CHANGELOG.md

Changelog

All notable changes to Vibe-Trading are documented in this file. This project adheres to Semantic Versioning.

[Unreleased]

[0.1.15] — 2026-09-09

Rolls up 551 commits / 162 merged pull requests since 0.1.14, from 35 contributors.

The theme of this cycle is data that says what it is. A price frame now carries the adjustment caliber it was served under. A factor propagates the gaps in its inputs instead of filling them. A loader that cannot serve a market no longer claims it, and a source that fails to refresh is an error rather than a smaller portfolio. Three of those were the same bug wearing different clothes: a default that silently substitutes a plausible value for a missing one, which is indistinguishable downstream from a real observation. Three new markets, a fourteenth broker and fifteen Quant Library additions land alongside.

Added

• UK equity market (#1206, thanks @cgycorey) — LSE .L and .IL symbols end to end: market data, Yahoo-backed financial statements and indicators, trade-journal inference into uk_equity, and its own engine path. SDRT is modelled as what it actually is — a 0.5% duty on the purchase side only, not a symmetric round-trip cost. Charging both sides overstated the cost of every round trip by half, which is exactly the size of edge a mean-reversion strategy lives on.
• Zerodha Kite Connect (#1193, thanks @ashutoshsinghpr7) — a fourteenth broker connector for Indian equities. Kite exposes no runtime paper/live discriminator — no account-id format, host separation, demo flag or trade environment — so under the red line it is capped at paper plus read-only: place_order and cancel_order hard-refuse any non-paper config at the first line, and no *-live-trade profile exists to select. That now covers Longbridge, Dhan, Shoonya and Zerodha; Trading212 goes further and refuses all order placement including paper.
• Read-only multi-broker portfolio (#1072, thanks @goatyyc; onboarding contracts in #1250) — one aggregated snapshot across every enabled connection instance, reachable four ways: the Web /portfolio page, REST under portfolio_routes.py, the portfolio_summary agent tool, and vibe-trading portfolio show | refresh | sources. Three design points that are not incidental: a source that fails to refresh is an error excluded from the totals (status error, last_success_at, complete=false), never a carried-forward cache, so a partial snapshot cannot read as a smaller portfolio; every remote_mcp read passes interactive_oauth=False, so aggregation can never pop an auth prompt; and analysis_context() carries risk_xray_args so portfolio_risk_xray is fed rather than reimplemented. Eligibility is one rule — is_portfolio_connection_profile requires readonly and account.read and positions.read — under which the IBKR official-MCP profile, which advertises only discovery, is correctly not a portfolio source.
• Quant Library, fifteen additions (thanks @santhreal) — Heston (1993) stochastic volatility option pricing (#1195); Hierarchical Risk Parity allocation (#1196); Archimedean and Gaussian copula analytics (#1197); market-microstructure analytics — VPIN, Roll spread, Amihud illiquidity, Kyle's lambda (#1198); analytical single-barrier options with cash-rebate handling (#1163) plus finite-difference sensitivity Greeks for them (#1203); an ISDA standard-model single-name CDS valuation engine with hazard-rate conversions (#1164); Key Rate Duration decomposition across benchmark tenors (#1165); the Vasicek credit portfolio loss model and spread DV01 (#1167); cross-sectional factor Information Coefficient time series (#1166); Ornstein-Uhlenbeck exact calibration with half-life (#1161); drawdown distribution analytics with the Ulcer and Pain indices (#1162); Corrado rank and Cowan generalized sign non-parametric event-study tests (#1160); multi-factor risk decomposition with Euler marginal contributions, reporting unmatched_weight rather than normalising it away (#1159); and group-purged k-fold cross-validation for panel data (#1168). The layer's rule holds throughout: a formula has exactly one implementation, and skills import it rather than carrying the source in a SKILL.md code block.
• Brazilian Portuguese locale (#1327, thanks @nandofmike) — the eighth shipped language, landing with full key parity. The parity suite globs locales/*.json instead of listing languages, so a new locale is covered the day its file lands; German had previously shipped with perfect parity and zero coverage because that list was hand-written.
• Nobitex and Wallex (#1263, thanks @Emad211) — read-only Iranian exchange sources on keyless public UDF endpoints, explicit-source only. Both sit in _NO_NETWORK_FALLBACK_SOURCES and are barred from the crypto fallback chain on purpose: they are the only Toman-quoted sources and declare markets={"crypto"} purely to be reachable, so degrading an unavailable BTCIRT request into that chain would hand back a USDT-quoted series as if it were Toman.
• Binance USD-M evidence path (#1229, #1230, thanks @honginp; #1248, thanks @lorenzozanee) — read-only USD-M account snapshots, drift evidence artifacts comparing simulated fills against recorded ones, and deterministic tolerance calibration derived from those recordings rather than assumed. The point is that the tolerance has a provenance: it is measured against real fills, not chosen.
• Offline evals harness (#1271, thanks @AirHua-byte) — verifies a run's persisted artifacts (prompt preservation, tool calls and results, identity, evidence, provider usage, iteration budget, RunManifest integrity) against a versioned case/verdict schema, with no LLM, network, broker or MCP call: it reads files only. Absent instrumentation emits NOT_EVALUABLE rather than passing, which is the whole point — a missing field must not read as good behaviour.
• Anthropic prompt caching (#1366, thanks @averatec0773) — an explicit cache breakpoint on the system block so the static tools+system prefix is read from cache instead of resent at full price, with cache usage recorded in the usage envelope. Native adapter only, behind VIBE_TRADING_ANTHROPIC_PROMPT_CACHE; set it to 0 if a compatible proxy rejects the cache_control request parameter.
• Per-market data-source priority (#1231, thanks @sambazhu) — a Settings card and MARKET_DATA_ORDER_* env overrides that reorder a market's fallback chain. Validated as a multiset permutation of the default, so reordering passes while adding, dropping or duplicating a source is refused and the default stands. The override is applied as a setitem on the same dict object, because runner.py and market_data.py import FALLBACK_CHAINS by name and a rebind would leave them on the old order.
• Calendar-triggered partial rebalancing (#1277, thanks @thisisjun786) and a data window separated from the evaluation window, so warm-up bars stop counting as evaluation and a strategy is not graded on the bars it needed to become defined.
• Agent-confirmed scheduled research (#1187, thanks @AirHua-byte) and each monitor's latest verdict rendered on the job list (#1156, thanks @he-yufeng), so a recurring job's state is legible without opening it.
• Swarm replay and retry (#1158, thanks @cgycorey; vibe-trading swarm retry --resume in #1194, thanks @SiMinus) — resume a failed or cancelled DAG run while keeping the artifacts of tasks that already completed, rather than paying for the whole graph again.
• Order-plan rejection reporting (#1245, thanks @lorenzozanee) — an _on_plan_rejected hook plus a run-level report of the trades the engine wanted but could not take. A rejected plan previously vanished, so a strategy that was being silently throttled by buying power looked identical to one that simply had no signal.
• Read-only Binance-connector crypto identity (#1242, thanks @pengpengyi92) and public venue-catalog pair resolution, so a crypto pair resolves without requiring a broker connection at all.
• Multi-file drag-and-drop and paste uploads in the Web chat (#1179, thanks @AirHua-byte).

Fixed

Missing data stops being filled with plausible values

• The Alpha Zoo NaN contract, enforced at the registry (#1377, closes #1376, thanks @cgycorey) — factors/base.py states the contract in its own header: NaN is preserved through warm-up and missing data, no silent fillna(0). An alpha that branches with np.where on a comparison violates it without looking like it does, because a NaN comparison is False and the ternary falls through to its constant. Blanking every declared input on one bar across the whole zoo, 84 of 462 alphas returned a number anyway — and since dropna() is the mechanism that keeps a gap out of an IC, each fabricated ±1 was consumed as a real signal. Registry.compute now masks the output to NaN wherever a declared dependency is missing on that bar, and the same sweep afterwards finds none. Individually fixed on the way there: gtja191_004 (#1371), gtja191_003 and gtja191_059 (#1372), gtja191_069 (#1373), gtja191_019 and gtja191_086 (#1379), alpha101_007 and alpha101_051 (#1380), alpha101_009 and alpha101_046 (#1381), alpha101_021 and alpha101_024 (#1382), alpha101_010/023/027 (#1383), and alpha101_049's warm-up mask (#1374) — thanks @Shizoqua. Stated rather than quietly carried: the warm-up half is still open. Measured the same way, 52 alphas still emit a value inside their own declared min_warmup_bars (gtja191_154 declares 198 and emits at row 0), because on those bars the inputs are present and only the rolling window is undefined. A registry-level warm-up mask would also blank rows for alphas whose declaration merely over-declares by two or three bars, so that half needs a direction call rather than 52 pull requests.
• pct_change() forward-fills by default (#1397, #1398, #1399, #1400, thanks @Shizoqua; #1172) — pandas still defaults pct_change() to forward-filling, so a missing close becomes a 0.0% return that never happened, and the next bar reports a two-day move as one day. Four PRs each fixed one call site; sweeping the skills exhaustively found 24 sites across 10 files, two of them inside the very files those PRs were editing. The class is closed repo-wide now: the SDM strategy template (#1397), cross-market volatility weights (#1398), multi-factor TopN selection which now excludes assets with no factor observations rather than ranking them at zero (#1399), and sentiment-factor orthogonalization which no longer regresses on zeros it filled in itself (#1400). Alpha Zoo returns stopped forward-filling gaps in #1172.
• Survivorship-bias disclosure reaches the report (#1289, thanks @bonyohana) — the flag was computed and then not rendered in the HTML bench report, which is the same failure mode one level up: a caveat that exists in the data and not in what the reader sees.

Prices say which caliber they are

• Adjustment caliber stamped on served frames (#1317, closes #1301, thanks @he-yufeng) — a frame now carries what its prices actually mean. A caliber is recorded only where it was measured against a live payload or pinned by the loader's own endpoint choice; anything unmeasured resolves to unknown on purpose, because origin-side adjustment is invisible from loader code — Yahoo serves split-adjusted quotes with zero adjustment logic in this repo.
• The loaders that still booked a dividend as a loss (#1287, #1288, thanks @he-yufeng; #1320, thanks @lorenzozanee) — Yahoo, FMP and Tiingo paths serve adjusted prices, and an unresolved symbol now retries down the fallback chain instead of stopping at the first source that lacks it.
• Explicit sources answer as themselves (#1276, #1342, #1185, #1316, thanks @lorenzozanee, @he-yufeng, @cgycorey) — FMP moved to the Stable endpoint and no longer silently falls back when named explicitly; stooq's anti-bot challenge is flagged rather than parsed as data, which is the difference between "no data" and "a JavaScript page interpreted as prices"; codes, date range and source are validated before the fetch rather than after it; and symbol search is aligned with fetch for FX pairs and indexes, so the thing you searched is the thing you get.
• Tencent history pagination (#1154, thanks @BigFishEmily) — long ranges were silently truncated to the first page.

