skfolio 0.0.1__py3-none-any.whl → 0.0.3__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 (33) hide show
  1. skfolio/cluster/_hierarchical.py +1 -0
  2. skfolio/datasets/_base.py +1 -1
  3. skfolio/measures/__init__.py +1 -1
  4. skfolio/model_selection/_combinatorial.py +12 -14
  5. skfolio/model_selection/_validation.py +6 -8
  6. skfolio/moments/covariance/_covariance.py +0 -1
  7. skfolio/moments/expected_returns/_expected_returns.py +1 -0
  8. skfolio/optimization/_base.py +9 -11
  9. skfolio/optimization/cluster/hierarchical/_base.py +0 -2
  10. skfolio/optimization/convex/__init__.py +1 -1
  11. skfolio/optimization/convex/_base.py +43 -26
  12. skfolio/optimization/convex/_distributionally_robust.py +22 -10
  13. skfolio/optimization/convex/_maximum_diversification.py +17 -7
  14. skfolio/optimization/convex/_mean_risk.py +25 -13
  15. skfolio/optimization/convex/_risk_budgeting.py +22 -10
  16. skfolio/optimization/ensemble/_stacking.py +4 -6
  17. skfolio/population/_population.py +18 -25
  18. skfolio/portfolio/_portfolio.py +11 -13
  19. skfolio/pre_selection/_pre_selection.py +6 -6
  20. skfolio/preprocessing/_returns.py +1 -1
  21. skfolio/prior/__init__.py +1 -1
  22. skfolio/prior/_base.py +1 -0
  23. skfolio/prior/_empirical.py +1 -1
  24. skfolio/prior/_factor_model.py +4 -6
  25. skfolio/uncertainty_set/_base.py +1 -0
  26. skfolio/uncertainty_set/_bootstrap.py +1 -0
  27. skfolio/uncertainty_set/_empirical.py +2 -0
  28. skfolio/utils/stats.py +1 -1
  29. {skfolio-0.0.1.dist-info → skfolio-0.0.3.dist-info}/METADATA +580 -568
  30. {skfolio-0.0.1.dist-info → skfolio-0.0.3.dist-info}/RECORD +33 -33
  31. {skfolio-0.0.1.dist-info → skfolio-0.0.3.dist-info}/LICENSE +0 -0
  32. {skfolio-0.0.1.dist-info → skfolio-0.0.3.dist-info}/WHEEL +0 -0
  33. {skfolio-0.0.1.dist-info → skfolio-0.0.3.dist-info}/top_level.txt +0 -0
{skfolio-0.0.1.dist-info → skfolio-0.0.3.dist-info}/RECORD RENAMED
@@ -2,9 +2,9 @@ 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=mEnMjNlgtAot54OZfLTn82UdYd5u6fVIet3TRa0Kwq0,12789
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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=YDJMd56VByDv6XR8lGcGCxoVaMecSl-F7Y1_CZgjaPQ,13703
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+ skfolio/datasets/_base.py,sha256=Z0-yPTBiMvPxAyv3lvtVWBNa79kLbWtCig74SwdrfwA,13684
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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
@@ -12,68 +12,68 @@ skfolio/datasets/data/sp500_index.csv.gz,sha256=iUw0QxwoT4aqZKRn4Xbio8m2l8hX65qz
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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=hSYfWyGrCRTe5bA_0dvJMKDVlDM2Jw2InwGaOulaBj8,1571
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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=FL8EIFWTbMNV4u9fE0MSNxoUOd1tfuQS_4jYqZ8cc6Y,14521
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- skfolio/model_selection/_validation.py,sha256=5EgzK1SApNqwuW4WLicGoFlN7Q_FP1LP2_nnvKxXQro,7428
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+ skfolio/model_selection/_combinatorial.py,sha256=_RtlOCQmFpLcv2Fi5J27yCp9-edKcrOlFkkz8VDwKXA,14455
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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=vxm3b76SPjQgjsNsrR3DNY4FvKylGA7vDHMJwm5cR5U,746
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  skfolio/moments/covariance/__init__.py,sha256=qHvsByOgr9O5E-WnAtcQlUL7RQD4cOeWPujUEEvWBPs,563
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  skfolio/moments/covariance/_base.py,sha256=YIwqbnWuwW9F5LcH4CNvfJbYhxG8U1jm84HwqEtVzR8,3708
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- skfolio/moments/covariance/_covariance.py,sha256=kw2svv4aqkdI4r3PICiFUK-rcKVSDd7qJNUXHf6a5LA,38757
