v0.13.0

Changelog

All notable changes to this project are documented in this file.

The format is based on Keep a Changelog,
and entries are generated from Conventional Commits.

[0.13.0] - 2026-10-12

New Features

• Add Portfolio.from_weights for sparse rebalancing with price drift (#1017)

Bug Fixes

• Use a circular block bootstrap for Monte Carlo paths (#1016)
• Keep annual_fee when transforming a Portfolio (#1020)
• Measure turnover on traded units, not cash-position drift (#1021)

Documentation

• Write README examples as pycon doctests (#1005)
• Point CLAUDE.md at template.lock for the template version (#1008) (#1010)

Maintenance

• Chore(deps)(deps): bump the python-dependencies group with 3 updates (#1003)
• Update rhiza to v1.9.0 (#1004)
• Forbid the Portfolio mixins from importing Portfolio/Data at runtime (#1007) (#1011)
• Execute the README pycon examples in make test (#1006) (#1013)
• Split Data.post_init into named validation helpers (#1009) (#1012)
• Chore(deps)(deps): bump urllib3 from 2.7.0 to 2.8.0 (#1014)
• Chore(deps)(deps): bump the python-dependencies group with 5 updates (#1015)

PyPI Package

jquantstats

Conda Recipe

A conda-forge recipe was generated with grayskull and uploaded as the conda-recipe workflow artifact.