Vibe-Trading

• 2026-10-26 🛠️ Agent cancellation, grounding and market-correctness fixes (unreleased): Stopping a chat turn cancels in-flight Swarm runs and ignores late status events (#2059, #2060). Restore trailing OLS definitions for Qlib BETA/RESI, admit eligible document figures to the evidence ledger, and recover from refused native claude-cli tool attempts (#2062, #2058, #2048). Add field-level alpha-bench availability metadata; correct weight overflow, event-study rank scaling and attribution alignment (#2057, #2046, #2000, #2044). Also fix Moonshot reasoning-effort routing, journal/options input validation, Stooq class-share symbols, screener decimal fields and ST board limits (#2043, #2052, #2049, #2012, #1988, #1984). These changes are on main for the next release.

• 2026-10-25 🛠️ Session, market-data and calculation fixes (unreleased): Deleting a session also removes its search entries, and chat titles update correctly when the first message includes attachments or Swarm instructions (#1970, #1969). Fix prematurely truncated CCXT history, Nobitex daily dates and Tiingo class-share symbols (#1999, #1989, #2010). Preserve small trade/chart prices, correct GTJA factor formulas and VWAP units, and reject ambiguous boolean flags before changing state (fix). These fixes are on main for the next release.

• 2026-10-24 🛠️ MCP, backtest and search fixes (unreleased): MCP loads the runtime .env, while shell tools still require explicit opt-in at startup (#1974). Report assumed futures leverage (#1972), preserve fractional-day spans in annualization (#1971), and try enabled Sogou/Bing fallbacks when ddgs returns no results (fix).

• 2026-10-23 🛠️ Model, portfolio and futures fixes (unreleased): Direct MiniMax connections default to M3.1 Flash and retain reasoning across tool calls (#1936). Longbridge exposes cash by currency and financing limits across Agent, CLI, API and Web (#1940). Correct global futures routing, contract multipliers and micro-contract fees, with explicit warnings when pricing defaults are used (#1965). Also fix portfolio error redaction, audit rotation, IC statistics, numeric parsing and Weixin attachment collisions. Details in CHANGELOG.

• 2026-10-22 🚀 v0.1.18 released (Release notes, pip install -U vibe-trading-ai): a leaner agent runtime — tool schemas load on demand, oversized results stay readable in the run directory, Swarm keeps new observations, and usage accounting covers compaction and interrupted calls; automatic chat titles remain. On the 0.1.17 verification backtest it used 7 model calls instead of 12 and about a fifth of the input tokens. It also ships the post-0.1.17 security, grounding, paper-account and packaging fixes. Fixed on main today (next release): a retried provider error no longer halts live model decisions for the rest of the day, and a research goal's final answer is delivered even when it crosses the goal's token budget (CHANGELOG).

• 2026-10-21 🚀 v0.1.17 released (Release notes, pip install -U vibe-trading-ai): 638 commits and 228 merged pull requests since 0.1.16, plus 41 pull requests whose work landed through maintainer commits, from 33 contributors. The headline is daily paper trading: a paper_trade_step tool for the agent and MCP, plus saved paper accounts through vibe-trading paper, the REST API and a Web page, match orders or a strategy against completed daily bars without ever reaching a broker; saved accounts move forward only (#1939). Most of the rest is correctness, and much of it has one shape: a value that cannot be computed now says so instead of turning into a plausible number. A profit factor with no losing trade, an undefined correlation and an unbounded ratio come back as null, and a factor with too few IC observations is skipped with the reason; a missing price no longer bridges a return; a misspelled or engine-irrelevant backtest setting is reported in the run card. New: Brazil (B3), 478 Alpha Zoo factors (from 462), Slack and Discord in the guided channel setup, Email reports as HTML or a password-protectable PDF, token usage in Run Detail, chat and swarm, a claude-cli provider, and Persian and Turkish for 11 UI languages. Fixed today: the fund-flow fallback names its actual source and keeps total flow apart from main-order flow, and the Telegram setup steps are clarified. Shipped the same evening in v0.1.18: mcp>=1.30 closes CVE-2026-59951 for --transport http; custom model endpoints are re-checked on every connection and work behind fake-IP proxies; grounding reads run_dir/… refs and −$ amounts; Beijing 920xxx codes resolve to .BJ in correlation (CHANGELOG). Thanks @rudycelekli, @Shizoqua, @he-yufeng, @shadowinlife, @zeus229, @alexwan02, @Jackzigen, @cgycorey, @MetaAviator, @lorenzozanee, @Mikesad, @remote-controlled-man, @Romzhou, @sambazhu, @wavebyrd, @BHhhh-123, @Bortlesboat, @bygordon130-hub, @davidalmeida90, @DrDLyuan, @Emad211, @Frank-zhu2000, @goatyyc, @hunters1011-ctrl, @incorpore, @mdb1230, @mminkus, @passionbull, @rwxyx518-prog, @ThreeTima, @tomaszkubiak-courses and @xaritoku!

• 2026-10-20 🛠️ Backtest diagnostics and research correctness: Warn about unrecognized backtest config keys, show undefined correlations as unknown instead of zero, and reuse the saved annualisation factor when revalidating runs (#1935, #1933, #1915). Also improve factor sample checks, tool input validation, journal market classification, numeric formatting and WeCom streaming. All 14 fixes and remaining limits are in CHANGELOG.

• 2026-10-19 🛠️ Nine financial correctness fixes: Correct recency weights in factor decay, A-share board limits and Beijing symbol routing, SEC Q4 flow derivation, and event-study estimation windows. Preserve Futu holdings identity and tiny MACD/Bollinger values; reject negative specific variances and apply pair-specific fees to Yahoo forex symbols (#1912, #1920, #1930). See CHANGELOG for all nine fixes and limits.

• 2026-10-18 🛠️ Scheduling and research reliability: Live scheduling adopts the shared scheduler kernel (#1899), and figure checks preserve currency identity (#1905). Add factor neutralization and PCA (#1817); fix incomplete Swarm event tails and lost Matrix final replies. Details in CHANGELOG.

• 2026-10-17 🛠️ Token usage and research reliability: View LLM usage in Run Detail, chat and swarm (#1890). Shared scheduling now powers research and optional background jobs (#1893); live scheduling is unchanged. Fix journal date/time pairing, evidence paths, factor ties, memory roots, numeric error handling and channel progress. See CHANGELOG.

• 2026-10-16 🛠️ Credential safety and financial correctness: Scrub more channel/provider secrets (#1880), refresh cached local bars after source edits (#1879), and allocate reversal fees once (#1891). Correct European journal amounts, strict JSON, zero/negative comparisons, holding periods, weight floors, plateau detection and report paths. See CHANGELOG.

• 2026-10-15 🛠️ Model spending controls and research reliability: Live runners use independent decision sessions with configurable cadence and persistent daily usage budgets (#1854). Lightweight backtest previews preserve complete trade history (#1853, #1865). Fix percentage evidence arithmetic, copied-run history deduplication, swing-signal timing, crypto routing and credential redaction. See CHANGELOG for scope and limits.

• 2026-10-14 🛠️ Backtest, search and document fixes: Risk ratios and equity exports now include first-bar PnL (#1844). Session search returns distinct sessions with preserved titles and contextual snippets (#1827, #1834). Improve PDF/Office extraction, reject unresolved evidence references, and strengthen financial-input validation and credential redaction.

• 2026-10-13 🧩 Portfolio imports, strategy adaptation and research tools: Read-only extraETF holdings imports support dated EUR valuation and allocation proposals; adapted strategies get their own backtest evidence (#1170, #1149). Add tested custom model endpoints, a shared manual Pixel Office task board, Persian/Turkish UI, mStock read-only queries and Gildata research data. Fix settlement-currency accounting, Futu market selection and cost basis, per-symbol HK board lots, saved validation settings and run progress. Complete declared grounding checks and the agent-loop split. mStock remains excluded from portfolio aggregation; Robinhood options execution remains unavailable. See CHANGELOG for scope and limits.

• 2026-10-12 🧮 Research and backtest updates: Correct opening fills, liquidation-time attribution, drawdown duration, valuation tolerances and SEC filing timing in factor IC (#1780–#1794). Add 13 fundamental/valuation factors, Brazil data and backtests, opt-in ZimaOS templates, and Feishu run progress. See CHANGELOG for scope and data limitations.

• 2026-10-11 🛠️ Five priority fixes: Derived figures require evidence for every data operand; unsupported live options stay blocked. Offline benchmarks retain their selected source, trade artifacts distinguish break-even exits, and Codex tools preserve optional arguments (#1622, #1779, #1781, #1785).

• 2026-10-10 🛠️ Slack/Discord setup and reproducible research: Localized channel forms verify bot credentials without saving changes (#1764, #1777). Portfolio research can reuse an immutable snapshot, and Web exports its sanitized JSON (#1769). Indicators report their date boundary and exact input fingerprint; corrupted session records recover without rewriting files. Memory recall, credential redaction and trade-journal detection are corrected. See CHANGELOG.

• 2026-10-09 🛠️ Channel updates and backtest correctness: Channel settings preserve embedded URL credentials and authenticated WeChat endpoints during in-place updates, with save/reset feedback in all nine languages (#1737, #1742, #1744). Cross-market option volatility uses only timestamps known at each bar; drawdown includes starting capital. Crypto/precious-metal routing, HK duplicate detection, cache recovery, scientific-notation amounts and missing-equity validation are corrected. mootdx leaves the default A-share chain. See CHANGELOG for all thirteen PRs.

• 2026-10-08 🔐 Protected PDF reports and clearer broker reads: Scheduled Email PDFs support optional AES-256 password protection across Web, CLI playbooks and agent confirmations; the password stays in private channel configuration (#1709). KIS queries all three venue buckets, refreshes an explicitly expired token once, and reports incomplete reads as errors (#1726). Derived formulas keep their arithmetic after descriptive labels while evidence checks remain enforced (#1728).

• 2026-10-07 🛠️ Research continuity and reliable risk metrics: Volatile workspace state now travels outside the system prompt, preserving its stable prefix (#1708). Cross-market dates align correctly, missing prices no longer bridge return observations, and options Sortino uses full-sample downside deviation (#1710, #1717, #1727). Loader fixtures share one OHLCV contract; credit valuation, style exposures, walk-forward folds and audit diagnostics are corrected.

• 2026-10-06 🛠️ Live controls and report corrections: Stopping a live runner cancels its current analysis and waits for scheduler cleanup, including startup cancellation and API shutdown; status timestamps use the correct units (#1704). Emergency cancel/flatten scans skip malformed records without abandoning the remaining book (#1703); broker schedules are stored separately and writes handle concurrency and partial writes. US equity half-days respect the early closing bell (#1706). Report corrections preserve figures that passed validation, and bounded feedback no longer implies that unlisted figures passed (#1702).

• 2026-10-05 🛠️ Research prompts and calculation fixes: Chat accepts longer research prompts and gives a localized recovery message when input is too large (#1701). Backtests use full-sample Sortino downside deviation; grouped validation purges overlapping labels, covariance weights remain finite, shadow RSI uses Wilder seeds, and memory removal accepts filename stems. Invalid call aliases now receive exact source references for correction (#1638); numeric validation stays unchanged.

• 2026-10-04 🛠️ Scheduled reports and research workflows: Edit scheduled runs and choose a configured destination; Email reports support HTML or PDF attachments (#1649, #1680). Backtests expose structured summaries and paged artifact reads (#1646, #1647). Fixes cover memory-search snippets, export-path guidance, macro truncation, monthly risk, turnover on reversals and cash reentry, IV accuracy, VaR gaps, VCS updates and Robinhood option-order blocking.

• 2026-10-03 🛠️ Research, reports and data reliability: CJK session search, channel setup, broker exposure pricing and file writes now handle cases that blocked everyday use. PDF delivery embeds CJK fonts, Swarm validates preset inputs and separates task artifacts, and replayed tool results survive context compaction (#1683, #1455, #1635). Backtests keep one adjustment basis, local caches distinguish sources, single-asset caps and weekly/monthly risk use the declared settings, audits retain loss signs, grounding checks the current engine output and exact list references, and Stooq retries after a denial cooldown (#1684, #1650, #1685, #1640).

• 2026-10-02 🛠️ Backtests and report checks: strategy-file writes retain model provenance without crashing (#1673), and Monte Carlo drawdown and Sharpe include starting capital (#1664). Report audits preserve accounting negatives and units (#1663); grounding artifacts record fired declared checks (#1661); public loader-health reports include sanitized failure reasons (#1643). Indonesian tool documentation matches the registry (#1671).

• 2026-10-01 ✅ Data correctness and reproducible backtests: A-share adjustment conversion now refuses ambiguous one-bar edge cases (#1551); Southbound Eastmoney amounts are scaled from million HKD and rejected responses no longer look empty (#1486); Northbound fallback data distinguishes post-2024-08-19 turnover from net flow (#1484); Binance-only unpriced positions are marked incomplete without penalising other brokers (#1505); and backtest run cards record model provenance and warn when the training cutoff is unknown or outside the test window (#1618, closes #1613).

• 2026-09-30 🛠️ Feishu in the Web UI, a momentum factor that read today's price, and a profit factor for runs that never lost: Feishu joins the guided channel setup, with a standalone connection test and a hot reload that closes the old WebSocket (#1572). academic_carhart_mom subtracted the 1-month return from the 12-month one, so it moved with today's close; it is now the return from 12 months ago to 1 month ago (#1578). A run with no losing trade reports its profit factor as undefined instead of 0.0, which ranked it last (#1602). Stooq's anti-bot page now stops every later request in the process, not just the log line (#1637); MCP tool results reach the agent once instead of up to four times (#1634); and the first piece of loop.py moves into its own module (#1636).

• 2026-09-29 🚀 v0.1.16 released (Release notes, pip install -U vibe-trading-ai): 492 commits and 116 merged pull requests since 0.1.15, from 16 contributors. The theme of this cycle is a number that can show where it came from. The grounding gate no longer guesses what a number is from the words around it: the model declares each figure's role (observed, derived, proposed, cited or count), the gate checks it against the session's tool evidence, and a figure that fails is cut instead of the whole answer being refused. A backtest's own output — Sortino, turnover, weights and Monte Carlo p-values, not only Sharpe — now grounds the report written about it, and run cards cite a metric only where the saved CSV agrees. Long research runs keep what they fetched: compaction follows each model's real context window instead of a fixed 40K estimate. The missing-data sweep reached 59 more alphas. Fixed in this release, from a user's report: failed runs keep their steps and the stop message names the call that produced nothing; read_file says where it may read instead of letting the model guess paths until the no-progress stop; on Codex, mid-run instructions no longer replace the system prompt, reasoning carries between turns and the default model is gpt-6-sol; and get_market_data asks for AAPL.US rather than returning empty data for a bare US ticker. New: Argentina (BYMA), weekly and monthly bars, Bahasa Indonesia, Gildata, OpenCode, Email and WebSocket channels, IM channel setup in the Web UI, and KIS, Upbit, Toss Securities and Scalable Capital connectors, 18 brokers in all. Thanks @Shizoqua, @zeus229, @cgycorey, @shadowinlife, @lorenzozanee, @he-yufeng, @chiww, @as950118, @woshi77777stars, @Yoruxyv, @sambazhu, @0xouzm, @tingkk, @tonydo, @alanwilhelm and @modelpath-dev!

• 2026-09-28 🛠️ Source health and connector transparency: scheduled public-source canaries report outages and data drift with bounded, credential-free probes (#1627); BaoStock socket requests now have deadlines and serialize concurrent sessions (#1615). Copilot credential lookups refresh after a short cache TTL (#1619). A generated broker matrix preserves each profile’s paper/live permissions and labels declared capabilities separately from runtime verification (#1629). Grounding and MT5 follow-up: explicit evidence symbols and exact field references are preserved; localized grouped figures retain the existing numeric tolerance (#1584, #1586, #1588). Text-only correction attempts are bounded (#1600). MT5 search uses the selected terminal and refuses ambiguous broker aliases; backtest sandboxes receive only validated attachment settings (#1597, #1598).

• 2026-09-27 🛠️ Verifiable run cards and safer research: Run cards now show hashed backtest execution records and verified metric-to-CSV references in JSON, Markdown and Run Detail (#1612). GTJA high/low recency factors use the correct day count and consistent tie handling (#1604); India short covers check the buy-side circuit band (#1608). Token usage remains readable without exempting arbitrary credential strings (#1606), malformed MCP schemas retain their object properties (#1607), and immediate-order goal checks preserve research questions (#1605). Setup documentation now correctly identifies OpenRouter as the shipped default (#1609).

• 2026-09-26 🛠️ More reliable indicators and trading limits: Technical indicators retain their observation date and can reuse results lost during conversation compaction (#1590, #1601). All five Qlib158 WVMA windows now use absolute returns in the numerator (#1594); Benford checks preserve the correct leading digit at numeric boundaries (#1591). An explicitly zero exposure limit stays zero (#1593), and Dhan paper orders reject fractional or invalid quantities without rounding away input precision (#1595). Invalid optional numeric environment variables fall back to defaults while explicit configuration constraints remain enforced (#1592). Runtime triggers keep the correct field defaults and subclass factory behavior (#1599).

• 2026-09-25 🛠️ More reliable research sessions and channel diagnostics: A text column in a backtest CSV no longer discards the numeric metrics (#1579), and conversation compaction now counts reasoning content in its retained-message budget (#1582). Failed channel loads now log the actual exception (#1580); the Telegram guide clarifies that CLI and Web controls share the same API runtime (#1583). Robinhood portfolio reads reject malformed buying-power objects while keeping omitted or null values unknown (#1526). Leaving a chat also cancels pending history-scroll timers. Thanks @Shizoqua and @lorenzozanee!

• 2026-09-24 💱 A dollar line priced as pesos, Email and WebSocket in the Web UI, and a CI break from an SDK update: BYMA and the TSX list US-dollar lines beside their home-currency ones (GGALD.BA, DLR-U.TO), and an Argentine or Canadian backtest priced them in its single peso or Canadian-dollar pool. The loaders now admit a line only in its market's currency, as LSE lines already were, and every other declared quote currency travels with the data, so an answer names the right one (#1576). Hong Kong's RMB and USD counters (80700.HK, 9834.HK), which HKEX numbers in their own code ranges, are refused in a Hong Kong backtest for the same reason and quoted in their own currency. Stock profiles carry the listing's own venue and currency beside the issuer's fundamentals (#1577), grounding and symbol search know every market the data layer routes (#1575), and technical_indicators reports volume with the unit its source declares — board lots or shares, 100× apart (#1571). Email and WebSocket join the guided channel setup, with mail-server certificates now verified and settings writes closed to cross-site pages, and a plain IMAP login is upgraded with STARTTLS before the password goes out (#1544). Fixed: an explicit provider header lost to an ambient twin under openai 3.19.2, which had turned every PR's CI red (#1568); a backtest from a microsecond-resolution source was dated 1970 (#1560); a research goal that is plainly an order is refused again (#1562); a strict-bench OOS split could leave one side empty (#1559); HRP label alignment, cross-validation label order and non-finite quant inputs (#1555, #1556, #1557, #1558); the shadow-account overtrading window (#1563); and asset growth was read day over day (#1564). Thanks @Shizoqua, @zeus229 and @shadowinlife!

• 2026-09-23 🇦🇷 Argentine listings, a short book sized upside down, and the last half of the tail-risk gate: .BA symbols — BYMA equities and CEDEARs — route to Yahoo as their own ARS market, and the Web UI groups and labels them like any other; an Argentine backtest still fails closed until BYMA execution rules are modelled (#1543). The mean-variance and turnover-aware optimizers scored every position as if it were held long, so the strongest shorts got the least capital. Both now size on position returns, where a long and a short of two correlated names hedge each other instead of reading as correlated — on a +0.92 correlated pair the old objective put the whole book on the long, the new one splits it 0.51 / -0.49 (#1548). And a tail-risk figure now has to name its own field once a session holds more than one measure or confidence level, so an ES 95% can no longer quote the VaR 95% value under a call id (#1425). Fixed: Monte-Carlo validation annualises at the venue's bars per year instead of a hardcoded 252, so its Sharpe agrees with the rest of the same report (#1546); a futures order on a negative-price bar is no longer rejected outright (#1547); a factor's IC ratio is left unset for a negative baseline instead of reading real decay as healthy improvement (#1549); and two memories sharing a title under different types keep their own index rows and link targets (#1545). Thanks @zeus229, @Shizoqua and @he-yufeng!

• 2026-09-22 📅 Weekly and monthly bars, and a compaction replay that could lose evidence: get_market_data and backtests take 1W and 1M (rejected since 09-20 so 1M would not fetch minute bars). Every source still serves daily bars and the period bar is built from them, dated on the last trading day of its week or month, so a 21-month review is one call of 21 bars (#1479). A price index is stamped unadjusted instead of by what its source does to a stock (#1541). A read-only tool result that context compaction removed is restored from the run's own memory instead of fetched again, capped per run, and a write empties that memory so a regenerated file is read afresh (#1488). A tail-risk figure declared with a field ref is checked against that field, so a VaR 99% quoting the 95% value is caught (#1444). QVeris refuses stock and ETF bars, whose adjustment its search-ranked pick cannot state, and quotes priced per result (#1494). Thanks @sambazhu, @zeus229, @he-yufeng, @jw232 and @cgycorey!

• 2026-09-22 💸 A backtest that died when funding pushed cash below zero, and three more tools that read a rejected query as no data: a crypto funding debit can leave free cash below zero, and the next position the strategy wanted then found no size that fit, not even zero, so the run aborted with "planned order … exceeds available capital" (or "insufficient capital for position rebalance"). That open is now skipped and reported once as insufficient_capital, the bar's reductions still run, and a close whose loss exceeds its margin still aborts the bar as before (#1542). Block trades, margin trading and financial statements now tell Eastmoney rejecting a stale query apart from a genuinely empty answer, through the same check shareholder count, dragon-tiger and lockup expiry use. Answers in Spanish, German and other decimal-comma locales now ground 17,93 % or 1.410,00 CNY against the tool results, while two unspaced numbers like 1400,1777 stay two numbers, and a figure has to match its evidence to the precision it is written at (#1517). Thanks @turtle696966969696 for a trace reconciled to the cent, and @zeus229!

• 2026-09-21 🔌 IM channels configured from the Web UI, and 24 alphas that emitted a value computed from a missing bar: Settings now edits each IM channel with masked secrets, a connection test on the unsaved form, and a per-channel hot apply with no restart; DingTalk and QQ get guided setups (#1520, #1529), and every adapter logs through stdlib again, so diagnostics that a {} placeholder used to swallow reach the log (#1533). In the Alpha Zoo, a comparison whose operand is NaN because its window holds a missing bar reads False and emits a constant; the #1463 sweep, which nudged the bar by a tick, could not see it. A gap-versus-gap-free check found 24 more alphas, which now mask on their inputs' reach while a correlation undefined on complete data keeps its old verdict (#1523, #1534, #1463). Data: a lockup's free_shares is the unlocking quantity, not the float it was read from (#1513); dragon-tiger seats are ranked within each listing reason (#1512); shareholder-count history returns real periods (#1518); Tencent, Eastmoney and AKShare A-share prices are labelled dividend-additive (#1497); Gildata joins the A-share chain as a token-gated source (#1474); portfolios value any ISO-4217 currency and fail one source, not the snapshot, on a missing rate (#1510); connector account shows Binance, Futu and Trading 212 balances (#1539). New: Bahasa Indonesia UI and README (#1482). Removed: the Requesty provider — point openrouter at its base URL instead. Thanks @shadowinlife, @he-yufeng, @Shizoqua, @lorenzozanee, @cgycorey, @zeus229, @sambazhu, @Yoruxyv and @jastincheis!

• 2026-09-20 🛠️ Clearer data requests and everyday fixes: monthly 1M requests are now explicitly rejected instead of silently fetching one-minute bars (#1487); weekly/monthly support remains tracked in #1479. Welcome quick actions highlight the selected chip (#1500), DingTalk sanitizes downloaded filenames (#1506), Signal preserves text around mentions after emoji (#1478), and credit-spread tables merge equivalent 5 / 5.0 tenor columns (#1507).

• 2026-09-19 🛠️ Data errors that looked like missing disclosures or the wrong provider: A-share shareholder counts work again after an upstream column rename; rejected queries now report the provider's error instead of claiming the stock has no disclosure (#1490). Market-data provenance now names the loader that actually served each symbol, with the matching fallback flag and adjustment label, even when the requested SDK is unavailable (#1491). QVeris no longer overwrites indicators with an end date (#1496); adjustment selection, adjusted-response parsing and billing remain tracked in #1494. Thanks @cgycorey and @lorenzozanee!

• 2026-09-18 ✂️ A redacted answer that lost its row numbers, and one starved order counted as twenty-six: when the grounding gate released an answer with its unverified figures cut, a ranked table came back with (omitted※) where 1, 2, 3, the 12m in its headers and "3 names" in the prose had been. Every integer in a table cell counted as a measurement, and each cut figure's digits were then swept off the rest of the page. A column that numbers its rows is now structure, a plain integer beside words in a cell is read as it would be in a sentence, and the sweep never keys on a single digit; invented returns and multiples are still cut (#1471). In hold mode, the search that scales a basket down to the available cash booked a zero_size rejection on every step, so one contract the cash could not hold read as 26 lot-rounding failures; it is now one insufficient_capital (#1470). Fixed: a local: code in a backtest is served from your own dataset or refused, never filled from a network source (#1467); the event-study CAR standard error now includes the covariance between daily forecasts that share estimated parameters — with a 30-day estimation window the standardised CAR's variance on null events was 1.41–1.46 and is now 1.07–1.08 (#1466); a real historical_var / parametric_var result grounds the VaR it returned (#1464); and twenty alphas no longer fill a missing bar with a constant, while recursive smoothers skip the gap and continue under a rule that is now written down and tested (#1463). Later the same day: a plain LANGCHAIN_PROVIDER=openai setup with gpt-5.6-terra failed on its first tool call, because Chat Completions refuses function tools for the gpt-5.6 models unless the reasoning effort is none. The adapter now retries such a request once on /v1/responses, where the reasoning is kept, and remembers that route for the model (#1473). New: OpenCode Go / Zen as a built-in opencode provider that sends the x-opencode-session id the relay requires, in the compaction thread too (#1416, closes #1415). Merged: an entry memory GC archived is no longer handed to compression as well (#1450); the Patell z uses each normal-return model's own degrees of freedom (#1449); the microstructure estimators reject NaN and infinite inputs instead of returning a zero spread (#1451); a source that must never fall back to the network keeps that promise per symbol too (#1441); and a backtest checks the declared interval against the served bar spacing before annualising, so a daily file declared 1H is no longer annualised at the hourly rate and a weekly file annualises at 52 (#1432). Thanks @5gaLbt and @turtle696966969696 for the reports, and @tonydo, @Shizoqua and @chiww for the fixes!

