Changelog

[1.2.2] - 2026-06-17

💼 Other

• Bump version 1.2.1 → 1.2.2

⚙️ Miscellaneous Tasks

• Update CHANGELOG.md for v1.2.1 [skip ci]
• Sync notebook jquantstats pins to uv.lock (0.9.6)
• Update MARIMO_FOLDER path to book/marimo/notebooks
• Add Rhiza Claude commands (/rhiza_quality, /rhiza_update)

[1.2.1] - 2026-06-10

💼 Other

• Bump version 1.2.0 → 1.2.1

⚙️ Miscellaneous Tasks

• Update CHANGELOG.md for v1.2.0 [skip ci]

[1.2.0] - 2026-06-08

🚀 Features

• Add profiles: github-project to template.yml

🐛 Bug Fixes

• Resolve make fmt failures and CI security checks
• Downgrade polars constraint after 1.41.0 yanked from PyPI
• Align pyproject.toml with rhiza test requirements

💼 Other

• Bump version 1.1.0 → 1.2.0

⚙️ Miscellaneous Tasks

• Bump Rhiza template to v0.10.9
• Sync Rhiza template to v0.10.9
• Update rhiza template config and ignore notebook HTML outputs
• Restore template files and update lock after rhiza sync
• Bump rhiza template to v0.11.0
• Sync with rhiza v0.11.0
• Bump rhiza template to v0.13.3
• Sync with rhiza v0.13.3
• Bump rhiza to v0.15.1
• Apply rhiza sync v0.15.1
• Bump rhiza to v0.15.2
• Apply rhiza sync v0.15.2
• Bump rhiza to v0.15.3
• Apply rhiza sync v0.15.3
• Bump rhiza to v0.17.0
• Apply rhiza sync v0.17.0
• Bump rhiza to v0.18.4
• Apply rhiza sync v0.18.4
• Add pip dependabot entry for .rhiza/requirements
• Bump rhiza to v0.18.8
• Refactor CI workflows and expand test coverage for rhiza v0.18.8

[1.1.0] - 2026-05-16

🚀 Features

• List individual notebooks in mkdocs nav

🐛 Bug Fixes

• (notebooks) Restore baseline Sharpe ratios in Experiment3 and Experiment4
• (notebooks) Suppress divide-by-zero warning in Experiment4 norm step
• (tests) Correct Sharpe ratio baselines for Experiment4 and Experiment5 after rebase
• (tests) Exclude preamble.py from notebook test collection
• (notebooks) Use portfolio.returns["returns"] for Sharpe computation

💼 Other

• Align notebook runtime dependencies
• (notebooks) Remove stale imports and redundant comments
• (deps) Bump jquantstats to v0.8.3
• (deps) Bump jquantstats to v0.8.3 in notebooks
• Lower Python version requirement to >=3.11 in pyproject.toml
• Sync uv.lock
• Bump version 1.0.0 → 1.1.0

🚜 Refactor

• (notebooks) Replace cvxsimulator with jquantstats in Experiment1, Experiment2, and Experiment3
• (notebooks) Replace cvxsimulator with jquantstats in Experiment4 and Experiment5
• (notebooks) Improve Sharpe ratio calculation in Experiment2 by using NAV-based method
• (notebooks) Update Sharpe ratio calculation in Experiment3 to use NAV-based method
• (notebooks) Improve Experiment5 by redefining osc and returns_adjust functions, updating Sharpe ratio calculation, and refactoring correlation logic
• (notebooks) Replace pandas with polars in Experiment4
• (notebooks) Enhance Experiment5 with Polars-based osc_fn and returns_adjust, optimize correlation workflow, and update Sharpe ratios in tests
• (notebooks) Replace pandas with polars in Experiment3
• (notebooks) Use analytical oscillator scaling from Experiment3 in Experiment4 and Experiment5
• (notebooks) Integrate TinyCTA vol_adj in Experiment3, remove custom filter function, and update Sharpe ratios in tests
• (notebooks) Replace custom osc with tinycta.osc and bump tinycta to 0.12.2
• (notebooks) Replace local osc/returns_adjust with tinycta in Experiment4 and Experiment5
• (notebooks) Make f an Expr->Expr function in Experiment1 and Experiment2
• (notebooks) Extract Expr->Expr function f in Experiment4 and Experiment5
• (notebooks) Use expr-based interface in Experiment1
• (notebooks) Use expr-based interface in Experiment2
• (notebooks) Use expr-based interface in Experiments 3, 4, and 5
• (notebooks) Extract price loading logic into reusable preamble module
• (notebooks) Tighten preamble — export only date_col and load_prices
• (notebooks) Precompute prices_only in setup, split Sharpe cell
• (notebooks) With_columns -> select for vol-adjusted returns in Experiment5
• Replace inline Sharpe ratio calculation with portfolio.stats.sharpe()

