NEWS

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strategyr 0.1.7.1 (2026-09-12)

• represent disabled public strategy parameter bounds as JSON-safe NULL values while preserving the corresponding unbounded runtime defaults
• add strategy_public_definition() as the canonical public-safe strategy definition API for Vox Phase 1 strategies: buy_hold, ema_cross, ema_cross_adx, ema_cross_slope_confirm, rsi_revert, and vol_target
• add public definitions for donchian_turtle, bollinger_revert, and regime_switch, plus strategy_monitor_definition() metadata for the eight intended Vox monitor strategies

strategyr 0.1.7

• add standardized strategy evaluation helpers, comparison tools, walk-forward mining, parameter selection, anti-overfit filtering, and richer performance summaries with leverage and recorder-cost support
• add release-quality README workflows, strategy taxonomy and API consistency docs, warmup-aware real-data mining examples, and broader strategy fixtures
• add native signal kernels for high-use path-dependent strategies and a native portfolio-weight accounting core behind backtest_portfolio_weights()

strategyr 0.1.6

• add four new strategy-variant waves across trend, oscillator, cross-sectional, futures, options, pair-trading, and divergence families: strat_ema_cross_slope_confirm, strat_macd_zero_line, strat_rsi_trend_aware_revert, strat_atr_breakout_trailing_stop, strat_fx_carry_trend, strat_bollinger_low_adx_revert, strat_donchian_retest_breakout, strat_vol_target_regime_floor, strat_relative_strength_persistence, strat_bond_carry_roll_duration_cap, strat_ema_triple_trend, strat_macd_histogram_momentum, strat_rsi_dynamic_threshold_revert, strat_roll_yield_cross_sectional, strat_iv_skew_realized_vol_confirm, strat_roll_yield_mean_revert, strat_fx_carry_basket_rank, strat_iv_directional_overlay, strat_pair_spread_half_life_revert, and strat_rsi_divergence
• extend strat_* test coverage and roxygen docs for the new families while preserving the documented native action-plan and backtest interfaces

strategyr 0.1.5

• add four new implementation waves of public strat_* families: strat_bollinger_squeeze_breakout, strat_curve_butterfly, strat_credit_spread_momentum, strat_credit_spread_revert, strat_vwap_revert, strat_vol_carry, strat_funding_basis_convergence, strat_regime_switch, strat_cross_sectional_rank_allocator, and strat_gamma_scalp_support
• extend strategy test fixtures for cross-sectional and portfolio-level strategy coverage
• add roxygen docs and tests for the new strategy families

strategyr 0.1.4

• add 10 new strategy families that follow the standard *_tgt_pos() and *_action_plan() architecture: strat_donchian_turtle, strat_ema_cross_adx, strat_bollinger_revert_rsi, strat_relative_strength_dual_momentum, strat_pair_spread_bollinger, strat_trend_pullback_atr, strat_curve_steepener_zscore, strat_bond_carry_roll_spread_filter, strat_roll_yield_momentum, and strat_iv_skew_zscore
• add shared momentum helper support in strat_utils.R
• add tests and roxygen docs for the new strategy families

strategyr 0.1.3.6

• Added real-data Yahoo strategy-mining examples for ATR breakout, EMA cross, ladder bounce/breakout, volatility targeting, trend pullback, ratio reversion, pair-spread reversion, relative strength, and curve steepener workflows.

strategyr 0.1.3.5

• Updated asset-year strategy mining to compute strategy signals on a warmup window before each evaluation year, then backtest only the trade-year slice.
• Added warmup metadata to asset-year mining results so signal and evaluation windows are reproducible.
• Updated real-data mining examples to show warmup-aware asset-year results.

strategyr 0.1.3.4

• Added an asset-year strategy-mining helper that seeds candidate parameter rows from selected assets, evaluates valid asset-year pairs, filters for strategy total return above buy-and-hold, and ranks survivors by Sortino.
• Updated log-return RSI reversion defaults and the real-data mining example away from classic 30/70 RSI thresholds.

