skfolio 0.1.2__tar.gz → 0.2.0__tar.gz

{skfolio-0.1.2/src/skfolio.egg-info → skfolio-0.2.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: skfolio
-Version: 0.1.2
+Version: 0.2.0
 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"
@@ -86,37 +85,37 @@ Requires-Dist: sphinx-favicon; extra == "docs"
 
 .. -*- mode: rst -*-
 
-|Licence|_ |Codecov|_ |Black|_ |PythonVersion|_ |PyPi|_ |CI/CD|_ |Downloads|_ |Ruff|_ |Contribution|_ |Website|_
+|Licence| |Codecov| |Black| |PythonVersion| |PyPi| |CI/CD| |Downloads| |Ruff| |Contribution| |Website|
 
 .. |Licence| image:: https://img.shields.io/badge/License-BSD%203--Clause-blue.svg
-.. _Licence: https://github.com/skfolio/skfolio/blob/main/LICENSE
+   :target: https://github.com/skfolio/skfolio/blob/main/LICENSE
 
 .. |Codecov| image:: https://codecov.io/gh/skfolio/skfolio/graph/badge.svg?token=KJ0SE4LHPV
-.. _Codecov: https://codecov.io/gh/skfolio/skfolio
+   :target: https://codecov.io/gh/skfolio/skfolio
 
-.. |PythonVersion| image:: https://img.shields.io/badge/python-3.10%20%7C%203.11%20%7C%203.12-blue
-.. _PythonVersion: https://pypi.org/project/skfolio/
+.. |PythonVersion| image:: https://img.shields.io/badge/python-3.10%20%7C%203.11%20%7C%203.12-blue.svg
+   :target: https://pypi.org/project/skfolio/
 
 .. |PyPi| image:: https://img.shields.io/pypi/v/skfolio
-.. _PyPi: https://pypi.org/project/skfolio
+   :target: https://pypi.org/project/skfolio
 
 .. |Black| image:: https://img.shields.io/badge/code%20style-black-000000.svg
-.. _Black: https://github.com/psf/black
+   :target: https://github.com/psf/black
 
-.. |CI/CD| image:: https://img.shields.io/github/actions/workflow/status/skfolio/skfolio/release.yml?logo=github
-.. _CI/CD: https://github.com/skfolio/skfolio/raw/main/LICENSE
+.. |CI/CD| image:: https://img.shields.io/github/actions/workflow/status/skfolio/skfolio/release.yml.svg?logo=github
+   :target: https://github.com/skfolio/skfolio/raw/main/LICENSE
 
 .. |Downloads| image:: https://static.pepy.tech/badge/skfolio
-.. _Downloads: https://pepy.tech/project/skfolio
+   :target: https://pepy.tech/project/skfolio
 
 .. |Ruff| image:: https://img.shields.io/endpoint?url=https://raw.githubusercontent.com/astral-sh/ruff/main/assets/badge/v2.json
-.. _Ruff: https://github.com/astral-sh/ruff
+   :target: https://github.com/astral-sh/ruff
 
 .. |Contribution| image:: https://img.shields.io/badge/Contributions-Welcome-blue
-.. _Contribution: https://github.com/skfolio/skfolio/blob/main/CONTRIBUTING.md
+   :target: https://github.com/skfolio/skfolio/blob/main/CONTRIBUTING.md
 
-.. |Website| image:: https://img.shields.io/website-up-down-53cc0d-red/http/skfolio.org
-.. _Website: https://skfolio.org
+.. |Website| image:: https://img.shields.io/website.svg?down_color=red&down_message=down&up_color=53cc0d&up_message=up&url=https://skfolio.org
+   :target: https://skfolio.org
 
 .. |PythonMinVersion| replace:: 3.10
 .. |NumpyMinVersion| replace:: 1.23.4
@@ -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-0.2.0}/README.rst