• 2026-09-17 🔐 A Robinhood login that reaches several accounts, and a live gate that refused every real order while its tests passed: Robinhood can now be a read-only portfolio source that reads exactly one account, picked from Robinhood's own list with nothing preselected (#1428), and live trading binds each mandate to one account the same way (#1442). The runner and the pre-trade gate had been calling Robinhood with no account and reading its replies one level too shallow, so every reconciliation aborted and every order was refused, while the tests stayed green because their fixtures used a reply shape Robinhood never sends. Positions show unpriced until the quote reply is mapped. Fixed: a swarm worker saves its message log on every exit path that writes a summary (#1439); qlib158's up- and down-day counts no longer count a missing close as a flat day (#1459); a strategy's decay check no longer reads an infinite Sharpe as healthy (#1447); and a custom alpha-zoo root no longer replaces a bundled alpha of the same name process-wide (#1468). Thanks @balu1866 for the reply shapes, and @cgycorey and @0xouzm!

• 2026-09-16 🧪 Four numerical slips that each returned a plausible number: "low" sat in the sentiment lexicon as both a bullish and a bearish word, cancelling itself out (#1448); head-and-shoulders detection divided by a signed shoulder average, so lopsided shoulders on a negative-valued series passed the symmetry check (#1456); the options engine annualised over one bar fewer than the shared metrics, exaggerating short runs (#1458); and copula pseudo-observations ranked a missing value as the largest and gave ties arbitrary distinct ranks (#1453). Thanks @Shizoqua.

• 2026-09-15 🧮 A grounding gate that decided what a number was from the words around it: the check every market answer passes before release used to infer whether a figure was a price, a target or a metric from a catalogue of phrasings — 65 regular expressions that grew a fix commit per wording and could give a sentence and its translation different verdicts. The model now declares what each figure is in a figures block the reader never sees (observed, derived, proposed, cited, count); the gate reads only a number's shape and checks every declaration against the session's tool results. A rejected answer gets one correction that names each failing figure with the nearest observed prints, and if it still fails it is released with only those figures cut (（略※） / (omitted※)) instead of being replaced wholesale by a canned refusal, which remains only for an identity problem or a run that observed no price. While it waits, the chat shows "Checking the figures in this answer" in all eight languages. Before release it went through three rounds of adversarial review and real model runs, which added decimal commas, year-shaped prices, untagged code fences, integer prices of instruments quoted in the thousands, prices declared as counts and unchecked numbers reaching the stream. Metadata counts and metric-name tokens no longer ground a metric, and a sentence with several metrics is no longer rejected (#1418, #1420, #1421, #1426, #1433). Thanks @zeus229, @he-yufeng and @5gaLbt!

• 2026-09-14 🇰🇷 A-shares backtested as perpetual futures, and a swarm argument the model could set but never change: every branchless data source that serves A-shares — local, tencent, eastmoney, baostock, mootdx, sina — routed a pure A-share basket to the crypto engine, which applies none of the A-share rules (stamp tax, T+1, price limits, 100-share lots) and does charge an 8-hourly perpetual funding fee against the position. The run succeeded and its metrics were internally consistent, which is what made it dangerous; a pure A-share basket now reaches ChinaAEngine from every source (#1431). Separately, the swarm worker overwrote every tool call's run_dir with the agent workspace, so for the tools that declare it — backtest above all — the model could pass any directory and read none of it, while the error named no path. A declared run_dir is now honoured inside the workspace and refused outside it with the boundary named, and the backtest tool says which directory it checked (#1430, #1429). New: four connectors land together and the count reaches 18 — KIS (한국투자증권; a genuine 모의투자 paper sandbox on its own host, plus read-only live), Upbit (KRW crypto; paper + read-only live, capped because the exchange exposes no paper/live discriminator), Toss Securities (read-only live; the closed-order history is paged to completion and refused rather than truncated past the cap; read paths validated against a real account) and Scalable Capital's Agentic MCP as a fully read-only profile with an explicit tool allowlist and no order capability (#1407, #1408, #1409, #1417). Fixed: the shared SDK diagnostics told every broker's user to check Longbridge; they now name the affected broker's SDK or gateway in all eight languages (#1436). Thanks @chiww, @cgycorey, @as950118, @dudco and @tingkk!

• 2026-09-13 🗂️ A broker reply in the wrong shape that counted as an empty account, and run-card diagnostics that never reached the card: the portfolio layer read positions with an empty list as the default, so a reply that never carried a positions list — an MCP response with no mapping yet, or IBKR's official MCP answering without structured positions — became a source holding nothing, and the snapshot was stored as complete. That is exactly the quietly smaller portfolio the aggregation exists to rule out, so a read without a positions list is now refused: the source shows as an error and the snapshot is marked incomplete, while a genuinely empty account ("positions": []) still reads as empty. It surfaced while reviewing a new MCP connector whose holdings are not mapped yet. Separately, the run card kept only scalar metrics, so every dict- or list-shaped diagnostic the engine writes for card readers was dropped — a reader could see how many plans were rejected, but not for which symbol or why. Those metrics now travel in a structured_metrics block, capped at 4 KiB of UTF-8 JSON per metric with anything larger named under _omitted, and render in the Run Card tab in all eight languages (#1424). Thanks @cgycorey!

• 2026-09-12 📥 A dividend row that looks like a holding, and a number format where one misplaced separator is a thousandfold error: extraETF's CSV exports can now be read into the portfolio layer's position shape — read-only, standard library only, and failing closed on anything it cannot read without guessing (#1406, toward #1170). The Investments export becomes positions and the Transaktionen export becomes typed movements, so a Dividende row, which carries a quantity and a price of its own, is never read as a position, and a transactions file cannot pose as an empty portfolio. Numbers follow the export's German grammar exactly: 1.386,608 is 1386.608, a US-ordered 1,234.56 is refused rather than read a thousandfold off, and a value the eight-decimal wire format cannot hold is refused rather than rounded — 0,000000004 shares would otherwise have become zero. An unknown header (the error names both known column sets), an unknown transaction label, a movement with no instrument, and one instrument listed twice under a single portfolio ID are all refused, while the same ISIN under two portfolio IDs — the export's normal multi-portfolio case — stays two positions. The export carries no snapshot date, so the file's modification time is reported as source_mtime and no position claims an observation time. Nothing calls the reader yet; wiring it into the portfolio container is next. Thanks @cgycorey and @KaiLuettmann!

• 2026-09-11 📉 Eight years of Tencent history that came back as the last two, and an evidence gate that turned away every backtest the agent ran itself: Tencent's fqkline endpoint serves the last 500 bars of a window, not the first — a CSI 300 request for 2018-01-01..2026-06-30 returns 2024-06-06..2026-06-30 — while the loader paginated forward, stepped past the window after one page and returned a tail-only series with exit code 0 and no warning. It now walks backward from the end date, re-requests an empty page once before believing it, treats an error-shaped reply as a failure, and bumps the loader cache version so series cached by the old walk are never served again (#1411, closes #1410). refresh_strategy_evidence rejected every run produced by the backtest tool, because only the agent runtime wrote the state.json its ingestion gate reads; the tool now records success, failure and timeout itself, and the gate stays fail-closed for runs nobody vouches for (#1413, closes #1412). Concurrent cold-start data requests could come back _unresolved for symbols that were perfectly available: the loader registry marked itself initialised before its imports ran, so simultaneous first callers saw it empty — seven of eight in the reporter's run (#1405, closes #1403). A swarm worker's skills: list, documented as its allowlist, is now enforced by load_skill instead of only by the prompt (#1414), and the correlation skill's Engle-Granger example, which crashed on an unnamed series, now calls the tested quantlib functions instead of its own OLS fit (#1404). One more was ours: thirteen broker config files that hold API keys — alpaca.json, zerodha.json and the rest — were missing from .gitignore though its comment claimed them, so anyone whose VIBE_TRADING_HOME is the checkout was one git add -A away from committing credentials; a test now derives the list from the code. So was a paper cancel that answered for orders it never placed: the Zerodha, Dhan and Shoonya paper connectors simulate orders locally but read the real account, and acknowledged a cancel for any order id — a live one included, which would have kept working; they now accept only the ids their simulator issued. Thanks @shadowinlife, @alanwilhelm and @Shizoqua!

• 2026-09-10 🧾 A remediation message that named a variable nothing reads, and an adapted strategy that wore its parent's sign-off: when stooq answers with its anti-bot challenge page, the loader tells the operator how to route around it — and both halves of that advice were unreachable as printed. VIBE_TRADING_MARKET_DATA_ORDER_* is read nowhere: the registry builds MARKET_DATA_ORDER_<MARKET> and the config layer passes it to a bare os.getenv, so exporting the name as printed was a silent no-op and stooq stayed at position 2 of the US-equity chain. The other half, "drop stooq from it", is rejected outright — an override must be a permutation of the default chain, so a source can be reordered but not removed. The message now names the variable the registry actually reads and states the constraint, pinned to the registry rather than to a literal so it cannot drift again (#1402). Separately, the first half of description-driven strategy adaptation landed: an adapted strategy is a new artifact pointing at its parent through derived_from, the description may change universe, name and position sizing while the signal is copied verbatim, and the child starts with empty evidence so its numbers come from its own backtest instead of inheriting the parent's (#1391, refs #1149). Two gaps were closed on the way in, both one field over from the rule that PR was written to enforce. dataclasses.replace copies every field the call does not name, so the child came out UNVALIDATED while still carrying the parent's validator and approver — an independent sign-off worn by something that never earned it — along with an artifact_version and a model_version for code no model had generated yet. And the parent-evidence gate was reachable only from tests: register_adaptation never consulted it, so a stale or insufficient parent was written anyway, against what the substrate advertised. Its inputs are keyword-only and required now, so the check cannot be skipped by forgetting it. Thanks @chiww and @modelpath-dev!

• 2026-09-09 🚀 v0.1.15 released (Release notes, pip install -U vibe-trading-ai): 551 commits and 162 merged pull requests since 0.1.14, from 35 contributors. The theme of this cycle is data that says what it is — and three of the biggest fixes turned out to be the same bug wearing different clothes: a default that quietly substitutes a plausible value for a missing one, which is indistinguishable downstream from a real observation. The Alpha Zoo's NaN contract moved out of the individual alphas and into the registry: an alpha that branches on an np.where comparison never sees a NaN — the comparison is False — so blanking every declared input on one bar left 84 of 462 alphas returning a number anyway, each consumed as a real signal because dropna() is what keeps a gap out of an IC. The registry now masks output wherever a declared dependency is missing on that bar, and the same sweep afterwards finds none (#1377, closes #1376). The warmup half stays open and stated rather than quietly carried: 52 alphas still emit a value inside their own declared min_warmup_bars, and a registry-level warmup mask would also blank rows for alphas that merely over-declare, so that half needs a direction call rather than 52 PRs. Same class, second instance: pandas still defaults pct_change() to forward-filling, so a missing close becomes a 0.0% return that never happened; four PRs fixed one call site each, and an exhaustive sweep found 24 sites across 10 files — two of them inside the very files those PRs were editing. Third instance: the futures loader chain named tushare and akshare, and neither implemented a futures endpoint at all, so every contract fell through to the A-share equity endpoint. AKShare now serves Chinese contracts off the keyless Sina daily endpoints — dated and main-continuous, verified live across SHFE, CFFEX, GFEX and ZCE — while a global contract returns empty and reaches local instead of being priced as an equity (#1395). Prices themselves now carry the adjustment caliber they were served under, and a source whose caliber was never measured against a live payload reports unknown rather than guessing one (#1317). Live trading fails closed in five more places: a broker position read returning an API error, error envelopes arriving mid halt-sweep, the flatten latch across runner restarts, unresolved Alpaca submissions recovered by exact client ID across a restart, and buy-limit orders sized at the worse of quote and limit on both transports. In the backtest: options signals fill on the next bar rather than the date they were computed from, short option legs hold margin and gate opens on buying power, perpetual funding settles by bar span on 8h+ intervals, an over-committed rebalance basket scales instead of aborting, and a halted position marks at the last traded close instead of entry cost. In the agent loop: a session that had already fetched fundamentals, fund flow, margin and research data had those results cleared to free context, and the de-duplication ledger went on refusing to re-fetch them — 44 blocked retries in one run, ending in "fundamental data not retrieved" for data the model had already received; results reconcile by exact call identity now, and the no-progress budget counts observations rather than activity. The final batch to land before the tag is those same three themes in miniature. CL2412.NYMEX matched no symbol pattern — the bare dated form (CL2412) matched and the venue form (ES.CME) matched, but the way a contract is actually written matched neither — so a US crude contract ran under T+1, with no shorting, settled in CNY; Tushare's own exchange spellings had the mirror-image problem on the China side, and both halves classify now (#1396, closes #1394). The pct_change() call sites were being fixed one at a time (#1397, #1398) before the exhaustive sweep found the rest, and the same default sat behind TopN selection ranking assets that had no factor observations (#1399) and sentiment orthogonalization regressing on zeros it had filled in itself (#1400). China-futures runs now state which products were priced on a generic default instead of a table entry — rb's real margin rate is 0.10, the same number as the default, and "looked up" must not read like "assumed" (closes #1393). And the ML walk-forward example purges future labels (#1392). New this cycle: UK equities (LSE .L/.IL, with SDRT modelled as a purchase-side-only duty, because charging both sides overstated every round trip by half), Zerodha Kite Connect as the fourteenth broker (capped at paper plus read-only, since Kite exposes no runtime live discriminator), a read-only multi-broker portfolio across Web, REST, CLI and agent tool where a source that fails to refresh is an error excluded from the totals rather than a stale cache, fifteen Quant Library additions (Heston, Hierarchical Risk Parity, copulas, VPIN/Roll/Amihud/Kyle microstructure, barrier options with finite-difference Greeks, ISDA CDS, Key Rate Duration, Vasicek, factor IC, Ornstein-Uhlenbeck, Ulcer/Pain, event-study tests, group-purged CV), Brazilian Portuguese as the eighth locale, read-only Nobitex and Wallex, calendar-triggered partial rebalancing, swarm replay and retry, and an offline evals harness that emits NOT_EVALUABLE rather than passing when the instrumentation it needs is absent. Thanks to all 35 contributors of this cycle!

• 2026-09-08 🧪 An alpha that printed a number for a bar whose inputs were blank, and a spot-gold search that answered with a Swedish Bitcoin ETP: the Alpha Zoo contract preserves NaN through warmup and missing data, but an alpha that branches on an np.where comparison never sees a NaN — the comparison is False, so the ternary falls through to its constant. Blanking every declared input on one bar of a 462-alpha sweep, 84 alphas returned a number anyway, and since dropna() is what keeps a gap out of an IC, each of those constants was consumed as a real signal. The guard now sits in the registry rather than in each alpha — the output is masked to NaN wherever a declared dependency is missing on that bar — and the same sweep afterwards finds none (#1377, closes #1376). Eleven alphas were fixed for the other half of the contract, the warmup window (#1379, #1380, #1381, #1382, #1383) — and measuring that half the same way leaves 52 alphas still emitting a value inside their own declared min_warmup_bars. A registry-level warmup mask would also blank rows for alphas whose declaration is merely conservative, so that half stays open and stated rather than quietly carried. Separately, search_symbol("XAUUSD") returned exactly one candidate — VALOUR-BTC-0-SEK.ST, a Swedish Bitcoin ETP — which then locked the run's instrument identity; a metal or FX pair query is an exact instrument assertion now, keeping only candidates that name the same two legs in any spelling (#1282). Fixed: an announcement date carries no time of day, so on an intraday frame a filing became visible from the first bar of its own announcement day — a full session of lookahead. Sub-daily frames are refused now, with fundamental_subdaily="next_day" as the explicit opt-in (closes #1387). A metric claim formatted as a generic | Metric | Value | table escaped the analysis gate that rejects the same claim in prose (#1375), while the mirror-image error rejected a price word used as a formula variable — close/SMA50 > 1 was read as an asserted price (#1378, closes #1354). A pasted broker code (HK.00700, US.AAPL, SH.600519) scanned as no symbol at all, so every market tool answered identity_required (#1384). The three Archimedean copula CDFs returned wrong extreme values under strong dependence — Clayton 0.0, Gumbel 1.0, Frank inf — and are computed in log space now, verified against a 2500-digit reference across θ ∈ [-5000, 5000] (#1386, closes #1385). An MT5 order above the symbol's volume cap was silently clamped and sent, an eToro limit order with no limit price rested untriggered while reading as accepted, futu K-lines inherited an undeclared adjustment caliber, and BTCUSDT was routed through A-share rules — T+1 and no shorting, on a perpetual (#1388). Thanks @cgycorey, @Shizoqua, @he-yufeng, @Robin1987China, @laiyierjiangsu, @aminak58, and @nandofmike!

• 2026-09-07 🪙 A 50-ounce gold order rounded down to nothing, and a currency future priced at 1/2500th of its contract size: in a cross-market backtest the composite engine dispatches every symbol through one shared sub-engine per market, but only apply_slippage refreshed that sub-engine's own active symbol — so round_size and calc_commission used whichever symbol had synced it last. A 50 oz gold position sized against FX's 1,000-unit micro lot rounded to 0, gold futures were charged the index future's rate-based fee (6.90) instead of their own flat one (20.00), and swap used the 100,000-unit standard lot rather than the 100 oz metal lot (#1370). Separately, _extract_product could not read a symbol whose product code contains a digit or ends in a letter that doubles as a month code: 6EZ4, 6JH25, M2K, MYM2503 and FESX2503 all fell through to the default multiplier of 50 — for 6E the true figure is 125,000 (#1369). Symbols now resolve against the multiplier table itself, longest match first, which also covers the dated forms (M2KZ4) and prefix collisions (SILZ4 vs SI). Fixed: four Alpha Zoo factors printed a hard ±1 or 0 through a trading halt and inside their own declared warmup, because a NaN comparison is False rather than NaN and the ternary fell through to its constant. min_warmup_bars is metadata that nothing trims, and what keeps a gap out of an IC is dropna() — so those constants were consumed as real signals (#1371, #1372, #1373, #1374). Measuring the whole zoo the same way puts 82 more alphas in the same shape; rather than one PR per alpha, that is now tracked as a registry-level guard in #1376. Strategy-discovery evidence also resolved position size once for the whole run instead of per regime, and a single unparseable benchmark cell could erase every evidence row that run produced (#1368). New: a run that keeps issuing tool calls without gaining information now stops after eight iterations with a visible recovery request, instead of spending its whole budget on path discovery — the reported case burned ~35 iterations re-guessing the same rejected paths. An identical call is refused from its second failure rather than its first, so one honest retry after a rate limit or a timeout still runs (#1363, closes #1353). Thanks @Shizoqua, @be-student, and @nandofmike!

• 2026-09-06 🛡️ A buy limit sized at a price it would never fill at, and an audit that returned PASS having verified nothing: the MCP order gate priced a quantity order from the live quote alone, so a limit at twice the market cleared a cap sized for the quote and could fill at twice the authorized notional. It is sized at the worse of quote and limit now — the rule the direct-SDK path already used — and an unparseable limit price is denied rather than waved through (#1361). The report auditor skipped every point with no fetched value and then reported PASS because nothing had failed, certifying a report backed by no evidence at all; that fails closed now (#1362). Fixed: metrics survived a failed analysis tool, and the new exemption for attributed figures — right for a paper's Sharpe, wrong for a price this run is meant to observe — would have passed Analysts say TSLA.US last traded at 412.35 USD. with no tool call behind it (#1338, closes #1336); a cash-dividend row killed the whole trade-journal parse (#1356); compaction re-opened the de-duplication ledger by tool name, so clearing one argument variant left the rest gated (#1358); the compliance ledger refused its first append on Windows (#1261). New: Zerodha Kite Connect makes 14 brokers — read and paper only, since Kite exposes no runtime paper/live discriminator (#1193); Nobitex and Wallex add Iranian Toman pairs for 27 data sources, neither able to silently degrade into a USD-quoted venue (#1263); native Anthropic calls cache the static tools-and-system prefix instead of resending it at full price every turn (#1366). Thanks @cgycorey, @ashutoshsinghpr7, @saju01, @he-yufeng, @Emad211, @averatec0773, @birdxs, and @AirHua-byte!

• 2026-09-05 🔓 A price the model invented passed the check in English but was caught in Chinese, and an agent that could not re-read data it had already fetched: the grounding gate matched close but not closed, so The stock closed at 412.35. with no tool call behind it went straight through, while the identical fabricated claim in Chinese (该股收盘 412.35。) was rejected. last traded at and quoted at had no rule at all, and Chinese had the mirror-image hole — 成交价 / 最新价 / 股价 / 收报 all missed. Both vocabularies are complete now, the English forms require a following "at" so volume and deal phrasings stay out, and a new suite asserts the two languages reach the same verdict per case instead of checking each in isolation. Separately, a session that had successfully fetched fundamentals, fund flow, margin and research data then had those results cleared to free context — and the de-duplication ledger went on refusing to re-fetch them, 44 blocked retries in one run, ending in "fundamental data not retrieved" for data the model had already received. Clearing a result now re-opens that tool, the ledger keys on arguments rather than the tool name, and the token budget counts tool-call arguments instead of scoring a 100 KB payload as ten tokens (#1349, #1341, #1352, closes #1343). Fixed: every backtest launched from the Web UI segfaulted on aarch64 — sandbox rlimits ran Python in the forked child of a multi-threaded server, undefined behaviour per POSIX; they are applied after exec now (closes #1355). GC=F and XAUUSD were classified as China A-shares (#1280); BRK.B.US and other dotted class shares fetched an empty chart (#1351); a fully invested rebalance basket aborted on a commission overdraft instead of scaling to fit (#1344, closes #1274); percentage-point deltas — 3.6pp, 3.6 个百分点, 250 基点 — were read as quoted prices (#1346); joined crypto pairs like BTCUSDT went unrecognised while spot platinum resolved to a crypto pair that does not exist (#1265); strategy-store history came back oldest-first when timestamps tied (#1347); the Codex adapter discarded the model the provider reports (#1348). New: market context stated earlier in a conversation can narrow symbol resolution, behind VIBE_CONTEXTUAL_IDENTITY_CONSTRAINTS (#1269); the investment-committee workers get the fundamental data panel their prompts already assumed (#1345); deterministic USD-M tolerance calibration from recorded comparisons (#1248). Thanks @nandofmike, @atomfive, @thisisjun786, @cgycorey, @saju01, @he-yufeng, @aminak58, @AirHua-byte, @lorenzozanee, @ethanstoner, @Shizoqua!

• 2026-09-04 🩺 Every Claude 5 run failed on the first request, and a halted position was marked back to what you paid for it: langchain-anthropic moves temperature into extra_body for the current Anthropic SDK, and our self-heal only popped the top-level key — so the retry re-sent exactly the field the API had just rejected, and every run on claude-sonnet-5 / claude-opus-5 died at the first call (#1330, closes #1329). In backtests, a position held past the forward-fill limit was re-marked at its entry price: equity printed a drawdown with no market event behind it, and rebalance sizing ran against that phantom mark. A halt of any length now marks at the last traded close, while order fills still refuse a stale price (#1332, closes #1318). Fixed: three ways a commit-time adjustment could widen the mandate you approved — a stringified number skipped the numeric check, True passed as a number, and an instrument whitelist had no comparison at all; cash-only stays the floor of the leverage axis rather than an invalid type, so the safest mandate is still committable (#1285). The elapsed clock survives switching pages, reloading, and reopening a session from history (#1340, closes #1339), and the seven open npm advisories in the frontend and desktop lock files are patched. Thanks @averatec0773, @he-yufeng, and @Jackzigen!

• 2026-09-03 📡 A data source that never answers, and dated figures that could not be proved: stooq serves non-browser clients a JavaScript proof-of-work page — HTTP 200 with an HTML body — which the loader read as "no data", so position 2 of the US-equity chain was dead weight on every fetch with nothing in the run log to show for it. It is now recognised as unavailable, with a one-time warning naming how to reorder or drop the source (#1342, closes #1315). Separately, a generic tool result carrying both a price and its date lost the date on the way into the grounding ledger, so a dated claim had no evidence that could match it and a correct answer was refused; timestamps are carried now, and a row's own date overrides one inherited from the payload (#1333). Fixed: the MCP wrappers for goal evidence and status demanded a goal id that the registered tools document as optional, so a client meaning "the current goal" got a validation error (#1331); the Codex adapter discarded the token counts the provider reports, leaving usage accounting on a character-count estimate (#1334). New: the swarm's MCP stdio path gets real subprocess coverage in place of a note saying it was untested (#1335). Thanks @he-yufeng and @Shizoqua!

