allocation 0.0.2__tar.gz → 0.0.3__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- {allocation-0.0.2 → allocation-0.0.3}/PKG-INFO +3 -3
- {allocation-0.0.2 → allocation-0.0.3}/allocation/__init__.py +1 -1
- {allocation-0.0.2 → allocation-0.0.3}/allocation.egg-info/PKG-INFO +3 -3
- {allocation-0.0.2 → allocation-0.0.3}/allocation.egg-info/requires.txt +2 -2
- {allocation-0.0.2 → allocation-0.0.3}/pyproject.toml +3 -3
- {allocation-0.0.2 → allocation-0.0.3}/LICENSE +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/README.md +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/allocation/_schur/__init__.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/allocation/_schur/bridge.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/allocation/_schur/coupling.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/allocation/_schur/seriation.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/allocation/_thurstone/__init__.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/allocation/_thurstone/ability.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/allocation/_thurstone/calibrate.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/allocation/_thurstone/covariance.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/allocation/_thurstone/diagonal.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/allocation/_thurstone/factor.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/allocation/_thurstone/transport.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/allocation/backtest.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/allocation/base.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/allocation/baselines.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/allocation/bridge.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/allocation/constraints.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/allocation/convex.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/allocation/costs.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/allocation/diagnostics.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/allocation/factor.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/allocation/keyed.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/allocation/moments.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/allocation/schur.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/allocation/thurstone.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/allocation/tilt.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/allocation/universe.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/allocation.egg-info/SOURCES.txt +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/allocation.egg-info/dependency_links.txt +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/allocation.egg-info/top_level.txt +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/setup.cfg +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/tests/test_backtest.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/tests/test_baselines.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/tests/test_bridge.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/tests/test_bridge_properties.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/tests/test_constraints.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/tests/test_convex.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/tests/test_costs.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/tests/test_diagnostics.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/tests/test_diagonal_zero_variance.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/tests/test_downside.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/tests/test_factor.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/tests/test_issue_49.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/tests/test_issue_50.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/tests/test_issue_51.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/tests/test_issue_58.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/tests/test_issue_60.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/tests/test_issue_79.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/tests/test_issue_85.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/tests/test_issue_89.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/tests/test_issue_91.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/tests/test_schur.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/tests/test_schur_vs_skfolio.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/tests/test_skfolio.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/tests/test_streaming.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/tests/test_thurstone.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/tests/test_thurstone_factor.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/tests/test_thurstone_factors.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/tests/test_thurstone_samplers.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/tests/test_tilt_public.py +0 -0
- {allocation-0.0.2 → allocation-0.0.3}/tests/test_winning_contract.py +0 -0
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Metadata-Version: 2.4
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Name: allocation
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Version: 0.0.
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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
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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.
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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.
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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
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Metadata-Version: 2.4
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Name: allocation
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Version: 0.0.
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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
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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>=1.6.0
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Requires-Dist: winning[fast]>=1.6.0; extra == "fast"
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Requires-Dist: scipy>=1.10; extra == "scale"
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Provides-Extra: skfolio
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[project]
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name = "allocation"
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version = "0.0.
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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"
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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.
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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.
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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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