ac8bd3b Initial commit
f3e24ab feat: initial import
36049dd feat: avoid implicit subcommands
32fd3d1 feat: refactor common options
adab0cc feat: strategy stats
5bb5ed9 feat: portfolio command
7436a53 feat: more progress on portfolio command
5c7b337 chore: add bin and release workflow
65fd087 chore: release v0.0.1 (#4)
076f5d7 chore: various fixed post publish
65f9105 chore: release v0.0.2 (#5)
1d4a644 docs: update package name in readme
54e46b6 chore: rename to titano and some refactoring
f1197e6 chore: release v0.0.3 (#8)
22c61c6 chore: reduce decimals in avgTrade stat
5855fbf chore: release v0.0.4 (#9)
80959a2 chore: refactor options to be instances of Option class
c167e89 test: add initial tests
7e41397 feat: replaced reports option with titan. added instruments command
964774f feat: ability to display a single strategy from a list and to display correlations only over a certain threshold
7a69c87 feat: correlation filter and more config commands
81acaa6 feat: initial implementation of correlations report
7bc3f77 feat: correlation report completed
b264e91 chore: release v0.1.0 (#10)
5e1834e feat: improvements to table layouts
65cb049 chore: release v0.1.1 (#11)
db4fa1a feat: config improvements and initial backtesting settings
9e4910f docs: update readme with right config commands
a73288a feat: various improvements to list and strategy outputs
da6b872 feat: allow selecting multiple strategies, additional stats
3576abb chore: release v0.1.2 (#12)
cf63d32 feat: better instrument table and filtering
7c8b03a chore: release v0.1.3 (#13)
9b1feb3 feat: more portfolio features
cb0b590 chore: release v0.1.4 (#14)
d19dd49 feat: startegy list check command
927e93e chore: release v0.1.5 (#16)
7d9b274 feat: add OOS to portfolio output
c7554d5 chore: release v0.1.6 (#17)
4eddcd4 fix: dot in strategy name
2895bc2 feat: add ability to filter on instrument in portfolio best command
f1b0917 chore: release v0.1.7 (#18)
9b28671 feat: initial implementation of csv export
b89ab48 chore: max 10 reports
143f93e feat: add list diff command
1d4331e chore: release v0.1.8 (#21)
9073200 chore: support file paths in list and strategy commands
34db017 feat: cache command
09fc206 feat: genericize mat file management and diff
ea8db5d feat: initial implementation of support for slippage in calculations
36a0556 chore: release v0.1.9 (#24)
75a6803 feat: support for slippage
5082d2a feat: initial take at backtest
76e988e feat: add time in the market to strategy stats
c1f12bf feat: changelog command
e72be13 chore: release v0.2.0 (#28)
29565c0 chore: full checkout
eda8658 chore: release v0.2.1 (#29)
8d6eb0c chore: use env fetch depth
a46e1cc chore: release v0.2.2 (#30)
78fecb2 chore(deps-dev): bump @commitlint/config-conventional (#27)
4010bb5 chore(deps-dev): bump @commitlint/cli from 18.4.3 to 18.5.0 (#25)
f50fc9a chore(deps-dev): bump prettier from 3.1.1 to 3.2.4 (#26)
908ea67 chore: move env to action step
7915c6e chore: release v0.2.3 (#32)
8594142 chore: try refetching repo
d8c200c chore: release v0.2.4 (#33)
3095f42 chore: try refetching repo
e217b5e chore(deps-dev): bump eslint-plugin-prettier from 5.1.2 to 5.1.3 (#23)
6e4cf9c chore: release v0.2.5 (#34)
827962b fix: changelog location
2636f41 chore: release v0.2.6 (#35)
f96d758 feat: ability to load slippage even when strategy is not in list
9792e56 chore(deps): bump inquirer from 9.2.12 to 9.2.13 (#38)
dcb3d07 chore(deps-dev): bump husky from 8.0.3 to 9.0.6 (#36)
4d63582 chore(deps-dev): bump tap from 18.6.1 to 18.7.0 (#40)
f372728 chore(deps-dev): bump @commitlint/cli from 18.5.0 to 18.6.0 (#39)
9fa9a77 feat: allow specifying OOS in portfolio test