Futures reach the right engine, and now have a source at all

• Classification (#1369, #1389, thanks @Shizoqua; #1396, thanks @he-yufeng; and 349bf202 on the global side) — digit-prefixed and month-code-colliding product codes, Tushare's own exchange spellings (SHF/CZC/CFX/GFE), case folding at extraction rather than per lookup, and dated global contracts carrying their venue (CL2412.NYMEX, ESZ4.CME) each fell through every pattern to the a_share default. A US crude contract was therefore run under T+1, with no shorting, settled in CNY.
• Coverage (#1395) — the loader chain was the last link, and it was empty. It named tushare and akshare, and neither implemented a futures endpoint: tushare._fetch_daily_frame branches on ETF / index / HK and sends everything else to daily(), the A-share equity endpoint, while akshare._fetch_one ends with # Default: try A-share. AKShare now serves Chinese contracts off the token-free Sina daily endpoints, dated and main-continuous, verified live across SHFE (RB2601, RB0), CFFEX (IF2512, T2512), GFEX (SI2601) and ZCE (MA2605). A global contract returns empty and reaches local rather than being priced as an equity. Trimming tushare's markets set alone would not have worked: resolve_loader walks the chain and never consults markets, so tushare would have stayed first in line. The main continuous contract (RB0) is routed too — a dated contract lives about one year, so any backtest longer than a contract cycle has to name the rolled series.
• China-futures margin provenance (306aca2c, closes #1393) — a run now states which products were priced on a generic default instead of a table entry. rb's real margin rate is 0.10, the same number as the default, and "looked up" must not read like "assumed".

Live trading fails closed

• Broker reads that are not answers (#1212, #1232, thanks @he-yufeng; #1244, #1254, thanks @cgycorey) — a position read returning an API error, and error envelopes arriving mid halt-sweep, were both treated as successful empty results. The sweep now latches only the episodes it actually swept, under per-episode latch files, and only after attempted side effects.
• State that has to survive a restart (#1233, thanks @he-yufeng; #1213, #1221, #1222, thanks @Elfsa-Miranda) — the flatten latch persists across runner restarts, and unresolved Alpaca submissions are owned before broker writes and recovered by exact client ID, including fills, so a restart mid-submit cannot produce a duplicate or an orphan.
• Order sizing and timing (#1312, #1361, #1253, thanks @he-yufeng and @cgycorey; #1209) — buy-limit orders are sized at the worse of quote and limit on both transports, market-triggered ticks are skipped while the market is closed, and Alpaca position quantity is signed by side before it reaches the mandate gate.
• The mandate gate narrows in both directions (#1285, thanks @Jackzigen) — the change enforcing narrowing semantics for non-numeric and list adjustments also rejected "none" as an invalid type, which made the most conservative mandate unsubmittable. Nine CI checks were green over it: the eight new tests were all raises assertions, and a one-way suite cannot see that something which should have been allowed was refused.
• Four connector gaps from the #1207 minor batch (#1388, thanks @he-yufeng) — an MT5 order above the symbol's volume cap was silently clamped and sent while the below-minimum side errored (it fails closed naming the cap now); an eToro limit order with no limit_price went out as an MIT with no TriggerRate and rested untriggered while reading as accepted; futu K-lines inherited an undeclared adjustment caliber; and bare BTCUSDT was routed through A-share rules — T+1 and no shorting, on a perpetual.
• Report audit fails closed when nothing was verified (#1362, thanks @cgycorey) — an audit that checked zero claims returned PASS.

Backtest execution semantics

• Options (#1299, #1305, thanks @cgycorey; #1306, thanks @he-yufeng; #1177) — signals fill on the next bar rather than on the date they were computed from, which had let a strategy trade at the price that generated its own signal; HV warm-up bars use the configured default IV instead of an undefined one; short option legs hold margin and gate opens on buying power, so a naked short could no longer sell premium it could never cover; and an explicit expiration is validated against the dates actually available rather than silently resolved to a neighbour.
• Shorts, rebalancing and accounting (#1298, #1344, #1281, thanks @cgycorey) — 1x shorts liquidate on adverse moves in non-strict mode; an over-committed rebalance basket scales to fit instead of aborting on a commission overdraft; and requested target changes are separated from executed rebalance fills (closes #1275), so the rebalance count shown to a reader is the number of fills rather than the number of intentions.
• Market rules through composite state (#1309, #1332, #1370, thanks @he-yufeng and @Shizoqua) — A-share and India rules are enforced through composite state rather than per-engine, a halted position marks at the last traded close instead of entry cost, and the sub-engine's active symbol is synced before every composite dispatch rather than once per bar.
• Perpetuals and forex (#1307, thanks @he-yufeng; #1226, thanks @P1Piyush) — funding settles by bar span on 8h+ intervals rather than once per bar, and forex metals are treated as metals for pip size, lot size and spreads. A 50-ounce gold order had been rounded down to zero.
• Symbol routing into the engines (#1351, thanks @cgycorey) — dotted US class shares (BRK.B.US, BF.B.US) fetched an empty chart.
• Cross-market annualization (#1239, thanks @cgycorey) — risk x-ray honours bars_per_year=None instead of assuming a trading calendar that does not apply.
• ML walk-forward label leakage (#1392, thanks @Shizoqua) — future labels were not purged from the training window in the example pipeline.
• Intraday fundamentals lookahead (closes #1387) — an announcement date carries no time of day, so on an intraday frame a filing became visible from the first bar of its own announcement day: a full session of lookahead. Sub-daily frames are refused now, with fundamental_subdaily="next_day" as the explicit opt-in.

Shadow account

• (#1217, #1310, #1311, #1314, #1356, thanks @he-yufeng) — PnL is derived from runner metrics and fails closed when unknown rather than reporting a number it cannot support; attribution is scoped to the pool currency with mutually exclusive buckets; short lots are modelled in FIFO pairing with legs restated across corporate actions; the result cache is keyed by window and journal hash rather than by shadow alone, so editing a journal no longer returns the previous answer; and cash-dividend journal rows are parsed and booked into real PnL.

Grounding gates

• Both directions (#1326, #1338, #1375, #1378, thanks @cgycorey) — full-width brackets no longer split a clause; analysis metrics are gated on a completed analysis result (#1336); a metric claim formatted as a generic | Metric | Value | table no longer escapes the gate that rejects the same claim in prose; and the mirror-image error is fixed too — a price word used as a formula variable is not a price claim, so close/SMA50 > 1 is no longer read as an asserted price (#1354).
• Vocabularies completed on both sides (#1346, #1357, thanks @saju01) — percentage-point deltas (3.6pp, 3.6 个百分点, 250 基点) were read as quoted prices, and the adjacent-CJK boundary is now exercised directly. The English gate had been the leaking side: \bclose\b does not match "closed", so a fabricated The stock closed at 412.35. passed while the identical Chinese claim was correctly rejected. Both vocabularies are complete now and a language-parity suite asserts the two reach the same verdict per case instead of checking each in isolation.
• Identity (#1265, #1280, #1282, thanks @aminak58; #1384, thanks @laiyierjiangsu; #1269, thanks @AirHua-byte; #1333, thanks @Shizoqua) — bare joined crypto pairs (BTCUSDT) went unrecognised while spot platinum resolved to a crypto pair that does not exist; FX, metals and futures symbols route through the right identity path (GC=F and XAUUSD had been classified as China A-shares); search_symbol("XAUUSD") returned exactly one candidate — a Swedish Bitcoin ETP — which then locked the run's instrument identity, so a metal or FX query is an exact instrument assertion now; a pasted broker code (HK.00700, US.AAPL, SH.600519) scanned as no symbol at all; market context stated earlier in a conversation can narrow resolution behind VIBE_CONTEXTUAL_IDENTITY_CONSTRAINTS; and generic evidence timestamps are preserved rather than dropped.

The agent loop keeps what it still needs

• (#1341, #1358, thanks @saju01; #1349, thanks @he-yufeng; #1352, thanks @cgycorey) — the loop discarded tool results the model was still using, and microcompaction cleared pairs it then could not reconcile. A session that had successfully fetched fundamentals, fund flow, margin and research data had those results cleared to free context, and the de-duplication ledger went on refusing to re-fetch them: 44 blocked retries in one run, ending in "fundamental data not retrieved" for data the model had already received. Clearing a result now re-opens that tool, the ledger keys on arguments rather than tool name, results are reconciled by exact call identity, and the token budget counts tool-call arguments instead of scoring a 100 KB payload as ten tokens.
• The no-progress budget counts observations, not activity (#1363, thanks @be-student) — a run that keeps issuing tool calls without a new successful observation stops after NO_PROGRESS_LIMIT iterations with a visible recovery answer and a failed terminal state. An identical call identity is refused from its second failure, not its first: only a successful mutating call clears the ledger and a research run may have none, so refusing on the first failure made a transient rate limit or timeout permanent for the whole run.
• Run-stall watchdog and bash tree-kill timeout (#1169, thanks @wiliao) — plus a compaction verification ledger, so a stalled run is detected rather than waited on.

Providers and transports

• (#1225, thanks @he-yufeng; #1246, #1247, thanks @lorenzozanee; #1330, thanks @averatec0773; #1334, #1348, thanks @Shizoqua; #1182, thanks @AirHua-byte) — real token usage is requested on streamed calls instead of being estimated; a temperature rejection self-heals on the OpenAI-compatible path, and the Anthropic self-heal strips the relocated extra_body.temperature rather than only the original position; stream retry delays escalate and honour Retry-After; Codex token usage and response model metadata are propagated rather than discarded; and shared HTTP clients survive cleanup instead of being closed out from under an in-flight request.
• Dependency caps that were load-bearing (#1313, thanks @he-yufeng; 4abd6cc2) — fastmcp is capped below 4.0.0 until the constructor/snapshot adaptation lands, and mcp below 1.30, which broke IBKR OAuth discovery. The second was diagnosed as a red CI on tests nothing in the diff had touched; adapting the fixtures would have hidden a genuinely broken broker path.

Web UI, CLI and surfaces

• (#1257, #1258, #1259, thanks @iagop03; #1319, thanks @guestccc) — a stale streamingSessionId is cleared on session reopen, the main region scrolls and long run prompts collapse, a non-backtest run points at Studio instead of a blank dashboard, and the Vite dev server proxies /api so a fresh checkout works without a manual proxy step.
• Session recovery across restart (#1180, thanks @AirHua-byte; #1340, thanks @averatec0773) — streamed assistant text is checkpointed to partial_response.json at ≥0.25s intervals with an atomic os.replace, and every pending or running attempt on disk is reconciled at service construction into an explicit interrupted transcript entry. The reply is committed before attempt.json so recovery can finish either side of that write. The attempt start persists too, so the elapsed clock survives navigation, reload and history.
• Windows and desktop (#1261, thanks @Emad211; #1284, thanks @lorenzozanee; #1359, thanks @birdxs) — cross-platform locks and path handling, EPERM handled in the desktop updater's shutdown checks, and Docker actions moved to Node.js 24 compatible versions.
• Swarm and MCP plumbing (#1175, #1331, #1176, #1335, thanks @Shizoqua; #1210, thanks @pengpengyi92; #1173; #1345, thanks @cgycorey) — cancel_run() is threaded into the in-flight worker rather than only marking the DAG; goal sessions are isolated per MCP connection rather than per process; goal_id/expected_goal_id default to the current goal; beginTime/endTime are forwarded through get_research_reports; worker retries use bounded backoff; the MCP stdio registry path has coverage; and investment-committee researchers get the fundamental data panel their prompts already assumed (#1343).
• Portfolio OAuth lifecycle (#1211, #1251, thanks @goatyyc) — the reconnect lifecycle is isolated, and reconnect failures are classified rather than collapsed into one opaque error.
• IBKR (#1186, thanks @sykuang; #1190, thanks @goatyyc; #1178, thanks @c020627) — public MCP OAuth flow support, verified read tools enabled, and the official read-only seed pointed at /mcp-public.
• Futu HKD valuations (#1228, thanks @JaxonHu1024) and futu connection_state handling.
• Feishu QR login credentials persist (#1188, thanks @AirHua-byte).
• Persistent memory cleans up after itself (#1174, thanks @Shizoqua) — garbage collection and compression left the FTS index and the semantic links pointing at entries that no longer existed, so a cross-session recall could surface a row whose body had been collected.
• Strategy store and discovery (#1347, thanks @ethanstoner; #1368, thanks @Shizoqua) — created_at ties are broken so history is really newest-first, and position size is resolved per regime rather than once for the whole run.
• Valuation and credit refuse non-finite inputs (#1184, #1215, #1386, thanks @Robin1987China) — comps, three-statement inputs and every credit-risk function reject non-finite values rather than propagating them. The three Archimedean copula CDFs returned wrong extreme values under strong dependence — Clayton 0.0, Gumbel 1.0, Frank inf — and are computed in log space now, verified against a 2500-digit reference across θ ∈ [-5000, 5000] (closes #1385). Note that the first fix covered only θ > 0; θ < 0 overflowed to nan from |θ| ≈ 355 and the rewrite dipped below the Fréchet bound as θ → 0, both caught before merge.
• Cross-validation edges (#1204, #1220, thanks @santhreal and @he-yufeng) — multi-segment test sets are supported, empty training partitions are guarded, and rows between combinatorial test blocks are pinned as still trainable.
• Skill and documentation links (#1252, #1328, thanks @ethanstoner; #1189, thanks @youngjincho02-arch) — a skill-relative reference link resolves in read_file, the skill-name prefix is dropped so links resolve on GitHub, and the historical_var quantile formula in the risk-analysis skill is corrected. Verification note for the first two: the agent reads through ReadFileTool rooted at src/skills/, not through GitHub's renderer, so the two conventions had to be checked against the real consumer.
• Dependencies (#1321, #1322, #1323, #1324) — dockerhub-description 4.0.2 → 5.0.0, docker/login-action 3.7.0 → 4.6.0, 15 npm minor/patch updates and 43 pip minor/patch updates, via Dependabot.

