Conversation
…ase docs - Add `push` trigger to `.github/workflows/release.yml` for the `dev` branch. - Restrict `mkdocs deploy` to the `main` branch and `release` events, preventing pre-release documentation from overwriting the live documentation site. - Implement conditional tags in `docker/metadata-action`: tag builds on `dev` as `nightly`, while keeping `latest` reserved for `main`. - Isolate the Playwright screenshots cache for the `dev` branch as `screenshots-dev-`, allowing fast incremental builds on development pushes. - Keep manual screenshot regeneration capability via `workflow_dispatch` inputs. - Only archive PNG screenshot files (`**/*.png`) in `release.yml` to prevent outdated markdown files from entering the upload package. - Add new `release-pipeline.md` reference manual under `developer/docs/` with a detailed Mermaid flowchart explaining the CI/CD pipeline. - Lower custom screenshot carousel z-indexes in `home-custom.css` below header defaults to prevent language dropdown overlap. - Add `--force` flag to the `mkdocs gh-deploy` wrapper in `dev.py` to prevent push rejections.
…cons - Add structured GitHub Issue Templates (.github/ISSUE_TEMPLATE/) for bug reports, feature requests, UX ideas, and plugin requests. - Update localized contribution guides (contribute.*.md) to link directly to the new issue templates. - Add localized "Request New Plugin" card-links using Lucide puzzle piece SVG to import, assets, and FX provider lists. - Fix relative image path traversals for CSS Scraper and Scheduled Investment icons in both list cards and detail page headers across all languages. - Ensure cards relative link (../../../community/contribute/) resolves correctly without 404.
…est/docs updates - Fix MWRR double-counting: initial_nav now derived from nav_snapshots[0].nav (aligned with history) - Add mwrr_cumulative + mwrr_annualized metrics across summary and history - GrowthChart % mode now uses mwrr_cumulative (aligned with TWRR/ROI) - BREAKING: removed legacy mwrr_percent (Summary) and mwrr (HistoryPoint) - Remove transaction query limit (was 100) - Scheduler: UTC storage, TZ-aware defaults, frontend selector, modal locked behind edit mode - OpenDateRangeModel: add "min"/"max" sentinels + MAX preset in DateRangePicker - DistributionEditor: auto-fill remaining weight to 100% - Countries endpoint: include_other param - i18n: Liquidity label + allocation chart icon - Allocation & Growth charts: tooltip helpers, safeKey fix, appendToBody, UI/UX improvements - E2E gallery: mock dashboard report API, dynamic date shifting, extended screenshots (desktop/mobile, all tabs/modes) - Docs: fix LaTeX rendering, clean headings, define MWRR/TWRR concepts, verify examples (CAGR, CF sign, exact values)
- Convert GitHub-style alerts (> [!TIP]/[!NOTE]) to standard MkDocs admonitions (!!! note/tip) in timing-effect, mwrr, and twrr docs. - Add required blank line inside admonition blocks to prevent Prettier failures. - Apply precision improvements to Timing Effect descriptions across all 4 languages (EN, IT, ES, FR) based on finance terminology review (clarifying investor gap, simple ROI in portfolio context, and tax/fee handling).
Backend: - Fix MWRR double-counting: use nav_snapshots[0].nav, not total_invested - Add mwrr_annualized/mwrr_cumulative (remove mwrr_percent/mwrr) - Summary metrics now respect date_from (period-rebased ROI/TWRR/MWRR) - Add period P&L breakdown: unrealized_delta, realized_gain_loss (WAC), income (DIVIDEND+INTEREST), fees_taxes (FEE+TAX), other_result - Fix period_nav_start=0 when date_from before first event - Fix realized G/L: exclude SELL from WAC computation (excluded_tx_ids) - Force ROI/TWRR/MWRR first point to 0% unconditionally - Add annualized_to_cumulative() helper in roi_utils Frontend: - 3 specialized KPI cards: Net Worth (bars+markers), P&L (breakdown bars), Returns (timing effect hero + metric bars) - New KpiMetricBar.svelte component with tooltip and triangle marker - GrowthChart: all labels reactive to locale, tooltipPositionSide - All charts migrated from tooltipPositionAboveFinger to Side - DateRangePicker MAX preset translated (All/Tutti/Tout/Todo) - Resolve min/max sentinels in asset/FX detail (fix 422 errors) - Currency formatting via formatCurrencyAmountPlain BREAKING CHANGE: removed mwrr_percent (PortfolioSummary), mwrr (PortfolioHistoryPoint/AssetHistoryPoint). Use mwrr_annualized_percent / mwrr_annualized + mwrr_cumulative_percent / mwrr_cumulative.