b332968 chore: rename portfolio command props to simplify use
faa0819 feat: display and filter by strategy type and horizon in portfolio best
a501010 chore: release v0.2.7 (#42)
b97ea68 chore(deps-dev): bump @commitlint/config-conventional (#37)
ed6d391 fix: last trade might be missing
d800de6 chore: release v0.2.8 (#43)
e24157e fix: first day prints right date
02193c0 chore: release v0.2.9 (#44)
6a5f130 feat: add underlying and wcs to portfolio best command
b1b9cf7 chore(deps-dev): bump lint-staged from 15.2.0 to 15.2.1 (#45)
c439843 chore(deps-dev): bump prettier from 3.2.4 to 3.2.5 (#46)
78ea283 chore(deps): bump commander from 11.1.0 to 12.0.0 (#47)
d7f20f5 chore(deps-dev): bump husky from 9.0.6 to 9.0.10 (#48)
a6f956b chore(deps): bump inquirer from 9.2.13 to 9.2.14 (#49)
9e26ec9 feat: plot chart in strategy command
ce8769d chore: release v0.2.10 (#50)
4661a61 feat: add chart option to portfolio best command
dabcdf7 chore: release v0.3.0 (#51)
02e326b fix: csv export
bd1ba4c chore: release v0.3.1 (#52)
8a68281 feat: add list check of out of order reports
12a511d feat: add dd to chart
b7f85c9 chore: release v0.3.2 (#53)
fd8a237 feat: list check sorts by out of order first then last date
69bb927 chore: release v0.3.3 (#54)
92def05 fix: decimal precision in strategy stats
b0d5b93 chore: release v0.3.4 (#55)
a51ce74 feat: ability to filter by instrument group in portfolio best command
c7eb9fc chore: release v0.4.0 (#56)
f11aa57 feat: initial impl of cache ttl
0628692 feat: initial support for currencies in portfolio command
c7d2efe chore: release v0.4.1 (#57)
f238f03 feat: support currency in strategy command
2a78d93 chore: release v0.4.2 (#58)
c72b074 chore(deps-dev): bump lint-staged from 15.2.1 to 15.2.2 (#59)
5b71dcc chore(deps): bump globby from 14.0.0 to 14.0.1 (#60)
80f6163 feat: --positive to display only strategies with positive np in portfolio best command
88fdf11 chore: release v0.4.3 (#61)
33e18e7 chore(deps-dev): bump husky from 9.0.10 to 9.0.11 (#62)
f5ea0f3 chore(deps-dev): bump @commitlint/cli from 18.6.0 to 18.6.1 (#63)
7762209 chore(deps-dev): bump @commitlint/config-conventional (#64)
d299972 Delete .github/workflows/check-linked-issues.yml
0424a5f feat: add ability to limit days after daysback
6f26245 chore: release v0.5.0 (#65)
6093038 feat: handle infinite np maxdd
a35f789 chore: release v0.5.1 (#66)
607cc10 chore(deps): bump inquirer from 9.2.14 to 9.2.15 (#67)
afb3903 chore(deps): bump open from 10.0.3 to 10.0.4 (#68)
08c24df chore(deps-dev): bump eslint from 8.56.0 to 8.57.0 (#69)
91ed326 chore: refactor options
3e16b58 fix: cache
1b5f08d chore: release v0.5.2 (#70)
eab0796 chore(deps): bump h5wasm from 0.7.1 to 0.7.2 (#71)
c9ea5cd chore(deps-dev): bump @commitlint/cli from 18.6.1 to 19.0.3 (#72)
10db622 chore(deps-dev): bump @commitlint/config-conventional (#73)
aadeed2 chore: better styling of charts
6380b9f chore: release v0.5.3 (#74)
f98132c feat: add -r option to reverse ordering of sorting in portfolio command
e6a35cb chore: release v0.6.0 (#75)
320947a feat: support mat5 files
bbadf0e chore: release v0.7.0 (#76)
b292667 feat: support ms style days back and until, and fix handling of until without days back
3e5966f chore: release v0.7.1 (#77)
4b1316b feat: include list info in stats command, remove time in the market
44cf224 chore: release v0.7.2 (#78)
e8d45b7 chore(deps): bump open from 10.0.4 to 10.1.0 (#79)
82e5eaa chore(deps-dev): bump tap from 18.7.0 to 18.7.1 (#80)
147bea0 feat: add rSquared to strategy stats and portfolio best
10977aa chore: release v0.8.0 (#81)
5040b58 feat: add oos flag to strategy stats command
ab8a227 chore: release v0.8.1 (#82)
e51d945 feat: add support for loading excel files
