quantitative 0.4.0 → 0.5.0

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data/CHANGELOG.md

@@ -0,0 +1,50 @@
+# Changelog
+
+All notable changes to `quantitative` will be documented in this file.
+
+The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.1.0/),
+and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
+
+---
+
+## [0.5.0] — 2026-05-22
+
+### Changed (breaking)
+
+- **`Quant::AssetClass::CLASSES` renamed `:treasury_note` → `:treasury`.** The single `:treasury` symbol now covers the full US-government-debt family (bills, notes, bonds, TIPS). Maturity becomes listing metadata, not an AssetClass distinction. Breaking for consumers that exhaustively switch on the `CLASSES` set or pattern-match on `:treasury_note`.
+
+  Migration: `s/:treasury_note/:treasury/g` across consumer code. Where maturity-aware behavior is needed (e.g., yield-curve segmentation), consult the listing's metadata rather than the AssetClass label.
+
+### Added
+
+- `Quant::AssetClass::CLASSES` gains six new entries: `:adr, :cash, :etn, :forward, :swap, :warrant`. Final catalog is 19 entries: `adr, bond, cash, commodity, cryptocurrency, etf, etn, forex, forward, future, mbs, mutual_fund, option, preferred_stock, reit, stock, swap, treasury, warrant`.
+- Per-class spec coverage in `spec/lib/quant/asset_class_spec.rb` — each catalog entry is `valid?`, the 19-count invariant is asserted, and `:treasury_note` rejection is a regression guard against re-introducing the retired symbol.
+
+---
+
+## [0.4.1] — 2026-05
+
+### Fixed
+
+- **`Quant::Ticks::OHLC#initialize` and `Quant::Ticks::Spot#initialize` now preserve fractional volumes as `Float`.** A prior regression in both classes coerced `@base_volume` and `@target_volume` via `.to_i`, silently truncating fractional values to integers — a serious correctness issue for crypto markets (and any other domain where fractional base/target volumes are normal, such as fractional-share trading and many futures markets). For example, a kline with `base_volume: 0.12345` was previously stored as `0`. Existing spec assertions used `eq(2.0)` which masked the regression because Ruby's `==` coerces `2 == 2.0 → true`; the values *appeared* correct in tests while being silently truncated in production. Both initializers now coerce via `.to_f`. Trade count (`@trades`) continues to use `.to_i` as it is genuinely an integer.
+
+  Affected files:
+  - `lib/quant/ticks/ohlc.rb` (lines 51–52)
+  - `lib/quant/ticks/spot.rb` (lines 46–47)
+
+  Backwards compatibility: this is a behavior change for callers reading `tick.base_volume` / `tick.target_volume`. Code that did `volume == 2` continues to work (Ruby coerces). Code that did `volume.is_a?(Integer)` will see `false` where it previously saw `true`; such code was implicitly relying on the bug and should be updated to `is_a?(Numeric)` or `is_a?(Float)`. Code that did `volume + 0.5` continues to work, but the result is now precise instead of truncating to integer-then-promoting.
+
+### Added
+
+- Regression-guard specs in `spec/lib/quant/ticks/ohlc_spec.rb` and `spec/lib/quant/ticks/spot_spec.rb` that explicitly assert `Float` class membership and use fractional values (`0.12345`, `5_678.901_234`) so a future `.to_i` regression would fail loudly rather than silently coerce.
+- This CHANGELOG.
+
+---
+
+## [0.4.0] — prior baseline
+
+Prior baseline before this CHANGELOG was introduced. Subsequent entries above will track changes from 0.4.1 forward.
+
+[0.5.0]: https://github.com/mwlang/quantitative/compare/v0.4.1...v0.5.0
+[0.4.1]: https://github.com/mwlang/quantitative/compare/v0.4.0...v0.4.1
+[0.4.0]: https://github.com/mwlang/quantitative/releases/tag/v0.4.0

data/Gemfile.lock

@@ -1,7 +1,7 @@
 PATH
   remote: .
   specs:
-    quantitative (0.4.0)
+    quantitative (0.5.0)
       csv
       oj (~> 3.10)
       zeitwerk (~> 2.6)

data/lib/quant/asset_class.rb

@@ -42,11 +42,15 @@ module Quant
   # profit from changes in exchange rates.
   class AssetClass
     CLASSES = %i(
+      adr
       bond
+      cash
       commodity
       cryptocurrency
       etf
+      etn
       forex
+      forward
       future
       mbs
       mutual_fund
@@ -54,7 +58,9 @@ module Quant
       preferred_stock
       reit
       stock
-      treasury_note
+      swap
+      treasury
+      warrant
     ).freeze
 
     attr_reader :asset_class

data/lib/quant/ticks/ohlc.rb

@@ -45,8 +45,11 @@ module Quant
         @low_price = low_price.to_f
         @close_price = close_price.to_f
 
-        @base_volume = (volume || base_volume).to_i
-        @target_volume = (target_volume || @base_volume).to_i
+        # Volumes are floats, not ints — crypto markets and many futures markets express
+        # fractional base/target volumes routinely (e.g., 0.12345 BTC). Existing specs already
+        # asserted Float values (`eq(2.0)`); a prior `.to_i` regression silently truncated.
+        @base_volume = (volume || base_volume).to_f
+        @target_volume = (target_volume || @base_volume).to_f
         @trades = trades.to_i
 
         @green = green.nil? ? compute_green : green

data/lib/quant/ticks/spot.rb

@@ -39,8 +39,12 @@ module Quant
         @close_timestamp = extract_time(timestamp || close_timestamp || Quant.current_time)
         @open_timestamp = @close_timestamp
 
-        @base_volume = (volume || base_volume).to_i
-        @target_volume = (target_volume || @base_volume).to_i
+        # Volumes are floats, not ints — crypto markets and many futures markets express
+        # fractional base/target volumes routinely (e.g., 0.12345 BTC). Existing specs already
+        # asserted Float values (`eq(2.0)`); a prior `.to_i` regression silently truncated.
+        # See OHLC for the same fix.
+        @base_volume = (volume || base_volume).to_f
+        @target_volume = (target_volume || @base_volume).to_f
 
         @trades = trades.to_i
         super()

data/lib/quant/version.rb

@@ -1,5 +1,5 @@
 # frozen_string_literal: true
 
 module Quant
-  VERSION = "0.4.0"
+  VERSION = "0.5.0"
 end

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: quantitative
 version: !ruby/object:Gem::Version
-  version: 0.4.0
+  version: 0.5.0
 platform: ruby
 authors:
 - Michael Lang
@@ -62,6 +62,7 @@ files:
 - ".rubocop.yml"
 - ".ruby-version"
 - ".yardopts"
+- CHANGELOG.md
 - CODE_OF_CONDUCT.md
 - DISCLAIMER.md
 - Gemfile
@@ -155,7 +156,7 @@ metadata:
   allowed_push_host: https://rubygems.org
   homepage_uri: https://github.com/mwlang/quantitative
   source_code_uri: https://github.com/mwlang/quantitative
-  changelog_uri: https://github.com/mwlang/quantitative
+  changelog_uri: https://github.com/mwlang/quantitative/blob/main/CHANGELOG.md
 rdoc_options: []
 require_paths:
 - lib