Changed

• The futures fallback chain is now ["akshare", "local"]. resolve_loader walks FALLBACK_CHAINS and never consults a loader's markets set — the only .markets read is the explicit-source fallback — so trimming that set alone would have left tushare first in line, constructed and available on any TUSHARE_TOKEN, returning empty frames before akshare was ever asked.
• tushare no longer declares the futures market. Serving it needs pro.fut_daily, which sits behind a points tier nothing here implements.
• China futures main continuous contracts (RB0, IF0) now classify as futures rather than falling to the a_share default. The rule is generated from the product whitelist rather than from a width heuristic, so an ordinary ticker ending in 0 keeps its own market.
• test_release_version_consistency.py did the job it was written for. The bump missed the app.version mock in frontend/src/components/layout/__tests__/Layout.test.tsx, and the guard named it — that site has been in its enumeration since it shipped with 0.1.14, which is the point of enumerating declaration sites rather than spot-checking the ones somebody remembers. The locale check globs its directory, so pt-BR.json was covered the day it landed without anyone extending the test. The version named in a test_cli_update.py comment is de-versioned here — a version string in a comment has no guard at all and goes stale at the next bump.
• Reader-facing counts were re-measured against the code rather than incremented by hand: 74 MCP tools, 107 registry tools, 10 backtest engines, 90 bundled skills, 462 alphas, 27 data sources, 30 swarm presets, 14 broker connectors. None had drifted this cycle.

[0.1.14] — 2026-08-20

Rolls up 272 commits / 74 merged pull requests since 0.1.13.

Added

• Options Lab (#1096, closes #1095, thanks @shadowinlife) — a Web UI page with four surfaces: expiry payoff diagram, spot×IV scenario P&L matrix, portfolio Greeks cards, and a live US options chain. The math is not new: two read-only HTTP endpoints wrap the existing options_payoff / get_options_chain tools, so the page and the MCP surface compute from the same test-pinned src/quantlib/options.py. Research only — it places no orders.
• Factor Research tab in Run Detail (#1099, thanks @shadowinlife) — IC statistics cards, the daily IC series with its mean line, quantile-group equity curves, and an IC correlation heatmap, all rendered from the factor_analysis artifacts a run already writes. The new read-only GET /runs/{run_id}/factor endpoint scans the run's artifacts/ tree and computes the pairwise IC time-series correlation matrix, which existed nowhere before; a has_factor_artifacts flag gates the tab so runs without factor output do not show an empty panel.
• Positions tab in Run Detail (#1097, closes #1098, thanks @shadowinlife) — portfolio-book structure from the existing positions.csv: a per-symbol weight pie/treemap with a date slider, sector and asset-class net-exposure bars, and a weight-evolution stacked area. The pie is gross composition (absolute weights including shorts and cash) while the bars are net exposure per industry, so a long/short pair in one sector nets to zero on the bars while both legs stay visible on the pie. The two charts answer different questions on purpose.
• Tearsheet tab in Run Detail (#1091, closes #1090, thanks @shadowinlife) — monthly-returns heatmap (years × months with a full-year column), annual returns bar chart, top-5 drawdown table, and an equity curve annotated with the ranked drawdown zones. Everything is derived client-side from the equity.csv rows the run response already carries: no backend change, no new dependency, and month axis labels come from Intl.DateTimeFormat rather than per-locale month keys.
• Interactive backtest research dashboard (#1084, thanks @AndyLongest) — an optional report-style view for a completed backtest alongside the existing candlestick and trade-detail views: headline return/risk/trading KPIs, normalized equity versus benchmark, drawdown with rolling Sharpe, realized trade P&L, a trade ledger, and the complete metric table. CLI backtests get a quiet local report-server bootstrap so Full Report routes to the dashboard without a manual server step.
• Strategy Discovery (#978 Phase 1 and #1007 Phase 2, refs #969, thanks @shadowinlife) — a read-only facade answering "what strategies exist and what state are they in?" across the Alpha Zoo and the SDM strategy store, with per-(strategy, regime) evidence rows rather than scenario tags. Ships list_strategies / query_strategies / get_strategy_evidence as agent and MCP tools behind an evidence gate (minimum-trade, coverage and cost-breakeven thresholds, each with an explicit warning), plus a startup guard that drops the routing text when any advertised tool is not actually registered. Phase 2 adds the population path — refresh_strategy_evidence as an agent tool, an MCP wrapper and vibe-trading strategy-evidence refresh --manifest — with the backtest-diagnose Hard-Gate Checklist as the ingestion gate (stable hard-gate:* skip tokens) and atomic rebuilds. Freshness is computed at read time from the evidence-window age (fresh/aging/stale); stale rows fail closed out of default recommendations behind an include_stale opt-out, and sdm:* rows mirror the SDM lifecycle.
• Scheduled research now delivers itself. A finished briefing leaves the run through an outbox rather than waiting to be read: the outbox row is claimed under a lease before sending so a crash mid-delivery cannot double post, the send is wired to both the session and the channel runtimes, and the push happens on the terminal event. Delivery is configured and watched from Market Watch.
• Each monitor's latest verdict is persisted on its job (#1152, refs #943, thanks @he-yufeng) — the run's terminal briefing is parsed server-side into a structured last_verdict record and the /scheduled-runs list carries it inline, so the list renders a verdict without re-parsing free text per row or going N+1 on sessions. The five research playbooks grow a strictly additive ## Verdict tail — one - SYMBOL: STATE - reason line per tracked symbol, each playbook declaring its own state vocabulary. Parsing is deliberately strict: an ad-hoc prompt lands permanently at no_verdict_section and renders as nothing rather than a warning, a run that tracked nothing is a real "no calls" answer rather than an absence, and a malformed section degrades to contract_violation instead of showing a wrong verdict. The prior record is embedded one level deep at write time and no deeper.
• Futu connector — seven extended read-only endpoints (#1135, thanks @549236606-oss) closing the gap between what the SDK exposes and what the connector consumed: get_rehab (dividend/split/rights adjustment factors, so backtests stop reading dividend gaps as price moves), get_capital_flow (historical super/big/mid/small inflow buckets), get_capital_distribution (today's in-flow versus out-flow snapshot), get_history_deals (fill records for true cost-basis reconstruction, capped at the SDK's 360-day window), get_acc_cash_flow, get_financials (income/balance/cash-flow statements), and get_earnings_calendar with EPS and revenue consensus. Each routes through the same _quote_ctx / _trade_ctx / _assert_gateway envelope as the original five, so missing data, missing privileges and a missing OpenD all degrade to a clean fail-closed payload instead of an SDK stack trace. The futu-api SDK stays lazily loaded.
• Vietnam equities (HOSE) as a backtest market (#1033, thanks @ngoanpv). .VN matched no entry in _MARKET_PATTERNS, so _detect_market fell back to a_share and executed Vietnamese bars under China A-share rules — and asking for Yahoo explicitly did not help, because both Yahoo loaders gated on suffix and rejected .VN before building the request. .VN now resolves through the Yahoo loaders with a ["yahoo", "yfinance", "local"] fallback chain and runs on a dedicated VietnamEquityEngine.
• Offline USD-M account reconciliation (#1106, relates #1030, thanks @honginp) — immutable Binance USD-M account and position snapshot contracts that compare an exchange observation against the existing AccountState and RiskSnapshot without mutating either, reporting numeric, structural, missing-symbol and unexpected-symbol drift deterministically. Liquidation-engine validation is explicitly left unassessed rather than silently assumed. This is the Shadow 1 slice: contracts and fixture-only offline reconciliation.
• Novita AI as a built-in OpenAI-compatible provider (#1059, thanks @jax-novita) — registered in the provider registry with NOVITA_API_KEY / NOVITA_BASE_URL and wired through capabilities, CLI onboarding, .env.example and the README provider list, so it is selectable from the built-in list instead of hand-configured as a custom endpoint.
• GitHub Copilot as a provider through the official github-copilot-sdk (#990, supersedes #899, thanks @sykuang), with SDK-managed authentication from COPILOT_GITHUB_TOKEN, GH_TOKEN, GITHUB_TOKEN, stored Copilot CLI credentials or gh credentials, plus LangChain-compatible invoke, streaming, reasoning and tool-call handling and Settings/preflight integration. This implements the boundary #899 was closed on: no borrowed OAuth client ID and no editor-impersonation headers.
• tickerall hosted MetaTrader 5 data source (#968, closes #897, thanks @miguelangelo78) — a broker's MetaTrader 5 candle feed over the hosted TickerAll HTTP API, so forex and metals backtests run on any OS with no local, logged-in MetaTrader 5 terminal. Purely opt-in: is_available() is False unless TICKERALL_API_KEY and TICKERALL_ACCOUNT_ID are set, and the loader never joins an automatic chain.
• A drift tolerance band for rebalance mode — a rebalance that would move the book by less than the band is skipped rather than executed for a rounding difference.
• Spanish and German locales (#1087 thanks @daviddaco1, #1117 thanks @1psconstructor). Spanish ships a full key-for-key es.json plus README_es.md, making Spanish the sixth README; German ships de.json with the full UI key set. Both register in SUPPORTED_LANGUAGES and localeLoaders on the existing lazy-loading path, and the locale-parity and interpolation-variable tests cover them.
• Desktop update safety boundary (#1101, refs #1016, thanks @QCYTSN) — a strict PID-scoped backend/watchdog shutdown result for a future update handoff, dormant Windows candidate verification, interrupted-attempt recovery primitives, and a documented, tested rejection matrix for tampered, unsigned, invalid-signature, wrong-publisher and downgraded candidates. The signed 0.3.0 → 0.3.1 run itself remains blocked on a signing identity; this is the part that could be made executable before a certificate exists, including the proof that desktop cleanup never kills unrelated Python processes.
• Docker images carry the Feishu and Telegram channel dependencies (#1088, thanks @birdxs), with a manually triggered workflow that builds and pushes to both GHCR and Docker Hub and syncs the project description to the Docker Hub page.
• Strict alpha t-stats in the bench JSON and HTML report (#1085, thanks @jay79-boop), so the strict-mode number is readable from the artifact instead of only the console.
• Offset paging on the MCP surface for SEC filings and financial statements (#1138), and load_skill routed through the registry so an oversized skill pages instead of being truncated at the transport limit (#1137).