📚 Documentation

• Remove stale requirements.txt hint from README
• Add Rhiza infrastructure section to README
• Remove stale Jupyter Book reference from README
• Refresh MARIMO.md with actual project notebooks and structure
• (notebooks) Remove stale comments and outdated references

⚡ Performance

• (Experiment3) Use pl.all() and pl.concat to speed up Polars operations
• (notebooks) Replace per-column loops with pl.all() and pl.from_numpy across all experiments

🧪 Testing

• Add sharpe ratio notebook coverage
• Tidy notebook timeout constant
• Document notebook sharpe parsing
• Harden notebook subprocess invocation
• Clarify notebook path guard
• Use explicit notebook trust check
• Run notebooks in process
• Use process timeout for notebooks
• Polish notebook process runner
• Document notebook process execution
• Harden notebook process shutdown
• Clarify notebook runtime checks
• Clarify notebook timeout handling
• Hardcode notebook sharpe baselines
• Relax sharpe baseline tolerance
• Check sharpe baselines cover notebooks
• Name sharpe tolerance constants
• Update Sharpe ratio baselines for profit/AUM return convention
• (preamble) Add test suite for preamble.py
• (experiment1) Add unit tests for signal function f
• Add test suites for preamble and experiments 2–5
• Cache load_prices dataframe in preamble tests

⚙️ Miscellaneous Tasks

• Prepare rhiza sync infrastructure
• Sync with rhiza template v0.9.5
• Bump Rhiza template to v0.10.2
• Sync Rhiza template to v0.10.2
• Add mkdocs.yml based on docs/mkdocs-base.yml
• Merge main into rhiza, resolve all conflicts
• Remove direct pandas dependency references
• (notebooks) Bump tinycta to 0.12.1 in Experiment3, Experiment4, and Experiment5
• Bump tinycta to 0.12.1 in pyproject.toml and uv.lock
• Add CI workflow for tests across Python 3.11–3.14 and all OSes
• Remove commented-out Docker config from dependabot.yml