• 2026-09-02 💵 The last two loaders that booked dividends as losses, and an explicit source that answered as someone else: FMP and Tiingo still served raw OHLC while the rest of the chain served adjusted prices — the same ex-dividend gap read as a real drop, closed for Yahoo on 08-31 and now closed for both (#1320, closes #1296). Their rows in the price-caliber table were corrected in the same change: a frame that is adjusted must not be stamped raw, or the mixed-caliber warning added in #1317 is checking a label instead of the data. FMP also moved to the Stable endpoint, and an explicit source="fmp" now fails loudly instead of returning another source's numbers under FMP's name (#1276, closes #1270). Fixed: a ticker inside full-width parentheses — 公司名（代码）价格 — was split from its own figure, so the unsourced-symbol gate never saw the two together (#1326, closes #1260); every references/ link in the bundled skills now resolves both for the agent and for a human who clicks it on GitHub (#1328). New: Brazilian Portuguese joins the interface as the eighth language (#1327). Thanks @lorenzozanee, @thisisjun786, @cgycorey, @jw232, @ethanstoner, and @nandofmike!

• 2026-09-01 🎯 Options backtests filled at the price the signal was computed from, and a naked short could sell premium it could never cover: a signal dated T priced off T's own close and IV — phantom edge in every options backtest, not just adversarial ones. Signals now fill on the next bar, and short legs post CBOE-style margin checked against buying power (#1299, #1306). Fixed: perpetual funding settled once a day against the engine's own 3x/day model (#1307); a 1x short was exempt from liquidation entirely (#1298); composite runs dropped India T+1 and failed open on every price-limit band (#1309). New: every served frame states its price caliber — adjusted, raw, or honestly unknown — and a mixed-caliber run says so (#1317, closes #1301). Thanks @he-yufeng, @cgycorey, @lorenzozanee, and @guestccc!

• 2026-08-31 🧮 Yahoo booked every dividend as a loss, and the rebalance count you were shown had nothing to do with the fills: both Yahoo paths served dividend-unadjusted OHLC while the rest of the chain served adjusted prices, so every ex-dividend gap read as a real drop in any US-equity backtest Yahoo won. OHLC now scales to Yahoo's adjclose and the yfinance path requests the adjusted series; volume stays raw on both (#1287). Measuring the chain to verify that turned up something worth stating plainly: sina and longbridge still serve fully unadjusted prices, so which source you land on still changes the price caliber — that gap is now tracked in #1301. Separately, rebalance_count counted target-weight changes, not executions: a constant-target SPY/BND strategy reported one rebalance against 1,269 trades. Requested and executed are now separate metrics, the executed ones derived from immutable fill records (#1281, closes #1275). New: rebalance_mask runs partial rebalancing on a calendar or on explicit dates instead of every bar (#1277, closes #1273); the HTML alpha-bench report now carries the survivorship-bias disclosure the JSON already had, naming the constituent source and its as-of date (#1289). Fixed: one unresolved symbol no longer strands the rest of its batch — the chain retries only the missing ones and provenance names the source each symbol actually came from (#1288); a halt sweep could latch an episode it never swept, and two concurrent completions could lose each other's record (#1254); a working Futu OpenD connection rendered as unavailable because its health report omitted connection_state; the desktop updater read a permission-denied process probe as "backend exited" (#1284); and a session backgrounded mid-turn kept its sidebar spinner for the life of the tab (#1257, closes #1256). Thanks @he-yufeng, @cgycorey, @thisisjun786, @bonyohana, @lorenzozanee, and @iagop03!

• 2026-08-30 🇬🇧 LSE equities arrive without turning pence into pounds, and closed markets stop firing live triggers: .L symbols now work end to end through Yahoo → yfinance → local market-data fallback, stock profiles and financial statements, trade-journal and Shadow consumers, and GBP-settled backtests. The loader treats .L only as a venue marker: declared GBp/p prices are divided by 100, GBP passes unchanged, and USD, other, or unknown currencies are rejected before the statically GBP accounting layer. Per-symbol conversion provenance survives cache round trips, and the cache version was bumped so older unsafe entries cannot return; UK execution also uses whole shares and slippage_uk (#1206, closes #1205). Fixed: market-triggered live ticks stop before broker reads while all attached markets are closed, while interval-only and event-driven channels remain ungated (#1253); Run Detail scrolls and clamps long prompts, then collapses them again when switching runs (#1258); non-backtest runs route to Studio instead of a blank dashboard, and an empty trade-artifact array no longer hides a populated trade_log (#1259). Thanks @cgycorey, @he-yufeng, and @iagop03!

• 2026-08-29 🛑 A kill switch that skipped its own action, and a crypto pair that resolved to a different coin: when a halted channel's broker reads failed — the adapter returns an error envelope instead of raising, and the sweep iterated it as a list of orders — the sweep marked itself fired anyway. The cancel-and-flatten the kill switch exists to perform was silently skipped for that episode, and nothing retried it. It now latches only once a broker write has been attempted, claims each halt episode exclusively so two runners cannot duplicate a close, and no longer reads a broker rejection wrapped in a transport-level success as accepted (#1244). Separately, asking for ETH-USDT returned AETHUSDT-USD — Aave Ethereum USDT, a different asset — because symbol search never covered exchange pairs and Yahoo's nearest string won. Exact pairs now resolve against the venue catalogs, which are public and need no broker account (#1242, closes #1234). New: built-in connectors publish a machine-readable onboarding contract, so vibe-trading connector setup and the Portfolio connection center drive one generic flow, secrets kept per connection in the OS keyring (#1250). Fixed: stream retries escalate and honour Retry-After (#1208); a sleeve whose target rounds below one lot is reported instead of silently trading zero times (#1235); and an explicit benchmark is measured over the evaluated window, not the fetched one, so yesterday's warm-up boundary no longer compares two periods. Thanks @cgycorey, @pengpengyi92, @lorenzozanee, @goatyyc, @ethanstoner, @QG8000, and @turtle696966969696!

• 2026-08-28 📏 Backtests that crashed, and backtests that quietly graded a year you never asked for: every cross-market backtest died on v0.1.14 — the runner deliberately passes bars_per_year=None for a basket spanning markets, and the new risk x-ray called math.sqrt on it. Two more consumers had the same gap; all four now resolve None through one shared span-derived factor (#1239, closes #1237). The quieter one: a long-lookback strategy needs bars from before the period you asked about, so the agent moved start_date back a year to feed MA200 — and then graded that year. A run billed as ten years reported eleven, with the extra year's trades, CAGR and benchmark folded in, nothing raised, and the metrics internally consistent. warmup_bars (or evaluation_start_date) now separates the data window from the evaluation window: warm-up bars prime the indicators and reach nothing else (#1240). New: quantlib gains Heston (1993) stochastic-volatility pricing, Hierarchical Risk Parity, Gaussian and Archimedean copulas, microstructure estimators (VPIN, Roll, Amihud, Kyle) and finite-difference barrier Greeks — 306 tested functions across 23 modules (#1195–#1198, #1203). Fixed: eight skill reference links pointed at paths read_file cannot open, so those documents silently failed to load. Thanks @cgycorey, @santhreal, @turtle696966969696, and @wanderkiller!

• 2026-08-27 🛑 The kill-switch sweep now survives restarts and stops trusting a flaky broker: during a halt, the cancel-and-flatten sweep counted any broker response as success — but the MCP adapter turns a failed call into a {"status": "error"} envelope, so a dropped connection produced a compliant-looking audit trail while the resting order stayed live; error envelopes now fail closed in both passes (#1232). The sweep's fired-once latch also lived only in memory: a restart with flatten orders still working replayed the whole sweep — a fresh market order per position, enough to flip a long book net short; the latch is now persisted next to the HALT sentinel and bound to its halt episode, so clearing and re-tripping still re-arms it (#1233). New: every market's data-source fallback order is visible and reorderable in Settings → Data Source Priority — hot-applied, persisted per market (MARKET_DATA_ORDER_*), and strictly a reordering: adding or dropping sources is refused, and without an override the defaults are untouched (#1231); Binance USD-M reconciliation results now land as tamper-evident drift evidence artifacts — strict JSON, fail-closed on incomplete or unsupported snapshots, no order surface (#1230, toward #1030). Thanks @he-yufeng, @sambazhu, and @honginp!

• 2026-08-26 ♻️ A live Alpaca order that loses its broker response stops being a mystery, and gold backtests stop being frictionless: the order gate now durably owns every Alpaca submission before the broker write, recovers the outcome by exact client_order_id only, attributes fills against the signed position delta, and HALTs on any contradiction — recovery never resubmits (#1213, #1221, #1222). Fixed: metals used FX pip/lot conventions, making gold's spread ~1,460× too cheap and rounding positions under 1,000 oz to zero (#1226); Futu HKD holdings were valued as USD, overstated by roughly the USD/HKD rate (#1228); Shadow Account read PnL keys the runner never emits, so every successful backtest reported PnL = 0.00 (#1217); streamed LLM calls never requested usage, under-reporting swarm output tokens ~18–36× (#1225). New: opt-in read-only Binance USD-M account snapshots — two allowlisted signed reads, no order surface (#1229, toward #1030); portfolio OAuth reconnects run in a bounded subprocess that cannot strand the web process or the callback port (#1211). Thanks @Elfsa-Miranda, @P1Piyush, @JaxonHu1024, @he-yufeng, @honginp, and @goatyyc!

• 2026-08-25 🛡️ Two live-gate fail-opens closed, and purged CV stops wiping the training set between test blocks: Alpaca shorts booked as positive exposure (qty is a magnitude, direction lives in side), so selling more loosened max_total_exposure_usd instead of tightening it — quantity is now signed on both the TAP JSON and direct-SDK paths (#1209); OKX/Futu reads flattened a rejected API call into "empty book, status: ok", letting the mandate gate evaluate limits against nothing — they now return the error envelope the gate fails closed on (#1212). Both are Phase 0 of the audit roadmap in #1207. Fixed: combinatorial purged CV treated non-contiguous test blocks as one span, purging every training observation between them; segments now purge individually and an emptied fold raises (#1204); the credit-risk functions refuse NaN/inf inputs instead of returning NaN scores or a "grey" verdict (#1215, closes #1214). New: swarm workers retry with capped equal-jitter backoff (#1210, toward #1208), and vibe-trading --swarm-retry <run_id> / /swarm retry reruns a failed run, keeping completed tasks with --resume (#1194). Thanks @he-yufeng, @santhreal, @Robin1987China, @pengpengyi92, and @SiMinus!

• 2026-08-24 🔗 IBKR's official MCP goes from "lists tools" to a working read-only portfolio source, and scheduling gets an agent tool that cannot act alone: #1178 fixed the URL, but IBKR's gateway still rejected FastMCP's stock OAuth client registration before login. An IBKR-scoped OAuth provider — browser-profile headers, token_endpoint_auth_method: none, a stable callback port, and stale-registration recovery, applied only when the MCP host is api.ibkr.com — completes authorization (#1186), and the live-account-verified get_account_summary / get_account_positions tools now back the generic account/position reads, making ibkr-live-official-mcp-readonly an eligible /portfolio source (#1190, closes #1126). New: the agent sees exactly one scheduling tool, scheduled_research — its propose_create/propose_cancel never touch the job store until you confirm on the surface you are on (Web card, CLI y/N, or an exact confirm/确认 reply in IM), delivery targets are opaque operator-configured refs that never expose a raw chat/user id, and a job past its end_at expires instead of firing again (#1187). Fixed: the comps and three-statement engines now refuse non-finite inputs everywhere they enter the arithmetic — a NaN peer metric had been included in the multiple distribution and dragged the median to NaN, and abs(nan) > tolerance is False, so a NaN balance sheet sailed through the hard balance check (#1184, closes #1183); get_market_data validates codes, dates, source and interval before burning the loader fallback chain on a malformed call, and its source enum stopped silently rejecting six registered loaders (#1185); Feishu QR login now persists the app credentials it receives exactly once — atomically, owner-only — instead of reporting a success that did not survive the process (#1188); the risk-analysis skill doc's historical-VaR order statistic now matches the code (#1189). Thanks @sykuang, @goatyyc, @AirHua-byte, @Robin1987China, @cgycorey, and @youngjincho02-arch!

• 2026-08-23 🔌 The IBKR MCP seed named the wrong URL, and closing one LLM adapter closed them all: The seeded official IBKR read-only MCP profile, the README and SKILL.md all pointed at https://api.ibkr.com/v1/api/mcp; IBKR's own AI-integration page publishes https://api.ibkr.com/v1/api/mcp-public, and the seed, all six READMEs and SKILL.md now name it — re-run vibe-trading connector configure ibkr-live-official-mcp-readonly --yes if your agent.json still carries the old URL. The OAuth client-registration step that IBKR's gateway rejects is still open in #1126 (#1178). Fixed: ChatLLM.close() closed LangChain's process-wide cached HTTPX clients, so one finished title-generation or image-vision call left every later request failing with "client has been closed" until a restart — only transports Vibe-Trading created itself are closed now (#1182); a service restart mid-reply dropped the streamed text and left the attempt running forever — partial replies are now checkpointed and reconciled as an explicit interrupted transcript entry on the next start (#1180). New: Web chat attaches up to five files per turn through the picker, drag-and-drop, or clipboard paste (#1179). Thanks @c020627 and @AirHua-byte!

• 2026-08-22 💼 A Portfolio page — your holdings across brokers, read-only: Pick any read-only connector profiles (connection instances over account.read + positions.read; the IBKR official-MCP profile is not yet eligible) and the new /portfolio page aggregates them into immutable snapshots with per-source provenance, USD/CNY valuation, CSV export and a history chart. A source that fails to refresh is reported as an error and excluded from the totals — never carried forward — and the snapshot is marked incomplete. The portfolio_summary agent tool returns risk_xray_args that feed the existing portfolio_risk_xray, and vibe-trading portfolio show|refresh|sources prints the same snapshot in the terminal. Read-only connector plugins you write yourself live under ~/.vibe-trading/connectors/ (a manifest declaring any write capability is rejected; secrets go to the OS keyring via the [keyring] extra), and nothing on this path can place an order (#1072, toward #1171). Fixed: thirteen Alpha Zoo factors forward-filled a missing close before computing returns, turning a data gap into a finite "0% return" — the gap now stays NaN (#1172); independent MCP clients on one http/sse server shared a single fallback research-goal session (#1173); memory GC and compression left stale FTS rows and orphaned relation sidecars (#1174); cancel_run() never reached a swarm worker already streaming — the stop now interrupts the stream, skips that turn's tool calls and lands as a cancelled task (#1175); MCP get_research_reports dropped beginTime/endTime (#1176); get_options_chain answered a wrong-cycle expiration with ok: true and another date's contracts (#1177). Thanks @goatyyc, @Shizoqua and @cgycorey!

• 2026-08-21 ⏱️ Runs that hung forever: A bash timeout killed the shell but not the grandchildren holding its pipe handles, so a run sat "running" for 20+ minutes. Commands now spawn in their own process group, a timeout kills the whole tree, a stall watchdog ends a run making no forward progress, and compaction stopped discarding the model's own verification records (#1169). Fixed: multi-year Tencent history silently truncated at 500 bars (#1154). New: swarm runs replay only their failed subgraph (#1158, closes #1157); Market Watch shows each monitor's latest verdict inline (#1156, closes #943); quantlib reaches 286 tested functions (#1159–#1168). Thanks @wiliao, @cgycorey, @he-yufeng, @BigFishEmily, @santhreal, @SiMinus, and @alinv0!

• 2026-08-20 🚀 v0.1.14 released (Release notes, pip install -U vibe-trading-ai): 272 commits and 74 merged pull requests since 0.1.13. The headline is that a finished backtest is now something you can read rather than a folder of CSVs. Run Detail grows four tabs — Factor Research (IC series with its mean line, IC statistics, quantile-group equity, and a pairwise IC correlation matrix that existed nowhere before), Positions (weight pie/treemap on a date slider, sector net-exposure bars, weight-evolution area — the pie is gross composition and the bars are net, so a long/short pair in one sector nets to zero on the bars while both legs stay visible on the pie), Tearsheet (monthly-returns heatmap, annual bars, top-5 drawdowns annotated onto the equity curve), and an interactive research dashboard with KPIs, benchmark-relative equity, rolling Sharpe and the full trade ledger. All four read artifacts a run already writes — no new pipeline. A new Options Lab page adds an expiry payoff diagram, a spot×IV scenario matrix, portfolio Greeks and a live options chain, computed through the same test-pinned engine the MCP tools use. Install: Intel Macs can pip install vibe-trading-ai again — smartmoneyconcepts pulled in llvmlite, which ships no macOS x86_64 wheel from 0.46 on, so every Intel install became a CMake source build; it is now the opt-in [smc] extra and the stale <3.14 cap is gone (#1035). New: evidence-gated Strategy Discovery across the Alpha Zoo and the SDM store, with a population path, read-time freshness (fresh/aging/stale) and stale rows failing closed out of recommendations; scheduled research that delivers itself through a leased outbox and persists each monitor's verdict for the Market Watch list; seven read-only Futu endpoints; Vietnam (HOSE) as a backtest market; offline USD-M account reconciliation; Novita AI and GitHub Copilot providers; a hosted MetaTrader 5 data source; Spanish and German locales; and MCP grows to 74 tools. Correctness: the test suite stopped escaping into your real config root, where a full run had been appending synthetic order_rejected records to the live hash-chained audit ledger; build_registry() no longer returns a short tool list in silence; xirr survives long-horizon discount underflow and DCF refuses non-finite inputs instead of returning a negative share price; .VN symbols stopped executing under China A-share rules; the backtest archive stopped mixing two runs' artifacts; and a broad grounding pass ended a class of false refusals on dates, ordered lists, identity constants in rate formulas, and order lines read as quotes. Thanks @Shizoqua, @shadowinlife, @pengpengyi92, @cgycorey, @ofeksh-tr, @lorenzozanee, @AndyLongest, @zzz607, @wiliao, @jay79-boop, @Robin1987China, @Echoandelementwebsites, @zhiwuyazhe-fjr, @x-lambda, @sykuang, @straun-repo, @nstavros, @ngoanpv, @miguelangelo78, @lukiod, @jax-novita, @honginp, @he-yufeng, @fixXxerTech, @er-s-an, @daviddaco1, @birdxs, @QCYTSN, @549236606-oss and @1psconstructor.

• 2026-08-19 🔌 Stalled runs, a per-task connection leak, and Intel Macs that could not install: A silent provider used to freeze a run — VIBE_TRADING_LLM_TIMEOUT_SECONDS (default 300s) now bounds the call, and tool-call markup is never released as a final answer (#1105). Every swarm task leaked a pooled HTTP connection (#1145, closes #1141). Also fixed: vibe-trading show <run_id> crashing (#1147, closes #1146), overwritten in-flight deliveries (#1140), dropped backtest validation evidence (#1139), MCP paging (#1137, #1138), and non-finite prediction-market fields (#1136). New: seven read-only Futu endpoints (#1135) and an explicit Inferred chip on guessed strategy titles (#1134). Install: smartmoneyconcepts is now the [smc] extra — the llvmlite it pulled in ships no macOS x86_64 wheel, turning every Intel Mac install into a cmake source build (#1035); the <3.14 cap goes with it. Thanks @wiliao, @cgycorey, @Shizoqua, @Echoandelementwebsites, @549236606-oss, and @fixXxerTech!

• 2026-08-18 🈶 Correct reports stopped being refused, and backtests stopped trading noise: \b is Unicode-aware, so 最 counts as a word character and (2026-07-14最低) had no boundary after the day — the date survived the mask and 2026, 7 and 14 reached the OHLC check as prices no observed range can contain (#1132, closes #1122). Four refusals of the same family went with it: a dash-form trading day (08-10(一)), a level stated as a range leaving -20 behind, a GTC line (100 @ $3.50) read as two observed quotes, and a report-style date cell that matched no evidence row at all. Backtests: position_adjustment="hold" dropped a requested resize in silence, and "rebalance" had no drift band — measured, a 0.01% daily move re-pinned a position on 19 of 30 bars, so a strategy with its own rebalance_freq traded every bar regardless. Dropped requests are now reported, and rebalance_tolerance is the band practitioners mean by "rebalance when weights move more than X", defaulting to 0.0 so no existing run changes. Nineteen industry-neutralized alpha101 alphas had been skipped on every SP500 bench run for want of a sector tag that was already in the table the constituents come from. New: a Market Watch monitor can push its briefing to an IM channel once the run finishes, through a persisted outbox that a restart cannot lose and a concurrent sweep cannot double-send (#942); German is the seventh UI language (#1117); run_dcf refuses non-finite inputs instead of returning a plausible negative share price (#1121, closes #1120); the MCP get_market_data response carries the _provenance its own docstring promised (#1131); a tool module that fails to import is named rather than quietly shrinking the registry (#1129, closes #1124); and offline USD-M account reconciliation compares local risk state with an exchange observation without opening a connection (#1106). Also: importing backtest.runner no longer loads a .env into the process, which had made a local full-suite run untrustworthy on any machine that has one (#1123). Thanks @Robin1987China, @newgo, @er-s-an, @Shizoqua, @1psconstructor, @honginp, @cgycorey, @alinv0, and @jelech!

• 2026-08-17 🔒 The test suite stopped writing into your real config root — including the live audit ledger: Running the project's own suite appended fabricated order_rejected records to ~/.vibe-trading/live/audit.jsonl, an append-only, hash-chained ledger whose entire value is that its entries cannot be manufactured, and on Windows left a corrupted chain file behind. conftest.py had no config-root sandbox at all, so every module that baked Path.home() / ".vibe-trading" at import time resolved against the real home on any platform — Windows was worse only because Path.home() reads %USERPROFILE% there and ignores $HOME, leaving the isolation idiom the suite had been using inert. Home is now redirected before collection, the sandbox owns a single knob so per-test isolation still wins, and session end asserts the real ledgers are byte-identical instead of merely checking that the redirect was installed (#1118, closes #1116). Also: xirr and money_weighted_return raised ZeroDivisionError on horizons past ~51 years, where the discount factor underflows to zero — exactly the long, irregular streams XIRR exists for (#1119); and a backtest archived into an active run merged with the previous one's artifacts, so a single report could describe two different backtests while /runs/{id} listed the leftovers as its own (#1094). Thanks @lorenzozanee, @straun-repo, and @pengpengyi92!

• 2026-08-16 🔧 Anthropic runs no longer die on recovery, and symbol search stops reporting empty results as healthy: Recovery paths appended mid-conversation system messages that the Anthropic API rejects, killing the run — recovery steering now travels as user messages with inline <system> tags (#1112, closes #1109). search_symbol returned zero candidates with both sources reporting ok for ticker+name queries, so identity never locked and every data tool refused; the Yahoo path now reports such queries skipped instead of a misleading ok (#1114, closes #1108). Also: LANGCHAIN_REASONING_EFFORT is now honored on the Anthropic branch through a model allowlist (#1115); the Tencent loader recovers from CERTIFICATE_VERIFY_FAILED via the certifi CA bundle (#1113); the revenue - cogs gross-profit fallback is no longer dead code (#1111); and swarm workers use the shared truncation helper, so sub-agents always see the cut notice (#1110). Thanks @lorenzozanee, @straun-repo, @x-lambda, @cgycorey, and @Shizoqua!

• 2026-08-15 🛡️ Safer desktop updates, reliable Windows packaging, and factor research in Run Detail: The dormant updater boundary now retains owned-process evidence for cleanup retries, probes TCP listeners instead of HTTP health, reserves recovery journals atomically, binds Authenticode and hashes to the same staged bytes, and rechecks immediately before launch (#1101). Windows packaging now owns bounded, checksum-verified Electron downloads and extracts the pinned GTK asset as data through 7-Zip instead of executing its flaky legacy installer; native Windows CI covers exit codes, timeouts, runtime assembly, NSIS, and packaged startup (#1104, closes #1093). Run Detail gains IC series and statistics, quantile equity, and IC correlation with bounded artifact traversal and finite JSON payloads (#1099, closes #1100); universal hash locks are verified natively on Linux, macOS ARM64, and Windows (#1102, closes #1089). Thanks @QCYTSN and @shadowinlife!

• 2026-08-14 ⚙️ A reasoning setting that did nothing, and runs that stopped while they could still recover: LANGCHAIN_REASONING_EFFORT was silently a no-op for almost every provider — only direct OpenAI ever received it, so setting high on DeepSeek changed nothing and said so nowhere. Effort now reaches both transports through each adapter's own field: Chat Completions by default, the Responses API when LANGCHAIN_USE_RESPONSES_API=true. The providers given a top-level reasoning_effort are a verified allowlist rather than everything that speaks the OpenAI wire format — an endpoint that validates its request body strictly rejects an unknown key and fails the call, so the cost of guessing wrong is every request, not a missing setting (#1025). The grounding gate also stops handing back "confirm and continue" while a deterministic read-only recovery is still available: an unresolved instrument now drives search_symbol → get_market_data on its own bounded budget instead of spending the run's iterations and failing closed (#1092, closes #1081). New: an Options Lab page — multi-leg payoff diagram, spot × IV scenario matrix, portfolio Greeks and a live chain, computed by the existing payoff tool and quantlib rather than a second implementation of the math (#1096); a backtest tearsheet tab with a monthly-returns heatmap, annual returns and top-N drawdown episodes (#1091); tickerall as the 25th market-data source — hosted MetaTrader 5 forex/metals bars with no local terminal on any OS, explicit-only so a broker key is never a silent fallback target, and a truncated history window is an error rather than a quietly short series (#968, closes #897); and Novita AI plus GitHub Copilot as built-in providers (#1059, #990). eToro gains asset-class browsing by instrument type, and copy trading now refuses a demo account with a stated reason instead of failing obscurely (#1070). Thanks @cgycorey, @Shizoqua, @shadowinlife, @miguelangelo78, @jax-novita, @sykuang, and @ofeksh-tr.

