Merge pull request #37 from jgoldberg-nvidia/docs/add-changelog

Add Changelog (backfilled) for Future Version History Tracking

Author: phuo-nv

CHANGELOG.md

@@ -0,0 +1,190 @@
+# Changelog
+
+All notable changes to this project are documented here, one PR per entry,
+newest first, dated by merge to `main`. Backfilled from git history.
+
+## 2026-04-22 — PR #TBD
+
+Add `CHANGELOG.md`, backfilled from `git log --merges --first-parent origin/main`.
+One entry per merged PR, newest first, `## YYYY-MM-DD — PR #N` headers.
+No source/config changes.
+
+## 2026-04-21 — PR #34
+
+**Breaking — minimum Python bumped from `>=3.10` to `>=3.11`.** Required by
+`cuml-cu13==26.4`. Also updates `target-version` in the black config and
+`CONTRIBUTING.md`.
+
+## 2026-04-20 — PR #33
+
+Switch `cvar_basic.ipynb` to render the architecture diagram via PNG to
+avoid SVG rendering issues in `nbconvert` output.
+
+## 2026-04-20 — PR #32
+
+Large bundled change:
+
+- **Added** — Mean-Variance (Markowitz) optimizer with CVXPY and cuOpt
+  backends; `notebooks/mean_variance_basic.ipynb`.
+- **Added** — `BaseOptimizer` / `BaseParameters` classes and Pydantic
+  settings models (`ReturnsComputeSettings`, `ScenarioGenerationSettings`,
+  `KDESettings`, `ApiSettings`) under `cufolio.settings`.
+- **Added** — SP100, DOW30, and Global Titans dataset download support in
+  `utils.download_data`.
+- **Added** — `compute_absolute_returns` (simple-diff semantics) as a
+  distinct function.
+- **Breaking — API rename** — `compute_abs_returns` → `compute_linear_returns`
+  (pct-change). Previous `diff` semantics now live in `compute_absolute_returns`.
+- **Breaking — settings API** — `calculate_returns`, `generate_cvar_data`,
+  and optimizer constructors now take Pydantic settings models instead of
+  plain dicts.
+- **Breaking — dependency pins** — `cuml-cu{12,13}` and `cuopt-cu{12,13}`
+  bumped from `25.12.*` to `26.4.*` / `26.04.*`; `pydantic>=2.12.5` added.
+- **Changed** — `optimize_market_regimes()` unified to support both CVaR
+  and mean-variance.
+- **Fixed** — cuML KDE sampler returns numpy arrays via `using_output_type`.
+- **Fixed** — `quad_form` numerical issues resolved via `psd_wrap` on the
+  covariance matrix.
+- Notebooks rewritten against the new API; outputs regenerated.
+
+## 2025-12-17 — PR from fork (phuo-nv)
+
+- **Changed** — cuOpt model construction switched to `LinearExpression` to
+  avoid recursion depth errors on large problems.
+- **Changed** — refactored returns-calculation methods; made exception
+  handling explicit.
+- **Added** — KDE timing instrumentation in the CVaR pipeline.
+- **Fixed** — lazy imports in `cvar_optimizer` to avoid eager GPU-module
+  load at import time.
+
+## 2025-12-02 — PR #28
+
+Small touch-up of `notebooks/launchable.ipynb` (1 file, +161/-30).
+
+## 2025-12-02 — PR #27
+
+Minor launchable-notebook fix (4 files, +33/-10).
+
+## 2025-12-02 — PR #26
+
+Major launchable-notebook iteration: GPU checks, setup steps, regenerated
+outputs (7 files, +3095/-173).
+
+## 2025-12-01 — PR #25
+
+Rename / replace the architecture diagram asset (`docs/arch_diagram.png`).
