Changes in version 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 Changes in version 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() Changes in version 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 Changes in version 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 Changes in version 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 Changes in version 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. Changes in version 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. Changes in version 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. Changes in version 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. Changes in version 0.1.3.1 - Fixed native backtest recorder handling so rec = FALSE no longer forms a reference from a null recorder pointer. Changes in version 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. Changes in version 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. Changes in version 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. Changes in version 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. Changes in version 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. Changes in version 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. Changes in version 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. Changes in version 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/. Changes in version 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.