skfolio 0.4.0__py3-none-any.whl → 0.4.2__py3-none-any.whl

skfolio/exceptions.py

@@ -12,6 +12,7 @@ __all__ = [
     "EquationToMatrixError",
     "GroupNotFoundError",
     "NonPositiveVarianceError",
+    "DuplicateGroupsError",
 ]
 
 
@@ -27,5 +28,9 @@ class GroupNotFoundError(Exception):
     """Group name not found in the groups"""
 
 
+class DuplicateGroupsError(Exception):
+    """Group name appear in multiple group levels"""
+
+
 class NonPositiveVarianceError(Exception):
     """Variance negative or null"""

skfolio/model_selection/_combinatorial.py

@@ -377,7 +377,7 @@ class CombinatorialPurgedCV(BaseCombinatorialCV):
         ]
         values = self.index_train_test_.T
         values = np.insert(values, 0, np.arange(n_samples), axis=0)
-        fill_color = np.select(cond, ["green", "blue", "red"]).T
+        fill_color = np.select(cond, ["green", "blue", "red"], default="green").T
         fill_color = fill_color.astype(object)
         fill_color = np.insert(
             fill_color, 0, np.array(["darkblue" for _ in range(n_samples)]), axis=0

skfolio/optimization/convex/_base.py

@@ -290,7 +290,7 @@ class ConvexOptimization(BaseOptimization, ABC):
 
            * "2.5 * ref1 + 0.10 * ref2 + 0.0013 <= 2.5 * ref3"
            * "ref1 >= 2.9 * ref2"
-           * "ref1 <= ref2"
+           * "ref1 == ref2"
            * "ref1 >= ref1"
 
         With "ref1", "ref2" ... the assets names or the groups names provided
@@ -302,8 +302,8 @@ class ConvexOptimization(BaseOptimization, ABC):
 
             * "SPX >= 0.10" --> SPX weight must be greater than 10% (note that you can also use `min_weights`)
             * "SX5E + TLT >= 0.2" --> the sum of SX5E and TLT weights must be greater than 20%
-            * "US >= 0.7" --> the sum of all US weights must be greater than 70%
-            * "Equity <= 3 * Bond" --> the sum of all Equity weights must be less or equal to 3 times the sum of all Bond weights.
+            * "US == 0.7" --> the sum of all US weights must be equal to 70%
+            * "Equity == 3 * Bond" --> the sum of all Equity weights must be equal to 3 times the sum of all Bond weights.
             * "2*SPX + 3*Europe <= Bond + 0.05" --> mixing assets and group constraints
 
     groups : dict[str, list[str]] or array-like of shape (n_groups, n_assets), optional
@@ -733,15 +733,21 @@ class ConvexOptimization(BaseOptimization, ABC):
                     ),
                     name="groups",
                 )
-            a, b = equations_to_matrix(
+            a_eq, b_eq, a_ineq, b_ineq = equations_to_matrix(
                 groups=groups,
                 equations=self.linear_constraints,
                 raise_if_group_missing=False,
             )
-            if np.any(a != 0):
+            if len(a_eq) != 0:
                 constraints.append(
-                    a @ w * self._scale_constraints
-                    - b * factor * self._scale_constraints
+                    a_eq @ w * self._scale_constraints
+                    - b_eq * factor * self._scale_constraints
+                    == 0
+                )
+            if len(a_ineq) != 0:
+                constraints.append(
+                    a_ineq @ w * self._scale_constraints
+                    - b_ineq * factor * self._scale_constraints
                     <= 0
                 )
 

skfolio/optimization/convex/_distributionally_robust.py

@@ -125,7 +125,7 @@ class DistributionallyRobustCVaR(ConvexOptimization):
 
            * "2.5 * ref1 + 0.10 * ref2 + 0.0013 <= 2.5 * ref3"
            * "ref1 >= 2.9 * ref2"
-           * "ref1 <= ref2"
+           * "ref1 == ref2"
            * "ref1 >= ref1"
 
         With "ref1", "ref2" ... the assets names or the groups names provided
@@ -137,8 +137,8 @@ class DistributionallyRobustCVaR(ConvexOptimization):
 