@@ -1,36 +1,36 @@
 .. -*- mode: rst -*-
 
-|Licence|_ |Codecov|_ |Black|_ |PythonVersion|_ |PyPi|_ |CI/CD|_ |Downloads|_ |Ruff|_ |Contribution|_ |Website|_
+|Licence| |Codecov| |Black| |PythonVersion| |PyPi| |CI/CD| |Downloads| |Ruff| |Contribution| |Website|
 
 .. |Licence| image:: https://img.shields.io/badge/License-BSD%203--Clause-blue.svg
-.. _Licence: https://github.com/skfolio/skfolio/blob/main/LICENSE
+   :target: https://github.com/skfolio/skfolio/blob/main/LICENSE
 
 .. |Codecov| image:: https://codecov.io/gh/skfolio/skfolio/graph/badge.svg?token=KJ0SE4LHPV
-.. _Codecov: https://codecov.io/gh/skfolio/skfolio
+   :target: https://codecov.io/gh/skfolio/skfolio
 
-.. |PythonVersion| image:: https://img.shields.io/badge/python-3.10%20%7C%203.11%20%7C%203.12-blue
-.. _PythonVersion: https://pypi.org/project/skfolio/
+.. |PythonVersion| image:: https://img.shields.io/badge/python-3.10%20%7C%203.11%20%7C%203.12-blue.svg
+   :target: https://pypi.org/project/skfolio/
 
 .. |PyPi| image:: https://img.shields.io/pypi/v/skfolio
-.. _PyPi: https://pypi.org/project/skfolio
+   :target: https://pypi.org/project/skfolio
 
 .. |Black| image:: https://img.shields.io/badge/code%20style-black-000000.svg
-.. _Black: https://github.com/psf/black
+   :target: https://github.com/psf/black
 
-.. |CI/CD| image:: https://img.shields.io/github/actions/workflow/status/skfolio/skfolio/release.yml?logo=github
-.. _CI/CD: https://github.com/skfolio/skfolio/raw/main/LICENSE
+.. |CI/CD| image:: https://img.shields.io/github/actions/workflow/status/skfolio/skfolio/release.yml.svg?logo=github
+   :target: https://github.com/skfolio/skfolio/raw/main/LICENSE
 
 .. |Downloads| image:: https://static.pepy.tech/badge/skfolio
-.. _Downloads: https://pepy.tech/project/skfolio
+   :target: https://pepy.tech/project/skfolio
 
 .. |Ruff| image:: https://img.shields.io/endpoint?url=https://raw.githubusercontent.com/astral-sh/ruff/main/assets/badge/v2.json
-.. _Ruff: https://github.com/astral-sh/ruff
+   :target: https://github.com/astral-sh/ruff
 
 .. |Contribution| image:: https://img.shields.io/badge/Contributions-Welcome-blue
-.. _Contribution: https://github.com/skfolio/skfolio/blob/main/CONTRIBUTING.md
+   :target: https://github.com/skfolio/skfolio/blob/main/CONTRIBUTING.md
 
-.. |Website| image:: https://img.shields.io/website-up-down-53cc0d-red/http/skfolio.org
-.. _Website: https://skfolio.org
+.. |Website| image:: https://img.shields.io/website.svg?down_color=red&down_message=down&up_color=53cc0d&up_message=up&url=https://skfolio.org
+   :target: https://skfolio.org
 
 .. |PythonMinVersion| replace:: 3.10
 .. |NumpyMinVersion| replace:: 1.23.4
@@ -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-0.2.0}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "skfolio"
-version = "0.1.2"
+version = "0.2.0"
 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-0.2.0}/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-0.2.0}/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-0.2.0}/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-0.2.0}/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-0.2.0}/src/skfolio/model_selection/__init__.py

@@ -6,6 +6,7 @@
 from skfolio.model_selection._combinatorial import (
     BaseCombinatorialCV,
     CombinatorialPurgedCV,
+    optimal_folds_number,
 )
 from skfolio.model_selection._validation import cross_val_predict
 from skfolio.model_selection._walk_forward import WalkForward
@@ -15,4 +16,5 @@ __all__ = [
     "WalkForward",
     "BaseCombinatorialCV",
     "CombinatorialPurgedCV",
+    "optimal_folds_number",
 ]