0dd81c4 chore: release v0.9.0 (#83)
f9a67ab feat: initial implementation of portfolio backtest
81fa3bc chore: always display slippage if required in stategy command
d9908f1 feat: initial support for current strategy list, even in portfolio backtest
0756d87 chore: release v0.10.0 (#84)
1d1692d feat: add ability to scale performance on currently traded contract
768d94c chore: release v0.10.1 (#85)
1c26e5d chore: add names option to current print command
28f5771 chore: add current count
63a4bb9 chore: release v0.10.2 (#86)
cfc244c feat: first implementation of fixed capital
108ab7a chore: release v0.10.3 (#87)
a6401ae chore: remove unnecessary logging
c3f7240 chore: factor monthly ratio into slippage calculation
33db1c0 chore: release v0.10.4 (#88)
1debf7e chore(deps): bump inquirer from 9.2.15 to 9.2.16 (#89)
b6eefd2 chore(deps-dev): bump @commitlint/config-conventional (#90)
a750344 chore(deps-dev): bump @commitlint/cli from 19.0.3 to 19.2.0 (#91)
cd12ca6 feat: ignore errors in historical data and memoize it in-process
f5ba2f5 chore: release v0.10.5 (#92)
0b5a4b3 chore: only warn monthly ratio insufficient coverage
d9a63ba feat: better yfin search and current write
14aa625 chore: release v0.10.6 (#93)
a2d349b chore: change default cache and currencies directories
3a84c63 feat: add yf command to plot charts of symbols
7ef5e43 chore: release v0.10.7 (#94)
97cfab1 feat: correct implementation of portfolio backtest
b3e905b chore: release v0.11.0 (#95)
c3fd0aa fix: parse arrays of MAT5 format
5262f25 chore: release v0.11.1 (#96)
e40a346 feat: report path handling, full path support, list filtering improvements
e5726a9 chore: release v0.11.2 (#97)
d4cc352 chore: throw more meaningful error when data for stats calculation is empty
bb33961 chore: release v0.11.3 (#98)
f71f777 fix: total trades calculation for portfolio backtest
2361f74 chore: release v0.11.4 (#99)
25945c4 chore: suppress node warnings
01116eb chore: release v0.11.5 (#100)
adfe46e chore: alternative approach at disabling warnings
e5140b9 chore: release v0.11.6 (#101)
ffce52d feat: daysBack now considers now as the date to count from
27a6f28 chore: release v0.11.7 (#102)
e8a502f feat: add monthly periodical stats to strategy stats
3e32002 feat: initial implementation of monthly profit
ce473d0 chore: make necessary husky upgrade changes
45b785e feat: initial implementation of workspaces command
687af9e chore: release v0.12.0 (#103)
ba06573 feat: use current list to export workspaces, find workspaces by strategy
248f320 chore: release v0.12.1 (#104)
9c381d8 chore: improvements on workspace creation
ac991bc fix: support same strategy on different symbols
538a131 chore: remove cache backwards compatibility
b9c1a5a feat: support current strategy in all portfolio commands
3d9252a fix: correct clamping of date ranges
1ce1805 chore: release v0.12.2 (#105)
f5af5b2 feat: ability to specify a path to a current list
80dd2a7 chore: release v0.12.3 (#106)
916a68d fix: use preset for current option instead of default
5b2daf2 chore: release v0.12.4 (#107)
fc4ae3d fix: remove mandatory current option from current command
e09960d chore: release v0.12.5 (#108)
f567d12 fix: use preset in portfolio and workspaces commands for current option
b9307a6 chore: release v0.12.6 (#109)
9599917 fix: missing current path and ordering of current strategies
6a2dfd2 chore: release v0.12.7 (#110)
2095b55 chore(deps-dev): bump @commitlint/cli from 19.2.0 to 19.2.1 (#111)
17b1e42 chore(deps): bump yahoo-finance2 from 2.10.0 to 2.11.0 (#112)
ae912c7 feat: allow providing days back just for chart in portfolio best command
c02a3ec chore(deps): bump cli-table3 from 0.6.3 to 0.6.4 (#113)
