allocation 0.0.2__tar.gz → 0.0.3__tar.gz

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Files changed (67) hide show
  1. {allocation-0.0.2 → allocation-0.0.3}/PKG-INFO +3 -3
  2. {allocation-0.0.2 → allocation-0.0.3}/allocation/__init__.py +1 -1
  3. {allocation-0.0.2 → allocation-0.0.3}/allocation.egg-info/PKG-INFO +3 -3
  4. {allocation-0.0.2 → allocation-0.0.3}/allocation.egg-info/requires.txt +2 -2
  5. {allocation-0.0.2 → allocation-0.0.3}/pyproject.toml +3 -3
  6. {allocation-0.0.2 → allocation-0.0.3}/LICENSE +0 -0
  7. {allocation-0.0.2 → allocation-0.0.3}/README.md +0 -0
  8. {allocation-0.0.2 → allocation-0.0.3}/allocation/_schur/__init__.py +0 -0
  9. {allocation-0.0.2 → allocation-0.0.3}/allocation/_schur/bridge.py +0 -0
  10. {allocation-0.0.2 → allocation-0.0.3}/allocation/_schur/coupling.py +0 -0
  11. {allocation-0.0.2 → allocation-0.0.3}/allocation/_schur/seriation.py +0 -0
  12. {allocation-0.0.2 → allocation-0.0.3}/allocation/_thurstone/__init__.py +0 -0
  13. {allocation-0.0.2 → allocation-0.0.3}/allocation/_thurstone/ability.py +0 -0
  14. {allocation-0.0.2 → allocation-0.0.3}/allocation/_thurstone/calibrate.py +0 -0
  15. {allocation-0.0.2 → allocation-0.0.3}/allocation/_thurstone/covariance.py +0 -0
  16. {allocation-0.0.2 → allocation-0.0.3}/allocation/_thurstone/diagonal.py +0 -0
  17. {allocation-0.0.2 → allocation-0.0.3}/allocation/_thurstone/factor.py +0 -0
  18. {allocation-0.0.2 → allocation-0.0.3}/allocation/_thurstone/transport.py +0 -0
  19. {allocation-0.0.2 → allocation-0.0.3}/allocation/backtest.py +0 -0
  20. {allocation-0.0.2 → allocation-0.0.3}/allocation/base.py +0 -0
  21. {allocation-0.0.2 → allocation-0.0.3}/allocation/baselines.py +0 -0
  22. {allocation-0.0.2 → allocation-0.0.3}/allocation/bridge.py +0 -0
  23. {allocation-0.0.2 → allocation-0.0.3}/allocation/constraints.py +0 -0
  24. {allocation-0.0.2 → allocation-0.0.3}/allocation/convex.py +0 -0
  25. {allocation-0.0.2 → allocation-0.0.3}/allocation/costs.py +0 -0
  26. {allocation-0.0.2 → allocation-0.0.3}/allocation/diagnostics.py +0 -0
  27. {allocation-0.0.2 → allocation-0.0.3}/allocation/factor.py +0 -0
  28. {allocation-0.0.2 → allocation-0.0.3}/allocation/keyed.py +0 -0
  29. {allocation-0.0.2 → allocation-0.0.3}/allocation/moments.py +0 -0
  30. {allocation-0.0.2 → allocation-0.0.3}/allocation/schur.py +0 -0
  31. {allocation-0.0.2 → allocation-0.0.3}/allocation/thurstone.py +0 -0
  32. {allocation-0.0.2 → allocation-0.0.3}/allocation/tilt.py +0 -0
  33. {allocation-0.0.2 → allocation-0.0.3}/allocation/universe.py +0 -0
  34. {allocation-0.0.2 → allocation-0.0.3}/allocation.egg-info/SOURCES.txt +0 -0
  35. {allocation-0.0.2 → allocation-0.0.3}/allocation.egg-info/dependency_links.txt +0 -0
  36. {allocation-0.0.2 → allocation-0.0.3}/allocation.egg-info/top_level.txt +0 -0
  37. {allocation-0.0.2 → allocation-0.0.3}/setup.cfg +0 -0
  38. {allocation-0.0.2 → allocation-0.0.3}/tests/test_backtest.py +0 -0
  39. {allocation-0.0.2 → allocation-0.0.3}/tests/test_baselines.py +0 -0
  40. {allocation-0.0.2 → allocation-0.0.3}/tests/test_bridge.py +0 -0
  41. {allocation-0.0.2 → allocation-0.0.3}/tests/test_bridge_properties.py +0 -0
  42. {allocation-0.0.2 → allocation-0.0.3}/tests/test_constraints.py +0 -0
  43. {allocation-0.0.2 → allocation-0.0.3}/tests/test_convex.py +0 -0
  44. {allocation-0.0.2 → allocation-0.0.3}/tests/test_costs.py +0 -0
  45. {allocation-0.0.2 → allocation-0.0.3}/tests/test_diagnostics.py +0 -0
  46. {allocation-0.0.2 → allocation-0.0.3}/tests/test_diagonal_zero_variance.py +0 -0
  47. {allocation-0.0.2 → allocation-0.0.3}/tests/test_downside.py +0 -0
  48. {allocation-0.0.2 → allocation-0.0.3}/tests/test_factor.py +0 -0
  49. {allocation-0.0.2 → allocation-0.0.3}/tests/test_issue_49.py +0 -0
  50. {allocation-0.0.2 → allocation-0.0.3}/tests/test_issue_50.py +0 -0
  51. {allocation-0.0.2 → allocation-0.0.3}/tests/test_issue_51.py +0 -0
  52. {allocation-0.0.2 → allocation-0.0.3}/tests/test_issue_58.py +0 -0
  53. {allocation-0.0.2 → allocation-0.0.3}/tests/test_issue_60.py +0 -0
  54. {allocation-0.0.2 → allocation-0.0.3}/tests/test_issue_79.py +0 -0
  55. {allocation-0.0.2 → allocation-0.0.3}/tests/test_issue_85.py +0 -0
  56. {allocation-0.0.2 → allocation-0.0.3}/tests/test_issue_89.py +0 -0
  57. {allocation-0.0.2 → allocation-0.0.3}/tests/test_issue_91.py +0 -0
  58. {allocation-0.0.2 → allocation-0.0.3}/tests/test_schur.py +0 -0
  59. {allocation-0.0.2 → allocation-0.0.3}/tests/test_schur_vs_skfolio.py +0 -0
  60. {allocation-0.0.2 → allocation-0.0.3}/tests/test_skfolio.py +0 -0
  61. {allocation-0.0.2 → allocation-0.0.3}/tests/test_streaming.py +0 -0
  62. {allocation-0.0.2 → allocation-0.0.3}/tests/test_thurstone.py +0 -0
  63. {allocation-0.0.2 → allocation-0.0.3}/tests/test_thurstone_factor.py +0 -0
  64. {allocation-0.0.2 → allocation-0.0.3}/tests/test_thurstone_factors.py +0 -0
  65. {allocation-0.0.2 → allocation-0.0.3}/tests/test_thurstone_samplers.py +0 -0
  66. {allocation-0.0.2 → allocation-0.0.3}/tests/test_tilt_public.py +0 -0
  67. {allocation-0.0.2 → allocation-0.0.3}/tests/test_winning_contract.py +0 -0
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.4
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  Name: allocation
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- Version: 0.0.2
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+ Version: 0.0.3
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  Summary: Online (streaming) portfolio construction: scikit-learn / skfolio-compatible estimators over a keyed dynamic universe
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  Author-email: Peter Cotton <peter.cotton@microprediction.com>