BREAKING CHANGE: PortfolioSummary adds total_deposited, total_withdrawn, net_deposited_capital, period_market_value_start, period_fees, period_taxes, net_invested on PortfolioHistoryPoint. Removed fields: none. All additive. MWRR series: - Fix warm-start contamination: guard extreme rates, retry cold-start - Fix initial_nav=0 degeneracy when date_from before portfolio start - Fix CF exclusion on period start date (strict > vs >=) - Add reliability fallback: compare series[-1] vs summary, null-out if divergent, emit MWRR_SERIES_UNRELIABLE DataQuality issue - ROI first point no longer jumps to 6% on deposit day Period P&L: - get_summary() now accepts date_to — income, fees, realized, net_deposited_capital all respect both boundaries - period_net_flows also filtered by date_to - MWRR end_date uses date_to (not always today) Card 1 (Net Worth): - Replace NAV bar with Market Value + start marker - Remove Unrealized G/L row (overlaps P&L card) - Add Net Deposited Capital with diverging bar - Add period scope note at bottom GrowthChart EUR: - Add net_invested field (cumulative deposits - withdrawals) - Tooltip shows P&L = NAV - net_invested - Stack order: book value → cash → in-transit → NAV line Other: - Directa plugin: fix Rit.cedola classified as INTEREST (→ TAX) - Manual assets (no provider): suppress MISSING_PRICE banner - Fees/taxes tooltip: split with emoji + right-aligned HTML table - KpiMetricBar/KpiDivergingFlowBar: add tooltipHtml prop
BrokerInfo missing default_import_plugin: plugin-only brokers showed
dot only; added to type + brokerMap. referrerpolicy="no-referrer" on
all favicon imgs.
Promote false positive: cashAmountsCancel() (exact sum=0) was only in
selectedForPromote — root cause was localSuggestions + bannerSuggestions;
now guarded in all three.
BulkModal: enablePagination=true + alwaysShowPagination + [5,10,25,50]
page sizes (was enablePagination=false).
LIQUIDITY i18n key uppercase; AllocationPieChart type-mode now resolves
$t("asset.types."+name.toUpperCase()) instead of showing raw name.
AssetModal resetForm(): currency ← userSettings.base_currency (was "USD").
AssetModal saveCreate(): full-history sync start=1975-01-01 after provider.
SectorSearchSelect: getSectorEmoji() in label (DistributionEditor was
wrong target). ImportWizard: checkAndPromptIdentifier on oncreated.
Also: DataTable getRowHref + onauxclick middle-click (F),
Tooltip mobile min(maxWidth, 100vw-20px) (I), responsive
thresholds +100px after YTD/ALL (L), KPI tooltips + overlay
icon fallback in DataTableColumnFilter/dashboard (J/A2-A3).
…hart GrowthChart ABS mode restructured around the narrative: P&L = NAV − Deposited Capital - Two-pool daily-stateful cash decomposition in portfolio engine (returns consumed first on BUY, principal returned on SELL) - New stacked areas: Asset Cost / Returns / Capital - Capital Baseline dashed overlay line - Tooltip shows Total P&L with formula hint - 5 new fields in PortfolioHistoryPoint DTO (non-breaking addition) - 9 unit tests covering examples A-F + edge cases The stateless formula was algebraically unable to distinguish deposit residuals from returns when book_asset_like > baseline. Delta-based two-pool model tracks provenance at cost-basis level without euro-per-euro ledger or DB persistence.
