skfolio 0.1.1__py3-none-any.whl → 0.1.3__py3-none-any.whl

skfolio/datasets/_base.py

@@ -140,7 +140,10 @@ def download_dataset(
         DataFrame with each row representing one observation and each column
         representing the asset price of a given observation.
     """
-    url = f"https://github.com/skfolio/skfolio/raw/main/datasets/{data_filename}.csv.gz"
+    url = (
+        f"https://github.com/skfolio/skfolio-datasets/raw/main/"
+        f"datasets/{data_filename}.csv.gz"
+    )
 
     data_home = get_data_home(data_home=data_home)
     filepath = os.path.join(data_home, f"{data_filename}.pkz")

skfolio/distance/_distance.py

@@ -4,7 +4,6 @@
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
 
-
 import numpy as np
 import numpy.typing as npt
 import pandas as pd

skfolio/measures/__init__.py

@@ -16,6 +16,7 @@ from skfolio.measures._measures import (
     cvar,
     drawdown_at_risk,
     edar,
+    effective_number_assets,
     entropic_risk_measure,
     evar,
     first_lower_partial_moment,
@@ -73,4 +74,5 @@ __all__ = [
     "owa_gmd_weights",
     "skew",
     "kurtosis",
+    "effective_number_assets",
 ]

skfolio/measures/_enums.py

@@ -19,7 +19,9 @@ class BaseMeasure(AutoEnum):
             (
                 word.capitalize()
                 if len(word) > 3
-                else word.upper() if len(word) != 2 else word.lower()
+                else word.upper()
+                if len(word) != 2
+                else word.lower()
             )
             for word in self.value.split("_")
         ]

skfolio/measures/_measures.py

@@ -6,7 +6,6 @@
 # Gini mean difference and OWA GMD weights features are derived
 # from Riskfolio-Lib, Copyright (c) 2020-2023, Dany Cajas, Licensed under BSD 3 clause.
 
-
 import numpy as np
 import scipy.optimize as sco
 
@@ -611,11 +610,13 @@ def gini_mean_difference(returns: np.ndarray) -> float:
 
 
 def effective_number_assets(weights: np.ndarray) -> float:
-    r"""
-    Computes the effective number of assets, defined as the inverse of the Herfindahl index [1]_:
+    r"""Computes the effective number of assets, defined as the inverse of the
+    Herfindahl index [1]_:
+
     .. math:: N_{eff} = \frac{1}{\Vert w \Vert_{2}^{2}}
 
-    It quantifies portfolio concentration, with a higher value indicating a more diversified portfolio.
+    It quantifies portfolio concentration, with a higher value indicating a more
+    diversified portfolio.
 
     Parameters
     ----------

skfolio/model_selection/_combinatorial.py

@@ -321,18 +321,20 @@ class CombinatorialPurgedCV(BaseCombinatorialCV):
 
     def summary(self, X) -> pd.Series:
         n_samples = X.shape[0]
-        return pd.Series({
-            "Number of Observations": n_samples,
-            "Total Number of Folds": self.n_folds,
-            "Number of Test Folds": self.n_test_folds,
-            "Purge Size": self.purged_size,
-            "Embargo Size": self.embargo_size,
-            "Average Training Size": int(
-                n_samples / self.n_folds * (self.n_folds - self.n_test_folds)
-            ),
-            "Number of Test Paths": self.n_test_paths,
-            "Number of Training Combinations": self.n_splits,
-        })
+        return pd.Series(
+            {
+                "Number of Observations": n_samples,
+                "Total Number of Folds": self.n_folds,
+                "Number of Test Folds": self.n_test_folds,
+                "Purge Size": self.purged_size,
+                "Embargo Size": self.embargo_size,
+                "Average Training Size": int(
+                    n_samples / self.n_folds * (self.n_folds - self.n_test_folds)
+                ),
+                "Number of Test Paths": self.n_test_paths,
+                "Number of Training Combinations": self.n_splits,
+            }
+        )
 