             * "SPX >= 0.10" --> SPX weight must be greater than 10% (note that you can also use `min_weights`)
             * "SX5E + TLT >= 0.2" --> the sum of SX5E and TLT weights must be greater than 20%
-            * "US >= 0.7" --> the sum of all US weights must be greater than 70%
-            * "Equity <= 3 * Bond" --> the sum of all Equity weights must be less or equal to 3 times the sum of all Bond weights.
+            * "US == 0.7" --> the sum of all US weights must be equal to 70%
+            * "Equity == 3 * Bond" --> the sum of all Equity weights must be equal to 3 times the sum of all Bond weights.
             * "2*SPX + 3*Europe <= Bond + 0.05" --> mixing assets and group constraints
 
     groups : dict[str, list[str]] or array-like of shape (n_groups, n_assets), optional

skfolio/optimization/convex/_maximum_diversification.py

@@ -201,7 +201,7 @@ class MaximumDiversification(MeanRisk):
 
            * "2.5 * ref1 + 0.10 * ref2 + 0.0013 <= 2.5 * ref3"
            * "ref1 >= 2.9 * ref2"
-           * "ref1 <= ref2"
+           * "ref1 == ref2"
            * "ref1 >= ref1"
 
         With "ref1", "ref2" ... the assets names or the groups names provided
@@ -213,8 +213,8 @@ class MaximumDiversification(MeanRisk):
 
             * "SPX >= 0.10" --> SPX weight must be greater than 10% (note that you can also use `min_weights`)
             * "SX5E + TLT >= 0.2" --> the sum of SX5E and TLT weights must be greater than 20%
-            * "US >= 0.7" --> the sum of all US weights must be greater than 70%
-            * "Equity <= 3 * Bond" --> the sum of all Equity weights must be less or equal to 3 times the sum of all Bond weights.
+            * "US == 0.7" --> the sum of all US weights must be equal to 70%
+            * "Equity == 3 * Bond" --> the sum of all Equity weights must be equal to 3 times the sum of all Bond weights.
             * "2*SPX + 3*Europe <= Bond + 0.05" --> mixing assets and group constraints
 
     groups : dict[str, list[str]] or array-like of shape (n_groups, n_assets), optional

skfolio/optimization/convex/_mean_risk.py

@@ -334,7 +334,7 @@ class MeanRisk(ConvexOptimization):
 
            * "2.5 * ref1 + 0.10 * ref2 + 0.0013 <= 2.5 * ref3"
            * "ref1 >= 2.9 * ref2"
-           * "ref1 <= ref2"
+           * "ref1 == ref2"
            * "ref1 >= ref1"
 
         With "ref1", "ref2" ... the assets names or the groups names provided
@@ -346,8 +346,8 @@ class MeanRisk(ConvexOptimization):
 
             * "SPX >= 0.10" --> SPX weight must be greater than 10% (note that you can also use `min_weights`)
             * "SX5E + TLT >= 0.2" --> the sum of SX5E and TLT weights must be greater than 20%
-            * "US >= 0.7" --> the sum of all US weights must be greater than 70%
-            * "Equity <= 3 * Bond" --> the sum of all Equity weights must be less or equal to 3 times the sum of all Bond weights.
+            * "US == 0.7" --> the sum of all US weights must be equal to 70%
+            * "Equity == 3 * Bond" --> the sum of all Equity weights must be equal to 3 times the sum of all Bond weights.
             * "2*SPX + 3*Europe <= Bond + 0.05" --> mixing assets and group constraints
 
     groups : dict[str, list[str]] or array-like of shape (n_groups, n_assets), optional

skfolio/optimization/convex/_risk_budgeting.py

@@ -212,12 +212,12 @@ class RiskBudgeting(ConvexOptimization):
         The default (`None`) means no previous weights.
 
     linear_constraints : array-like of shape (n_constraints,), optional
-       Linear constraints.
+        Linear constraints.
         The linear constraints must match any of following patterns:
 
            * "2.5 * ref1 + 0.10 * ref2 + 0.0013 <= 2.5 * ref3"
            * "ref1 >= 2.9 * ref2"
-           * "ref1 <= ref2"
+           * "ref1 == ref2"
            * "ref1 >= ref1"
 
         With "ref1", "ref2" ... the assets names or the groups names provided
@@ -229,8 +229,8 @@ class RiskBudgeting(ConvexOptimization):
 