13fad6e chore: release v0.12.8 (#114)
e7dcbd6 fix: only use previously found strategies in chart flag
f0ec2c4 chore: release v0.12.9 (#115)
74a1127 feat: initial implementation of periodical analysis
ac8b714 feat: monthly report displayed in strategy stats
77aa58b chore: formatting
9b66d90 chore: stats command refactoring
0840e65 chore: more refactoring
2461a72 chore: more refactoring
438a10d feat: complete periodical analysis in strategy stats command
6ddf860 chore: release v0.12.10 (#116)
bf05495 chore: refactor portfolio commands into different commands
8e53759 chore: refactor to use path aliases
5ca32bc chore: always use node: prefix when importing core modules
f0d3070 feat: periodical analysis in portfolio best command
b92d98c feat: periodic stats in portfolio backtest command
06353e2 chore: release v0.13.0 (#117)
40f4418 feat: support current list in correlations
e8b03a8 chore: release v0.13.1 (#118)
42812f6 fix: handle null stats in portfolio best
758beb1 fix: current path in current save command
f2e79c6 chore: release v0.13.2 (#119)
063b59a chore(deps-dev): bump tap from 18.7.1 to 18.7.2 (#120)
0b74478 chore(deps): bump inquirer from 9.2.16 to 9.2.17 (#121)
bb5cb6a fix: report with dot in name, workspace generation with out-of-order strats
c87c217 chore: release v0.13.3 (#122)
764319a fix: fill missing dates in portfolio backtest to avoid decreasing trades issue
9a219fc chore: release v0.13.4 (#123)
7d8b32c feat: month option, missing dates uses last date across reports
bb12c0b chore: release v0.13.5 (#124)
506aade feat: dim chart datasets on hover
ecf9901 feat: support legend hover
c494701 chore: release v0.13.6 (#125)
62e92eb chore(deps): bump yahoo-finance2 from 2.11.0 to 2.11.1 (#127)
7f2eb20 chore(deps): bump h5wasm from 0.7.2 to 0.7.4 (#128)
ddeca24 chore: improvements to periodic data plotting
e03813e chore: release v0.13.7 (#129)
685a49c fix: tests
70d384e fix: days back count
ea3bd57 chore: release v0.13.8 (#130)
2749835 fix: more accurancy in daysback calculation
ba9fc70 chore: release v0.13.9 (#131)
6cc31fb chore: better formatting of strategy names
862f35f chore: release v0.13.10 (#132)
ab01ee9 chore: refactoring
f0eaad2 feat: include micro and mini when filtering by ticker in portfolio best
4e43263 chore(deps): bump inquirer from 9.2.17 to 9.2.18 (#133)
08d447c chore(deps-dev): bump @commitlint/cli from 19.2.1 to 19.2.2 (#134)
c63dfd6 chore(deps-dev): bump @commitlint/config-conventional (#135)
e6eb57c chore(deps): bump node-xlsx from 0.23.0 to 0.24.0 (#136)
d82ec23 chore(deps): bump yahoo-finance2 from 2.11.1 to 2.11.2 (#138)
1fb44d0 chore(deps): bump inquirer from 9.2.18 to 9.2.19 (#139)
ed9e148 chore(deps): bump zod from 3.22.4 to 3.23.0 (#141)
f4f1c76 feat: add cagr
e9500e4 chore: release v0.13.11 (#142)
6cedf1b chore(deps): bump zod from 3.23.0 to 3.23.4 (#143)
05aae19 chore(deps): bump inquirer from 9.2.19 to 9.2.20 (#144)
8a8f382 chore(deps-dev): bump @commitlint/cli from 19.2.2 to 19.3.0 (#145)
f3ac4c4 chore(deps): bump zod from 3.23.4 to 3.23.6 (#147)
c881fc0 chore(deps-dev): bump tap from 18.7.2 to 18.8.0 (#150)
0d6336e chore(deps-dev): bump execa from 8.0.1 to 9.0.2 (#151)
838907f chore(deps): bump zod from 3.23.6 to 3.23.8 (#153)
569523d chore(deps): bump cli-table3 from 0.6.4 to 0.6.5 (#152)
61feb71 feat: meta in current (#154)
a836516 chore: release v0.14.0 (#155)
5e6aae2 fix: various fixes and improvements to contract support
d44d7eb chore: release v0.14.1 (#156)
b668b1b chore: print more data in periodic
d346854 feat: current use command and explicit mapping for yf to avoid mistakes
0f6a4f1 chore: release v0.14.2 (#158)