     def plot_train_test_folds(self) -> skt.Figure:
         """Plot the train/test fold locations"""

skfolio/model_selection/_validation.py

@@ -170,12 +170,14 @@ def cross_val_predict(
                 path_id = path_ids[i, j]
                 portfolios[path_id].append(p)
         name = portfolio_params.pop("name", "path")
-        pred = Population([
-            MultiPeriodPortfolio(
-                name=f"{name}_{i}", portfolios=portfolios[i], **portfolio_params
-            )
-            for i in range(path_nb)
-        ])
+        pred = Population(
+            [
+                MultiPeriodPortfolio(
+                    name=f"{name}_{i}", portfolios=portfolios[i], **portfolio_params
+                )
+                for i in range(path_nb)
+            ]
+        )
     else:
         # We need to re-order the test folds in case they were un-ordered by the
         # CV generator.

skfolio/optimization/_base.py

@@ -97,15 +97,17 @@ class BaseOptimization(skb.BaseEstimator, ABC):
         # For a 2D array we return a population of portfolios.
         if self.weights_.ndim == 2:
             n_portfolios = self.weights_.shape[0]
-            return Population([
-                Portfolio(
-                    X=X,
-                    weights=self.weights_[i],
-                    name=f"ptf{i} - {name}",
-                    **ptf_kwargs,
-                )
-                for i in range(n_portfolios)
-            ])
+            return Population(
+                [
+                    Portfolio(
+                        X=X,
+                        weights=self.weights_[i],
+                        name=f"ptf{i} - {name}",
+                        **ptf_kwargs,
+                    )
+                    for i in range(n_portfolios)
+                ]
+            )
         return Portfolio(X=X, weights=self.weights_, name=name, **ptf_kwargs)
 
     def score(self, X: npt.ArrayLike, y: npt.ArrayLike = None) -> float:

skfolio/optimization/cluster/hierarchical/_hrp.py

@@ -6,7 +6,6 @@
 # The risk measure generalization and constraint features are derived
 # from Riskfolio-Lib, Copyright (c) 2020-2023, Dany Cajas, Licensed under BSD 3 clause.
 
-
 import numpy as np
 import numpy.typing as npt
 import pandas as pd

skfolio/optimization/ensemble/_base.py

@@ -80,9 +80,7 @@ class BaseComposition(skb.BaseEstimator, ABC):
         invalid_names = set(names).intersection(self.get_params(deep=False))
         if invalid_names:
             raise ValueError(
-                "Estimator names conflict with constructor arguments: {!r}".format(
-                    sorted(invalid_names)
-                )
+                f"Estimator names conflict with constructor arguments: {sorted(invalid_names)!r}"
             )
         invalid_names = [name for name in names if "__" in name]
         if invalid_names:

skfolio/optimization/ensemble/_stacking.py

@@ -312,10 +312,12 @@ class StackingOptimization(BaseOptimization, BaseComposition):
                 _ = self._validate_data(X)
 
             if isinstance(self.cv, BaseCombinatorialCV):
-                X_pred = np.array([
-                    pred.quantile(measure=self.quantile_measure, q=self.quantile)
-                    for pred in cv_predictions
-                ]).T
+                X_pred = np.array(
+                    [
+                        pred.quantile(measure=self.quantile_measure, q=self.quantile)
+                        for pred in cv_predictions
+                    ]
+                ).T
             else:
                 X_pred = np.array(cv_predictions).T
                 if y is not None:

skfolio/population/_population.py

@@ -1,4 +1,4 @@
-""" Population module.
+"""Population module.
 A population is a collection of portfolios.
 """
 