             * "SPX >= 0.10" --> SPX weight must be greater than 10% (note that you can also use `min_weights`)
             * "SX5E + TLT >= 0.2" --> the sum of SX5E and TLT weights must be greater than 20%
-            * "US >= 0.7" --> the sum of all US weights must be greater than 70%
-            * "Equity <= 3 * Bond" --> the sum of all Equity weights must be less or equal to 3 times the sum of all Bond weights.
+            * "US == 0.7" --> the sum of all US weights must be equal to 70%
+            * "Equity == 3 * Bond" --> the sum of all Equity weights must be equal to 3 times the sum of all Bond weights.
             * "2*SPX + 3*Europe <= Bond + 0.05" --> mixing assets and group constraints
 
     groups : dict[str, list[str]] or array-like of shape (n_groups, n_assets), optional

skfolio/population/_population.py

@@ -410,7 +410,7 @@ class Population(list):
         spacing: float | None = None,
         display_sub_ptf_name: bool = True,
     ) -> pd.DataFrame:
-        """Contribution of each asset to a given measure of each portfolio in the
+        r"""Contribution of each asset to a given measure of each portfolio in the
         population.
 
         Parameters
@@ -420,7 +420,7 @@ class Population(list):
 
         spacing : float, optional
             Spacing "h" of the finite difference:
-            :math:`contribution(wi)= \frac{measure(wi-h) - measure(wi+h)}{2h}`
+            :math:`contribution(wi)= \frac{measure(wi-h) - measure(wi+h)}{2h}`.
 
         display_sub_ptf_name : bool, default=True
             If this is set to True, each sub-portfolio name composing a multi-period

skfolio/prior/_black_litterman.py

@@ -208,7 +208,7 @@ class BlackLitterman(BasePrior):
                 ),
                 name="groups",
             )
-        self.picking_matrix_, self.views_ = equations_to_matrix(
+        self.picking_matrix_, self.views_, a_ineq, b_ineq = equations_to_matrix(
             groups=self.groups_,
             equations=views,
             sum_to_one=True,
@@ -216,6 +216,9 @@ class BlackLitterman(BasePrior):
             names=("groups", "views"),
         )
 
+        if len(a_ineq) != 0:
+            raise ValueError("Inequalities (<=, >=) are not supported in views")
+
         if self.view_confidences is None:
             omega = np.diag(
                 np.diag(

skfolio/utils/equations.py

@@ -10,10 +10,24 @@ import warnings
 import numpy as np
 import numpy.typing as npt
 
-from skfolio.exceptions import EquationToMatrixError, GroupNotFoundError
+from skfolio.exceptions import (
+    DuplicateGroupsError,
+    EquationToMatrixError,
+    GroupNotFoundError,
+)
 
 __all__ = ["equations_to_matrix"]
 
+_EQUALITY_OPERATORS = {"==", "="}
+_INEQUALITY_OPERATORS = {">=", "<="}
+_COMPARISON_OPERATORS = _EQUALITY_OPERATORS.union(_INEQUALITY_OPERATORS)
+_SUB_ADD_OPERATORS = {"-", "+"}
+_MUL_OPERATORS = {"*"}
+_NON_MUL_OPERATORS = _COMPARISON_OPERATORS.union(_SUB_ADD_OPERATORS)
+_OPERATORS = _NON_MUL_OPERATORS.union(_MUL_OPERATORS)
+_COMPARISON_OPERATOR_SIGNS = {">=": -1, "<=": 1, "==": 1, "=": 1}
+_SUB_ADD_OPERATOR_SIGNS = {"+": 1, "-": -1}
+
 
 def equations_to_matrix(
     groups: npt.ArrayLike,
@@ -21,9 +35,9 @@ def equations_to_matrix(
     sum_to_one: bool = False,
     raise_if_group_missing: bool = False,
     names: tuple[str, str] = ("groups", "equations"),
-) -> tuple[np.ndarray, np.ndarray]:
+) -> tuple[np.ndarray, np.ndarray, np.ndarray, np.ndarray]:
     """Convert a list of linear equations into the left and right matrices of the
-    inequality A <= B.
+    inequality A <= B and equality A == B.
 