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+ skfolio/moments/covariance/_covariance.py,sha256=_oanytL_WD6lRHMNK_vJ3SqiRPy3Whru2_eE79XvoAA,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=uzN9VUBVyHydpUvaP1-lUAjO3BwXkhndAzdd9YydkUk,13130
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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=TibxYc079W4QnyCyvbHw2E0QRcnjJ5296w6IWCrN1Uk,5337
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+ skfolio/optimization/_base.py,sha256=-0XRxeXEghZSSLAdwBOc76oKsd9q4k8CnvSUAwhUaqk,5275
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  skfolio/optimization/cluster/__init__.py,sha256=M3xVdYhNKp4e9CB7hzb4yjTxkkNCHh7Mt_KGFFrkOgs,388
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  skfolio/optimization/cluster/_nco.py,sha256=ltwLdU32ofA6Geomn8hpjX7RnTB_jT4ULeK6SX3mSMQ,14573
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  skfolio/optimization/cluster/hierarchical/__init__.py,sha256=YnfcPHvjwB6kcG4hoQqc0NqIJKaG7OjBtmXNbOxCq08,405
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- skfolio/optimization/cluster/hierarchical/_base.py,sha256=zngxtFyVs44i8Ppm30RoF6oLA-TX5jVF81oc7RJIf4k,17058
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+ skfolio/optimization/cluster/hierarchical/_base.py,sha256=c8KMLMHsQP3-ug_uvg9WpHUJ9FMyfQYqo1mc7oOdJKs,16996
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  skfolio/optimization/cluster/hierarchical/_herc.py,sha256=D9Wx0tpDLPmEBXAuYG3-P9wySNRxndsT01ydHlsnhz0,16995
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  skfolio/optimization/cluster/hierarchical/_hrp.py,sha256=XNOTT0d1mvUmTxSVlqWsZRLdJ5ONNZ2QwuYE4uxo7eE,15890
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- skfolio/optimization/convex/__init__.py,sha256=A8geuiwwDTxoN_17tgIPJGiue1h58eBkMxkD6_WZIEk,569
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- skfolio/optimization/convex/_base.py,sha256=O1fPD3UFH0Xp3IPsgSKKEDPOJkj8r8g0_lKpsBn0NlA,74558
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- skfolio/optimization/convex/_distributionally_robust.py,sha256=rWJCOptkVeDuPZNzf7pALKZJwopWXKAc3-mWVLVSMLQ,16624
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- skfolio/optimization/convex/_maximum_diversification.py,sha256=LBC4SmnXej9zFP24aYiWAwp9ZJ6KEFJgiy-XzCAV4Ek,18533
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- skfolio/optimization/convex/_mean_risk.py,sha256=kqN5cIGN9nv0aWNPHiYEvdq7fQ-BxwDWUf3jY4PXgEc,42320
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- skfolio/optimization/convex/_risk_budgeting.py,sha256=vodtCK2lZa5RcO48vo3KzYe-t0xjlpuntnh3GPOsUfw,22767
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+ skfolio/optimization/convex/__init__.py,sha256=F6BPFikTo0B-7JCKazqLGEwM3RkgTNbFm5GAGkaq9Uo,570
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+ skfolio/optimization/convex/_base.py,sha256=W-m6pB70phEpH4U6dpUwB3K2E8LaxxJrIOetqmxMfg8,75240
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+ skfolio/optimization/convex/_distributionally_robust.py,sha256=V8t1UEdxtFB1EXGkxC3Dpi72H3QAlqLH_bk_F1nDUBI,17289
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+ skfolio/optimization/convex/_maximum_diversification.py,sha256=tF6b4yzscyORfI6ljVaUDEFE8eNm1egbDlvKy9ZQkDg,19077
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+ skfolio/optimization/convex/_mean_risk.py,sha256=xRB-rqSN0USPNzG73hyRXySJSijwV8HILOmeRCL3Kyk,42942
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+ skfolio/optimization/convex/_risk_budgeting.py,sha256=dVSOvpBOsdUNpzjvmNVCbc5oo2p62CnOvUQXHyVXxUw,23433
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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=wLtNFRQVB8-s-2-K3LbtlgIRmIn8CtoZp1oXaXL3bsk,12937
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+ skfolio/optimization/ensemble/_stacking.py,sha256=-0X41QGyKh7VVbrXqGqF1MvUUgh5YFFV-T4M95cR7NQ,12887