Changed

• The MCP surface grows to 74 tools (from 70 in 0.1.13).
• smartmoneyconcepts is now an opt-in [smc] extra, not a base dependency — and the stale <3.14 cap is gone from both the project metadata and the distribution manifest. The package pulled in numba → llvmlite, and llvmlite ships no macOS x86_64 wheel from 0.46 onward, so as a base dependency it turned every Intel-Mac install into a source build that needs CMake (discussion #1035). It backs exactly one skill example, whose SKILL.md already tells the reader to install it. Intel-Mac users on Python 3.11–3.13 can now pip install vibe-trading-ai without a toolchain.
• CI runs the test job on both the floor and the ceiling of requires-python, so a version-specific break at either end is caught before release rather than by a user.
• Vite moves from 6.4.3 to 8.2.0 in the frontend dev toolchain (#1022).
• Market-data provenance now declares per-market volume units (#1065, #1131, thanks @shadowinlife), and get_market_data carries that provenance over MCP rather than dropping it at the transport boundary.
• The Ollama runtime URL is normalized at source (#1074) instead of being patched at each call site.

Fixed

• A run's grounding gate stops refusing answers it can support. The identity/price recovery path now re-fetches missing evidence within a bounded budget instead of rejecting outright (#1092, thanks @Shizoqua); identity constants in rate formulas are no longer read as unsupported quotes (#1083, thanks @AndyLongest); line-leading ordered-list markers are masked before number extraction (#1063, thanks @zzz607); ISO dates that run straight into CJK text are recognised as dates (#1132, thanks @Robin1987China); a report-style date cell parses as a date and a US CSV stem resolves; a dash-form trading day reads as a date and both bounds of a ranged level are masked; an order line is read as an instruction rather than an observed quote; and an "@" level is masked only when a quantity or an order label accompanies it, so a bare price is still held to the evidence standard.
• Agent run reliability (#1105, thanks @wiliao) — grounding false-rejections, the final-answer gate and LLM timeouts, together with prompt wording and support/resistance masking (#1060).
• build_registry() no longer returns a partial registry in silence (#1129, thanks @er-s-an): a construction failure is reported instead of leaving the caller with a short tool list that looks complete.
• Backtest correctness: excess_return stays consistent with the corrected benchmark_return (#1058, thanks @Shizoqua) and the corrected benchmark fields are rounded to the metrics contract; the engine reports actual post-fill positions rather than the requested ones (#1082, thanks @AndyLongest); hold mode says so when it drops a requested resize; the archive no longer mixes two runs' artifacts into one bundle; and importing the runner module no longer loads .env as a side effect.
• Quantlib numerics: xirr and money-weighted return survive long-horizon discount underflow instead of crashing (#1119, thanks @pengpengyi92); DCF refuses non-finite inputs rather than returning a silently negative share price (#1121, thanks @Robin1987China); a zero-volatility option discounts its forward value (#1066), the fixed-income curve keeps decay inside the requested bounds (#1076), event studies anchor to the prior session (#1078), and cross-validation aligns label ends to the prior observation (#1079) — all thanks @pengpengyi92. technical_indicator RSI uses Wilder EWM smoothing (#1056, thanks @Shizoqua).
• Swarm: worker prompts are ordered for prompt-cache-friendly prefixes (#1057, thanks @Echoandelementwebsites); worker artifacts are isolated between retry attempts (#1053) and a path-shaped agent id is rejected before the retry rmtree; raw ok/success tool-result envelopes are rejected (#1052) and oversized tool results truncate with the shared notice (#1110) — thanks @Shizoqua; tool-less agents are no longer instructed to call write_file (#1144, thanks @Echoandelementwebsites); and the per-task ChatLLM is closed to stop a pooled-connection leak (#1145, thanks @cgycorey), with the same treatment for the one-shot clients in auto-title and image vision (#1153).
• Connectors and market data: baostock volume is normalized to board lots behind a cross-source consistency guard (#1067, thanks @shadowinlife); the IBKR market-data tier is selectable and starved quotes report as no_data (#1075, thanks @jay79-boop), with the requested and the applied tier reported separately; eToro gains runtime UI parity for SDK connector status (#1051) and fixes crypto browse and flat market-data quotes (#1070, thanks @ofeksh-tr); the tencent loader builds its SSL context from the certifi CA bundle, since the new GlobalSign Atlas R3 root is absent from Python's default store and HK quotes failed every retry (#1113, thanks @x-lambda); and the East Money research-report endpoint gets the time parameters it now requires (#1077, thanks @zzz607).
• CLI: connector orders renders broker_sdk rows — the renderer only knew the nested IBKR shape, so a flat row left every column but Account empty — and stringified SDK enums print as BUY rather than OrderSide.BUY, while class-B tickers such as BRK.B and decimal values are left intact (#1150, thanks @nstavros); direct SDK account diagnostics render (#1073); the show subcommand dispatches its run_id instead of the --show flag (#1147, thanks @cgycorey); and a Docker Codex OAuth EOF explains itself (#1054, thanks @zhiwuyazhe-fjr).
• Providers: reasoning effort is honoured in chat completions (#1025, thanks @cgycorey) and passed through to the Anthropic adapter (#1115, thanks @straun-repo).
• A remote MCP failure reports the server's own explanation instead of a bare status code, so a rejected token reads as a rejected token (refs #1126).
• Scheduled research: an in-flight delivery is no longer overwritten (#1140, thanks @Shizoqua), and the scheduled-runs DELETE returns an empty Response for its 204 (#1068, thanks @ofeksh-tr).
• Tools and agent: unsupported ticker-plus-name symbol queries are marked skipped rather than failed (#1114) and recovery steering is delivered as user messages with inline system tags (#1112) — thanks @lorenzozanee; prediction-market fields reject non-finite values and the envelope stays strict JSON (#1136, thanks @Shizoqua); gross_profit is derived from revenue minus COGS when the SEC tag is absent (#1111, thanks @cgycorey); every compacted message folds through the summarizer; and the autopilot preserves backtest validation evidence when linking hypotheses (#1139, thanks @Shizoqua).
• Onboarding: .env.partial is created with owner-only permissions (#1086, thanks @lukiod) and written atomically, so a failed save cannot destroy recovery state.
• Memory: the fallback tokenizer's minimum is aligned with the FTS5 sanitizer (#1071, thanks @Shizoqua).
• Research reports reject a reversed window instead of reporting it as missing coverage.
• Web: inferred strategy labels are marked as inferred in the run dashboard (#1134, part 1 of #1094, thanks @fixXxerTech).
• The test suite no longer escapes its sandbox into the real config root (#1118, closes #1116, thanks @lorenzozanee). A full run had been appending synthetic order_rejected records to the live, hash-chained audit ledger at ~/.vibe-trading/live/audit.jsonl and writing a live/audit_chain.jsonl holding a single NUL byte. It was reported on Windows, but the escape was not Windows-specific — a default macOS environment leaked the same way. The config root is now sandboxed before collection, through one knob at the tail of the resolution chain rather than a per-test override, and os patches are confined to the module under test. hash locks are portable across supported platforms (#1102); Windows desktop packaging inputs are stabilized (#1104); the Docker build workflow is pinned and the image stays on hash-locked dependencies; the alpha-bench SP500 panel carries the GICS sector through; a frontend test waits on the sector re-render rather than on the spinner disappearing; and the Spanish locale says "demo", not "papel", for paper trading.

[0.1.13] — 2026-08-10

Rolls up 408 commits / 162 merged pull requests since 0.1.12.

