skfolio 0.1.2__tar.gz → 0.1.3__tar.gz

{skfolio-0.1.2/src/skfolio.egg-info → skfolio-0.1.3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: skfolio
-Version: 0.1.2
+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>
@@ -66,7 +66,6 @@ Requires-Dist: plotly>=5.15.0
 Provides-Extra: tests
 Requires-Dist: pytest; extra == "tests"
 Requires-Dist: pytest-cov; extra == "tests"
-Requires-Dist: black; extra == "tests"
 Requires-Dist: ruff; extra == "tests"
 Provides-Extra: docs
 Requires-Dist: Sphinx; extra == "docs"
@@ -646,9 +645,9 @@ 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-0.1.2 → skfolio-0.1.3}/README.rst

@@ -560,9 +560,9 @@ 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-0.1.2 → skfolio-0.1.3}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "skfolio"
-version = "0.1.2"
+version = "0.1.3"
 maintainers = [
     { name = "Hugo Delatte", email = "delatte.hugo@gmail.com" },
 ]
@@ -62,7 +62,6 @@ classifiers = [
 tests = [
     "pytest",
     "pytest-cov",
-    "black",
     "ruff"
 ]
 docs = [
@@ -106,33 +105,31 @@ commit_message = "v{version} [skip ci]\n\nAutomatically generated by python-sema
 [tool.semantic_release.remote]
 token = { env = "GH_TOKEN" }
 
-[tool.black]
-line-length = 88
-target_version = ["py310", "py311"]
-preview = true
-
 [tool.ruff]
 include = ["pyproject.toml", "src/**/*.py"]
+line-length = 88
+src = ["src"]
+target-version = "py310"
+
+[tool.ruff.lint]
 select = [
     "E", # pycodestyle
     "F", # pyflakes
     "I", # isort
     "A", # prevent using keywords that clobber python builtins
     "B", # bugbear: security warnings
-    "E", # pycodestyle
     "F", # pyflakes
     "ISC", # implicit string concatenation
     "UP", # alert you when better syntax is available in your python version
     "RUF", # the ruff developer's own rules
 ]
-ignore = ["E203", "E501"]
-# Same as Black.
-line-length = 88
-target-version = "py310"
+ignore = ["E203", "ISC001", "ISC002", "E111", "E114", "E117"] # rules redundant with the formatter.
 
-[tool.ruff.isort]
+[tool.ruff.lint.isort]
 case-sensitive = true
 
+[tool.ruff.lint.pycodestyle]
+max-line-length = 320
 
 [tool.pytest.ini_options]
 addopts = [

{skfolio-0.1.2 → skfolio-0.1.3}/src/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-0.1.2 → skfolio-0.1.3}/src/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-0.1.2 → skfolio-0.1.3}/src/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-0.1.2 → skfolio-0.1.3}/src/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
 

{skfolio-0.1.2 → skfolio-0.1.3}/src/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-0.1.2 → skfolio-0.1.3}/src/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-0.1.2 → skfolio-0.1.3}/src/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-0.1.2 → skfolio-0.1.3}/src/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-0.1.2 → skfolio-0.1.3}/src/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-0.1.2 → skfolio-0.1.3}/src/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-0.1.2 → skfolio-0.1.3}/src/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-0.1.2 → skfolio-0.1.3}/src/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-0.1.2 → skfolio-0.1.3}/src/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
 
@@ -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

{skfolio-0.1.2 → skfolio-0.1.3}/src/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-0.1.2 → skfolio-0.1.3}/src/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-0.1.2 → skfolio-0.1.3/src/skfolio.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: skfolio
-Version: 0.1.2
+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>
@@ -66,7 +66,6 @@ Requires-Dist: plotly>=5.15.0
 Provides-Extra: tests
 Requires-Dist: pytest; extra == "tests"
 Requires-Dist: pytest-cov; extra == "tests"
-Requires-Dist: black; extra == "tests"
 Requires-Dist: ruff; extra == "tests"
 Provides-Extra: docs
 Requires-Dist: Sphinx; extra == "docs"
@@ -646,9 +645,9 @@ 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-0.1.2 → skfolio-0.1.3}/src/skfolio.egg-info/requires.txt

@@ -24,5 +24,4 @@ sphinx-sitemap
 [tests]
 pytest
 pytest-cov
-black
 ruff