skfolio 0.0.10__py3-none-any.whl → 0.1.0__py3-none-any.whl

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.
Files changed (54) hide show
  1. skfolio/cluster/_hierarchical.py +5 -4
  2. skfolio/datasets/_base.py +5 -0
  3. skfolio/distance/_base.py +1 -0
  4. skfolio/distance/_distance.py +1 -0
  5. skfolio/exceptions.py +1 -0
  6. skfolio/measures/_enums.py +1 -0
  7. skfolio/measures/_measures.py +28 -0
  8. skfolio/metrics/_scorer.py +5 -0
  9. skfolio/model_selection/_combinatorial.py +5 -0
  10. skfolio/model_selection/_validation.py +5 -0
  11. skfolio/model_selection/_walk_forward.py +6 -1
  12. skfolio/moments/covariance/_base.py +7 -0
  13. skfolio/moments/covariance/_covariance.py +7 -0
  14. skfolio/moments/expected_returns/_base.py +4 -0
  15. skfolio/moments/expected_returns/_expected_returns.py +5 -0
  16. skfolio/optimization/_base.py +8 -0
  17. skfolio/optimization/cluster/_nco.py +5 -0
  18. skfolio/optimization/cluster/hierarchical/_base.py +4 -0
  19. skfolio/optimization/cluster/hierarchical/_herc.py +3 -1
  20. skfolio/optimization/cluster/hierarchical/_hrp.py +4 -0
  21. skfolio/optimization/convex/_base.py +4 -1
  22. skfolio/optimization/convex/_distributionally_robust.py +1 -0
  23. skfolio/optimization/convex/_maximum_diversification.py +2 -1
  24. skfolio/optimization/convex/_mean_risk.py +5 -2
  25. skfolio/optimization/convex/_risk_budgeting.py +3 -0
  26. skfolio/optimization/ensemble/_base.py +4 -0
  27. skfolio/optimization/ensemble/_stacking.py +4 -0
  28. skfolio/population/_population.py +1 -0
  29. skfolio/portfolio/_base.py +9 -9
  30. skfolio/portfolio/_multi_period_portfolio.py +9 -5
  31. skfolio/portfolio/_portfolio.py +3 -2
  32. skfolio/pre_selection/_pre_selection.py +1 -0
  33. skfolio/preprocessing/_returns.py +2 -1
  34. skfolio/prior/_base.py +1 -0
  35. skfolio/prior/_black_litterman.py +4 -0
  36. skfolio/prior/_empirical.py +2 -0
  37. skfolio/prior/_factor_model.py +5 -0
  38. skfolio/typing.py +1 -0
  39. skfolio/uncertainty_set/_base.py +1 -0
  40. skfolio/uncertainty_set/_bootstrap.py +5 -0
  41. skfolio/uncertainty_set/_empirical.py +5 -0
  42. skfolio/utils/bootstrap.py +3 -0
  43. skfolio/utils/equations.py +1 -0
  44. skfolio/utils/fixes/__init__.py +3 -0
  45. skfolio/utils/fixes/_dendrogram.py +389 -0
  46. skfolio/utils/sorting.py +1 -0
  47. skfolio/utils/stats.py +4 -1
  48. skfolio/utils/tools.py +4 -0
  49. {skfolio-0.0.10.dist-info → skfolio-0.1.0.dist-info}/METADATA +18 -7
  50. skfolio-0.1.0.dist-info/RECORD +81 -0
  51. skfolio-0.0.10.dist-info/RECORD +0 -79
  52. {skfolio-0.0.10.dist-info → skfolio-0.1.0.dist-info}/LICENSE +0 -0
  53. {skfolio-0.0.10.dist-info → skfolio-0.1.0.dist-info}/WHEEL +0 -0
  54. {skfolio-0.0.10.dist-info → skfolio-0.1.0.dist-info}/top_level.txt +0 -0
skfolio-0.0.10.dist-info/RECORD DELETED
@@ -1,79 +0,0 @@
1
- skfolio/__init__.py,sha256=5pn5LpTz6v2j2sxGkY97cVRrSPsN3Yav9b6Uw08boEI,618
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- skfolio/exceptions.py,sha256=syp37ehfMesTqDAf_TaeJ8vdRreN3xarwhIl42DylFY,641
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- skfolio/typing.py,sha256=Rkfpro_OrszYOlYcN6TFpYZwSFYFW6JzJxYPssIwKHc,1357
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- skfolio/cluster/__init__.py,sha256=4g-PFB_ld9BhiQ1ZPvvAorpFbRwd_p_DkeRlulDv2Hk,251
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- skfolio/cluster/_hierarchical.py,sha256=Kthcn3yV0yCZoyf_HxeprPt8Fsruhve5a0mozDbbjBQ,12790
