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@joaquinbejar joaquinbejar released this 11 Jul 11:06
· 21 commits to main since this release
v0.6.0
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Release Notes: Version 0.6.0 - Full Strategy Trait Integration and Testing Overhaul

Summary

This beta release marks a major advancement in the strategy module with comprehensive trait implementation across all core strategies, improved unit test infrastructure, and significant refactors for formatting, simulation configuration, and code maintainability. It sets the foundation for a more robust, extensible, and well-tested codebase.

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What’s New
• Complete Trait Coverage: All major strategies (e.g., LongCall, ShortPut, IronCondor) now fully implement critical traits including StrategyConstructor, Optimizable, ProbabilityAnalysis, Greeks, PnLCalculator, and Strategable.
• Testing Macro: Introduced test_strategy_traits macro to streamline and expand trait compliance checks across strategy implementations.
• Payoff Utility: Added get_point_at_price method to the Payoff struct for improved PnL visualization.

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Enhancements
• Implemented Default trait for all strategy types with meaningful default field values.
• Made key strategy struct fields and constants public to support greater configurability.
• Improved simulation configuration readability by refactoring random_walk_chain parameters.
• Enhanced formatting consistency using get_x_days_formatted across strategy outputs.
• Standardised format! usage across the codebase using shorthand syntax.
• Refined strategy descriptions and added documentation comments.

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Bug Fixes
• Fixed misleading error messages in implied volatility validation to enhance the user experience.
• Corrected edge case handling for zero DTE options in implied volatility and Greeks calculations.

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Breaking Changes
• None reported in this beta. All changes aim for backwards compatibility.

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Documentation Updates
• Removed deprecated .gitignore files and outdated documentation assets.
• Updated public field annotations and strategy comments for better inline clarity.

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Migration Notes
• No migration steps required for existing users.
• Recommend updating to this beta to benefit from improved trait support and testing reliability.

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Release Links
• Full Changelog
• Updated Documentation

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