     Parameters
     ----------
@@ -44,9 +58,9 @@ def equations_to_matrix(
 
          Example of valid equation patterns:
             * "number_1 * group_1 + number_3 <= number_4 * group_3 + number_5"
-            * "group_1 >= number * group_2"
+            * "group_1 == number * group_2"
             * "group_1 <= number"
-            * "group_1 >= number"
+            * "group_1 == number"
 
         "group_1" and "group_2" are the group names defined in `groups`.
         The second expression means that the sum of all assets in "group_1" should be
@@ -57,8 +71,8 @@ def equations_to_matrix(
                 "Equity <= 3 * Bond",
                 "US >= 1.5",
                 "Europe >= 0.5 * Japan",
-                "Japan <= 1",
-                "3*SPX + 5*SX5E <= 2*TLT + 3",
+                "Japan == 1",
+                "3*SPX + 5*SX5E == 2*TLT + 3",
             ]
 
     sum_to_one : bool
@@ -76,41 +90,104 @@ def equations_to_matrix(
 
     Returns
     -------
-    left: ndarray of shape (n_equations, n_assets)
-    right: ndarray of shape (n_equations,)
+    left_equality: ndarray of shape (n_equations_equality, n_assets)
+    right_equality: ndarray of shape (n_equations_equality,)
         The left and right matrices of the inequality A <= B.
-        If none of the group inside the equations are part of the groups, `None` is
-        returned.
+
+    left_inequality: ndarray of shape (n_equations_inequality, n_assets)
+    right_inequality: ndarray of shape (n_equations_inequality,)
+        The left and right matrices of the equality A == B.
     """
-    groups = np.asarray(groups)
-    equations = np.asarray(equations)
-    if groups.ndim != 2:
-        raise ValueError(
-            f"`{names[0]}` must be a 2D array, got {groups.ndim}D array instead."
-        )
-    if equations.ndim != 1:
-        raise ValueError(
-            f"`{names[1]}` must be a 1D array, got {equations.ndim}D array instead."
-        )
+    groups = _validate_groups(groups, name=names[0])
+    equations = _validate_equations(equations, name=names[1])
+
+    a_equality = []
+    b_equality = []
+
+    a_inequality = []
+    b_inequality = []
 
-    n_equations = len(equations)
-    n_assets = groups.shape[1]
-    a = np.zeros((n_equations, n_assets))
-    b = np.zeros(n_equations)
-    for i, string in enumerate(equations):
+    for string in equations:
         try:
-            left, right = _string_to_equation(
+            left, right, is_inequality = _string_to_equation(
                 groups=groups,
                 string=string,
                 sum_to_one=sum_to_one,
             )
-            a[i] = left
-            b[i] = right
+            if is_inequality:
+                a_inequality.append(left)
+                b_inequality.append(right)
+            else:
+                a_equality.append(left)
+                b_equality.append(right)
         except GroupNotFoundError as e:
             if raise_if_group_missing:
                 raise
             warnings.warn(str(e), stacklevel=2)
-    return a, b
+    return (
+        np.array(a_equality),
+        np.array(b_equality),
+        np.array(a_inequality),
+        np.array(b_inequality),
+    )
+
+
+def _validate_groups(groups: npt.ArrayLike, name: str = "groups") -> np.ndarray:
+    """Validate groups by checking its dim and if group names don't appear in multiple
+    levels and convert to numpy array.
+
+    Parameters
+    ----------
+    groups : array-like of shape (n_groups, n_assets)
+        2D-array of strings.
+
+    Returns
+    -------
+    groups : ndarray of shape (n_groups, n_assets)
+        2D-array of strings.
+    """
+    groups = np.asarray(groups)
+    if groups.ndim != 2:
+        raise ValueError(
+            f"`{name} must be a 2D array, got {groups.ndim}D array instead."
+        )
+    n = len(groups)
+    group_sets = [set(groups[i]) for i in range(n)]
+    for i in range(n - 1):
+        for e in group_sets[i]:
+            for j in range(i + 1, n):
+                if e in group_sets[j]:
+                    raise DuplicateGroupsError(
+                        f"'{e}' appear in two levels: {list(groups[i])} "
+                        f"and {list(groups[i])}. "
+                        f"{name} must be in only one level."
+                    )
+
+    return groups
+
+
+def _validate_equations(
+    equations: npt.ArrayLike, name: str = "equations"
+) -> np.ndarray:
+    """Validate equations by checking its dim and convert to numpy array.
+
+    Parameters
+    ----------
+    equations : array-like of shape (n_equations,)
+        1D array of equations.
+
+    Returns
+    -------
+    equations : ndarray of shape (n_equations,)
+        1D array of equations.
+    """
+    equations = np.asarray(equations)
+
+    if equations.ndim != 1:
+        raise ValueError(
+            f"`{name}` must be a 1D array, got {equations.ndim}D array instead."
+        )
+    return equations
 