@@ -140,9 +140,12 @@ class Population(list):
             non-dominated portfolios.
         """
         n = len(self)
-        if n > 0 and np.any([
-            portfolio.fitness_measures != self[0].fitness_measures for portfolio in self
-        ]):
+        if n > 0 and np.any(
+            [
+                portfolio.fitness_measures != self[0].fitness_measures
+                for portfolio in self
+            ]
+        ):
             raise ValueError(
                 "Cannot compute non denominated sorting with Portfolios "
                 "containing mixed `fitness_measures`"
@@ -187,11 +190,13 @@ class Population(list):
             return self.__class__(
                 [portfolio for portfolio in self if portfolio.tag in tags]
             )
-        return self.__class__([
-            portfolio
-            for portfolio in self
-            if portfolio.name in names and portfolio.tag in tags
-        ])
+        return self.__class__(
+            [
+                portfolio
+                for portfolio in self
+                if portfolio.name in names and portfolio.tag in tags
+            ]
+        )
 
     def measures(
         self,
@@ -784,15 +789,17 @@ class Population(list):
                         x=xi,
                         y=yi,
                         z=Z,
-                        hovertemplate="<br>".join([
-                            str(e)
-                            + ": %{"
-                            + v
-                            + ":"
-                            + (",.3%" if not e.is_ratio else None)
-                            + "}"
-                            for e, v in [(x, "x"), (y, "y"), (z, "z")]
-                        ])
+                        hovertemplate="<br>".join(
+                            [
+                                str(e)
+                                + ": %{"
+                                + v
+                                + ":"
+                                + (",.3%" if not e.is_ratio else None)
+                                + "}"
+                                for e, v in [(x, "x"), (y, "y"), (z, "z")]
+                            ]
+                        )
                         + "<extra></extra>",
                         colorbar=dict(
                             title=str(z),

skfolio/portfolio/_base.py

@@ -37,7 +37,6 @@
 #       the class attributes with the argument name preceded by the measure name and
 #       separated by '_'.
 
-
 import warnings
 from abc import abstractmethod
 from typing import ClassVar

skfolio/portfolio/_portfolio.py

@@ -8,7 +8,6 @@ is the dot product of the assets weights with the assets returns.
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
 
-
 import numbers
 from typing import ClassVar
 
@@ -18,7 +17,7 @@ import pandas as pd
 import plotly.express as px
 
 import skfolio.typing as skt
-from skfolio.measures import RiskMeasure
+from skfolio.measures import RiskMeasure, effective_number_assets
 from skfolio.portfolio._base import _ZERO_THRESHOLD, BasePortfolio
 from skfolio.utils.tools import (
     args_names,
@@ -402,17 +401,19 @@ class Portfolio(BasePortfolio):
     """
 
     _read_only_attrs: ClassVar[set] = BasePortfolio._read_only_attrs.copy()
-    _read_only_attrs.update({
-        "X",
-        "assets",
-        "weights",
-        "previous_weights",
-        "transaction_costs",
-        "management_fees",
-        "n_assets",
-        "total_cost",
-        "total_fee",
-    })
+    _read_only_attrs.update(
+        {
+            "X",
+            "assets",
+            "weights",
+            "previous_weights",
+            "transaction_costs",
+            "management_fees",
+            "n_assets",
+            "total_cost",
+            "total_fee",
+        }
+    )
 
     __slots__ = {
         # read-only
@@ -691,6 +692,28 @@ class Portfolio(BasePortfolio):
             self.n_observations * self.sharpe_ratio
         )
 