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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=cD5UdJPbRRs_28xXCYxMzupP0Jiz2gUMsKcKZXwhE8w,29400
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+ skfolio/population/_population.py,sha256=ZsWPI9JSoWVb9iFCq7A8hKPBJGceE87edWn-3tS9nVU,29235
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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=plW5O8xfetTvsjQ1WE9k1Z6z8Mq1LPgNfi7wznkty8U,30747
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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=ypCtynfKl8mCYZAA2BNVP_Ovdu5VwQmKb_sFf-qJssM,12170
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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=mdRl3SBFqv5VpHm1FPAUYDXLLDOgSDWpWaG6GMiLLew,3821
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- skfolio/prior/__init__.py,sha256=A2Gdi1Q39e0K4IlwMXZlhjluSreWC2blEN2TbtDlxGM,446
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- skfolio/prior/_base.py,sha256=1Gqf434o5Js3ABGvKEs3wYZC00iUWv7Srwp7G-hxBP8,1905
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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=XMe5n7SgcOO2fleKEFuQOnuihUKWYW9NlORVLF3aLkc,9175
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- skfolio/prior/_empirical.py,sha256=0YQaOeZjc5q08EPClBdGWlmS9ze-jdIF6WtSgaNTclI,5720
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- skfolio/prior/_factor_model.py,sha256=5kUpM_PLQ1W24Tnsn-DB6VeuawTB-wqbh7cfOXpqT8M,9386
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+ skfolio/prior/_empirical.py,sha256=fo-29PZUBE5sXBnXktrfMlQe2HB0hBtOKkIyMG_S_wI,5718
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+ skfolio/prior/_factor_model.py,sha256=SoCtv5zfNFTBViYUoiucC2JL4jg86ViyUBHaFbboqtg,9352
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  skfolio/uncertainty_set/__init__.py,sha256=LlMHtYv9G9fgtM7m4sCSToS9et57Pm2Q2gGchTVrj6c,617
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- skfolio/uncertainty_set/_base.py,sha256=XZZdD40oMw0UDdKb_y5cSHvXol5o5gQHFuptcSSrAWM,3279
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- skfolio/uncertainty_set/_bootstrap.py,sha256=YG6fkY4z9q0CWE8YeuacKjWkV0ZUUpXcKQGzfPwv_F4,10043
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- skfolio/uncertainty_set/_empirical.py,sha256=kUdS6zn477TQb2cO1_fnie0X-GBSozMZfpNoo9JcU-4,8170
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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/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=MQZjlsFxIpPGapZoHP9cl146TUjHpIJ4BK60yiv-nts,12916
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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-0.0.1.dist-info/LICENSE,sha256=F6Gi-ZJX5BlVzYK8R9NcvAkAsKa7KO29xB1OScbrH6Q,1526
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- skfolio-0.0.1.dist-info/METADATA,sha256=b47JFWfpYfz-A7jhSX4sWrJ6Jk0scGY8gcRcFpVqwiY,18135
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- skfolio-0.0.1.dist-info/WHEEL,sha256=oiQVh_5PnQM0E3gPdiz09WCNmwiHDMaGer_elqB3coM,92
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- skfolio-0.0.1.dist-info/top_level.txt,sha256=NXEaoS9Ms7t32gxkb867nV0OKlU0KmssL7IJBVo0fJs,8
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- skfolio-0.0.1.dist-info/RECORD,,
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+ skfolio-0.0.3.dist-info/LICENSE,sha256=F6Gi-ZJX5BlVzYK8R9NcvAkAsKa7KO29xB1OScbrH6Q,1526
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+ skfolio-0.0.3.dist-info/METADATA,sha256=YkG5oDIOcZyGDP9uxLbFzKp4C5apd4FE9YNTkhBdcbQ,18160
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+ skfolio-0.0.3.dist-info/WHEEL,sha256=oiQVh_5PnQM0E3gPdiz09WCNmwiHDMaGer_elqB3coM,92
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+ skfolio-0.0.3.dist-info/top_level.txt,sha256=NXEaoS9Ms7t32gxkb867nV0OKlU0KmssL7IJBVo0fJs,8
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+ skfolio-0.0.3.dist-info/RECORD,,