NEWS.md (1693B)
1 # FinanceRoutines.jl Changelog 2 3 ## v0.5.0 4 5 ### Breaking changes 6 - `ImportYields.jl` split into `GSW.jl` (yield curve model) and `BondPricing.jl` (bond math). No public API changes, but code that `include`d `ImportYields.jl` directly will need updating. 7 - Missing-value flags expanded: `-999.0`, `-9999.0`, `-99.99` now treated as missing in GSW data (previously only `-999.99`). **Migration note:** if your downstream code relied on these numeric values (e.g., `-999.0` as an actual number), they will now silently become `missing`. Check any filtering or aggregation that might be affected. 8 9 ### New features 10 - `import_FF5`: Import Fama-French 5-factor model data (market, size, value, profitability, investment) 11 - `import_FF_momentum`: Import Fama-French momentum factor 12 - `calculate_portfolio_returns`: Value-weighted and equal-weighted portfolio return calculations 13 - `diagnose`: Data quality diagnostics for financial DataFrames 14 - `event_study` (experimental): Event study CARs and BHARs with market-adjusted, market model, and mean-adjusted methods 15 - WRDS connection now warns about Duo 2FA and gives clear guidance on failure 16 - `_validate_date_range`: Warns on reversed, ancient, or future date ranges in WRDS imports 17 - Compustat variable validation now queries the actual schema at runtime (falls back to hardcoded list) 18 19 ### Internal improvements 20 - Removed broken `@log_msg` macro, replaced with `@debug` 21 - Removed stale `export greet_FinanceRoutines` (function was never defined) 22 - Removed `Logging` from dependencies (macros available from Base) 23 - Ken French file parsing generalized with shared helpers for FF3/FF5 reuse 24 - CI now filters by path (skips runs for docs-only changes)