Dashboard user guide: - Rewrite user/dashboard/index.en.md as overview - Add kpi-cards.en.md (Net Worth, Period P&L, Returns cards) - Add charts.en.md (Growth Chart ABS/%, Allocation Panel) Financial theory: - Add deposited-capital.en.md with delta-based cash decomposition algorithm, 6 worked examples A–F, and limitations - Extend period-pnl.en.md with Total P&L / Period P&L relationship - Add "Deposited Capital & Total P&L" to performance-metrics index BRIM documentation: - Rewrite generic_csv.md: sign conventions table, per-type guidance, P2P patterns, storno/reversal strategies, LLM tip with prompt - Rewrite architecture.md: full 6-step wizard, plugin contract - providers_list.md: favicon icons, links to user import pages User import pages (generic-csv ×4 languages): - Add column reference table with accepted aliases from HEADER_MAPPINGS - Add info banner linking to technical spec
…n chain - AssetModal: internal ConfirmModals use zIndex+20 instead of hardcoded 70/80; fixes cancel being blocked when opened from ImportWizardModal at zIndex=90 - broker icon fallback chain (icon_url → portal favicon → plugin icon → initial letter) extracted into brokerIconChain.svelte.ts; BrokerIcon and BrokerBadge both use it — single source of truth - BrokerBadge: drops colored-dot fallback, uses initial letter (consistent with BrokerIcon); gains full multi-URL retry on load error - brokerStore: ensureBrokersLoaded + refreshAllBrokers both fire ensurePluginIconsLoaded; fixes brokers/ page showing "R" because plugin cache was empty at render time - brokerHelpers: correct priority order restored (favicon before plugin icon); getBrokerIconCandidates replaces duplicated inline new URL(portal_url).origin+'/favicon.ico' in 4 modal files - ChartSignalsSection: remove local ASSET_TYPE_ICON_MAP, use getAssetTypeIconUrl - resolveValidationMessage: use getAssetTypeIconUrl instead of inline path construction fix(docs): responsive scaling for landing page on narrow mobile - logo+h1 hero row: clamp(2.2rem,9vw,4rem) + proportional logo; prevents overflow on 320px+ viewports - h2 subtitle: clamp(1.1rem,5.5vw,2.2rem) + suppress mobile-break span so text wraps naturally instead of forced at 768px - all landing text elements scale proportionally: badges, buttons, deep-dive h2/p, provider-info, lf-fit cells, quick-install paragraphs - badge gap: clamp(0.5rem,3vw,2rem) - nav cards: grid layout (icon+title row 1 / desc row 2 full-width) replaces flex; card-desc uses grid-area:desc for guaranteed full-width on every viewport
…uy_price Replace N×M compute_wac_iterative DB calls with single-pass inline WAC computation. Restructure engine around per-tx unified loop: - Pre-frame/frame separation (no market eval before t0) - Price fallback: MARKET_PRICE → LAST_BUY_PRICE(V(u)) → MISSING - 3-pool event-driven: read WAC → update K/R → reduce pool - DailyPositionState emitted at t0/t1 + period accumulators - Blob cache fingerprint-keyed (range-aware, reuse if contained) Key fix: SELL now reads WAC before reducing pool, preventing full-sell bug where entire proceeds went to returns (R) instead of splitting capital (K) + gain (R). Adds 20 unit tests validating: inline WAC, last_buy_price chain, 3-pool decomposition, position snapshots, period accumulators, pre-frame/frame separation.
Dashboard charts (Growth, AllocationHistory) use xAxis type:'time'
with namedPoint({name: date, value}) for ECharts shift animation —
shared dates translate vertically, new dates enter, removed exit.
Partial setOption on data-only updates avoids full chart rebuild.
- Centralize animation config in echartsAnimationConfig.ts
- Add TweenedValue component for numeric interpolation (900ms cubicOut)
- Apply TweenedValue to 14 KPI numbers (3 hero + 11 metric bars)
- Persistent DOM containers prevent chart instance destruction
- Stale-while-revalidate: keep old data visible during fetch
- FX page: single bulk HTTP call via ensureFxRangeLoadedBulk()
- Pie chart: notMerge:false for segment morph animation
- LineChart/Candlestick/PriceChartFull: merge-mode animation
- KPI bars: CSS transition duration-700 + marker caret animation
- Added Step 3 (Analysis & Parsing) explanation table for grid emojis in all languages
- Clarified that Step 3 TODO action indicators (orange/red) are not errors but rather missing values to be solved during the bulk revision step
- Added UNIQUE (green) and UNRESOLVED (red) badges and matching rules to duplicate detection tables across all languages
- Translated and aligned Dashboard index.md page for Italian, French, and Spanish
- Fixed Mermaid diagram tab layout indentations in asset create-edit guides
- Fixed missing translation keys for navigation menus in mkdocs.yml ("Create & Edit" and "Events")
Stale-while-revalidate pattern: old data stays visible during fetch, new data animates in when ready. Eliminates blank/loading flicker on period change for repeat visits. - GrowthChart/AllocationHistory: xAxis time + namedPoint shift anim - AllocationPieChart: partial setOption for segment morph - TweenedValue component: 14 KPI numbers interpolate (900ms cubicOut) - KpiMetricBar: CSS transition on bars + markers (duration-700) - Persistent DOM containers prevent chart instance destruction - FX page: single bulk HTTP call via ensureFxRangeLoadedBulk() - Detail page charts (Line/Candle) unchanged: instant render
…stamp command
## Translation pipeline
- Add `translate-stamp` subcommand to translate_docs.py:
- Updates .translate-hashes.json to current MD5 without invoking the LLM
- Supports --file, --lang, --dry-run flags
- Preserves all existing cache metadata (analysis, critique, etc.)