806a2a1 chore(deps-dev): bump execa from 9.0.2 to 9.1.0 (#159)
6621de8 chore(deps): bump inquirer from 9.2.20 to 9.2.22 (#160)
aa4bb63 chore(deps): bump commander from 12.0.0 to 12.1.0 (#162)
3d6bc82 chore(deps-dev): bump chart.js from 4.4.2 to 4.4.3 (#163)
b237c4b feat: logging and oos-all flag in backtest
d9da380 chore: release v0.14.3 (#164)
e90ba11 chore: use static size for storing number of contracts
2288f1e chore: release v0.15.0 (#165)
415cf28 feat: add current set command and remove deprecation
8986606 chore: release v0.15.1 (#166)
cc1eec5 fix: coalesce symbols such as ES.D onto ES
e38004c chore: release v0.15.2 (#167)
4f0fc0d feat: add dd,maxdd,wcs dates
ef686b0 chore: reorder commands
0e60c67 test: fix test
c0ff90f chore: release v0.15.3 (#169)
b1fc06d feat: max dd on initial capital
c6f91e2 feat: switch from yf to csv for historical data
10919b2 chore(deps): bump ini from 4.1.2 to 4.1.3 (#170)
5160e08 chore(deps-dev): bump tap from 18.8.0 to 19.0.2 (#171)
3967d61 chore(deps-dev): bump lint-staged from 15.2.2 to 15.2.5 (#172)
0ab8288 feat: maximum directional exposure (#173)
ee62e0c chore: release v0.16.0 (#174)
d5c9294 feat: more current commands and thread safe cache
10cfade chore: release v0.16.1 (#175)
4db0785 feat: print historical and restrict contract to integer for fixed capital
6a03dda chore: release v0.16.2 (#176)
4dd484f feat: support current in list command
470da73 chore: refactoring
6c83c48 chore: release v0.16.3 (#177)
5949655 feat: refactor current loading and show oos in list check
73dc7e0 chore: release v0.16.4 (#178)
e14789f feat: current snapshot
47465a5 chore: remove warning for missing monthly ratio lookup
dd20b37 chore: release v0.16.5 (#179)
37ef0c1 chore: refactoring and np per day stat
e0a8da0 feat: benchmark, stdev
5cdc910 chore: release v0.16.6 (#180)
74e5735 fix: simple statistics import
61800ba chore: release v0.16.7 (#181)
916dd6b feat: better benchmark
93df38b chore: release v0.16.8 (#182)
901e27f feat: comparison mode for benchmark
43ab6fd chore: release v0.16.9 (#183)
40d571f feat: more features for current
8b73148 feat: more dd information
7235f28 chore: release v0.16.10 (#184)
94f08d3 chore(deps): bump inquirer from 9.2.22 to 9.2.23 (#185)
e25815c chore(deps): bump yahoo-finance2 from 2.11.2 to 2.11.3 (#187)
b729731 chore(deps-dev): bump prettier from 3.2.5 to 3.3.0 (#188)
b8ac65a fix: change way of handling workspaces
2fa5eb4 chore: release v0.16.11 (#189)
ac15d6e feat: max dd line in dd chart
6e2f7d8 feat: log verbosity
51ea858 feat: log verbosity
23ee42d feat: improved maxdd and duration calculations
c4ea459 feat: longest dd end date
9443a04 chore: release v0.17.0 (#190)
3a3df56 feat: add ability to plot charts of single strategies in portfolio backtest
7aaafe3 feat: percent equity
84056f5 chore: better percent
0e99767 chore: release v0.17.1 (#191)
19b76b4 chore(deps-dev): bump prettier from 3.3.0 to 3.3.1 (#192)
2ce842d chore(deps-dev): bump execa from 9.1.0 to 9.2.0 (#193)
8a0a91c chore(deps): bump h5wasm from 0.7.4 to 0.7.5 (#194)
714c90d chore(deps-dev): bump tap from 19.0.2 to 19.2.3 (#195)
9b0cab6 feat: percent in strategy stats
969e22b feat: margins
3620f83 feat: list filtering in backtest command
67c9f0c chore: release v0.17.2 (#196)
11b1364 feat: current list diff
640194d chore: release v0.17.3 (#197)
33c2728 chore: release v0.17.4 (#198)
183e979 feat: allow comparing portfolios in stats command
28ee2f4 chore: extend ytd, fix maxAbsValue, print current
91f564c chore: release v0.17.5 (#199)
d20568b chore(deps): bump conf from 12.0.0 to 13.0.0 (#200)
e280966 chore(deps-dev): bump lint-staged from 15.2.5 to 15.2.7 (#201)
f459954 chore(deps-dev): bump tap from 19.2.3 to 19.2.5 (#202)
