Auto-Trader/CHANGELOG.md

Changelog

• Strategy adaptation now binds each child to its own description, universe, date window and hashed backtest artifacts; scoped refresh preserves other strategies' evidence. Agent/MCP, CLI, authenticated REST and the Web welcome entry share the workflow.

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

[Unreleased]

Maintenance — 2026-10-15

• Separate live safety polling from model decisions (#1854): safety checks keep their 60-second cadence, while decisions default to every 15 minutes and use a fresh session. Per-broker daily budgets persist across restarts (26 decisions and 1,000,000 reported tokens by default). Optional daily scheduling and operator-priced USD estimates are configurable through Web, REST and CLI. Usage is checked after a response, so one response can exceed a threshold; estimates exclude auxiliary calls and are not a provider billing cap. Missing usage or exhausted limits trigger the existing HALT path, including its cancel/flatten behavior. Interrupted reservations require operator inspection.
• Load bounded run previews and move blocking artifact reads off the async event loop (#1853); preserve full trade history for display/export, defaulting to newest first while retaining same-time fill order (#1865).
• Preserve instrument identity in ticker-keyed evidence without mis-scoping scalar contributions (#1851). Normalize percentage-point operands before arithmetic, including ratios and compound factors; retain evidence and sign validation (#1823).
• Record declared backtests in strategy history with atomic measurement-based deduplication; copied directories cannot satisfy decay-history sample requirements, while different evaluation windows remain distinct (#1849).
• Combine digit-leading crypto bases, separated USDC/BUSD quotes and perpetual symbols in shared market classification, including signal alignment (#1861, #1862, #1864). Emit swing signals only after confirmation (#1873), and compute zero-target downside deviation over the complete return sample (#1875).
• Correct fiat-pair classification and accounting-negative amounts in trade journals (#1871, #1872). Deliver Telegram final replies when a preview was unavailable (#1860), correlate CLI tool progress by call ID (#1859), and keep saved skill names consistent with their front matter (#1858).
• Expand private-key, cloud/platform-token and Cookie redaction, including quoted Cookie values, while preserving public keys and idempotence (#1874).
• Make session-based ReAct iteration limits configurable through VIBE_TRADING_AGENT_MAX_ITERATIONS; the default remains 50 and values below one are rejected (#1833). This does not disable progress or spending limits.

Maintenance — 2026-10-13

• extraETF Investments imports now feed portfolio snapshots, with explicit row-count/freshness checks, EUR reference-rate valuation, preserved account/ISIN identity, and non-executing allocation proposals across Web, REST, CLI and the portfolio tool.

• Standalone validation preserves saved parameters and seeds across walk-forward, Monte Carlo and permutation tests (#1815).

• Custom OpenAI-compatible providers use tested credentials in the OS vault, canonical model settings and the provider custom CLI; existing channel settings remain available (#1264).

• Pixel Office shares a transactional manual task board across Web, CLI and the agent tool. Assignment does not imply execution, and ranks grant no trading permissions (#1616).

• mStock Type B reads expose separate holdings, net-position books and raw fund limits. Orders remain disabled; unmapped account values are excluded from portfolio aggregation (#1675).

• Gildata adds bounded China macro, announcement and broker-report research plus OTC fund NAV reads. NAV evidence is scoped to that tool's declared fields. HK raw-price caliber and exact CN index identity are preserved (#1485).

Maintenance — 2026-10-12

• Preserve the original opening fill after scale-ins (#1780), use the book immediately before terminal liquidation for Brinson attribution (#1782), and start drawdown duration at the latest visit to the peak (#1784). Three-statement projections honor the caller's balance tolerance throughout the model (#1786); existing balance checks remain enforced.
• Add ten SEC fundamental factors and three A-share valuation factors (val:pb, val:ps_ttm, val:dv_ttm) via Tushare daily_basic (#1787, #1788, #1789). The registry now has 475 factors, 17 in the fundamental family. Date-only SEC filings become usable one bar later on the IC path (#1790, #1794). Prior IC measurements using same-day filings need to be rerun. XOM keeps its current SEC identity while pre-reorganization filings extend its history. Basic shares never substitute for missing diluted shares. Price-times-diluted-shares ratios are valuation proxies, not reported market capitalization. Missing input data remains missing.
• Add Brazil .SA/BRL routing, an equity engine, local B3/CVM/BCB/Tesouro ingestion and the get_br_market_data tool, plus market selection and labels in all nine UI languages (#1783). COTAHIST bars remain raw; CVM statements contain latest revisions, not point-in-time evidence. ZimaOS Compose and a fork publishing template require explicit setup; the upstream repository gains no automatic publishing schedule.
• Forward active attempt status, tool hints and opt-in reasoning to IM channels, including Feishu CardKit (#1792). Final answers still pass grounding before delivery; draft text and tool-result payloads stay private.
• Complete write-target helper extraction with actual loop delegation (#1791, #1624), preserving runtime model provenance. Clarify that connector profiles, not the legacy config.readonly field, govern order access (#1793).

Maintenance — 2026-10-11

• Reject unsupported live options before broker dispatch (#1773). This is a guard fix; live options execution is not enabled.
• Require evidence for every data operand in derived figures (#1622). Chosen multipliers/divisors need an explicit parameter declaration and matching visible label; arithmetic checks remain enforced.
• Keep explicit offline/source-bound benchmarks on their selected loader and report unresolved benchmarks (#1781). Distinguish entry/exit events so break-even closes remain in trade artifacts and downstream analysis (#1779).
• Preserve optional Codex tool arguments with explicit non-strict schemas (#1785).

Maintenance — 2026-10-10

• Slack and Discord gain localized connection forms and read-only credential probes (#1764, #1777). Slack verifies both bot identity and Socket Mode app access; Discord requires a bot identity. HTTP 408/429 report temporary errors. Failed probes leave saved settings unchanged. Discord admission policies refresh without reconnecting.
• Recover sessions and attempts with invalid UTF-8 metadata, and skip malformed message records while preserving readable neighbors and original files (#1775). Redact environment-style credentials and URL userinfo (#1765); generic trade journals retain quantities and prices instead of being misclassified as Futu exports (#1766).
• Memory links recognize two-character identifiers (#1771). FTS recall expands past stale index rows until enough current memories are found or the index is exhausted (#1772).
• Pin portfolio research to an immutable snapshot (#1769): the agent accepts snapshot_id, the CLI supports portfolio show --snapshot-id ID, REST accepts the same identifier, and Web exports the displayed sanitized research snapshot as JSON. Unavailable or revoked snapshots never fall back to newer data. Technical indicators accept an optional ISO end_date and report provenance plus a fingerprint of their exact input bars (#1768).
• Exclude top-level process exit codes and elapsed times from observed financial evidence (#1767). Register existing figure/identity checks without changing their predicates (#1691); extract compaction, tuning, usage accounting and terminal outcome policy from the agent loop (#1631, #1678, #1662, #1641).
• Expand the options connector evidence checklist (#1770). Update compatible Python/frontend dependencies and pinned CI actions (#1692, #1668, #1667, #1666, #1665); align Vitest with its coverage plugin. Keep uuid-utils at 0.17.0 because the proposed 1.0.0 upgrade (#1670) conflicts with the current LangChain constraint. Preserve mootdx's retirement from the public canary. BaoStock's bounded connection wrapper accepts the new 0.9.4 API-key argument while retaining public/VIP routing and compatibility with 0.9.3.

Maintenance — 2026-10-09

• Channel edits to live-read settings apply without reconnecting, including a full Web form that echoes unchanged connection values (#1737; #1734/#1736). Web results distinguish refresh, reconnect, deferred application and degraded reset in all nine languages. Reset reasons redact URL userinfo and old/new secret values; a best-effort notice goes to the changed channel's last chat. Signal refreshes its writable nested policies, not its computed allowlist. Refresh changes only declared live fields and preserves connection state resolved during login, including WeChat's authenticated server address.
• Strip URL credentials even with malformed ports or multiple @ characters (#1742; #1741). Saving or testing an echoed configuration preserves the stored URL credentials; explicit edits and clear flags remain effective (#1744; #1743). Enable and connection-test failures also redact credentials, including raised SDK exceptions, and leave saved configuration unchanged.
• Recognize known slash-USD crypto pairs before forex in both correlation and shared Agent/MCP market-data routing, while keeping precious metals on the forex chain (#1740, #1748). Normalize suffixed Hong Kong aliases for duplicate detection (#1746; #1745), and treat unusable persisted cache metadata as a recoverable cache miss (#1747). Five-digit display aliases share an identity with their four-digit spelling; distinct currency counters stay separate. Missing cache index metadata is a miss too, with valid entries still reused after repair.
• Options drawdown includes the initial-cash high-water mark (#1750; #1749). Pricing volatility receives the run's annualization factor; cross-market pricing estimates each bar's frequency from elapsed return intervals known at that time, including subdaily intervals. Extending a run cannot change earlier option prices (#1753). Bootstrap and walk-forward validation use only observed adjacent equity returns across missing data (#1754). A walk-forward window without observed endpoints or any adjacent returns reports an error instead of a fabricated zero score or an incomplete aggregate.
• Cash-flow ingestion refuses ambiguous single-dot amounts unless the decimal separator is supplied, while accepting unambiguous scientific notation in cash-flow and entity-panel files (#1739). American waterfalls reject a bare as_of date rather than silently ignoring it; per-deal dates remain supported (#1732).
• Retire mootdx from the default A-share chain and public canary (#1730; #1729), with explicit-source access retained. Old source-order overrides containing the retired slot fall back to the current default with a warning.
• Restore main CI through the configured environment accessor and corrected correlation routing (#1740; #1751). Repair the outdated Alpha Zoo test double while retaining production factor-metadata validation.

Maintenance — 2026-10-08

• Optional AES-256 protection for Email PDF reports (#1709): Web, CLI playbooks and Agent proposals persist only the boolean choice. Confirmations show it, and creation or confirmation refuses an unconfigured password. The private Email setting is translated in all nine UI languages.
• KIS order and fill reads query KRX, SOR and NXT, deduplicate records and fail incomplete venue reads (#1726). An explicitly expired token is refreshed once, including HTTP 200 business errors and 401/403 replies; other business errors remain failures.
• Derived formulas parse the complete expression after a descriptive label while retaining operand evidence and arithmetic validation (#1728).

Maintenance — 2026-10-07

• Move volatile workspace state outside the system prompt (#1708, resolves #1707); align local daily dates across markets (#1710) and distinguish bare equity tickers from explicit crypto pairs (#1711).
• A-share benchmarks follow the declared exchange suffix (#1712), and loader suites share the live health checker’s OHLCV contract (#1725, resolves #1723), including Binance and a catalog assertion for newly registered sources.
• OU lag pairs retain gaps (#1713), walk-forward validation skips empty purged training folds (#1714), undefined correlations remain missing (#1715), and risk X-ray returns do not bridge missing observations (#1717).
• CDS premium legs include the final stub (#1716); style exposure excludes incomplete rows and reports unmatched weight (#1718); Heston rejects nonfinite inputs and invalid integration bounds (#1719); options Sortino uses the full return sample for downside deviation (#1727).
• Session search respects a zero limit (#1720), and archive audit diagnostics use the shared ledger walker to report malformed records (#1721).