• 2026-08-13 🎯 Backtest reports show the book that actually filled: positions.csv held the optimiser's target weights, so a report could claim 80% exposure while lot rounding, fees, or a blocked order left the portfolio near 20% — and those targets also fed the invested-weight metrics and the risk x-ray. Fills now go to positions.csv, requests to target_positions.csv (#1082). Run Detail gains a research dashboard at ?view=dashboard (#1084), and Spanish is the sixth UI language (#1087). Also: get_research_reports was returning HTTP 400 for every A-share symbol (#1077); IBKR quotes separate the tier requested from the one applied (#1075); .env.partial is written atomically (#1086); the Docker workflow pins actions to commits and hash-locks channel SDKs (#1088); and the grounding gate stops reading support/resistance ladders and all-time highs as observed prices (#1060). Thanks @AndyLongest, @daviddaco1, @zzz607, @jay79-boop, @lukiod, @birdxs, and @wiliao.

• 2026-08-12 📏 A-share volume no longer jumps 100× when the fallback source changes: Five sources in the A-share fallback chain reported board lots while BaoStock reported shares, and because the serving provenance carried no unit, a fallback could silently rescale every volume-based signal. Loaders now declare volume units per market, provenance exposes the unit of the source that actually served each symbol, BaoStock converts shares to board lots at the loader boundary, cache v4 prevents pre-fix entries from resurfacing, and a live-data cross-source regression requires settled-day values to agree within 1% (#1065, #1067, closes #1062). The ten-PR correctness pass also gives eToro complete runtime status and a five-locale SDK-connected UI (#1051); makes scheduled-run DELETE return a truly empty 204 (#1068); renders Alpaca's direct-SDK account payload in the CLI (#1073); normalizes Ollama roots to /v1 at the credential boundary used by the real model constructor (#1074); turns Docker Codex OAuth stdin EOF into actionable TTY guidance (#1054, closes #1050); stops Markdown ordered-list markers such as 1. from becoming unsupported numeric claims (#1063); makes two-character memory queries such as GE behave the same with or without FTS5 (#1071); and prices zero-volatility European options from discounted forward intrinsic value, restoring exercise-side logic and put-call parity (#1066). Thanks @shadowinlife, @ofeksh-tr, @zhiwuyazhe-fjr, @zzz607, @pengpengyi92, and @Shizoqua.

• 2026-08-11 🧠 Compaction stops dropping conversation content, and a swarm retry can no longer delete its own run: Auto-compaction sliced the serialized history at a hard 80,000 characters before summarizing, so anything past that cut reached neither the summary call nor the preserved tail — it vanished with no error raised, against the function's own "zero info decay" guarantee, and the slice landed mid-object so the summarizer was handed invalid JSON. History is now packed on message boundaries and folded chunk by chunk through the existing iterative template; a single message too large for one chunk becomes labelled fragments instead of a truncation, and an empty model reply no longer wipes the summary accumulated so far (closes #1055). The new retry-time artifact cleanup ran shutil.rmtree on run_dir/artifacts/<agent_id>, where agent_id arrives unvalidated from a preset and user presets load from ~/.vibe-trading/swarm/presets/, so an id of .. resolved to the run directory itself — the path is now refused unless it is one safe segment resolving inside that run's artifacts directory. Plus technical_indicators RSI moving to the Wilder-EWM convention its own docstring already claimed, where a plain rolling mean can shift a reading across the 30/70 boundary (#1056); excess_return re-derived from the corrected benchmark total so the two fields stop contradicting each other inside one metrics dict (#1058); swarm deliverable validation rejecting ok/success-keyed raw tool envelopes passed off as analysis (#1052); a retried worker no longer inheriting the failed attempt's report.md (#1053); and worker prompts ordered so the agent-invariant blocks form one cache-eligible prefix (#1057). Thanks @Shizoqua and @Echoandelementwebsites.

• 2026-08-10 🚀 v0.1.13 released (Release notes, pip install -U vibe-trading-ai): 408 commits and 162 merged pull requests since 0.1.12 — the largest release so far. The headline is a fix, not a feature: the identity gate stops refusing answers it already had the evidence for. A well-formed question would spend minutes on real tool calls and then return "cannot safely confirm instrument identity or price evidence". The causes: .SS and .SH were treated as different instruments, so every Shanghai ticker was permanently ambiguous; a failed side query could demote an already-locked identity; Yahoo's HTTP 400 on every CJK query was recorded as a source failure instead of "not listed here"; a hardcoded per-tool whitelist blocked 11 of the 17 documented argument spellings; Chinese answers were rejected for writing 雅虎 or 元 rather than the ASCII loader name; and a thousands separator split ¥1,309.22 so 1 was compared against the observed range. Conceptual questions and comparison reports no longer dead-end either. A quote outside recorded OHLC evidence is still refused. New: src/quantlib — 249 tested functions across 17 modules (options, bonds, credit, econometrics, VaR/CVaR/EVT, attribution, event studies, purged CV) reachable from the CLI, Web UI, REST API and MCP through the read-only quantlib_call, so skills import finance math instead of carrying formulas in markdown; a valuation engine (run_dcf / run_comps / three-statement) whose one rule is that a missing input makes a model NOT RUNNABLE rather than silently defaulted; an entity + irregular cash-flow spine (XIRR / MOIC / DPI / TVPI, TWR / Modified Dietz via cashflow_performance) kept deliberately parallel to the bar engines; governance in every run — a hash manifest over prompt, skills, tool registry and package versions, plus a hash-chained fsynced audit ledger where even a self-rehashed edit is caught one record later; four read-only data tools on free public sources (SEC 13F with quarter-over-quarter diffs, ETF look-through where a CSI-300 tracker resolves to 342 positions covering 98.66% of net assets instead of the quarterly top ten, prediction markets as labelled implied probability, and arXiv/OpenAlex with source-anchored claims); six institutional commands (/comps /dcf /attrib /memo /earnings /screen); investor lenses as a standalone skill; five scheduled-research playbooks; a desktop Electron shell with checksum-pinned Windows packaging and safeStorage; eToro as the 13th broker connector; Korea (KRX) as the 9th backtest engine; an OpenBB Workspace bridge; Canadian equities end to end; and sentiment, technical_indicators, options_payoff, orderbook_depth, ModelScope and vibe-trading update. Correctness: SEC periods are keyed on their (start, end) span — annual figures had been returning a single quarter, a 4.2× understatement; Tushare A-share prices are corporate-action adjusted, where a raw return across an ex-date was off by up to 47 percentage points; bar_returns no longer records a trading halt as a 0% move; annualisation covers all 24 data sources; a sandbox gap is closed where generated code could import the broker layer or reach socket/subprocess through a renamed binding; and mixed-currency composite backtests are refused instead of summed into one equity curve. Thanks @santhreal, @shadowinlife, @Robin1987China, @he-yufeng, @QCYTSN, @Shizoqua, @honginp, @cgycorey, @wiliao, @ngoanpv, @x-lambda, @ofeksh-tr, @00EVA, @zwrong, @yrk111222, @su322, @hhj123123, @dineeshd, @sambazhu, @ddy4633, @tyj147454413-cmd, @y85998607, @JungHoonGhae, @shugaoye, @TSENGCHIENFENG, @darkknight4563, @MuggleJinx, @klmtseng, @ebujinovch, @g0rdonL, @AmirF194, @Echoandelementwebsites, @yagnikpipaliya, @dvirarad and @1anter.

• 2026-08-09 🪟 Secure Windows packaging, Canada markets, ModelScope, and Alpha Zoo over MCP: Windows desktop packaging now assembles a checksum-pinned embedded Python 3.12 runtime and x64 NSIS review/signing paths, plus Electron safeStorage for an allowlisted credential set. The renderer can set or clear secrets but never read them; plaintext configuration migrates once; decrypted values reach only the owned backend; and both unsigned review and signed builds fail closed on the wrong signature state. No installer artifact was published from this PR (#1015). Canadian equities now work end to end: .TO/.V symbols are classified in CAD, route through Yahoo → yfinance → local fallback, execute under Canada-specific GlobalEquity rules, benchmark against XIC.TO, and refuse mixed-currency aggregation. Strict USD-M historical backtests can also opt into position_adjustment=rebalance while preserving collateral, funding, fees, realized P&L, liquidation behavior, and immutable fill evidence across increases and reductions (#1024, #1019, closes #952). ModelScope joins the built-in providers through its official OpenAI-compatible hosted-inference endpoint, with Qwen/Qwen3.5-27B as the default (#1011); the new vibe-trading update distinguishes wheel installs from editable/source checkouts, installs the exact release it checked, and verifies fresh metadata without downgrading (#1020); and alpha_zoo plus bounded alpha_bench now reach MCP (64 tools), with horizon/result/output-path limits and safe report creation (#979). Verified Python and frontend lock refreshes also update grouped dependencies, postcss, and akshare (#1021, #1023, #1026, #1027). Thanks @QCYTSN, @wiliao, @honginp, @yrk111222, @zwrong, and @cgycorey.

• 2026-08-08 🧱 Desktop shell, eToro, atomic rebalancing, and a broad reliability pass: A source-first Electron host now owns the existing backend lifecycle — random loopback port, per-launch secret, five-locale startup recovery, and owned-process cleanup — while eToro joins with path-separated demo/real profiles; live risk-increasing actions remain mandate-gated and audited, and API capability surfaces are authenticated under enforced CSP (#923, #989, #961). Backtests gain opt-in atomic same-direction rebalancing with immutable fill evidence; Shadow splits mixed markets by settlement currency without invented FX aggregation and honors the configured runtime root; indicators use consecutive unsampled history; negative-equity drawdown and empty insolvent cross accounts are handled correctly (#951, #997, #1017, #1005, #958, #959). OpenAI Codex OAuth gets a separate synchronized credential store and one-shot 401 recovery; proxy opt-out covers sync and async clients; sandboxed runs retain their canonical root; scheduled research isolates malformed records and fixes interval-timezone validation; lowercase 4h requests return true four-hour bars (#1014, #995, #1012, #1003, #1004, #1013). QQ replies retain source message IDs, long model slugs remain readable, and the agent stops when evidence is sufficient (#1008, #1006, #1010). Thanks @QCYTSN, @Shizoqua, @ngoanpv, @hhj123123, @su322, @Robin1987China, @shadowinlife, @dineeshd, @honginp, @santhreal, @00EVA, @x-lambda, @ofeksh-tr.

• 2026-08-07 🛡️ Fewer false refusals, a closed sandbox gap, QVeris on MCP: The grounding gate stops rejecting well-formed answers over numbers that were never prices — confidence scores, indicator readings, moving-average windows, year-less dates like 8/5, percentage ranges, and a trading plan's own trigger levels (close ≥ 6.45 is a condition, not a quote) — while a quote outside recorded OHLC evidence is still refused, and a price table dated 08-05 now matches its evidence instead of every cell coming back unavailable (#1001, #983). Sandbox: generated strategy code can no longer import the broker layer, nor reach socket/subprocess/os.system/ctypes through a renamed binding — both were accepted before, and src.quantlib still imports. QVeris discovery/inspect/execute join the MCP surface (62 tools), with the cost quote read from the marketplace instead of trusted from the caller (#976, closes #964, thanks @shadowinlife). Plus HK market-data fallback routing repaired with a new Tencent HK source, yfinance crypto routed to the crypto engine, memory entries written and recovered with their .md suffix, MCP list/dict arguments tolerating JSON-string clients, and Portfolio Studio artifacts surfaced in run detail (#1000, #970, #984, #993, #980, #982, #966, #973, thanks @he-yufeng, @ngoanpv, @sambazhu).

• 2026-08-06 🧮 A tested finance-math layer + valuation engine + irregular cash flows + wired-in governance: src/quantlib replaces the formulas that lived as markdown inside skills with one tested implementation each — options, bonds, credit, econometrics, VaR/CVaR/EVT, attribution, event studies, multiple-testing control, purged cross-validation — 265 functions, reachable from the CLI, Web UI, REST API and MCP via the new read-only quantlib_call tool. A valuation engine (run_dcf / run_comps / three-statement) refuses to run on a missing input instead of silently defaulting it, and a new entity + cash-flow spine admits NAVs, capital calls, and coupons (XIRR/MOIC/DPI/TVPI and TWR/Modified Dietz via cashflow_performance; crypto L2 impact cost via orderbook_depth). Every run now writes a hash manifest, the audit ledger is hash-chained so tampering is detectable, and all 30 swarm presets were re-audited — a deliverable no granted tool can compute is now declared as such instead of invented.

• 2026-08-05 🔭 Institutional holdings, ETF look-through, prediction markets, research papers: Four read-only data tools, all on free public sources — SEC 13F books with quarter-over-quarter position diffs; ETF constituents across markets (a CSI-300 tracker resolves to 342 positions covering 98.7% of net assets, not the quarterly top ten); event contracts as labelled implied probability; and arXiv/OpenAlex search that marks what a source does not state instead of inferring it. Plus five scheduled-research templates, six institutional commands (/comps /dcf /attrib /memo /earnings /screen), investor lenses as a standalone skill, and an agent core that traces every number back to the tool that produced it.

• 2026-08-04 🔧 Correctness pass: fundamentals, A-share prices, oversized results: SEC reporting periods are now keyed on their (start, end) span — a 10-Q files the true quarter and the year-to-date frame under the same end date and fiscal period, so period="annual" had been returning a single quarter for AAPL FY2018–2020 (a 4.2× understatement) and every fiscal-Q4 slot in a quarterly series carried the full-year figure; get_fundamentals("AAPL.US") no longer answers ok:true with an all-null panel. Tushare A-share prices are now corporate-action adjusted in both the factor bench and backtests — a raw close-to-close return across an ex-date was off by up to 47 percentage points (300750.SZ, 2023-04-26) — and the CSI300 bench masks each date to its point-in-time index membership. Cross-market composite backtests refuse a mixed-currency code set instead of summing CNY, USD and KRW into one equity curve; option legs are marked at the volatility they were opened at, removing a fabricated day-zero P&L of up to +93% of premium; oversized tool results are paged by whole record with an explicit total instead of being cut mid-JSON; and calc_metrics reports tracking error and benchmark beta.

• 2026-08-03 ⏰ Timezone-aware scheduled research + unblocked stock screening: Scheduled jobs now take an optional IANA timezone and evaluate cron on that zone's wall clock, so a cadence survives DST — a spring-forward gap is skipped and a fall-back ambiguous time runs once — while cron fields gain comma lists and ranges (1,3-5), jobs without a timezone keep UTC semantics, and the web UI gains a Scheduled page in all five locales where it previously had no scheduling surface at all (#954, closes #953, thanks @ngoanpv). A screening request no longer dead-ends: a many-candidate shortlist counts as an answer rather than a stalled resolution and retires once a candidate is locked, and price validation stops reading ticker digits, localized dates, share counts, and position costs as quoted prices — while still refusing any quote outside recorded OHLC evidence (closes #955). Agent memory also gets exact index-anchor matching and a respected result bound (#956, #957, thanks @santhreal).

• 2026-08-02 🧠 Live model discovery, truthful runtime identity, and a verified dependency refresh: Settings now discovers configured-provider models on demand with stable warning codes and five-locale controls, while each reply records and reloads the immutable provider/model/reasoning identity that actually served it—cleared safely when sessions change (#924, thanks @QCYTSN). Nine hash-locked Python updates plus jsdom/postcss also landed with exact-version imports, 330 focused tests, the production build, 373 frontend tests, full main CI, and Dependency Graph green (#949, #948); the breaking MCP 2.0 bump remains unmerged pending a complete lock/runtime migration (#950).

• 2026-08-01 🧮 Options strategy analytics + market sentiment + auditable USD-M research: A new options payoff workflow analytically calculates expiry P&L extrema, exact breakevens—including continuous zero-P&L intervals—engine-aligned entry commissions, and spot × IV scenarios through Agent and MCP (#946, rebuilt from #883, thanks @he-yufeng). The read-only sentiment tool scores arbitrary text locally and retrieves the crypto Fear & Greed Index without an API key (#939, thanks @Robin1987China). Strict USD-M backtests now persist ordered fill, funding, risk, and liquidation events plus a fidelity summary, while rejecting unsupported 100× intervals (#936, thanks @honginp). Reliability improvements also ensure symbol and venue resolution precedes market-data calls, final quoted prices are checked against recorded OHLC evidence, scheduled research retries transient failures, and nested MCP results serialize cleanly.

• 2026-07-31 🔧 USD-M liquidation lifecycle + technical indicators + user-level state dirs: Opt-in perpetual_strict mode settles historical funding before fills and executes isolated/cross margin breaches as real liquidations (#903, thanks @honginp). A read-only technical_indicators tool computes RSI/MACD/Bollinger/SMA/EMA through the existing loaders (#921, refs #920, thanks @Robin1987China). Sessions, runs, swarm runs, and uploads now live under ~/.vibe-trading (relocatable via VIBE_TRADING_HOME) with a one-time automatic migration (#925, closes #904, thanks @MuggleJinx). Plus ten correctness fixes — Yahoo .SS classified as A-share, bare/prefix-style A-share codes, slash-delimited crypto pairs, nan/inf guards (#919, #926–#935, thanks @santhreal).

• 2026-07-30 🎨 Rebuilt WebUI + Korea (KRX) market + an OpenBB Workspace bridge: The web UI lands its guided-minimalism overhaul — no first-frame flash, one durable activity object per turn with a live reasoning whisper and a reload-safe tool trail, LLM-written session titles, full five-locale parity. Korea equity (KRX: KOSPI/KOSDAQ) becomes the 9th backtest engine — execution-time ±30% band, long-only, 2026 0.20% transaction tax, optional pykrx loader (#693, thanks @JungHoonGhae) — plus an OpenBB Workspace bridge (#817, thanks @shugaoye) and a read-only Taiwan snapshot tool (#848, thanks @TSENGCHIENFENG). Correctness: daily price bands are judged at execution time, not from the decision bar's close; a session runs one attempt at a time (HTTP 409) and a user stop is its own terminal state (#676, thanks @tyj147454413-cmd). Plus durable traces (#662), secret-scrubbed tool results (#675), fail-closed tool arguments (#913/#911, thanks @santhreal), direct-OpenAI reasoning_effort (#755, thanks @1anter), and numeric guards across the risk x-ray / edge density / options engine (#909/#908/#907).

• 2026-07-29 🔧 Gap-safe returns + liquidation risk modeling + a risk x-ray in every run: bar_returns no longer erases the real move across a trading halt longer than the forward-fill window — the resumption move was silently recorded as 0, understating volatility and inflating Sharpe — and an inf prior price can no longer read as a clean −100% (#895, thanks @darkknight4563). Annualisation now covers all 24 data sources at every interval, with a coverage test that fails CI when a loader lands without entries (#891, closes #884, thanks @Robin1987China). USD-M perpetual research gains deterministic isolated & cross margin liquidation evaluation (#889, thanks @honginp), and every portfolio backtest now emits risk x-ray artifacts (risk_xray.json/.md) with headline concentration/vol/drawdown metrics (#900, thanks @he-yufeng). The connector CLI now loads ~/.vibe-trading/.env, so env-sourced broker credentials resolve again (#902, closes #901, thanks @MuggleJinx). Plus indent-preserving channel message splits and skill-frontmatter parsing at EOF (#867/#861, thanks @santhreal).

• 2026-07-28 🔧 Next-gen Claude models unblocked + sign-safe returns: Claude models that deprecate the temperature field (opus-4-7, opus-5, sonnet-5) now work — the adapter drops the field when the API rejects it, retries once, and remembers the model, so no per-release patch is needed (#890, closes #856, thanks @yagnikpipaliya). Non-interactive vibe-trading run now injects a host session id: research-goal tools previously failed on every call while the run still reported success (#885). Buy-and-hold returns are sign-safe — a near-zero prior close no longer explodes the compounded benchmark, and an exact-zero close no longer yields inf/nan (#872, thanks @darkknight4563). The frontend moves to Node 22 + React Router 8, clearing a high-severity advisory.

• 2026-07-27 🔧 Correlation integrity + vn.py 4.0 export repair + an encoding batch: The rolling correlation matrix no longer forward-fills missing closes — a halted session was being scored as a fabricated 0% return against the peer's real move, distorting the matrix (#873, thanks @ddy4633). The vn.py export skill is repaired for the vn.py 4.x layout, where vnpy.app.cta_strategy no longer exists upstream — templates now import from vnpy_ctastrategy (#869, thanks @y85998607). Plus a six-fix batch: UTF-16 BOM decoding in the document reader and trade-journal CSVs, currency symbols stripped before numeric coercion, BTCUSDT-style symbols inferred as crypto, lowercase 1h/1d intervals annualized correctly, and CJK characters preserved in skill directory slugs (#862, #863, #864, #865, #866, #868, thanks @santhreal).

• 2026-07-26 🔒 Dependency lock + universe transparency: Docker’s hash-locked install works again, with a new CI lock check (#858, closes #847). alpha bench now discloses CSI300/SP500 sources, counts, degraded fallbacks, and survivorship bias (#859, closes #845). Actions and five frontend dependencies were also refreshed (#850–#852).

• 2026-07-25 🔧 Perpetual realism + MCP crash fix + a correctness batch: USD-M perpetuals gain margin state contracts (#798, thanks @honginp) and the engine now consumes historical funding rates instead of fetching-and-ignoring them (#819, thanks @g0rdonL). MCP dataclass results no longer crash on a false Circular reference detected (#849, thanks @Echoandelementwebsites), and alpha bench CLI/HTML forward the _meta survivorship disclosure (#841, closes #797, thanks @AmirF194). Plus 12 correctness fixes across journals, connectors, and channels (#799–#810, thanks @santhreal), and a real account label in CLI balances (#843, closes #846, thanks @Robin1987China).

• 2026-07-24 🔀 Memory Tier 2, composable optimizer constraints + an interval-handling sweep: Persistent memory gains Tier 2 structural organization (#815, thanks @shadowinlife), and backtest optimizers accept composable weight constraints (#818, thanks @he-yufeng). Correctness: the daily-bar validator can opt in to non-positive prices — opening on negative bars while still rejecting zero (#816, closes #571, thanks @darkknight4563). Plus a 19-PR loader interval-normalization sweep: lowercase 1h/4h/1d/1w aliases accepted everywhere, unsupported intervals now fail fast instead of silently returning daily bars, Yahoo 4H maps to 1h, and MT5 accepts 1W/1M (#812–#838, thanks @santhreal), a trade-journal fix for Eastmoney Excel-serial dates (#811, thanks @santhreal), and a README nav-anchor fix (#840, thanks @dvirarad).

• 2026-07-23 🔧 Reliability sweep + strict alpha-bench surfaced + opt-in memory lifecycle: A 22-PR contributor batch. A broad reliability sweep fixes timeframe handling end to end — yfinance 1M→monthly (not minute), CCXT 1W/1M, akshare/india-broker rejecting unsupported intervals instead of silent daily, and the Tiger/Alpaca/OKX/Shoonya/Longbridge connectors keeping 1H/4H as hour bars — plus trade-journal Excel-date normalization (eastmoney float YYYYMMDD, Futu/Tonghuashun serial dates), finite-JSON report_audit, blank holding_days validation, and Feishu/CLI markdown table edges (#778–#794, thanks @santhreal). MT5 trading_history now coerces numpy scalars so JSON serialization no longer dies on int64 (#776, closes #774, thanks @shadowinlife), and PIT fundamentals dedup restated rows and stop the snapshot regressing to an older fiscal period on a late restatement (#772, closes #771, thanks @klmtseng). New: alpha bench --strict finally wires the strict same-universe random-control + OOS gate that shipped unreachable since 0.1.9 (#796, closes #773, thanks @he-yufeng), an opt-in memory lifecycle (quality scoring, Ebbinghaus decay, archive-only GC — all off by default) (#733, closes #732, thanks @shadowinlife), and backtest rebalance-notes artifacts + turnover metrics (#795, thanks @he-yufeng).

• 2026-07-22 🚀 v0.1.12 released (Release notes, pip install -U vibe-trading-ai): The correlation regime timeline adds a GET /correlation/regime endpoint + an opt-in Correlation-tab strip — edge density run through a causal hysteresis state machine that marks FUSED market episodes, descriptive risk context rather than a signal (#756, closes #719, thanks @ebujinovch). Provider endpoint resolution now falls back to each provider's canonical base URL and gracefully handles non-SSE endpoints, fixing the native zai provider on glm-5.1 (#758). Plus a strict-JSON / finite-number reliability sweep across metrics, factors, pattern, session, and journal (#761–#770, thanks @santhreal) and a Binance maintenance-bracket decouple that keeps -PERP backtests zero-credential (#757, thanks @honginp). Rolls up ~90 fixes since 0.1.11.

• 2026-07-21 🔧 Data-loader completeness + a reliability fix sweep: Partial market-data results now complete the missing symbols through the fallback chain and fail closed instead of silently shrinking the backtest universe (#689, closes #681, thanks @xkam7ar), and OKX bars use the history-candles endpoint with rate-limit retry for deep backfills (#644, thanks @tyj147454413-cmd). Plus a fix sweep: the MCP network guard accepts IPv6 / case-variant hosts (#750, thanks @Robin1987China), trade-journal parsers skip blank/NaN symbol rows (#749, thanks @Robin1987China), the Shadow Account skips the mined entry-hour gate on daily bars (#748, thanks @Robin1987China), and MiniMax regional API endpoints are selectable (#731, thanks @octo-patch).

• 2026-07-20 🔀 Providers, MetaTrader 5, and a reliability sweep: Native Anthropic Messages API (optional [anthropic] extra, #695, thanks @jelech), SiliconFlow (#565, thanks @UNHNQ), and iFlytek Spark (#537, thanks @FenjuFu) join the provider roster, and a MetaTrader 5 (Exness) broker connector + mt5 forex/metal data source lands (broker connectors → 12, #481, thanks @StaniellG). Plus a provider-agnostic llm-vision OCR engine (#548, thanks @shadowinlife), an 80× signal-alignment vectorization (#698, thanks @shadowinlife), historical Binance USD-M funding/bracket data (#716, thanks @honginp), a swarm MCP-discovery cache (#704), and a reliability consolidation closing 13 SSE/session/CLI/swarm/scheduler issues (#584, thanks @xkam7ar). Correctness: options partial-close now honors the requested quantity instead of flattening the lot (#577), centralized provider credential resolution (#563), queued-cancel handling (#641), a frontend streaming-DOM race (#717, thanks @Marnie0415), and the connector CLI renderers (#726, thanks @nareshkps).