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  License: MIT
@@ -10,9 +10,9 @@ Requires-Python: >=3.10
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  Description-Content-Type: text/markdown
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  License-File: LICENSE
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  Requires-Dist: numpy>=1.23
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- Requires-Dist: winning>=1.5.0
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+ Requires-Dist: winning>=1.6.0
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  Provides-Extra: fast
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- Requires-Dist: winning[fast]>=1.5.0; extra == "fast"
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+ Requires-Dist: winning[fast]>=1.6.0; extra == "fast"
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  Provides-Extra: scale
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  Requires-Dist: scipy>=1.10; extra == "scale"
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  Provides-Extra: skfolio
@@ -46,7 +46,7 @@ from .tilt import (
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  weights_from_abilities,
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  )
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- __version__ = "0.0.2"
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+ __version__ = "0.0.3"
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  __all__ = [
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  "abilities_from_weights",
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.4
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  Name: allocation
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- Version: 0.0.2
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+ Version: 0.0.3
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  Summary: Online (streaming) portfolio construction: scikit-learn / skfolio-compatible estimators over a keyed dynamic universe
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  Author-email: Peter Cotton <peter.cotton@microprediction.com>
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  License: MIT
@@ -10,9 +10,9 @@ Requires-Python: >=3.10
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  Description-Content-Type: text/markdown
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  License-File: LICENSE
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  Requires-Dist: numpy>=1.23
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- Requires-Dist: winning>=1.5.0
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+ Requires-Dist: winning>=1.6.0
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  Provides-Extra: fast
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- Requires-Dist: winning[fast]>=1.5.0; extra == "fast"
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+ Requires-Dist: winning[fast]>=1.6.0; extra == "fast"
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  Provides-Extra: scale
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  Requires-Dist: scipy>=1.10; extra == "scale"
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  Provides-Extra: skfolio
@@ -1,8 +1,8 @@
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  numpy>=1.23
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- winning>=1.5.0
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+ winning>=1.6.0
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  [fast]
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- winning[fast]>=1.5.0
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+ winning[fast]>=1.6.0
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  [scale]
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  scipy>=1.10
@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
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  [project]
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  name = "allocation"
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- version = "0.0.2"
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+ version = "0.0.3"
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  description = "Online (streaming) portfolio construction: scikit-learn / skfolio-compatible estimators over a keyed dynamic universe"
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  authors = [{name = "Peter Cotton", email = "peter.cotton@microprediction.com"}]
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  readme = "README.md"
@@ -12,11 +12,11 @@ license = {text = "MIT"}
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  requires-python = ">=3.10"
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  dependencies = [
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  "numpy>=1.23",
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- "winning>=1.5.0",
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+ "winning>=1.6.0",
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  ]
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  [project.optional-dependencies]
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- fast = ["winning[fast]>=1.5.0"] # compiled fastrace kernels
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+ fast = ["winning[fast]>=1.6.0"] # compiled fastrace kernels
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  scale = ["scipy>=1.10"] # sparse/iterative Fiedler solver for large universes
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  skfolio = ["skfolio>=0.5"]
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  test = ["pytest>=7.0", "scipy>=1.10"]
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