v0.1.11

## 🇮🇳 v0.1.11 — India equity, fundamental factors, IM channels + roll-up since 0.1.10

`v0.1.11` is a roll-up of three weeks of work. The headlines: **Indian equity (NSE/BSE) becomes a first-class backtesting market**, a **PIT-safe fundamental factor layer** brings the Alpha Zoo to **460 alphas across 5 families**, the **IM channel runtime** delivers research through 16 message adapters, and **scheduled research runs end to end**. Around them ship an optional **QVeris premium data track**, the completed **`api_server` modularization**, **centralized env config with a CI gate**, a **Trading 212 read-only connector** (11 brokers), a **turnover-aware portfolio optimizer** (5 optimizers), an **`analyze_image` vision tool**, and a long tail of contributor fixes.

This release is available on **PyPI**, **ClawHub**, and GitHub Releases.

```bash
pip install -U vibe-trading-ai
# or
uv tool install --reinstall vibe-trading-ai
```

## Highlights

### 🇮🇳 Indian equity (NSE/BSE) as a first-class market

A dedicated `IndiaEquityEngine` (#305, thanks @muku314115) models the market as it actually trades: **T+1 delivery**, no overnight shorts (opt-in intraday), configurable **circuit bands**, 1-share lots, and a config-driven **STT / stamp-duty / exchange / SEBI / GST cost stack**. `.NS`/`.BO` symbols route through `yahoo → yfinance → india_broker → local`, where `india_broker` is an opt-in **read-only Shoonya/Dhan bar bridge**, and 255 alpha101/qlib158 factors are opted into the new `equity_in` universe. Backtest engines: 7 → **8**; market-data sources: 19 free + QVeris = **20**.

### 💎 Fundamental factor layer, Phase 1 — PIT-safe SEC fundamentals

SEC company facts now flow into dense daily `fund:*` factor panels the same way price data does — **filed-date anchoring** (you only see what was public that day), a **first-filed restatement policy**, true-quarter `(start, end)` frame selection with **Q4 synthesis** so YTD/annual frames can't contaminate TTM, and rolling TTM aggregation. On top: a `get_fundamentals` tool and 4 quality/value factors in a new `fundamental` zoo family. With the 4 canonical academic alphas from earlier in the cycle (#277, thanks @Robin1987China — Jegadeesh reversal, George–Hwang 52-week high, Amihud illiquidity, Harvey–Siddique co-skewness), the Alpha Zoo grows 452 → **460 across 5 families**.

### 💬 IM channel runtime — research delivery over 16 adapters

The same agent session runtime now attaches to **16 built-in message adapters** — WebSocket, Telegram, Slack, Discord, Matrix, WhatsApp, Signal, QQ/NapCat, WeChat/WeCom, Feishu, DingTalk, email, MS Teams, MoChat — dependency-gated with install hints, configurable via `AgentConfig.channels`, and controllable from REST (`/channels/*`), CLI (`vibe-trading channels ...`), and Web Settings, in all 5 UI locales. This release also fixes the first-image papercut: inbound media now lands under `~/.vibe-trading/uploads/<channel>/`, inside the agent's allowed file roots (#465, thanks @fei-moss), and NapCat private messages trigger pairing codes (#463).

### ⏰ Scheduled research, end to end

A default-off background executor (`VIBE_TRADING_ENABLE_SCHEDULER`) fires due interval/cron jobs through the session runtime (#278, thanks @mvanhorn), on top of a crash-safe atomic job store, auth-gated `/scheduled-runs` routes (tests in #452, thanks @Robin1987China), a Reports library, and post-backtest attribution. Combined with the Research Autopilot Phase 3 loop closure (#267, thanks @Robin1987China) — `scaffold_signal_engine` → `link_autopilot_backtest` — hypothesis → signal-engine → backtest → schedule now runs without a human in the middle.

### 💰 Optional QVeris premium data track

The 19 free sources stay the default. An **explicit-only** paid mode (Settings → QVeris or `vibe-trading data mode paid`) unlocks 63+ providers behind 3 key-gated tools (`qveris_search` / `qveris_inspect` / `qveris_execute`) with preview-by-default and a session budget gate. QVeris never enters auto-fallback: no key, no cost, no surprise.

### 🧰 Platform & safety

- **`api_server` modularization completed** — 1,103 → 371 lines (#424 closing #331, thanks @shadowinlife) after a cycle of route slices.
- **Centralized env config** — one Pydantic `EnvConfig` schema + an AST CI gate that rejects raw `os.getenv` outside the config layer (#440, thanks @shadowinlife).
- **Trading 212 read-only connector** (#321, thanks @mvanhorn) — 11 brokers. No runtime paper/live discriminator → `place_order`/`cancel_order` hard-refuse every order, paper included. Plus an opt-in `PreTradeAdvisoryInterface` that records advisory reviews without bypassing the mandate gate.
- **Security**: loopback CSRF protection (#293), SSRF-guard hardening for CGNAT/mesh ranges (#389), Pillow/langchain CVE floor bumps (#390), tightened dev defaults.
- **Turnover-aware optimizer** (#466, thanks @Robin1987China) — 5th optimizer: mean-variance utility with an L1 penalty on weight changes, so the portfolio trades only when improvement outweighs churn.
- **`analyze_image` vision tool** (#464, thanks @fei-moss) — semantic chart/screenshot reads through the session model (vision-capable model required). Tools: **72 free-mode / 75 with QVeris**.
- **Manifest count guards** (#461, thanks @asahikiko) — packaged SKILL.md capability counts are now asserted against source in CI.

### 🙌 Contributor cycle

60 contributor-authored PRs merged since 0.1.10 (73 total). Full per-person credits live in the README Contributors section and the [CHANGELOG](https://github.com/HKUDS/Vibe-Trading/blob/main/CHANGELOG.md) — highlights: @shadowinlife (12 PRs incl. the api_server capstone), @Robin1987China (autopilot P3, academic alphas, shadow-account conditions, turnover optimizer), @muku314115 (India equity), @mvanhorn (scheduler, Trading 212), @fei-moss (vision tool + IM fixes), @sambazhu (value-investing toolkit), and many more.

**Numbers at 0.1.11**: 8 backtest engines · 460 alphas / 5 families · 86 skills · 30 swarm presets · 20 data sources · 72 free tools (75 paid) · 54 MCP tools · 11 broker connectors · 16 IM adapters · 5 optimizers.