Added

• Editable scheduled delivery and rich Email reports (#1649, #1680). Choose a configured channel and destination, edit existing schedules, and select plain text, sanitized HTML or a PDF attachment for Email across Web, CLI playbooks and agent proposals. Confirmation surfaces show the format. Format edits persist, active sends cannot be overwritten, and desktop PDF delivery uses the packaged renderer when native libraries are unavailable, with embedded CJK/Arabic fonts and tested multiline/table pagination. Email PDF delivery also supports optional AES-256 password protection using an operator-managed Email channel secret; scheduled jobs store only the boolean choice.

• Structured backtest summaries and paged artifact reads (#1646, #1647, resolves #1644 and #1645). Complete scalar metrics, structured metrics and validation accompany endpoint-preserving equity previews and OHLCV paths. read_run_artifact streams manifest-listed CSV pages within the actual tool-result limit, with resumable offsets and bounded metadata. Grounding accepts only shown rows of unchanged engine tables, preserving run identity and excluding model-written files and escaped symlinks.

• Grounding validation records fired declared checks (#1661, with the registry substrate from #1628, thanks @he-yufeng). Validation artifacts name the registered checks behind their findings; the existing private/listed identity rule is unchanged.

• Public loader-health failures carry sanitized warning evidence (#1643, thanks @cgycorey). Reports retain up to three bounded loader warnings while continuing to fail unavailable sources. Structured and quoted credentials are redacted; warnings containing filesystem paths are omitted in full.

• Feishu joins the guided Web UI channel setup (#1572, thanks @shadowinlife). The Feishu panel gets field hints and a setup guide in all nine locales. Test connection is a standalone probe that requests a tenant access token from feishu.cn or larksuite.com, whichever the config names, without starting the bot. stop() now closes the lark WebSocket and stops its dedicated event loop, so a hot reload no longer leaves the old connection answering messages beside the new one.

Changed

• An MCP tool result reaches the agent once, not four times (#1634, thanks @zeus229). A structured result used to arrive as data, an identical structured_content, a text block restating it and the joined text. Only exact copies of data are dropped, and only from what the agent reads; MCPServerAdapter.call_tool still returns every surface to programmatic callers, and error or text-only results are unchanged.
• Tool-result helpers moved out of loop.py into src/agent/tool_results.py (#1636, thanks @Jackzigen), the first extraction of the loop split. The moved functions are byte-identical and loop still exports them; their log records now come from the src.agent.tool_results logger.

Fixed

• Channel settings and delivery (#1681, #1508). Unchanged nullable form values no longer block saving or testing. Email authentication requires a configured receiving authserv-id and sender-domain alignment; comments and duplicate headers cannot pass as authenticated results. The guided setup exposes the trust setting in all nine interface languages.

• Research continuity and output access (#1682, #1688, #1679, #1676, #1639). Memory snippets retain real spacing and match markers, goal evidence preserves exact tool-call provenance, export refusals explain allowed-root configuration, macro results report both observation and delivery limits, and skill-file deletion follows resolved auxiliary-directory boundaries.

• Risk and portfolio mathematics (#1659, #1658, #1657, #1656, #1653). Attribution rejects non-finite inputs, VaR transitions preserve missing observations, implied volatility meets its price tolerance, monthly risk requests obtain sufficient default history, and turnover prices signed reversals plus cash liquidation and reentry.

• Local data, updates and broker restrictions (#1651, #1655, #1581, #1585). Local ranges include the entire end day, CLI updates retain the VCS installation source, SDK position-pricing fixes retain contributor ancestry, and unsupported Robinhood option orders remain gated even when remotely annotated read-only. Options execution remains unimplemented (#1435).

• Strategy-file writes no longer crash on missing model provenance fields (#1673, closes #1672, thanks @tomaszkubiak-courses). Each writing turn records the provider-reported model or falls back to the configured model.

• Monte Carlo path metrics include starting capital (#1664, thanks @MetaAviator). Both actual and shuffled paths include the first trade's return and loss against the initial high-water mark when computing Sharpe and maximum drawdown.

• Report audits retain accounting negatives and their units (#1663, closes #1660, thanks @he-yufeng). ASCII and fullwidth parentheses, inner or outer units and currency marks retain the negative sign. Malformed pairs and non-finite or oversized values are rejected without losing the labels of subsequent values on the same line.

• Indonesian tool documentation matches the registry (#1671, thanks @he-yufeng), including get_southbound_flow and the measured tool counts.

• Carhart momentum no longer reads today's price (#1578, thanks @Shizoqua). academic_carhart_mom computed the 12-month return minus the 1-month return, which moves with today's close — the opposite of skipping the most recent month. It is now the return from 252 to 21 trading days ago, pinned by a test that moves every close in the skipped month and requires the value to stay put.

• Profit factor is undefined when no trade lost (#1602, thanks @davidalmeida90). With no losing trade, profit_factor and profit_loss_ratio were reported as 0.0, which ranked a run that never lost below every other run. They are now None — an empty metrics.csv cell and null in JSON — in both the daily metrics and the options engine; a run with no closed trade keeps 0.0.

• Stooq's challenge page stops every later request, not just the warning (#1637, thanks @cgycorey). Once Stooq answers with its anti-bot page, the loader returns no data for every remaining symbol in the process without another throttled request, so the fallback chain moves on at once. A new process probes again.

[0.1.16] — 2026-09-29

Rolls up 492 commits / 116 merged pull requests since 0.1.15, from 16 contributors.

The theme of this cycle is a number that can show where it came from. The final-answer grounding gate stopped guessing what a number is from the words around it: the model declares each figure's role — observed, derived, proposed, cited or count — the gate checks that declaration against the session's tool evidence, and a figure that fails is cut from the answer instead of the whole answer being refused. A backtest's own output (its Sortino, turnover, weights and Monte Carlo p-values, not only its Sharpe) now grounds the report written about it, run cards cite a metric only where the saved CSV agrees, and the generated broker matrix states each profile's permissions as declarations rather than as runtime verification. Research runs stopped losing what they fetched: compaction follows the model's real context window instead of a fixed 40K estimate that began clearing tool results from the third step. The missing-data sweep reached 59 more alphas: 15 qlib158 count factors, 20 that filled a missing input with a constant and 24 comparison gates. Argentina (BYMA), weekly and monthly bars, Bahasa Indonesia, Gildata, OpenCode, Email and WebSocket channels and four broker connectors (KIS, Upbit, Toss Securities, Scalable Capital) land alongside.

Added

• Stock profiles carry the listing's own identity (#1577, thanks @Shizoqua). get_stock_profile returns a listing block beside the issuer's fundamentals: Yahoo's symbol, exchange, quote type and quote currency, plus the financial currency and underlying symbol when Yahoo declares them. A secondary listing no longer reads as the primary one. GOOGL.BA is an ARS line in Buenos Aires carrying Alphabet's USD financials, and GGALD.BA is a USD line whose issuer reports in ARS. Nothing is inferred from the ticker.

• Volume statistics in technical_indicators (#1571, thanks @zeus229). The tool returns the latest volume, its 20-bar mean and their ratio, computed from the bars it already fetched. The mean needs a complete 20-bar window. volume.unit is the unit the serving source declares (board lots on the A-share sources, shares on the Yahoo family, null when undeclared), because the two are 100x apart and nothing in the numbers tells them apart.

• Argentina (BYMA) market data (#1543, thanks @zeus229). A .BA symbol — a BYMA listing or a locally traded CEDEAR — is its own market ar_equity, quoted in ARS, served by yahoo → yfinance → local, and reported as market ar by get_stock_profile. Execution is deliberately not modelled: an Argentine backtest raises instead of borrowing US or crypto commissions, lot sizes, settlement and short-selling rules. The Web UI carries the market too — Settings source priority, the positions asset-class grouping and the sector union — and with it uk_equity, vietnam_equity and index, which had been missing from one or more of those three since they landed. EnvConfig.data's per-market MARKET_DATA_ORDER_* fields are now guarded against FALLBACK_CHAINS instead of a hand-written list, which is why uk_equity never had one.

• Weekly and monthly bars (#1479). get_market_data and backtests take 1W and 1M (and 1w / 1wk / 1mo). Loaders are still asked for daily bars; loaders.base.resample_bars builds the period bar at the three fetch boundaries (runner, market data, benchmark), so a weekly bar is the same whichever source served the days, at that source's daily caliber. A week runs Monday to Sunday, a month is a calendar month, and each bar is dated on the last trading day inside it: first open, highest high, lowest low, last close, summed volume and amount, volume-weighted vwap, mean funding rate. Annualisation is 52 / 12; a weekly perpetual bar settles 21 funding periods. 1M is matched before any case fold, which read it as one minute in strict-100x validation and in attribution (98,280 bars a year). The technical-indicator tool canonicalises its documented 1wk / 1mo and fetches whole periods instead of two days per bar.

• IM channels are configured from the Web UI (#1520, #1529; #1519, #1530, thanks @shadowinlife). The Settings panel renders each built-in channel's fields from backend metadata, masks secrets (**** plus the last four characters, never sent back), tests the unsaved form against the provider (ok / invalid_credentials / network / unsupported), and hot-swaps only the saved channel with no restart. DingTalk and QQ have guided setups; a shared token probe backs both. Saves write channels.<name> in ~/.vibe-trading/agent.json atomically at mode 0600; a YAML config is shown read-only. Reloads of one channel are serialized in ChannelManager, and stop_all cancels a reload's start that is still connecting.

• Email and WebSocket join the guided Web UI channel setup (#1544, after #1519, thanks @shadowinlife). Both channels get hand-written field metadata — localized labels, masked secrets — plus connection tests and per-channel hot apply. Email's test probes the real IMAP login, mailbox select and SMTP login without ever sending a message; WebSocket is a server channel with no remote credentials, so its test validates the TLS cert/key material and binds every resolved address locally — an address held by the already-running server reads as the expected state, not a failure. Saving a WebSocket config hot-swaps the server: connected clients (including the Web UI chat) briefly disconnect and reconnect. A hand-written field hint's secret flag is now authoritative for the keys it covers — the regex fail-safe still masks every unhinted key — so token-shaped non-secrets such as websocket_requires_token stay visible and editable instead of being masked, and a form save can no longer silently flip the stored token requirement. The web config routes now build the WebSocket adapter with the gateway services it requires; previously every WebSocket save or test failed validation. Email's polling loop also skips stale-config delete/move post-actions once a stop or hot swap begins, while the already-fetched batch is still delivered. Both the probe and the polling loop now send an RFC 2971 IMAP ID after login: NetEase mailboxes (163/126/yeah.net) accept the login but reject the first SELECT with Unsafe Login until the client identifies itself, so without this the Email channel could not read the most common Chinese mailboxes. The identification is static and carries no user data or secrets, and servers that ignore ID are unaffected; verified end-to-end against a live 163.com account.

• Bahasa Indonesia UI locale and README_id.md (#1482, thanks @Yoruxyv). The README count tests cover it, and MANIFEST.in now ships README_es.md and README_id.md.

• Portfolio valuation accepts any ISO-4217 currency (#1510, thanks @zeus229). A source whose currency has no FX rate fails with the currency named and is excluded from the totals; the healthy sources stay in.