strategyr 0.1.3.3

• Added strategy-mining helpers for Sortino-ranked parameter grids and fixed-parameter asset sweeps.
• Added strat_macd_contrarian_tgt_pos() and strat_macd_contrarian_action_plan() for the inverse MACD-cross rule.
• Added strat_rsi_logr_revert_tgt_pos() and strat_rsi_logr_revert_action_plan() for reversion rules based on strategyr's log-return RSI feature.
• Fixed calc_ADX() smoothing so ADX directional indicators match TTR::ADX() on the shared non-NA region.

strategyr 0.1.3.1

• Fixed native backtest recorder handling so rec = FALSE no longer forms a reference from a null recorder pointer.

strategyr 0.1.3

• Added a broader public strat_* layer covering Bollinger, RSI, Donchian, ATR, MACD, volatility-targeting, and trend-pullback strategy families.
• Added cross-asset public strategy families for pair-spread reversion, ratio reversion, and relative-strength workflows.
• Added asset-class-specific public strategy families for FX carry, bond carry-and-roll, curve steepener, and futures roll-yield workflows.
• Added option strategy-proxy families for IV skew, IV term structure, straddle, strangle, and vertical-spread workflows.
• Added contributor documentation for strat_* implementation standards and updated package-facing docs to reflect the expanded strategy surface.

strategyr 0.1.2.6

• Added statistical, breadth, and cross-asset relative-value feature layers.
• Added execution and microstructure feature descriptors.
• Added futures curve, FX carry/basis, option-surface, and credit-spread feature layers.
• Expanded README and architecture notes to reflect the broader calc_* feature surface.

strategyr 0.1.2.5

• Added an option-risk analytics layer with Black-Scholes Greeks and implied volatility helpers.
• Added option portfolio helpers for position Greek aggregation, option risk-state snapshots, and delta/vega hedge-adjustment planning.
• Expanded README and architecture notes to include the option-risk workflow.

strategyr 0.1.2.4

• Added a fixed-income analytics layer covering bond cash flows, pricing, yield, duration, convexity, DV01/PV01, z-spread, carry/roll, curve shocks, and key-rate risk.
• Added fixed-income convention helpers for day-count fractions, coupon schedules, and previous/next coupon dates.
• Added fixed-income strategy-facing helpers for bond risk-state snapshots and duration/curve hedge adjustment planning.
• Expanded package docs and README usage examples to reflect the fixed-income workflow surface.

strategyr 0.1.2.3

• Added calc_DEMA(), calc_ZLEMA(), calc_HMA(), calc_CMO(), calc_TRIX(), calc_KST(), and calc_ultimateOscillator().
• Added calc_SMI(), calc_chaikinAD(), calc_chaikinVolatility(), and calc_EMV().
• Added calc_CMF(), calc_VWMA(), calc_aroon(), and calc_SAR().
• Expanded TTR parity coverage for the newly added indicator families.

strategyr 0.1.2.2

• Added native rolling sum and linearly weighted moving-average kernels.
• Added calc_WMA(), calc_ADX(), calc_MFI(), calc_OBV(), calc_VWAP(), and calc_WPR().
• Added TTR parity coverage for the newly added conventional indicators.

strategyr 0.1.2.1

• Added native rolling max/min kernels in the rolling layer.
• Added calc_DonchianChannels() with dc_high_*, dc_low_*, and dc_mid_* outputs.
• Added Donchian channel tests and README usage examples.

strategyr 0.1.2

• Added minimal portfolio-adjustment planning via plan_portfolio_adjustment().
• Added minimal rebalance order-intent generation via build_order_intents().
• Expanded the README with package usage cases.
• Added package-level philosophy and architecture notes under docs/.

strategyr 0.1.1

• Reframed the package as an execution-oriented strategy workflow engine.
• Added public strategy wrappers for buy-and-hold, EMA-cross, ladder bounce, and ladder breakout workflows.
• Exported and documented calc_ATR(), gen_action_plan_rcpp(), and backtest_rcpp().
• Fixed the calc_ladder_index() helper to use its explicit datetime input.
• Added generated help pages and portable example scripts.
• Added release hygiene files and removed compiled build artifacts from source control.
• Renamed active native source files from old_*.cpp to rcpp_*.cpp.