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Tags: pedronahum/JACTUS

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v0.2.0

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v0.2.0: Full-featured Typer CLI for contract simulation, risk analyti…

…cs, and portfolio management

v0.1.9

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chore: bump version to 0.1.9 and update CHANGELOG

v0.1.8

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v0.1.8 - Array-mode batch simulation & Gallery of Contracts

Highlights:
- Extend batch array-mode simulation to all 12 supported contract types
  (PAM, LAM, NAM, ANN, LAX, CSH, STK, COM, FXOUT, FUTUR, OPTNS, SWPPV)
- Unified portfolio API: simulate_portfolio() with automatic batch dispatch
- New Gallery of Contracts notebook showcasing all 18 ACTUS types
- All notebooks made Colab-ready with pip install cells
- Resolve all ruff (lint + format) and mypy errors across source and tests

v0.1.7

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v0.1.7 - Array-mode batch simulation & Gallery of Contracts

Highlights:
- Extend batch array-mode simulation to all 12 supported contract types
  (PAM, LAM, NAM, ANN, LAX, CSH, STK, COM, FXOUT, FUTUR, OPTNS, SWPPV)
- Unified portfolio API: simulate_portfolio() with automatic batch dispatch
- New Gallery of Contracts notebook showcasing all 18 ACTUS types
- All notebooks made Colab-ready with pip install cells
- Resolve all ruff and mypy errors across source and tests

v0.1.6

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fix: sync __version__ with pyproject.toml and fix Colab install

__version__ in __init__.py was stuck at 0.1.2 while pyproject.toml
had been bumped through 0.1.3–0.1.5. Also update notebook install
cell to use --upgrade --no-deps to avoid breaking Colab's JAX stack.

v0.1.5

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chore: fix mypy errors and bump version to 0.1.5

Add type: ignore annotations for JAX/numpy return type limitations
and fix DateArray type annotations for strict mypy compliance.

v0.1.4

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chore: bump version to 0.1.4

v0.1.3

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style: fix ruff lint and formatting issues

v0.1.2

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style: apply ruff formatting to risk factor observers

Format risk_factor.py and test_risk_factor.py to pass ruff format check.

v0.1.1

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fix: address audit findings for v0.1.1 release

- Fix LAM cross-validation failures (LAM18, LAM21) by correcting
  double-counted accrued interest in _pre_simulate_to_prd()
- Implement PP prepayment notional reduction via observe_event() in
  PAM, LAM, NAM, and LAX contracts
- Add 19 missing ATTRIBUTE_MAP entries for ACTUS short names
- Add holiday calendar support to BUS/252 day count convention
- Implement TARGET, NYSE, and UK_SETTLEMENT holiday calendars
- Add S/C business day convention helper functions and documentation
- Document initial_state behavior in SimulationHistory
- Add prepayment integration tests
- Bump version to 0.1.1

276/276 ACTUS cross-validation tests now pass.