+    @property
+    def effective_number_assets(self) -> float:
+        r"""Computes the effective number of assets, defined as the inverse of the
+        Herfindahl index [1]_:
+
+        .. math:: N_{eff} = \frac{1}{\Vert w \Vert_{2}^{2}}
+
+        It quantifies portfolio concentration, with a higher value indicating a more
+        diversified portfolio.
+
+        Returns
+        -------
+        value : float
+            Effective number of assets.
+
+        References
+        ----------
+        .. [1] "Banking and Financial Institutions Law in a Nutshell".
+            Lovett, William Anthony (1988)
+        """
+        return effective_number_assets(weights=self.weights)
+
     # Public methods
     def expected_returns_from_assets(
         self, assets_expected_returns: np.ndarray
@@ -817,9 +840,12 @@ class Portfolio(BasePortfolio):
         """
         df = super().summary(formatted=formatted)
         assets_number = self.n_assets
+        effective_nb_assets = self.effective_number_assets
         if formatted:
-            assets_number = str(self.n_assets)
-        df["Assets number"] = assets_number
+            assets_number = str(assets_number)
+            effective_nb_assets = str(effective_nb_assets)
+        df["Effective Number of Assets"] = effective_nb_assets
+        df["Assets Number"] = assets_number
         return df
 
     def get_weight(self, asset: str) -> float:

skfolio/prior/_factor_model.py

@@ -114,10 +114,12 @@ class LoadingMatrixRegression(BaseLoadingMatrix):
         self.loading_matrix_ = np.array(
             [self.multi_output_regressor_.estimators_[i].coef_ for i in range(n_assets)]
         )
-        self.intercepts_ = np.array([
-            self.multi_output_regressor_.estimators_[i].intercept_
-            for i in range(n_assets)
-        ])
+        self.intercepts_ = np.array(
+            [
+                self.multi_output_regressor_.estimators_[i].intercept_
+                for i in range(n_assets)
+            ]
+        )
 
 
 class FactorModel(BasePrior):

skfolio/utils/fixes/_dendrogram.py

@@ -290,13 +290,15 @@ class _Dendrogram:
         Sets and returns default layout object for dendrogram figure.
 
         """
-        self.layout.update({
-            "showlegend": False,
-            "autosize": False,
-            "hovermode": "closest",
-            "width": width,
-            "height": height,
-        })
+        self.layout.update(
+            {
+                "showlegend": False,
+                "autosize": False,
+                "hovermode": "closest",
+                "width": width,
+                "height": height,
+            }
+        )
 
         self.set_axis_layout(self.xaxis)
         self.set_axis_layout(self.yaxis)

{skfolio-0.1.1.dist-info → skfolio-0.1.3.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: skfolio
-Version: 0.1.1
+Version: 0.1.3
 Summary: Portfolio optimization built on top of scikit-learn
 Author-email: Hugo Delatte <delatte.hugo@gmail.com>
 Maintainer-email: Hugo Delatte <delatte.hugo@gmail.com>
@@ -80,7 +80,6 @@ Requires-Dist: sphinx-sitemap ; extra == 'docs'
 Provides-Extra: tests
 Requires-Dist: pytest ; extra == 'tests'
 Requires-Dist: pytest-cov ; extra == 'tests'
-Requires-Dist: black ; extra == 'tests'
 Requires-Dist: ruff ; extra == 'tests'
 
 .. -*- mode: rst -*-
@@ -645,9 +644,9 @@ If you use `skfolio` in a scientific publication, we would appreciate citations:
 Bibtex entry::
 
     @misc{skfolio,
-          author = {Hugo Delatte, Carlo Nicolini},
-          title = {skfolio},
-          year  = {2023},
-          url   = {https://github.com/skfolio/skfolio}
-
+      author = {Delatte, Hugo and Nicolini, Carlo},
+      title = {skfolio},
+      year  = {2023},
+      url   = {https://github.com/skfolio/skfolio}
+    }
 