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- skfolio/datasets/__init__.py,sha256=9Tpf0Uj8wgr-g7xqvqQP4S4TUYDUNmNmK8t6lqBw2Fs,407
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- skfolio/datasets/_base.py,sha256=rvCrB7PJFui5rN0vxrDin3MNA78JeFuCc8iT9XYeG4E,13657
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- skfolio/datasets/data/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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- skfolio/datasets/data/factors_dataset.csv.gz,sha256=brCJlT25DJo40yg1gnUXAakNtvWZZYR_1ksFeN5JcWE,36146
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- skfolio/datasets/data/sp500_dataset.csv.gz,sha256=7iHKwovvsdCnOanOsiGE-ZU5RyaqDP3pohlB0awErA0,426065
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- skfolio/datasets/data/sp500_index.csv.gz,sha256=iUw0QxwoT4aqZKRn4Xbio8m2l8hX65qzUAbC3VXT_fI,41898
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- skfolio/distance/__init__.py,sha256=vpdmjFlJeI0AvPV3r5tp2zooAG4N9ihCwPlaqqdVj1w,547
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- skfolio/distance/_base.py,sha256=2Tu-vSfJYOpztF3GnZg-VE5lfQfamA_V3A1nlC2DYBw,1305
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- skfolio/distance/_distance.py,sha256=bsG77nLWK1DBycHaJYzvLWO36L_GVkzPSRCkMoOb3WA,18518
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- skfolio/measures/__init__.py,sha256=Wm8soTkAapZ-g82INBpljgKfxkwCAIJdqjBOGVZBeQ8,1571
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- skfolio/measures/_enums.py,sha256=HrE1R4BDK2NVElWBM_w7HWslImqIyQZKgFP-bqlQniw,8881
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- skfolio/measures/_measures.py,sha256=GyMeyJAK9m6OkAd6o6gKyoWnwM1kbpM14156JjPGitA,15949
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- skfolio/metrics/__init__.py,sha256=MomHJ5_bgjq4qUwGS2bfhNmG_ld0oQ4wK6y0Yy_Eonc,75
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- skfolio/metrics/_scorer.py,sha256=f5JYeKWu6Xmr4kbuKnWNmrQGwUzFNif1JCooVD_wgyM,4048
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- skfolio/model_selection/__init__.py,sha256=QYYm5lYyioZuPnsTu-b3lz-tCcl3Gwrx-y9IIvep13A,453
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- skfolio/model_selection/_combinatorial.py,sha256=Bq9w7awDbx0DxqbD9X7YrST_TNRlv5gKkTNb_q8dFcc,14458
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- skfolio/model_selection/_validation.py,sha256=WkLBFtkj7plXbj4WYbbgWkVQNOx4UXM1Xf0Wz565T-A,7386
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- skfolio/model_selection/_walk_forward.py,sha256=Amg3c2yjIEZQgWqcZQHRfusx56Pt6quW2CHTWnCIid0,7282
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- skfolio/moments/__init__.py,sha256=BaP6FjU-CEsV_mcC2AOKXNFy-_wXZsk-jqzJG6mTpsM,746
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- skfolio/moments/covariance/__init__.py,sha256=KuzhGuiu-eOwQMgWmEhFhqCcOmiayrYp5yeL1NsFW98,563
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- skfolio/moments/covariance/_base.py,sha256=YIwqbnWuwW9F5LcH4CNvfJbYhxG8U1jm84HwqEtVzR8,3708
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- skfolio/moments/covariance/_covariance.py,sha256=VauL-yt2xlJ8OK5az-c7wGH3aIsH-VA4ewEA2RxOAvU,38756
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- skfolio/moments/expected_returns/__init__.py,sha256=NETEcKKYKsQvzUU4ZIq6mgT14zdrgGS6pb5Dy3qMEAE,367
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- skfolio/moments/expected_returns/_base.py,sha256=RCheYVmvi7W5XFliI0vvO42PQdyxYtQbVoRakxN1WsU,697
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- skfolio/moments/expected_returns/_expected_returns.py,sha256=BarbKe5JdvZSAzwPKYUnzTkuPL_QtAvw0WvF8m_KEiE,13131