{skfolio-0.1.2 → skfolio-0.2.0}/src/skfolio/model_selection/_combinatorial.py

@@ -197,19 +197,13 @@ class CombinatorialPurgedCV(BaseCombinatorialCV):
     @property
     def n_splits(self) -> int:
         """Number of splits"""
-        return int(
-            math.factorial(self.n_folds)
-            / (
-                math.factorial(self.n_test_folds)
-                * math.factorial(self.n_folds - self.n_test_folds)
-            )
-        )
+        return _n_splits(n_folds=self.n_folds, n_test_folds=self.n_test_folds)
 
     @property
     def n_test_paths(self) -> int:
         """Number of test paths that can be reconstructed from the train/test
         combinations"""
-        return self.n_splits * self.n_test_folds // self.n_folds
+        return _n_test_paths(n_folds=self.n_folds, n_test_folds=self.n_test_folds)
 
     @property
     def test_set_index(self) -> np.ndarray:
@@ -320,19 +314,24 @@ class CombinatorialPurgedCV(BaseCombinatorialCV):
             yield train_index, test_index_list
 
     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,
-        })
+        n_observations = X.shape[0]
+        avg_train_size = _avg_train_size(
+            n_observations=n_observations,
+            n_folds=self.n_folds,
+            n_test_folds=self.n_test_folds,
+        )
+        return pd.Series(
+            {
+                "Number of Observations": n_observations,
+                "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(avg_train_size),
+                "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"""
@@ -408,3 +407,155 @@ class CombinatorialPurgedCV(BaseCombinatorialCV):
         )
 
