Changes in version 0.0.6.2 (2026-10-15) - Require an explicit output path for the registry writers so package functions never write to the working directory by default, as requested by CRAN. Changes in version 0.0.6.1 - Fixed README links to repository-only documentation for CRAN source packages and added method references to DESCRIPTION. - Prepared CRAN-facing imports, dependency minimums, MIT license metadata, and executable help examples for all exported functions. - Added hosted Linux, Windows, and macOS R CMD checks, including R-devel and PDF manual generation, without requiring local package checks. - Made the US sector gallery print its board without automatically saving files or launching a platform-specific viewer. Changes in version 0.0.6 - Added producer-owned expected_cadence to canonical schema 3 publishing metadata, with explicit tracked sidecar values and compatibility projection that leaves schema 2 unchanged. - Fixed the Yahoo cross-asset event board's timezone-shifted monthly axis and added SVG-level visible-extent validation so published freshness cannot exceed the rendered data paths. - Isolated gallery recipes from renderer command-line arguments and made grid composition return an undrawn gtable for reproducible direct rendering. - Added a versioned publishing-freshness contract: schema 3.0 separates artifact render time, underlying data freshness, and editorial metadata updates, while schema 2.0 remains the default compatibility output. - Added conservative data-freshness resolution for mixed-frequency FRED inputs, cross-calendar Yahoo data, and multi-instrument factor models, plus run-local renderer metadata that never rewrites tracked sidecars. - Retained the exported schema 2.0 registry-entry constructor as a deprecated compatibility API and added a separate strict schema 3.0 constructor. - Reorganized the installed gallery into research-purpose subdirectories and retained only curated visualization previews under inst/gallery/assets/. - Moved local rendering, plot-registry generation, and registry validation into single-purpose executable task nodes under scripts/, each with help output, explicit side effects, and stable JSON results. - Replaced the website-oriented registry integration with a consumer-neutral schema 2.0 research-artifact contract, while retaining schema 1.0 read compatibility during migration. - Moved tracked publishing metadata to config/publishing/plots/ and generated local publishing artifacts to the Git-ignored output/publishing/ tree. - Renamed rendering, registry-build, and registry-validation nodes so their interfaces and defaults do not assume a particular downstream consumer. - Promoted repeated forecast preparation, fan simulation, scenario construction, bounded-score, line-chart, and briefing-label helpers into the package module families under R/. - Documented that external workflow orchestration may compose local task nodes while workflow state, scheduling, and agent identity remain outside investlabr. Changes in version 0.0.5 - Added an AlphaSync-oriented publishing layer for gallery outputs, including reusable plot-registry helpers, JSON manifest emission, YAML sidecars, and structured plots/ and thumbnails/ output folders under inst/gallery/output/. - Added build scripts to render selected real-data gallery boards into publishing assets and to emit an AlphaSync-compatible alphasync-plot-registry.json manifest with controlled metadata and relative asset paths. - Seeded the publishing registry with real macro and market boards plus style/context demo entries, and documented the sidecar and output-directory conventions in the gallery docs. - Refined the Yahoo cross-asset event board so it behaves as a reusable renderable gallery script instead of opening a local image viewer. Changes in version 0.0.4.16 - Added a full macro data forecast gallery family with executable FRED and Yahoo scripts for yield-curve fans, policy-rate paths, real-yield persistence, inflation/labor risk, liquidity and balance-sheet scenarios, cross-asset conditional fans, recession risk, landing scenarios, and regime transitions. - Added shared gallery utilities for local macro forecast examples, including FRED/Yahoo loaders, forward-fan construction, scenario paths, bounded scores, and lightweight carry-forward helpers. - Updated gallery documentation, the gallery index, and the promotion backlog so macro data forecast is documented as an implemented forward-looking research category. - Refined the short-term FRED liquidity-tightness dashboard around reserve mechanics, rate-floor pressure, collateral/cash transmission, and an integrated tightness score. Changes in version 0.0.4.15 - Expanded the macro data forecast