investlabr news

0.0.6.2

• Require an explicit output path for the registry writers so package functions never write to the working directory by default, as requested by CRAN.

0.0.6.1

• Fixed README links to repository-only documentation for CRAN source packages and added method references to DESCRIPTION.
• Prepared CRAN-facing imports, dependency minimums, MIT license metadata, and executable help examples for all exported functions.
• Added hosted Linux, Windows, and macOS R CMD checks, including R-devel and PDF manual generation, without requiring local package checks.
• Made the US sector gallery print its board without automatically saving files or launching a platform-specific viewer.

0.0.6

• Added producer-owned expected_cadence to canonical schema 3 publishing metadata, with explicit tracked sidecar values and compatibility projection that leaves schema 2 unchanged.
• Fixed the Yahoo cross-asset event board’s timezone-shifted monthly axis and added SVG-level visible-extent validation so published freshness cannot exceed the rendered data paths.
• Isolated gallery recipes from renderer command-line arguments and made grid composition return an undrawn gtable for reproducible direct rendering.
• Added a versioned publishing-freshness contract: schema 3.0 separates artifact render time, underlying data freshness, and editorial metadata updates, while schema 2.0 remains the default compatibility output.
• Added conservative data-freshness resolution for mixed-frequency FRED inputs, cross-calendar Yahoo data, and multi-instrument factor models, plus run-local renderer metadata that never rewrites tracked sidecars.
• Retained the exported schema 2.0 registry-entry constructor as a deprecated compatibility API and added a separate strict schema 3.0 constructor.
• Reorganized the installed gallery into research-purpose subdirectories and retained only curated visualization previews under inst/gallery/assets/.
• Moved local rendering, plot-registry generation, and registry validation into single-purpose executable task nodes under scripts/, each with help output, explicit side effects, and stable JSON results.
• Replaced the website-oriented registry integration with a consumer-neutral schema 2.0 research-artifact contract, while retaining schema 1.0 read compatibility during migration.
• Moved tracked publishing metadata to config/publishing/plots/ and generated local publishing artifacts to the Git-ignored output/publishing/ tree.
• Renamed rendering, registry-build, and registry-validation nodes so their interfaces and defaults do not assume a particular downstream consumer.
• Promoted repeated forecast preparation, fan simulation, scenario construction, bounded-score, line-chart, and briefing-label helpers into the package module families under R/.
• Documented that external workflow orchestration may compose local task nodes while workflow state, scheduling, and agent identity remain outside investlabr.

0.0.5

• Added an AlphaSync-oriented publishing layer for gallery outputs, including reusable plot-registry helpers, JSON manifest emission, YAML sidecars, and structured plots/ and thumbnails/ output folders under inst/gallery/output/.
• Added build scripts to render selected real-data gallery boards into publishing assets and to emit an AlphaSync-compatible alphasync-plot-registry.json manifest with controlled metadata and relative asset paths.
• Seeded the publishing registry with real macro and market boards plus style/context demo entries, and documented the sidecar and output-directory conventions in the gallery docs.
• Refined the Yahoo cross-asset event board so it behaves as a reusable renderable gallery script instead of opening a local image viewer.

0.0.4.16

• Added a full macro data forecast gallery family with executable FRED and Yahoo scripts for yield-curve fans, policy-rate paths, real-yield persistence, inflation/labor risk, liquidity and balance-sheet scenarios, cross-asset conditional fans, recession risk, landing scenarios, and regime transitions.
• Added shared gallery utilities for local macro forecast examples, including FRED/Yahoo loaders, forward-fan construction, scenario paths, bounded scores, and lightweight carry-forward helpers.
• Updated gallery documentation, the gallery index, and the promotion backlog so macro data forecast is documented as an implemented forward-looking research category.
• Refined the short-term FRED liquidity-tightness dashboard around reserve mechanics, rate-floor pressure, collateral/cash transmission, and an integrated tightness score.