What's Changed

• chore(deps): update tschm/marimushka action to v0.0.22 by @renovate[bot] in #263
• chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.12.0 by @renovate[bot] in #264
• chore(deps): update pre-commit hook python-jsonschema/check-jsonschema to v0.33.1 by @renovate[bot] in #265
• chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.12.1 by @renovate[bot] in #266
• chore(deps): update jebel-quant/marimushka action to v0.1.2 by @renovate[bot] in #267
• chore(deps): update tschm/cradle action to v0.1.73 by @renovate[bot] in #268
• chore(deps): update jebel-quant/marimushka action to v0.1.3 by @renovate[bot] in #270
• chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.12.2 by @renovate[bot] in #271
• chore(deps): update tschm/cradle action to v0.1.80 by @renovate[bot] in #273
• chore(deps): update pre-commit hook python-jsonschema/check-jsonschema to v0.33.2 by @renovate[bot] in #272
• book revisit by @tschm in #274
• chore(deps): update tschm/cradle action to v0.1.81 by @renovate[bot] in #275
• chore(deps): update jebel-quant/marimushka action to v0.1.4 by @renovate[bot] in #276
• chore(deps): update tschm/cradle action to v0.2.1 by @renovate[bot] in #277
• chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.12.3 by @renovate[bot] in #278
• chore(deps): update tschm/cradle action to v0.3.01 by @renovate[bot] in #279
• chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.12.4 by @renovate[bot] in #280
• chore(deps): update tschm/cradle action to v0.3.04 by @renovate[bot] in #281
• chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.12.7 by @renovate[bot] in #282
• chore(deps): update tschm/cradle action to v0.3.06 by @renovate[bot] in #283
• chore(deps): update pre-commit hook pre-commit/pre-commit-hooks to v6 by @renovate[bot] in #285
• chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.12.8 by @renovate[bot] in #284
• chore: sync config files from .config-templates by @tschm in #286
• chore: sync config files from .config-templates by @tschm in #287
• chore(deps): update pre-commit hook python-jsonschema/check-jsonschema to v0.33.3 by @renovate[bot] in #288
• chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.12.10 by @renovate[bot] in #290
• chore(deps): update actions/upload-pages-artifact action to v4 by @renovate[bot] in #291
• chore: sync config files from .config-templates by @tschm in #289
• chore: sync config files from .config-templates by @tschm in #292
• chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.12.12 by @renovate[bot] in #293
• chore(deps): update softprops/action-gh-release action to v2.3.3 by @renovate[bot] in #294
• chore: sync config files from .config-templates by @tschm in #295
• chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.13.0 by @renovate[bot] in #296
• chore: sync config files from .config-templates by @tschm in #297
• chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.13.1 by @renovate[bot] in #298
• chore(deps): update pre-commit hook python-jsonschema/check-jsonschema to v0.34.0 by @renovate[bot] in #299
• chore: sync config files from .config-templates by @tschm in #300
• chore: sync template from tschm/.config-templates@77-action-with-explicit-devcontainer-copy by @tschm in #301
• Refactor sync workflow with updated template settings by @tschm in #302
• chore: sync template from tschm/.config-templates@main by @tschm in #303
• chore: sync template from tschm/.config-templates@main by @tschm in #304
• chore: sync template from tschm/.config-templates@main by @tschm in #305
• chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.13.3 by @renovate[bot] in #306
• chore(deps): update softprops/action-gh-release action to v2.4.0 by @renovate[bot] in #307
• chore(deps): update pre-commit hook python-jsonschema/check-jsonschema to v0.34.1 by @renovate[bot] in #309
• chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.14.0 by @renovate[bot] in #312
• chore(deps): update softprops/action-gh-release action to v2.4.1 by @renovate[bot] in #311
• chore(deps): update pre-commit hook rhysd/actionlint to v1.7.8 by @renovate[bot] in #310
• chore: sync template from tschm/.config-templates@main by @tschm in #308
• chore: sync template from tschm/.config-templates@main by @tschm in #314
• chore(deps): update dependency python to 3.14 by @renovate[bot] in #315
• chore: sync template from tschm/.config-templates@main by @tschm in #316
• chore: sync template from tschm/.config-templates@main by @tschm in #320
• chore: sync template from tschm/.config-templates@main by @tschm in #321
• chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.14.4 by @renovate[bot] in #322
• chore: sync template from tschm/.config-templates@main by @tschm in #323
• chore(deps): update pre-commit hook python-jsonschema/check-jsonschema to v0.35.0 by @renovate[bot] in #325
• chore(deps): update ghcr.io/astral-sh/uv docker tag to v0.9.9 by @renovate[bot] in #324
• chore: sync template from tschm/.config-templates@main by @tschm in #326
• chore: sync template from tschm/.config-templates@main by @tschm in #327
• chore: sync template from tschm/.config-templates@main by @tschm in #328
• chore: sync template from tschm/.config-templates@main by @tschm in #330
• Remove tests/test_taskfile.py Taskfile.yml taskfiles by @tschm in #329
• Modify template.yml to exclude workflow files by @tschm in #332
• chore: sync template from tschm/.config-templates@main by @tschm in #331
• chore(deps): update ghcr.io/astral-sh/uv docker tag to v0.9.14 by @renovate[bot] in #333
• chore(deps): update softprops/action-gh-release action to v2.5.0 by @renovate[bot] in #334
• chore(deps): update ghcr.io/astral-sh/uv docker tag to v0.9.16 by @renovate[bot] in #336
• chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.14.8 by @renovate[bot] in #337
• chore(deps): update pre-commit hook igorshubovych/markdownlint-cli to v0.47.0 by @renovate[bot] in #339
• chore(deps): update ghcr.io/astral-sh/uv docker tag to v0.9.17 by @renovate[bot] in #338
• chore: sync template from jebel-quant/rhiza@main by @tschm in #340
• chore(deps): update pre-commit hook python-jsonschema/check-jsonschema to v0.36.0 by @renovate[bot] in #342
• Remove deprecated files by @tschm in #343
• chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.14.10 by @renovate[bot] in #344
• chore: Sync with rhiza by @tschm in #345
• chore(deps): update dependency astral-sh/uv to v0.9.20 by @renovate[bot] in #346
• chore(deps): update ghcr.io/astral-sh/uv docker tag to v0.9.20 by @renovate[bot] in #347
• chore(deps): lock file maintenance by @renovate[bot] in #348
• chore: Sync with rhiza by @tschm in #349
• chore(deps): update dependency astral-sh/uv to v0.9.22 by @renovate[bot] in #350
• chore(deps): update ghcr.io/astral-sh/uv docker tag to v0.9.22 by @renovate[bot] in #351
• chore(deps): lock file maintenance by @renovate[bot] in #352
• chore(deps): lock file maintenance by @renovate[bot] in #353
• chore: Sync with rhiza by @tschm in #354
• chore(deps): update dependency marimo to v0.19.2 by @renovate[bot] in #355
• De...