gallery planning surface for forward-looking research scripts. - Added and refined Yahoo event-board examples for cross-asset and US sector views, including multiple event markers, command-line arguments, annual/daily guides, and improved end-label handling. - Refined several FRED macro monitor boards for cleaner storytelling: inflation/labor, FOMC plumbing, balance-sheet mirror, curve/real-yield, and macro-factor heatmap views. - Expanded the Treasury nominal/real curve board with approximate implied forward-curve panels and clearer axis guides. Changes in version 0.0.4.14 - Added a reusable candle-base plotting helper for strategy-explanation and support/resistance workflows. - Added the strategy_explain visualization style for cleaner simulated rule-explanation boards. - Expanded the gallery with simulated strategy-explanation scripts for Donchian, MACD, RSI, RSI-log-return, Bollinger, ATR breakout, ladder bounce/breakout, pair/ratio reversion, relative strength, curve steepener, trend pullback, EMA cross, and volatility-targeting examples. - Updated gallery docs, the gallery index, the promotion backlog, and style-gallery assets to include the new strategy-explanation surface. Changes in version 0.0.4.13 - Added a real-data FRED C&I lending monitor gallery script using local investdatar FRED cache data for TOTCI and selected SLOOS lending-condition series. - Refined the C&I lending monitor board with long-history and recent weekly stock/growth panels, borrower-size facets for SLOOS standards/demand and loan-terms views, and annual guide lines on long-history panels. - Added gallery maintenance docs: GALLERY_INDEX.md, PROMOTION_BACKLOG.md, and _template-gallery-script.R to organize future daily-analysis gallery additions and package-promotion candidates. - Updated the gallery README to link the new maintenance docs and document the promotion convention for reusable gallery patterns. Changes in version 0.0.4.12 - Refined several real-data strategyr gallery scripts around mined single-year cases for Bollinger, RSI, MACD, Donchian, and log-return RSI strategy examples. - Added warmup-aware signal construction before trade-window backtesting in those gallery examples to reduce cold-start artifacts at the beginning of the displayed test period. - Added real-data-strategyr-rsi-logr-backtest.R as a gallery example for strategyr's log-return RSI mean-reversion strategy. - Updated the Yahoo candle gallery to derive support and resistance from strategyr pivot, cycle, Fibonacci, and EMA-confluence logic, with quarterly x-axis labels, monthly guides, reader-facing title text, and compiler-aware captions. Changes in version 0.0.4.11 - Extended eval_strat_plot_tsline_eq() to compare up to two evaluated strategy equity curves against one benchmark, with clearer title labels, semantic color names, and added volatility, Sharpe, and Sortino metrics. - Added reusable prep_backtest_result_from_equity() and prep_ratio_ohlc() helpers so external strategyr backtest outputs and ratio proxies can be adapted into investlabr research plots. - Expanded the real-data strategyr gallery with additional strategy examples, shared gallery utilities, absolute-path-safe sourcing, and explanatory narratives before plot output. - Updated the curve-steepener gallery to use a one-trading-row-lagged Treasury 10Y-2Y signal and to compare the direct and contrarian versions against a buy-and-hold SHY/TLT ratio proxy. Changes in version 0.0.4.10 - Removed deprecated ggplot2::aes_string() usage from visualization helpers. - Added color-keyed metric annotations to eval_strat_plot_tsline_eq() so evaluated and benchmark lines are easier to connect with their summary metrics. - Added five real-data strategyr backtest gallery examples using local Yahoo data, strategyr::backtest_rcpp(), and investlabr::eval_strat_plot_tsline_eq(). - Reworked the settlement-mismatch simulation gallery around a breakout prediction-market leg plus short-straddle option leg, with clearer numerical assumptions and narrative framing. Changes in version 0.0.4.9 - Added four new real-data gallery workflows: a Treasury nominal-versus-real curve board keyed to recent real-rate extremes, a Yahoo volatility-clustering board, a FRED rate-shock persistence board, and a Yahoo forward-fan board. - Updated the gallery index and architecture notes to reflect the newer Treasury local-data workflow through investdatar. - Refined the Treasury local-data gallery script with clearer reader-facing framing, denser guide lines, shorter date legends, and guarded tenor-level backfilling with warnings. Changes in version 0.0.4.8 - Added research-facing sim_* time-series generators for AR, MA, ARCH, and GARCH-style data-generating processes. - Standardized