{skfolio-0.1.1.dist-info → skfolio-0.1.3.dist-info}/RECORD

@@ -4,22 +4,22 @@ skfolio/typing.py,sha256=yEZiCZ6UIyfYUqtfj9Kf2KA9mrjUbmxyzpH9uqVboJs,1378
 skfolio/cluster/__init__.py,sha256=4g-PFB_ld9BhiQ1ZPvvAorpFbRwd_p_DkeRlulDv2Hk,251
 skfolio/cluster/_hierarchical.py,sha256=SoISGgdyq4Rgqq1_TCzMbLv69c8a2Q91j_s9-jqaB3E,12817
 skfolio/datasets/__init__.py,sha256=9Tpf0Uj8wgr-g7xqvqQP4S4TUYDUNmNmK8t6lqBw2Fs,407
-skfolio/datasets/_base.py,sha256=GYvblFzTyfTs-Tij20FKWgVDCIT1n7y4uwx4TkZzdHc,13915
+skfolio/datasets/_base.py,sha256=laAj8vE8evEKv6NAAJdypLrsfmlhqOJ27aP_AcpcxVQ,13952
 skfolio/datasets/data/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 skfolio/datasets/data/factors_dataset.csv.gz,sha256=brCJlT25DJo40yg1gnUXAakNtvWZZYR_1ksFeN5JcWE,36146
 skfolio/datasets/data/sp500_dataset.csv.gz,sha256=7iHKwovvsdCnOanOsiGE-ZU5RyaqDP3pohlB0awErA0,426065
 skfolio/datasets/data/sp500_index.csv.gz,sha256=iUw0QxwoT4aqZKRn4Xbio8m2l8hX65qzUAbC3VXT_fI,41898
 skfolio/distance/__init__.py,sha256=vpdmjFlJeI0AvPV3r5tp2zooAG4N9ihCwPlaqqdVj1w,547
 skfolio/distance/_base.py,sha256=jBgRk6lZrP1woSI9541fTfxBBkp4WCTLlRPmWcmA3j4,1326
-skfolio/distance/_distance.py,sha256=PHDqEourtqKSSFYiXKaUPQQqNFEqIEBhWcbWwe3fxjg,18539
-skfolio/measures/__init__.py,sha256=Wm8soTkAapZ-g82INBpljgKfxkwCAIJdqjBOGVZBeQ8,1571
-skfolio/measures/_enums.py,sha256=oy8wPm3EGsHokgLXe9xfUKet4vAuvch0cJuISH9RNvk,8902
-skfolio/measures/_measures.py,sha256=nrpfaOVF94_ZpZXe2ciaBNzioGVTkzuYTmkYp9_EMec,16826
+skfolio/distance/_distance.py,sha256=nQRm141leyCXtjxqXNhsTPtq2dATbpyyEQHKhZ98rE4,18538
+skfolio/measures/__init__.py,sha256=9ThQikIAQcfKRLSCoMr-Z5vE2-ThtYe9B-L40b6Ewg0,1631
+skfolio/measures/_enums.py,sha256=NJcngwg9b2JMMiekwkWU9POfnDvgfUgtYtyV2VSFDVM,8934
+skfolio/measures/_measures.py,sha256=VU9tahJKJvt8PaJZNxWkmFkFU4PsN0FfYO32Je6D53E,16829
 skfolio/metrics/__init__.py,sha256=MomHJ5_bgjq4qUwGS2bfhNmG_ld0oQ4wK6y0Yy_Eonc,75
 skfolio/metrics/_scorer.py,sha256=h1VuZk-zzn4rIChHl9FvM7RxqVT3b-jR1CEB-cr9F2s,4306
 skfolio/model_selection/__init__.py,sha256=QYYm5lYyioZuPnsTu-b3lz-tCcl3Gwrx-y9IIvep13A,453
-skfolio/model_selection/_combinatorial.py,sha256=z4nhqIq98iGMP9I3GM8ng1WRJDJQn4eQ56bYaw5JWog,14716