0.0.4.15

• Expanded the macro data forecast gallery planning surface for forward-looking research scripts.
• Added and refined Yahoo event-board examples for cross-asset and US sector views, including multiple event markers, command-line arguments, annual/daily guides, and improved end-label handling.
• Refined several FRED macro monitor boards for cleaner storytelling: inflation/labor, FOMC plumbing, balance-sheet mirror, curve/real-yield, and macro-factor heatmap views.
• Expanded the Treasury nominal/real curve board with approximate implied forward-curve panels and clearer axis guides.

0.0.4.14

• Added a reusable candle-base plotting helper for strategy-explanation and support/resistance workflows.
• Added the strategy_explain visualization style for cleaner simulated rule-explanation boards.
• Expanded the gallery with simulated strategy-explanation scripts for Donchian, MACD, RSI, RSI-log-return, Bollinger, ATR breakout, ladder bounce/breakout, pair/ratio reversion, relative strength, curve steepener, trend pullback, EMA cross, and volatility-targeting examples.
• Updated gallery docs, the gallery index, the promotion backlog, and style-gallery assets to include the new strategy-explanation surface.

0.0.4.13

• Added a real-data FRED C&I lending monitor gallery script using local investdatar FRED cache data for TOTCI and selected SLOOS lending-condition series.
• Refined the C&I lending monitor board with long-history and recent weekly stock/growth panels, borrower-size facets for SLOOS standards/demand and loan-terms views, and annual guide lines on long-history panels.
• Added gallery maintenance docs: GALLERY_INDEX.md, PROMOTION_BACKLOG.md, and _template-gallery-script.R to organize future daily-analysis gallery additions and package-promotion candidates.
• Updated the gallery README to link the new maintenance docs and document the promotion convention for reusable gallery patterns.

0.0.4.12

• Refined several real-data strategyr gallery scripts around mined single-year cases for Bollinger, RSI, MACD, Donchian, and log-return RSI strategy examples.
• Added warmup-aware signal construction before trade-window backtesting in those gallery examples to reduce cold-start artifacts at the beginning of the displayed test period.
• Added real-data-strategyr-rsi-logr-backtest.R as a gallery example for strategyr’s log-return RSI mean-reversion strategy.
• Updated the Yahoo candle gallery to derive support and resistance from strategyr pivot, cycle, Fibonacci, and EMA-confluence logic, with quarterly x-axis labels, monthly guides, reader-facing title text, and compiler-aware captions.

0.0.4.11

• Extended eval_strat_plot_tsline_eq() to compare up to two evaluated strategy equity curves against one benchmark, with clearer title labels, semantic color names, and added volatility, Sharpe, and Sortino metrics.
• Added reusable prep_backtest_result_from_equity() and prep_ratio_ohlc() helpers so external strategyr backtest outputs and ratio proxies can be adapted into investlabr research plots.
• Expanded the real-data strategyr gallery with additional strategy examples, shared gallery utilities, absolute-path-safe sourcing, and explanatory narratives before plot output.
• Updated the curve-steepener gallery to use a one-trading-row-lagged Treasury 10Y-2Y signal and to compare the direct and contrarian versions against a buy-and-hold SHY/TLT ratio proxy.

0.0.4.10

• Removed deprecated ggplot2::aes_string() usage from visualization helpers.
• Added color-keyed metric annotations to eval_strat_plot_tsline_eq() so evaluated and benchmark lines are easier to connect with their summary metrics.
• Added five real-data strategyr backtest gallery examples using local Yahoo data, strategyr::backtest_rcpp(), and investlabr::eval_strat_plot_tsline_eq().
• Reworked the settlement-mismatch simulation gallery around a breakout prediction-market leg plus short-straddle option leg, with clearer numerical assumptions and narrative framing.

0.0.4.9

• Added four new real-data gallery workflows: a Treasury nominal-versus-real curve board keyed to recent real-rate extremes, a Yahoo volatility-clustering board, a FRED rate-shock persistence board, and a Yahoo forward-fan board.
• Updated the gallery index and architecture notes to reflect the newer Treasury local-data workflow through investdatar.
• Refined the Treasury local-data gallery script with clearer reader-facing framing, denser guide lines, shorter date legends, and guarded tenor-level backfilling with warnings.