- Available as both `./dev.py mkdocs translate-stamp` and standalone
- Use after manual edits to prevent spurious re-translation on next run
- Stamp 51 already-translated files to re-sync cache after manual edits
## Docs: performance-metrics structural alignment (EN → IT/FR/ES)
- Add "Relationship with Total P&L" section to period-pnl.{it,fr,es}.md
(mirrors existing EN section with LaTeX formulas and Growth Chart reference)
- Add Deposited Capital & Total P&L row to index.{it,fr,es}.md metrics table
- Confirm 381/387 translation files structurally clean (6 intentional minor deltas)
## Docs: missing translation inventory
- Confirmed 4 files with no translations yet:
deposited-capital.en.md, kpi-cards.en.md, charts.en.md, host_installation.en.md
New dedicated page with formal notation for the full engine:
valuation chain, WAC iterative update, portfolio aggregation,
3-pool cash model (K/R/W), period contribution, pre-frame/frame.
Existing metric pages slimmed down to reference engine page.
Fix KaTeX rendering: replace € and {,} in math blocks with
\text{ EUR} and \, (thin space).
Enum filter popovers still consumed `iconUrl`, so broker options fed with `iconCandidates` rendered dot-only fallbacks. Keep tx broker-name hooks on BrokerBadge and add focused regressions for dashboard and transaction broker surfaces.
… ingest new work untill now
Frontend-only feature: two-button dropdown next to Sync builds structured prompt from portfolio report + technical signals, copies Markdown+YAML to clipboard for external AI. - 11 new files in lib/features/ai-export/ - types, builder, renderers (full prompt + data-only) - generic cross-detection engine for signal events - daily→weekly sampling for 3M technical window - EMA20/50/200, RSI14, MACD computed via existing signals - normalized return % from common 3M base date - i18n keys added (EN/IT/FR/ES) - svelte-check: 0 errors, 0 warnings
…chors
- Translated WAC (Weighted Average Cost) and CMP (Coût Moyen Pondéré) to localized equivalents: PMC (Prezzo Medio di Carico) in Italian and PMP (Precio/Prix Moyen Pondéré) in Spanish and French.
- Aligned mathematical formulas in `weighted-average-cost.md` using localized terms (e.g., `PMC_{\text{attuale}}`, `PMP_{\text{nuevo}}`).
- Cleaned up remaining WAC/CMP references across all user guides, transaction forms, and broker import documents.
- Fixed relative paths for transaction icon assets in `portfolio-engine` tables (`../../../static/`).
- Updated cross-file links to point to correct localized section anchors.
- Updated `.translate-hashes.json` cache stamps via `translate-stamp` for modified English files to prevent LLM re-translation.