-skfolio/model_selection/_validation.py,sha256=uPk9HhOak1jh3PEjNMyi3jx4PzIW2fxnqdC7u1yWGwY,7644
+skfolio/model_selection/_combinatorial.py,sha256=Dts2eic69ZTa8HOLcf3n1MyfakA_HxRT7JWn5WTXGlQ,14782
+skfolio/model_selection/_validation.py,sha256=Rs3j6LFfm8HJCnaoUXlPnNsqxIyjRmMhmGWvvJ0olXA,7686
 skfolio/model_selection/_walk_forward.py,sha256=pbMD8VM1OoKiEtrlPeCLG29xVijsq1RArSjTvGO1FnU,7539
 skfolio/moments/__init__.py,sha256=BaP6FjU-CEsV_mcC2AOKXNFy-_wXZsk-jqzJG6mTpsM,746
 skfolio/moments/covariance/__init__.py,sha256=KuzhGuiu-eOwQMgWmEhFhqCcOmiayrYp5yeL1NsFW98,563
@@ -29,13 +29,13 @@ skfolio/moments/expected_returns/__init__.py,sha256=NETEcKKYKsQvzUU4ZIq6mgT14zdr
 skfolio/moments/expected_returns/_base.py,sha256=xk9mzi48uCOHaMTGQBMr3FU7Ai_shxYhmGeOsVwjv9Q,871
 skfolio/moments/expected_returns/_expected_returns.py,sha256=T_tt_dsYgXrjIM2REUii7_4_R8IEc3xdtuv45yYM-5o,13388
 skfolio/optimization/__init__.py,sha256=vXIbwWJL48zJ1jy7ZB2PPBVx7rZo0vVA8QQQuD-L6ts,1021
-skfolio/optimization/_base.py,sha256=5GEMjlw5jrbygTp-4ZCk7cmwjJ0PBOoNdULqypVlfQM,5606
+skfolio/optimization/_base.py,sha256=O8jYu9Tv1IHIHvvcRXBCa-rjPnhKYvVn_Up6QI2ymig,5668
 skfolio/optimization/cluster/__init__.py,sha256=M3xVdYhNKp4e9CB7hzb4yjTxkkNCHh7Mt_KGFFrkOgs,388
 skfolio/optimization/cluster/_nco.py,sha256=MKzNvDIAbqS_D41Vp7tNa7OrXYq_bYVSQEVbVCHOEWA,14834
 skfolio/optimization/cluster/hierarchical/__init__.py,sha256=YnfcPHvjwB6kcG4hoQqc0NqIJKaG7OjBtmXNbOxCq08,405
 skfolio/optimization/cluster/hierarchical/_base.py,sha256=0FtVcrMOFsQIJVaShf_qoHBRSuVmR4qzmJdvJc214HI,17255
 skfolio/optimization/cluster/hierarchical/_herc.py,sha256=JyXYX4PE17alCzIv6piF-G7_nprgzdzfYp35kjAeWMo,17235
-skfolio/optimization/cluster/hierarchical/_hrp.py,sha256=xdnbYNcY1Vpv-mDw-JAGz5o--Rl2b8CfGzyunLJe75M,16121
+skfolio/optimization/cluster/hierarchical/_hrp.py,sha256=CSBfOk47uv_9tLdWTI2dnh2UXDqy8iXdBbc4rK7G7-0,16120
 skfolio/optimization/convex/__init__.py,sha256=F6BPFikTo0B-7JCKazqLGEwM3RkgTNbFm5GAGkaq9Uo,570
 skfolio/optimization/convex/_base.py,sha256=CyEP2JXP0ISnEZRsV-tumH9wwPGBbyM6MDf1B-jCxyw,75413
 skfolio/optimization/convex/_distributionally_robust.py,sha256=nQW_MD0wlVY_tvLvRq_CvezOn4q92YC7wHfzFE9k9tY,17308
