Skfolio Versions Save

Python library for portfolio optimization built on top of scikit-learn

v0.1.3

2 months ago

v0.1.3 (2024-03-13)

Chore

  • chore(docs): contributing.md ruff cmd [skip ci] (4982e27)

  • chore(formatter): replaced black formatter by ruff formatter (#37)

  • chore(ruff): removed duplicated rule.

  • chore(formatter): dropped black formatter.

  • ci(tests): added a format step to the tests job.

  • chore(ruff): fix line_length discrepancy.

  • chore(ruff): ignored redudant rules.

  • refactor(src): fix UP032.

  • style: one shot ruff formatting. (3ee55f4)

  • chore(ruff): updated ruff's pyproject conf (4e68a8b)

  • chore(docs): Bibtex entry corrected [skip ci] (1b0c881)

Fix

  • fix(ruff): file reformatting to pass ruff format (f7a34b5)

  • fix(datasets): move datasets to another repo (skfolio-datasets) (4b31e7d)

Unknown

  • Merge pull request #42 from skfolio/feature/no-issue/skfolio-datasets

[ENH] Move datasets to another repo (skfolio-datasets) (c10158b)

  • Merge pull request #35 from vacarme/chore/issue-34/update-ruff-conf [skip ci]

[MNT] Updated ruff's pyproject section. (db3c56d)

v0.1.2

3 months ago

v0.1.2 (2024-02-05)

Chore

  • chore(docs): removed all-contributors [skip ci] (3b4dcf1)

  • chore(docs): typo in example [skip ci] (6e7cb36)

  • chore(docs): CONTRIBUTING.md improved [skip ci] (8955fed)

  • chore(docs): pip install in contributing.md [skip ci] (51a91b6)

Fix

  • fix(portfolio): add effective number of assets (f4dbc5f)

Unknown

  • Merge pull request #31 from skfolio/feature/issue-13/effective-number-assets

[ENH] Add effective number of assets (22f7b69)

v0.1.1

3 months ago

v0.1.1 (2024-01-28)

Fix

  • fix(optimization): left_inequality and right_inequality converted to numpy array (18073ad)

v0.1.0

3 months ago

v0.1.0 (2024-01-25)

Chore

  • chore(docs): readme badge and logo improved [skip ci] (9c5238d)

Feature

  • feat(measure): effective number of assets [skip ci]

  • Implemented effective number of assets in the _measures as described in issue #13. Needs to review in the metrics enum.

  • Update src/skfolio/measures/_measures.py

Fixed docstring with proper references

Co-authored-by: Hugo Delatte <[email protected]>


Co-authored-by: carlo <[email protected]> Co-authored-by: Hugo Delatte <[email protected]> (62692ef)

Fix

  • fix(portfolio): len method removed and number of assets fixed (16205d5)

Unknown

  • Merge pull request #21 from skfolio/fix/issue-19/number-of-assets

[BUG] Number of Assets and Portfolio len (1c8b357)

v0.0.11

3 months ago

v0.0.11 (2024-01-22)

Chore

  • chore(docs): codecov badge [skip ci] (b369e87)

  • chore(docs): add derivative work credits

  • chore(docs): add derivative work credits

  • chore(docs): add more derivative work credits

  • chore(docs): add author (c2fdd82)

  • chore(docs): fix typo [skip ci]

  • fix(typos): fix typos

  • docs: add @rriski as a contributor (e1e202a)

  • chore(readme): download badge [skip ci] (6dc7957)

  • chore(readme): ruff and website badges [skip ci] (73e7c0e)

Fix

  • fix(plotly): fix ruff in _dendrogram.py (0c2c59e)

  • fix(docs): ignore FutureWarnings in sphinx gallery examples (46db794)

  • fix(returns): pandas concat replaced by join (35f87b0)

  • fix(plotly): dendrogram fixes added (374154e)

  • fix(measure): default trading days in a year amended from 255 to 252 (796ed1e)

Unknown

  • Merge pull request #20 from skfolio/fix/issue-11/business-days-in-year

[BUG] Default trading days in a year amended from 255 to 252 (8334c7b)

  • Merge remote-tracking branch 'origin/main' into main (1adcdd3)

v0.0.10

4 months ago

v0.0.10 (2024-01-17)

Chore

  • chore(docs): contributing [skip ci] (a1e79d3)

  • chore(docs): readme updated [skip ci] (6272852)

Fix

  • fix(population): lint noqa A003 not used [skip ci] (651a729)

Unknown

  • [BUG]: estimator nomenclature typo (#10)

  • fix: detoning typo

  • Update index.rst

  • fix: detoning (60cd559)

  • Merge remote-tracking branch 'origin/main' into main (29cef24)

v0.0.9

4 months ago

v0.0.9 (2024-01-04)

Fix

  • fix(docs): jupyterlite replaced by binder (5b4cde3)

v0.0.8

4 months ago

v0.0.8 (2024-01-03)

Chore

  • chore(docs): improved the docs [skip ci] (d05b661)

  • chore(docs): typo in docs [skip ci] (e8aed66)

  • chore(docs): readme update [skip ci] (23f5d5c)

  • chore(docs): readme update [skip ci] (de262c5)

  • chore(docs): readme update [skip ci] (9623272)

  • chore(docs): readme update [skip ci] (40d8bef)

  • chore(docs): contributing updated with branch name convention [skip ci] (b678be7)

  • chore(docs): code of conduct and security [skip ci] (06a5755)

Fix

  • fix(tests): test_portfolio_clear_cache fixed (f72562b)

  • fix(docs): docs and examples updated (0f5575e)

  • fix(tests): random weights removed [skip ci] (6fa39fd)

  • fix(workflow): [skip ci] workflow dependency success condition (c5a115e)

Unknown

  • Merge remote-tracking branch 'origin/main' into main (1db805a)

v0.0.7

4 months ago

v0.0.7 (2023-12-27)

Chore

  • chore(docs): sitemap [skip ci] (011e043)

Fix

  • fix(docs): new domain and SEO (912b086)

  • fix(docs): doc theme and sidebar (2402e3a)

Unknown

  • Merge remote-tracking branch 'origin/main' into main (634c85c)

v0.0.6

4 months ago

v0.0.6 (2023-12-21)

Fix

Unknown

  • Merge remote-tracking branch 'origin/main' into main (213fc48)