0.0.4.8

• Added research-facing sim_* time-series generators for AR, MA, ARCH, and GARCH-style data-generating processes.
• Standardized those simulation helpers around explicit validation, reproducible seeding, and data.table outputs suitable for downstream research workflows.
• Added package tests and generated documentation for the new simulation module.

0.0.4.7

• Fixed the export state for gen_grid_of_plots_with_labels() after the footer-wrap helper refactor so the function is available again from the package namespace.
• Added automatic wrapping for long bottom footer text in gen_grid_of_plots_with_labels().
• Added regression coverage for wrapped grid-footer text.

0.0.4.6

• Expanded the gallery substantially with new real-data and simulation workflows covering iShares opportunity-set mapping, Fed plumbing and balance-sheet views, trade-conflict overlays, macro-factor sensitivity heatmaps, payoff mismatch scenarios, and regime simulations.
• Added a Treasury-source curve decomposition gallery board for nominal, real, and breakeven curves, and documented that Treasury XML curve ingestion should ultimately move into investdatar as a first-class source adapter.
• Updated architecture and gallery docs to reflect the broader gallery surface and the temporary boundary for direct-source Treasury examples.

0.0.4.5

• Clarified README guidance for quoting plot_compiler_name values that contain special YAML characters.
• Updated grid-based examples so subplot-level compiler captions are suppressed when the final output is assembled into a shared grid footer.
• Aligned the real-data cross-asset event-board gallery example with the same show_compiler = FALSE subplot behavior.

0.0.4.4

• Added six new visualization styles: briefing_serif, institutional_blue, policy_memo, desk_monitor, client_slide, and newswire_print.
• Added config-driven plot compiler caption support via INVESTLABR_CONFIG and plot_compiler_name.
• Extended compiler footer handling to higher-level grid and dashboard wrappers.
• Refreshed the style gallery scripts and static gallery images to cover the expanded style catalog.

0.0.4.3

• Added static style and context sample images under inst/gallery/output.
• Added executable style and context showcase scripts under inst/gallery.
• Updated gallery docs so users can inspect visualization styles without running the examples first.

0.0.4.2

• Refined the real-data Yahoo cross-asset event-board gallery example.
• Added interpolation-based NA handling after Yahoo OHLC load in the gallery script.
• Improved end-label spacing, datetime handling, and event callout styling in the gallery script.

0.0.4.1

• Added a real-data example gallery under inst/gallery to keep richer workflows outside the main README.
• Added executable gallery examples for FRED yield curves, Yahoo Finance candles, and a cross-asset event board.
• Updated README.md to point readers to the new gallery.

0.0.4

• Added a shared visualization style system with named styles and output contexts.
• Added reusable visualization helpers for palettes, themes, and common annotations.
• Refactored event, yield-curve, market-chart, backtest, and layout plots to accept style and context.
• Improved direct labeling and style-aware overlays for event, equity-curve, and market-chart outputs.
• Expanded README guidance for the new visualization styling layer.

0.0.3

• Fixed README examples so the portfolio mix workflow uses a feasible target return.
• Fixed the mocked candle-data example so generated OHLC values always satisfy candle-chart constraints.
• Added a Yahoo Finance plus investdatar end-to-end market-chart example to the README.
• Removed tracked local junk files from the repository working tree.

0.0.2

• Clarified package boundaries between investlabr, investdatar, and strategyr.
• Expanded package-level documentation for scope, architecture, and README usage examples.
• Added an end-to-end investdatar example to the README.
• Made README workflow examples more self-contained and representative of the current exported surface.

0.0.1

• Repositioned investlabr as a macro-financial and cross-asset research workflow package.
• Clarified package scope, boundaries, and design principles relative to investdatar.
• Reorganized the R source tree into prep-*, factor-*, event-*, regime-*, sense-*, sim-*, viz-*, and brief-* module families.
• Preserved legacy exported functions during the structural migration so downstream code can continue to work while the API evolves.
• Added package-level documentation for scope, architecture, and testing.
• Added a basic testthat harness with smoke tests for key package workflows.

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