Added

• src/quantlib — a tested finance-math layer (265 functions across 19 modules): one implementation each of Black-Scholes price/greeks/IV inversion, bond math + Nelson-Siegel/Svensson, Altman Z + Merton/KMV, stationarity/cointegration/ GARCH/bootstrap, VaR/CVaR/EVT, Brinson-Fachler attribution, event studies, multiple-testing control, and purged cross-validation. Skills now import these instead of carrying formulas inside markdown code blocks. Reachable from the CLI, the Web UI, the REST API and MCP through the read-only, pure-compute quantlib_call tool, so the finance math works where bash is gated off — module allowlist, __all__-only, export_* refused. attribution and impact were allowlisted but carried no __all__, so the tool listed zero functions for them; both now export, and a guard test fails when any allowlisted module exposes nothing. Econometrics needs the stats extra (statsmodels/arch), which the functions lazy-import and name.
• Valuation engine (src/quantlib/valuation/): run_dcf (FCFF bridge, WACC build, dual terminal value that cross-checks each method against the other's implied multiple and implied g, mid-year discounting, net-debt bridge, WACC×g grid), run_comps (EV bridge, LTM + calendar-year calendarisation, multiple matrix — a peer with a non-positive denominator is excluded and reported, never averaged in as a negative multiple), a linked three-statement projection with a hard balance assertion, explicit revolver plug and an iterated interest↔debt circularity that must converge or raise, plus input-hashed versioned artifacts with xlsx/pptx export. One shared rule in contracts.py: a missing input makes a model NOT RUNNABLE and is never silently defaulted.
• Typed entity + irregular dated cash-flow substrate (src/entities/) — the non-bar ingestion path for NAVs, capital calls and coupons, deliberately parallel to the bar engines so a nav column can never reach one and get priced as a close. Surfaced by the read-only cashflow_performance tool (XIRR / MOIC / DPI / TVPI / TWR / Modified Dietz / MWR over an irregular dated series).
• orderbook_depth (read-only): crypto L2 ladder via ccxt — spread bps, depth imbalance, and the impact cost of a stated notional walked through the real book in both directions. fully_filled and timestamp_source must be read before quoting anything; equities still have no depth source.
• Governance wired into every run (src/governance/): a run manifest hashes the prompt, skill contents, tool registry and package versions so "what methodology produced that number" is answerable, and the audit ledger is hash-chained + fsynced so editing or deleting a record is detectable (an edit that recomputes its own hash is caught one record later via prev_hash_mismatch). All 30 swarm presets were re-audited — a deliverable no granted tool can compute is now declared as such instead of invented.
• Four read-only data tools, all on free public sources: get_institutional_holdings (SEC 13F-HR; manager / ticker-holders / top-managers modes with quarter-over-quarter position diffs, and cover-page unit detection because pre-2023 filings report in thousands), etf_holdings (cross-market look-through — SEC N-PORT for US, and for A-shares the semi-annual/annual reports that carry the full book rather than the quarterly top ten: 510300 returns 342 rows / 98.66% of net assets vs 10 rows / 22.74%; coverage distinguishes full_portfolio from top_n_disclosed and every response stamps the report period), prediction_market (event-contract search/event/market/history with prices surfaced as labelled implied probability), and research_papers (arXiv + OpenAlex search/read with source-anchored claim extraction that marks what a source does not state instead of inferring it).
• Institutional research surface: six slash commands — /comps /dcf /attrib /memo /earnings /screen — each carrying a step skeleton and an arithmetic-consistent worked example (the Brinson decomposition sums exactly to active return; the earnings bridge sums exactly to the EPS delta).
• Investor lenses as a standalone skill (src/skills/investor-lenses/): named-investor reasoning frameworks as stackable analysis overlays, decoupled from the data layer. Each lens is an operating procedure — priority signals, disqualifying conditions, typical misuse — not a biography, and names no tool.
• Five ready-to-schedule research playbooks (premarket brief, earnings-season tracker, portfolio checkup, A-share money flow, institutional-holdings diff), reachable three ways: auth-gated REST routes beside the existing CRUD, a vibe-trading playbook CLI subcommand, and a /playbook slash command. Templates state their data needs in natural language rather than naming tools, so coverage can grow without editing them, and every one mandates naming a missing input instead of filling it from memory.
• Desktop shell — a source-first Electron host that owns the existing backend lifecycle (random loopback port, per-launch secret, five-locale startup recovery, owned-process cleanup) (#923). Windows packaging assembles a checksum-pinned embedded Python 3.12 runtime with x64 NSIS review/signing paths, plus Electron safeStorage for an allowlisted credential set — the renderer can set or clear secrets but never read them, plaintext config migrates once, decrypted values reach only the owned backend, and both unsigned-review and signed builds fail closed on the wrong signature state (#1015). No installer artifact was published from that PR.
• Canadian equities end to end (#1024, #1019, #1037, closes #952): .TO/.V symbols classified in CAD, routed Yahoo → yfinance → local, executed under Canada-specific GlobalEquity rules, benchmarked against XIC.TO, with mixed-currency aggregation refused.
• Korea equity (KRX: KOSPI/KOSDAQ) as the 9th backtest engine (#693, thanks @JungHoonGhae) — execution-time ±30% band on a unified tick grid, structurally long-only, config-driven 2026 0.20% securities transaction tax, optional pykrx loader that rejects non-daily intervals so the runner falls through.
• eToro connector with path-separated demo/real profiles (#989); live risk-increasing actions remain mandate-gated and audited.
• OpenBB Workspace bridge (#817, thanks @shugaoye) — optional openbb extra registering /agents.json + an authenticated /v1/query, each request replaying the supplied history in an ephemeral session. pro.openbb.co is not a default CORS origin; opt in via VIBE_TRADING_EXTRA_CORS_ORIGINS.
• Read-only Taiwan snapshot tool (#848, thanks @TSENGCHIENFENG), registered only when VIBE_TW_STOCK_DB points at a schema-valid snapshot.
• Options strategy analytics (#946, rebuilt from #883, thanks @he-yufeng) — analytic expiry P&L extrema, exact breakevens including continuous zero-P&L intervals, engine-aligned entry commissions, and spot × IV scenarios through Agent and MCP.
• Read-only sentiment tool (#939, thanks @Robin1987China): local lexicon scoring for arbitrary text plus the crypto Fear & Greed Index from Alternative.me's free, no-auth API.
• Read-only technical_indicators tool (#921, refs #920, thanks @Robin1987China) — RSI/MACD/Bollinger/SMA/EMA through the existing loaders.
• Timezone-aware scheduled research (#954, closes #953, thanks @ngoanpv): jobs take an optional IANA timezone and evaluate cron on that zone's wall clock, so a cadence survives DST — a spring-forward gap is skipped and a fall-back ambiguous time runs once. Cron fields gain comma lists and ranges (1,3-5); jobs without a timezone keep UTC semantics; the web UI gains a Scheduled page in all five locales.
• vibe-trading update (#1020) — checks PyPI for a newer release and upgrades in place, installing the exact release it checked and verifying fresh metadata without downgrading. Editable/source checkouts are detected and answered with the right manual instruction (git pull + reinstall) instead of a pip upgrade that would silently replace the dev install.
• ModelScope joins the built-in providers through its official OpenAI-compatible hosted-inference endpoint, default Qwen/Qwen3.5-27B (#1011, thanks @honginp).
• Live model discovery in Settings (#924, thanks @QCYTSN) — configured providers are queried on demand with stable warning codes and five-locale controls, and each reply records and reloads the immutable provider/model/ reasoning identity that actually served it.
• alpha_zoo + bounded alpha_bench on MCP (#979, thanks @cgycorey) with horizon/result/output-path limits and safe report creation; QVeris discovery/inspect/execute also join the MCP surface (#976, closes #964, thanks @shadowinlife), with the cost quote read from the marketplace instead of trusted from the caller.
• The MCP surface grows to 70 tools. Six read-only analytics tools that had reached the agent but never MCP are now mirrored onto it: quantlib_call, cashflow_performance, orderbook_depth, sentiment, technical_indicators and get_fundamentals. Order-placing tools stay structurally un-exposed — the mirrored registration path refuses any class whose is_readonly is not True, so an order tool cannot reach MCP even if someone adds it to the source list.
• Memory Tier 2: structural organization (#815, thanks @shadowinlife) — four independently-gated modules (H-MEM hierarchical routing VT_MEMORY_HIERARCHY, A-MEM BM25 semantic linking VT_MEMORY_LINKS, TF-IDF auto-compression VT_MEMORY_COMPRESSION, FTS5 index with CJK bigram tokenization VT_MEMORY_FTS_INDEX), a one-line VT_MEMORY=off|on|full preset replacing seven individual flags, dependency-conflict warnings, lazy FTS5 rebuild on first search, and 9 integration + 23 benchmark tests. All off by default (#733, closes #732).
• SDM lifecycle tools sdm_register / sdm_status / sdm_decay_scan (#457, thanks @shadowinlife) backed by a SQLite artifact store (UNIQUE(name, universe), WAL) and an IC/Sharpe decay state machine (active → monitoring → decayed → disabled).
• alpha bench --strict (#796, closes #773, thanks @he-yufeng) finally wires the strict same-universe random-control + OOS gate that shipped unreachable since 0.1.9; alpha bench also discloses CSI300/SP500 sources, counts, degraded fallbacks and survivorship bias (#859, closes #845), with the _meta disclosure forwarded to CLI/HTML (#841, closes #797, thanks @AmirF194).
• Risk x-ray artifacts (risk_xray.json/.md) emitted by every portfolio backtest with headline concentration/vol/drawdown metrics (#900, thanks @he-yufeng), plus rebalance-notes artifacts and turnover metrics (#795).
• Composable optimizer weight constraints (#818, thanks @he-yufeng); calc_metrics reports tracking error and benchmark beta.
• Opt-in atomic same-direction rebalancing in backtests with immutable fill evidence (#951), and opt-in position_adjustment=rebalance for strict USD-M historical backtests preserving collateral, funding, fees, realized P&L, liquidation behavior and fill evidence across increases and reductions (#1019, thanks @honginp).
• USD-M perpetual realism: perpetual_strict settles historical funding before fills and executes isolated/cross margin breaches as real liquidations (#903, #889, thanks @honginp), margin state contracts (#798), historical funding rates actually consumed rather than fetched-and-ignored (#819, thanks @g0rdonL), and ordered fill/funding/risk/liquidation event persistence plus a fidelity summary (#936).
• Final report aggregator stage for the quant_strategy_desk swarm preset (#1048, thanks @Robin1987China).

Changed

• Rebuilt WebUI — the guided-minimalism overhaul: no first-frame flash, one durable activity object per turn with a live reasoning whisper and a reload-safe tool trail, LLM-written session titles, full five-locale parity.
• Sessions, runs, swarm runs and uploads now live under ~/.vibe-trading (relocatable via VIBE_TRADING_HOME) with a one-time automatic migration (#925, closes #904, thanks @MuggleJinx).
• The frontend moves to Node 22 + React Router 8, clearing a high-severity advisory; Electron transitive advisories were patched separately.
• Daily price bands are judged at execution time — from a pre-fill base price against the prospective fill price — never from the decision bar's own close (#676, thanks @tyj147454413-cmd).
• A session runs one attempt at a time (a second concurrent send is refused with HTTP 409), and a user stop is its own terminal state distinct from a failure, both live and on reload.
• Trace redaction is now sink-aware: content is released only in the tool-RESULT sink and stays redacted in the fail-closed ARGUMENTS sink used by tool-call arguments and the live audit ledger (env is never released); results also get their string leaves pattern-scrubbed (#675, #913, #911, thanks @santhreal). Trace records are fsynced and sidecars made durable before the record that references them (#662).
• Oversized tool results are paged by whole record with an explicit total instead of being cut mid-JSON; the system prompt drops redundant tool prose.
• Dependency locks refreshed and verified across Python and the frontend (#949, #948, #850–#852, #1021, #1023, #1026, #1027); the breaking MCP 2.0 bump remains unmerged pending a complete lock/runtime migration (#950).