         return fig
+
+
+def _n_splits(n_folds: int, n_test_folds: int) -> int:
+    """Number of splits.
+
+    Parameters
+    ----------
+    n_folds : int
+        Number of folds.
+
+    n_test_folds : int
+        Number of test folds.
+
+    Returns
+    -------
+    n_splits : int
+        Number of splits
+    """
+    return int(math.comb(n_folds, n_test_folds))
+
+
+def _n_test_paths(n_folds: int, n_test_folds: int) -> int:
+    """Number of test paths that can be reconstructed from the train/test
+    combinations
+
+    Parameters
+    ----------
+    n_folds : int
+        Number of folds.
+
+    n_test_folds : int
+        Number of test folds.
+
+    Returns
+    -------
+    n_splits : int
+        Number of test paths.
+    """
+    return (
+        _n_splits(n_folds=n_folds, n_test_folds=n_test_folds) * n_test_folds // n_folds
+    )
+
+
+def _avg_train_size(n_observations: int, n_folds: int, n_test_folds: int) -> float:
+    """Average number of observations contained in each training set.
+
+    Parameters
+    ----------
+    n_observations : int
+        Number of observations.
+
+    n_folds : int
+        Number of folds.
+
+    n_test_folds : int
+        Number of test folds.
+
+    Returns
+    -------
+    avg_train_size : float
+        Average number of observations contained in each training set.
+    """
+    return n_observations / n_folds * (n_folds - n_test_folds)
+
+
+def optimal_folds_number(
+    n_observations: int,
+    target_train_size: int,
+    target_n_test_paths: int,
+    weight_train_size: float = 1,
+    weight_n_test_paths: float = 1,
+) -> tuple[int, int]:
+    r"""Find the optimal number of folds (total folds and test folds) for a target
+    training size and a target number of test paths.
+
+    We find `x = n_folds` and `y = n_test_folds` that minimizes the below
+    cost function of the relative distance from the two targets:
+
+    .. math::
+           cost(x,y) = w_{f} \times \lvert\frac{f(x,y)-f_{target}}{f_{target}}\rvert + w_{g} \times \lvert\frac{g(x,y)-g_{target}}{g_{target}}\rvert
+
+    with :math:`w_{f}` and :math:`w_{g}` the weights assigned to the distance
+    from each target and :math:`f(x,y)` and :math:`g(x,y)` the average training size
+    and the number of test paths as a function of the number of total folds and test
+    folds.
+
+    This is a combinatorial problem with :math:`\frac{T\times(T-3)}{2}` combinations,
+    with :math:`T` the number of observations.
+
+    We reduce the search space by using the combinatorial symetry
+    :math:`{n \choose k}={n \choose n-k}` and skipping cost computation above 1e5.
+
+    Parameters
+    ----------
+    n_observations : int
+        Number of observations.
+
+    target_train_size : int
+        The target number of observation in the training set.
+
+    target_n_test_paths : int
+        The target number of test paths (that can be reconstructed from the train/test
+        combinations).
+
+    weight_train_size : float, default=1
+        The weight assigned to the distance from the target train size.
+        The default value is 1.
+
+    weight_n_test_paths : float, default=1
+        The weight assigned to the distance from the target number of test paths.
+        The default value is 1.
+
+    Returns
+    -------
+    n_folds : int
+        Optimal number of total folds.
+
+    n_test_folds : int
+        Optimal number of test folds.
+    """
+
+    def _cost(
+        x: int,
+        y: int,
+    ) -> float:
+        n_test_paths = _n_test_paths(n_folds=x, n_test_folds=y)
+        avg_train_size = _avg_train_size(
+            n_observations=n_observations, n_folds=x, n_test_folds=y
+        )
+        return (
+            weight_n_test_paths
+            * abs(n_test_paths - target_n_test_paths)
+            / target_n_test_paths
+            + weight_train_size
+            * abs(avg_train_size - target_train_size)
+            / target_train_size
+        )
+
+    costs = []
+    res = []
+    for n_folds in range(3, n_observations + 1):
+        i = None
+        for n_test_folds in range(2, n_folds):
+            if i is None or n_folds - n_test_folds <= i:
+                cost = _cost(x=n_folds, y=n_test_folds)
+                costs.append(cost)
+                res.append((n_folds, n_test_folds))
+                if i is None and cost > 1e5:
+                    i = n_test_folds
+
+    j = np.argmin(costs)
+    return res[j]

{skfolio-0.1.2 → skfolio-0.2.0}/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-0.2.0}/src/skfolio/optimization/_base.py

@@ -29,8 +29,8 @@ class BaseOptimization(skb.BaseEstimator, ABC):
     portfolio_params :  dict, optional
         Portfolio parameters passed to the portfolio evaluated by the `predict` and
         `score` methods. If not provided, the `name`, `transaction_costs`,
-        `management_fees` and `previous_weights` are copied from the optimization
-        model and systematically passed to the portfolio.
+        `management_fees`, `previous_weights` and `risk_free_rate` are copied from the
+        optimization model and passed to the portfolio.
 
     Attributes
     ----------
@@ -84,7 +84,12 @@ class BaseOptimization(skb.BaseEstimator, ABC):
             ptf_kwargs = self.portfolio_params.copy()
 
         # Set the default portfolio parameters equal to the optimization parameters
-        for param in ["transaction_costs", "management_fees", "previous_weights"]:
+        for param in [
+            "transaction_costs",
+            "management_fees",
+            "previous_weights",
+            "risk_free_rate",
+        ]:
             if param not in ptf_kwargs and hasattr(self, param):
                 ptf_kwargs[param] = getattr(self, param)
 
@@ -97,15 +102,17 @@ 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-0.2.0}/src/skfolio/optimization/cluster/hierarchical/_base.py

@@ -8,6 +8,7 @@
 # scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
 
 from abc import ABC, abstractmethod
+from typing import Any
 
 import numpy as np
 import numpy.typing as npt
@@ -183,8 +184,8 @@ class BaseHierarchicalOptimization(BaseOptimization, ABC):
     portfolio_params :  dict, optional
         Portfolio parameters passed to the portfolio evaluated by the `predict` and
         `score` methods. If not provided, the `name`, `transaction_costs`,
-        `management_fees` and `previous_weights` are copied from the optimization
-        model and systematically passed to the portfolio.
+        `management_fees`, `previous_weights` and `risk_free_rate` are copied from the
+        optimization model and passed to the portfolio.
 
