feat: 2026 Modernization - Python 3.10+, Monte Carlo, Bug Fixes

[ranaroussi]

Summary

Major modernization release bringing QuantStats into 2026 with modern Python support, new Monte Carlo simulation features, and comprehensive bug fixes.

Breaking Changes

• Python 3.10+ required (dropped 3.8, 3.9 support)

Dependency Updates (backwards compatible)

• pandas>=1.5.0 (compat layer handles 1.x and 2.x differences)
• numpy>=1.24.0
• scipy>=1.11.0, seaborn>=0.13.0, matplotlib>=3.7.0

New Features

• Monte Carlo simulation module with confidence intervals for returns, Sharpe, drawdown, and CAGR
• Parameters table in HTML reports (Add parameters table to HTML report for better backtesting parameter tracking #472)
• Average drawdown line in underwater plot (Underwater Plot doesn't show average of drawdown #489)
• Chrome dark mode support (Chrome dark mode - no style working #492)

Bug Fixes (15+ issues resolved)

• [BUG] Error generating html report when passing benchmark as return series #491: HTML report with benchmark Series
• reports.metrics showing different results with reports.full #486: reports.metrics vs reports.full inconsistency
• Benchmark‘s Omega value always as same as Strategy #485: Benchmark Omega always same as strategy
• make_index is incorrect #484: make_index incorrect calculation
• The annualized return showed a Nan value in EOY Returns vs Benchmark. #481: NaN in EOY Returns vs Benchmark
• QuantStats metrics show inconsistent results between benchmark-included and return-only scenarios #480: Inconsistent metrics benchmark vs return-only
• reports.html: EOY Returns vs Benchmark section not behaving #479: EOY Returns vs Benchmark section issues
• HTML report: EOY returns with double "%" in the return column #475: Double "%" in HTML report
• noisy warning messages about Dataset variance #477: Noisy variance warning messages
• The calculation result of CVAR in the HTML report appears to be questionable #467: CVaR calculation for DataFrame inputs
• Fixed timezone normalization for cross-market comparisons
• Fixed FutureWarning for deprecated pandas pct_change()
• Fixed parameters kwarg not being used in html reports

Code Quality

• Migrated from setup.py to pyproject.toml
• Added comprehensive type hints to 20+ stats.py functions
• Added py.typed marker for PEP 561
• Simplified compatibility layers (removed obsolete version checks)
• README converted from RST to Markdown

Test Plan

• All 104 existing tests pass
• Monte Carlo simulations work correctly
• HTML reports generate properly with and without benchmarks
• Parameters feature works in HTML reports
• Type hints validated with pyright

🤖 Generated with Claude Code