Fixed

• The identity/grounding gate stops refusing answers it has the evidence for. This was the single most user-visible defect in the 0.1.12 line — a well-formed run would spend minutes on real tool calls and then return "cannot safely confirm instrument identity or price evidence". Root causes, each fixed and covered by two-sided guard tests:
  • .SS and .SH were treated as different instruments, so every Shanghai ticker was permanently ambiguous. Symbols are now canonicalized (.SS≡.SH, sh600519≡600519.SH, 700.HK≡00700.HK, BTC/USDT≡BTC-USDT) before comparison, and candidates are collapsed by canonical symbol before the ambiguity test.
  • A failed side query could demote an already-locked identity; aggregate status now keeps a lock unless something genuinely conflicts.
  • Yahoo returns HTTP 400 for every CJK query, which was recorded as a source failure and escalated to blocking invalidated. Non-ASCII queries are now declined up front with an explicit skip marker, and a resolution with clean sources and no failures resolves to not_found rather than invalidated. All resolver skip markers were unified on one prefix, with a cross-module contract test.
  • A hardcoded per-tool whitelist decided which bare tickers could be matched, blocking 11 of the 17 documented argument spellings; matching is now by uniqueness against the authorized set.
  • Chinese-language answers were rejected for writing 雅虎/腾讯 instead of the ASCII loader name, and 元 instead of 人民币. Source and currency aliases now cover the user's language.
  • Thousands separators split a clause mid-number, so ¥1,309.22 was compared as 1 against the observed range and reported as a price conflict.
  • Conceptual questions with no instrument at all, and comparison reports, were dead-ended by the gate.
  • Follows the narrower 0.1.12-line fixes for numbers that were never prices — confidence scores, indicator readings, moving-average windows, year-less dates like 8/5, percentage ranges, and a plan's own trigger levels (close ≥ 6.45 is a condition, not a quote) (#1001, #983, #955) — and a many-candidate shortlist now counts as an answer rather than a stalled resolution. A quote outside recorded OHLC evidence is still refused.
  • Ordering, evidence and serialization repairs from the same family: a canonical symbol/venue must be locked before a market-sensitive tool-call batch starts so a resolver and its consumer cannot race (#887/#886); tool envelopes with ok: false / success: false are no longer recorded as successful calls; NaN/inf volume and close no longer crash format_grounding_block (#1043, thanks @santhreal); the latest close is paired with its correct date; and bash-written run-dir OHLC CSVs count as observed evidence (#1037, thanks @wiliao).
• Sandbox gap closed: generated strategy code can no longer import the broker layer, nor reach socket/subprocess/os.system/ctypes through a renamed binding — both were accepted before. src.quantlib still imports.
• SEC reporting periods are keyed on their (start, end) span. A 10-Q files the true quarter and the year-to-date frame under the same end date and fiscal period, so period="annual" had been returning a single quarter for AAPL FY2018–2020 (a 4.2× understatement) and every fiscal-Q4 slot in a quarterly series carried the full-year figure. get_fundamentals("AAPL.US") no longer answers ok:true with an all-null panel. PIT fundamentals also dedup restated rows and stop the snapshot regressing to an older fiscal period on a late restatement (#772, closes #771, thanks @klmtseng).
• Tushare A-share prices are corporate-action adjusted in both the factor bench and backtests — a raw close-to-close return across an ex-date was off by up to 47 percentage points (300750.SZ, 2023-04-26) — and the CSI300 bench masks each date to its point-in-time index membership.
• Cross-market composite backtests refuse a mixed-currency code set instead of summing CNY, USD and KRW into one equity curve; Shadow splits mixed markets by settlement currency without invented FX aggregation (#997).
• Option legs are marked at the volatility they were opened at, removing a fabricated day-zero P&L of up to +93% of premium; options partial-close honors the requested quantity instead of flattening the lot.
• bar_returns no longer erases the real move across a trading halt longer than the forward-fill window — the resumption move was silently recorded as 0, understating volatility and inflating Sharpe — and an inf prior price can no longer read as a clean −100% (#895, thanks @darkknight4563). Buy-and-hold returns are sign-safe (#872), the rolling correlation matrix no longer forward-fills missing closes (#873, thanks @ddy4633), indicators use consecutive unsampled history (#1005), negative-equity drawdown and empty insolvent cross accounts are handled (#958, #959), and inf from pct_change on zero equity is replaced (#1041, thanks @santhreal).
• Annualisation now covers all 24 data sources at every interval, with a coverage test that fails CI when a loader lands without entries (#891, closes #884, thanks @Robin1987China). A 19-PR interval-normalization sweep accepts lowercase 1h/4h/1d/1w everywhere, fails fast on unsupported intervals instead of silently returning daily bars, maps Yahoo 4H→1h, and keeps 1H/4H as hour bars across the Tiger/Alpaca/OKX/Shoonya/Longbridge connectors (#812–#838, #778–#794, thanks @santhreal); lowercase 4h returns true four-hour bars (#1013).
• Market-data routing: partial results complete the missing symbols through the fallback chain and fail closed instead of silently shrinking the backtest universe (#689, closes #681, thanks @xkam7ar); HK fallback routing repaired with a new Tencent HK source (#1000); yfinance crypto routes to the crypto engine (#970); OKX bars use history-candles with rate-limit retry (#644); a Binance loader joins the crypto fallback chain (#643).
• Providers: Claude models that deprecate temperature (opus-4-7, opus-5, sonnet-5) work — the adapter drops the field when the API rejects it, retries once, and remembers the model, so no per-release patch is needed (#890, closes #856, thanks @yagnikpipaliya). The whole Kimi K-series auto-forces temperature=1 (#701, thanks @sambazhu); endpoint resolution falls back to each provider's canonical base URL; mapping-shaped Responses stream events are accepted (#1034, thanks @cgycorey); OpenAI Codex OAuth gets a separate synchronized credential store and one-shot 401 recovery (#1014); proxy opt-out covers sync and async clients (#995); long model slugs stay readable (#1006).
• MCP: dataclass results no longer crash on a false Circular reference detected (#849, #922, thanks @Echoandelementwebsites); factor_analysis is realigned to the registered tool's real CSV contract so calls no longer die on KeyError (#715, closes #635, thanks @Robin1987China); list/dict arguments tolerate JSON-string clients (#993); the network guard accepts IPv6 and case-variant hosts (#750); the specs cache key includes remote server identity (#1049, thanks @Shizoqua); nested results serialize cleanly.
• Swarm: ok:false / success:false tool failures are detected, not just status:error (#1028, thanks @Shizoqua); MCP discovery is cached (#704).
• Scheduled research isolates malformed records (#1003), fixes interval-timezone validation (#1004), and retries transient dispatch failures with capped exponential backoff.
• Memory: entries are written and recovered with their .md suffix (#984); FTS5 ranking applies importance decay (#1032, thanks @Shizoqua); exact index-anchor matching and a respected result bound (#956, #957, thanks @santhreal).
• Two quantlib modules were allowlisted but unreachable. attribution (Brinson-Fachler) and impact (market-impact models) carried no __all__, and quantlib_call dispatches on __all__ alone, so the tool listed zero functions for both while the package docstring advertised them. Both now export, and a guard test fails when any allowlisted module exposes nothing — the previous test only asserted each module imports, which could never catch this.
• The published MCP manifest under-reported the server. SKILL.md's tool count was derived by counting @mcp.tool decorators, which ignores every tool registered through the mirrored path — so four institutional-research tools were live over MCP and absent from the manifest, and the contract test asserted that absence was correct. Both tests now measure mcp.list_tools().
• Resource leaks and robustness: the HTTP throttle sweeps stale bucket entries interval-aware, preserving rate-limit spacing (#1047), the rate limiter no longer grows unboundedly with unique client IPs (#1039), the event bus notifies and removes subscribers on clear (#1046), _json_loads is guarded against corrupted JSON in database columns (#1045), and Shoonya tolerates empty-string numeric fields (#1038) — all thanks @santhreal.
• Connectors: the connector CLI loads ~/.vibe-trading/.env so env-sourced broker credentials resolve again (#902, closes #901, thanks @MuggleJinx); IBKR moves to a thread-local connection pool with snapshot quotes, fixing hangs under parallel agent runs (#636, thanks @MikeCer); MT5 trading_history coerces numpy scalars so JSON serialization no longer dies on int64 (#776, closes #774, thanks @shadowinlife); CLI balances show a real account label (#843, closes #846).
• Docker's hash-locked install works again with a new CI lock check (#858, closes #847), and saving Agent LLM settings from the Web UI no longer returns HTTP 500 on Windows — the POSIX-only os.fchmod hardening is platform-guarded (#561, thanks @CRui5in).
• Non-interactive vibe-trading run injects a host session id: research-goal tools previously failed on every call while the run still reported success (#885). The agent now stops when evidence is sufficient (#1010).
• The vn.py export skill is repaired for the vn.py 4.x layout, where vnpy.app.cta_strategy no longer exists upstream — templates import from vnpy_ctastrategy (#869, thanks @y85998607).
• An encoding and parsing batch: UTF-16 BOM decoding in the document reader and trade-journal CSVs, currency symbols stripped before numeric coercion, BTCUSDT-style symbols inferred as crypto, CJK characters preserved in skill directory slugs, Eastmoney/Futu/Tonghuashun Excel-serial dates normalized, blank/NaN symbol rows skipped, and skill frontmatter parsed at EOF (#862–#868, #811, #749, #861, thanks @santhreal and @Robin1987China).
• QQ replies retain source message IDs (#1008); Feishu/CLI markdown table edges and indent-preserving channel message splits are fixed (#867).
• The daily-bar validator can opt in to non-positive prices — opening on negative bars while still rejecting zero (#816, closes #571, thanks @darkknight4563).
• Sandboxed runs retain their canonical root (#1012, #1017); persisted run state is fsync-durable (#645); Portfolio Studio artifacts are surfaced in run detail (#980, #982, #966, #973).

[0.1.12] — 2026-07-22

Added

• User swarm-presets directory: preset YAMLs dropped into ~/.vibe-trading/swarm/presets/ are discovered alongside the bundled roster (same-name files override it — the same rule as user skills) and survive pip install -U. list_presets() entries now carry a source: "user" | "bundled" field; explicitly named user presets run through run_swarm(preset_name=...), while keyword auto-routing stays limited to the curated table. Preset names are validated to a single path segment before any filesystem lookup.
• Security hardening: all 10 findings from the 2026-07-10 external audit closed (#476, tracking discussion #468) — Docker multi-stage rebuild with digest-pinned base images, AST-hardened backtest sandbox (blocks network/subprocess/eval/os.environ/unsafe-open reachable from generated code, including inside nested function bodies), short-lived single-use SSE auth tickets replacing a long-lived key in the URL/logs, hardened Compose (read_only, dropped capabilities, no-new-privileges, resource limits), auth + rate limiting on /correlation, security headers (CSP Report-Only, X-Content-Type-Options, Permissions-Policy), /live + /ready health split, hash-locked dependencies wired into the Docker build, GitHub Actions pinned by commit SHA, and an HMAC-authenticated factor cache.
• Opt-in TAP mode for Alpaca (#377, thanks @0xZKnw) — routes all broker egress through a self-hosted TAP proxy so the agent process never holds the raw API key, with writes blocking on human approval.
• Realized portfolio turnover (avg_turnover / total_turnover) surfaced in backtest metrics for every optimizer (#478, thanks @Robin1987China).
• Frazzini-Pedersen betting-against-beta academic factor (#480, thanks @YogeshModi24) — Alpha Zoo: 460 → 461.
• MetaTrader 5 connector + data source (Exness-style MT5 brokers, Windows-only pip install "vibe-trading-ai[mt5]"). Broker connectors: 11 → 12 — full read surface plus order placement against a locally running terminal, with a bidirectional identity guard (paper profile ⇔ demo trade_mode, login pinned, contest rejected), connector-level max_order_volume/max_order_notional_usd guards on demo AND live, and hedging-safe position close by ticket. The live mandate gate gains forex/cfd instrument vocabulary (schema v1 unchanged) and a lot-aware quantity_notional_usd sizing hook so USD caps bind on lot-sized orders (0.1 lot EURUSD ≈ $10,800, never 0.1 × quote). Market-data sources: 20 → 21 — the mt5 loader heads the forex fallback chain (broker-exact symbols with Exness suffix discovery, 1m–1D bars), get_market_data learns forex/metal symbol routing (EUR/USD, XAUUSD.FX previously fell through to tushare), and akshare's forex path accepts the canonical slash form so degradation off-Windows keeps working.
• Strategy Development Manager skill (#457, thanks @shadowinlife, closes #455) — sdm_register / sdm_status / sdm_decay_scan turn academic papers and broker research into registered factors/strategies with a persistent SQLite artifact store (UNIQUE(name, universe)) and automated IC/Sharpe decay monitoring driving an active → monitoring → decayed → disabled lifecycle. Pluggable OCR for read_document (local RapidOCR by default; cloud Qwen-VL is explicit opt-in only via VIBE_TRADING_OCR_ENGINE=qwen-vl, never auto-selected). Skills: 86 → 87.
• Requesty as an OpenAI-compatible LLM gateway provider (#474, thanks @Thibaultjaigu) — same provider/model naming and capability shape as OpenRouter, wired through CLI onboarding, provider menu, and Settings.
• Binance USD-M perpetual routing, slice 1 of #462 (#470, thanks @honginp) — explicit BTC-USDT-PERP symbol contract with execution/mark price separation, fail-closed when the two aren't timestamp-synchronized.
• Correlation regime timeline (#756, thanks @ebujinovch, closes #719) — a new additive GET /correlation/regime endpoint plus an opt-in "Regime timeline" strip on the Correlation tab: rolling pairwise correlations reduce to an edge-density series, causally smoothed, and run through a two-threshold hysteresis state machine that marks FUSED episodes ("when did the market fuse into one bloc?"). Descriptive risk context, not a trading signal; shares /correlation's auth + rate-limit budget. Backed by the correlation-regime skill (#557, thanks @ebujinovch).
• Three new LLM providers — SiliconFlow CN + Global (#565, thanks @UNHNQ), iFlytek Spark (#537, thanks @FenjuFu), and a native Anthropic Messages API adapter (#695, thanks @jelech; pip install "vibe-trading-ai[anthropic]"). MiniMax now exposes its regional API endpoints (#731, thanks @octo-patch).
• Historical USD-M funding settlements for Binance perpetuals (#716, thanks @honginp); maintenance brackets are supplied as a validated, versioned artifact rather than a live authenticated fetch (#757, thanks @honginp), so a plain -PERP backtest stays zero-credential.
• Pluggable OCR for read_document with optional LLM-vision extraction and a configurable text-density threshold (#548, thanks @shadowinlife) — local RapidOCR by default; cloud engines are explicit opt-in, never auto-selected.
• New academic factor academic_corr_rewire (#705, thanks @ebujinovch) and the fundamental zoo wired into the _VALID_ZOOS whitelist (#707, thanks @sambazhu). Binance crypto fallback loader (#643) and bounded OKX history fetches with rate-limit handling (#644, thanks @tyj147454413-cmd).
• QVeris premium-track hardening — session budget applied to backtest data calls (#685) and atomic credit accounting (#686, thanks @xkam7ar).