+
+## 2025-12-01 — PR #24
+
+Refresh notebook outputs to match latest src behavior (4 files, +213/-171).
+
+## 2025-11-26 — PR #23
+
+Final pass on the stock-data directory setup (4 files, +1596/-1813) —
+regenerated dataset artifacts and README polish.
+
+## 2025-11-25 — PR #22
+
+Add a bundled dataset file (1 file, +432/-12).
+
+## 2025-11-25 — PR #21
+
+Polish on the stock-data directory layout (3 files, +15/-2).
+
+## 2025-11-25 — PR #20
+
+Initial `data/stock_data/` scaffolding (5 files, +51/-68).
+
+## 2025-11-25 — PR #19
+
+Small source touch-up (1 file, +7/-6).
+
+## 2025-11-25 — PR #18
+
+Launchable-notebook refinements (7 files, +1187/-1326).
+
+## 2025-11-24 — PR #17
+
+Add Brev-deployable `notebooks/launchable.ipynb` (9 files, +4855/-747).
+
+## 2025-11-24 — PR #16
+
+Finalize `uv.lock` migration and sequence diagram (5 files, +1377/-1091).
+
+## 2025-11-23 — PR #15
+
+Refine `uv.lock` sequence diagram docs (6 files, +67/-49).
+
+## 2025-11-21 — PR #14
+
+Commit `uv.lock` and migrate project to `uv` as the dependency manager;
+add a sequence diagram documenting the dependency-management flow
+(5 files, +2928/-6).
+
+## 2025-11-21 — PR #13
+
+Add `release-2512.yml` workflow, `docs/arch_diagram.png`, large notebook
+regeneration, and `src/` cleanup (11 files, +1505/-2082).
+
+## 2025-11-20 — PR #12
+
+Small notebook fixes in `cvar_basic` and `rebalancing_strategies`
+(2 files, +4/-4).
+
+## 2025-11-19 — PR #11
+
+Notebook regeneration and src cleanup in backtest / rebalance / utils
+(5 files, +703/-912).
+
+## 2025-11-19 — PR #10
+
+Notebook and src refinements across cvar_basic, backtest, cvar_utils,
+portfolio, rebalance, utils (7 files, +304/-141).
+
+## 2025-11-17 — PR #9
+
+README additions (+36 lines).
+
+## 2025-11-13 — PR #8
+
+`src/readme.md` fix (1 file, +2/-2).
+
+## 2025-11-12 — PR #7
+
+Remove `deploy/1_Deploy_Template.ipynb`; major `cvar_basic.ipynb` update;
+add `notebooks/readme.md`; minor `src/cvar_utils.py` and `src/utils.py`
+tweaks (7 files, +1358/-1235).
+
+## 2025-11-12 — PR #6
+
+README polish (1 file, +18/-12).
+
+## 2025-11-12 — PR #5
+
+Remove legacy scaffolding: `Maintainers/`, old `CHANGELOG.md`,
+`README_ARCHIVED.md`, empty `customize/` and `evaluate/` readmes; README
+polish (10 files, +74/-409).
+
+## 2025-11-07 — PR #4
+
+`LICENSE-3rd-party.txt` edits, remove a `pyproject.toml` entry
+(2 files, +5/-7).
+
+## 2025-11-06 — PR #3
+
+Add `LICENSE-3rd-party.txt`; README touch-up (2 files, +119/-2).
+
+## 2025-11-06 — PR #2
+
+README polish (1 file, +2).
+
+## 2025-11-06 — PR #1
+
+**Initial code drop.** Core `cufolio` package: CVaR optimizer
+(`cufolio.cvar_optimizer.CVaR`), portfolio backtester
+(`cufolio.backtest.portfolio_backtester`), utils, scenario generation
+(KDE / Gaussian / historical). Example notebooks: `cvar_basic.ipynb`,
+`efficient_frontier.ipynb`, `rebalancing_strategies.ipynb`. `pyproject.toml`
+with `cuda12` / `cuda13` extras pinning `cuml-cu{12,13}` and
+`cuopt-cu{12,13}`. `README.md`, `CONTRIBUTING.md`, `CODEOWNERS`,
+NVIDIA-AI-Blueprints branding and issue templates (22 files, +10885/-25).