@@ -43,16 +43,16 @@ skfolio/optimization/convex/_maximum_diversification.py,sha256=8wQn5eFEat5wixmu0
 skfolio/optimization/convex/_mean_risk.py,sha256=ivAjLXis4fUZ9XOvh_iOemfnvgDAzrK3LDvrlaa2TpA,43130
 skfolio/optimization/convex/_risk_budgeting.py,sha256=wXCgn64w2alAGG-dGJ8IwFrhYVtybM-O2hXiFaXietg,23618
 skfolio/optimization/ensemble/__init__.py,sha256=8TXxcxH2_gG3C1xtgQj9OHHr0Le8lhdejtlURL6T3ZY,158
-skfolio/optimization/ensemble/_base.py,sha256=vOi08U1MjoceD_xMFKTdM8egd1sY0GsCh1BSJuKH_fQ,3445
-skfolio/optimization/ensemble/_stacking.py,sha256=3yqGHE1MpnugkJ0Z6fp7bfYLOuImsfmeiMQ8XDdIdZY,13098
+skfolio/optimization/ensemble/_base.py,sha256=GaNDQu6ivosYuwMrb-b0PhToCsNrmhSYyXkxeM8W4rU,3399
+skfolio/optimization/ensemble/_stacking.py,sha256=2PodXf_JahToShSAbwQRXosEer3ESOAhpsnB6SCwztk,13148
 skfolio/optimization/naive/__init__.py,sha256=Dkr55R48urC-jfYN007NTbei16N91Na_EDYLVqzhGgQ,147
 skfolio/optimization/naive/_naive.py,sha256=sadsU8TnNRf28EDLg-KZ4yJm2FvV204vdsb1MhVJyMQ,5561
 skfolio/population/__init__.py,sha256=rsPPMUv95aTK7vmpPeQwF8NzFuBwk6RDo5g4HNaPzNM,80
-skfolio/population/_population.py,sha256=cyHdpZr6Ib725CRE_rr0irI4sHEcVEAY-Gmy--1goKo,29242
+skfolio/population/_population.py,sha256=O5o8OmR7szAA6NRKvELyq2P6B14jHMUaB8LMbrS3b7E,29411
 skfolio/portfolio/__init__.py,sha256=YYtcAPmA2zeCxFGTXegg2FXcA7py6CxOX7IMTdYuXl0,586
-skfolio/portfolio/_base.py,sha256=XHSFrQJRY6nIyUG8sd8ZgbwZt7_ZKlMRNCfOqdls0Rw,38314
+skfolio/portfolio/_base.py,sha256=jO6YKXu8oxE-uldl2CayLvbA40yfeCA1vNa_xm-WcWo,38313
 skfolio/portfolio/_multi_period_portfolio.py,sha256=63RwL0oTn-3L5LON6f2e9J58zw9q8S2gQ5c8JfSnN28,22759
-skfolio/portfolio/_portfolio.py,sha256=axthHXaavCll_qXrYvJqfk-6AuMNDb-syD__jU_9acU,30714
+skfolio/portfolio/_portfolio.py,sha256=I2P-ogv78wx6aRytHN7z8BHLkye-E8T5LinVARgsuIQ,31649
 skfolio/pre_selection/__init__.py,sha256=VtUtDn-U-Mn_xR2k7yfld0Yb0rPhLakEAiBwUyi-4Z8,189
 skfolio/pre_selection/_pre_selection.py,sha256=w84T14nKmzkgzbw5CW_AIlci741lXYxKUwB5pBjhTTI,12163
 skfolio/preprocessing/__init__.py,sha256=15A1bzfPsbfxxXgGP1gstf4R0E_347Wn18z5W5jH-hk,94
@@ -61,7 +61,7 @@ skfolio/prior/__init__.py,sha256=jql8NTiWlykPKJUXTOPdqm531mP8Pul1QAR6hXTXA6c,446