     Attributes
     ----------
@@ -235,7 +236,7 @@ class BaseHierarchicalOptimization(BaseOptimization, ABC):
         self,
         value: float | dict | np.ndarray | list,
         n_assets: int,
-        fill_value: any,
+        fill_value: Any,
         name: str,
     ) -> np.ndarray:
         """Convert input to cleaned 1D array
@@ -250,7 +251,7 @@ class BaseHierarchicalOptimization(BaseOptimization, ABC):
         n_assets : int
             Number of assets. Used to verify the shape of the converted array.
 
-        fill_value : any
+        fill_value : Any
             When `items` is a dictionary, elements that are not in `asset_names` are
             filled with `fill_value` in the converted array.
 

{skfolio-0.1.2 → skfolio-0.2.0}/src/skfolio/optimization/cluster/hierarchical/_herc.py

@@ -204,8 +204,8 @@ class HierarchicalEqualRiskContribution(BaseHierarchicalOptimization):
     portfolio_params :  dict, optional
         Portfolio parameters passed to the portfolio evaluated by the `predict` and
         `score` methods. If not provided, the `name`, `transaction_costs`,
-        `management_fees` and `previous_weights` are copied from the optimization
-        model and systematically passed to the portfolio.
+        `management_fees`, `previous_weights` and `risk_free_rate` are copied from the
+        optimization model and passed to the portfolio.
 
     Attributes
     ----------

{skfolio-0.1.2 → skfolio-0.2.0}/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
@@ -205,8 +204,8 @@ class HierarchicalRiskParity(BaseHierarchicalOptimization):
     portfolio_params :  dict, optional
         Portfolio parameters passed to the portfolio evaluated by the `predict` and
         `score` methods. If not provided, the `name`, `transaction_costs`,
-        `management_fees` and `previous_weights` are copied from the optimization
-        model and systematically passed to the portfolio.
+        `management_fees`, `previous_weights` and `risk_free_rate` are copied from the
+        optimization model and passed to the portfolio.
 
     Attributes
     ----------

{skfolio-0.1.2 → skfolio-0.2.0}/src/skfolio/optimization/convex/_base.py

@@ -9,6 +9,7 @@
 import warnings
 from abc import ABC, abstractmethod
 from enum import auto
+from typing import Any
 
 import cvxpy as cp
 import cvxpy.constraints.constraint as cpc
@@ -403,8 +404,8 @@ class ConvexOptimization(BaseOptimization, ABC):
     portfolio_params :  dict, optional
         Portfolio parameters passed to the portfolio evaluated by the `predict` and
         `score` methods. If not provided, the `name`, `transaction_costs`,
-        `management_fees` and `previous_weights` are copied from the optimization
-        model and systematically passed to the portfolio.
+        `management_fees`, `previous_weights` and `risk_free_rate` are copied from the
+        optimization model and passed to the portfolio.
 
     Attributes
     ----------
@@ -575,7 +576,7 @@ class ConvexOptimization(BaseOptimization, ABC):
         self,
         value: float | dict | npt.ArrayLike | None,
         n_assets: int,
-        fill_value: any,
+        fill_value: Any,
         name: str,
     ) -> float | np.ndarray:
         """Convert input to cleaned float or ndarray.
@@ -588,7 +589,7 @@ class ConvexOptimization(BaseOptimization, ABC):
         n_assets : int
             Number of assets. Used to verify the shape of the converted array.
 
-        fill_value : any
+        fill_value : Any
             When `items` is a dictionary, elements that are not in `asset_names` are
             filled with `fill_value` in the converted array.