• 2026-07-19 🔧 Real US/HK stock-news articles + MCP factor-analysis fix + a robustness pass: The stock-news tool now returns real Yahoo Finance articles (title/url/source/published/snippet) for US and HK tickers instead of related-instrument matches, still routed through the frozen IP-throttled client (#730, thanks @yxhuang). The MCP factor_analysis tool is realigned to the registered tool's real CSV contract, so calls no longer die on KeyError before running (#715, closes #635, thanks @Robin1987China). Plus a robustness pass: the whole Kimi K-series (k2/k3/…/for-coding) now auto-forces temperature=1 as the API requires (#701, thanks @sambazhu), and split_message, PDF page ranges, and trade-journal date filters all fail fast on degenerate or inverted input instead of hanging or silently returning nothing (#727–#729, thanks @santhreal).

• 2026-07-18 🔧 Binance crypto fallback + parallel-execution and correctness fixes: A Binance loader joins the crypto historical-data fallback chain (#643, thanks @tyj147454413-cmd), and the IBKR connector moves to a thread-local connection pool with snapshot quotes, fixing hangs under parallel agent runs (#636, thanks @MikeCer). Plus a correctness pass: factor analysis rejects non-positive n_groups, inverted period ranges and non-positive detection windows fail fast, an unnamed DatetimeIndex in the correlation matrix is handled, equity.csv nav/value column aliases are accepted, and empty A-share codes are no longer coerced to 000000.SZ (#709–#714, thanks @santhreal). A correlation-rewiring stability factor joins the academic zoo (#705, thanks @ebujinovch), the fundamental zoo is whitelisted for factor analysis (#707, thanks @sambazhu), persisted run state is now fsync-durable (#645, thanks @tyj147454413-cmd), and the dev extra installs the documented Black/Ruff toolchain (#634, thanks @xkam7ar).

• 2026-07-17 🧩 Correlation-regime skill + a broad backtest / data / live-safety correctness pass: a new correlation-regime detection skill (bundled skills → 88, #557, thanks @ebujinovch), a Longbridge runtime connection card (#569, thanks @fanfpy), and user-defined swarm presets loaded from ~/.vibe-trading (#570, thanks @darkknight4563). Plus hardening across the stack: silent-data-corruption fixes in the Futu / Tencent / CCXT / mootdx loaders, look-ahead-bias and strict-OOS guards in the factor bench and Shadow Account, live-trading safety (signed exposure caps, atomic daily order limits, consent-first mandate commits, fail-closed live state), and journal / QVeris-budget / swarm / CI-gate improvements (#552, thanks @xor-xe; much of the correctness work by @xkam7ar).

• 2026-07-16 🔧 Dependency lock repaired + Windows settings save fix: the hash-verified runtime lock is regenerated so Docker's pip install --require-hashes resolves cleanly again, fixing the incompatible caio/pydantic-core/websockets pins (#564, closes #558, thanks @tianrking). Saving Agent LLM settings from the Web UI no longer returns HTTP 500 on Windows — the POSIX-only os.fchmod hardening is now platform-guarded, with a regression test for platforms without fchmod (#561, thanks @CRui5in).

• 2026-07-15 🧮 Backtest correctness + Portfolio Studio core: A 10-PR convergence pass made rebalances causal and order-independent, charged terminal close costs, reported fill-derived turnover, enforced exposure caps, and kept validation output finite and strict (#530/#531/#532/#540). Charts now reuse the run's actual data source, repeatable market queries are no longer dropped, and .env loads refresh cached config (#535/#544/#554). Portfolio Studio #456 and config bug #541 are closed; provider fixes #528/#529 closed too. Thanks @YZY0108, @santhreal, @Robin1987China, @xkam7ar, @Marnie0415, and @marichu99.

• 2026-07-14 🌉 Longbridge market data + modern MCP transport + provider reliability: Longbridge joins the historical-data fallback layer with key-gated credentials, date-window splitting, strict completeness checks, and an opt-in SDK dependency; four China-market flow tools gain verified Tushare fallbacks, and negative final equity no longer crashes backtest metrics. The MCP server now supports Streamable HTTP, write_file safely recovers aliased or missing path arguments, hypothesis updates reject unsupported fields, and Correlation requests are authenticated. NVIDIA NIM is now a first-class provider across Web Settings and both CLI onboarding paths, with a versioned compatibility User-Agent to address the reported 403; Web Settings now writes to the canonical ~/.vibe-trading/.env, migrates legacy configuration, and reports permission failures clearly, fixing the DeepSeek save-time 500 (#534, closes #516/#524; #528/#529). Thanks @fanfpy, @asahikiko, @santhreal, @sTunnaSu, @abhishekjaisinghani, @huangcheng, @ShiroKSH, @Meru143, @DIEGOD79, and @not-knope for the code, reports, and diagnosis.

• 2026-07-13 🔒 Security hardening: all 10 external-audit findings closed + contributor batch: every finding from the 2026-07-10 external security audit (issue #476, discussion #468) is now addressed on main — Docker multi-stage rebuild with digest-pinned images, an AST-hardened backtest sandbox blocking network/subprocess/eval/os.environ/unsafe-open (including inside nested function bodies), short-lived single-use SSE auth tickets, hardened Compose (read-only rootfs, dropped capabilities, resource limits), auth + rate limiting on /correlation, security headers, hash-locked dependencies, and more. Also merged: opt-in TAP mode for Alpaca key isolation (#377, thanks @0xZKnw), realized portfolio turnover surfaced in backtest metrics (#478, thanks @Robin1987China), a Frazzini-Pedersen betting-against-beta academic factor (Alpha Zoo → 461, #480, thanks @YogeshModi24), a look-ahead-bias fix across all 5 portfolio optimizers (#487, thanks @YZY0108), and two preflight/provider-config fixes (#479/#484, closes #477/#482, thanks @ananaymital/@Bortlesboat).

• 2026-07-12 🧪 Strategy Development Manager + contributor fix batch: the new strategy-dev-manager skill (#87) turns academic papers and broker research into registered factors/strategies with a persistent artifact store and automated IC/Sharpe decay monitoring — sdm_register / sdm_status / sdm_decay_scan drive an active → monitoring → decayed → disabled lifecycle over ~/.vibe-trading/ (#457, closes #455, thanks @shadowinlife). Also merged: the Correlation tab accepts bare tickers (AAPL,SPY) and walks the full loader fallback chain (#472, closes #471, thanks @yxhuang), the local loader honors requested intervals via OHLCV resampling (#467, thanks @Shizoqua), Binance USD-M perpetual history lands with explicit BTC-USDT-PERP routing + execution/mark price separation as the first #462 slice (#470, thanks @honginp), FastMCP transport imports now work across both module layouts (#469, thanks @roberttidball), and Requesty is available as an OpenAI-compatible LLM gateway provider (#474, thanks @Thibaultjaigu).

• 2026-07-11 🚀 v0.1.11 released (pip install -U vibe-trading-ai): rolls up three weeks since 0.1.10 — first-class Indian equity (NSE/BSE) backtesting, the PIT-safe fundamental factor layer (Alpha Zoo → 460), the 16-adapter IM channel runtime, end-to-end scheduled research, optional QVeris premium data, and today's contributor batch: a turnover-aware optimizer (#466, thanks @Robin1987China), an analyze_image vision tool + NapCat DM pairing + the IM-media read fix (#464/#463/#465, thanks @fei-moss), Longbridge Decimal serialization (#459, thanks @fanfpy), and packaged-manifest count guards (#461, thanks @asahikiko). Full details: CHANGELOG · release notes.

• 2026-07-10 🇮🇳 Indian equity (NSE/BSE) support + centralized env config: a dedicated IndiaEquityEngine lands — T+1 delivery, circuit bands, and a config-driven STT/stamp/exchange/SEBI/GST cost stack — with .NS/.BO symbol routing, an opt-in read-only Shoonya/Dhan data bridge, and 255 alpha101/qlib158 factors opted into the new equity_in universe (#305, thanks @muku314115). Environment variables now flow through a single Pydantic EnvConfig schema with an AST-based CI gate against future os.getenv sprawl (#440, closes #438, thanks @shadowinlife). Also: a second-confirmation dialog before committing a real trading mandate plus unified error toasts (#453, thanks @wison1717-maker), scheduled-research route tests (#452, thanks @Robin1987China), and GLM thinking models no longer lose their reasoning stream on the zhipu provider (#458).

• 2026-07-09 🧯 Docker startup unblocked + provider/CLI contributor batch: Docker/server startup no longer crashes when FastAPI route iteration sees an included-router-like entry without path (#450, thanks @Penn-Live). We also landed the queued quick-win contributor fixes: loader fetch() signatures now match the protocol across OKX / Tushare / yfinance (#437, thanks @shadowinlife), the CLI resume prompt preserves the first user message (#448, closes #447, thanks @morluto), Codex OAuth defaults to openai-codex/gpt-5.4 (#446, thanks @morluto), Kimi for Coding is available as a distinct provider (#435, thanks @yxhuang), opencode provider mappings are wired (#444, thanks @imsankz), and Tushare reference code fences now say python instead of pyhton (#449, thanks @flash1234pku). Validation included focused server/CLI/provider/loader tests plus a Docker build and /health smoke.

• 2026-07-08 💎 Fundamental factor layer (Phase 1) + optional QVeris premium data + maintainer day: PIT-safe SEC fundamentals now flow into daily factor panels — fund:* panel columns, filed-date anchoring with restatement and YTD-frame protection, and 4 new quality/value factors (registry now 460 alphas). Data routing gains an optional premium track: the 18 free sources stay the default, while QVeris unlocks 63+ providers via Settings → QVeris or vibe-trading data mode paid (see the QVeris section below). Also: api_server modularization completed (1,103 → 371 lines, #424 closing #331, thanks @shadowinlife), backtest validation.json no longer requires a pre-existing artifacts dir (#429, thanks @isaveall), clearer --swarm-run errors (#428, thanks @isaveall), and we reverted the governance stack that broke session chats (#433, thanks @yxhuang for the precise diagnosis).

• 2026-07-07 ✅ Contributor PR batch: merged the queued contributor work for IM channel timeout configuration (#413, thanks @SyntaxSawdust), Alpha Library social previews and the beginner tutorial (#396, #393, thanks @kadaliao), value-investing skills / tools / committee presets (#407, thanks @sambazhu), zero-sized order-field handling in trading_place_order (#417, thanks @irfanallana-oss), and timezone-aware UTC timestamps across session/API paths (#397, thanks @mustafakamal88).

• 2026-07-06 🧭 Preflight hardening, API slices, and CN search fallback: provider preflight no longer follows redirects (#404, closes #402, thanks @SyntaxSawdust), the remaining API routes moved into focused modules (#387, superseding #383-#386, thanks @shadowinlife), and CN web-search fallbacks now include Alibaba Cloud IQS (#408, thanks @sambazhu). Maintainer cleanup added no-network fallback tests and EOF whitespace cleanup (fbac74f); main CI is green (run 28780619018).

• 2026-07-05 ✅ Contributor PR queue closed + Windows baseline green: merged the four non-draft PRs selected for today's maintainer pass. A-share mootdx batch pulls now let KeyboardInterrupt / SystemExit propagate instead of being swallowed by a bare except (#399, closes #398, thanks @shadowinlife). The Settings route slice and patched dependency floors are now merged under their original contributor PRs (#382, #390, thanks @shadowinlife and @aeonframework). Windows baseline compatibility now isolates loader caches, makes OAuth cache assertions platform-aware, skips one fork-only mock test on Windows, and bypasses proxies for MCP loopback fixtures (#401, thanks @Elfsa-Miranda). Validation: 4701 passed, 47 skipped.

• 2026-07-04 🧩 API route slices, tutorial docs, and dependency floors: IM channel and Settings routes moved out of api_server.py into src/api/channels_routes.py and src/api/settings_routes.py, continuing the narrow #331 modularization path from contributor work (#379, #382, thanks @shadowinlife). The wiki gained a Chinese beginner tutorial for non-finance readers (#393, thanks @kadaliao), and dependency floors now keep Pillow / LangChain / LangGraph on the installable patched track (#390, thanks @aeonframework).

• 2026-07-04 🧹 UTC timestamp cleanup for session and API paths: tightened the #395 timestamp fix so session, goal, channel, and API timestamps now emit timezone-aware UTC values in explicit ISO form.

• 2026-07-03 🛡️ Robinhood MCP refresh + API modularization + SSRF guard: Robinhood Agentic Trading now uses the current MCP tool names across generic reads, live-runner plumbing, default read-only seeds, and mandate-gate tests, while interactive startup honors the same .env search order as the provider loader (~/.vibe-trading/.env → agent/.env → $CWD/.env) (#391, closes #381 and #380). System routes (/health, /correlation, /system/shutdown, /skills, /api) moved into src/api/system_routes.py as the next narrow API modularization slice (#378, thanks @shadowinlife). Channel media SSRF defenses now reject CGNAT/mesh/non-global targets and QQ media redirects-to-internal before fetching (#389, thanks @hobostay).

• 2026-07-02 ⚡ Factor acceleration + safer runtime boundaries: hot rolling factor operators now use bottleneck/NumPy fast paths, alpha bench parallelism avoids repeated large-panel worker payloads, and base equity math has regression coverage (#376, closes #339, original work from #342 by @shadowinlife). Upload and Shadow report routes moved out of the monolithic api_server.py as the first narrow API modularization slice while #331 stays open (#375, based on #358, thanks @shadowinlife). Generated backtests now inherit only an allowlisted subprocess environment instead of the parent secrets surface (#374, closes #332), and IM channels gained /new session reset plus case-insensitive pairing commands (#372, closes #371, thanks @shadowinlife).

• 2026-07-01 🧹 Security polish + tracker cleanup: tightened API/Docker/frontend dev defaults, stabilized Settings channel and zh-CN edges, cleared frontend dependency/CSP alerts, and closed stale WhatsApp + paper-trading tracker items (#338, #351, #349, #365, #367, #350, #335, #283).

• 2026-06-30 💬 IM channel runtime for research delivery: Vibe-Trading can now attach the same agent session runtime to 16 built-in message adapters — WebSocket, Telegram, Slack, Discord, Matrix, WhatsApp, Signal, QQ/NapCat, WeChat/WeCom, Feishu/Lark, DingTalk, Teams, email, and Mochat. CLI (vibe-trading channels status/start/stop/login/pairing), REST (/channels/status, /channels/start, /channels/stop, /channels/pairing/command), and the Web UI Settings panel expose status, recovery hints, start/stop, and sender pairing; SDK-backed adapters stay behind extras such as vibe-trading-ai[telegram] or vibe-trading-ai[channels] (#341).

• 2026-06-29 🛡️ Live advisory safety + Trading 212 read-only connector + Windows/Gemini fixes: live order guards now have an opt-in, broker-agnostic PreTradeAdvisoryInterface that records advisory reviews without bypassing the mandate gate, kill switch, or audit trail (#328, closes #317, thanks @shadowinlife). Trading 212 joins the connector layer with read-only account, positions, orders, history, and instrument-metadata support; place_order / cancel_order still hard-refuse until a structural paper/live boundary exists (#321, closes #309, thanks @mvanhorn). Windows startup avoids the pandas 3.0 Timestamp crash via the <3.0.0 constraint (#329, closes #324, thanks @hannibal-lee); Gemini thought_signature dict-history replay was verified/fixed on main (#318); .US financial statements now route to SEC EDGAR instead of Eastmoney (#325); and the Alpha Library landing page got cache/date/selector/noscript/DNS-prefetch hardening while heavier CSP and social-card follow-ups stay tracked (#323).

• 2026-06-28 🧰 Cross-platform setup/dev + runtime and file-tool hardening: vibe-trading setup and vibe-trading dev now handle Windows TypeScript builds, launch the backend from the right cwd, use the Vite 5899 port, and shut child processes down cleanly (#292, thanks @digger-yu). Runtime status polling now degrades instead of crashing (#322); MCP OAuth cache keys are sanitized (#313); OpenAI defaults and Robinhood agent.json validation were tightened (#319, #320, thanks @mvanhorn); and file tools got isolated read/write roots plus broader sandbox tests (#299, thanks @skloxo).

• 2026-06-27 🧯 Content-filter resilience + Shadow Account feature contract cleanup: event-driven and swarm runs now skip individual LLM content-moderation hits, warn in run cards when filter rates are high, and recognize Gemini safety finish reasons instead of aborting an entire analysis (#308, closes #307, thanks @shadowinlife). Shadow Account extraction/codegen now share one PRICE_FEATURES contract and keep four-decimal return bounds, preventing rule/codegen drift and precision loss on prior_5d_return (#316, thanks @Robin1987China).

• 2026-06-26 🎯 Shadow Account conditional entry + tushare ETF/index/HK routing: extracted Shadow Account rules now carry RSI / prior-return bounds, so the generated SignalEngine enters on real conditions (RSI in range, prior-return in range) instead of blindly replaying the holding cadence (#314, follows #302, thanks @Robin1987China). The tushare loader also routes ETF/LOF → fund_daily(), indices → index_daily(), and HK equities → hk_daily() instead of always calling daily() (which silently returns empty for non-stocks), with per-symbol empty-result + partial-fetch warnings (#315, closes #310, thanks @shadowinlife).

• 2026-06-25 🧪 Strict validation JSON + calmer agent context: standalone backtest validation now normalizes nested NaN / Infinity values before writing artifacts/validation.json or CLI stdout, so strict JSON parsers no longer choke on validation payloads (#306, thanks @gyx09212214-prog). The agent prompt also derives the current data-source count from the loader registry, and _microcompact() now waits for real token pressure instead of clearing older tool results during short runs (#296, closes #282, thanks @MarkfuGod).

• 2026-06-24 🎯 Shadow Account price context + reactive Chinese UI + LAN auth fix: Shadow Account rule extraction now sees PIT-safe entry context — entry_rsi14 and prior_5d_return fetched through the loader registry as of buy_dt, with graceful offline/no-data degradation (#302, follows #295, thanks @Robin1987China). The main Web UI panels now use reactive English / zh-CN translations across charts, chat, Alpha Library, Correlation, and Run Detail (#301, thanks @skloxo). Remote same-origin Web UI deployments with API_AUTH_KEY can post and upload again after the CSRF hardening, while mismatched cross-site origins remain blocked (#304, thanks @Hinotoi-agent).

• 2026-06-23 🛡️ Local API CSRF hardening: a malicious web page can no longer drive unsafe cross-site requests (POST/PUT/DELETE) against the loopback API — CORS blocks reading the response but not the side effect, so loopback dev-mode trust now applies the existing cross-site guard to unsafe methods before honoring it. Safe methods and local CLI / non-browser uploads are unaffected (#293, thanks @Hinotoi-agent).

• 2026-06-22 🔧 Live-authorize OAuth fix + Alpha Zoo headline fix: connector authorize now holds the OAuth handshake open through a multi-minute broker sign-in (tunable via VIBE_LIVE_AUTHORIZE_TIMEOUT_SECONDS) and no longer spawns a competing callback server on retry, so the token actually persists (#281, closes #259, thanks @Robin1987China). The Alpha Zoo page no longer prints its alpha count twice (#287, closes #286, thanks @digger-yu). Scheduled research also picked up end-to-end usage docs (#288).

• 2026-06-21 ⏰ Scheduled-research executor + Reports library + post-backtest attribution: scheduled research now runs end to end — a default-off background executor (VIBE_TRADING_ENABLE_SCHEDULER) fires due interval/cron jobs through the session runtime (#278, thanks @mvanhorn, closing #254). A new /reports Run Library page lists, searches, and filters report-worthy runs with links into Run Detail + Compare (#224, thanks @LemonCANDY42). And after every backtest the agent now runs layered attribution — trade-level winners/losers, beta regression, market-regime analysis, and a Monte Carlo permutation test, gated by data availability and routing (#280, thanks @shadowinlife).

• 2026-06-20 🔬 Research Autopilot loop closes (Phase 3) + loader OHLC integrity guard + 4 academic alphas: Research Autopilot now runs hypothesis → signal-engine → backtest end to end — scaffold_signal_engine writes a contract-correct engine and link_autopilot_backtest feeds run metrics back to the hypothesis (68 tools) (#267). A structural OHLC sanity check drops dirty bars (high < low, non-positive prices, bad bracketing) centrally at the loader boundary, guarding every data source (#274, thanks @Shizoqua). And the academic alpha family grows 6 → 10 — Jegadeesh reversal, George-Hwang 52-week-high, Amihud illiquidity, Harvey-Siddique skew (456 factors) (#277, thanks @Robin1987China).

• 2026-06-19 🚀 v0.1.10 — Global data layer: market-data sources grow 10 → 18 (free Eastmoney / Sina / Stooq / Yahoo + key-gated Finnhub / Alpha Vantage / Tiingo / FMP, ban-risk fallback) plus 18 read-only data tools (fund flow, dragon-tiger, northbound, margin, block trades, SEC EDGAR + XBRL, financials, options chains, full-market screening…) across A-share / US / HK, all over MCP. Also bundles everything since 0.1.9 — 10 broker connectors, alpha compare, the provider-reliability overhaul, and the opt-in data cache. pip install -U vibe-trading-ai

• 2026-06-18 🔬 Research Autopilot Phase 1 + a local Data Bridge loader, + a Discord security notice: new run_research_autopilot + generate_backtest_config wire Hypothesis → Research Goal → backtest end to end (now 50 tools), and a local loader reads OHLCV straight from your own CSV / Parquet / DuckDB files (#260, #252, thanks @Robin1987China), alongside DeepSeek DSML tool-call parsing and an identifier-containment hardening wave. ⚠️ Security: the old community Discord invite now points to a server we don't control running a fake Collab.Land wallet-"verification" phishing scam — removed everywhere; the only official Discord is the HKUDS server (discord.gg/6TdQnT5xcF), and we'll never ask you to connect a wallet.

• 2026-06-17 🧩 Install compatibility + Opus/Kimi provider fixes: Baseline pip install vibe-trading-ai no longer pulls the optional pyharmonics / ta dependency chain; harmonic detection now lives behind vibe-trading-ai[harmonic] while the bundled detector remains available (#250, closes #249). The agent loop also avoids assistant-prefill handoff messages rejected by Opus 4.8+, and Kimi/Moonshot can override the client User-Agent with MOONSHOT_USER_AGENT (#248, closes #246 and #204); follow-up tests now directly cover background-result and auto-compact handoff paths (#251).

• 2026-06-16 🛡️ Security/API hardening + GLM/Zhipu alias: Settings writes require auth when configured (#245); API shell-capable tools require explicit VIBE_TRADING_ENABLE_SHELL_TOOLS=1 opt-in (#243); local shutdown requires auth when an API key is configured (#241); and untrusted loopback-looking hosts are rejected instead of treated as local (#242). Runtime edges also got cleaned up: Web chat syncs completed attempts (#236), run cards emit strict JSON for non-finite metrics (#238), malformed RSSHUB_TIMEOUT_S / RSSHUB_FETCH_BUDGET_S falls back safely (#240), and ddgs retry fallback is regression-covered (#239). GLM/Zhipu is now a first-class provider alias with model-name inference (#247, closes #237).

• 2026-06-15 🧭 Web-search resilience + Web UI run-continuity fixes: web_search no longer fails when a single engine is rate-limited — it now queries several free, no-key engines in order (DuckDuckGo, Google, Bing, Brave, Mojeek, Yahoo) with retry/backoff, treats "no results" as an empty answer rather than an error, and returns an actionable message instead of a bare ❌ when every engine is throttled (override the engine list with VIBE_TRADING_SEARCH_BACKENDS) (#232, closes #231, thanks @Ethan-sun01). In the Web UI, switching pages during a run no longer freezes it — the chat re-subscribes to the live stream and replays missed progress on return (#234) — and the Stop button now takes effect mid-stream and between tools instead of only at iteration boundaries (#235), closing both halves of #229 (thanks @kalkinj). The baostock loader also accepts native sh.601398 / sz.000001 codes alongside tushare-style 601398.SH (#230, thanks @bhlt).

• 2026-06-14 📊 Per-run token usage + progressive Run Detail charts: Every agent run now persists provider-reported token usage as a run-scoped llm_usage.json — provider/model, aggregate totals, and per-iteration counts — surfaced additively on /runs/{id}, so a finished run's token cost stays auditable after the live stream is gone (provider-reported only; no prompt/content capture, no price estimation) (#223, thanks @LemonCANDY42). The Run Detail page no longer loads every symbol's candlesticks up front: the default /runs/{id} response is unchanged, but the UI now renders the run summary first and loads each symbol's chart on demand through opt-in ?chart_payload=summary / ?chart_symbol= modes, with per-symbol loading state and a load-all-with-progress control (#225, thanks @LemonCANDY42). Two loader fixes close the cycle: yfinance's exclusive end boundary no longer drops the final requested trading day — the download now passes end + 1 day while cache keys keep the original range (#226, thanks @gyx09212214-prog) — and a malformed CCXT_TIMEOUT_MS / OKX_TIMEOUT_S value now warns and falls back to its default instead of raising at import and blocking startup (#227, thanks @gyx09212214-prog).

• 2026-06-13 ↩️ Resume a past session by ID from the CLI: The interactive CLI now prints the session-id on exit, with a copy-paste vibe-trading resume <session-id> hint — so locating the trace for a finished run no longer means guessing which folder under agent/sessions/ is newest by timestamp. The new vibe-trading resume <session-id> subcommand reopens that exact session and replays its recent turns into the loop; an unknown id fails fast instead of silently starting a blank session (#218, thanks @zwrong).

