v0.3.0 - Phase 3: Asset Stats, Backtest Extensions & i18n

What's New

New Features

get_asset_stats Tool (NEW)

• Per-asset statistics: price, return, volatility, Sharpe ratio, market cap
• VaR 95% and 95th percentile (EGARCH-based)
• Correlation matrix and covariance matrix
• Replaces calculate_var_egarch (now integrated)

backtest_portfolio Extensions

• timeseries: Monthly sampled portfolio values for charting
• drawdown_details: Max drawdown start/end/recovery dates
• compare_strategies: Compare all strategies at once
• include_equal_weight: Compare with equal-weight portfolio
• timeseries_freq: Control sampling frequency (daily/weekly/monthly)

optimize_portfolio_bl Extensions

• sensitivity_range: Sensitivity analysis by confidence level
  • e.g., [0.3, 0.5, 0.9] → Results at each confidence level

upload_price_data Integration

• upload_price_data_from_file functionality integrated
• Choose either prices (direct input) or file_path (CSV/Parquet)

Internationalization

• All Korean content translated to English
• Comments, docstrings, output messages, and documentation

Bug Fixes

• Fixed weights serialization for MCP JSON response (#16)

Tool Count

• Maintained at 5 tools (functionality extended through parameters)

Breaking Changes

• calculate_var_egarch removed → Use get_asset_stats(include_var=True)
• upload_price_data_from_file removed → Use upload_price_data(file_path=...)

Full Changelog

v0.2.5...v0.3.0