 
 def _matching_array(values: np.ndarray, key: str, sum_to_one: bool) -> np.ndarray:
@@ -145,11 +222,7 @@ def _matching_array(values: np.ndarray, key: str, sum_to_one: bool) -> np.ndarra
     return arr / s
 
 
-_operator_mapping = {">=": -1, "<=": 1, "==": 1, "=": 1}
-_operator_signs = {"+": 1, "-": -1}
-
-
-def _inequality_operator_sign(operator: str) -> int:
+def _comparison_operator_sign(operator: str) -> int:
     """Convert the operators '>=', "==" and '<=' into the corresponding integer
     values -1, 1 and 1, respectively.
 
@@ -164,14 +237,14 @@ def _inequality_operator_sign(operator: str) -> int:
         Operator sign: 1 or -1.
     """
     try:
-        return _operator_mapping[operator]
+        return _COMPARISON_OPERATOR_SIGNS[operator]
     except KeyError:
         raise EquationToMatrixError(
             f"operator '{operator}' is not valid. It should be '<=' or '>='"
         ) from None
 
 
-def _operator_sign(operator: str) -> int:
+def _sub_add_operator_sign(operator: str) -> int:
     """Convert the operators '+' and '-' into 1 or -1
 
     Parameters
@@ -185,7 +258,7 @@ def _operator_sign(operator: str) -> int:
        Operator sign: 1 or -1.
     """
     try:
-        return _operator_signs[operator]
+        return _SUB_ADD_OPERATOR_SIGNS[operator]
     except KeyError:
         raise EquationToMatrixError(
             f"operator '{operator}' is not valid. It should be be '+' or '-'"
@@ -211,13 +284,41 @@ def _string_to_float(string: str) -> float:
         raise EquationToMatrixError(f"Unable to convert {string} into float") from None
 
 
+def _split_equation_string(string: str) -> list[str]:
+    """Split an equation strings by operators"""
+    comp_pattern = "(?=" + "|".join([".+\\" + e for e in _COMPARISON_OPERATORS]) + ")"
+    if not bool(re.match(comp_pattern, string)):
+        raise EquationToMatrixError(
+            f"The string must contains a comparison operator: "
+            f"{list(_COMPARISON_OPERATORS)}"
+        )
+
+    # Regex to match only '>' and '<' but not '<=' or '>='
+    invalid_pattern = r"(?<!<)(?<!<=)>(?!=)|(?<!>)<(?!=)"
+    invalid_matches = re.findall(invalid_pattern, string)
+
+    if len(invalid_matches) > 0:
+        raise EquationToMatrixError(
+            f"{invalid_matches[0]} is an invalid comparison operator. "
+            f"Valid comparison operators are: {list(_COMPARISON_OPERATORS)}"
+        )
+
+    # '==' needs to be before '='
+    operators = sorted(_OPERATORS, reverse=True)
+    pattern = "((?:" + "|".join(["\\" + e for e in operators]) + "))"
+    res = [x.strip() for x in re.split(pattern, string)]
+    res = [x for x in res if x != ""]
+    return res
+
+
 def _string_to_equation(
     groups: np.ndarray,
     string: str,
     sum_to_one: bool,
-) -> tuple[np.ndarray, float]:
+) -> tuple[np.ndarray, float, bool]:
     """Convert a string to a left 1D-array and right float of the form:
-    `groups @ left <= right`.
+    `groups @ left <= right` or `groups @ left == right` and return whether it's an
+    equality or inequality.
 
