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investlabr news

0.0.6.2

Require an explicit output path for the registry writers so package functions never write to the working directory by default, as requested by CRAN.

0.0.6.1

Fixed README links to repository-only documentation for CRAN source packages and added method references to DESCRIPTION.
Prepared CRAN-facing imports, dependency minimums, MIT license metadata, and executable help examples for all exported functions.
Added hosted Linux, Windows, and macOS R CMD checks, including R-devel and PDF manual generation, without requiring local package checks.
Made the US sector gallery print its board without automatically saving files or launching a platform-specific viewer.

0.0.6

Added producer-owned expected_cadence to canonical schema 3 publishing metadata, with explicit tracked sidecar values and compatibility projection that leaves schema 2 unchanged.
Fixed the Yahoo cross-asset event board’s timezone-shifted monthly axis and added SVG-level visible-extent validation so published freshness cannot exceed the rendered data paths.
Isolated gallery recipes from renderer command-line arguments and made grid composition return an undrawn gtable for reproducible direct rendering.
Added a versioned publishing-freshness contract: schema 3.0 separates artifact render time, underlying data freshness, and editorial metadata updates, while schema 2.0 remains the default compatibility output.
Added conservative data-freshness resolution for mixed-frequency FRED inputs, cross-calendar Yahoo data, and multi-instrument factor models, plus run-local renderer metadata that never rewrites tracked sidecars.
Retained the exported schema 2.0 registry-entry constructor as a deprecated compatibility API and added a separate strict schema 3.0 constructor.
Reorganized the installed gallery into research-purpose subdirectories and retained only curated visualization previews under inst/gallery/assets/.
Moved local rendering, plot-registry generation, and registry validation into single-purpose executable task nodes under scripts/, each with help output, explicit side effects, and stable JSON results.
Replaced the website-oriented registry integration with a consumer-neutral schema 2.0 research-artifact contract, while retaining schema 1.0 read compatibility during migration.
Moved tracked publishing metadata to config/publishing/plots/ and generated local publishing artifacts to the Git-ignored output/publishing/ tree.
Renamed rendering, registry-build, and registry-validation nodes so their interfaces and defaults do not assume a particular downstream consumer.
Promoted repeated forecast preparation, fan simulation, scenario construction, bounded-score, line-chart, and briefing-label helpers into the package module families under R/.
Documented that external workflow orchestration may compose local task nodes while workflow state, scheduling, and agent identity remain outside investlabr.

0.0.5

Added an AlphaSync-oriented publishing layer for gallery outputs, including reusable plot-registry helpers, JSON manifest emission, YAML sidecars, and structured plots/ and thumbnails/ output folders under inst/gallery/output/.
Added build scripts to render selected real-data gallery boards into publishing assets and to emit an AlphaSync-compatible alphasync-plot-registry.json manifest with controlled metadata and relative asset paths.
Seeded the publishing registry with real macro and market boards plus style/context demo entries, and documented the sidecar and output-directory conventions in the gallery docs.
Refined the Yahoo cross-asset event board so it behaves as a reusable renderable gallery script instead of opening a local image viewer.

0.0.4.16

Added a full macro data forecast gallery family with executable FRED and Yahoo scripts for yield-curve fans, policy-rate paths, real-yield persistence, inflation/labor risk, liquidity and balance-sheet scenarios, cross-asset conditional fans, recession risk, landing scenarios, and regime transitions.
Added shared gallery utilities for local macro forecast examples, including FRED/Yahoo loaders, forward-fan construction, scenario paths, bounded scores, and lightweight carry-forward helpers.
Updated gallery documentation, the gallery index, and the promotion backlog so macro data forecast is documented as an implemented forward-looking research category.
Refined the short-term FRED liquidity-tightness dashboard around reserve mechanics, rate-floor pressure, collateral/cash transmission, and an integrated tightness score.