What's Changed

• Polar by @tschm in #248
• Update Experiment1.py by @tschm in #249
• chore(deps): update tschm/cradle action to v0.1.71 by @renovate in #250
• marimo workflow by @tschm in #251
• Update Experiment1.py by @tschm in #253
• 256 fix appsetup by @tschm in #257
• chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.11.13 by @renovate in #258
• chore(deps): update tschm/cradle action to v0.1.72 by @renovate in #259
• 260 remove pyprojecttoml by @tschm in #261
• 260 remove pyprojecttoml by @tschm in #262

Full Changelog: v0.0.6...v0.0.7

What's Changed

• Update README.md by @tschm in #230
• chore(deps): update dependency tinycta to v0.7.19 by @renovate in #231
• Marimo by @tschm in #232
• chore(deps): update tschm/cradle action to v0.1.69 by @renovate in #233
• 234 remove jupyter notebooks by @tschm in #235
• wasm for first notebook by @tschm in #236
• 237 bring wasm into book by @tschm in #238
• 237 bring wasm into book by @tschm in #239
• Book by @tschm in #240
• layout file by @tschm in #241
• chore(deps): update dependency marimo to v0.13.15 by @renovate in #242
• chore(deps): update dependency tinycta to v0.7.20 by @renovate in #243
• chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.11.12 by @renovate in #244
• chore(deps): update dependency cvxsimulator to v1.3.14 by @renovate in #245
• notebooks export by @tschm in #247

Full Changelog: v0.0.5...v0.0.6

What's Changed

• chore(deps): update tschm/cradle action to v0.1.58 by @renovate in #204
• chore(deps): update tschm/cradle action to v0.1.59 by @renovate in #205
• chore(deps): update dependency cvxsimulator to v1.3.10 by @renovate in #206
• chore(deps): update dependency tinycta to v0.7.17 by @renovate in #207
• chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.11.3 by @renovate in #208
• chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.11.4 by @renovate in #209
• chore(config): migrate renovate config by @renovate in #210
• chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.11.5 by @renovate in #211
• chore(deps): update tschm/cradle action to v0.1.60 by @renovate in #212
• chore(deps): update pre-commit hook python-jsonschema/check-jsonschema to v0.33.0 by @renovate in #213
• chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.11.6 by @renovate in #214
• chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.11.7 by @renovate in #215
• chore(deps): update tschm/cradle action to v0.1.63 by @renovate in #216
• chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.11.8 by @renovate in #217
• chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.11.9 by @renovate in #218
• chore(deps): update tschm/cradle action to v0.1.64 by @renovate in #219
• chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.11.10 by @renovate in #221
• chore(deps): update dependency cvxsimulator to v1.3.11 by @renovate in #220
• chore(deps): update pre-commit hook igorshubovych/markdownlint-cli to v0.45.0 by @renovate in #222
• chore(deps): update tschm/cradle action to v0.1.68 by @renovate in #223
• chore(deps): update dependency cvxsimulator to v1.3.12 by @renovate in #225
• chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.11.11 by @renovate in #226
• Makebranch2 by @tschm in #224
• chore(deps): update cvxgrp/.github action to v2.2.8 by @renovate in #229
• chore(deps): update dependency cvxsimulator to v1.3.12 by @renovate in #227
• chore(deps): update dependency tinycta to v0.7.17 by @renovate in #228

Full Changelog: v0.0.4...v0.0.5

What's Changed

• Update cvxgrp/.github action to v2.1.1 by @renovate in #185
• Update cvxgrp/.github action to v2.1.2 by @renovate in #186
• Update cvxgrp/.github action to v2.2.1 by @renovate in #188
• Update pre-commit.yml by @tschm in #187
• Update cvxgrp/.github action to v2.2.3 by @renovate in #189
• Update cvxgrp/.github action to v2.2.4 by @renovate in #190
• Update JamesIves/github-pages-deploy-action action to v4.7.3 by @renovate in #191
• Update dependency cvxsimulator to v1.3.9 by @renovate in #192
• Update cvxgrp/.github action to v2.2.5 by @renovate in #193
• Update cvxgrp/.github action to v2.2.6 by @renovate in #194
• Update pre-commit hooks by @renovate in #195
• Update cvxgrp/.github action to v2.2.7 by @renovate in #196
• Update cvxgrp/.github action to v2.2.8 by @renovate in #197
• Update dependency tinycta to v0.7.16 by @renovate in #198
• Update pre-commit.yml by @tschm in #199
• Update release.yml by @tschm in #200
• Update tschm/cradle action to v0.1.57 by @renovate in #201
• Update tschm/cradle action to v0.1.57 by @renovate in #202
• Update pre-commit hooks by @renovate in #203

Full Changelog: v0.0.3...v0.0.4