Changelog

All notable changes to wraquant are documented here.

v1.0.0 (2026-03-28)

The AI-native quant research lab release. wraquant-mcp turns wraquant into a tool suite that AI agents can operate directly.

MCP Server (wraquant-mcp)

  • 218 hand-crafted tools across 22 module servers

  • 327 guided workflow prompt templates

  • Shared DuckDB workspace with automatic data resolution and result storage

  • Three-tier tool architecture: discovery (5), curated analysis (205), auto-registered functions (~900+)

  • Supervisor tools: recommend_workflow, module_guide

  • Workspace management: create, open, snapshot, restore, delete

  • Supports stdio (Claude Desktop) and HTTP (LangChain) transports

  • Composable with OpenBB MCP, DuckDB MCP, Jupyter MCP, and Alpaca MCP

Fundamental Analysis Module

  • Ratios – profitability_ratios, liquidity_ratios, leverage_ratios, efficiency_ratios, valuation_ratios, growth_ratios, dupont_decomposition (3-way and 5-way), comprehensive_ratios

  • Valuation – dcf_valuation, relative_valuation, graham_number, peter_lynch_value, dividend_discount_model, residual_income_model, margin_of_safety, piotroski_f_score, quality_screen

  • Financials – income_analysis, balance_sheet_analysis, cash_flow_analysis, financial_health_score, earnings_quality, common_size_analysis

  • Screening – value_screen, growth_screen, quality_factor_screen, piotroski_screen, magic_formula_screen, custom_screen

  • All backed by FMP (Financial Modeling Prep) data provider

News & Sentiment Module

  • Sentiment – news_sentiment, sentiment_timeseries, sentiment_signal, sentiment_score, news_impact

  • Events – earnings_calendar, earnings_surprises, upcoming_earnings, earnings_history, dividend_history, insider_activity, institutional_ownership

  • Filings – recent_filings, annual_reports, quarterly_reports, material_events, filing_search

  • Built-in Loughran-McDonald keyword lexicon; optional VADER/TextBlob

Other Highlights

  • 1,097 exported functions across 27 modules

  • 3,630+ tests (2,400+ unit + 1,200+ MCP integration)

  • 263 technical analysis indicators across 19 sub-modules

  • 100K+ lines of code

  • Comprehensive Sphinx documentation with tutorials

  • PDM-managed dependency system with 25+ optional extras

v0.9.0

  • Initial public release

  • Core modules: risk, vol, regimes, ta, stats, ts, opt, backtest, price, ml, data, viz, econometrics, microstructure, execution, causal, forex, bayes, math, core, io, experiment

  • Composable workflow system (wraquant.compose)

  • Pre-built recipes (wraquant.recipes)

  • Furo-based Sphinx documentation