704e282 chore(deps-dev): bump prettier from 3.3.1 to 3.3.2 (#203)
870374a fix: support custom futures in workspaces command
2482716 feat: remove weekly, add daily period
98c32a8 feat: add cagr in portfolio best
f0ff8ef chore: release v0.17.6 (#204)
828f942 feat: minimum correlation with Scarpone negative correlation support
2251452 chore: release v0.17.7 (#205)
32d46b8 fix: correlations matrix
d04ef35 chore: release v0.17.8 (#206)
82ca2fa feat: allow importing titan list into current
73b71b9 chore: release v0.17.9 (#207)
b183c6f fix: various calculations
26a7f65 chore: release v0.17.10 (#208)
c975cfa fix: monthly notional conversion rate, mde abs value
d5d29d0 chore: release v0.17.11 (#209)
5798dc1 feat: using python for portfolio mde, fix mde
052ab84 chore: initial implementation of data aggregation in python
972fc0d fix: pip requirements and ci
c7bea80 chore: release v0.17.12 (#211)
3d5943b feat: remove python, use polars-node
5b37bcb chore: release v0.18.0 (#212)
fd4a2a9 chore: experimenting with polars
3c389bc fix: periodic option position
f6104d5 chore: release v0.18.1 (#213)
ac89210 chore(deps-dev): bump execa from 9.2.0 to 9.3.0 (#215)
e8ea914 chore(deps): bump conf from 13.0.0 to 13.0.1 (#216)
314c8af feat: more polars
a54ee7b feat: allow specifying a date since when a strategy must have been oos
4fa21d0 chore: more dates parsing
2d7e5bc chore: release v0.18.2 (#217)
ddf7279 feat: better correlations matrix viz, avoid showing uncorrelated strategies
c18b0c7 feat: initial implementation of position sizing
e8d0251 feat: more work on position sizing
7faffc6 chore: more progress on position sizing
be3234e chore: more ps
1b0c2bc chore: more ps
ca35afb chore: release v0.18.3 (#218)
8745574 chore: various fixes and improvements
69f2152 chore: release v0.18.4 (#219)
0060a58 chore: various improvements
3a8e790 chore: release v0.18.5 (#220)
b794364 feat: switch to using lazy data frames for loading and filtering
6359191 chore: parse list date
843157e feat: more plotting
a4ba703 chore: do not plot OOS if outside visible date bounds
918fb13 chore: release v0.19.0 (#223)
413a9d7 feat: save result of position sizing to current file
4f975d8 chore: release v0.19.1 (#224)
c1d6081 feat: allow using use in various places
07789d6 chore: release v0.19.2 (#225)
dade602 feat: add until option
f26a672 chore: release v0.19.3 (#226)
b1167b7 chore: missing function parameter
4fb7ab1 chore(deps): bump inquirer from 9.2.23 to 9.3.2 (#227)
5b76f08 chore(deps): bump @inquirer/select from 2.3.6 to 2.3.8 (#228)
eac29ad chore(deps-dev): bump tap from 19.2.5 to 20.0.3 (#229)
15df3c3 chore(deps): bump globby from 14.0.1 to 14.0.2 (#230)
5bbaec9 chore: various improvements
66dae1f chore: release v0.19.4 (#231)
3c9b99a fix: use option not working properly in some commands
b61c6a2 chore: release v0.19.5 (#232)
63fb91a chore: add options for position sizing and initialCapital
4ca79cd chore: release v0.19.6 (#233)
7f9f277 feat: add wcs and maxdd risk to stats output
0bd81be chore: release v0.19.7 (#234)
9e2dc2c chore(deps): bump @inquirer/select from 2.3.8 to 2.3.10 (#235)
edabc81 chore(deps): bump @inquirer/input from 2.1.12 to 2.2.1 (#236)
1101f1b chore(deps): bump @inquirer/confirm from 3.1.12 to 3.1.14 (#237)
f5c9e69 chore(deps): bump inquirer from 9.3.2 to 10.0.0 (#238)
b7bde80 feat: add ulcer index
263ffb6 chore: release v0.19.8 (#239)
239bc90 feat: plot wcs on chart
7bf59e1 chore: release v0.19.9 (#240)
bdeab15 chore(deps): bump inquirer from 10.0.0 to 10.0.1 (#241)
5f4d8f5 chore(deps-dev): bump tap from 20.0.3 to 21.0.0 (#242)
191ce6c chore(deps-dev): bump prettier from 3.3.2 to 3.3.3 (#243)