Changed

• Correlation tab accepts bare tickers like AAPL,SPY and walks the full loader fallback chain instead of failing with Fetched: [] (#472, thanks @yxhuang, closes #471).
• local loader honors the requested interval via OHLCV resampling instead of silently returning daily bars (#467, thanks @Shizoqua).
• Provider credentials are resolved through one centralized path, fixing a gateway misroute (#563, thanks @shadowinlife, closes #549/#553). When no *_BASE_URL is set, the backend now falls back to the provider catalog's canonical default_base_url (the same default Web Settings already used), so a CLI / manual-.env user reaches the right endpoint instead of defaulting to api.openai.com.
• Signal alignment is vectorized for an ~80× speedup on wide panels (#698, thanks @shadowinlife); swarm workers cache MCP tool-discovery specs to avoid redundant RPC round-trips (#704, thanks @shadowinlife).

Fixed

• Explicit source: local backtests now route US/HK equities to the global-equity engine instead of the crypto default, and explicit benchmarks are fetched through the configured source's loader — local fails closed (no yfinance fallback) so offline runs stay offline (#550).
• Loading .env now invalidates an EnvConfig singleton cached during early CLI imports, so the welcome panel, /settings, and dotenv diagnostic report the configured provider and model consistently (#541).
• FastMCP transport imports work across both module layouts (#469, thanks @roberttidball).
• Portfolio optimizers no longer include the decision bar's close-to-close return in weights executed at that bar's open (#487, thanks @YZY0108).
• Backtest turnover metrics now use actual filled and rounded position sizes; targets rejected by market rules no longer inflate reported turnover.
• End-of-backtest liquidations now apply exit slippage and include their commission in the final reported equity.
• Open-price rebalances no longer use the decision bar's close for sizing or depend on whether a replacement symbol sorts before the position it closes.
• Preflight (vibe-trading run) no longer resolves provider/model against a stale EnvConfig snapshot cached before dotenv loads (#479, thanks @ananaymital, closes #477).
• Switching providers no longer leaves a stale OPENAI_BASE_URL from a previous configuration silently overriding the newly-resolved endpoint (#484, thanks @Bortlesboat, closes #482).
• Strict-JSON / finite-number hardening across the backtest + tools stack (thanks @santhreal): risk ratios stay finite when equity crosses zero mid-path (#765) or annualizes an explosive path (#739/#740); scalar backtest metrics (#766), factor IC std (#767), and pattern trend-slope (#764) emit strict RFC-8259 JSON (null, never bare NaN/Infinity); Black-Scholes helpers treat non-positive spot/strike as intrinsic (#744).
• Loader / data correctness — yahoo 1m stays minute bars instead of being uppercased to monthly (#761, @santhreal); the composite engine falls back to the first available sub-engine for unknown symbols (#734, thanks @Marnie0415); mootdx history that doesn't reach the requested start is rejected (#692, thanks @xkam7ar).
• Session / journal robustness — one corrupt session.json (#762) or a schema-bad messages.jsonl line (#763) no longer aborts listing/reading; Excel float-stringified A-share codes (#770), unicode-dash PDF page ranges (#769), and export KEY= dotenv lines (#768) all parse correctly (@santhreal).
• Native zai provider on glm-5.1 (#758) — endpoints that stream zero chunks fall back to a non-streaming invoke instead of raising, and an HTML error page surfaces an actionable base-URL hint.
• Partial market-data results are completed through the loader fallback chain instead of silently shrinking the universe (#689, closes #681).
• Cancellation is honored before the first AgentLoop iteration (#641, thanks @xkam7ar, closes #638); streaming output no longer triggers an insertBefore DOM race in the frontend (#717, thanks @Marnie0415); codex stream HTTP failures are classified for correct retry (#663, thanks @tyj147454413-cmd).
• Robinhood connector account_number wiring and remote-MCP display shape (#726, thanks @nareshkps).
• Broad reliability fixes across packaging, web, scheduler, swarm, and CLI (#584, thanks @xkam7ar).

[0.1.11] — 2026-07-11

Added

• Indian equity (NSE/BSE) as a first-class market (#305, thanks @muku314115). A dedicated IndiaEquityEngine — T+1 delivery, no overnight shorts (opt-in intraday), configurable circuit bands, 1-share lots, and a config-driven STT / stamp-duty / exchange / SEBI / GST cost stack — with .NS/.BO symbol routing (yahoo → yfinance → india_broker → local), an opt-in read-only Shoonya/Dhan india_broker data bridge, and 255 alpha101/qlib158 factors opted into the new equity_in universe. Backtest engines: 7 → 8; market-data sources: 19 → 20.
• Fundamental factor layer, Phase 1. PIT-safe SEC fundamentals flow into dense daily fund:* factor panels — filed-date anchoring, first-filed restatement policy, true-quarter (start, end) frame selection with Q4 synthesis (so YTD/annual frames can't contaminate TTM), and rolling TTM — plus a get_fundamentals tool and 4 quality/value factors in a new fundamental zoo family. Alpha Zoo: 456 → 460 across 5 families.
• Research Autopilot Phase 3 — the loop closes (#267, thanks @Robin1987China). scaffold_signal_engine writes a contract-correct signal engine from a hypothesis and link_autopilot_backtest runs it, completing hypothesis → signal-engine → backtest end to end.
• 4 canonical academic alphas (#277, thanks @Robin1987China) — Jegadeesh short-term reversal, George–Hwang 52-week high, Amihud illiquidity, and Harvey–Siddique co-skewness join the academic family (452 → 456), with a central OHLC-invariant guard at the runner fetch boundary dropping malformed bars from every loader (#274, thanks @Shizoqua).
• Scheduled research runs end to end (#278 closing #254, thanks @mvanhorn). A default-off background executor (VIBE_TRADING_ENABLE_SCHEDULER) fires due interval/cron jobs through the session runtime, on top of a crash-safe atomic job store, 3 auth-gated /scheduled-runs REST routes, a Reports library, and post-backtest attribution. Route test coverage followed in #452 (thanks @Robin1987China).
• IM channel runtime — research delivery over 16 adapters. The agent session runtime now attaches to 16 built-in message adapters (WebSocket, Telegram, Slack, Discord, Matrix, WhatsApp, Signal, QQ/NapCat, WeChat/WeCom, Feishu, DingTalk, email, MS Teams, MoChat), dependency-gated with install hints, configurable via AgentConfig.channels, and surfaced in REST (/channels/*), CLI (vibe-trading channels ...), and Web Settings — in all 5 UI locales.
• QVeris optional premium data track. The 19 free sources stay the default; an explicit-only QVeris mode (Settings → QVeris or vibe-trading data mode paid) unlocks 63+ providers behind 3 key-gated tools (qveris_search / qveris_inspect / qveris_execute) with preview-by-default and a session budget gate. Never enters auto-fallback.
• Trading 212 read-only connector (#321, thanks @mvanhorn) — 11 brokers total. Trading 212 exposes no runtime paper/live discriminator, so the connector is fully read-only: place_order/cancel_order hard-refuse every order, paper included. Live order guards also gained an opt-in, broker-agnostic PreTradeAdvisoryInterface that records advisory reviews without bypassing the mandate gate.
• Turnover-aware portfolio optimizer (#466, thanks @Robin1987China) — fifth optimizer: mean-variance utility with an L1 penalty on weight changes versus the previous rebalance (SLSQP, long-only simplex), so the portfolio only trades when expected improvement outweighs churn. Optimizers: 4 → 5.
• analyze_image vision tool (#464, thanks @fei-moss) — send a local chart / K-line screenshot / app screenshot to the session model as a multimodal message and get a semantic read (complements read_document's OCR). Path-validated against the allowed file roots; requires a vision-capable model. Tools: 71 → 72 free-mode (75 with QVeris).
• Value-investing toolkit (thanks @sambazhu): financial-rigor + report-audit tools, 4 skills, and a value_investing_committee swarm preset. Swarm presets: 29 → 30.
• CN-friendly search fallbacks — web_search gains China-reachable backends in the ordered no-key engine chain.
• Provider roster additions: Kimi for Coding as a distinct provider (#435, thanks @yxhuang), opencode provider mappings (#444, thanks @imsankz), Codex OAuth default model bumped to openai-codex/gpt-5.4 (#446, thanks @morluto).
• SKILL.md manifest guard test (#461, thanks @asahikiko) — the packaged skill's capability counts (skills / presets / zoo / sources / MCP tools / engines) are now asserted against source, so distribution paperwork can't silently drift again.

Changed

• api_server.py modularization completed — 1,103 → 371 lines (#424 closing #331, thanks @shadowinlife), after route slices for channels, settings, and the remaining route groups, plus a shared compat layer with session-service writeback fixes.
• Centralized environment variable management (#440 closing #438, thanks @shadowinlife) — every env var flows through a single Pydantic EnvConfig schema, enforced by an AST-based CI gate that rejects raw os.getenv/os.environ outside agent/src/config/.
• Factor engine acceleration — hot rolling operators use bottleneck/NumPy fast paths, and alpha-bench parallelism stops resending large panel payloads to workers.
• Robinhood Agentic MCP refresh — current MCP tool names across generic reads, live-runner plumbing, default read-only seeds, and mandate-gate tests; interactive OAuth holds the handshake open through multi-minute broker sign-ins (VIBE_LIVE_AUTHORIZE_TIMEOUT_SECONDS).
• Loader fetch() signatures now match the loader protocol across OKX / Tushare / yfinance (#437, thanks @shadowinlife).
• Timezone-aware UTC timestamps across session, goal, channel, and API paths (#397, thanks @mustafakamal88).
• Inbound IM media now lands under ~/.vibe-trading/uploads/<channel>/ (fixes #465, thanks @fei-moss for the report) — inside the default allowed file roots, so the agent can read what users send over IM channels with zero configuration. The Matrix E2E store moves to the runtime dir (legacy path honored) so credentials never enter the readable root.