• Gildata (恒生聚源) joins the A-share fallback chain as a token-gated source (#1474, thanks @sambazhu). The new gildata loader talks to the vendor's raw-api MCP endpoint (one JSON-RPC POST per call, token in the Authorization header) and serves A-share daily OHLCV through the StockDailyQuote tool with restorationStatus=1 — forward, split-AND-dividend adjusted bars, stamped split_dividend in the price-caliber table after being measured against a live payload. Volume arrives in 万股 and is converted to shares (volume_units: shares); avgprice/prevcloseprice are ignored because the vendor keeps them on a different adjustment basis than the adjusted OHLC. An unresolvable symbol answers rows: [] (never an error), so the chain keeps walking. Auth is GILDATA_TOKEN (Settings page field or env; GILDATA_BASE_URL overrides the endpoint, VIBE_TRADING_GILDATA_MIN_INTERVAL the 0.3s default spacing). Without a token the loader reports unavailable and the chain skips it — no behavior change for existing users beyond one reorderable entry at the chain's tail. One migration note: a MARKET_DATA_ORDER_A_SHARE value saved before this change is a permutation of the old 7-source chain, so it stops validating once gildata joins — the Settings card flags it and the default order applies until the saved order is re-saved (one click) with the new source included.

• A Robinhood account can be a read-only portfolio source (#1428). The new robinhood-live-mcp-readonly profile uses the same MCP server and OAuth grant as the trading profile. Its connection reads exactly one account, picked from Robinhood's own get_accounts list in the connection center or with vibe-trading connector select-account <id>. Nothing is preselected, and a source with no account errors before any broker call. Holdings come from get_portfolio and get_equity_positions and are mapped only from the shapes the reporter posted. A second page of positions, a null list or item, or an unknown field is an error, not a shorter account. Positions show quantity and cost but no price until the quote reply is mapped. An account that also holds options, crypto, futures, event contracts, mutual funds or fixed income fails the source instead of showing an equity-only view.

• A weekly health check of every keyless data source (#1627, closes #1623, thanks @he-yufeng) — python -m backtest.loader_health fetches one liquid symbol from each of the 15 keyless network loaders, each in its own process with a temporary home, no inherited keys and the loader cache off, and requires normalised OHLCV whose last bar is at most 14 days old. The Public loader health workflow runs it every Monday and on demand. An unreachable endpoint, a missing dependency, malformed bars and a stale series all fail the lane; as first proposed, an unreachable endpoint counted as a skip. An offline test fails when a new keyless loader has no canary symbol.

• OpenCode is a built-in provider, and each request carries the session id OpenCode Go requires (#1416, closes #1415, thanks @tonydo) — LANGCHAIN_PROVIDER=opencode with OPENCODE_API_KEY / OPENCODE_BASE_URL, in Web Settings and both CLI onboarding flows. OpenCode Go refused every call without x-opencode-session (400 MissingSessionID); the adapter now sends the run's session id to any opencode* provider or opencode.ai host, and the compaction summary call, made on its own thread, carries the same id (fd6c7c7c) instead of reaching OpenCode as a second conversation.

• KIS (Korea Investment & Securities) is a connector for KOSPI and KOSDAQ equities (#1407, thanks @as950118) — paper (모의투자) and live sit on separate hosts with separate OAuth tokens, so the paper-trade profile sends orders to KIS's own paper server rather than a local simulator. Live is read-only: no kis-live-trade profile exists, and place_order / cancel_order refuse a non-paper config before anything else. A finishing commit (970c235f) pins the paper sell and cancel TR_IDs, which no test covered, and makes a balance or order walk that hits its 20-page cap raise instead of returning a short position list that reads as complete.

• Upbit is a KRW crypto connector, capped at paper plus read-only (#1408, thanks @as950118) — one key pair reads the same account whatever profile is declared, so there is no runtime paper/live discriminator and no live order path. Paper orders are simulated against a live Upbit quote: no quote means no fill, a limit order fills only if immediately marketable, and cancel acknowledges only ids the simulator issued. Needs pip install "vibe-trading-ai[upbit]".

• Toss Securities is a read-only connector for Korean and US equities (#1409, thanks @as950118) — Toss documents no sandbox and no paper/live discriminator, so, like Trading 212, it refuses every order and cancel, paper included. Reads follow the published schema (/api/v1/holdings, /api/v1/orders); closed-order history is paged to completion, and a walk past its cap, or a hasNext page with no cursor (b5ff36ba), is an error rather than a silently truncated list.

• Scalable Capital is a read-only MCP connector that declares quotes only (#1417, thanks @cgycorey) — Scalable has no paper account and publishes tool names without argument schemas. scalable-live-mcp-readonly withholds account.read / positions.read because nothing maps the holdings reply yet: declaring them made it a portfolio source whose refresh stored a complete snapshot with zero positions. The 29 published tools are pinned literally as 18 read and 11 write (unknown names resolve to write), and a hand-enabled order tool is wrapped by the live order guard and refused.

• The README's broker capability matrix is generated from the profile registry (#1629, thanks @he-yufeng) — one row per built-in profile (55 across 18 connectors): environment, transport, read-only or write-enabled, declared reads, and whether placement requires a mandate. A test fails CI when the block and the registry disagree; regenerate with PYTHONPATH=agent python -m src.trading.capability_matrix. As merged it folded each connector into one row; dec2c0e6 renders each profile on its own, so a paper order capability never reads as a live permission, and says the rows are declarations, not runtime verification.

• Run cards record the backtest's execution and cite metrics against the saved CSV (#1612, closes #1610, thanks @lorenzozanee) — run_card.json (schema 1.0) carries a trace with UTC start and end, status, and SHA-256 hashes of the config and the metrics, never the payloads. As merged, every scalar metric was cited whenever artifacts/metrics.csv existed; after 0244ecea a metric is cited only when its value matches the file's single data row and the file matches its manifest checksum. The Markdown card and the Run Detail page show both sections.

• A read-only extraETF export reader (#1406, thanks @cgycorey) — the Investments export becomes positions and the Transaktionen export typed movements, so a Dividende row is never read as a holding and a transactions file cannot pass as a portfolio. It fails closed on anything it cannot read without guessing (unknown header or label, US-ordered numbers, more than 8 decimals, one instrument twice under one Portfolio ID). Nothing calls it yet; the portfolio container side is still open under #1170.

• Strategy-store adaptation substrate (#1391, thanks @modelpath-dev) — a child strategy points at its parent through derived_from (SQLite schema 3, an additive nullable column), and AdaptationPatch can change only universe, name and position sizing, never signal_definition. The child starts with no evidence and UNVALIDATED; a7bd2e30 also clears the parent's validator, approver and versions, and makes register_adaptation require the parent's evidence, refusing a stale or insufficient parent. Nothing outside tests calls it yet (#1149 stays open).

Changed

• source="qveris" refuses markets with splits and dividends (#1494). It picks a capability by search rank, which ignores adjustment: for 600519.SH the top pick was FMP's non-split-adjusted EOD, and a tool named adjusted returned raw closes. Stocks and ETFs are refused before anything is searched or billed; crypto, forex, futures, macro and index bars are served as before. Both QVeris budget gates reserve only a flat per-call quote now: 1 credits/result had reserved 1 credit for a call that billed 9.66, and qveris_execute returns quote_not_bounded for any other shape.

• A price index is stamped raw (#1541). Eastmoney's fqt=1 equals fqt=0 on every bar of the A-share indices measured, Tencent serves only day for the SSE/SZSE ones, and Yahoo's adjclose equals close on ^GSPC / ^NDX / ^HSI, but the per-source table stamped an A-share index additive and a Yahoo index dividend-adjusted. price_caliber takes the symbol; A-share index codes are matched per exchange, since 000001.SZ is Ping An Bank.

• Portfolio valuation version 3 (#1510, thanks @zeus229): snapshots stored under version 2 are no longer read, so portfolio history starts again after upgrading.

• Tencent, Eastmoney and AKShare A-share prices are labelled split_dividend_additive (#1497, #1493, thanks @cgycorey). Their forward adjustment subtracts cash dividends from the level instead of scaling by a ratio (on 600519.SH, qfq minus raw takes five values over 500 bars against 367 distinct ratios), so a basket mixing them with multiplicative sources warns, and a run served only by them warns that its returns are not total returns. Tencent's HK series is labelled raw: it serves no adjusted HK bars. The prices themselves are unchanged.

• connector account renders Binance spot balances as Asset / Free / Locked / Total, Futu's per-currency assets, and Trading 212's cash and metadata (#1539); before, Binance printed blank rows and the other two printed "No account summary returned."

• The final-answer grounding gate no longer guesses what a number is from the words around it. Only a number's SHAPE is inferred — a decimal point, a percent sign, a currency mark or a table cell makes it a measurement; dates (including year-less "09-14"), years, security codes, line-leading ordinals and code in a language-tagged fence are structure; a plain integer is checked only as a price of an instrument quoted in the thousands — so a sentence gets the same verdict in every language. A measurement that equals a price or volume this session's tools returned needs nothing more. Any other one is declared in a fenced figures block at the end of the answer, one line per figure — value | role | note | ref — and checked by role: observed must appear in the referenced call or tool (ref may name either), filtered to the figure's own symbol, with a currency-marked figure compared only against money-denominated values and a percent only against non-price ones; derived needs an evaluable formula whose added or subtracted operands are all observed, matching the figure at the precision and sign it was written with; proposed is a price inside its own symbol's observed range or a derivation; cited must name its source on the figure's own line, because the block is stripped before anyone reads the answer; count covers counts, weights, thresholds and probabilities, while a currency-marked figure, or one inside its instrument's price range that no derivation uses as a factor, is checked as observed when declared count. No role other than observed may sit in a price column. The block is stripped from the released answer and never streamed; the artifact keeps it. The price-word, level-word, derivation-phrase and metric-subject catalogues are deleted with it (65 compiled regexes → 12, all shape), and src/agent/grounding.py is now the src/agent/grounding/ package.

• A rejected answer costs one correction round, not four, and is then released with its failing figures cut rather than refused. The correction prompt lists every failing figure as written, with its declared role and what the evidence says (the observed range, the nearest observed values, or what its own formula evaluates to, in the figure's units), and names the three ways out: declare, rewrite to an observed value, or remove. If the second draft still fails, each failing figure is replaced by （略※） / (omitted※) at its own span, bare-integer restatements of a cut figure are swept too, a footnote says how many were omitted and why, and the whole document — footnote included — must pass the same gate before release. The canned fallback is left for an identity finding, a run that never observed a price, or a cut that still fails. Drafts that triggered bounded search_symbol / get_market_data recovery do not spend the correction budget. The run stays degraded with a reason naming the redaction, the release path's rechecks are not counted as rejected drafts, and the shipped document is recorded under released in artifacts/grounding_evidence.json.

• A draft missing only a source or currency word gets a data note appended, not another model round. The canonical symbol is deliberately not repaired this way: it is the figure's subject, and a note naming it under an answer about another instrument would footnote a misattribution.

• The chat shows that the answer is being checked. The agent loop emits grounding_status ({stage: "revising", round, issues} after a rejection, {stage: "released_redacted", removed} before a cut release), and the chat page shows "Checking the figures in this answer (round N)…" until answer text arrives, in all eight locales.

• MetaTrader 5 no longer picks a broker alias when several match (47a036d6, with #1597 and #1598). Quotes, history, orders, symbol search and the backtest loader took the shortest suffixed name (EURUSDm over EURUSDz); they now refuse and ask for the exact native symbol. The connector still tries a configured symbol_suffix first; the backtest loader does not read it.