     Parameters
     ----------
@@ -232,20 +333,14 @@ def _string_to_equation(
 
     Returns
     -------
-    left: 1D-array of shape (n_assets,)
-    right: float
+    left : 1D-array of shape (n_assets,)
+    right : float
+    is_inequality : bool
     """
     n = groups.shape[1]
-    operators = ["-", "+", "*", ">=", "<=", "==", "="]
-    invalid_operators = [">", "<"]
-    pattern = re.compile(r"((?:" + "|\\".join(operators) + r"))")
-    invalid_pattern = re.compile(r"((?:" + "|\\".join(invalid_operators) + r"))")
     err_msg = f"Wrong pattern encountered while converting the string '{string}'"
 
-    res = re.split(pattern, string)
-    res = [x.strip() for x in res]
-    res = [x for x in res if x != ""]
-    iterator = iter(res)
+    iterator = iter(_split_equation_string(string))
     group_names = set(groups.flatten())
 
     def is_group(name: str) -> bool:
@@ -254,7 +349,8 @@ def _string_to_equation(
     left = np.zeros(n)
     right = 0
     main_sign = 1
-    inequality_sign = None
+    comparison_sign = None
+    is_inequality = None
     e = next(iterator, None)
     i = 0
     while True:
@@ -264,23 +360,27 @@ def _string_to_equation(
         if e is None:
             break
         sign = 1
-        if e in [">=", "<=", "==", "="]:
+        if e in _COMPARISON_OPERATORS:
+            if e in _INEQUALITY_OPERATORS:
+                is_inequality = True
+            else:
+                is_inequality = False
             main_sign = -1
-            inequality_sign = _inequality_operator_sign(e)
+            comparison_sign = _comparison_operator_sign(e)
             e = next(iterator, None)
-            if e in ["-", "+"]:
-                sign *= _operator_sign(e)
+            if e in _SUB_ADD_OPERATORS:
+                sign *= _sub_add_operator_sign(e)
                 e = next(iterator, None)
-        elif e in ["-", "+"]:
-            sign *= _operator_sign(e)
+        elif e in _SUB_ADD_OPERATORS:
+            sign *= _sub_add_operator_sign(e)
             e = next(iterator, None)
-        elif e == "*":
+        elif e in _MUL_OPERATORS:
             raise EquationToMatrixError(
                 f"{err_msg}: the character '{e}' is wrongly positioned"
             )
         sign *= main_sign
         # next can only be a number or a group
-        if e is None or e in operators:
+        if e is None or e in _OPERATORS:
             raise EquationToMatrixError(
                 f"{err_msg}: the character '{e}' is wrongly positioned"
             )
@@ -288,20 +388,14 @@ def _string_to_equation(
             arr = _matching_array(values=groups, key=e, sum_to_one=sum_to_one)
             # next can only be a '*' or an ['-', '+', '>=', '<=', '==', '='] or None
             e = next(iterator, None)
-            if e is None or e in ["-", "+", ">=", "<=", "==", "="]:
+            if e is None or e in _NON_MUL_OPERATORS:
                 left += sign * arr
-            elif e == "*":
+            elif e in _MUL_OPERATORS:
                 # next can only a number
                 e = next(iterator, None)
                 try:
                     number = float(e)
                 except ValueError:
-                    invalid_ops = invalid_pattern.findall(e)
-                    if len(invalid_ops) > 0:
-                        raise EquationToMatrixError(
-                            f"{invalid_ops[0]} is an invalid operator. Valid operators"
-                            f" are: {operators}"
-                        ) from None
                     raise GroupNotFoundError(
                         f"{err_msg}: the group '{e}' is missing from the groups"
                         f" {groups}"
@@ -317,18 +411,12 @@ def _string_to_equation(
             try:
                 number = float(e)
             except ValueError:
-                invalid_ops = invalid_pattern.findall(e)
-                if len(invalid_ops) > 0:
-                    raise EquationToMatrixError(
-                        f"{invalid_ops[0]} is an invalid operator. Valid operators are:"
-                        f" {operators}"
-                    ) from None
                 raise GroupNotFoundError(
                     f"{err_msg}: the group '{e}' is missing from the groups {groups}"
                 ) from None
             # next can only be a '*' or an operator or None
             e = next(iterator, None)
-            if e == "*":
+            if e in _MUL_OPERATORS:
                 # next can only a group
                 e = next(iterator, None)
                 if not is_group(e):
@@ -338,14 +426,14 @@ def _string_to_equation(
                 arr = _matching_array(values=groups, key=e, sum_to_one=sum_to_one)
                 left += number * sign * arr
                 e = next(iterator, None)
-            elif e is None or e in ["-", "+", ">=", "<=", "==", "="]:
+            elif e is None or e in _NON_MUL_OPERATORS:
                 right += number * sign
             else:
                 raise EquationToMatrixError(
                     f"{err_msg}: the character '{e}' is wrongly positioned"
                 )
 
