhiza to v0.14.1 with github-project profile and marimo template (#775)

Other Changes

Bump version 0.9.1 → 0.9.2

PyPI Package

jquantstats

Assets 4

17 May 14:42

github-actions

v0.9.1

fedd253

v0.9.1

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.

0.9.1 - 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)

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

Bump version 0.9.0 → 0.9.1

PyPI Package

jquantstats

Assets 4

17 May 11:13

github-actions

v0.9.0

9da4a63

v0.9.0

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.

0.9.0 - 2026-05-17

Documentation

Clarify hhi_positive / hhi_negative as intentionally public optional metrics (#730)
Close edge-case metric coverage gaps vs quantstats (9 → 10) (#766)

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)
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
Extract inline Data setup into sub-fixtures in test_stats.py (#747)
Document _ReportingStatsMixin.rar() cross-mixin dependency via isolation test (#748)

New Features

Add winsorise and exponential_cov to PortfolioUtils (#726)
Add DataPlots.compare and figsize parity for log_returns/rolling_beta (#750)
Add Monte Carlo fan chart and simulation distribution plots to DataPlots (#749)

Other Changes

Refactor test_stats.py to reuse integer-indexed Data setup via sub-fixture (#711)

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

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)

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

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)

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

Add end-to-end benchmarks and close map_elements / Python-loop performance gaps (#768)

Add migration tests for new jquantstats functionality (#770)

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

Bump version 0.8.4 → 0.9.0

Performance

Align rolling_sortino to explicit native Polars expressions and add 10Y benchmark coverage (#740)

PyPI Package

jquantstats

Assets 4

16 May 06:37

github-actions

v0.8.4

40bf2d8

v0.8.4

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.

0.8.4 - 2026-05-16

Bug Fixes

Add src path to mkdocstrings so jquantstats is importable

Maintenance

Merge save() into to_html(path=None)

Other Changes

Bump version 0.8.3 → 0.8.4

PyPI Package

jquantstats

Assets 4

15 May 13:47

github-actions

v0.8.3

c7cffc7

v0.8.3

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.

0.8.3 - 2026-05-15

New Features

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

Other Changes

Bump version 0.8.2 → 0.8.3

PyPI Package

jquantstats

Assets 4

14 May 07:46

github-actions

v0.8.2

f3f7074

v0.8.2

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.

0.8.2 - 2026-05-14

Maintenance

Chore(deps)(deps): bump the python-dependencies group with 4 updates (#705)

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 4.35.3 to 4.35.4 in the github-actions group (#704)

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

New Features

Add DataUtils.exponential_cov (#706)

Other Changes

Bump version 0.8.1 → 0.8.2

PyPI Package

jquantstats

Assets 4

07 May 15:57

github-actions

v0.8.1

6aee572

v0.8.1

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.

0.8.1 - 2026-05-07

Maintenance

Lock file maintenance (#687)
Lock file maintenance (#689)
Chore(deps-dev)(deps-dev): bump ipython from 9.10.1 to 9.13.0 in the python-dependencies group (#690)

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

Lock file maintenance (#691)
Lock file maintenance (#694)
Lock file maintenance (#695)
Lock file maintenance (#696)
Lock file maintenance (#697)
Lock file maintenance (#698)
Lock file maintenance (#699)
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)
Lock file maintenance (#702)

Other Changes

Revise citation format in README

Updated citation instructions for jQuantStats

Delete .github/CITATIONS.bib
Delete renovate.json
Update template.yml
Code coverage badge
Bump version 0.8.0 → 0.8.1

PyPI Package

jquantstats

Assets 4

25 Apr 13:56

github-actions

v0.8.0

4d70d23

v0.8.0

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.

0.8.0 - 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)

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)

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

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

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)

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

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

Releases: Jebel-Quant/jquantstats

v0.9.2

Changelog

0.9.2 - 2026-05-24

Maintenance

Other Changes

PyPI Package

Uh oh!

v0.9.1

Changelog

0.9.1 - 2026-05-17

Documentation

Other Changes

PyPI Package

Uh oh!

v0.9.0

Changelog

0.9.0 - 2026-05-17

Documentation

Maintenance

New Features

Other Changes

Performance

PyPI Package

Uh oh!

v0.8.4

Changelog

0.8.4 - 2026-05-16

Bug Fixes

Maintenance

Other Changes

PyPI Package

Uh oh!

v0.8.3

Changelog

0.8.3 - 2026-05-15

New Features

Other Changes

PyPI Package

Uh oh!

v0.8.2

Changelog

0.8.2 - 2026-05-14

Maintenance

New Features

Other Changes

PyPI Package

Uh oh!

v0.8.1

Changelog

0.8.1 - 2026-05-07

Maintenance

Other Changes

PyPI Package

Uh oh!

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!