• 2026-06-12 🩺 Provider reliability overhaul — DeepSeek hangs, Kimi access, streaming liveness: A cluster of provider reports — DeepSeek runs stuck on "Agent is working…" (#208, thanks @XYWOX), reached max iterations masking empty model responses (#203, thanks @mojianliang), the UI never recovering after a stall (#195, thanks @mafia23), and Kimi rejecting the client (#204, thanks @liao497) — shared one root: every OpenAI-compatible provider ran through a single shim that applied DeepSeek/Kimi/Gemini quirks globally and silently swallowed stream failures. Provider-specific behavior now lives in an explicit capability layer — reasoning capture/replay, Gemini thought signatures, the Kimi User-Agent, OpenRouter's reasoning body are each gated to their own provider instead of cross-contaminating. Reasoning-only streams show a live "Reasoning…" indicator instead of dead air; a stream failure raises a contextual provider_stream_error with one automatic retry for transient resets (deterministic 4xx fail fast) instead of silently falling back to a slow non-streaming call; an empty model response is reported as empty_model_response instead of "max iterations"; SSE heartbeats no longer break reconnect replay; and a stuck read-only tool times out instead of hiding behind heartbeats forever. A new vibe-trading provider doctor prints a redacted provider/model/package/proxy snapshot for one-command triage of environment-side hangs. DeepSeek users can opt into the official native adapter with pip install "vibe-trading-ai[deepseek]", and kimi-k2.x's temperature=1 requirement is applied automatically — the Kimi path is verified end-to-end against the live API (tool calls + strict multi-turn reasoning replay on kimi-k2.6).

• 2026-06-11 🐝 Swarm workers now pull market data through the loader layer: An investment-committee run on NVDA exposed a chain of gaps — workers wrote ad-hoc yfinance scripts, trusted a malformed latest bar (volume present, OHLC empty), leaked NaN into non-strict JSON, and a context-free continuation prompt re-routed to the wrong preset (#198, thanks @BillDin for an exceptional diagnosis plus both fixes). Swarm workers now get a local get_market_data tool backed by the same normalized loader registry as MCP — strict JSON, non-finite floats serialize as null — wired into every market-data preset (21 workers across 13 presets) with a prompt policy that steers OHLCV work tool-first (#199); run_swarm takes an explicit preset_name and refuses ambiguous continuation fragments instead of silently falling back to equity_research_team (#200). Grounding got smarter too: a bare US ticker like NVDA in a swarm prompt is promoted to NVDA.US (stopword-guarded), so workers start from authoritative pre-fetched prices. The tool joins the main agent registry as well — 48 tools now. Also: your Docker data now survives updates — persistent memory, the session search index, user-created skills, shadow accounts and broker config live in named volumes, so docker compose up --build no longer wipes them (#197, thanks @FlyerJ).

• 2026-06-10 🐳 Docker reaches a host-side Ollama out of the box: Inside the container localhost is the container itself, so the shipped OLLAMA_BASE_URL=http://localhost:11434 failed the LLM preflight for every Dockerized Ollama setup. docker-compose.yml now defaults to http://host.docker.internal:11434 (export OLLAMA_BASE_URL to point elsewhere) and adds the host-gateway extra_hosts mapping so the same file works on Linux as well as Docker Desktop (#196, thanks @ShahNewazKhan).

• 2026-06-09 🔑 Clearer error when the Web UI is opened from another machine: Reaching the chat from a non-loopback client (another machine, a VM host, a phone on your LAN) without API_AUTH_KEY set returned 403 on every sensitive endpoint — sending a message, listing sessions, live status — but the chat only showed a generic "Failed to send message, please retry." The send path now surfaces the real reason — "Remote API access requires an API key. Add it in Settings, or run the backend on localhost for local-only use." — and the README's web-UI setup spells out the localhost-vs-LAN rule plus the three fixes (browse via localhost on the same machine; set API_AUTH_KEY and enter it once in Settings; or VIBE_TRADING_TRUST_DOCKER_LOOPBACK=1 for Docker Desktop's host gateway) (#191, thanks @mafia23).

• 2026-06-08 🔧 Gemini 3.x multi-turn tool-calling fix: This completes the Gemini 3.x thinking-model fix. The 6/05 round-trip (#176) only covered in-memory history, but the real agent loop replays history as OpenAI-format dicts where LangChain dropped the per-tool-call thought_signature before the request was built — so multi-turn tool calling still 400'd with missing thought_signature. It is now re-attached at the single _convert_input chokepoint both invoke and stream pass through (parallel calls, where only the first of N is signed, included) (#184, thanks @ngoanpv).

• 2026-06-07 🐝 Live swarm status in the chat timeline: When the agent launches a multi-agent swarm (investment committee, quant desk, risk committee, …), the chat now renders an inline status card that streams each worker's state — waiting / running / done / failed / blocked / retrying — in real time, the same per-agent visibility the standalone swarm dashboard already had. Runtime events are bridged into the session SSE stream without changing the existing /swarm/runs API, and a finished card rehydrates from the final run_swarm result on reconnect or history replay (#188, thanks @BillDin). Preset routing also got sharper: an explicitly named preset (e.g. investment_committee, with or without underscores) now wins over keyword scoring, and the bare IV derivatives keyword no longer false-matches inside ordinary words like "given" (#189, thanks @BillDin).

• 2026-06-06 ⚖️ Alpha compare — head-to-head across CLI, Web UI, REST & agent: A new alpha compare benches a hand-picked shortlist of Alpha Zoo alphas against each other on a universe and period, then ranks them by IC mean/std, IR, IC-positive ratio or sample count — each with its gap to the leader. Unlike a full-zoo bench it evaluates only the alphas you name (a new run_bench(only=…) subset filter), so comparing three alphas no longer scores all 191 in their zoo. One shared core powers every surface: vibe-trading alpha compare <id1> <id2> … --sort ir (CLI), a Compare view in the Alpha Zoo Web UI (tick alphas in the catalogue → one-click compare with a streamed ranking table), POST /alpha/compare + SSE (REST), and a read-only alpha_compare agent tool (47 tools now).

• 2026-06-05 🇮🇳 Dhan + Shoonya connectors (India) — 10 brokers total: The connector-first trading layer adds Dhan and Shoonya for the Indian market (NSE/BSE equities + F&O), bringing the roster to ten brokers. Both are paper + read-only — like Longbridge, their APIs expose no runtime paper/live discriminator, so their place_order / cancel_order hard-refuse any non-paper config at the first line (the rule: a broker with no structural paper/live guard is capped at paper + read-only) (#181, closes #174). This cycle also fixes Gemini 2.5 / 3.x thinking models: their per-tool-call thoughtSignature now round-trips through the OpenAI-compatible path, so multi-turn function calling no longer fails with INVALID_ARGUMENT (#176, closes #170, thanks @mvanhorn & @jliu6789). Chinese docstrings landed on all 452 Alpha Zoo factors (#180, thanks @LeeCQiang), and a frontend test suite (197 vitest tests) plus backend auth / path-traversal / CORS security tests joined CI (#175, thanks @sambazhu).

• 2026-06-04 🗃️ Opt-in local data cache for all 7 data sources: A new VIBE_TRADING_DATA_CACHE switch lets every backtest loader — tushare, okx, ccxt, akshare, mootdx, yfinance, futu — cache settled historical bars under ~/.vibe-trading/cache (user home, never the repo), so repeated and long-horizon / cross-market backtests skip the network and avoid provider rate limits. Off by default. Batch and connection loaders (yfinance, futu) skip the bulk download / FutuOpenD connection entirely on a full cache hit, a staleness guard never caches a range ending today (its last bar is still forming), and cached frames round-trip byte-identical to freshly fetched ones (#177, thanks @mvanhorn). A new contributor guide for AI / automation-assisted PRs also landed, mapping safe local checks and high-risk broker/MCP/credential surfaces (#173).

• 2026-06-03 🧹 Community triage + trace correlation: Tool-call trace entries now carry the originating call_id, so a tool_result can be matched back to its tool_call when replaying a run trace — arg previews stay truncated to keep trace files small (#168, thanks @zwrong). Source comments no longer point at an internal-only docs path that external contributors couldn't find (#166, thanks @jaleelpersonal). Also clarified that the langchain-community resolver warning on install is a harmless leftover-package notice, not a failure (#167), and scoped Gemini 2.5/3.0 thoughtSignature round-tripping for function calls as a help wanted task with a full fix plan (#170, thanks @jliu6789).

• 2026-06-02 🔌 Six new broker connectors (Tiger / Longbridge / Alpaca / OKX / Binance / Futu): The connector-first trading layer gains a direct-SDK transport alongside IBKR (local) and Robinhood (MCP). Each connector exposes read-only account / positions / orders / quote / history plus paper-account order placement — test your strategies across these broker paper accounts. Five of them (Tiger, Alpaca, OKX, Binance, Futu) also support bounded, mandate-gated order placement behind the same safety model as Robinhood: a user-committed mandate (symbol universe / order size / exposure / leverage / daily cap), a filesystem kill switch, a fail-closed pre-trade gate, and a full audit ledger. Longbridge is paper + read-only only (its API exposes no runtime paper/live discriminator). Every paper/live distinction is a structural per-broker guard — account-id format, host separation, demo flag, or trade environment. New trading_place_order / trading_cancel_order tools; HK and A-share asset classes added to the mandate universe. Experimental / use at your own risk.

• 2026-06-01 🚀 v0.1.9 released (pip install -U vibe-trading-ai): Rolls up everything since 0.1.8. Connector-first broker profiles (IBKR local read-only TWS / IB Gateway + Robinhood Agentic Trading behind OAuth, a committed mandate, order guard, audit ledger, and instant halt). Research Goal runtime across CLI / REST / MCP / Web. A swarm pass — live reconcile + MCP keepalive, operator-configured worker MCP tools, a strict alpha-bench random control, and a new retry_run to relaunch failed/stale runs (36 MCP tools now). The agent/cli/ package refactor with a refreshed terminal UI, the mootdx no-token A-share loader, and a robustness pass across backtest / agent loop / sessions. --version now always matches the installed package, fixing the 0.1.8 drift (#156).

• 2026-05-31 🔌 Connector-first broker architecture (IBKR + Robinhood): Trading access now starts from a selectable connector profile instead of separate broker/live entry points. vibe-trading connector list/use/check/account/positions/orders/quote/history and the MCP trading_* tools share the same selected profile, where paper/live is an attribute of the connector. IBKR can be used immediately through a local read-only TWS / IB Gateway profile, while the official IBKR remote MCP path is seeded as an OAuth mcp.read probe until stable read tool names are available. Robinhood Agentic Trading remains the bounded live MCP connector behind OAuth, a committed mandate, order guard, audit ledger, and instant halt.

• 2026-05-30 🧰 Robustness pass — backtest, agent loop, sessions: LLM-generated signal engines now pass pre-flight interface validation before instantiation, catching circular self-imports, a missing generate(), non-defaulted __init__ args, and wrong return types with actionable JSON errors instead of raw tracebacks (#149); a follow-up routes source-level AST validation errors through the same clean JSON envelope. The agent loop no longer burns all 50 iterations into a failed status with no output — it mirrors the swarm worker's wrap-up nudge at 80% of the iteration budget and drops tool definitions on the last iteration to force a final text answer (#148), guarded to fire only mid-run so it never displaces research-goal context. Session message writes now flush + fsync each append so expensive AI responses survive a mid-write crash, and the read path skips corrupted JSONL lines (logging the first 200 chars for recovery) instead of 500-ing the whole /messages endpoint (#147). The Web composer also fixes IME Enter handling so a composition-confirming Enter no longer submits mid-word (#146).

• 2026-05-29 🔐 Robinhood Agentic Trading support (opt-in, bounded autonomy): Adds support for Robinhood Agentic Trading (remote MCP, OAuth). Off and read-only by default; the agent acts only inside a user-committed mandate (symbols / order size / exposure / leverage / daily cap), with a filesystem-level instant kill switch, preemptive flatten, mandate auto-expiry, a full audit ledger, and a persistent autonomous runner. No custody, no venue — the broker holds funds and executes; we only relay intent. Experimental / use at your own risk.

• 2026-05-28 🧪 Swarm safety + strict alpha gate + worker MCP: Swarm DAG blocks downstream tasks when upstream fails (#145). New run_bench_strict() adds a same-universe random control + OOS split to catch factors that just track market beta (#143, thanks @Soli22de). Swarm workers can call operator-configured external MCP servers, with trust boundary pinned (#142, thanks @shadowinlife).

• 2026-05-27 📊 mootdx A-share data source + output polish: New mootdx loader speaks the native 通达信 TCP protocol for A-share OHLCV (no auth, no IP rate-limit, daily + intraday with 25-page walk-back pagination), slotting between tushare and akshare in the fallback chain (#107). CCXT loader now reads HTTP_PROXY/HTTPS_PROXY/ALL_PROXY so Binance/OKX public data works from restricted networks (#126, thanks @ruok808). Final-answer rendering also dropped the ugly full-width --- horizontal separators on CLI and Web: the system prompt now nudges the agent toward markdown tables and ## headings, the CLI renderer strips standalone HRs as defense-in-depth, and the chat bubble hides any <hr> that slips through (#139, thanks @sdwxm188).

• 2026-05-26 ✅ Research Goal lifecycle closure: Goal mode now behaves like a real task runner: Web UI goal creation creates or binds the session and immediately sends the kickoff turn; active goals can be continued, edited, cancelled, and completed across Web/API/CLI/MCP; and the agent advances from the current goal snapshot (criteria, evidence, claims, open items) instead of only the original prompt. Covered-but-still-active goals now enter an audit/status update instead of stopping silently, with regression coverage across backend, CLI, MCP, and frontend events.

• 2026-05-25 🧼 Cleaner chat UI + composer workflow: The Web UI keeps chat focused on the next action: upload, swarm, and research-goal modes now live behind the composer + menu instead of floating panels. Active context appears above the input as compact chips, and goal details expand inline only when needed. The UI also drops the old custom i18n layer in favor of direct English copy, gates Full Report cards to report-worthy runs, and hardens local dev startup/status reporting for reliable browser smoke tests.

• 2026-05-24 🎯 Research Goal runtime: Added a session-scoped Research Goal layer across backend, CLI, API/MCP, SSE, and Web UI. Goals persist claims, acceptance criteria, evidence rows, budgets, and completion policy; agent tools can create goals and attach evidence; /goal gives the CLI a direct entry point; REST/MCP expose goal snapshots and evidence writes; SSE keeps chat clients fresh. Follow-up audit fixes locked down verified evidence, blocked live-trading risk tiers through agent tools, wired CLI-created goals into later turns, cleaned goal ledgers on session deletion, enabled replay-all, and fixed cross-session frontend races.

• 2026-05-23 🖥️ Interactive CLI refresh: The terminal front door now opens with a larger Vibe-Trading banner, a cleaner prompt divider, prior-turn recap, post-run timing, and a Claude Code-style activity rail for live agent work. Tool calls, web/data fetches, shell-style actions, Markdown answers, and pipe tables render in a more readable transcript, while piped or non-TTY runs keep plain-text output for automation. Generated CLI screenshots are now treated as local artifacts instead of committed docs files, keeping the repository lighter.

• 2026-05-22 🧭 Swarm recovery + MCP keepalive: Swarm status now reconciles from live task files on every read, so API/MCP/SSE/list views recover crashed or stale runs instead of showing permanent running snapshots. run_swarm sends MCP progress heartbeats while it polls, with a fixed first frame of swarm_started run_id=<id> for clients that reconnect after transport drops; workers now heartbeat through LLM streaming, grounding fetches, and tool execution. The stale-run reaper uses per-run thresholds and derives terminal status from task states, SwarmTool no longer cancels a still-running team just because its wait budget elapsed, and MCP clients can call reap_stale_runs() for explicit cleanup. Today's DX pass also refreshed provider default models and aligned CI syntax checks with the new agent/cli/ package. 22 new regressions cover hydration, terminal recovery, stale reaping, keepalive cadence, env parsing, and heartbeat wiring; the full swarm/MCP suite is at 169 passed, 4 skipped.

• 2026-05-21 🧱 CLI package refactor: agent/cli.py (3216 LOC) split into the agent/cli/ package — interactive front door, slash router, Rich components, plus a _legacy.py shim that preserves every subcommand and re-exports every public symbol so cli.cmd_* / cli._INIT_ENV_PATH / cli.Confirm keep working. New FastAPI middleware serves the SPA shell when a browser opens /runs/{id} or /correlation directly; same narrowing landed in the Vite dev proxy. Version unified via cli/_version.py (no more drift between --version and the banner), python -m cli restored via __main__.py, and the chat-gate narrowed so chat --help / chat extra reach legacy argparse instead of being swallowed by the REPL.

• 2026-05-20 🔬 Hypothesis Registry CLI: Closes the CLI side of the Hypothesis Registry shipped backend-only on 2026-05-16. vibe-trading hypothesis list prints a Rich table or JSON (--status filter, --limit); show <id> renders a detail panel including linked run cards; invalidate <id> --note "..." flips status to rejected while preserving prior invalidation notes when --note is omitted. Honors the existing VIBE_TRADING_HYPOTHESES_PATH env override and adds a per-invocation --path. 22 new tests cover wiring, JSON output, status filter, limit, missing-id errors, and note persistence.

• 2026-05-19 ✨ Live tool feedback + graceful cancel: Long-running tools (backtests, large PDFs, swarm workers) no longer look frozen. Each tool call now emits a 3-second heartbeat plus structured per-stage progress — run_backtest shows phase markers (validate / simulate / finalize), read_document ticks per page on PDF or per sheet on Excel, read_url marks fetch / parse. The CLI Rich Live dashboard renders a Unicode spinner, ASCII progress bar, ETA, and stacks up to 3 parallel tools keyed by name; the frontend chat ships a new ToolProgressIndicator with rAF-coalesced renders, ARIA role="status" + hidden native <progress> for screen readers, and a determinate ProgressRing SVG when total is known. First Ctrl+C during a CLI run now calls agent.cancel() for graceful exit (current step finishes, trace closes cleanly); a second within 2s force-quits. Reusable primitives extracted along the way: ProgressBar.tsx and lib/tools.ts (shared tool-name i18n).

• 2026-05-18 🧹 Cleanup pass + three latent bug fixes: CompositeEngine no longer misroutes bare Chinese-futures codes like RB2410 to GlobalFuturesEngine — _is_china_futures moved into a shared _market_hooks module with a case-normalized product table and a non-CN exchange guard, plus 9 new regression cases. Session FTS5 indexes now persist timestamps so cross-session search can sort by date; the same path also fixed a re-upsert that was wall-clocking every session's started_at. The Vite dev-mode proxy gained the missing /alpha entry so the AlphaZoo page resolves on npm run dev. tests/test_e2e_harness_v2.py (real-LLM e2e suite) is now gated behind VIBE_TRADING_RUN_LIVE_E2E=1 so CI no longer changes shape based on env-key presence. Ruff per-file-ignores added for the factor zoo (3783 → 0 F401 noise), frontend tsconfig enables noUnusedLocals / noUnusedParameters as regression guards, and 76 unused vw = vwap(...) boilerplate lines were dropped from gtja191 alphas. Net -918 LOC.

• 2026-05-17 🧬 Alpha Zoo v1 (0.1.8): 452 pre-built quant alphas across 4 zoos — qlib158 (Microsoft Qlib, Apache-2 attribution), alpha101 (Kakushadze 101 Formulaic Alphas, paper rewrite from arXiv:1601.00991), gtja191 (Guotai Junan 2014 short-horizon factor report), and academic (Fama-French 5 + Carhart price-based proxies). One-line CLI to bench any zoo on your universe: vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2018-2025. Ships with AST purity gate, lookahead-guard test, pytest-socket network kill-switch, per-zoo LICENSE.md, and a Developer Certificate of Origin (DCO) workflow for community PRs. Auto-rendered Alpha Library at vibetrading.wiki/alpha-library/ + research-lab post Which of the 191 GTJA alphas still work in 2026?.

• 2026-05-16 🧪 Research spine update: Added a backend Hypothesis Registry with create_hypothesis, update_hypothesis, link_backtest, and search_hypotheses; external-content readers now attach warning-only security_warnings; and Shadow Account scanning now uses deterministic OHLCV feature evaluation instead of the old calendar-phase stub.

• 2026-05-15 🪪 The run detail page now surfaces the Trust Layer run card alongside metrics and artifacts, completing the UI side of the run_card.json work landed on 2026-05-12. PersistentMemory.add() was also hardened on length, empty/whitespace-only names, and C0/C1 control bytes from the #108/#109/#110 triage (#112, thanks @Teerapat-Vatpitak).

• 2026-05-14 🌐 the public wiki is now live at vibetrading.wiki with docs, tutorials, Research Lab, and Alpha Library sections deployed through Cloudflare Pages. Persistent memory is also inspectable from the CLI via vibe-trading memory list/show/search/forget (#102, thanks @Teerapat-Vatpitak), and memory tokenization/slugs now support Thai, Arabic, Hebrew, and Cyrillic text (#104).

• 2026-05-13 🧭 Swarm runs now ground workers with fetched market data and cleaner persisted reports (#93, #84).

• 2026-05-12 🧾 Backtests now emit run_card.json and run_card.md alongside artifacts for reproducible research runs.

• 2026-05-11 🧭 Memory slugs, swarm accounting, and CLI preflight: Persistent memory now preserves CJK characters when generating file slugs, preventing silent filename collisions for Chinese/Japanese/Korean notes (#95, thanks @voidborne-d). Swarm run totals now prefer provider-reported token usage with the existing estimate fallback (#94, thanks @Teerapat-Vatpitak), and the CLI run UI gained a startup preflight check for common environment issues (#96, thanks @ykykj).

• 2026-05-10 🧱 Regression guardrails + run metadata: Memory recall now treats underscores as token boundaries, so snake_case saved memories such as mcp_wiring_test match natural-language queries like "mcp wiring" (#87, thanks @hp083625). The MCP server has a subprocess smoke test covering initialize → tools/list → tools/call to guard the first-call deadlock path (#86), while low-risk hardening landed for Windows path-sensitive tests, API best-effort exception handling, backtest run_dir allowed-root validation, and SwarmRun provider/model metadata (#88, #90, #91, #92, thanks @Teerapat-Vatpitak).

• 2026-05-09 🛡️ API path hardening + MCP server stability: API run/session routes now validate path IDs before lookup, rejecting malformed newline-containing parameters and pinning the behavior in the auth/security regression suite (#80, thanks @SJoon99). The MCP server now pre-warms the tool registry on the main thread before serving tools/call, avoiding a first-call deadlock in lazy tool discovery (#85, thanks @Teerapat-Vatpitak). The Vite dev proxy also honors VITE_API_URL for non-default backend targets (#82, thanks @voidborne-d).

• 2026-05-08 🧾 Tushare statement fields in filters: A-share daily backtests can now request PIT-safe financial statement fields through fundamental_fields, so signal engines can screen on income_total_revenue, income_n_income, balancesheet_total_hldr_eqy_exc_min_int, fina_indicator_roe, and similar table-prefixed columns after their announcement/disclosure dates (#76, thanks @mrbob-git). Follow-up hardening makes explicit statement-field requests fail fast if Tushare enrichment cannot run, instead of silently falling back to raw price bars (#77).

• 2026-05-07 📈 Tushare fundamentals + community triage: Added a point-in-time TushareFundamentalProvider contract for fundamental research workflows, with regression coverage for the project TUSHARE_TOKEN environment path (#74). Community triage also clarified that Vibe-Trading keeps rapid iteration focused on one UI language for now, avoids adding redundant search dependencies while DuckDuckGo-backed web_search is already bundled, and treats unofficial hosted deployments as untrusted places for API keys or data-source tokens.

• 2026-05-06 🚀 v0.1.7 released (Release notes, pip install -U vibe-trading-ai): Security-boundary hardening is now published on PyPI and ClawHub, covering safer API/read/upload/file/URL/generated-code/shell-tool/Docker defaults while keeping localhost CLI/Web UI workflows low-friction. This cycle also includes Web UI Settings, correlation heatmap, OpenAI Codex OAuth, A-share pre-ST filtering, interactive CLI UX, swarm preset inspection, dividend analysis, dev workflow polish, and audited frontend build-dependency floors. Thanks to the 0.1.7 contributors and to lemi9090 (S2W) for coordinated security validation.

• 2026-05-05 🛡️ Security boundary follow-up: Completes the remaining security-boundary hardening around explicit CORS origins, Settings credential indicators, web URL reading, and Shadow Account code generation, with regression tests added for each path. Normal localhost CLI/Web UI workflows stay the same; remote deployments should continue using API_AUTH_KEY and explicit trusted origins.

• 2026-05-04 🖥️ Interactive CLI UX + CI cleanup: Interactive mode now has a live bottom status bar showing provider/model, session duration, last-run latency, and cumulative tool-call stats, plus prompt history navigation and cursor editing with arrow keys via prompt_toolkit (#69). The CLI still falls back to Rich prompts when prompt_toolkit or a TTY is unavailable. CI path expectations were also aligned with the hardened file-import sandbox and cross-platform /tmp resolution, returning main to green (bb67dc7).

• 2026-05-03 🛡️ Security hardening patch: Tightens default API authentication for non-local deployments, protects sensitive run/session/swarm reads, restricts upload and local file-reading boundaries, gates shell-capable tools by entry point, validates generated strategy loading before import, and runs the Docker image as a non-root user with a localhost-only published port by default. Local CLI and localhost Web UI workflows remain low-friction; remote API/Web deployments should set API_AUTH_KEY.

• 2026-05-02 🧭 Dividend analysis + sharper roadmap: Added the dividend-analysis skill for income stocks, payout sustainability, dividend growth, shareholder yield, ex-dividend mechanics, and yield-trap checks, pinned by bundled-skill regression tests. The public roadmap now focuses on upcoming work: Research Autopilot, Data Bridge, Options Lab, Portfolio Studio, Alpha Zoo, Research Delivery, Trust Layer, and Community sharing.