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- skfolio/optimization/__init__.py,sha256=vXIbwWJL48zJ1jy7ZB2PPBVx7rZo0vVA8QQQuD-L6ts,1021
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- skfolio/optimization/_base.py,sha256=F7tEp5jlUTgn1TcrywYav823RLTb_AswUj6sD3vJa8k,5275
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- skfolio/optimization/cluster/__init__.py,sha256=M3xVdYhNKp4e9CB7hzb4yjTxkkNCHh7Mt_KGFFrkOgs,388
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- skfolio/optimization/cluster/_nco.py,sha256=SRJ1vHz7aHGCYfFLIKanKyephN8Y_GeQt-qef7LfSz8,14577
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- skfolio/optimization/cluster/hierarchical/__init__.py,sha256=YnfcPHvjwB6kcG4hoQqc0NqIJKaG7OjBtmXNbOxCq08,405
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- skfolio/optimization/cluster/hierarchical/_base.py,sha256=ClJaDJIFkr50Y-HI9TtExf9z27wGRSbSJpO9i2KG3hg,17036
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- skfolio/optimization/cluster/hierarchical/_herc.py,sha256=u6NUB3JfUHJ7czN644QMMI34a2nUvNJfalhq7XvMj6c,17057
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- skfolio/optimization/cluster/hierarchical/_hrp.py,sha256=JF3kbD7ABmG-LjOjkxod6VxM3vo6jYI1UaLBUcTA-A4,15941
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- skfolio/optimization/convex/__init__.py,sha256=F6BPFikTo0B-7JCKazqLGEwM3RkgTNbFm5GAGkaq9Uo,570
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- skfolio/optimization/convex/_base.py,sha256=Zj4fXHlqms-fWTD_cKPhXCm9WADb2W54nzG5-W7JBEk,75276
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- skfolio/optimization/convex/_distributionally_robust.py,sha256=LIPyWUseAfqq5cg1iBVUZeh42R1cgzMO2VTD7IisXlw,17287
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- skfolio/optimization/convex/_maximum_diversification.py,sha256=t8GZYcFfOMxTU4seecnobWp_o0zYbBPU8E9sx41yzTE,19114
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- skfolio/optimization/convex/_mean_risk.py,sha256=y_6H9IbcJR_Np3W2lvgju3BvF0ELYvvr1O--COnnZjI,42979
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- skfolio/optimization/convex/_risk_budgeting.py,sha256=EVYU1Fv2suiEM27eXCBlE0cEDez7TufZAIgzoDxAAZM,23469
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- skfolio/optimization/ensemble/__init__.py,sha256=8TXxcxH2_gG3C1xtgQj9OHHr0Le8lhdejtlURL6T3ZY,158
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- skfolio/optimization/ensemble/_base.py,sha256=yHQGOfI59lR5_Yd02M83eO6NTw-7D7s-ryuN74UOe2w,3271
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- skfolio/optimization/ensemble/_stacking.py,sha256=d9sQEujDkH8jCBgtP8MUNGt_kOmx6KFO90oXHp-Hey4,12924
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- skfolio/optimization/naive/__init__.py,sha256=Dkr55R48urC-jfYN007NTbei16N91Na_EDYLVqzhGgQ,147
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- skfolio/optimization/naive/_naive.py,sha256=sadsU8TnNRf28EDLg-KZ4yJm2FvV204vdsb1MhVJyMQ,5561
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- skfolio/population/__init__.py,sha256=rsPPMUv95aTK7vmpPeQwF8NzFuBwk6RDo5g4HNaPzNM,80
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- skfolio/population/_population.py,sha256=YT4HjNkwhAAGAwE-XaCb9PwvtrV6hTBMWdBHwBoU7WI,29221
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- skfolio/portfolio/__init__.py,sha256=YYtcAPmA2zeCxFGTXegg2FXcA7py6CxOX7IMTdYuXl0,586
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- skfolio/portfolio/_base.py,sha256=yscvoXtv0acSItw87xU5IVSZ6NKZDE8XBjPaWeBYiDc,38335
