Changelog

All notable changes to RiskLabAI.py are documented here.
Format: Keep a Changelog; versioning: SemVer.

[Unreleased]

[1.0.9]

Fixed

utils.determine_strategy_side: signal dtype was platform-dependent (int32 on
Windows); now always int64.
data.labeling.calculate_t_value_linear_regression: constant series now returns
NaN (0/0 is undefined) as documented, instead of 0.0.
data.differentiation.fractional_difference_std: result had object dtype; now float.
Raw-string docstrings in denoising/bekker_parkinson (LaTeX \( raised
SyntaxWarning on Python 3.12).
backtest.bet_sizing: avgActiveSignals/Signal silently returned empty results — the module
imported mpPandasObj while RiskLabAI.hpc exports mp_pandas_obj, so a placeholder returning
an empty DataFrame always took over. The silent placeholder is removed; the real import is used.
data.structures (run_bars, imbalance_bars, abstract_run_bars,
abstract_information_driven_bars): removed broken ewma import fallbacks (one referenced
pd without importing pandas — a latent NameError); RiskLabAI.utils.ewma is imported
directly.
optimization.nco: removed silent dummy-function fallback for the cluster-module import.
Version split-brain: __version__ (was hardcoded 0.0.93) now reads the installed package
version; pyproject.toml (1.0.8) is the single source of truth.
Removed broken console-script entry point RiskLabAI.app:entry_point (module never existed;
installed a crashing executable).
Renamed test/backtest/teste_backtest_overfitting_simulation.py → test_… so pytest collects
it; added [tool.pytest.ini_options] with testpaths.

Added

Test/lint CI (ci.yml): pytest matrix on Python 3.9-3.12 with all extras, a
minimal-install job guaranteeing pip install RiskLabAI stays importable, and an
advisory ruff/black job (enforced once the formatting pass lands).
black + ruff configuration in pyproject.toml.

Changed

Sub-packages are now imported lazily (PEP 562): import RiskLabAI no longer pulls
optional heavy dependencies; RiskLabAI.pde is reachable again (was disabled).
Consolidated three overlapping release workflows into one publish.yml using PyPI
trusted publishing (the old trio triple-fired per release with mixed auth).
Added version bounds to core dependencies (notably numpy<3, numba>=0.57).
Declared missing runtime dependencies tqdm and sympy; added pytest to the dev extra.
Removed .pypirc from version control; extended .gitignore (dist/, build/,
*.egg-info/, .pypirc, caches).