Bug fixes: - Dropdown outside-click: use closest() instead of === - Replace BrainCircuit icon with Brain Semantic fixes: - Multiply ratio-format *_percent fields by 100 - Add metric_definitions to methodology section - Add allocation_basis + Other/Unallocated if gap >0.5% - Filter closed positions with no period activity - Add is_open flag and valuation_source proxy - Rename "Return %" column to "Return from 3M base %" Noise reduction: - Add epsilon to price/EMA cross detection (~0.1%) - Add minGapDays (3-5) between same-type events - MACD histogram epsilon 0.05 (ignore near-zero) - Limit to 5 events/asset, 40 total - snake_case YAML keys (ema20, macd_histogram, rsi14) - Filter backward-filled (non-trading) prices Prompt improvements: - Add PAC amount absent instruction - Tighten web research scope
Semantic fixes: - Replace deposited_capital with total_invested (lifetime denominator) - Add period_net_deposits (period-scoped, formerly misleading) - Fix metric_definitions to match actual computation - Change allocation_basis to nav_including_cash - Remove closed positions entirely (not relevant for PAC) - Remove is_open field (all exported positions are open) New sections: - technical_summary: compact per-asset overview (return_3m, RSI, MACD, price_vs_ema%) before full tables - pac_context: explicit PAC parameters (amount unavailable, EUR, no sale suggestions, new assets unknown) Prompt improvements: - Analysis request: 3 named PAC scenarios (rebalance, core accumulation, cautious/risk-control) - Explicit "not investment advice" framing Events: max 4/asset (was 5), 30 total (was 40)
Allocation: - by_asset, by_currency, by_broker now include cash to match allocation_basis: nav_including_cash (previously excluded cash, causing sums <100% inconsistent with broker_summary) - by_asset_type/by_sector already included cash via backend Liquidity bucket; by_geography left as-is (cash has no geography) Removed: - valuation_source field from positions (product decision: exported values are already best-estimate, AI shouldn't reason about source) Added: - methodology.technical_context_policy — clarifies 3M technical window is independent from the selected portfolio date range - investor_assumptions section (risk_tolerance, investment_horizon, target_allocation: unavailable) + prompt instruction not to assume user profile - Data-only export now includes methodology (was missing entirely, needed to interpret wac_policy/valuation_policy without prompt text) Reordered sections in both renderers: Methodology → Export Metadata → Snapshot → Allocation → Positions → Broker Summary → PAC Context → Investor Assumptions → Technical Summary → Technical Series → Events → Unavailable → Data Quality Prompt: refined underweight/overweight wording to state assumptions explicitly rather than imply objective thresholds. Kept unchanged per product decision: period_pnl/period_pnl_percent on positions, technical event noise filters (already adequate).
Long lists of sub-1% countries or sectors reduce signal-to-noise for the LLM when the export contains diversified portfolios. Added allocationCompaction.ts: - Static ISO3->continent lookup (~230 codes, 5 continents: Europe, Asia-Pacific, North America, South America, Africa) - compactGeography(): countries >=1% kept individually, <1% grouped into "<Continent> minor countries"; unmapped codes fall into "Other minor countries" - compactSector(): sectors >=1% kept individually, <1% merged into a single "Minor sectors" bucket - Unknown/Liquidity never merged into minor buckets regardless of weight — kept as standalone signals by_geography now also includes cash explicitly as a "Liquidity" line (previously excluded entirely from geography, unlike by_asset_type/by_sector which already had it via backend). methodology.allocation_compaction_policy declares thresholds and grouping rules so the AI knows small exposures are aggregated. Requested Analysis text updated with the same note. by_asset, by_asset_type, by_currency, by_broker intentionally left uncompacted — either already short or needed at full detail for PAC decisions. Validated: svelte-check 0/0, i18n audit 1476/0 incomplete.
- Remove 194 unused/duplicate keys across en/it/fr/es (1670 -> 1476),
verified against frontend literal + template usages, backend
message_i18n_key data refs, and e2e tests
- Merge 52 fully-duplicate key groups into common.* canonicals,
repointing all call sites; keep dynamic-prefix namespaces
(transactions.fields/types/errors, chartSettings.*, assets.types,
etc.) untouched since they're resolved via `$t(prefix.${var})`
- Normalize a handful of incidental translation inconsistencies found
along the way (casing drift, missing accents)
- Fix i18n-audit.py false positives: detect backend-driven
message_i18n_key="ns.key" data refs and camelCase-continuation
dynamic templates (historyDays${day}) that the static scanner missed
- Document accepted-duplicate and protected-namespace rules in the
devpy-i18n skill for future audits
122 duplicate groups remain, all reviewed and intentionally kept
(protected dynamic prefixes, semantic/context differences, or
grammar-dependent casing). Coverage 100% across all 4 languages,
svelte-check clean, 0 orphaned key references.