those simulation helpers around explicit validation, reproducible seeding, and data.table outputs suitable for downstream research workflows. - Added package tests and generated documentation for the new simulation module. Changes in version 0.0.4.7 - Fixed the export state for gen_grid_of_plots_with_labels() after the footer-wrap helper refactor so the function is available again from the package namespace. - Added automatic wrapping for long bottom footer text in gen_grid_of_plots_with_labels(). - Added regression coverage for wrapped grid-footer text. Changes in version 0.0.4.6 - Expanded the gallery substantially with new real-data and simulation workflows covering iShares opportunity-set mapping, Fed plumbing and balance-sheet views, trade-conflict overlays, macro-factor sensitivity heatmaps, payoff mismatch scenarios, and regime simulations. - Added a Treasury-source curve decomposition gallery board for nominal, real, and breakeven curves, and documented that Treasury XML curve ingestion should ultimately move into investdatar as a first-class source adapter. - Updated architecture and gallery docs to reflect the broader gallery surface and the temporary boundary for direct-source Treasury examples. Changes in version 0.0.4.5 - Clarified README guidance for quoting plot_compiler_name values that contain special YAML characters. - Updated grid-based examples so subplot-level compiler captions are suppressed when the final output is assembled into a shared grid footer. - Aligned the real-data cross-asset event-board gallery example with the same show_compiler = FALSE subplot behavior. Changes in version 0.0.4.4 - Added six new visualization styles: briefing_serif, institutional_blue, policy_memo, desk_monitor, client_slide, and newswire_print. - Added config-driven plot compiler caption support via INVESTLABR_CONFIG and plot_compiler_name. - Extended compiler footer handling to higher-level grid and dashboard wrappers. - Refreshed the style gallery scripts and static gallery images to cover the expanded style catalog. Changes in version 0.0.4.3 - Added static style and context sample images under inst/gallery/output. - Added executable style and context showcase scripts under inst/gallery. - Updated gallery docs so users can inspect visualization styles without running the examples first. Changes in version 0.0.4.2 - Refined the real-data Yahoo cross-asset event-board gallery example. - Added interpolation-based NA handling after Yahoo OHLC load in the gallery script. - Improved end-label spacing, datetime handling, and event callout styling in the gallery script. Changes in version 0.0.4.1 - Added a real-data example gallery under inst/gallery to keep richer workflows outside the main README. - Added executable gallery examples for FRED yield curves, Yahoo Finance candles, and a cross-asset event board. - Updated README.md to point readers to the new gallery. Changes in version 0.0.4 - Added a shared visualization style system with named styles and output contexts. - Added reusable visualization helpers for palettes, themes, and common annotations. - Refactored event, yield-curve, market-chart, backtest, and layout plots to accept style and context. - Improved direct labeling and style-aware overlays for event, equity-curve, and market-chart outputs. - Expanded README guidance for the new visualization styling layer. Changes in version 0.0.3 - Fixed README examples so the portfolio mix workflow uses a feasible target return. - Fixed the mocked candle-data example so generated OHLC values always satisfy candle-chart constraints. - Added a Yahoo Finance plus investdatar end-to-end market-chart example to the README. - Removed tracked local junk files from the repository working tree. Changes in version 0.0.2 - Clarified package boundaries between investlabr, investdatar, and strategyr. - Expanded package-level documentation for scope, architecture, and README usage examples. - Added an end-to-end investdatar example to the README. - Made README workflow examples more self-contained and representative of the current exported surface. Changes in version 0.0.1 - Repositioned investlabr as a macro-financial and cross-asset research workflow package. - Clarified package scope, boundaries, and design principles relative to investdatar. - Reorganized the R source tree into prep-*, factor-*, event-*, regime-*, sense-*, sim-*, viz-*, and brief-* module families. - Preserved legacy exported functions during the structural migration so downstream code can continue to work while the API evolves. - Added package-level documentation for scope, architecture, and testing. - Added a basic testthat harness with smoke tests for key package workflows.