commit e0e61bbe6cab72da80f76a7d78a23cb6bd51d217
parent 937a1bad42842f215e745d033eda67f5cefc866c
Author: Erik Loualiche <[email protected]>
Date: Sun, 22 Mar 2026 11:18:21 -0500
Add NEWS.md for v0.5.0 [skip ci]
Co-Authored-By: Claude Opus 4.6 (1M context) <[email protected]>
Diffstat:
1 file changed, 21 insertions(+), 0 deletions(-)
diff --git a/NEWS.md b/NEWS.md
@@ -0,0 +1,21 @@
+# FinanceRoutines.jl Changelog
+
+## v0.5.0
+
+### Breaking changes
+- `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.
+- 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.
+
+### New features
+- `import_FF5`: Import Fama-French 5-factor model data (market, size, value, profitability, investment)
+- `import_FF_momentum`: Import Fama-French momentum factor
+- `calculate_portfolio_returns`: Value-weighted and equal-weighted portfolio return calculations
+- `diagnose`: Data quality diagnostics for financial DataFrames
+- WRDS connection now warns about Duo 2FA and gives clear guidance on failure
+
+### Internal improvements
+- Removed broken `@log_msg` macro, replaced with `@debug`
+- Removed stale `export greet_FinanceRoutines` (function was never defined)
+- Removed `Logging` from dependencies (macros available from Base)
+- Ken French file parsing generalized with shared helpers for FF3/FF5 reuse
+- CI now filters by path (skips runs for docs-only changes)