-    left *= inequality_sign
-    right *= -inequality_sign
+    left *= comparison_sign
+    right *= -comparison_sign
 
-    return left, right
+    return left, right, is_inequality

{skfolio-0.4.0.dist-info → skfolio-0.4.2.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: skfolio
-Version: 0.4.0
+Version: 0.4.2
 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>
@@ -56,7 +56,7 @@ Classifier: Topic :: Software Development
 Requires-Python: >=3.10
 Description-Content-Type: text/x-rst
 License-File: LICENSE
-Requires-Dist: numpy <2.0.0,>=1.23.4
+Requires-Dist: numpy >=1.23.4
 Requires-Dist: scipy >=1.8.0
 Requires-Dist: pandas >=1.4.1
 Requires-Dist: cvxpy >=1.4.1

{skfolio-0.4.0.dist-info → skfolio-0.4.2.dist-info}/RECORD

@@ -1,5 +1,5 @@
 skfolio/__init__.py,sha256=5pn5LpTz6v2j2sxGkY97cVRrSPsN3Yav9b6Uw08boEI,618
-skfolio/exceptions.py,sha256=-XniKql9QHgfitMgHsE9UXWVPdjWpNGO2dVk2SsdPWE,662
+skfolio/exceptions.py,sha256=3LCxKlxgEaIMPQPCHjo1UiL7rlJnD15dNRMyBeYyKcc,784
 skfolio/typing.py,sha256=yEZiCZ6UIyfYUqtfj9Kf2KA9mrjUbmxyzpH9uqVboJs,1378
 skfolio/cluster/__init__.py,sha256=4g-PFB_ld9BhiQ1ZPvvAorpFbRwd_p_DkeRlulDv2Hk,251
 skfolio/cluster/_hierarchical.py,sha256=16INBe5HB7ALODO3RNI8ZjOYALtMZa3U_7EP1aEIxp8,12819
@@ -18,7 +18,7 @@ skfolio/measures/_measures.py,sha256=Z7XHSyM9xfecDgOqm-lJQJhvZxasF018-oFS4QjC4g0
 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=8j9Z5tpbgBScjFbn8ZsCm_6rZO7RkPQ1QIF8BqYMVA8,507
-skfolio/model_selection/_combinatorial.py,sha256=cS_W_4uA2aUC0eRbqbRnfezRRxUpm2_HGs1S5ea0q6E,19045
+skfolio/model_selection/_combinatorial.py,sha256=uf5DzklgyLhfMKm0kWHXl2QLlUOAoiaxNb7cafrHVIg,19062
 skfolio/model_selection/_validation.py,sha256=3eFYzPejjDZljc33vRehDuBQTEKCkrj-mZihMVuGA4s,10034
 skfolio/model_selection/_walk_forward.py,sha256=T57HhdFGjG31mAufujHQuRK1uKfAdkiBx9eucQZ-WG0,15043
 skfolio/moments/__init__.py,sha256=zwxaRO4TLoPj8qrcYSofNyd3tYhbLLcZWQaErzfDdNg,794
@@ -49,18 +49,18 @@ skfolio/optimization/cluster/hierarchical/_base.py,sha256=ioOBsHA-kRFV_Bvl0-PcqL
 skfolio/optimization/cluster/hierarchical/_herc.py,sha256=gFmliW8YJZbbIjHwZ5IqTmTBIt9voLUGCZKdy8RoTvw,17956
 skfolio/optimization/cluster/hierarchical/_hrp.py,sha256=nB3W5Zm1TaKTLyRMqN6irAbXD-y-bL2b78d7VFYASa8,16511
 skfolio/optimization/convex/__init__.py,sha256=F6BPFikTo0B-7JCKazqLGEwM3RkgTNbFm5GAGkaq9Uo,570
