Release notes

1.0.0rc1

AbaQuant 1.0.0rc1 stabilizes the public namespace and package metadata, adds root documentation, clarifies the parametric_var() return contract, corrects the financial-math example labeling, and hardens provenance metadata immutability.

Highlights

  • Stable v1 imports across derivatives, financial math, market data, credit, portfolio, rates, visualization, reports, risk dashboards, and core provenance.

  • abaquant.derivatives.advanced provides the supported advanced-model import path.

  • Root package exports now include market-data, visualization, and financial-math facades consistently.

  • README.md, CHANGELOG.md, and expanded Sphinx/reStructuredText documentation are included in the source snapshot.

  • CI validates Python 3.10 through 3.13, the tested minimum dependency set, both standard distribution formats, and the PyPI long description.

  • A generated, hierarchical API reference covers every source module and documents public functions, classes, methods, properties, parameters, return values, exceptions, and type hints from the canonical docstrings.

  • Deterministic examples cover derivatives, financial math, credit, portfolio optimization, market-data facades, FRED-style rate curves, option-chain analytics, option strategies, backtesting, dashboards, reports, calibration, and provenance.

Compatibility notes

  • The old top-level advanced derivatives namespace is not part of the v1 API.

  • Live provider workflows remain optional and may require optional dependencies, credentials, contact metadata, and network availability.

  • Generated figures and reports are presentation artifacts; numerical objects remain the source of truth.

Validation commands

python scripts/generate_api_docs.py
python -m compileall -q src tests examples docs scripts
python -m ruff format --check .
python -m ruff check .
python -m pytest
python scripts/check_documentation.py
python -m sphinx -W --keep-going -b html docs docs/_build/html
PYTHONPATH=src python examples/run_all_deterministic_examples.py
PYTHONPATH=src python examples/run_all_visual_examples.py
python -m build
python -m twine check dist/*