• run_card.json schema_version is 1.0 (was 0.1), with the optional tool_traces and citations keys from #1612.

• Broker connectors: 18, up from 14 (KIS, Upbit, Toss Securities, Scalable Capital). test_readme_counts.EXPECTED_BROKERS is checked against the profile registry, not incremented by hand.

• The opt-in loader cache is at version 7 (#1411, thanks @shadowinlife). Entries written under version 6, which include Tencent series the forward walk truncated, are never matched again and are fetched afresh.

• VIBE_TRADING_BAOSTOCK_TIMEOUT (default 30 seconds) bounds each BaoStock lock wait, connection and complete message (#1615, thanks @he-yufeng). It is not a deadline for a whole multi-symbol fetch.

• The a_share fallback chain is tencent, mootdx, eastmoney, baostock, akshare, tushare, gildata, local (#1474, thanks @sambazhu).

• Factor values change for 23 alphas, so an IC, bench or comparison stored before this release is not comparable with one computed after it: qlib158_cntp* / cntn* / cntd* (15 factors; the first value lands one bar later and windows touching a gap are NaN, #1459), qlib158_wvma5 … wvma60 (5; every value, #1594), and gtja191_103 / 133 / 177 (3; direction and scale, #1604). Patell z for market_adjusted and mean_adjusted event studies moves slightly as well (#1449, thanks @Shizoqua).

• A grounding correction turn is offered no tools (#1600, thanks @zeus229) — after a rejected draft the model was handed every tool again, so revising a figure could restart research. Unless the gate asks for recovery (an unresolved symbol or a missing price), the correction turn gets none. A call made anyway is not run and, since 47a036d6, spends one of the two correction rounds; at the cap the last real draft goes through the existing cut-and-recheck release.

Removed

• The Requesty built-in provider. Its capabilities were OpenRouter's, with no adapter of its own. Same request shape: LANGCHAIN_PROVIDER=openrouter, OPENROUTER_BASE_URL=https://router.requesty.ai/v1, and the Requesty key as OPENROUTER_API_KEY.

Fixed

Long research runs stop losing what they fetched

A user's two runs on the Codex provider (GPT-6 Sol) failed as "0 steps · no_progress": a risk-parity backtest after 1m03s and a comparison of A-share and Hong Kong game companies after 4m50s. They were two different failures.

• Context compaction follows the model's real context window — compaction fired at a fixed estimate of 40,000 tokens (characters / 4 of the messages, not counting tool definitions), while the system prompt alone is about 12,500 of them. From the third step it cleared every tool result but the last three, so a comparison across a dozen companies re-fetched the same filings until the no-progress stop: reproduced on v0.1.15 with DeepSeek V4 Pro, seven A-share issuers' filings fetched four to five times each, stop at iteration 16; with a larger budget the re-fetches went from 54 to 0. The window now comes from VIBE_TRADING_CONTEXT_WINDOW, else a limit learned from the provider's own context-length error during the run, else src/providers/context_windows.json (272K for the Codex GPT-6 / GPT-5.6 models, 1M for DeepSeek V4, each entry naming its source), else 128K, and VIBE_TRADING_CONTEXT_MAX_TOKENS (200K) caps what a prompt may cost. Usage is read from the input tokens the provider reports. The three layers fire at 80 / 90 / 100% of what the system prompt and tool schemas leave, and clear the oldest results first, only down to the line. A context-length error is compacted and retried instead of failing the run. TOKEN_THRESHOLD is deprecated and ignored with a warning; remove it from .env.

• read_file says where the agent may read, and lists a directory — the 1m03s failure: on the same prompt, a live DeepSeek V4 run went looking for the backtest engine's source (../../agent/src/backtest, the checkout's absolute path, skills/../backtest/engine.py) and every attempt got the same "File not found or path escapes workspace". Each spelling was a new call and none an observation, so eight rounds exhausted the no-progress budget in 93 seconds, before any backtest ran. The refusal now names the case (outside_readable_roots or not_found), the readable roots (the run directory and skills/) and where the engine's contracts are documented (load_skill); a directory inside those roots returns its entries. The boundary itself is unchanged.

• A failed or cancelled run keeps its steps — only a completed run saved its tool trail, so the Web history showed "0 steps" for exactly the runs someone would want to inspect.

• A no-progress stop says which calls produced nothing, and why — each failing or repeated call is listed with its reason and count ("read_file failed (… not found) ×3"), instead of a message about previous summaries and artifact paths written for a different failure.

• get_market_data fails when no requested symbol returned data — an envelope holding only _unresolved was a success, so a run whose sources were all down counted it as progress. It is now error_code: no_market_data; a partial result is still a success, and grounding still records every symbol as unavailable.

• Codex (ChatGPT sign-in) keeps the system prompt, its reasoning and its call ids — a system message the loop adds mid-run (a retry hint, a write-the-file reminder) replaced the whole 49,000-character system prompt for every later request; it is now sent as a developer message, as the Codex CLI does. Reasoning items are carried from turn to turn the way the Codex CLI replays them, and resent without them if the backend refuses; tool calls keep the item ids the backend issued instead of a fabricated fc_0; the prompt-cache key is stable for the session instead of changing on every request. The default Codex model is gpt-6-sol: gpt-5.4 is refused for ChatGPT accounts.

A backtest report is checked against the backtest

A risk-parity versus equal-weight report ended in the canned refusal in 12 of 15 replayed runs. Replaying all 26 stored drafts through the gate (880 of 882 recorded rejections reproduced) showed that four in five refused figures were values the backtest itself had written.

• A backtest's own output grounds the report about it — only metrics whose names the gate knew (Sharpe, return, drawdown, volatility, win rate) were evidence. Every scalar of the run card, the metrics row, the risk X-ray, the Monte Carlo validation and the rebalance summary now is (lists such as the 1,000 simulated Sharpes are not descended, and a file other than the metrics must match the run card's SHA-256 manifest). A per-bar table counts only for the rows a read_file showed, while it is still byte for byte what the engine wrote; a file the model wrote is never evidence. A figure may name the run it came from — rp, rp/artifacts/metrics.csv, risk_parity target_positions.csv, rp::sortino — and a value from one backtest does not ground a figure declared from another. Replayed: value_mismatch 196 → 1, not_in_referenced_call 167 → 7. On the same runs a real value declared with its run passes 97% of the time and the same value moved 2–10% passes 0.7%; the undeclared path was deliberately not widened (the whole metrics row there would have passed 16% of invented values).

• A comparison's arithmetic is read as it is written — a formula glued to its labels ("等权 Sortino 1.2115 − 风险平价 1.1329") or followed by a bracketed aside was "not arithmetic"; an operand written as a percent was read as a whole number, so "13.28% − 12.98%" anchored on nothing and "0.666 × (1 − 3%)" computed the wrong value; a sum of squared weights (HHI) could not be written at all; a formula's negative operand (a drawdown) could never anchor; and a field two runs both hold anchored neither. All now evaluate (only a literal square or cube is accepted as a power), and the ones that still fail are the model's own arithmetic. A declared value may be a fraction (1/3) or a multiple (5.5x).

• A report that still fails after a completed analysis is released with the failing figures cut — naming a symbol made any request a market answer, and a market answer with no fetched price was never released cut. A completed analysis now is; a price question with neither prices nor an analysis still gets the refusal, and the refusal after an analysis no longer says the draft cited prices.

• A draft ending in DeepSeek's closing tool-call tags is caught — </｜｜DSML｜｜invoke> slipped past the pattern for opening tags and reached the gate as unreadable declaration lines.

• A correction says what went wrong with a figure the model did declare — 0.3897 and 38.97% stay two assertions, and so do −1.51pp and a formula that computes +1.51, but the model is now told which value it declared (also when it has the opposite sign) and that its formula runs the other way round, instead of "not declared" or "its own note evaluates to 1.51%". In a live run after the evidence fix, eight differences were still cut because the second draft rewrote the numbers rather than the formulas. The correction also asks for the corrected answer alone, in the user's language: that draft had opened with "The rejection was because…", in English to a user writing Chinese, and the sentence was released.

The grounding gate

• A tail-risk figure names its own field once a session holds more than one (#1425, after #1444, thanks @he-yufeng). A call- or tool-scoped ref (ref x1) pooled every tail-risk field that call returned, and an undeclared tail-risk percent pooled every tail-risk value in the session, so an ES 95% could quote the VaR 95% value and pass. The rule is read off the evidence, never off prose: tail_risk_identity() takes (measure, confidence) from the field name a tool returned, so var_95 and es_95 are two identities while cvar_99 and es_99 are one. When a scope holds two or more and the figure's value matches one of them, it is refused with tail_risk_needs_field_ref, whose correction names every identity the session holds; a figure matching no tail-risk value keeps its old reason, so a fabricated number is still a mismatch rather than a missing ref. Accepted cost, stated in the issue: an undeclared VaR 95% beside a VaR 99% is correct today and now costs one correction round. The system prompt states the rule so a risk report declares the ref on its first attempt.

• Tail-risk figures keep their identity under a field ref (#1444, thanks @he-yufeng). A declared ref may name an evidence field by its full path (data.tail_risk.var_95) or trailing part (var_95), or one call's field (q1::historical_var); a VaR 99% quoting the 95% value, or ES quoting VaR, is rejected under such a ref. A field two calls returned with different values is ambiguous and the correction names the refs to choose from. A claim scoped to a whole call or not declared is still matched against every tail-risk value it can see (#1425 stays open).

• The grounding gate reads decimal commas (#1517, thanks @zeus229): 17,93 % and 1.410,00 CNY ground against tool results, two unspaced numbers such as 1400,1777 stay two numbers, and a written figure must match its evidence within half a unit of its last written digit (a truncated 30.20% for 30.2052% is now sent back for correction). One shape regex added (14 → 15).

• A redacted answer keeps its row numbers and its labels (#1471). When the grounding gate released a draft with its unverified figures cut, a ranked table came back with (omitted※) in place of 1, 2, 3, of the 12m in its headers and of "3 names" in the prose. Every integer in a table cell was a measurement, so the rank column was cut; and each cut figure's digits were then swept out of the rest of the page, single digits included. Three shape rules, no word list: a column whose numbered cells read 1, 2, 3 … in row order is the table's index; a plain integer in a cell that also holds a word (12m mean return, Mean beta (9 reported)) is read as it would be in a sentence, while a cell that holds only a number, any decimal, percent or currency figure, and every cell under an OHLC column stay measurements; and the sweep never keys on a single digit. An integer price of an instrument quoted in the thousands is still checked inside a worded cell.

• A real VaR result grounds the VaR it returned (#1464). quantlib_call records a scalar result under the function name. For historical_var and parametric_var that name reduces to var, which the grounding gate accepts only as a whole field name, so the result recorded no evidence and a correct answer quoting it was rejected. Both names are now tail-risk aliases. Variances such as residual_var stay unmapped.

• Plain integers in prose are not price claims. A list number ("输出原则 4"), a window length or a count was checked like a quoted price and could be cut from a released answer.

• A drawdown against an observed high passes wherever the endpoints are written. "较 5 月高点 1.053 元已回撤约 37%" was rejected when its endpoints sat on another line; a derived declaration does not depend on layout.

• Price-denominated indicator values are evidence, by registration. Moving averages, Bollinger bands and similar levels returned by technical_indicators are registered per tool as observed price evidence; RSI, MACD and other non-price leaves are not, and nothing is decided from a field name's words.