0.0.4.15

Expanded the macro data forecast gallery planning surface for forward-looking research scripts.
Added and refined Yahoo event-board examples for cross-asset and US sector views, including multiple event markers, command-line arguments, annual/daily guides, and improved end-label handling.
Refined several FRED macro monitor boards for cleaner storytelling: inflation/labor, FOMC plumbing, balance-sheet mirror, curve/real-yield, and macro-factor heatmap views.
Expanded the Treasury nominal/real curve board with approximate implied forward-curve panels and clearer axis guides.

0.0.4.14

Added a reusable candle-base plotting helper for strategy-explanation and support/resistance workflows.
Added the strategy_explain visualization style for cleaner simulated rule-explanation boards.
Expanded the gallery with simulated strategy-explanation scripts for Donchian, MACD, RSI, RSI-log-return, Bollinger, ATR breakout, ladder bounce/breakout, pair/ratio reversion, relative strength, curve steepener, trend pullback, EMA cross, and volatility-targeting examples.
Updated gallery docs, the gallery index, the promotion backlog, and style-gallery assets to include the new strategy-explanation surface.

0.0.4.13

Added a real-data FRED C&I lending monitor gallery script using local investdatar FRED cache data for TOTCI and selected SLOOS lending-condition series.
Refined the C&I lending monitor board with long-history and recent weekly stock/growth panels, borrower-size facets for SLOOS standards/demand and loan-terms views, and annual guide lines on long-history panels.
Added gallery maintenance docs: GALLERY_INDEX.md, PROMOTION_BACKLOG.md, and _template-gallery-script.R to organize future daily-analysis gallery additions and package-promotion candidates.
Updated the gallery README to link the new maintenance docs and document the promotion convention for reusable gallery patterns.

0.0.4.12

Refined several real-data strategyr gallery scripts around mined single-year cases for Bollinger, RSI, MACD, Donchian, and log-return RSI strategy examples.
Added warmup-aware signal construction before trade-window backtesting in those gallery examples to reduce cold-start artifacts at the beginning of the displayed test period.
Added real-data-strategyr-rsi-logr-backtest.R as a gallery example for strategyr’s log-return RSI mean-reversion strategy.
Updated the Yahoo candle gallery to derive support and resistance from strategyr pivot, cycle, Fibonacci, and EMA-confluence logic, with quarterly x-axis labels, monthly guides, reader-facing title text, and compiler-aware captions.

0.0.4.11

Extended eval_strat_plot_tsline_eq() to compare up to two evaluated strategy equity curves against one benchmark, with clearer title labels, semantic color names, and added volatility, Sharpe, and Sortino metrics.
Added reusable prep_backtest_result_from_equity() and prep_ratio_ohlc() helpers so external strategyr backtest outputs and ratio proxies can be adapted into investlabr research plots.
Expanded the real-data strategyr gallery with additional strategy examples, shared gallery utilities, absolute-path-safe sourcing, and explanatory narratives before plot output.
Updated the curve-steepener gallery to use a one-trading-row-lagged Treasury 10Y-2Y signal and to compare the direct and contrarian versions against a buy-and-hold SHY/TLT ratio proxy.

0.0.4.10

Removed deprecated ggplot2::aes_string() usage from visualization helpers.
Added color-keyed metric annotations to eval_strat_plot_tsline_eq() so evaluated and benchmark lines are easier to connect with their summary metrics.
Added five real-data strategyr backtest gallery examples using local Yahoo data, strategyr::backtest_rcpp(), and investlabr::eval_strat_plot_tsline_eq().
Reworked the settlement-mismatch simulation gallery around a breakout prediction-market leg plus short-straddle option leg, with clearer numerical assumptions and narrative framing.

0.0.4.9

Added four new real-data gallery workflows: a Treasury nominal-versus-real curve board keyed to recent real-rate extremes, a Yahoo volatility-clustering board, a FRED rate-shock persistence board, and a Yahoo forward-fan board.
Updated the gallery index and architecture notes to reflect the newer Treasury local-data workflow through investdatar.
Refined the Treasury local-data gallery script with clearer reader-facing framing, denser guide lines, shorter date legends, and guarded tenor-level backfilling with warnings.