• 2026-05-01 🔥 Correlation heatmap + OpenAI Codex OAuth + A-share pre-ST filter: New correlation dashboard/API computes rolling return correlations and renders an ECharts heatmap for portfolio and symbol analysis (#64). OpenAI Codex provider support now uses ChatGPT OAuth via vibe-trading provider login openai-codex, with Settings metadata and adapter regression tests (#65). Added and hardened the ashare-pre-st-filter skill for A-share ST/*ST risk screening, including Sina penalty relevance filtering so securities-account mentions do not inflate E2 counts (#63).

• 2026-04-30 ⚙️ Web UI Settings + validation CLI hardening: New Settings page for LLM provider/model, base URL, reasoning effort, and data source credentials, backed by local/auth-protected settings APIs and data-driven provider metadata (#57). Also hardens python -m backtest.validation <run_dir> so missing, blank, malformed, non-existent, and non-directory inputs fail with clear operator-facing messages before validation starts (#60).

• 2026-04-28 🚀 v0.1.6 released (pip install -U vibe-trading-ai): Fixes vibe-trading --swarm-presets returning empty after pip install / uv tool install (#55) — preset YAMLs now bundled inside the src.swarm package and pinned by a 6-test regression suite. Plus AKShare loader correctly routes ETFs (510300.SH) and forex (USDCNH) to the right endpoints with hardened registry fallback. Rolls up everything since v0.1.5: benchmark comparison panel, /upload streaming + size limits, Futu loader (HK + A-share), vnpy export skill, security hardening, frontend lazy loading (688KB → 262KB).

• 2026-04-27 📊 Benchmark panel + upload safety: Backtest output now ships a benchmark comparison panel (ticker / benchmark return / excess return / information ratio) with yfinance-backed resolution for SPY, CSI 300, etc. (#48). Plus /upload streams the request body in 1 MB chunks and aborts past MAX_UPLOAD_SIZE, bounding memory under oversized/malformed clients (#53) — pinned by a 4-case regression suite.

• 2026-04-22 🛡️ Hardening + new integrations: Path containment enforced in safe_path + journal/shadow tool sandbox, MANIFEST.in ships .env.example / tests / Docker files in sdist, route-level lazy loading shrinks frontend initial bundle 688KB → 262KB. Plus Futu data loader for HK & A-share equities (#47) and vnpy CtaTemplate export skill (#46).

• 2026-04-21 🛡️ Workspace + docs: Relative run_dir normalized to active run dir (#43). README usage examples (#45).

• 2026-04-20 🔌 Reasoning + Swarm: reasoning_content preserved across all ChatOpenAI paths — Kimi / DeepSeek / Qwen thinking work end-to-end (#39). Swarm streaming + clean Ctrl+C (#42).

• 2026-04-19 📦 v0.1.5: Published to PyPI & ClawHub. python-multipart CVE floor bump, 5 new MCP tools wired (analyze_trade_journal + 4 shadow-account tools), pattern_recognition → pattern registry fix, Docker dep parity, SKILL manifest synced (22 MCP tools / 71 skills).

• 2026-04-18 👥 Shadow Account: Extract your strategy rules from a broker journal → backtest the shadow across markets → 8-section HTML/PDF report showing exactly how much you leave on the table (rule violations, early exits, missed signals, counterfactual trades). 4 new tools, 1 skill, 32 tools total. Trade Journal + Shadow Account samples now live in the web UI welcome screen.

• 2026-04-17 📊 Trade Journal Analyzer + Universal File Reader: Upload broker exports (同花顺/东财/富途/generic CSV) → auto trading profile (holding days, win rate, PnL ratio, drawdown) + 4 bias diagnostics (disposition effect, overtrading, chasing momentum, anchoring). read_document now dispatches PDF, Word, Excel, PowerPoint, images (OCR), and 40+ text formats behind one unified call.

• 2026-04-16 🧠 Agent Harness: Persistent cross-session memory, FTS5 session search, self-evolving skills (full CRUD), 5-layer context compression, read/write tool batching. 27 tools, 107 new tests.

• 2026-04-15 🤖 Z.ai + MiniMax: Z.ai provider (#35), MiniMax temperature fix + model update (#33). 13 providers.

• 2026-04-14 🔧 MCP Stability: Fixed backtest tool Connection closed error on stdio transport (#32).

• 2026-04-13 🌐 Cross-Market Composite Backtest: New CompositeEngine backtests mixed-market portfolios (e.g. A-shares + crypto) with shared capital pool and per-market rules. Also fixed swarm template variable fallback and frontend timeout.

• 2026-04-12 🌍 Multi-Platform Export: /pine exports strategies to TradingView (Pine Script v6), TDX (通达信/同花顺/东方财富), and MetaTrader 5 (MQL5) in one command.

• 2026-04-11 🛡️ Reliability & DX: vibe-trading init .env bootstrap (#19), preflight checks, runtime data-source fallback, hardened backtest engine. Multi-language README (#21).

• 2026-04-10 📦 v0.1.4: Docker fix (#8), web_search MCP tool, 12 LLM providers, akshare/ccxt deps. Published to PyPI and ClawHub.

• 2026-04-09 📊 Backtest Wave 2: ChinaFutures, GlobalFutures, Forex, Options v2 engines. Monte Carlo, Bootstrap CI, Walk-Forward validation.

• 2026-04-08 🔧 Multi-market backtest with per-market rules, Pine Script v6 export, 5 data sources with auto-fallback.

• 📊 90 specialized finance skills organized into 9 categories
• 🌐 Complete coverage from traditional markets to crypto & DeFi
• 🔬 Comprehensive capabilities spanning data sourcing to quantitative research

The read-only report_audit tool preserves signed financial values in Markdown tables and label: value lines, so losses are checked as losses rather than profits. Backtest reports ground their figures in the engine's own output for that call. For list results, equivalent references such as data.positions[0].contribution_pct and data.positions.0.contribution_pct select the same element; an explicit index cannot borrow another element's value. Correction hints suggest exact references without treating the suggestion itself as evidence.

Need a market or vendor we don't ship a loader for? Add your own historical-bar loader and select it with source="<name>". The steps edit package source, so run from a clone (pip install -e .).

1. Write the loader — create agent/backtest/loaders/<name>_loader.py with a class that satisfies DataLoaderProtocol (duck-typed, no base class needed) and is tagged with @register:

   import pandas as pd
   from backtest.loaders.registry import register
   
   @register
   class DataLoader:
       name = "mysource"            # the value you pass as source=
       markets = {"us_equity"}      # a_share/us_equity/hk_equity/crypto/futures/fund/macro/forex
       requires_auth = False
   
       def is_available(self) -> bool:
           return True              # token present? network reachable?
   
       def fetch(self, codes, start_date, end_date, *, interval="1D", fields=None):
           # return {symbol: DataFrame indexed by trade_date,
           #         columns: open, high, low, close, volume}
           ...

2. Register the module so @register fires — add "backtest.loaders.<name>_loader" to _loader_modules in agent/backtest/loaders/registry.py.

3. Allow the name through config validation — add "mysource" to _VALID_SOURCES in agent/backtest/runner.py.

4. (Optional) slot it into a market's FALLBACK_CHAINS in registry.py so source="auto" can reach it.

5. Use it — source="mysource" in a backtest config, or via the CLI / agent.

Real-time ticks / order-book depth are out of scope for loaders — the loader layer is point-in-time historical bars only. Live market data flows through the broker connectors instead: okx / binance / ccxt for crypto, futu / tiger for equities.

Connector-first profiles. Most do read + paper-account order placement — IBKR is read-only, Robinhood is live-only (no paper account), Scalable Capital is read-only (no paper account exists at all), mStock (India) is read-only live over its Type B REST API (no paper account), and Trading 212 and Toss Securities refuse order placement entirely, paper included; live order placement is bounded by a user-defined mandate (symbol allowlist, order-size / exposure caps, daily trade cap, instant kill switch) and never holds funds — the broker executes. Order-placing tools stay off MCP (agent + CLI only). Research / backtest paths are structurally barred from any live endpoint.

Paper-vs-live is a structural per-broker runtime guard (account-id format, host separation, demo flag, or trade environment), never a config flag the agent can flip. A broker exposing no such discriminator is capped at paper + read-only.

• 🏢 30 ready-to-use agent teams
• ⚡ Pre-configured finance workflows
• 🎯 Investment, trading & risk management presets

_{Plus 20+ additional specialist presets — run vibe-trading --swarm-presets to explore all. Bring your own: drop preset YAMLs into ~/.vibe-trading/swarm/presets/ — they are listed alongside the bundled roster (same-name files override it, like user skills) and survive upgrades.}

• 🧬 478 cross-sectional alphas, lookahead-banned at the operator layer
• 📈 IC + IR + alive/reversed/dead categorisation in one CLI command
• 🔬 AST purity gate + 300-row lookahead sentinel test + pytest-socket network kill-switch
• 📦 Apache-2 attribution for Qlib; per-zoo LICENSE.md declaring formulas as mathematical content
• 🤝 Developer Certificate of Origin (DCO) sign-off workflow for community PRs

Run vibe-trading alpha list to browse, vibe-trading alpha show <id> for formulas + source, vibe-trading alpha bench --zoo X --universe Y --period Z to score a whole zoo, and vibe-trading alpha compare --all to rank zoos side by side.

Benchmark selection honors .SH, .SZ, and .BJ A-share suffixes, plus Yahoo's .SS spelling for Shanghai, independently of the chosen loader, including offline local sources.

Bars: 1m / 5m / 15m / 30m / 1H / 4H / 1D, plus weekly / monthly (1W / 1M, built from daily bars). 15 metrics + benchmark comparison, 5 portfolio optimizers (equal-volatility / risk-parity / mean-variance / max-diversification / turnover-aware), and 3 validation tools (Monte Carlo / Bootstrap / Walk-Forward).

The turnover-aware optimizer validates per-name and group caps for single-asset allocations too. It preserves feasible supplied allocations (including cash), and raises an error when the singleton allocation exceeds a cap.

When the opt-in market-data cache is enabled, local-source cache entries are scoped to the configured file, query, and column mapping. Changing a symbol's source declaration does not reuse bars from its previous source. The settled-data cache policy for an unchanged declaration remains the same. Unusable cached metadata is treated as a cache miss: the declared local source is read again, and the replacement entry can serve subsequent cache hits. The turnover-aware optimizer measures allocation changes in signed position space: reversing a 50% long to a 50% short contributes 0.5 turnover, including both the close and the reopen. Its penalty and recorded allocation turnover include these reversals; execution-derived turnover remains a separate metric. Local data date ranges include the entire UTC end day, including subsecond timestamps; bars at the following midnight are excluded before aggregation.

The shared backtest market classifier recognizes BTC/USD, ETH/USD, BNB/USD, SOL/USD, ADA/USD, and DOGE/USD as crypto. Fiat pairs such as GBP/USD, EUR/USD, and USD/JPY retain their forex classification.

src/quantlib holds one tested implementation of each piece of finance math the agent needs. Skills import these rather than carrying formulas inside markdown code blocks — if you find a pricing formula living in a SKILL.md, that is a bug, not a pattern.

The read-only quantlib_call tool reaches all of it through one contract, so the finance math works on the CLI, the Web UI, the REST API and MCP — including deployments where bash is gated off. It is structurally not a shell — module allowlist, __all__-only dispatch, export_* refused. Econometrics needs the stats extra (pip install "vibe-trading-ai[stats]"); those functions lazy-import and tell you which one is missing.

A valuation engine that refuses to invent its own inputs. The one rule in contracts.py: a missing input makes a model NOT RUNNABLE and is never silently defaulted — every default in a valuation model is an opinion wearing a constant's clothes.

Artifacts are input-hashed and versioned, with xlsx / pptx export.

Six slash commands drive the workflows — /comps /dcf /attrib /memo /earnings /screen — each carrying a step skeleton and an arithmetic-consistent worked example (the Brinson decomposition sums exactly to active return; the earnings bridge sums exactly to the EPS delta). The investor-lenses skill stacks named-investor reasoning frameworks on top as analysis overlays: each lens is an operating procedure — priority signals, disqualifying conditions, typical misuse — not a biography, and names no tool.

Beyond bars, src/entities ingests irregular dated cash flows (NAVs, capital calls, coupons) and cashflow_performance reports XIRR / MOIC / DPI / TVPI / TWR / Modified Dietz / MWR over them. This path is deliberately parallel to the bar engines so a nav column can never reach one and get priced as a close. Flows use the holder's sign convention: a transfer into the portfolio is negative, and a transfer out is positive.

Every run writes a manifest hashing the prompt, the skill contents, the tool registry and the package versions, so a number produced last month can be traced to the exact methodology that produced it.

The audit ledger chains each record to its predecessor's hash and fsyncs, so editing or deleting a record is detectable — and an edit that recomputes its own hash is still caught one record later via prev_hash_mismatch. Timestamps are always caller-supplied; no module here calls datetime.now().

Trace redaction is sink-aware: tool-call arguments and the live audit ledger use a fail-closed sink where content stays redacted, while the tool-result sink releases it and pattern-scrubs its string leaves. env is never released in either.

# Terminal 1: API server
vibe-trading serve --port 8899

# Terminal 2: Frontend dev server
cd frontend && npm install && npm run dev  # requires Node >= 22.22

Open http://localhost:5899. The frontend proxies API calls to localhost:8899.

Production mode (single server):

cd frontend && npm run build && cd ..
vibe-trading serve --port 8899     # FastAPI serves dist/ as static files

[!NOTE] vibe-trading serve binds 0.0.0.0 and is loopback-only by default: opening the UI on the same machine (http://localhost:8899) works with zero config. If you browse from another machine, a VM host, or a phone on your LAN, sensitive endpoints return 403 and the chat shows "Remote API access requires an API key" — set a strong API_AUTH_KEY in agent/.env, restart, and enter the same key once in Settings. (Docker Desktop's host gateway: set VIBE_TRADING_TRUST_DOCKER_LOOPBACK=1 with the default 127.0.0.1 port bind.)

IM channel adapters connect outside chat apps to the same session runtime used by the Web UI and CLI. Configure enabled adapters under channels in ~/.vibe-trading/agent.json; SDK-backed adapters are optional extras, and missing SDKs report recovery hints instead of crashing the runtime.

Telegram quick start (pip installation): activate the same virtual environment in both terminals, then upgrade the package and install its Telegram adapter:

python -m pip install -U "vibe-trading-ai[telegram]"
vibe-trading channels --help

Create a bot with @BotFather. Merge the following into ~/.vibe-trading/agent.json, replacing the token and sender ID (do not overwrite other channel settings). allow_from accepts your numeric Telegram user ID or username without @; listed senders do not need pairing approval.

{
  "channels": {
    "telegram": {
      "enabled": true,
      "token": "YOUR_BOTFATHER_TOKEN",
      "allow_from": ["YOUR_TELEGRAM_USER_ID"]
    }
  }
}

Run vibe-trading channels status --local to check configuration and adapter availability. Start vibe-trading serve --port 8000 in terminal 1, then run vibe-trading channels start in terminal 2 and send your bot a message. For another port, set VIBE_TRADING_API_URL to that server's URL in terminal 2. If channels is missing, check python -m pip show vibe-trading-ai in that same environment and upgrade there; installing into one environment does not update another environment's command. Missing SDK hints from status --local mean the optional adapter still needs installation.

For long-running channel tasks, tune the central assistant-reply wait budget with replyTimeoutS (seconds, default 600):

{
  "channels": {
    "replyTimeoutS": 1800,
    "feishu": {
      "enabled": true
    }
  }
}

This controls how long the shared channel runtime waits for the agent session to produce an assistant message; adapter HTTP/socket timeouts remain adapter-specific.

vibe-trading channels status --local   # inspect config and missing SDK hints without API
vibe-trading channels status           # query the running API runtime
vibe-trading channels start            # start enabled adapters through the API
vibe-trading channels stop             # stop enabled adapters through the API
vibe-trading channels login weixin     # run an adapter login hook when needed
vibe-trading channels pairing --channel telegram list

Telegram long polling permits only one active getUpdates poller per bot token. vibe-trading serve owns the channel runtime; it starts channels at startup when VIBE_TRADING_CHANNELS_AUTO_START=true, and the Web UI controls that same runtime. vibe-trading channels start sends a start request to the running API server (VIBE_TRADING_API_URL, default http://127.0.0.1:8000), so running it against that same server after auto-start does not create another poller. Keep only one API server process with a given Telegram bot token enabled. Separate server processes, or a CLI configured to target a different server, each own a runtime and can conflict when they use the same token.

vibe-trading channels login feishu saves the QR-authorized app credentials to ~/.vibe-trading/agent.json with owner-only file permissions before reporting login success.

The built-in adapters cover websocket, telegram, slack, discord, matrix, whatsapp, signal, qq, napcat, weixin, wecom, feishu, dingtalk, msteams, email, and mochat. Use narrow extras such as pip install "vibe-trading-ai[telegram]", or install the full channel set with pip install "vibe-trading-ai[channels]".

In-chat slash commands (channel-agnostic, work in all 16 adapters):

Commands are case-insensitive and must be sent as the entire message (e.g. hello /new is treated as a regular message, not a reset).

/pairing is operator-gated. In-chat pairing-control commands are rejected unless the sender is listed as an operator — set channels.operators (cross-channel authority) or a channel section's own operators list in your channels config. With no operators configured, in-chat /pairing is refused (fail-closed) and pairing is managed only through the authenticated CLI (vibe-trading channels pairing …) and the auth-gated REST endpoint. This prevents any allow-listed group member from taking over pairing across channels.

Configure from the Web UI: the IM Channels panel on the Settings page configures channels without hand-editing files. Expand a channel to open its config panel: fields render from backend metadata, and secret values are never returned to the browser, only masked (**** plus the last 4 characters). DingTalk is the first fully-guided channel: create an app at open-dev.dingtalk.com, add the bot capability, enable Stream Mode (no public callback URL needed), copy the AppKey into Client ID and the AppSecret into Client Secret, then publish the app. QQ has joined it as a fully-guided channel: register a bot on the QQ Open Platform (q.qq.com), copy the AppID and AppSecret into the form, verify with Test connection before saving, then enable; no public callback URL is needed (WebSocket via the official botpy SDK). Email and WebSocket have joined as fully-guided channels: Email's Test connection probes the IMAP login, the mailbox folder and the SMTP login against your provider without sending anything, while WebSocket — a local server rather than a remote service — validates the TLS certificate/key material and the address availability on this machine; an address held by the already-running server reads as the expected state, not a failure. Saving a WebSocket config hot-swaps the server, so connected clients (including the Web UI chat) briefly disconnect and reconnect. Feishu has joined them as a fully-guided channel: create a custom app on the Feishu Open Platform (open.feishu.cn, or open.larksuite.com for international Lark), add the bot capability, select the matching domain in the form, copy the App ID and App Secret, verify with Test connection before saving, then enable; no public callback URL is needed (WebSocket long connection via the official lark-oapi SDK). Test connection probes the values in the form before anything is saved and answers with an honest result code (ok, invalid_credentials, network, or unsupported). Enable applies immediately: a running channel runtime hot-swaps that one adapter with no process restart, and enabling auto-verifies credentials unless you explicitly choose Enable anyway after a failed check. Disabling a channel keeps its stored credentials, so re-enabling needs no re-entry. Only the built-in adapters are listed here; entry-points plugin channels remain file-configured.

Saves write the channels.<name> section of ~/.vibe-trading/agent.json atomically. YAML config files are read-only for the web UI (JSON is required to edit from the browser), and the panel says so instead of failing. Channels without a dedicated guide render a generic form derived from their defaults.

Add to claude_desktop_config.json:

{
  "mcpServers": {
    "vibe-trading": {
      "command": "vibe-trading-mcp"
    }
  }
}

Add to ~/.openclaw/config.yaml:

skills:
  - name: vibe-trading
    command: vibe-trading-mcp

For a first research-only smoke test, confirm tool discovery and run a market data or backtest request before selecting a trading connector profile. Core research tools can run without broker credentials; connector-backed trading_* tools should be used only after you intentionally select and check a connector profile. run_swarm requires an LLM key.

vibe-trading-mcp                   # stdio (default)
vibe-trading-mcp --transport http  # Streamable HTTP (current MCP spec default) at http://127.0.0.1:8900/mcp
vibe-trading-mcp --transport sse   # legacy SSE (deprecated) for older clients

For HTTP clients (QwenPaw, and any client that negotiates by POSTing an InitializeRequest), use --transport http and point the client at the single /mcp endpoint — e.g. http://127.0.0.1:8900/mcp. Do not point an HTTP client at /sse; that path belongs to the deprecated two-endpoint SSE transport and will return 405 Method Not Allowed on POST. Override the bind address with --host / --port.

npx clawhub@latest install vibe-trading --force

--force is required because the skill references external APIs, which triggers VirusTotal's automated scan. The code is fully open-source and safe to inspect.

This downloads the skill + MCP config into your agent's skills directory. No cloning needed.

Browse on ClawHub: clawhub.ai/skills/vibe-trading

All 90 finance skills are published on open-space.cloud and evolve autonomously through OpenSpace's self-evolution engine.

To use with OpenSpace, add both MCP servers to your agent config:

{
  "mcpServers": {
    "openspace": {
      "command": "openspace-mcp",
      "toolTimeout": 600,
      "env": {
        "OPENSPACE_HOST_SKILL_DIRS": "/path/to/vibe-trading/agent/src/skills",
        "OPENSPACE_WORKSPACE": "/path/to/OpenSpace"
      }
    },
    "vibe-trading": {
      "command": "vibe-trading-mcp"
    }
  }
}

OpenSpace will auto-discover all 90 skills, enabling auto-fix, auto-improve, and community sharing. Search for Vibe-Trading skills via search_skills("finance backtest") in any OpenSpace-connected agent.

• @Shizoqua — a 55-PR correctness sweep (one landed as a port) across nearly every layer: quant-library fixes and input guards (Patell z degrees of freedom #1449, copula ties #1453, Kyle's lambda intercept #1477, HRP labels #1555, non-finite impact and yield-curve inputs #1557/#1558), Alpha Zoo NaN propagation and formula fixes (gtja191_038 #1523, alpha101_074 #1534, qlib158 WVMA #1594, GTJA HIGHDAY/LOWDAY #1604), backtest sizing for negative futures prices and shorts (#1547/#1548), venue bars per year in Monte Carlo validation (#1546), options annual return over elapsed bars (#1458), memory, swarm-store and session robustness (#1450/#1525/#1545/#1536/#1579), DingTalk, Signal, Slack and Discord channel fixes (#1506/#1478/#1524/#1537), Argentina listing identity in grounding (#1575), and a mandate narrowed to zero exposure stored as zero (#1593)
• @zeus229 — grounding that reads locale decimals and grouped numbers with precision-aware rounding (#1517/#1588), resolves explicit symbols and exact field refs from observed evidence (#1584/#1586), preserves latest_date timestamps (#1590) and keeps corrections text-only (#1600); Argentina (.BA) market data through Yahoo (#1543), ISO-4217 portfolio currencies with isolated FX failures (#1510), explicit header names compared case-insensitively (#1568), technical-indicator volume statistics and their replay after compaction (#1571/#1601), and bounded read-only replay after compaction (#1488)
• @cgycorey — a read-only extraETF export reader (#1406) and the read-only Scalable Capital MCP connector (#1417), run cards that keep non-scalar metrics (#1424), the backtest tool naming the directory it looked in (#1429), a tool-declared swarm run_dir confined to the workspace and worker message logs persisted on every terminal path (#1430/#1439), qlib158 CNTP/CNTN/CNTD NaN propagation (#1459), custom zoo roots that no longer replace the bundled module (#1468), get_shareholder_count answering again (#1490), Tencent's A-share and HK calibers stamped correctly (#1497), and QVeris adjusted fields resolved as a complete set (#1527)
• @shadowinlife — IM channels configured from the Web UI, with QQ, Email and WebSocket guided setups (#1520/#1529/#1544), stdlib logging placeholders across 12 channel adapters (#1533), Tencent history paginated backward from the end of the window (#1411), state.json written by the backtest tool so tool-driven runs are ingestible (#1413), per-worker swarm skill allowlists (#1414), the 1M interval no longer folding to one minute (#1487), and welcome quick actions with a real selected state (#1500)
• @he-yufeng — tail-risk measure and confidence kept through the grounding gate (#1444), full history in the risk x-ray instead of sampled rows (#1462), shareholder-count history from the per-period report (#1518), backtests attaching to a running MT5 terminal without credentials (#1598), a per-read BaoStock socket deadline (#1615), the weekly live-source health canary (#1627), the broker capability matrix generated into the README (#1629), and the channel stop_all and WebSocket logger fixes carried over from #1521
• @lorenzozanee — QVeris end dates no longer sent as indicators (#1496), dragon-tiger seat reports and lockup expiry data restored (#1512/#1513), malformed Robinhood buying power rejected (#1526), broker-only MT5 symbols resolved in search_symbol (#1597), hash-only traces and citations on run cards (#1612), expired Copilot CLI tokens refreshed (#1619), and Telegram polling ownership documented (#1583)
• @chiww — the Stooq warning naming the override variable the config layer reads (#1402), A-shares routed by market for sources without a dedicated branch (#1431), the declared interval checked against the served bars before annualising (#1432), and _NO_NETWORK_FALLBACK_SOURCES honoured for per-symbol gaps (#1441)
• @as950118 — three Korean broker connectors: KIS with separate paper and live hosts (#1407), Upbit capped at paper plus read-only (#1408), and read-only Toss Securities (#1409)
• @0xouzm — SDM decay metrics that treat NaN and infinite bench results as missing (#1447)
• @alanwilhelm — synchronized cold loader-registry initialization, so concurrent first lookups no longer see an empty registry (#1405)
• @modelpath-dev — the description-driven strategy-store adaptation substrate (#1391)
• @sambazhu — the Gildata A-share OHLCV loader over its raw-api MCP endpoint (#1474)
• @tingkk — broker-neutral SDK diagnostics across all locales (#1436)
• @tonydo — OpenCode as a built-in provider, sending the x-opencode-session header OpenCode Go requires (#1416)
• @woshi77777stars — the Trigger.market default restored on non-market triggers (#1599)
• @Yoruxyv — the Bahasa Indonesia UI locale and README_id.md (#1482)