32aa2cd chore(deps): bump nodejs-polars from 0.13.0 to 0.14.0 (#244)
e64f9a2 feat: use local copy of currencies if network fetch fails
d057886 feat: more metrics and percent formatting refactoring
0ad4c72 chore: spinner text
48ff3c0 chore: release v0.19.10 (#245)
ea60903 feat: allow to calculate least correlations against custom list
fd5b456 chore: release v0.19.11 (#246)
6ee870e fix: benchmark comparison default value
282847a chore: release v0.19.12 (#247)
f338932 chore(deps-dev): bump husky from 9.0.11 to 9.1.1 (#248)
fd584b0 chore(deps): bump inquirer from 10.0.1 to 10.1.0 (#249)
5f8ffc1 chore(deps): bump @inquirer/select from 2.3.10 to 2.4.2 (#250)
296b96e chore(deps): bump @inquirer/input from 2.2.1 to 2.2.4 (#251)
95dd8d4 chore(deps): bump @inquirer/confirm from 3.1.14 to 3.1.17 (#252)
cbe1f9a chore(deps-dev): bump eslint-plugin-prettier from 5.1.3 to 5.2.1 (#253)
f0a39d2 chore(deps-dev): bump husky from 9.1.1 to 9.1.3 (#254)
3ac53a6 chore(deps): bump @inquirer/select from 2.4.2 to 2.4.3 (#256)
4798ee8 chore(deps): bump @inquirer/confirm from 3.1.17 to 3.1.18 (#257)
951a99b fix: calculate stdev on data instead of equity
cd5852f chore(deps): bump @inquirer/input from 2.2.4 to 2.2.5 (#255)
2a3e904 chore: release v0.19.13 (#258)
31d318a feat: support number of months in mtd
2ee1891 chore: release v0.19.14 (#259)
61dd26d feat: least correlations against single strategy
616fd60 chore: release v0.19.15 (#260)
978502c chore(deps): bump @inquirer/input from 2.2.5 to 2.2.8 (#261)
e900eb8 chore(deps): bump inquirer from 10.1.0 to 10.1.7 (#262)
51d4a2e chore(deps-dev): bump husky from 9.1.3 to 9.1.4 (#263)
200d2db chore(deps-dev): bump lint-staged from 15.2.7 to 15.2.8 (#265)
8b343c8 feat: plot margin sum
0d5720e feat: add margins command to current command
7c636c2 chore: release v0.19.16 (#266)
befb469 chore: fix cheerio import
b6d7ff4 chore: release v0.19.17 (#267)
76492f4 feat: add ability to calculate ps with ib margins
7f8dc00 chore: release v0.19.18 (#268)
4598a06 chore(deps): bump cheerio from 1.0.0-rc.12 to 1.0.0 (#269)
056f7ac chore(deps): bump @inquirer/select from 2.4.6 to 2.4.7 (#271)
e3c183e chore(deps): bump h5wasm from 0.7.5 to 0.7.6 (#272)
edb8ac8 chore(deps): bump @inquirer/confirm from 3.1.21 to 3.1.22 (#273)
65a4d70 chore(deps): bump inquirer from 10.1.7 to 10.1.8 (#270)
bfabef5 chore(deps-dev): bump tap from 21.0.0 to 21.0.1 (#274)
a449963 chore(deps-dev): bump @commitlint/cli from 19.3.0 to 19.4.0 (#275)
8de943b chore(deps-dev): bump execa from 9.3.0 to 9.3.1 (#276)
73c7202 chore(deps-dev): bump lint-staged from 15.2.8 to 15.2.9 (#277)
95067f0 chore: avoid prepending at symbol in historical data lookup
f585940 chore: release v0.19.19 (#279)
8189a44 chore(deps): bump ora from 8.0.1 to 8.1.0 (#280)
ea2c123 chore(deps): bump simple-statistics from 7.8.3 to 7.8.4 (#281)
e14ebfb chore(deps-dev): bump chart.js from 4.4.3 to 4.4.4 (#282)
c303c46 chore(deps-dev): bump husky from 9.1.4 to 9.1.5 (#283)
712b134 fix: loading of workspace with custom future
64832bc chore: release v0.19.20 (#284)
b6149d2 chore(deps-dev): bump @commitlint/config-conventional (#285)
a8e1a77 chore(deps): bump h5wasm from 0.7.6 to 0.7.7 (#286)
fc73b5c chore(deps-dev): bump lint-staged from 15.2.9 to 15.2.10 (#287)
2b4c248 chore(deps-dev): bump @commitlint/cli from 19.4.0 to 19.4.1 (#288)
ea6de25 chore(deps): bump nodejs-polars from 0.14.0 to 0.15.0 (#289)
0f9fa0b feat: day of month periodical analysis
d88ab08 chore: release v0.20.0 (#290)
1c6bb9f feat: support time interval filtering in correlation and correlations commands
5d803bf chore: release v0.20.1 (#291)
1b46511 chore: increase periodi limit to 50 on all commands