Fixed

• Docker/server startup crash when FastAPI route iteration hit an included-router entry without path (#450, thanks @Penn-Live).
• GLM thinking models on the zhipu provider no longer lose their reasoning stream (#458).
• Trading mandate UX guards — a second-confirmation dialog before committing a real mandate, unified error toasts, and clarified inputs (#453, thanks @wison1717-maker).
• trading_place_order treats zero quantity/notional as unset instead of passing a zero-size order to the broker (#417, thanks @irfanallana-oss).
• Longbridge Decimal values serialize as floats across quotes, bars, balances, positions, orders, and executions (#459, thanks @fanfpy).
• NapCat private messages now trigger pairing codes (#463, thanks @fei-moss).
• Backtest validation artifacts: validation.json no longer requires a pre-existing artifacts dir (#429, thanks @isaveall), and nested NaN/Infinity values are normalized before writing, so strict JSON parsers don't choke.
• CLI: resume preserves the first user message (#448 closing #447, thanks @morluto); --swarm-run rejects extra tokens with a clear error (#428, thanks @isaveall); the interactive CLI prints the session-id on exit with a copy-paste resume hint.
• Shadow Account: extracted rules carry RSI / prior-return entry bounds computed from PIT-safe context fetched through the loader registry, so generated engines enter on real conditions (#302/#314/#316, thanks @Robin1987China); tushare ETF/index/HK symbol routing fixed along the way.
• Content-filter resilience — event-driven and swarm runs skip individual LLM content-moderation hits and warn when filter rates are high; Gemini safety finish-reasons recognized.
• IM channel reply timeout is configurable (#413, thanks @dpersek).
• Provider preflight no longer follows redirects (#404 closing #402, thanks @dpersek).
• Windows baseline green — vibe-trading setup/dev handle Windows TypeScript builds, correct cwd, the Vite 5899 port, and child-process shutdown; mootdx batch pulls let KeyboardInterrupt/SystemExit propagate.
• Security hardening — loopback API CSRF protection (cross-site POSTs can no longer drive side effects on the local API), SSRF guards on interactive fetch paths, tightened API/Docker/frontend dev defaults, and cleared frontend dependency/CSP alerts.
• Reverted the IRR-AGL reliability/governance stack (#405/#416) after it broke session chats on day 1 (#433 — thanks @yxhuang for the precise diagnosis); the evidence-bound research-pipeline direction continues in reviewable slices on #442.

[0.1.10] — 2026-06-19

Roll-up release; see the v0.1.10 release notes for the full narrative.

Added

• Global data layer — market-data sources 10 → 18 (direct-API Eastmoney / Sina / Stooq / Yahoo + key-gated Finnhub / Alpha Vantage / Tiingo / FMP) with ban-risk-ordered fallback chains behind a shared throttled HTTP gate, plus 18 read-only data tools (fund flow, dragon-tiger, northbound, margin, block trades, shareholder count, lockup, sector, research, news, SEC filings, financial statements, options chains, institutional holdings, screening, symbol search, FRED macro, iwencai) — all MCP-exposed.
• 10 broker SDK connectors — Tiger / Longbridge / Alpaca / OKX / Binance / Futu / Dhan / Shoonya join IBKR (local read-only) and Robinhood (Agentic MCP); direct-SDK live orders pass the fail-closed bounded-autonomy gate; brokers without a runtime paper/live discriminator are structurally capped at paper + read-only.
• Alpha Zoo alpha compare across CLI, REST, Web UI, and agent tool.
• Research Autopilot Phase 1 (run_research_autopilot, generate_backtest_config) and the local Data Bridge loader.
• Opt-in local data cache (VIBE_TRADING_DATA_CACHE) for settled bars under ~/.vibe-trading/cache/.
• Per-run token usage (llm_usage.json) + progressive Run Detail charts; CLI resume <session-id>.

Changed

• Provider reliability overhaul — DeepSeek hang fixes, Kimi access, streaming liveness watchdog, Gemini 3.x multi-turn tool-calling fix.
• Swarm workers pull market data through the loader layer; live swarm status cards stream in the chat timeline.
• Baseline install slimmed (pyharmonics/ta behind vibe-trading-ai[harmonic]).

Fixed

• Community security-hardening wave (#241–#258): Settings write auth, shell tools opt-in, LAN-access 403 clarity, Docker-to-host Ollama URL rewrite, web_search multi-engine fallback, and more.

[0.1.9] — 2026-06-01

Added

• Connector-first broker profiles (IBKR + Robinhood). Trading access now starts from a selectable connector profile rather than separate broker/live entry points; vibe-trading connector list/use/check/account/positions/orders/quote/history and the MCP trading_* tools share the selected profile, with paper/live as a property under the connector. IBKR is usable immediately as a local read-only TWS / IB Gateway profile; the official IBKR remote MCP path is seeded as an OAuth mcp.read probe until stable read tool names ship. Robinhood Agentic Trading is a bounded connector behind OAuth, a committed mandate, an order guard, an audit ledger, and an instant halt switch.
• Research Goal runtime. Long-running, research-only goals with auditable checklist criteria, budgets, and a /goal CLI command, plus REST + MCP endpoints (start_research_goal, get_research_goal, add_goal_evidence, update_research_goal_status) and a Web GoalDrawer.
• Swarm retry_run. Re-launch a failed/stale/cancelled run with the original preset + variables; exposed as both POST /swarm/runs/{id}/retry and an MCP retry_run tool (the list_runs → retry loop). 36 MCP tools now.
• Operator-configured external MCP tools in swarm workers (#142) and remote MCP transports for the built-in agent.
• mootdx A-share OHLCV loader — native 通达信 TCP, no token, sits between tushare and akshare in the fallback chain. CCXT loader now reads proxy env for restricted networks (#126).
• Hypothesis Registry CLI — list / show / invalidate.
• Strict alpha-bench mode with a mandatory random control (#143).

Changed

• CLI split into the agent/cli/ package (from a 3216-LOC single file), with a refreshed interactive terminal UI (figlet banner + activity rail) and a single cli/_version.py version source.
• Swarm status reconciles from live task files on every read; run_swarm sends MCP progress heartbeats, and the stale-run reaper uses per-run thresholds (#132).
• Refreshed provider default model ids; bumped langgraph for CVE-2026-28277.

Fixed

• --version no longer drifts (#156). The version derives from package metadata, falling back to reading pyproject.toml directly — no hardcoded constant left to forget on release.
• Session running-status indicator now survives reconnect / page reload / sidebar navigation; swarm DAG blocks downstream tasks when an upstream task fails (#145).
• Robustness pass: pre-flight validation for LLM-generated signal engines with clean JSON errors (#149), graceful agent-loop exit at the iteration budget instead of an output-less failed (#148), flush + fsync session message writes that skip corrupted JSONL lines on read (#147), and IME Enter handling in the Web composer (#146).
• Full Report link now always renders when a runId exists, even cross-browser (#150); SSE idle timeout is configurable via VIBE_TRADING_SSE_TIMEOUT (#157); cross-market correlation normalizes timestamps so crypto-vs-equity pairs align (#158).

[0.1.8] — 2026-05-17

Added — Alpha Zoo (450+ pre-built quant alphas)

• agent/src/factors/ — base operators (rank, scale, ts_*, delta, decay_linear, signed_power, safe_div, market-aware vwap) and a registry that AST-extracts metadata from each alpha module without importing it. Lookahead is enforced at the operator level (delta(d>=1)), and registry sanity checks reject +/-inf and outputs that are more than 95 % NaN.
• 4 zoos shipping 452 alphas total:
  • qlib158 (154 alphas) — port of Microsoft Qlib's Alpha158 feature handler under Apache-2.0, with pinned commit SHA per file.
  • alpha101 (101 alphas) — implementation of Kakushadze (2015) "101 Formulaic Alphas" (arXiv:1601.00991), written from the paper appendix; the relevant trademarked string is intentionally absent.
  • gtja191 (191 alphas) — implementation of Guotai Junan's 2014 "191 Short-period Trading Alpha Factors" research report.
  • academic (6 factors) — Fama-French 5 + Carhart momentum, shipped as honest price-based proxies (not the canonical FF series).
• vibe-trading alpha {list,show,bench,compare,export-manifest} CLI subcommand. show and export-manifest enforce path-traversal guards.
• New agent tools: AlphaZooTool (browse) and AlphaBenchTool (orchestrator with Jinja2 autoescape + strict CSP HTML report).
• ZooSignalEngine.from_zoo(...) — composite multi-factor signal engine with cross-sectional standardisation, weighting, and optional top-N / bottom-N long-short conversion.
• wiki/scripts/build_alpha_library.py — Alpha Library renderer. Reads manifest.json produced by vibe-trading alpha export-manifest and emits 452 per-alpha HTML pages plus 4 per-zoo overviews, each with script-src 'none' CSP. The landing page hydrates per-zoo counts from content/index.json.
• New blog post: "Which of the 191 GTJA alphas still work in 2026?" with aggregate IC statistics, theme breakdown, and the top alphas that survive eight years of out-of-sample data.

Added — Web UI for Alpha Zoo

• New page at /alpha-zoo in the Vite + React frontend with three views: browse (4 zoo cards + filter bar + paginated table), detail (formula, metadata, collapsible source code), and bench-runner (form → SSE-streamed progress + Alive/Reversed/Dead stat cards + Top-5-by-IR table + by-theme breakdown chart). "Alpha Zoo" nav entry added to the layout.
• Four new REST routes in the FastAPI server:
  • GET /alpha/list — filterable alpha catalogue
  • GET /alpha/{alpha_id} — meta + source code
  • POST /alpha/bench — kicks off a background bench job and returns a job_id
  • GET /alpha/bench/{job_id}/stream — Server-Sent Events with progress, result, done, and error event types. In-memory job state with a 1-hour TTL; no Redis/Celery dependency.
• Bench math is refactored into agent/src/factors/bench_runner.py so the CLI driver (agent/scripts/w4a_run_benches.py) and the new API worker share a single implementation.

Added — Safety floor

• agent/tests/factors/test_alpha_purity.py — AST allowlist scan over every zoo/**/*.py module (whitelist: pandas, numpy, scipy.*, src.factors.base, __future__, typing, math, dataclasses; banned: os, sys, subprocess, socket, urllib, requests, httpx, pathlib, Path, open, eval, exec, compile, __import__, and getattr(_, "__*")).
• agent/tests/factors/test_lookahead.py — sentinel future-row injection on a 300-row synthetic panel; corrupting rows after the probe must leave the probe value unchanged within 1e-9.
• tools/ci_grep_gates.sh — CI gate that rejects yaml.load( without safe_load, any trademarked-name leak in shipped artifacts, and any per-stock-code data leak in wiki/**/*.{json,csv,html}.
• agent/tests/factors/conftest.py — opt-in pytest-socket integration that hard-fails any test attempting outbound network during the factors test suite.

Added — Community governance

• CONTRIBUTING.md — Developer Certificate of Origin sign-off requirement and a contributor checklist for new alpha PRs (purity, lookahead, __alpha_meta__ shape, LaTeX-matches-code, per-zoo LICENSE.md, DCO).
• NOTICE (repo root) — Apache-2.0 attribution for Qlib and a declaration that the bundled formulas from Kakushadze, GTJA, and the academic baselines are mathematical content (paper prose, tables, and figures are not reproduced here).
• Per-zoo LICENSE.md for each of qlib158/, alpha101/, gtja191/, and academic/, plus an upstream NOTICE for qlib158/.

Changed

• agent/src/tools/factor_analysis_tool.py extracted its IC/IR and layered-backtest helpers to agent/src/factors/factor_analysis_core.py so the new alpha_bench_tool reuses the same maths. Public tool signature is unchanged; _compute_ic_series and _compute_group_equity remain importable as backward-compatible aliases.
• agent/cli.py grew by 7 lines to register the alpha subcommand; all handler logic lives in agent/src/factors/cli_handlers.py.
• Packaging: pyproject.toml now ships zoo/**/*.yaml, zoo/**/*.md, and zoo/**/NOTICE as package data; MANIFEST.in recursively includes agent/src/factors.

Known limitations

• The btc-usdt universe is single-asset; cross-sectional IC requires ≥2 instruments, so the bundled alpha101_btc bench run returns alive/reversed/dead = 0/0/0 by construction. Use a multi-symbol crypto basket (e.g. BTC + ETH + SOL + the top-N perpetuals) for meaningful cross-sectional results; a curated crypto-majors universe is planned for 0.2.

Internal

• wiki/alpha-library/manifest.json and wiki/alpha-library/content/ are generated artifacts and gitignored. Run vibe-trading alpha export-manifest --out wiki/alpha-library/manifest.json --force followed by python wiki/scripts/build_alpha_library.py to regenerate the static site.