• A year-less date is a date, and "24.6M" is 24.6 million. Two real runs that followed the contract were still released redacted: "2026-09-11 / 09-14" in a table cell shipped as "2026-09-11 /（略※）-（略※）", and "24.6M → 22.6M lots" as "(omitted※)M → (omitted※)M". A zero-padded MM-DD, or one opened by a full date in the same cell or line, is structure (an unpadded "| 11-12 |" is still checked, since it may be a price range). K / M / B / 千 / 万 / 亿 glued to a figure scale its comparison with the evidence, never its shape, and a cut removes the mark with the figure. Replayed on both runs' tool results, each second draft now passes as written.

• Metadata counts are not metrics, and a tool's tail-risk result can ground a VaR (#1420, #1426). return_observations, n_returns, return_window, vol_lookback, max_drawdown_duration, aligned_days and their *_window / *_lookback / *_obs / n_* / *_count / *_days / *_duration families no longer ground a percentage ("年化收益 81%" from 81 observations); var, var_95, var_99, cvar, es and expected_shortfall leaves are tail-risk evidence, so a correct VaR is no longer refused. A field's metric comes from the head of its name, so sharpe_sample_size and drawdown_threshold are no longer a Sharpe ratio or a drawdown.

• A correction names the prints of the figure's own instrument (#1433). The "nearest observed" values come from that symbol (and its table column or ref), not from every field of every symbol in the run.

• A number is read the way the chat renders it (#1418). Zero-width characters, a full-width or Arabic decimal point, a no-break space before "%", the U+2212 minus sign, a backslash escape ("0\.888"), an HTML entity and an ISO code glued to the digits ("CNY0.888") no longer split a price into unchecked integers; a decimal comma ("0,666 CNY", "12,5 %") is a decimal while a valid grouping ("-1,250.00") stays grouped, and an answer that writes a marked decimal comma reads "2,237" and "−5,132%" beside it as decimals too. Fences follow CommonMark, and an unterminated code fence no longer exempts the rest of the answer.

• A year is not a price shield. "$2050", "1999 元" and a 2031 under a close column are checked; a price placed in a date or code column is checked; a compact date, a dotted date and a time are structure. 円 and 원 are currency marks, and "52pp" / "5200bp" are measurements.

• A declaration cannot relocate or launder a figure. A figure the sentence writes about one instrument cannot be declared another's close; a currency-marked result cannot be derived from an RSI or a volume; count, derived and proposed cannot sit in a price column.

• A general answer with no tool evidence is cut, not refused. A question about no instrument ("印花税怎么收") whose figures the gate cannot check is released with those figures omitted and a footnote, instead of a refusal about prices it never mentioned; a market answer that observed no price still falls back. A malformed figures block no longer forces the fallback either: the block is dropped and the draft is checked as written.

• The tool-call-syntax fallback reaches the chat once. When a model answered the forced-text iteration with tool-call markup in a run whose output is buffered, the replacement message was streamed by its own branch and again as the released answer, so the chat and the CLI showed it twice.

• No unchecked number reaches the chat before the gate runs. An unbuffered answer (no instrument asked about, no tool evidence yet) streamed its first draft live, numbers included, and a rejection then replaced it; the stream now stops at the first measurement-shaped number, and a rejected draft's shown prefix is cleared with stream_reset.

• A trading plan in a bare code fence is checked. Only a fence tagged with a language holds code; an untagged fence is read as prose.

• An integer price of an instrument quoted in the thousands is checked ("600519.SH 最新收盘 1520"), within half to twice its observed range; a window such as "200 日均线" stays unchecked.

• A price declared count is checked. A number inside its instrument's observed price range may be a count only when a declared derivation uses it as a factor.

• A redaction footnote the model wrote itself is removed before the real cuts, so a released answer never carries two contradictory footnotes or a marker for a cut that did not happen.

• A figure about a second instrument is checked against that instrument's evidence (#1584, thanks @zeus229) — symbol resolution saw only price-comparable records, so a line naming an instrument the session held only fundamentals for took the answer's primary symbol and failed as not_in_referenced_call. Any observed evidence with an explicit symbol now resolves it; 47a036d6 scopes analysis metrics likewise, so a metric from a call about another symbol, or several, cannot ground it.

• A field ref may contain |, and a correction for an ambiguous field lists the exact refs to use (#1586, thanks @zeus229) — the figures parser split on every |, cutting such a ref short; a declaration is four columns now, the last taking the rest of the line. When several calls returned a field, the correction lists each valid call_id::field (only the figure's own symbol's since 47a036d6), and a tool_name::field ref is refused as field_ref_needs_call_id with that list.

• A decimal-comma answer's dot-grouped integers are read as thousands (#1588, thanks @zeus229) — AR$5.165; volumen 502.408 was read as two decimals and failed as figure_undeclared. Once a document writes a decimal comma, now including a 0, with two or more digits, 5.165 is 5165 and is still checked; without that evidence it stays 5.165. The PR's wider 1% rounding band was not kept (47a036d6): at 0.5%, 0.82467 has to be written 0,825, not 0,82.

• Figures from technical_indicators keep the date the tool reported (#1590, thanks @zeus229) — the tool dates its snapshot as latest_date, a key evidence ingestion did not read, so latest_close, the indicators and the volume metrics landed in grounding_evidence.json with timestamp: null. It is inherited now, below a row's own date fields and above as_of; an undated payload stays undated.

Market data

• get_market_data asks for AAPL.US instead of returning empty frames for a bare US ticker — only codes the market detector reads as US equities are refused; a Chinese futures code (RB0, IF2412) or a joined crypto pair (BTCUSDT) is served as written. The public-source health canary probes Yahoo with AAPL.US for the same reason.

• A mixed-market backtest falls back per market — a symbol missing from its primary source was retried along the fallback chain of the first symbol's market, so a Hong Kong gap in an A-share-led universe was never retried on a Hong Kong source. Each missing symbol now follows its own market's chain, and the incomplete-data error lists which symbols were served.

• A dollar-quoted BYMA or TSX line, or a Hong Kong RMB or USD counter, no longer enters a single-currency backtest (#1576, after #1543, thanks @Shizoqua, @zeus229). Both venues list USD lines beside their home-currency ones. On 2026-09-24 Yahoo declared USD for GGALD.BA (4.20), SPYD.BA and AAPLD.BA, and for DLR-U.TO and XUS-U.TO. ar_equity and ca_equity are each one static-currency pool, so such a line was priced as pesos or Canadian dollars. As on the LSE, the loaders now read the declared currency. They admit a .BA line only in ARS and a .TO / .V line only in CAD. A trailing D does not decide it: YPFD.BA is a peso line. Every other declared quote currency is recorded in market-data provenance, and the grounding gate asks an answer to name that currency rather than the one the suffix implies. Hong Kong is decided by the code, because the Hong Kong chain starts with sources that declare no currency: HKEX's Stock Code Allocation Plan assigns 80000-89999 to products traded in renminbi and several 09xxx ranges (plus 10900-10999 and 41500-41599) to products traded in USD. So an RMB counter (80700.HK, 375.40 CNY on 2026-09-24) or a USD ETF (9834.HK) is refused in a Hong Kong or cross-market backtest, is counted in its own currency by the mixed-currency guard, and is quoted in that currency by the grounding gate, whichever source served it. The table matched the currency Yahoo declared for all 24 codes probed across the ranges.

• Grounding identity and symbol search know every market the data layer routes (#1565, #1575, thanks @Shizoqua). .BA, .L and .VN symbols had no canonical-symbol scan, venue or currency in grounding. Symbol search labelled Indian, Korean, British, Vietnamese and Argentine results global. A parity test now takes the market list from the backtest's own currency table. An answer may write £, ₫ or AR$ for the currency it has to name.

• A local: code in a backtest is served from your own dataset or not at all (#1467). The market-data tool and the README already treated local:AAPL.US this way, but the backtest runner did not. With source="local" it counted the served AAPL.US as missing and sent it down the A-share network fallback chain. With source="auto" it ignored the prefix and fetched the symbol from network loaders. The prefix now picks the local loader only, a symbol the dataset lacks fails with incomplete data for source=local, and the rest of the run sees the bare symbol: market rules, artifacts (ohlcv_AAPL.US.csv, no colon in the file name) and the run card. A local: code requested from a network source, or one symbol requested both with and without the prefix, is refused up front.

• Block trades, margin trading and financial statements no longer read Eastmoney rejecting a stale query (code 9501) as an empty result; all six datacenter callers share eastmoney_client.datacenter_rejection.

• Lockup expiry: free_shares is the unlocking quantity (CURRENT_FREE_SHARES), not the float; units are stated (万股 / 万元) (#1513, #1501, thanks @lorenzozanee). The report is RPT_LIFT_STAGE; the old one rejected six columns.

• Dragon-tiger seats come from the buy/sell detail reports, surface a provider rejection, and rank within each listing reason (#1512, #1502, thanks @lorenzozanee).

• Shareholder-count history returns real periods from RPT_HOLDERNUM_DET, states each row's previous period, and warns when the average-holding join fails (#1518, #1503, thanks @he-yufeng).

• QVeris resolves adjusted fields as a complete set, one family per response, and no longer gives an unadjusted bar the adjusted volume (#1527, #1494, thanks @cgycorey).

• Tencent history walks backward from the end date (#1411, closes #1410, thanks @shadowinlife) — fqkline serves the last 500 bars of a window, not the first: sh000300 over 2018-01-01..2026-06-30 comes back as 500 bars starting 2024-06-06 (verified live). The forward walk that shipped in 0.1.15 (#1154) therefore returned only the last 500 bars of any longer window, with exit code 0. The cursor now moves back from end_date, and an error-shaped or mid-walk empty reply is retried instead of being read as the start of history.

• A BaoStock server that stops answering no longer hangs the fetch (#1615, closes #1492, thanks @he-yufeng) — baostock 0.9.3 reads its socket with no timeout, so a silent server blocked forever and a closed connection spun at 100% CPU. The connection, each complete message and the wait for the session are now bounded by VIBE_TRADING_BAOSTOCK_TIMEOUT (30 seconds by default), and a failed call is a per-symbol miss the chain moves past. After review, BaoStock sessions also run one at a time per process, because the SDK keeps one global socket, and a socket that failed mid-reply is closed so the next query cannot read its late answer.

• Concurrent first lookups no longer find an empty loader registry (#1405, closes #1403, thanks @alanwilhelm) — _ensure_registered marked itself done before importing the loader modules, so a thread arriving during a cold start returned with nothing registered and an available symbol came back _unresolved. The flag is published after the imports now, under a lock, and concurrent cold callers wait for them.

• An explicit source that must not fall back no longer has its gaps filled (#1441, thanks @chiww) — local, fmp, qveris, tickerall, nobitex and wallex were kept from degrading only when the loader was unavailable as a whole. A symbol the named source lacked was still fetched down the market's chain, so one run could mix a local snapshot with Tencent bars behind two log lines. The run now fails naming the missing symbols, pinned by a test for every source in that set.

• The Stooq challenge warning names a variable that exists (#1402, thanks @chiww, thanks @chiww) — it told operators to set VIBE_TRADING_MARKET_DATA_ORDER_*, which nothing reads, or to drop stooq from the chain, which override validation refuses. It names MARKET_DATA_ORDER_* now (for example MARKET_DATA_ORDER_US_EQUITY), suggests moving stooq to the end, and says an override must be a permutation of the default chain.

