v0.10.0

Changelog

All notable changes to this project are documented in this file.

The format is based on Keep a Changelog,
and entries are generated from Conventional Commits.

[0.10.0] - 2026-07-29

New Features

• (portfolio) Add deduct_management_fee for flat annual fee deduction (#901)

Bug Fixes

• Address quality scorecard findings (#873 #890 #891 #892) (#893)

Documentation

• Link changelog page from landing page (#874) (#885)

Maintenance

• Update rhiza to v1.1.3 (#882)
• Sync with rhiza (#884)
• Chore(deps)(deps): bump the python-dependencies group with 7 updates (#886)
• Sync rhiza template to v1.2.0 (#887)
• Opt out of rhiza fuzzing/scorecard/weekly workflows (#888)
• Update rhiza to v1.2.1 (#889)
• Split data.py god-module and decompose B(10) blocks (#871) (#894)
• Chore(deps)(deps): bump the github-actions group with 11 updates (#895)
• Chore(deps)(deps): bump the python-dependencies group with 4 updates (#896)
• (pyproject) Modernize Python version and license metadata (#897)
• Chore(deps)(deps): bump the python-dependencies group with 8 updates (#900)
• Chore(deps)(deps): bump docker/login-action from 4.4.0 to 4.5.1 in the github-actions group (#899)
• Declare version bump locations for bump-my-version

Other Changes

• Support Python 3.14; refresh README badges; add CLAUDE.md (#881)
• Harden Rhiza sync schedule editing and tighten exception API typing (#883)

PyPI Package

jquantstats

Conda Recipe

A conda-forge recipe was generated with grayskull and uploaded as the conda-recipe workflow artifact.

v0.9.7

Changelog

All notable changes to this project are documented in this file.

The format is based on Keep a Changelog,
and entries are generated from Conventional Commits.

[0.9.7] - 2026-07-10

New Features

• Add ClusterFuzzLite fuzzing scaffold for jquantstats (#845)

Bug Fixes

• (make) Skip worktree/current branches in clean branch-prune (#838)
• (stats) Kill scipy VaR RuntimeWarning (#839) and split large _stats modules (#840) (#841)
• (reports) Narrow broad except blocks swallowing benchmark-metric errors (#857)
• (deps) Migrate pl.concat to how="horizontal_extend" (#866) (#867)

Maintenance

• Chore(deps)(deps): bump the python-dependencies group with 5 updates (#831)
• Add Rhiza Claude commands (/rhiza_quality, /rhiza_update) (#829)
• Skip kaleido image-export tests when no browser is available (#833)
• Centralize cross-mixin TYPE_CHECKING stubs (closes #834) (#835)
• Fix Sharpe scale-invariance property test (closes #836) (#837)
• Chore(deps)(deps): bump the python-dependencies group with 6 updates (#844)
• (plots) Split 1404-line _plots/_data.py into a subpackage (#846)
• Chore(deps)(deps): bump the github-actions group with 3 updates (#849)
• Chore(deps)(deps): bump the python-dependencies group with 6 updates (#850)
• Silence incidental BenchmarkAlignmentWarning noise in the suite (#848)
• Split the three largest src modules into focused submodules (#851)
• (exceptions) Reduce noqa[TRY003] density via reusable exception subclasses (#858)
• Chore(deps)(deps): bump the python-dependencies group with 3 updates (#860)
• Decompose C-grade blocks to reduce cyclomatic complexity (#863) (#864)
• Update rhiza to v1.0.2 (#865)
• Chore(deps)(deps): bump docker/login-action from 4.2.0 to 4.4.0 in the github-actions group (#868)
• Chore(deps)(deps): bump the python-dependencies group with 7 updates (#869)
• Update rhiza to v1.1.1 (#870)
• Remove orphaned git_repo fixture and test_utils from .rhiza/tests (#877)
• Update rhiza to v1.1.2 (#878)

