AssetClass cleanup: rename treasury_note → treasury + add adr/cash/etn/forward/swap/warrant (0.5.0)

.github/workflows/ci.yml

@@ -35,7 +35,8 @@ jobs:
         run: bundle exec rspec
 
       - name: Upload coverage reports to Codecov
-        uses: codecov/codecov-action@v4.0.1
+        uses: codecov/codecov-action@v5
         with:
           token: ${{ secrets.CODECOV_TOKEN }}
           slug: mwlang/quantitative
+        continue-on-error: true

CHANGELOG.md

@@ -0,0 +1,50 @@
+# Changelog
+
+All notable changes to `quantitative` will be documented in this file.
+
+The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.1.0/),
+and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
+
+---
+
+## [0.5.0] — 2026-05-22
+
+### Changed (breaking)
+
+- **`Quant::AssetClass::CLASSES` renamed `:treasury_note` → `:treasury`.** The single `:treasury` symbol now covers the full US-government-debt family (bills, notes, bonds, TIPS). Maturity becomes listing metadata, not an AssetClass distinction. Breaking for consumers that exhaustively switch on the `CLASSES` set or pattern-match on `:treasury_note`.
+
+  Migration: `s/:treasury_note/:treasury/g` across consumer code. Where maturity-aware behavior is needed (e.g., yield-curve segmentation), consult the listing's metadata rather than the AssetClass label.
+
+### Added
+
+- `Quant::AssetClass::CLASSES` gains six new entries: `:adr, :cash, :etn, :forward, :swap, :warrant`. Final catalog is 19 entries: `adr, bond, cash, commodity, cryptocurrency, etf, etn, forex, forward, future, mbs, mutual_fund, option, preferred_stock, reit, stock, swap, treasury, warrant`.
+- Per-class spec coverage in `spec/lib/quant/asset_class_spec.rb` — each catalog entry is `valid?`, the 19-count invariant is asserted, and `:treasury_note` rejection is a regression guard against re-introducing the retired symbol.
+
+---
+
+## [0.4.1] — 2026-05
+
+### Fixed
+
+- **`Quant::Ticks::OHLC#initialize` and `Quant::Ticks::Spot#initialize` now preserve fractional volumes as `Float`.** A prior regression in both classes coerced `@base_volume` and `@target_volume` via `.to_i`, silently truncating fractional values to integers — a serious correctness issue for crypto markets (and any other domain where fractional base/target volumes are normal, such as fractional-share trading and many futures markets). For example, a kline with `base_volume: 0.12345` was previously stored as `0`. Existing spec assertions used `eq(2.0)` which masked the regression because Ruby's `==` coerces `2 == 2.0 → true`; the values *appeared* correct in tests while being silently truncated in production. Both initializers now coerce via `.to_f`. Trade count (`@trades`) continues to use `.to_i` as it is genuinely an integer.
+
+  Affected files:
+  - `lib/quant/ticks/ohlc.rb` (lines 51–52)
+  - `lib/quant/ticks/spot.rb` (lines 46–47)
+
+  Backwards compatibility: this is a behavior change for callers reading `tick.base_volume` / `tick.target_volume`. Code that did `volume == 2` continues to work (Ruby coerces). Code that did `volume.is_a?(Integer)` will see `false` where it previously saw `true`; such code was implicitly relying on the bug and should be updated to `is_a?(Numeric)` or `is_a?(Float)`. Code that did `volume + 0.5` continues to work, but the result is now precise instead of truncating to integer-then-promoting.
+
+### Added
+
+- Regression-guard specs in `spec/lib/quant/ticks/ohlc_spec.rb` and `spec/lib/quant/ticks/spot_spec.rb` that explicitly assert `Float` class membership and use fractional values (`0.12345`, `5_678.901_234`) so a future `.to_i` regression would fail loudly rather than silently coerce.
+- This CHANGELOG.
+
+---
+
+## [0.4.0] — prior baseline
+
+Prior baseline before this CHANGELOG was introduced. Subsequent entries above will track changes from 0.4.1 forward.
+
+[0.5.0]: https://github.com/mwlang/quantitative/compare/v0.4.1...v0.5.0
+[0.4.1]: https://github.com/mwlang/quantitative/compare/v0.4.0...v0.4.1
+[0.4.0]: https://github.com/mwlang/quantitative/releases/tag/v0.4.0

Gemfile.lock

@@ -1,7 +1,7 @@
 PATH
   remote: .
   specs:
-    quantitative (0.4.1)
+    quantitative (0.5.0)
       csv
       oj (~> 3.10)
       zeitwerk (~> 2.6)

lib/quant/asset_class.rb

@@ -42,19 +42,25 @@ module Quant
   # profit from changes in exchange rates.
   class AssetClass
     CLASSES = %i(
+      adr
       bond
+      cash
       commodity
       cryptocurrency
       etf
+      etn
       forex
+      forward
       future
       mbs
       mutual_fund
       option
       preferred_stock
       reit
       stock
-      treasury_note
+      swap
+      treasury
+      warrant
     ).freeze
 
     attr_reader :asset_class

lib/quant/version.rb

@@ -1,5 +1,5 @@
 # frozen_string_literal: true
 
 module Quant
-  VERSION = "0.4.1"
+  VERSION = "0.5.0"
 end

spec/lib/quant/asset_class_spec.rb

@@ -57,4 +57,23 @@
       expect { subject }.to raise_error Quant::Errors::AssetClassError, 'Unknown asset class: "bogus"'
     end
   end
+
+  describe "CLASSES catalog" do
+    it "contains 19 entries" do
+      expect(described_class::CLASSES.size).to eq 19
+    end
+
+    %i[adr bond cash commodity cryptocurrency etf etn forex forward future mbs
+       mutual_fund option preferred_stock reit stock swap treasury warrant].each do |name|
+      it "accepts :#{name}" do
+        expect { described_class.new(name) }.not_to raise_error
+        expect(described_class.new(name).asset_class).to eq name
+      end
+    end
+
+    it "rejects the removed :treasury_note" do
+      expect { described_class.new(:treasury_note) }
+        .to raise_error Quant::Errors::AssetClassError, "Unknown asset class: :treasury_note"
+    end
+  end
 end