 skfolio/prior/_base.py,sha256=Dx6rX0X6ymDiieFOI-ik3xMNNFhYEtwLSXOdajf5wZY,1927
 skfolio/prior/_black_litterman.py,sha256=JuwVXLXY5qHETBZDg0wmBGMSQehJp_1t7c1-kanKaiU,9397
 skfolio/prior/_empirical.py,sha256=YhCYW8R3vqs3ntF4WSokuwLW6Gd98df7f8LL8zCS-D0,5740
-skfolio/prior/_factor_model.py,sha256=E42sx_CbT-GbkT-BBb59XrUP4DMYJzuf3I2MEcGEnyE,9608
+skfolio/prior/_factor_model.py,sha256=feQzb04-BjBN-ryba5niAhI3RRuRAcUxD8yuiNOIWsI,9642
 skfolio/uncertainty_set/__init__.py,sha256=LlMHtYv9G9fgtM7m4sCSToS9et57Pm2Q2gGchTVrj6c,617
 skfolio/uncertainty_set/_base.py,sha256=rZ3g2AhDKFQTPajgh6Fz5S5TTf0qM4Ie6RGxPhp32D8,3301
 skfolio/uncertainty_set/_bootstrap.py,sha256=Rig8ZGc8rEOnYygPyTaDSu5lp3wGuZrQVRoJTm3UuAA,10301
@@ -73,9 +73,9 @@ skfolio/utils/sorting.py,sha256=lSjMvH2L-sSj-06B3MlwBrH1rtjCeGEe4hG894W7TE0,3504
 skfolio/utils/stats.py,sha256=IP36nMc5j5Hcqjbg7lvDIsGp1GWRdOh5jU3W6Z8nkYs,13132
 skfolio/utils/tools.py,sha256=roj4zTwmfunPb8HtxcOPAsCKpk0ZPEPnQztSglE9t4o,15351
 skfolio/utils/fixes/__init__.py,sha256=knHau8PRZP07XDHR59CW8VWxkpTP0gdr6RAHJrO-zaA,95
-skfolio/utils/fixes/_dendrogram.py,sha256=QK0OYAmlDe4sdrbFtRvxIlKfPlOGyA2zmsZIz1fIMsM,13505
-skfolio-0.1.1.dist-info/LICENSE,sha256=F6Gi-ZJX5BlVzYK8R9NcvAkAsKa7KO29xB1OScbrH6Q,1526
-skfolio-0.1.1.dist-info/METADATA,sha256=hTWceCx0MfXBQ4x3awiMxPxIxHVcxcqAM52DauFX7Vg,19613
-skfolio-0.1.1.dist-info/WHEEL,sha256=oiQVh_5PnQM0E3gPdiz09WCNmwiHDMaGer_elqB3coM,92
-skfolio-0.1.1.dist-info/top_level.txt,sha256=NXEaoS9Ms7t32gxkb867nV0OKlU0KmssL7IJBVo0fJs,8
-skfolio-0.1.1.dist-info/RECORD,,
+skfolio/utils/fixes/_dendrogram.py,sha256=9aIhSnMwpQHJhQx7IpXC3jlw6YJ3H4XQnnx_d4nMllQ,13551
+skfolio-0.1.3.dist-info/LICENSE,sha256=F6Gi-ZJX5BlVzYK8R9NcvAkAsKa7KO29xB1OScbrH6Q,1526
+skfolio-0.1.3.dist-info/METADATA,sha256=JXNH0_kBjWWR-hp4XQfTtLWP5KIQW5i4pN7SK7lFpYY,19567
+skfolio-0.1.3.dist-info/WHEEL,sha256=GJ7t_kWBFywbagK5eo9IoUwLW6oyOeTKmQ-9iHFVNxQ,92
+skfolio-0.1.3.dist-info/top_level.txt,sha256=NXEaoS9Ms7t32gxkb867nV0OKlU0KmssL7IJBVo0fJs,8
+skfolio-0.1.3.dist-info/RECORD,,

{skfolio-0.1.1.dist-info → skfolio-0.1.3.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: bdist_wheel (0.42.0)
+Generator: bdist_wheel (0.43.0)
 Root-Is-Purelib: true
 Tag: py3-none-any