Athena v0.4.0

Release of Athena v0.4.0.

Athena v0.3.0

The "Tax Realism Release". Adds pluggable tax accounting via a
TaxRegime protocol with two implementations: Canadian ACB with the
superficial-loss rule and US FIFO with the wash-sale rule and
short-term/long-term classification. Additive and back-compatible —
existing v0.2 strategies that don't set taxRegime get the NoTaxes
default and behave identically.

Added

• AthenaCore: TaxLot (per-share basis with washSaleAdjustment),
  Disposition (per-sale realized P&L with holdingPeriod,
  washSaleDisallowed, and taxableRealizedPnL), HoldingPeriod
  (.shortTerm/.longTerm with strict > 365-day classification),
  TaxYearSummary (per-year per-currency aggregation with gross
  gain/loss, ST/LT split, and washed amounts), TaxRegime protocol
  with dispose(fill:lots:) and reconcileDisallowance(...) hooks,
  NoTaxes default. Portfolio gains lots (live FIFO inventory) and
  lotHistory (immutable audit log); both are populated on buy fills
  and consumed/scaled by sells and splits — only when a tax regime is
  set.
• AthenaCore (TaxRegimes): CanadianACB (pooled basis at sale time
  per CRA convention + superficial-loss disallowance), USWashSale
  (FIFO lot consumption + ST/LT classification + wash-sale
  disallowance). Both regimes share a generic ±30-day reconciliation
  helper.
• AthenaBrokers: SimulatedBroker.taxRegime init parameter and
  recordedDispositions() accessor; provisional dispositions are
  recorded during the run and reconciled at end-of-backtest.
• AthenaBacktest: BacktestConfig.taxRegime. BacktestResult
  gains dispositions: [Disposition], taxYearSummaries: [TaxYearSummary], and finalLots: [TaxLot] (all default-empty for
  back-compat). Engine performs end-of-run reconciliation so
  forward-looking 30-day rules can adjust earlier dispositions.
• TaxAwareExample: demonstrates US wash-sale triggering with full
  loss disallowance and replacement-lot basis adjustment.

Design notes

• Forward-looking reconciliation. Wash-sale and superficial-loss
  rules can't be settled at the time of sale because a replacement
  purchase 20 days later would retroactively disallow the loss. The
  broker records provisional dispositions; the engine asks the regime
  to reconcile them once the run ends and the full ±30-day window has
  materialized.
• Lot work is conditional. When taxRegime is NoTaxes, the
  Portfolio does zero lot work — v0.2 callers see no overhead and no
  behavioral change.
• CanadianACB uses pooled basis at the moment of sale (matching
  CRA convention and the existing Position.avgCost field), but still
  walks lots FIFO to attribute open-dates for reporting.
• A lot can't replace itself. Reconciliation skips lots whose
  openDate matches the disposition's openDate so the lot being
  sold isn't mistakenly counted as its own replacement.

Known limitations

• FIFO only; specific-identification deferred.
• Tax events use the disposition currency; cross-currency reporting
  (USD dispositions → CAD home currency) deferred to multi-currency
  release.
• Single-portfolio model — spousal-account ACB pooling out of scope.
• Stock dividends, DRIP, and return-of-capital still deferred.

Athena v0.2.0

The "Correctness Release". Closes two known v0.1 limitations: stop/stop-limit
order fills and corporate actions (splits + cash dividends). Additive,
non-breaking — existing v0.1 strategies continue to work unchanged.

Added

• AthenaBrokers: stop and stop-limit order fill semantics in
  SimulatedBroker. Stops trigger when bar high/low crosses the stop
  price; gap-throughs fill at the open as worst-case. Stop-limits convert
  to a limit order at the limit price on trigger; gap-through-limit
  fills at open if open is on the favorable side, otherwise fills at
  limit if reached intra-bar.
• AthenaCore: CorporateAction enum (.split(ratio:),
  .cashDividend(perShare:)), CorporateActionEvent,
  CorporateActionSource protocol, NoCorporateActions default.
  Portfolio gains applySplit(symbol:ratio:) (multiplies share count,
  divides per-share ACB; total cost basis preserved) and
  applyCashDividend(symbol:perShare:) (credits cash, no ACB change).
• AthenaData: CSVCorporateActionSource reading
  Date,Symbol,Type,Value schema with split and cashDividend types.
• AthenaBacktest: BacktestConfig.corporateActions parameter; engine
  applies actions at the start of each bar before broker fills and
  indicator updates.
• ProtectiveStopExample: demonstrates a buy-and-hold position with a
  10% protective stop using a GTC sell stop order.

Design notes

• Position adjustment, not price adjustment. Bars stay raw; positions
  and cash adjust on ex-date. Strategies see real prices (matching live
  trading). If you use pre-adjusted bars (e.g. Yahoo "Adj Close"), simply
  omit a corporate-action source.

Known limitations

• Spin-offs not yet supported (complex ACB allocation, deferred).
• Stock dividends and DRIP reinvestment not yet supported.
• Return-of-capital tax treatment deferred to a future TaxRegime release.
• Multi-currency FX adjustments on USD dividends deferred to multi-currency
  phase.
• No tax-aware accounting (deferred to a future release).
• macOS only in CI; Linux support is best-effort.
• Real market data is not committed; users provide their own.

Athena v0.1.0

Initial public release.

Added

• AthenaCore: Symbol, Currency, Money, Bar, Order, OrderType,
  TimeInForce, Side, Fill, Position, Portfolio (actor with
  ACB-tracked positions), Clock protocol with SystemClock and
  BacktestClock, Strategy protocol, StrategyContext, Broker protocol,
  BrokerError, IndicatorProvider protocol.
• AthenaIndicators: incremental SMA, EMA, RSI (Wilder's smoothing),
  MACD, BollingerBands, ATR (Wilder's smoothing). IndicatorCache
  actor exposing all six via IndicatorProvider with per-symbol isolation.
• AthenaBrokers: SimulatedBroker with next-bar-open market fills and
  intra-bar limit fills. CommissionModel implementations: FreeCommission,
  FixedCommission, PerShareCommission, QuestradeStockCommission.
  SlippageModel implementations: NoSlippage, FixedBpsSlippage,
  VolumeImpactSlippage.
• AthenaData: CSVDataSource for Yahoo Finance-format daily OHLCV CSVs
  with date-range filtering.
• AthenaBacktest: BacktestEngine actor wiring portfolio, broker,
  indicators, strategy, and clock. BacktestResult with totalReturn,
  maxDrawdown, and sharpe.
• MACrossoverExample: end-to-end example running a 50/200 simple moving
  average crossover strategy on SPY daily bars.
• BuyAndHoldExample: baseline benchmark — buy on bar 1, hold to the end.
• RSIMeanReversionExample: RSI(14) oversold/overbought entries on SPY.
• BollingerBreakoutExample: long on close above the upper Bollinger band,
  exit on a return to the middle band.
• MACDSignalExample: MACD(12,26,9) signal-line crossover, with state
  tracking so trades fire only on transitions.
• CI: GitHub Actions workflow running build, test, and ≥90% line
  coverage gate on every push and PR.
• CD: GitHub Actions workflow producing a release on every v*.*.* tag,
  with notes auto-extracted from this changelog.
• Apache 2.0 license, README, and CONTRIBUTING guide.

Known limitations

• Stop and stop-limit orders are accepted but not yet filled (returns nil).
• No corporate actions (splits, dividends, spin-offs).
• No tax-aware accounting (deferred to v0.2).
• macOS only in CI; Linux support is best-effort.
• Real market data (data/SPY.csv) is not committed; users provide their own.