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69 changes: 68 additions & 1 deletion CHANGELOG.md
Original file line number Diff line number Diff line change
Expand Up @@ -3,12 +3,79 @@
All notable changes to this project are documented here, one PR per entry,
newest first, dated by merge to `main`. Backfilled from git history.

## 2026-04-22 — PR #TBD
## 2026-06-05 — PR #47

Add the public Streamlit rebalancing demo.

- Added `demo/rebalancing_streamlit_app.py`, shared demo parameters, demo
requirements, Streamlit theme config, and supporting architecture / benchmark
/ animation media.
- Updated the root README and demo README with Docker port publishing,
dataset-download, and remote Streamlit launch instructions.

## 2026-06-02 — PR #46

Add the cuFOLIO agent skill for the NVIDIA skills catalog.

- Added agent/plugin manifests, `skills/cufolio/SKILL.md`, skill card,
benchmark docs, eval definitions, and workflow recipes.
- Added skill validation workflow/utilities plus benchmark and static skill tests.
- Hardened cuFOLIO APIs and docs around scenario inputs, portfolio behavior,
and benchmark workflows.

## 2026-05-28 — PR #45

Fix efficient-frontier benchmark behavior for zero-risk portfolios.

- Treat zero-volatility efficient-frontier points as undefined Sharpe ratios
instead of allowing `0/0` to participate in max-Sharpe selection.
- Added regression coverage in `tests/test_core.py`.

## 2026-05-27 — PR #41

Refresh source workflows for backtesting and rebalancing.

- Updated `src/backtest.py`, `src/rebalance.py`, and related CVaR utility logic.
- Added tests covering the refreshed workflow behavior.

## 2026-05-26 — PR #42

Enhance notebook setup and reduce CI/logging noise.

- Updated the main CI workflow and `notebooks/launchable.ipynb` setup flow.
- Reduced noisy data-download logging in `src/utils.py`.

## 2026-05-04 — PR #37

Add `CHANGELOG.md`, backfilled from `git log --merges --first-parent origin/main`.
One entry per merged PR, newest first, `## YYYY-MM-DD — PR #N` headers.
No source/config changes.

## 2026-04-22 — PR #40

Fix invalid notebook JSON to satisfy the `nbformat` schema.

- Regenerated / repaired notebook JSON for launchable, efficient-frontier,
and mean-variance notebooks.

## 2026-04-22 — PR #39

Sync launchable notebooks with source updates and add Mean-Variance coverage.

- Updated Brev and launchable notebook content/setup.
- Added related dependency, license, utility, and test updates.

## 2026-04-22 — PR #38

Update launchable notebook API usage for cuOpt 26.4 and the Pydantic settings
migration.

## 2026-04-22 — PR #36

Fix notebook cuOpt presolve settings for cuOpt 26.4 compatibility.

- Changed notebook presolve values from `False` to `0` where required.

## 2026-04-21 — PR #34

**Breaking — minimum Python bumped from `>=3.10` to `>=3.11`.** Required by
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1 change: 0 additions & 1 deletion VERSION

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