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Changelog

All notable changes to sigc are documented in this file.

The format is based on Keep a Changelog, and this project adheres to Semantic Versioning.

[0.10.0] - 2026-01-15

Added

  • Type System Enhancements

    • Type inference for all expressions
    • Operator signatures with input/output type requirements
    • Shape-aware operations with semantic categories
    • Comprehensive error messages with suggestions

  • Macro System

    • 8 built-in macros: momentum, mean_reversion, vol_adj_momentum, trend, rsi_signal, breakout, cs_momentum, quality
    • User-defined macros with typed parameters
    • let statements for intermediate computations
    • emit statements for macro output

  • External Integrations

    • Yahoo Finance data provider
    • Alpaca broker integration (paper and live trading)
    • WebSocket streaming client

Changed

  • Improved error messages with source locations and suggestions
  • Enhanced LSP with operator hover documentation

Fixed

  • Fixed memory leak in long-running daemon mode
  • Fixed corporate action adjustment for dividends

[0.9.0] - 2026-01-01

Added

  • Language Enhancements

    • Custom functions with fn keyword
    • Default parameter values
    • Function composition and chaining

  • VS Code Extension

    • Language Server Protocol (LSP) support
    • Real-time error diagnostics
    • Hover documentation for 50+ operators
    • Code completion with snippets
    • Go-to-definition for signals, functions, macros
    • Document outline

Changed

  • Refactored compiler for better error recovery
  • Improved parser performance by 40%

[0.8.0] - 2025-12-15

Added

  • Deployment & Safety

    • Circuit breakers with configurable thresholds
    • Position limit enforcement
    • Order validation and rejection
    • Global kill switch
    • Rate limiting

  • Docker Support

    • Dockerfile for containerized deployment
    • docker-compose.yml for production setup
    • Health check endpoints

Changed

  • Safety checks are now enabled by default
  • Improved daemon stability

[0.7.0] - 2025-12-01

Added

  • Advanced Analytics
    • Fama-French factor models
    • Barra risk models
    • VaR, CVaR, and stress testing
    • Hidden Markov Model regime detection
    • Clustering-based regime identification
    • Mean-variance optimization
    • Risk parity portfolio construction
    • Black-Litterman model
    • Hierarchical Risk Parity (HRP)

Changed

  • Portfolio optimization now uses CVXPY backend
  • Improved risk model estimation

[0.6.0] - 2025-11-15

Added

  • Education & Documentation
    • 11-chapter Quant Guide
    • 23 example strategies across 6 categories
    • Comprehensive operator documentation
    • Tutorial series

Fixed

  • Fixed walk-forward optimization window alignment
  • Fixed benchmark-relative metrics calculation

[0.5.0] - 2025-11-01

Added

  • Integration & Polish
    • TOML-based configuration
    • Colored CLI output
    • Test suite with 330 tests
    • Performance benchmarks

Changed

  • CLI now uses clap v4 for argument parsing
  • Improved error formatting

[0.4.0] - 2025-10-15

Added

  • Performance & Scale
    • SIMD-optimized kernels for rolling statistics
    • Memory-mapped data loading
    • Incremental computation for streaming
    • Parallel execution with Rayon

Changed

  • Default to SIMD kernels when available
  • Reduced memory usage by 60% for large datasets

[0.3.0] - 2025-10-01

Added

  • Production Features
    • Async PostgreSQL connector with connection pooling
    • Corporate action adjustments (splits, dividends, mergers)
    • Alert system (console, Slack, email)
    • Job scheduling (cron-based)
    • Audit logging for compliance

Changed

  • Database connector now uses sqlx for async operations
  • Alert routing based on severity

[0.2.0] - 2025-09-15

Added

  • Backtesting Features
    • Transaction cost models (linear, square-root, Almgren-Chriss)
    • Walk-forward optimization
    • Position constraints (max weight, sector, turnover)
    • Benchmark-relative analysis (alpha, beta, information ratio)
    • Brinson attribution

Changed

  • Backtest now includes all metrics by default
  • Improved cost model accuracy

[0.1.0] - 2025-09-01

Added

  • Initial release
  • DSL compiler with type checking
  • Runtime with Polars/Arrow backend
  • Basic backtester with Sharpe, drawdown, turnover
  • CLI with compile, run, explain, diff commands
  • Daemon mode with nng RPC
  • Content-addressed caching with sled + blake3
  • Data loading from CSV, Parquet, S3
  • 50+ operators (time-series, cross-sectional, technical)

Version History Summary

Version Date Highlights
0.10.0 2026-01-15 Type system, macros, Yahoo/Alpaca integrations
0.9.0 2026-01-01 Custom functions, VS Code LSP
0.8.0 2025-12-15 Safety systems, Docker
0.7.0 2025-12-01 Advanced analytics, portfolio optimization
0.6.0 2025-11-15 Quant Guide, 23 strategies
0.5.0 2025-11-01 Polish, 330 tests
0.4.0 2025-10-15 SIMD, memory mapping
0.3.0 2025-10-01 Production features, alerts
0.2.0 2025-09-15 Cost models, constraints
0.1.0 2025-09-01 Initial release