Release v1.0.1
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@@ -4,7 +4,45 @@ All notable changes to this project are documented in this file.
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## Unreleased
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- No unreleased changes yet.
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No unreleased changes yet.
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## 2026-07-28 v1.0.1
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- Added the `spbt_day` notebook for interactive single-day backtest result
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analysis, including SQLite result file selection from the local data
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directory.
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- Added selector-pair loading and dense ranking by `mr_score.final`, preserving
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rows with invalid score JSON for inspection.
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- Added theoretical return calculation for ranked pairs from
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`trading_instructions`, including reusable helper functions and tests.
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- Added a Plotly histogram for visual analysis of total theoretical return by
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pair.
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- Moved notebook support code into reusable `scripts/spbt_day.py` helpers.
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- Adjusted notebook table outputs to show all relevant rows and reduce
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redundant intermediate displays.
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- Added an alphabetically sorted pair selector for individual pair analysis.
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- Added selected-pair theoretical execution tables and aligned TheoRet
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calculations with target-delta trade generation.
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- Added per-asset `strength` values to selected-pair theoretical execution
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tables.
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- Corrected theoretical execution size to use
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`10000 * strength / reference_price`.
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- Removed `:USD` quote suffixes from displayed pair names in notebook tables,
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chart hovers, and the pair selector dropdown while preserving full internal
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pair keys for calculations.
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- Added `num_trades` to pair TheoRet summaries, counting asset-level theoretical
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trades from effective `TARGET` and `CLOSE` instructions.
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- Added sortable interactive grids for the pair TheoRet and selected-pair
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theoretical execution tables.
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- Styled interactive dataframe grids with black text on white backgrounds for
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readability across notebook themes.
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- Added a selected-pair Plotly chart that overlays theoretical BUY/SELL
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executions on relative 1-minute market close data for both instruments.
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- Anchored the selected-pair market chart at trading-day midnight and normalized
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relative prices to each instrument's close at that timestamp.
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- Added a `min_pctg_change` threshold for ranked pair TheoRet calculations to
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skip small target-strength changes after a position is acquired.
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- Added a notebook input field for the minimum TARGET strength-change threshold.
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## 2026-07-25 v0.0.9
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