• QVeris no longer sends the end date as indicators (#1496, thanks @lorenzozanee, thanks @lorenzozanee) — end-date parameters were recognised by substring, so any capability parameter containing to, such as indicators, was given the end date. Only exact names are mapped now (end, end_date, enddate, to, to_date, until, until_date, with hyphens folded). The rest of #1494 was fixed separately.

• get_shareholder_count answers again (#1490, closes #1489, thanks @cgycorey, thanks @cgycorey) — it asked RPT_HOLDERNUMLATEST for AVG_HOLD_AMT, a column the report no longer has, so Eastmoney rejected the whole request and the tool reported "no shareholder-count disclosure found" for every A-share. It requests AVG_MARKET_CAP, the same per-account value (the output key avg_hold_amount is unchanged), and a rejected request now returns the datacenter's own message instead of an empty result.

• get_market_data no longer answers 1M with one-minute bars (#1487, closes #1480, thanks @shadowinlife) — intervals were matched through an upper-case fold under which 1m (a minute) and 1M (a month) share a key, so a monthly request was served minute bars without an error. An exact-case match now wins before any fold. The PR refused 1M and 1W; since #1479, in this same release, they return monthly and weekly bars built from daily ones.

Backtest runner and engines

• Backtests align calendars at any timestamp resolution (#1560, thanks @Shizoqua). The engine merged symbol calendars and placed prices through raw nanosecond integers, but a local duckdb source serves microseconds. Such a run was dated 1970-01-21, and beside a nanosecond source one symbol's closes came back empty. The rebalance mask had the same unit mismatch.

• Mean-variance style optimizers size a short by its own expected return (#1548, thanks @Shizoqua). The optimizers scored every position as if it were held long, so the strongest shorts (most negative drift) looked worst and got the least capital. BaseOptimizer.optimize now negates a short's column before building the context, so mu is the position's expected return AND cov is the position covariance D Σ D: a long and a short of two +0.92 correlated names hedge instead of reading as correlated (the old objective put the whole book on the long, the new one splits it 0.514 / -0.486). Risk-parity and max-diversification contexts get the position covariance with it; volatility-only contexts are unchanged, since std(-r) == std(r).

• Monte-Carlo validation annualises at the venue's bars per year (#1546, thanks @Shizoqua). It hardcoded 252 while bootstrap_sharpe_ci and walk_forward_analysis in the same report used the resolved value, so a crypto (365) or forex (260) run published two disagreeing Sharpes.

• A futures order on a negative-price bar is no longer rejected outright (#1547, thanks @Shizoqua). FuturesBaseEngine dropped the abs(price) its base class relies on under allow_nonpositive_prices, so size came out negative and the caller's size <= 0 guard refused every order.

• A backtest aborted when a funding debit left cash below zero (#1542). CompositeEngine and CryptoEngine subtract crypto funding from capital with no floor, and the next open then fitted at no scale, not even an empty plan: the open-basket search kept the full-scale plan and the run died with "planned order … exceeds available capital", and a rebalance raised "insufficient capital for position rebalance". Such an open is now skipped and reported once as insufficient_capital, the bar's reductions still run, and a close whose loss exceeds its margin still aborts the bar (#1274).

• One cash-starved open is one rejection, not twenty-six (#1470). In position_adjustment="hold", the search that scales a basket down to the cash available re-planned every open on each step, and every step whose size rounded to zero booked a zero_size rejection for the same symbol on the same bar — one contract the cash could not hold read as 26 lot-rounding failures. The trial plans are silent now; a sleeve that was a real order at full scale and left the basket is reported once, after the search, as insufficient_capital, which the rebalance path's dropped sleeves now use too. zero_size means the lot rule and nothing else.

• A-shares from a source without its own engine branch run under A-share rules (#1431, thanks @chiww) — for such sources the runner followed the instrument's market only for US, HK, Canadian and UK equities, so 600519.SH served by local, tencent, eastmoney, baostock, mootdx or sina ran on CryptoEngine: no stamp tax, T+1, price limits or 100-share lots, and a perpetual funding fee charged against the position. They route to ChinaAEngine now.

• The declared interval is checked against the bars that arrived (#1432, thanks @chiww) — a single-market run annualised at the interval it asked for, but a loader can serve coarser bars (the local loader cannot turn a daily file into 1H), and CAGR, Sharpe and volatility then scale by the ratio. The runner compares the median bar spacing of the longest price frame with the declared interval; past a 1.5x gap either way it annualises as the interval the spacing matches, or from the calendar when bars four or more days apart match none, and the report is written to the run card beside the caliber warning. Median spacing replaced a bars-per-calendar-year count, which measures five daily bars starting on a Monday at 456 a year.

• Options annual return is annualised over the elapsed bars (#1458, thanks @Shizoqua, thanks @Shizoqua) — the options engine raised growth to bars_per_year / (n - 1) where the shared calc_metrics uses bars_per_year / n, which exaggerated annual return in both directions, most on short runs. Both use n now.

• An India short is covered against the buy-side circuit band (#1608, thanks @Shizoqua) — the India engine never passed the held position's direction to the shared band check, so covering a short, which is a buy, was tested against the lower band a long's sale uses, and a cover at a locked upper circuit filled. The direction is passed now, in single-market and composite runs alike.

The backtest tool and what a run leaves behind

• The backtest tool honours VIBE_TRADING_TOOL_TIMEOUT_SECONDS and keeps a timed-out run's output — the engine subprocess had a hardcoded 300-second limit regardless of the setting (default 1,800; 0 disables it), and a timeout discarded everything the engine had printed. The partial stdout and stderr are now written to the run's logs/ and the last 2,000 characters returned with the error.

• Runs from the backtest tool record state.json (#1413, closes #1412, thanks @shadowinlife) — only the agent runtime wrote it and refresh_strategy_evidence refuses a run without one, so every run from the backtest tool, or the MCP tool that delegates to it, was rejected as run status unknown despite complete artifacts. The tool now records success, failure with the exit code, or a timeout, through the same RunStateStore writer; a config that fails validation records nothing, since the engine never ran.

• The backtest tool names the directory it looked in (#1429, thanks @cgycorey, thanks @cgycorey) — a missing config.json or code/signal_engine.py was reported with no path, so a caller whose run_dir resolved somewhere unexpected could not tell that from an empty directory. Both errors now name the resolved directory and say where the file belongs.

• Dict- and list-valued metrics reach the run card (#1424, thanks @cgycorey, thanks @cgycorey) — the card kept only scalar metrics, so unfilled_plan_rejections_by_symbol, which names the rejected sleeve and the reason, was dropped while the anonymous count beside it stayed. Non-scalar metrics now go to a structured_metrics block, shown in the Run Card tab and the Markdown card, with metrics unchanged; a value over 4 KiB of card JSON, or one that cannot be serialised, is left out and named under _omitted.

• A text column in metrics.csv no longer drops a run's metrics from the reply (#1579, thanks @Shizoqua) — the session service converted the whole row at once and swallowed the error, so a run with an explicit benchmark, whose benchmark_ticker is text, lost every metric without a log line. Each field is converted on its own now, and only the unconvertible one is skipped.

Alpha Zoo

• 24 alphas emitted a value computed from a missing bar (#1463, #1523, #1534, #1452, thanks @Shizoqua). A comparison over an operand that is NaN because its window holds the gap is False, and the #1463 sweep, which nudged the bar by a tick, could not see that. A second oracle compares the gapped run with the gap-free one. Comparison gates and np.fmin/np.fmax now mask on their inputs' reach (factors.base.observed_over) rather than on their operands' NaN, so a correlation undefined on complete data keeps its old verdict; the six fmax/fmin alphas converted on 2026-09-18 had lost up to 87% of their post-warmup values in a 5-symbol universe that way and are restored. On gap-free data no finite value changed.

• Twenty alphas no longer fill a missing input with a constant (#1463). A halt left a comparison reading 0 or False, a .where(cond, 0) reading a flat day, or an np.fmax returning the other side, and the value then fed every rolling window that reached back to the gap. Those cells are NaN now. On gap-free data every finite value is bit-identical to before. A perturbation sweep over all 462 alphas counts 35 still carrying a missing bar forward, down from 55, and every one of them is accounted for: 28 are recursive statistics (the GTJA SMA(A, n, m) smoothers and one running product), which by the policy set on #1463 skip a missing observation and continue from their last state — the operator layer's header now states that exception, and a test pins it; 3 declare their own partial window; 4 are the sweep's own rank-tie artifact. Nothing rewarms a smoother after a gap, and the registry's look-back mask was measured and rejected: it hid 4,270 legitimate cells to remove 41% of the fabricated ones.

• Asset growth is year over year on the daily panel (#1564, thanks @Shizoqua). Derived fundamentals run on a panel densified to the price calendar, where a one-row lag compared yesterday with today: 0% on ordinary days and a one-day spike at each filing. The lag is now 365 days, as-of.

• A factor's IC ratio is unset for a negative baseline (#1549, thanks @Shizoqua). Dividing two negative IC means gives a positive ratio, so a rolling IC that got further below zero reported as improvement. The signal itself took the worst of the available metrics and was not fooled; the published number was.

• qlib158 CNTP / CNTN / CNTD stop counting a missing close as a flat day (#1459, thanks @cgycorey) — the 15 factors (three families × 5 / 10 / 20 / 30 / 60 windows) turn close > prev close into 0/1 and average it, and a NaN comparison reads False. The registry mask from #1377 blanks the gap bar itself, but every later window that still held the gap counted the halt as a day that neither rose nor fell, so cntd read closer to zero than the observed days say. The comparison is NaN now wherever either close is missing: a gap blanks window + 1 rows and the value returns, equal to the gap-free run, once it scrolls out. The same rule moves the first value from row window - 1 to row window, matching each factor's min_warmup_bars, because the first bar has no prior close. On sparse panels this can trip the registry's >95% NaN guard; each factor's notes states from what missing-bar fraction.

• qlib158 WVMA takes the absolute return in its numerator, as upstream does (#1594, thanks @Shizoqua) — wvma5 … wvma60 computed ts_std(ret·v) / ts_mean(|ret|·v), a signed numerator over an absolute denominator, where qlib's formula takes Abs on both. Every value of the five factors changes. The finishing commit (a5d47c20) points the attribution header at the upstream file that actually defines WVMA (qlib/contrib/data/loader.py, MIT) instead of handler.py, and pins the formula against an independent scalar oracle, a gap and all-zero volume.

• GTJA alphas 103, 133 and 177 score a fresh extreme high, not low (#1604, thanks @Shizoqua) — HIGHDAY / LOWDAY count bars since the extreme, but the port put the 0-based window index, counted from the oldest bar, in their place. Alpha 103 read a low set today as 5 and a low 19 bars old as 100: the recency signal was inverted. The PR restored the direction one bar off (95 and 0). The finishing commit (0244ecea) counts days since the extreme with today as 0, so alphas 103 and 177 run from 5 to 100 over a 20-bar window, and takes the most recent bar on a tie. It also corrects gtja191/LICENSE.md to cite the Guotai Junan report of 2017-06-15 by Li Chen and Liu Fubing, where the zoo had named a 2014 report.