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- skfolio/portfolio/_multi_period_portfolio.py,sha256=b3dWu109HNV_LYpL90GnKOxj_Wipy_SDzFUOQc4f1LY,22667
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- skfolio/portfolio/_portfolio.py,sha256=SWH282fnZWnshi1k-S7WJkPGQocMBtZBzZ6AACG5C7g,30693
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- skfolio/pre_selection/__init__.py,sha256=VtUtDn-U-Mn_xR2k7yfld0Yb0rPhLakEAiBwUyi-4Z8,189
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- skfolio/pre_selection/_pre_selection.py,sha256=ilqWiU-229Aw6v3gV1zZ8I5hjdoXf7TiaEpZnUDXzoM,12142
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- skfolio/preprocessing/__init__.py,sha256=15A1bzfPsbfxxXgGP1gstf4R0E_347Wn18z5W5jH-hk,94
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- skfolio/preprocessing/_returns.py,sha256=mSheHksBPIuRd9cCFq1r4f3wyChdY6wMa-1j7NoBiFw,3819
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- skfolio/prior/__init__.py,sha256=jql8NTiWlykPKJUXTOPdqm531mP8Pul1QAR6hXTXA6c,446
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- skfolio/prior/_base.py,sha256=jjXioNBLCgNdDhAwU0ASPjKBLCjkO0vsh4slDBlF9FA,1906
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- skfolio/prior/_black_litterman.py,sha256=ejK-XWyuu6GsVTH8NtxUlU9cXED_ooh9NjgWQjCvlWQ,9175
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- skfolio/prior/_empirical.py,sha256=fo-29PZUBE5sXBnXktrfMlQe2HB0hBtOKkIyMG_S_wI,5718
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- skfolio/prior/_factor_model.py,sha256=gA6l6yxOHUa8Bs_SpKq6-Vqskpa8KCYfoENMUpPc8tI,9351
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- skfolio/uncertainty_set/__init__.py,sha256=LlMHtYv9G9fgtM7m4sCSToS9et57Pm2Q2gGchTVrj6c,617
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- skfolio/uncertainty_set/_base.py,sha256=IMuDPhX6VszpLWDku11AQCVkoK_aSnUgWfTuSReX2Z8,3280
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- skfolio/uncertainty_set/_bootstrap.py,sha256=f2a0IqbtTpHcuoYXNIi-gxpo-MJtAK5TF2EkOrlqB2A,10044
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- skfolio/uncertainty_set/_empirical.py,sha256=bqAQYL8X484bU62vwyZeKEg-GPPZDV0KnJU_rJI2GUo,8172
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- skfolio/utils/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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- skfolio/utils/bootstrap.py,sha256=xyjiEMhLrSRE6ts1c-0g7ujvEqGLLLqbw8ht3sD34ro,3415
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- skfolio/utils/equations.py,sha256=iaROYx9jEIGTlbout872OQ1SakvMxa0K1NdXM5sIvbg,11026
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- skfolio/utils/sorting.py,sha256=DcnK37pXYjH3RRFjaz3cpL9f3ATtgRgUHL1HmeidcUc,3483
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- skfolio/utils/stats.py,sha256=x92lyfKacQSr4f_CL07kc5NSdL6BlBfV_whmFpj9H5U,12914
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- skfolio/utils/tools.py,sha256=h0vlk54dthRcHbiMcWAcRkIjeappLb88ZrlJXFREp7k,15177
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- skfolio-0.0.10.dist-info/LICENSE,sha256=F6Gi-ZJX5BlVzYK8R9NcvAkAsKa7KO29xB1OScbrH6Q,1526
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- skfolio-0.0.10.dist-info/METADATA,sha256=Waji3Q3YAsQsKBE4HH-fHYlxsVoHsx998YkKQliFZMA,18971
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- skfolio-0.0.10.dist-info/top_level.txt,sha256=NXEaoS9Ms7t32gxkb867nV0OKlU0KmssL7IJBVo0fJs,8
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- skfolio-0.0.10.dist-info/RECORD,,