0.0.4.8

Added research-facing sim_* time-series generators for AR, MA, ARCH, and GARCH-style data-generating processes.
Standardized those simulation helpers around explicit validation, reproducible seeding, and data.table outputs suitable for downstream research workflows.
Added package tests and generated documentation for the new simulation module.

0.0.4.7

Fixed the export state for gen_grid_of_plots_with_labels() after the footer-wrap helper refactor so the function is available again from the package namespace.
Added automatic wrapping for long bottom footer text in gen_grid_of_plots_with_labels().
Added regression coverage for wrapped grid-footer text.

0.0.4.6

Expanded the gallery substantially with new real-data and simulation workflows covering iShares opportunity-set mapping, Fed plumbing and balance-sheet views, trade-conflict overlays, macro-factor sensitivity heatmaps, payoff mismatch scenarios, and regime simulations.
Added a Treasury-source curve decomposition gallery board for nominal, real, and breakeven curves, and documented that Treasury XML curve ingestion should ultimately move into investdatar as a first-class source adapter.
Updated architecture and gallery docs to reflect the broader gallery surface and the temporary boundary for direct-source Treasury examples.

0.0.4.5

Clarified README guidance for quoting plot_compiler_name values that contain special YAML characters.
Updated grid-based examples so subplot-level compiler captions are suppressed when the final output is assembled into a shared grid footer.
Aligned the real-data cross-asset event-board gallery example with the same show_compiler = FALSE subplot behavior.

0.0.4.4

Added six new visualization styles: briefing_serif, institutional_blue, policy_memo, desk_monitor, client_slide, and newswire_print.
Added config-driven plot compiler caption support via INVESTLABR_CONFIG and plot_compiler_name.
Extended compiler footer handling to higher-level grid and dashboard wrappers.
Refreshed the style gallery scripts and static gallery images to cover the expanded style catalog.

0.0.4.3

Added static style and context sample images under inst/gallery/output.
Added executable style and context showcase scripts under inst/gallery.
Updated gallery docs so users can inspect visualization styles without running the examples first.

0.0.4.2

Refined the real-data Yahoo cross-asset event-board gallery example.
Added interpolation-based NA handling after Yahoo OHLC load in the gallery script.
Improved end-label spacing, datetime handling, and event callout styling in the gallery script.

0.0.4.1

Added a real-data example gallery under inst/gallery to keep richer workflows outside the main README.
Added executable gallery examples for FRED yield curves, Yahoo Finance candles, and a cross-asset event board.
Updated README.md to point readers to the new gallery.

0.0.4

Added a shared visualization style system with named styles and output contexts.
Added reusable visualization helpers for palettes, themes, and common annotations.
Refactored event, yield-curve, market-chart, backtest, and layout plots to accept style and context.
Improved direct labeling and style-aware overlays for event, equity-curve, and market-chart outputs.
Expanded README guidance for the new visualization styling layer.

0.0.3

Fixed README examples so the portfolio mix workflow uses a feasible target return.
Fixed the mocked candle-data example so generated OHLC values always satisfy candle-chart constraints.
Added a Yahoo Finance plus investdatar end-to-end market-chart example to the README.
Removed tracked local junk files from the repository working tree.

0.0.2

Clarified package boundaries between investlabr, investdatar, and strategyr.
Expanded package-level documentation for scope, architecture, and README usage examples.
Added an end-to-end investdatar example to the README.
Made README workflow examples more self-contained and representative of the current exported surface.

0.0.1

Repositioned investlabr as a macro-financial and cross-asset research workflow package.
Clarified package scope, boundaries, and design principles relative to investdatar.
Reorganized the R source tree into prep-*, factor-*, event-*, regime-*, sense-*, sim-*, viz-*, and brief-* module families.
Preserved legacy exported functions during the structural migration so downstream code can continue to work while the API evolves.
Added package-level documentation for scope, architecture, and testing.
Added a basic testthat harness with smoke tests for key package workflows.

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They may not be fully stable and should be used with caution. We make no claims about them.
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