36be720 fix: dayOfMonth in portfolio best
0be1810 chore: release v0.20.2 (#292)
1482c7a chore(deps): bump h5wasm from 0.7.7 to 0.7.8 (#294)
d9de9b9 chore(deps): bump @inquirer/input from 2.2.9 to 2.3.0 (#293)
3eedec3 chore(deps): bump simple-statistics from 7.8.4 to 7.8.5 (#295)
26e2f7e chore(deps): bump @inquirer/confirm from 3.1.22 to 3.2.0 (#296)
3b257e9 chore(deps): bump inquirer from 10.1.8 to 10.2.2 (#297)
3b1c2d5 feat: add np per year percent on mde
1c3a941 chore: release v0.20.3 (#298)
259a885 chore(deps-dev): bump husky from 9.1.5 to 9.1.6 (#299)
9a8cf8c chore(deps-dev): bump @commitlint/cli from 19.4.1 to 19.5.0 (#300)
de216bb chore(deps): bump @inquirer/input from 2.3.0 to 3.0.1 (#301)
1e786e3 chore(deps): bump ini from 4.1.3 to 5.0.0 (#303)
ed880b3 chore(deps): bump @inquirer/confirm from 3.2.0 to 4.0.1 (#302)
70471e1 chore(deps): bump @inquirer/select from 2.5.0 to 3.0.1 (#304)
1039767 chore(deps-dev): bump execa from 9.3.1 to 9.4.0 (#305)
de0151c chore(deps): bump inquirer from 10.2.2 to 11.0.2 (#306)
ddaf0d3 chore(deps-dev): bump @commitlint/config-conventional (#307)
bf317db chore(deps): bump yahoo-finance2 from 2.11.3 to 2.12.4 (#308)
b265de4 fix: ib symbol map for ts inconsistencies
ef4d654 feat: --all flag in correlation command. eslint migration
2ccdb15 chore: uniform all option in correlation and correlations
cfd9703 chore: release v0.21.0 (#311)
193766f chore(deps): bump yahoo-finance2 from 2.12.5 to 2.13.0 (#312)
91f6cf3 chore: increase from 10 to 15 the max number of files shown
27037c0 chore: release v0.21.1 (#313)
cc4e0f4 fix: correct strategy wcs and oos in charts
d3fad27 chore: release v0.21.2 (#314)
7ca924a feat: print oos also in dd chart
cb372be chore(deps-dev): bump @eslint/js from 9.11.1 to 9.12.0 (#315)
49ec711 chore(deps): bump @inquirer/select from 3.0.1 to 4.0.0 (#317)
8e7b427 chore(deps): bump yahoo-finance2 from 2.13.0 to 2.13.2 (#318)
f11497f chore(deps): bump @inquirer/confirm from 4.0.1 to 5.0.0 (#316)
45251f5 chore(deps): bump inquirer from 11.1.0 to 12.0.0 (#319)
c8fd1f7 chore(deps): bump @inquirer/input from 3.0.1 to 4.0.0 (#321)
37983fc chore(deps-dev): bump globals from 15.9.0 to 15.11.0 (#323)
6607614 chore(deps-dev): bump chart.js from 4.4.4 to 4.4.5 (#324)
4296421 chore(deps-dev): bump execa from 9.4.0 to 9.4.1 (#325)
0221b26 chore(deps-dev): bump @eslint/js from 9.12.0 to 9.13.0 (#326)
b5fd80a chore(deps): bump simple-statistics from 7.8.5 to 7.8.7 (#327)
75ebd66 feat: find strategies with suffix
0128619 chore: release v0.22.0 (#328)
b9cf2dc chore(deps): bump nodejs-polars from 0.15.0 to 0.16.0 (#322)
a403147 chore: release v0.22.1 (#329)
778afd1 chore: add loading historical data with polars
8477e67 chore(deps-dev): bump execa from 9.4.1 to 9.5.0 (#330)
2988e24 chore(deps): bump @inquirer/select from 4.0.0 to 4.0.1 (#331)
91f5716 chore(deps): bump @inquirer/confirm from 5.0.0 to 5.0.1 (#332)
394d586 chore(deps): bump inquirer from 12.0.0 to 12.0.1 (#333)
7ce4aee chore(deps): bump @inquirer/input from 4.0.0 to 4.0.1 (#334)
bdcd31f chore: temp upsample
48c46ca feat: initial ability to filter equity
29a7e9a chore: release v0.22.2 (#335)
637f79e fix: restore f option
7dda28a chore(deps-dev): bump globals from 15.11.0 to 15.12.0 (#336)
c48dc07 chore(deps-dev): bump execa from 9.5.0 to 9.5.1 (#337)
98207e0 chore(deps-dev): bump chart.js from 4.4.5 to 4.4.6 (#338)
476d681 chore(deps): bump ora from 8.1.0 to 8.1.1 (#339)
9851879 chore(deps-dev): bump @eslint/js from 9.13.0 to 9.14.0 (#340)
7d5d2f6 feat: add ib command and introduce timeout for fetch
1b72318 chore: release v0.22.3 (#342)
63ae6ec feat: add ability to filter by date
a6ec703 chore: release v0.22.4 (#343)