• A custom zoo root no longer replaces the bundled alpha of the same name (#1468, fixes #1465, thanks @cgycorey) — Registry(zoo_root=...) loaded custom alpha files into sys.modules under the bundled module's own name. Once a custom root had computed its own qlib158/cntp5.py, a default Registry() in the same process computed the custom code too. The import cache is keyed by module path and zoo root now; module names and relative imports inside a custom root are unchanged. No shipped caller passes zoo_root; it is the path tests and plugins use.

Quant Library and analysis tools

• A strict-bench OOS split needs two IC observations on each side (#1559, thanks @Shizoqua). A split outside the loaded prices is refused. An alpha whose IC series leaves fewer than two observations on either side is skipped, with the counts in the reason. The IC series ends one forward-return horizon before the prices, so a split one bar from the end used to publish verdicts measured on nothing.

• Quant inputs are checked before they are used (#1555-#1558, thanks @Shizoqua). HRP aligns a supplied correlation matrix, and the covariance's own rows, to the covariance's column labels; swapping two rows used to move the weights with no error. Purged cross-validation refuses an unordered or duplicated timestamp index, and a label that ends before it starts. Impact models and every fixed-income entry point refuse NaN and infinities instead of returning NaN prices, durations and curves.

• Shadow-account overtrading uses the whole trading window (#1563, thanks @Shizoqua). A long hold that closed before later short trades no longer shrinks the span.

• Event-study z-statistics no longer over-reject (#1466). A CAR's standard error summed each day's variance, ignoring that every day is forecast with the same estimated parameters, so the days' abnormal returns are correlated. On null data, the standardised CAR's variance was 1.11 with a 120-day estimation window and 1.41–1.46 with a 30-day one. It is now 1.02 and 1.07, which is only the t correction for an estimated residual variance. Patell and BMP inherit the fix; market_adjusted was already right.

• Shadow account: an other-market rule no longer matches every symbol (#1538, thanks @Shizoqua), and overtrading PnL no longer double-counts trades already explained (#1475).

• Quantlib: comps refuses negative bridge magnitudes like the DCF bridge (#1535, thanks @Shizoqua); accrued interest is exact on coupon dates under 30/360 and rejects an unknown day count there too (#1509); Kyle's lambda fits an intercept (#1477).

• ML strategy: a single-class training window is skipped and the previous model keeps predicting (#1522, thanks @Shizoqua). Memory: two entries with one title and different types keep separate index rows, and forget names the type when ambiguous (#1525). Swarm run and task files use unique temp names (#1536).

• Patell z uses each normal-return model's own degrees of freedom (#1449, thanks @Shizoqua) — the df / (df - 2) correction in event_study assumed the market model's two estimated parameters for every event, so market_adjusted (none estimated) and mean_adjusted (one) over-stated the variance and reported a slightly smaller |z|, and a larger p-value, than their own fits support. The market model is unchanged. The finishing commit (844b13b9) has estimate_market_model read its residual degrees of freedom from the same table, so the two cannot drift apart.

• Microstructure estimators refuse NaN and infinite inputs (#1451, thanks @Shizoqua) — a non-finite price came back from roll_effective_spread as a 0.0 spread, kyles_lambda returned nan, and vpin produced a series from NaN or negative volumes. All three raise now, and vpin also refuses a non-finite bucket_size. amihud_illiquidity drops an infinite row the way it already dropped a NaN one; before, an infinite return made the ratio infinite and an infinite volume counted as a zero-illiquidity day. The accept side is pinned too (c6010208): constant prices are a zero spread, all-zero order flow a zero lambda, and zero-volume bars leave VPIN unchanged.

• Copula pseudo-observations give ties one rank and leave NaN missing (#1453, thanks @Shizoqua) — the double argsort ranked tied values by position ([1, 1, 3] became 0.25 / 0.5 / 0.75) and sorted a NaN last, handing it the column's top rank and counting it in the normaliser. pseudo_observations uses average ranks now, keeps a NaN as NaN with each column normalised by its own count of observations, and refuses infinite values.

• spread_term_structure keeps tenor 5 and 5.0 in one column (#1507, thanks @Shizoqua) — the column name was built from the raw key, so issuers quoting the same tenor as an int and as a float were split across 5Y_spread_bp and 5.0Y_spread_bp, each NaN for the other group. The reference-curve lookup already treated the two as one tenor.

• Purged cross-validation refuses a timestamp label index it cannot map (#1556, thanks @Shizoqua) — label end times passed as a Series are turned into positions with searchsorted, which assumes a sorted index. An unordered or duplicated index mapped label ends to the wrong rows with no error, so the purge protected the wrong rows; it raises now. The finishing commit (250ef746) closes the neighbouring gap: a timestamp label ending before its own start was clipped up to it (ends at positions [1, 0, 3, 3] came back as [1, 1, 3, 3]) and now raises, as the positional form already did. A NaT end stays allowed and purges through the last observation.

• Market-impact models refuse infinite inputs (#1557, thanks @Shizoqua) — NaN was already refused, but positive infinity passed every positivity check: an infinite ADV priced a linear_impact or sqrt_impact order at zero impact, and an infinite price, traded volume or bps returned an infinite buy fill. Price, volume, ADV, bps, impact coefficient, volatility and eta must all be finite now.

• The correlation-analysis cointegration examples call the Quant Library (#1404, thanks @Shizoqua) — the skill's Engle-Granger example carried its own statsmodels fit and raised KeyError on an unnamed Series, because it looked the hedge ratio up by the series' name. The PR named the regressor; the finishing commit (bd29a187) replaced the local fit with find_hedge_ratio, cointegration_test and adf_test from src.quantlib.timeseries, and the half-life example with compute_half_life. The example now inherits their refusal to pair two legs on different indices positionally, keeps its result keys and adds half_life.

• portfolio_risk_xray works on windows longer than 250 bars (#1462, closes #1461, thanks @he-yufeng) — the tool fetched prices under the shared 250-row cap. Above it fetch_market_data returns a sampled envelope rather than the bar list the tool parses, so a window of 251 bars or more failed with "no close prices returned for any requested symbol", which is about anything over a year of daily bars. It requests every row now (max_rows=0, as technical_indicators does); volatility, VaR/ES and drawdown need consecutive bars regardless.

• benford_check reads the leading digit from the number as written (#1591, thanks @Shizoqua) — financial_rigor's Benford check took the digit from 10 ** frac(log10(v)), which lands just under an integer for some exact round values, so 5000 counted as a leading 4. Among the integers 1 to 100,000, twelve were misread (8, 30, 40, 50, 80, 500, 600, 900, 5000, 6000, 9000, 50000). The PR rounded before truncating, which would have read 4999.9999999 as a 5; the finishing commit (d0ef98a6) takes the first significant digit of a Decimal built from the supplied value instead, with no float round-trip. Zero, NaN and infinite values are still skipped.

• The sentiment scorer reads "low" as bearish only (#1448, thanks @Shizoqua, thanks @Shizoqua) — "low" was in both the bullish and the bearish word lists, so it cancelled itself and shares tumbled to a new low today scored neutral. It was the only word in both; a test now keeps the lists disjoint.

• Head-and-shoulders detection checks shoulder symmetry on negative series (#1456, thanks @Shizoqua) — the pattern tool divided the shoulder gap by the signed shoulder average. On a series below zero the ratio went negative and always passed the 5% test, so clearly asymmetric shoulders were flagged as a pattern. It divides by the absolute average now, as double_top_bottom already did.

Live trading, brokers and the strategy store

• Robinhood live trading reads and trades the account the mandate names (#1442). The runner, the pre-trade gate and the commit-time ceiling fetch called Robinhood with no account_number, and read replies one level too shallow (data.positions where Robinhood nests data.data.positions). So every reconciliation aborted, and the gate refused every order because it could not read positions. The tests stayed green only because their fake replies had a shape Robinhood never sends. A Robinhood mandate is now bound at commit to one account from get_accounts: listed, not deactivated, and open to agentic trading. The Web confirm dialog and the CLI both ask for it, and never take it from the agent-written proposal. Every runner and gate call sends that account, and an order naming another account is refused. Held positions, which Robinhood reports without a price, are priced the way a quantity order already was, and one that cannot be priced fails the exposure check closed. Existing Robinhood mandates must be committed again with an account.

• SDM decay metrics treat NaN and infinite bench results as missing (#1447, thanks @0xouzm) — three stored sharpe=inf rows read as healthy, so a non-dry sdm_decay_scan moved a strategy in monitoring back to active, and -inf read as critical. SQLite keeps infinities as written, so the persistent store was affected too. compute_decay_metrics now drops non-finite values, independently for IC and Sharpe, before the three-observation minimum.

• A mandate narrowed to zero exposure is stored as zero (#1593, thanks @Shizoqua, thanks @Shizoqua) — narrowing max_total_exposure_usd or account_funding_usd to 0 at commit is legal, but the cap mapping used x or default, so the saved mandate got the order cap back as its exposure limit: the commit widened what the user had just narrowed. An explicit zero now persists, and an order checked against that mandate breaches max_total_exposure_usd.

• A malformed Robinhood buying_power is a shape error, not an unknown (#1526, thanks @lorenzozanee) — a non-null buying_power that was not an object (a bare number, string or list) was read as unknown and passed; it now raises, so the portfolio source errors instead of carrying the reply. An omitted or null value stays unknown and zero stays valid. As merged the PR also refused an omitted buying_power; 46892136 restored that case to unknown, which is what the PR description specified.

• Interval and event triggers carry market=None again (#1599, thanks @woshi77777stars, thanks @woshi77777stars) — Trigger.market was both a dataclass field and a classmethod factory, so every non-market trigger carried the bound method as its market, and dataclasses.asdict() + json.dumps() raised on it. due_now() was unaffected. The factory is bound after the class body (d0ef98a6 keeps subclass binding intact), and a repo-wide static test fails on any dataclass or NamedTuple field shadowed this way.

• With an MT5 profile selected, search_symbol resolves the broker's own symbols (#1597, closes #1589, thanks @lorenzozanee) — it returned no MT5 candidate for an explicit symbol such as XAUUSD, so the identity gate blocked trading_quote, trading_history and get_market_data. Search now reads the configured terminal's catalog by terminal_path with no login credentials. After 47a036d6 every query is answered from that terminal while MT5 is selected, a web-search hit is never substituted, and an ambiguous alias is refused.

• Backtests attach to the running MT5 terminal without seeing its credentials (#1598, thanks @he-yufeng) — the sandbox's ephemeral HOME had no mt5.json, so the loader attached bare and a forex backtest could fall through to akshare while get_market_data used MT5 in-process. The sandbox now gets only terminal_path and timeout (validated by 47a036d6), never login, password or server, and a bare attach warns that the SDK may pick another installation logged into another account.

• Dhan paper orders reject fractional share quantities (#1595, thanks @Shizoqua, thanks @Shizoqua) — 0.5 passed the positive check and truncated to 0, returning a successful simulated fill for zero shares, and 1.5 silently became 1. Only whole numbers of at least one share are accepted; a5d47c20 parses with Decimal, so 1.00000000000000001 is refused too, and NaN, infinity or text return an error instead of raising.

Swarm workers

• A swarm worker can load only the skills its spec lists (#1414, thanks @shadowinlife, thanks @shadowinlife) — SwarmAgentSpec.skills was read only to filter the prompt, so load_skill loaded any skill a worker named. The worker's load_skill now refuses a skill outside the list and names the ones allowed. An empty list stays unrestricted, as the prompt filter treats it; the main agent is unchanged.