• @Shizoqua — 28 PRs: NaN propagated through 16 GTJA and Alpha101 alphas instead of fabricated values (#1371/#1372/#1373/#1374/#1379/#1380/#1381/#1382/#1383) and Alpha Zoo returns no longer forward-filling gaps (#1172), missing-price gaps preserved in the SDM template and cross-market volatility weights (#1397/#1398), multi-factor and social-media factor evaluation fixes (#1399/#1400), walk-forward ML training without future-label leakage (#1392), China futures product codes parsed for digit-prefixed, month-code-colliding and lower-case symbols (#1369/#1389), composite sub-engines synced before every dispatch (#1370), per-regime position sizing in strategy discovery (#1368), MCP goal sessions isolated per connection with current-goal defaults (#1173/#1331), Codex token usage and model metadata (#1334/#1348), and swarm cancellation reaching the in-flight worker (#1175)
• @he-yufeng — 26 PRs, mostly fail-closed live trading and backtest semantics: broker API errors and error envelopes fail closed in position reads and the halt sweep (#1212/#1232), the flatten latch persists across restarts (#1233), market-triggered ticks skip closed markets (#1253) and buy-limit orders are sized at the worse of quote and limit (#1312); the price-adjustment caliber stamped on served frames (#1317) with adjusted Yahoo prices (#1287), unresolved symbols retried down the fallback chain (#1288) and the stooq anti-bot challenge flagged (#1342); short option legs holding margin (#1306), perpetual funding settled by bar span (#1307), A-share and India rules enforced through composite state (#1309) and halted positions marked at the last traded close (#1332); Shadow Account PnL, attribution, FIFO short lots and cache keys (#1217/#1310/#1311/#1314); and each monitor's latest verdict rendered on the list (#1156)
• @cgycorey — 23 PRs: UK (LSE .L) equity support (#1206), swarm replay/resume of failed runs keeping completed artifacts (#1158), market-data validation of codes, dates and sources with aligned FX/index search and fetch (#1185/#1316), dotted US class shares routed as US equity (#1351), backtest execution fixes — requested targets separated from executed fills, 1x shorts liquidated, option signals filled on the next bar, default IV for HV warm-up and over-committed baskets scaled (#1281/#1298/#1299/#1305/#1344); live halt-sweep envelopes, per-episode latches and MCP buy-limit sizing (#1244/#1254/#1361); grounding clause and metric-table gates (#1326/#1338/#1375/#1378); the registry NaN contract on declared dependencies (#1377); compaction sized by tool-call arguments (#1352); and report audits that fail closed when nothing was verified (#1362)
• @santhreal — 16 PRs extending the quant library: factor risk decomposition, event-study rank and sign tests, OU calibration, drawdown analytics, barrier options, single-name CDS, key-rate duration, IC time series, Vasicek credit loss and group-purged CV (#1159–#1168), Heston pricing, HRP allocation, copulas and market microstructure (#1195–#1198), finite-difference barrier Greeks (#1203), and multi-segment test sets in cross-validation (#1204)
• @AirHua-byte — multi-file drag-and-drop and paste uploads (#1179), interrupted replies recovered after a service restart (#1180), shared HTTP clients preserved during cleanup (#1182), agent-confirmed scheduled research tasks (#1187), persisted Feishu QR login credentials (#1188), explicit market context kept in grounding (#1269), and the offline harness artifact verifier (#1271)
• @lorenzozanee — silent order-plan rejections surfaced through an _on_plan_rejected hook (#1245), the temperature self-heal on the OpenAI-compatible path (#1246), escalating stream retry delays that honour Retry-After (#1247), USD-M tolerance calibration (#1248), FMP's Stable endpoint with no silent fallback for an explicit source (#1276), adjusted prices on the FMP and Tiingo paths (#1320), and EPERM handled in desktop updater shutdown checks (#1284)
• @goatyyc — the read-only multi-broker portfolio dashboard and connection framework (#1072) with connector onboarding contracts (#1250), IBKR official MCP OAuth with verified read tools (#1190), and an isolated portfolio OAuth reconnect lifecycle with classified failures (#1211/#1251)
• @saju01 — the agent loop keeping tool results the model still needs (#1341), compacted results reconciled by exact call identity (#1358), and grounding that no longer reads percentage-point deltas as quoted prices (#1346/#1357)
• @aminak58 — symbol identity for bare joined crypto pairs (#1265), FX, metals and futures (#1280), and spot-gold aliases (#1282)
• @averatec0773 — the Anthropic static prefix cached with cache usage recorded (#1366), relocated extra_body.temperature stripped in the Anthropic self-heal (#1330), and an attempt start persisted so the elapsed clock survives navigation and reload (#1340)
• @Elfsa-Miranda — Alpaca submissions owned before broker writes, then recovered by exact client id and exact fills across restarts (#1213/#1221/#1222)
• @ethanstoner — skill-relative reference links resolved in read_file and on GitHub (#1252/#1328), and strategy-store history that is really newest first (#1347)
• @iagop03 — Web UI fixes: a stale streamingSessionId cleared on reopen, a scrollable main region with collapsed long prompts, and non-backtest runs pointed to Studio (#1257/#1258/#1259)
• @Robin1987China — non-finite inputs refused across valuation and credit-risk functions (#1184/#1215), and Archimedean copula CDFs stabilized under large parameters (#1386)
• @Emad211 — cross-platform locks and path handling for Windows (#1261), and read-only Nobitex and Wallex market-data sources (#1263)
• @honginp — read-only Binance USD-M account snapshots (#1229) and USD-M drift evidence artifacts (#1230)
• @pengpengyi92 — bounded backoff on swarm worker retries (#1210), and crypto pairs resolved through an active Binance connector (#1242)
• @ashutoshsinghpr7 — the Zerodha Kite Connect broker for Indian equities (#1193)
• @be-student — the no-progress stop for repeated discovery without new evidence (#1363)
• @BigFishEmily — paginated Tencent finance history requests (#1154)
• @birdxs — Docker CI actions upgraded to Node.js 24 compatible versions (#1359)
• @bonyohana — the survivorship-bias disclosure rendered in the HTML bench report (#1289)
• @c020627 — the IBKR official read-only MCP seed pointed at /mcp-public (#1178)
• @guestccc — /api routes proxied in the Vite dev server (#1319)
• @Jackzigen — mandate adjustments that enforce narrowing for non-numeric and list fields (#1285)
• @JaxonHu1024 — Futu HKD valuations preserved in the portfolio (#1228)
• @laiyierjiangsu — HK-prefixed symbols (HK.06693 → 06693.HK) locked in grounding (#1384)
• @nandofmike — the Brazilian Portuguese (pt-BR) locale (#1327)
• @P1Piyush — metals treated as metals in the forex backtest: pip size, lot size and spreads (#1226)
• @sambazhu — per-market data-source priority in Settings and MARKET_DATA_ORDER_* (#1231)
• @SiMinus — vibe-trading swarm retry with a resume option (#1194)
• @sykuang — the IBKR public MCP OAuth flow (#1186)
• @thisisjun786 — calendar-triggered partial rebalancing (#1277)
• @wiliao — a run-stall watchdog, a bash tree-kill timeout and a compaction verification ledger (#1169)
• @youngjincho02-arch — the historical VaR quantile formula fixed in the risk-analysis skill (#1189)

• @Shizoqua — a 13-PR correctness sweep across nearly every subsystem: grounding auto-recovers identity and price evidence within a bounded budget (#1092), swarm isolates worker artifacts between retries (#1053), rejects raw ok/success tool-result envelopes (#1052) and truncates oversized results with the shared notice (#1110), MCP gains offset paging for SEC filings and statements (#1138), routes load_skill through the registry so oversized skills page (#1137) and carries market-data provenance on get_market_data (#1131), plus excess_return consistency (#1058), Wilder-EWM RSI (#1056), the FTS5 tokenizer floor (#1071), non-finite prediction-market fields (#1136), in-flight delivery protection (#1140) and preserved backtest validation evidence (#1139)
• @shadowinlife — the run-analysis surface, four pages in one cycle: Options Lab (#1096), the Factor Research panel with its new IC correlation matrix (#1099), positions structure visualization (#1097) and the tearsheet tab (#1091); plus evidence-gated Strategy Discovery Phase 1 (#978) and Phase 2 decay monitoring (#1007), per-market volume units in market-data provenance (#1065) and baostock volume normalized to board lots (#1067)
• @pengpengyi92 — five quantlib numerics fixes: xirr and money-weighted return survive long-horizon discount underflow (#1119), zero-volatility options discount their forward value (#1066), the fixed-income curve keeps decay inside the requested bounds (#1076), event studies anchor to the prior session (#1078) and cross-validation aligns label ends to the prior observation (#1079)
• @cgycorey — reasoning effort honoured in chat completions (#1025), the per-task swarm ChatLLM closed to stop a pooled-connection leak (#1145) and the same for one-shot clients (#1153), gross_profit derived from revenue minus COGS when the SEC tag is absent (#1111), and vibe-trading show <run_id> dispatching its run id instead of the flag (#1147)
• @lorenzozanee — the test suite stopped escaping into the real config root and its live audit ledger (#1118, closes #1116), recovery steering delivered as user messages with inline system tags (#1112), and unsupported ticker-plus-name symbol queries marked skipped rather than failed (#1114)
• @AndyLongest — the interactive backtest research dashboard (#1084), the engine reporting actual post-fill positions (#1082), and grounding ignoring identity constants in rate formulas (#1083)
• @ofeksh-tr — eToro runtime UI parity for SDK connector status (#1051) and its crypto browse and flat market-data quotes (#1070), plus an empty Response for the scheduled-runs DELETE 204 (#1068)
• @wiliao — the agent-run reliability pass: grounding false-rejections, the final-answer gate and LLM timeouts (#1105), with prompt wording and support/resistance masking (#1060)
• @jay79-boop — a selectable IBKR market-data tier with starved quotes reported as no_data (#1075), and strict alpha t-stats surfaced in the bench JSON and HTML report (#1085)
• @Robin1987China — DCF refusing non-finite inputs instead of a silent negative share price (#1121), and grounding masking ISO dates that run into CJK text (#1132)
• @zzz607 — grounding masking line-leading ordered-list markers before number extraction (#1063), and the East Money research-report endpoint given the time parameters it now requires (#1077)
• @Echoandelementwebsites — worker prompts ordered for prompt-cache-friendly prefixes (#1057), and tool-less agents no longer instructed to call write_file (#1144)
• @549236606-oss — seven extended read-only Futu connector endpoints, each fail-closed through the existing gateway envelope (#1135)
• @QCYTSN — the desktop update safety boundary: PID-scoped shutdown, dormant candidate verification, interrupted-attempt recovery, and a tested tampered/unsigned/wrong-publisher/downgrade rejection matrix (#1101)
• @honginp — offline USD-M account reconciliation with immutable snapshot contracts and deterministic drift reporting (#1106)
• @he-yufeng — each monitor's latest verdict parsed server-side and persisted on the job for the Market Watch list (#1152)
• @sykuang — GitHub Copilot as a provider through the official SDK, with no borrowed client ID and no editor-impersonation headers (#990)
• @miguelangelo78 — the hosted TickerAll MetaTrader 5 data source, so forex and metals backtests need no local MT5 terminal (#968)
• @ngoanpv — Vietnam equity (HOSE) support: .VN no longer executes under China A-share rules (#1033)
• @jax-novita — Novita AI registered as a built-in OpenAI-compatible provider (#1059)
• @daviddaco1 — the Spanish locale and README_es.md, the sixth README (#1087)
• @1psconstructor — German (Deutsch) UI support (#1117)
• @x-lambda — the tencent loader building its SSL context from the certifi CA bundle, unblocking HK quotes (#1113)
• @er-s-an — build_registry() reporting partial construction instead of silently returning a short tool list (#1129)
• @straun-repo — reasoning effort passed through to the Anthropic adapter (#1115)
• @nstavros — connector orders rendering broker_sdk rows, with SDK enum reprs stripped and class-B tickers left intact (#1150)
• @lukiod — .env.partial created with owner-only permissions (#1086)
• @fixXxerTech — inferred strategy labels marked as inferred in the run dashboard (#1134)
• @birdxs — Docker images carrying the Feishu and Telegram channel dependencies, with a GHCR/Docker Hub build workflow (#1088)
• @zhiwuyazhe-fjr — a Docker Codex OAuth EOF that explains itself (#1054)

• @santhreal — a 21-PR correctness sweep: trade-journal date and format parsing for Excel serials, UTF-16 BOM CSVs and BTCUSDT-style symbols (#778/#794/#811/#862/#868), loader interval mapping (#812/#838), skill frontmatter closed at EOF (#861), exact memory anchors and result bounds (#956/#957), negative-equity drawdown, insolvent empty cross accounts and inf from zero equity (#958/#959/#1041), NaN/inf in the grounding block (#1043), null and non-finite tool arguments (#911/#913), and resource-leak and robustness fixes in the rate limiter, HTTP throttle, event bus, store and Shoonya connector (#1039/#1047/#1046/#1045/#1038)
• @Robin1987China — read-only technical_indicators and sentiment tools (#921/#939), the final report aggregator stage for quant_strategy_desk (#1048), annualisation entries for 15 more data sources (#891), factor_analysis realigned on MCP to the registered tool's contract (#715), blank symbol rows skipped in the Futu and generic journal parsers (#749), loader payloads handled without sampling indicator inputs (#1005), and a real account label in CLI balances (#843)
• @he-yufeng — the options payoff and scenario explorer (#883, rebuilt by the maintainer as #946), the strict alpha bench gate via alpha bench --strict (#796), composable optimizer weight constraints (#818), rebalance notes and risk x-ray artifacts for portfolio runs (#795/#900), yfinance crypto routed to the crypto engine (#970), and memory entries written with their .md suffix (#984)
• @shadowinlife — memory Phase 1 lifecycle management and Tier 2 structural organization (#733/#815), QVeris discovery/inspect/execute on the MCP surface (#976, landed as a port), JSON-string list/dict arguments accepted from MCP clients (#993), HK fallback routing repaired with a Tencent HK source (#1000), and MT5 trading_history numpy scalars made JSON-safe (#776)
• @honginp — USD-M perpetual realism: margin state contracts, isolated and cross liquidation risk, the funding and liquidation lifecycle and persisted fidelity evidence (#798/#889/#903/#936), plus opt-in atomic rebalancing integrated with strict USD-M positions (#951/#1019)
• @Shizoqua — swarm detection of ok:false / success:false tool failures (#1028), importance decay in FTS5 memory ranking (#1032), remote server identity in the MCP specs cache key (#1049), and lowercase 4h requests resampled in the yfinance loader (#1013)
• @tyj147454413-cmd — three fixes split from #543 that landed with their authorship: one run per session with honest terminal states (#676), redaction of free-text tool results (#675), and durable trace records and sidecars (#662)
• @cgycorey — Alpha Zoo tools exposed on MCP with a bounded alpha_bench (#979), and mapping-shaped Responses stream events accepted (#1034)
• @darkknight4563 — opt-in non-positive prices in the daily-bar validator (#816, closes #571), and bar_returns keeping the real move across a long trading halt (#895)
• @MuggleJinx — sessions, runs and uploads stored under the user runtime root instead of the code tree (#925), and the connector CLI loading ~/.vibe-trading/.env (#902)
• @00EVA — a model dropdown that resizes so full provider/model slugs are readable (#1006)
• @AmirF194 — universe metadata forwarded into the alpha bench JSON and HTML output (#841)
• @CRui5in — Web UI LLM settings saved on Windows without an HTTP 500 (#561)
• @ddy4633 — the correlation matrix no longer forward-filling missing closes (#873)
• @Echoandelementwebsites — dataclass tool results serialized without a false circular-reference crash (#849)
• @g0rdonL — historical USD-M funding consumed, with settlement jitter rounded (#819)
• @JungHoonGhae — Korea equity (KRX: KOSPI/KOSDAQ) as a backtest engine (#693, landed as a port)
• @klmtseng — restated PIT fundamentals deduplicated without regressing to an older fiscal period (#772)
• @ngoanpv — timezone-aware local schedules for scheduled research (#954)
• @QCYTSN — live model discovery and runtime identity in Settings (#924)
• @sambazhu — temperature=1 forced for the whole Kimi K-series (#701)
• @shugaoye — the OpenBB Workspace bridge (#817, landed as a port)
• @TSENGCHIENFENG — the read-only Taiwan stock snapshot tool (#848, landed as a port)
• @wiliao — TSX/TSXV symbols end to end, with bash-written run-dir OHLC CSVs counted as observed evidence (#1037)
• @x-lambda — a config option to disable the agent proxy (#995)
• @xkam7ar — partial market-data results completed through the fallback chain instead of shrinking the universe (#689, landed as a port)
• @y85998607 — the vn.py export skill updated for the vn.py 4.x layout (#869)
• @yagnikpipaliya — the Anthropic adapter self-healing models that deprecate temperature (#890)
• @yrk111222 — ModelScope as an OpenAI-compatible provider (#1011)

• @santhreal — a 30-PR correctness sweep: strict-JSON / finite-number hardening across metrics, factors, pattern, and options (#764/#765/#766/#767/#739/#740/#744), loader correctness (#761 yahoo 1m bars), and session / journal robustness (#762/#763/#768/#769/#770)
• @xkam7ar — broad reliability across packaging, web, scheduler, swarm, and CLI (#584), cancellation before the first AgentLoop iteration (#641, closes #638), QVeris session budget + atomic credit accounting (#685/#686), CI / OOS gates (#630/#632), and journal month-filter / side-parse fixes (#626/#628)
• @shadowinlife — the Strategy Development Manager skill (#457, closes #455), pluggable OCR + LLM-vision extraction (#548), centralized provider credentials (#563), the 80× signal-alignment vectorization (#698), and swarm MCP-discovery caching (#704)
• @ebujinovch — the correlation regime timeline endpoint + UI (#756, closes #719) and its correlation-regime skill (#557), plus the academic_corr_rewire factor (#705)
• @honginp — Binance USD-M routing with execution/mark separation (#470/#716) and the maintenance-bracket decouple that keeps -PERP backtests zero-credential (#757)
• @StaniellG — the MetaTrader 5 (Exness) broker connector + mt5 data source (#481)
• @tyj147454413-cmd — the Binance fallback loader (#643), bounded OKX history with rate-limit handling (#644), and codex stream-failure classification (#663)
• @Marnie0415 — composite sub-engine fallback for unknown symbols (#734) and the frontend insertBefore streaming DOM-race fix (#717)
• @YZY0108 — the look-ahead-bias fix across all five portfolio optimizers (#487)
• @UNHNQ — the SiliconFlow CN + Global providers (#565)
• @FenjuFu — the iFlytek Spark provider (#537)
• @jelech — the native Anthropic Messages API adapter (#695)
• @octo-patch — MiniMax regional API endpoints (#731)
• @Thibaultjaigu — the Requesty OpenAI-compatible gateway provider (#474)
• @Robin1987China — realized portfolio turnover metrics for every optimizer (#478)
• @YogeshModi24 — the Frazzini-Pedersen betting-against-beta academic factor (#480)
• @0xZKnw — opt-in TAP mode for Alpaca (#377)
• @sambazhu — the fundamental zoo _VALID_ZOOS whitelist (#707)
• @nareshkps — Robinhood connector account_number wiring (#726)
• @darkknight4563 — user swarm-presets directory discovery (#570)
• @MikeCer — IBKR thread-local connection pool + snapshot quotes (#636)
• @Shizoqua — local loader interval resampling (#467)
• @roberttidball — FastMCP transport import compatibility (#469)
• @yxhuang — bare-ticker resolution in the correlation matrix (#472, closes #471)
• @Bortlesboat — stale OPENAI_BASE_URL provider-switch fix (#484, closes #482)
• @ananaymital — preflight EnvConfig stale-cache fix (#479, closes #477)
• @GabbaTauchi — reported the native zai streaming / base-URL bug (#758)
• @warren618 / Haozhe Wu — the correlation regime backend integration, the zai provider streaming + base-URL resolution fix (#758), release integration, and open-PR/issue triage

• @shadowinlife — the api_server modularization capstone (1,103 → 371 lines, #424 closing #331), centralized env config with the AST CI gate (#440), loader fetch() protocol conformance (#437), and the Strategy Development Manager RFC in review (#455/#457) — 12 merged PRs this cycle
• @Robin1987China — Research Autopilot Phase 3 loop closure (#267), 4 canonical academic alphas (#277), Shadow Account PIT-safe entry conditions (#302/#314/#316), the turnover-aware portfolio optimizer (#466), scheduled-research route tests (#452), and test-coverage batches for trade-journal / pattern / loader layers (#268/#269/#276)
• @muku314115 — first-class Indian equity (NSE/BSE) support: the IndiaEquityEngine, cost stack, .NS/.BO routing, and the india_broker bridge (#305)
• @mvanhorn — the end-to-end scheduled-research executor (#278), the Trading 212 read-only connector (#321), OpenAI default-model resolution (#319), and Robinhood config validation (#320)
• @fei-moss — the analyze_image vision tool (#464), NapCat DM pairing (#463), and the IM-media allowed-roots report (#465)
• @sambazhu — the value-investing toolkit: financial-rigor + report-audit tools, 4 skills, and the value_investing_committee preset (#407/#408)
• @Elfsa-Miranda — the evidence-bound alpha research pipeline exploration (#405/#416, since re-scoped into #442)
• @Hinotoi-agent — loopback CSRF rejection (#293) and authenticated remote same-origin UI requests (#304)
• @dpersek — configurable IM reply timeout (#413) and the provider-preflight redirect fix (#404)
• @digger-yu — cross-platform setup/dev commands (#292) and dev-dependency pre-checks (#349)
• @skloxo — tilde expansion + file-roots safety fallback (#299) and reactive zh-CN localization (#301)
• @kadaliao — the beginner tutorial (#393) and Alpha Library social cards (#396)
• @morluto — CLI resume first-message preservation (#448) and the Codex OAuth default model (#446)
• @yxhuang — the Kimi for Coding provider (#435) and the precise #433 diagnosis behind the governance-stack revert
• @isaveall — the validation.json artifacts-dir fix (#429) and clearer --swarm-run errors (#428)
• @mustafakamal88 — timezone-aware UTC timestamps (#397)
• @irfanallana-oss — the zero-size order guard in trading_place_order (#417)
• @Shizoqua — the central OHLC-invariant loader guard (#274)
• @hobostay — SSRF-guard hardening for CGNAT/mesh ranges + the QQ media redirect fix (#389)
• @aeonframework — Pillow / langchain CVE floor bumps (#390)
• @hannibal-lee — the pandas version-constraint fix (#329)
• @MarkfuGod — dynamic data-source counts + token-gated microcompaction (#296)
• @gyx09212214-prog — strict JSON validation outputs (#306)
• @LemonCANDY42 — the backtest report library (#224)
• @fanfpy — Longbridge Decimal→float serialization (#459)
• @asahikiko — packaged SKILL.md capability-count sync + the manifest guard test (#461)
• @wison1717-maker — the mandate second-confirmation dialog + unified error toasts (#453)
• @imsankz — opencode provider mappings (#444)
• @flash1234pku — the tushare reference code-fence fix (#449)
• @Penn-Live — the Docker startup route-iteration crash report (#450)
• @warren618 / Haozhe Wu — the fundamental factor layer (PIT-safe SEC panels), the QVeris premium track, the IM channel runtime, India-equity integration review, CN search fallbacks, and release integration

• @Hinotoi-agent — a security-hardening wave: local-shutdown auth (#241), loopback-host rebinding rejection (#242), agent shell-tool opt-in (#243), settings-write auth (#245), mandate proposal-id containment (#256), persistent-memory type validation (#257), and MCP swarm run-id containment (#258)
• @mvanhorn — the opt-in local data cache (#177), Gemini thoughtSignature round-trip over OpenAI-compat tool calls (#176), the custom data loader guide (#194), and the glm/zhipu provider alias + model-name inference (#247)
• @gyx09212214-prog — loader robustness for malformed crypto/RSSHub timeout env vars (#227, #240), requested yfinance end-date inclusion (#226), strict run-card JSON for non-finite metrics (#238), and ddgs retry-fallback coverage (#239)
• @BillDin — swarm agent status in the chat UI (#188), explicit preset-name handling (#189), the loader-backed market-data tool for swarm workers (#199), and preset-context continuations (#200)
• @Robin1987China — the Research Autopilot goal-hypothesis bridge (#260), the local CSV/Parquet/DuckDB data loader (#252), and an assistant-prefill fix + configurable Kimi User-Agent (#248)
• @LemonCANDY42 — the read-only runtime status dashboard (#210), persisted AgentLoop usage artifacts (#223), and opt-in Run Detail chart payloads (#225)
• @zwrong — the trace.jsonl overhaul with zero truncation + offload (#206) and session-id on exit + resume <session-id> (#218)
• @forge-builder — the AI contributor guide (#173) and the OpenClaw MCP research-only smoke-test docs (#165)
• @skloxo — Chinese (zh-CN) frontend localization (adopted from #217)
• @LeeCQiang — Chinese docstrings across all 452 Alpha Zoo factors (#180)
• @KaiLuettmann — GHCR pre-built image publishing on release (#187)
• @ngoanpv — Gemini thought_signature preservation through the AgentLoop dict path (#184)
• @ShahNewazKhan — Docker host-Ollama reachability via host.docker.internal (#196)
• @sambazhu — frontend sync of completed chat attempts (#236)
• @bhlt — baostock-native code format support (#230)
• @octo-patch — MiniMax M3 default model upgrade (#162)
• @warren618 / Haozhe Wu — the global data layer (8 sources + 18 read-only data tools), the 10 broker SDK connectors, the alpha-compare full stack, the provider-reliability overhaul, multi-engine web_search fallback, responsive Stop + SSE reconnect, and release integration