- portfolio._rebalance_dates: Grouper labels groups with period-END
timestamps (Sundays, month/quarter/year ends) that never exist in a
trading-day index, so 1W/1ME/QE/YE silently never rebalanced (only
1D and buy-and-hold worked). Now takes the first trading day of each
group.
- metrics.beta_alpha: guard var(bench) == 0 (flat benchmark) instead of
dividing by zero.
- data._read_csv_clean: the downloader has written Go nil tokens
('%!f(<nil>)') into price cells (89 symbols, one bad day each), which
made pandas infer the whole column as string and crash every
pct_change on any portfolio containing them. Coerce all columns to
numeric (nil tokens -> NaN); parquet cache rebuilt (0 string cols).
- new tests/test_portfolio.py (18 checks: rebalance dates land on
trading days and actually fire, flat-benchmark beta, nil-token
columns), wired into run_tests.sh (now 5 sections).
- full suite: 30 + 22 + 18 + 38 AppTest + 12 browser e2e, all passing
- single spec grammar for symbol and benchmark fields: commas join one
portfolio (MSFT:0.6,V:0.4), spaces separate distinct symbols/portfolios;
both fields accept one or many entries
- benchmarks simulated with the same scheme/cost/tax rules; per-benchmark
beta/alpha columns; after-tax benchmark curves
- global Curve mode (pre/after/both) above the tabs; clean names in
single-curve mode
- live updates: field commits on Enter/blur, page recomputes per rerun;
portfolio+tax sims cached (st.cache_data); plotly.js from CDN (4.6MB ->
browser-cached) with F_INLINE_PLOTLY=1 offline fallback
- chart: legend underneath, solid lines, pan sticks to data edges
(width-preserving), zoom edge-clamped
- inputs persist in settings.json across reloads/restarts/devices
- tests: tests/test_app.py (AppTest) + tests/test_e2e_browser.py
(Playwright) via ./run_tests.sh