• A swarm tool that declares run_dir gets the directory the model named, confined to the agent's workspace (#1430, thanks @cgycorey) — the worker overwrote every call's run_dir with the workspace, so backtest, exposed to 19 preset agents, never saw the directory it was given. A relative path now resolves under the workspace, an absolute one inside it is kept, and one outside is refused with an error naming the workspace. Tools that do not declare run_dir still get the workspace.

• Every swarm worker that writes its summary also writes its message log (#1439, thanks @cgycorey) — messages.json is the only record of the arguments the model asked a tool for, and the completed, token-limit, content-filter and incomplete exits wrote summary.md without it, so the most common outcome left no log. Both files now go through one writer. A failed LLM call still writes neither.

Agent loop, providers and goals

• An explicit provider header survives an ambient twin (#1573, #1568, thanks @zeus229). When OPENAI_CUSTOM_HEADERS names a header the provider also sets (a user-agent beside the Kimi / NVIDIA / OpenCode User-Agent), openai 3.19.2's case-insensitive merge dropped the provider's value. That turned CI red for every PR on 2026-09-24. The first fix proposed would have sent both headers under openai 2.53, the version the lock file and the Docker image install. Every ambient spelling is now omitted and the explicit value re-set after the omits, which holds under both.

• Read-only results lost to context compaction are restored, not refetched (#1488, thanks @zeus229). A successful read-only call whose payload compaction removed is replayed from the run's own cache, at most six times a run; past the cap it runs again, as it did before, instead of being refused with "use the previous result" for a payload the model cannot see. The cap is checked per restore, and any successful write empties the cache, so a regenerated file is read afresh. read_url opts in; no_cache=true always fetches.

• OpenAI's gpt-5.6 models run with their reasoning on the agent's default configuration (#1473). /v1/chat/completions refuses function tools for gpt-5.6-terra and gpt-5.6-luna unless reasoning_effort is none, including when no effort is configured and the model applies its own default, so a plain LANGCHAIN_PROVIDER=openai setup failed on its first tool call with Function tools with reasoning_effort are not supported. The adapter now treats that refusal the way it treats a rejected temperature or stream_options: the request is retried on /v1/responses, where the effort travels as reasoning.effort, and the model is remembered for the rest of the process so later calls go there first. Nothing changes for a model whose chat endpoint accepts tools, and LANGCHAIN_USE_RESPONSES_API=true still selects the route up front and skips the one failed request.

• A research goal that is an order is still refused (#1562, thanks @Shizoqua). The execution filter no longer rejects research that mentions shares or coins ("should the fund sell its GOOGL shares"). It refuses an objective that opens with buy or sell, puts a quantity right after the verb, or writes 买入 / 卖出 with a quantity and a unit. The first version of the change had made "Buy 100 shares of NVDA" an accepted goal.

• Research goals refuse an order that puts "now" or "immediately" before the verb (#1605, thanks @Shizoqua) — the execution filter matched only the verb-then-cue order, so Immediately buy TSLA, Now sell GOOGL and Please immediately short TSLA were accepted as research objectives. The mirrored rule requires the cue to sit directly before the verb, with only separators and an optional please between them. The first version allowed up to 40 characters there and also refused Now research whether to buy AAPL; the finishing commit (0244ecea) keeps that and similar research phrasings accepted. The check runs on a goal's objective, on each of its criteria and on an objective update.

• The tail a full compaction keeps counts a thinking model's reasoning (#1582, thanks @Shizoqua) — the layer-3 tail is sized to a 20K-token budget, but the sizing read content and tool-call arguments and skipped reasoning_content, so on reasoning-heavy turns the kept tail could run far past its budget and compaction freed less than intended. The reasoning text is counted now, as the loop's token estimate already counted it.

• technical_indicators results are restored after compaction instead of fetched again (#1601, thanks @zeus229) — the tool is read-only but repeatable, and a repeatable tool is replayed from the run's memory only if it opts in; it did not, so an identical request after compaction re-ran the market-data fetch. It opts in now, like web_reader, within the loop's existing replay budget.

• Token counts and Polymarket CLOB token ids are no longer redacted as credentials (#1606, thanks @Shizoqua) — the token credential marker is a substring match, so token_budget, token_usage, total_input_tokens, total_output_tokens and clob_token_id read [redacted] in traces, event previews and the live audit ledger. Since 0244ecea each is released only in its expected shape (a non-negative integer, a map of counts, a decimal uint256 id); any other value under those names stays redacted.

• A remote MCP tool with a malformed properties schema still gets a valid one (#1607, thanks @Shizoqua) — normalize_mcp_tool_schema dropped a non-object properties such as a string or a list and then skipped the {} fallback, so the tool reached the model as an object schema with no properties key at all. It gets {} now, unless the top level composes anyOf / oneOf / allOf.

• The Copilot credential fallback re-reads the token after 60 seconds (#1619, closes #1617, thanks @lorenzozanee) — when neither COPILOT_GITHUB_TOKEN nor OPENAI_API_KEY is set, get_llm_credentials falls back to GH_TOKEN / GITHUB_TOKEN or gh auth token, and it cached that answer for the life of the process. The cache now expires after 60 seconds. Its consumer is provider diagnostics: Copilot requests go through the SDK client, which resolves credentials each time it is created.

Channels, memory and configuration

• The Email channel verifies TLS certificates by default (#1544, thanks @shadowinlife). The implicit-SSL paths (IMAP4_SSL / SMTP_SSL) in both the connection probe and the polling/send adapter used Python's default unverified context (CERT_NONE, no hostname check), so the mailbox password travelled to a server whose certificate was never checked — an active network attacker between the operator and their mail provider could harvest it. All four call sites now build their context through a shared email_tls_context() that verifies the certificate and hostname against the system CA bundle, matching the STARTTLS path, which already did. A new verify_tls field (default true, surfaced in the guided Email setup in all nine locales) is the documented opt-out for self-signed or internal-CA servers. Upgrade note: a mail server with such a certificate connected before this change and now fails the TLS handshake until verify_tls is set to false for it.

• Plain IMAP no longer sends the mailbox password in clear text (after #1544). With imap_use_ssl off, the Email channel and its connection test logged in over an unencrypted connection, and the guided setup put that switch one click away. A new imap_use_tls (on by default, the IMAP twin of smtp_use_tls) upgrades the connection with STARTTLS before LOGIN; a server that offers no STARTTLS is reported as a network failure before the password is sent. verify_tls now governs STARTTLS on IMAP and SMTP as well as implicit SSL, so a self-signed server can opt out on any path. Upgrade note: an imap_use_ssl: false setup against a server without STARTTLS stops connecting until imap_use_tls is set to false for it, which sends the password in plain text again.

• Settings-write routes reject cross-site browser requests (#1544, thanks @shadowinlife). require_settings_write_auth did not apply the cross-site guard that its siblings require_auth and require_event_stream_auth enforce on unsafe methods, so a malicious web page could attempt a CSRF write against any settings route — including the new POST /channels/email/test, which merges stored credentials with a caller-supplied patch and could be steered to send the stored mailbox password to an attacker-chosen host. The guard now runs first on every settings-write route; same-origin Web UI calls and non-browser clients (CLI/curl, no Origin) are unaffected.

• Channel adapters log through stdlib again: {} placeholders, napcat's 17 sites and loguru-only .opt() calls lost their messages (signal's _safe_handle raised instead of swallowing) (#1533, #1531, thanks @shadowinlife). Slack DMs from unapproved senders get a pairing code (#1524, thanks @Shizoqua); Discord no longer pings @everyone or roles (#1537); duplicate-reply suppression covers integer message ids and is bounded (#1476); the WebSocket channel starts again (from #1521).

• Two memories sharing a title keep separate index rows and links (#1545, thanks @Shizoqua). Under VT_MEMORY_HIERARCHY an entry lives at {memory_type}/{slug}.md, so two entries with one title had the same path.name: the second add() overwrote the first's MEMORY.md row, and the semantic-link block beside it excluded the other entry as "self" and wrote an ambiguous target. Both key on the path relative to the memory dir now; a sidecar written earlier, with a bare filename or an absolute path, is still read.

• /agent.json, /agent.yaml and /agent.yml are gitignored at the runtime root; the Feishu QR login already wrote channel credentials there.

• Signal channel: stripping the bot's mention no longer removes the wrong character after an emoji (#1478, thanks @Shizoqua) — Signal reports a mention's start and length in UTF-16 code units, and the channel sliced the Python string with them directly. Each character outside the Basic Multilingual Plane (most emoji) before the mention shifted the slice by one, so the mention placeholder stayed in the text handed to the agent and the neighbouring character was cut instead. Offsets are converted to string indices before a mention is stripped or tested as a leading mention.

• A file received over DingTalk is saved inside its download directory whatever it is named (#1506, thanks @Shizoqua) — the adapter joined the inbound fileName to the per-sender download path unsanitized, so a name with ../ segments, or an absolute path (which replaces the whole path when joined), could write outside it. The name goes through safe_filename now, as the other adapters already sanitize a remote file name.

• A channel that fails to load logs which one and why (#1580, thanks @Shizoqua, thanks @Shizoqua) — two channel-registry log calls had two %s placeholders and one argument, so an external plugin that failed to import, or a built-in channel skipped for a missing SDK (at debug level), printed --- Logging error --- instead of its name and the exception.

• The README says which process owns Telegram polling (#1583, closes #1553, thanks @lorenzozanee) — Telegram allows one getUpdates poller per bot token. vibe-trading serve owns the channel runtime, and channels start asks the running server (VIBE_TRADING_API_URL, default http://127.0.0.1:8000) to start it rather than polling itself, so the conflict to avoid is a second server process with the same token enabled.

• Memory garbage collection no longer compresses an entry it just archived (#1450, thanks @Shizoqua) — the compression pass reused the entry list read before archiving, so an entry just moved to archive/ was compressed from a path that no longer existed and logged a failure. 451c554a skips by whether the file still exists, not by id: ids are six hex characters two files can share, and an archive step that failed leaves its file to be compressed.

• An unparseable optional numeric setting falls back to its default instead of failing config load (#1592, thanks @Shizoqua) — the coercion that drops a bad int / float env value skipped int | None fields, so ANTHROPIC_MAX_TOKENS=not_a_number raised while building EnvConfig. Optional fields get the same fallback now; a parseable value outside the field's bounds (ANTHROPIC_MAX_TOKENS=0) is still rejected.

Web UI and locales

• Leaving a chat cancels its pending history scrolls — a scroll scheduled while a conversation's history loaded could still fire after leaving it, and a history load still in flight could schedule another.

• A welcome-screen quick action stays highlighted after you click it (#1500, thanks @shadowinlife) — the first chip was styled as selected by its position, whatever had been clicked, so the chip you chose never lit up. The highlight now follows the click and moves with the next one, and each chip reports aria-pressed.

• Broker SDK diagnostics no longer name Longbridge for every broker (#1436, thanks @tingkk) — the shared sdk_missing and network_unreachable messages on the Runtime page and in the chat connector status said Longbridge whichever broker raised them, so an unreachable Futu OpenD gateway sent the user to check Longbridge. They now name the affected broker's SDK, service or local gateway, in every locale.

[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.