Changelog

All notable changes to Trade Geometry Analyzer will be documented here.

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

0.1.0 - 2026-01-26

Initial release of Trade Geometry Analyzer
Core functionality:
- Signal to event conversion (signal_to_events)
- Trade path extraction (compute_trade_paths)
- TradeSet dataclass for geometry storage
Analysis sections:
- Section A: Geometry overview (scatter, marginals, metrics)
- Section B: Risk/reward frontiers with knee point detection
- Section C: Time sequencing analysis (MFE-first vs MAE-first)
- Section D: TP/SL feasibility with path-dependent probabilities
- Section E: Volatility normalization and regime analysis
- Section F: Trade clustering and archetype identification
Visualization suite:
- 14 plot types covering all analysis sections
- Scatter plots, heatmaps, frontier curves, regime comparisons
Main API:
- analyze() function for one-line analysis
- AnalysisConfig for flexible configuration
- AnalysisResult for structured output
Documentation:
- Comprehensive README with examples
- 14 example visualizations from real strategy
- MkDocs Material documentation site
Package infrastructure:
- Poetry-based dependency management
- PyPI publication as trade-geometry-analyzer
- MIT License
- Python 3.12+ support