Other Changes

• Add jquantstats vs QuantStats comparison documents
• Move QuantStats comparison docs into book
• Sync Rhiza template v0.18.8 → v0.19.3 (#832)
• Sync Rhiza template v0.19.3 → v0.19.4 (#843)
• Sync Rhiza template v0.19.4 → v0.19.6 + add github-paper (#847)
• Sync Rhiza template v0.19.6 → v0.19.9 (#854)
• Delete .rhiza/tests/test_git_repo_fixture.py (#876)
• Delete .claude/commands directory (#875)
• Bump version 0.9.6 → 0.9.7

PyPI Package

jquantstats

Conda Recipe

A conda-forge recipe was generated with grayskull and uploaded as the conda-recipe workflow artifact.

v0.9.6

[0.9.6] - 2026-06-13

💼 Other

• Bump version 0.9.5 → 0.9.6

⚙️ Miscellaneous Tasks

• Update CHANGELOG.md for v0.9.5 [skip ci]

PyPI Package

jquantstats

Conda Recipe

A conda-forge recipe was generated with grayskull and uploaded as the conda-recipe workflow artifact.

v0.9.5

[0.9.5] - 2026-06-12

🐛 Bug Fixes

• Warn when benchmark alignment drops rows, loosen kaleido pin
• Raise timeout for kaleido tests to absorb Chrome cold-start

💼 Other

• Bump version 0.9.4 → 0.9.5

⚙️ Miscellaneous Tasks

• Update CHANGELOG.md for v0.9.4 [skip ci]

PyPI Package

jquantstats

Conda Recipe

A conda-forge recipe was generated with grayskull and uploaded as the conda-recipe workflow artifact.

v0.9.4

[0.9.4] - 2026-06-12

🚀 Features

• Typed stat decorators, snapshot tests, docs FAQ/diagrams, protocol dedup

🐛 Bug Fixes

• CAGR sign flip in reports, accept integer rf, harden API endpoint (#791)
• Harden public API, messaged exceptions, numerical edge-case docs, 100% coverage gate
• Move coverage gate to custom-env.mk so rhiza validation passes

💼 Other

• Bump version 0.9.3 → 0.9.4

🧪 Testing

• Increase coverage to 100%

⚙️ Miscellaneous Tasks

• Update CHANGELOG.md for v0.9.3 [skip ci]
• Bump rhiza to v0.18.8 (#788)

PyPI Package

jquantstats

Conda Recipe

A conda-forge recipe was generated with grayskull and uploaded as the conda-recipe workflow artifact.

v0.9.3

[0.9.3] - 2026-06-05

🐛 Bug Fixes

• Update test_release_workflow to match inline release workflow

💼 Other

• Bump version 0.9.2 → 0.9.3

⚙️ Miscellaneous Tasks

• Update CHANGELOG.md for v0.9.2 [skip ci]
• Bump rhiza template to v0.11.0 (#776)
• Update rhiza to v0.15.2 (#778)
• Bump rhiza to v0.17.0
• Apply rhiza sync v0.17.0
• Update rhiza to v0.15.3 (#779)
• Upgrade paper workflow actions to Node.js 24-compatible versions
• Update rhiza to v0.18.4 (#781)

PyPI Package

jquantstats

v0.9.2

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.

0.9.2 - 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

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)

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• Bump version 0.9.0 → 0.9.1

PyPI Package

jquantstats

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)

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• 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)

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• Refactor stats decorators to support explicit data attribute contracts (#735)

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• Add Monte Carlo stats suite to close QuantStats parity gap (#751)

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• Refactor stats mixins to enforce Data null invariants and remove redundant null guards (#739)

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• Refine benchmark-aware null handling in information_ratio (#754)
• Deprecate ghpr, r2, and win_loss_ratio aliases (preserve compatibility) (#756)

Co-authored-by: copilot-swe-agent[bot] 198982749+Copilot@users.noreply.github.com
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• Refactor _reports StatsLike to the actual Report-facing surface (#755)

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• Document legitimate empty-after-filter guards in stats mixins (#761)

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• Consolidate residual duplication in reports, stats, and plot helpers (#760)

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• Add snapshot tests for all DataPlots methods; update plot coverage docs to 10/10 (#765)

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

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• Add migration tests for new jquantstats functionality (#770)

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• 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

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