Root cause: by_type/by_sector already fold cash into their backend denominator (via a "Liquidity" bucket), but by_geography does not — the backend has no geographic classification for cash, so its country percentages already sum to ~100% of market_value alone. Adding a NAV-based Liquidity line on top of that already-complete 100% pushed the section to ~101%, and ensureAllocSums100() then emitted a negative "Other / Unallocated" residual to force the sum back to 100 — invalid, confusing data for the AI advisor. Fix (no rescaling, per product decision): - by_geography no longer gets a Liquidity line added; countries are exported exactly as returned by the backend, on their own market_value_excluding_cash basis - Declared explicitly via methodology.allocation_basis_exceptions so the AI doesn't assume by_geography sums to 100% of NAV like the other sections - ensureAllocSums100() now guards against negative residuals: only adds a positive bucket above +0.5pp tolerance; a negative gap is logged as a console warning and silently omitted, never exported Also added metric_definitions.position_period_pnl_percent to distinguish the position-level P&L percentage (period_pnl / |start_value|) from the technical return_3m_percent shown in the Technical Summary — same name, different meaning, now disambiguated.
…nition
The position_period_pnl_percent metric definition contained a literal
"&" ("P&L"). Any downstream Markdown-to-HTML rendering of the copied
clipboard text (e.g. viewing it through a Markdown-aware tool) would
legitimately re-encode it as "&" per CommonMark/HTML rules, which
could confuse an AI reading the rendered version. Reworded to
"gain/loss" to sidestep the ambiguity entirely — the clipboard writer
itself does no escaping of its own.
Added metric_definitions.simple_roi_percent, previously undocumented:
"(NAV - period_net_deposits) / period_net_deposits" — verified against
calculate_simple_roi() and its call site in portfolio_service.py; the
denominator is the selected period's net deposits (same field already
exported as period_net_deposits in Portfolio Snapshot), not lifetime
total_invested.
No changes to by_geography, allocation values, valuation_source,
technical calculations, or backend/API.
Both flagged as mathematically inconsistent against real exported data — traced to actual backend code, confirmed as genuine errors: simple_roi_percent: Round-6 definition "(NAV - period_net_deposits) / period_net_deposits" gave ~688% with real numbers (nav=51004.25, period_net_deposits=6468.26) vs actual 11.63%. Traced portfolio_service.py: the real denominator is period_nav_start + net cash flows after period start (via a synthetic -period_start_nav cash flow), not period_net_deposits alone. Added period_nav_start to AiPortfolioSnapshot (existing backend field summary.period_nav_start, no backend changes) and reworded the definition as an explicit approximation — not an exact formula, since LibreFolio's ROI calc and period_pnl calc use slightly different period-boundary conventions internally and aren't guaranteed to match to the last decimal. by_geography basis: Round-5 text claimed percentages "are not rescaled to NAV and do not sum to 100%" — contradicted by real data (countries + minor buckets ≈ 100%). Verified portfolio_engine.py: backend excludes cash from by_geo's own denominator before normalizing to 100%, so the section genuinely sums to ~100%, just of invested market value excluding cash (not of NAV like every other allocation section). Corrected the allocation_basis_exceptions text to state this precisely, with the practical inflation effect noted for the AI reader.
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AI Portfolio Export, Portfolio Engine Refactor & Dashboard Overhaul
Major backend engine rework (inline WAC, per-broker cash pools), a new
frontend-only AI advisor export feature, MWRR/period P&L fixes with
redesigned KPI cards, and broad chart/UX/docs polish.
Highlights:
New features:
build a structured Markdown+YAML dossier from the portfolio report +
frontend-computed technical signals (EMA/RSI/MACD), for external AI
advisors during the monthly PAC review. Frontend-only, no new backend
endpoints. Includes geography/sector long-tail compaction, PAC context,
investor-assumptions disclaimer, and documented allocation-basis
exceptions
daily-stateful model splits cash into Asset Cost / Returns / Capital,
P&L = NAV − Deposited Capital narrative
stale-while-revalidate — no more blank/loading flicker on period change
Portfolio engine (backend):
loop fixes full-sell bug (proceeds no longer all routed to returns)
pools — K[broker]/R[broker] with correct CASH_TRANSFER handling
→ MISSING; pre-frame/frame separation avoids premature market eval
Dashboard & metrics (BREAKING):
added mwrr_annualized/mwrr_cumulative, removed legacy mwrr_percent/mwrr
income, fees/taxes, other_result — respects date_from/date_to
KpiMetricBar/KpiDivergingFlowBar components
net_deposited_capital, period_market_value_start, period_fees,
period_taxes, net_invested (additive)
Documentation:
chain, WAC, 3-pool per-broker, contribution, pre-frame/frame)
Fixes & cleanup:
initial letter) across BrokerIcon/BrokerBadge/filter panels
bulk modal pagination, asset currency defaults
maintained across EN/IT/FR/ES