CHANGELOG.md

Changelog

All notable changes to Vibe-Trading are documented in this file. This project adheres to Semantic Versioning.

[Unreleased]

UI

• Redesigned the interactive CLI startup and run-state visuals with a large figlet-style banner plus a Claude Code-style activity rail using ●, │, and · glyphs. Non-TTY prompt runs now fall back to plain text output.

Added

Changed

Fixed

[0.1.8] — 2026-05-17

Added — Alpha Zoo (450+ pre-built quant alphas)

• agent/src/factors/ — base operators (rank, scale, ts_*, delta, decay_linear, signed_power, safe_div, market-aware vwap) and a registry that AST-extracts metadata from each alpha module without importing it. Lookahead is enforced at the operator level (delta(d>=1)), and registry sanity checks reject +/-inf and outputs that are more than 95 % NaN.
• 4 zoos shipping 452 alphas total:
  • qlib158 (154 alphas) — port of Microsoft Qlib's Alpha158 feature handler under Apache-2.0, with pinned commit SHA per file.
  • alpha101 (101 alphas) — implementation of Kakushadze (2015) "101 Formulaic Alphas" (arXiv:1601.00991), written from the paper appendix; the relevant trademarked string is intentionally absent.
  • gtja191 (191 alphas) — implementation of Guotai Junan's 2014 "191 Short-period Trading Alpha Factors" research report.
  • academic (6 factors) — Fama-French 5 + Carhart momentum, shipped as honest price-based proxies (not the canonical FF series).
• vibe-trading alpha {list,show,bench,compare,export-manifest} CLI subcommand. show and export-manifest enforce path-traversal guards.
• New agent tools: AlphaZooTool (browse) and AlphaBenchTool (orchestrator with Jinja2 autoescape + strict CSP HTML report).
• ZooSignalEngine.from_zoo(...) — composite multi-factor signal engine with cross-sectional standardisation, weighting, and optional top-N / bottom-N long-short conversion.
• wiki/scripts/build_alpha_library.py — Alpha Library renderer. Reads manifest.json produced by vibe-trading alpha export-manifest and emits 452 per-alpha HTML pages plus 4 per-zoo overviews, each with script-src 'none' CSP. The landing page hydrates per-zoo counts from content/index.json.
• New blog post: "Which of the 191 GTJA alphas still work in 2026?" with aggregate IC statistics, theme breakdown, and the top alphas that survive eight years of out-of-sample data.

Added — Web UI for Alpha Zoo

• New page at /alpha-zoo in the Vite + React frontend with three views: browse (4 zoo cards + filter bar + paginated table), detail (formula, metadata, collapsible source code), and bench-runner (form → SSE-streamed progress + Alive/Reversed/Dead stat cards + Top-5-by-IR table + by-theme breakdown chart). "Alpha Zoo" nav entry added to the layout.
• Four new REST routes in the FastAPI server:
  • GET /alpha/list — filterable alpha catalogue
  • GET /alpha/{alpha_id} — meta + source code
  • POST /alpha/bench — kicks off a background bench job and returns a job_id
  • GET /alpha/bench/{job_id}/stream — Server-Sent Events with progress, result, done, and error event types. In-memory job state with a 1-hour TTL; no Redis/Celery dependency.
• Bench math is refactored into agent/src/factors/bench_runner.py so the CLI driver (agent/scripts/w4a_run_benches.py) and the new API worker share a single implementation.

Added — Safety floor

• agent/tests/factors/test_alpha_purity.py — AST allowlist scan over every zoo/**/*.py module (whitelist: pandas, numpy, scipy.*, src.factors.base, __future__, typing, math, dataclasses; banned: os, sys, subprocess, socket, urllib, requests, httpx, pathlib, Path, open, eval, exec, compile, __import__, and getattr(_, "__*")).
• agent/tests/factors/test_lookahead.py — sentinel future-row injection on a 300-row synthetic panel; corrupting rows after the probe must leave the probe value unchanged within 1e-9.
• tools/ci_grep_gates.sh — CI gate that rejects yaml.load( without safe_load, any trademarked-name leak in shipped artifacts, and any per-stock-code data leak in wiki/**/*.{json,csv,html}.
• agent/tests/factors/conftest.py — opt-in pytest-socket integration that hard-fails any test attempting outbound network during the factors test suite.

Added — Community governance

• CONTRIBUTING.md — Developer Certificate of Origin sign-off requirement and a contributor checklist for new alpha PRs (purity, lookahead, __alpha_meta__ shape, LaTeX-matches-code, per-zoo LICENSE.md, DCO).
• NOTICE (repo root) — Apache-2.0 attribution for Qlib and a declaration that the bundled formulas from Kakushadze, GTJA, and the academic baselines are mathematical content (paper prose, tables, and figures are not reproduced here).
• Per-zoo LICENSE.md for each of qlib158/, alpha101/, gtja191/, and academic/, plus an upstream NOTICE for qlib158/.

Changed

• agent/src/tools/factor_analysis_tool.py extracted its IC/IR and layered-backtest helpers to agent/src/factors/factor_analysis_core.py so the new alpha_bench_tool reuses the same maths. Public tool signature is unchanged; _compute_ic_series and _compute_group_equity remain importable as backward-compatible aliases.
• agent/cli.py grew by 7 lines to register the alpha subcommand; all handler logic lives in agent/src/factors/cli_handlers.py.
• Packaging: pyproject.toml now ships zoo/**/*.yaml, zoo/**/*.md, and zoo/**/NOTICE as package data; MANIFEST.in recursively includes agent/src/factors.

Known limitations

• The btc-usdt universe is single-asset; cross-sectional IC requires ≥2 instruments, so the bundled alpha101_btc bench run returns alive/reversed/dead = 0/0/0 by construction. Use a multi-symbol crypto basket (e.g. BTC + ETH + SOL + the top-N perpetuals) for meaningful cross-sectional results; a curated crypto-majors universe is planned for 0.2.

Internal

• wiki/alpha-library/manifest.json and wiki/alpha-library/content/ are generated artifacts and gitignored. Run vibe-trading alpha export-manifest --out wiki/alpha-library/manifest.json --force followed by python wiki/scripts/build_alpha_library.py to regenerate the static site.