v0.1.14 — a backtest you can read, and Intel Macs that can install

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.