-skfolio/optimization/convex/_base.py,sha256=-lUwlV5wv4BayzOhB1g4smaJTm4VQ1ZTiaI0JAr_LWo,75806
-skfolio/optimization/convex/_distributionally_robust.py,sha256=INm3kyuKSwdSbgVlqJuKM4P1KQ0ImQulqoO4gfh-a4Q,17823
-skfolio/optimization/convex/_maximum_diversification.py,sha256=xucjuxiJf46vNwSZ7ICWmoscDvLn3Ts0xngszXfFXC0,19512
-skfolio/optimization/convex/_mean_risk.py,sha256=IBtZovEh0FBYBL5gh0KMsBmyOsSbKTAgMK0y3Yem9p4,44188
-skfolio/optimization/convex/_risk_budgeting.py,sha256=vOPxluh7yEEX1P4wLD6S2eT6HLyBWLeFmUqAaK_SLSU,23790
+skfolio/optimization/convex/_base.py,sha256=2at6Ll4qHkN_1wvYjl-yXWTbiRJj8fhNS-bfAT88YSw,76055
+skfolio/optimization/convex/_distributionally_robust.py,sha256=tw_UNSDfAXP02khE10hpmcdlz3DQXQD7ttDqFDSHV1E,17811
+skfolio/optimization/convex/_maximum_diversification.py,sha256=IVKVbK7bh4KPkhpNWLLerl-qx9Qcmf2cIIRotP8r8nI,19500
+skfolio/optimization/convex/_mean_risk.py,sha256=H4Ik6vvIETdAZnNCA4Jhk_OTirHJg26KQZ5iLsXgaHo,44176
+skfolio/optimization/convex/_risk_budgeting.py,sha256=ntPK57Ws-_U4QAiZjXFvKUYUELv9EBoJIWqofxx-0rY,23779
 skfolio/optimization/ensemble/__init__.py,sha256=8TXxcxH2_gG3C1xtgQj9OHHr0Le8lhdejtlURL6T3ZY,158
 skfolio/optimization/ensemble/_base.py,sha256=GaNDQu6ivosYuwMrb-b0PhToCsNrmhSYyXkxeM8W4rU,3399
 skfolio/optimization/ensemble/_stacking.py,sha256=ZoICUnc_MwoXDQAR2kewCg-KIezSOIUdDV1fuf7vMyA,14168
 skfolio/optimization/naive/__init__.py,sha256=Dkr55R48urC-jfYN007NTbei16N91Na_EDYLVqzhGgQ,147
 skfolio/optimization/naive/_naive.py,sha256=AhEyYKEUAm-Fjn4p8SHwhp7yE9iF0tRyDZIjKYV4EeU,6390
 skfolio/population/__init__.py,sha256=rsPPMUv95aTK7vmpPeQwF8NzFuBwk6RDo5g4HNaPzNM,80
-skfolio/population/_population.py,sha256=9NKnz_rQYLnauP1Me6tnDwD7lq3MeGnSyCq-sb0fTV0,30424
+skfolio/population/_population.py,sha256=WYT6yTVmarzMH3nj1-rQCvD-X2nH6q9bo928-lenUXs,30426
 skfolio/portfolio/__init__.py,sha256=YYtcAPmA2zeCxFGTXegg2FXcA7py6CxOX7IMTdYuXl0,586
 skfolio/portfolio/_base.py,sha256=EFLsvHoxZmDvGPOKePr6hQGXU7y7TWsALvzYP9qt0fQ,39588
 skfolio/portfolio/_multi_period_portfolio.py,sha256=K2JfEwlPD9iGO58lOdk7WUbWuXZDWw2prPT5T7pOdto,24387
@@ -71,7 +71,7 @@ skfolio/preprocessing/__init__.py,sha256=15A1bzfPsbfxxXgGP1gstf4R0E_347Wn18z5W5j
 skfolio/preprocessing/_returns.py,sha256=oo1Mm-UCHwq4ECjfmsRxWzzK1EPsuv-EEtnimvv_nXo,4345
 skfolio/prior/__init__.py,sha256=jql8NTiWlykPKJUXTOPdqm531mP8Pul1QAR6hXTXA6c,446
 skfolio/prior/_base.py,sha256=u9GLCKJl-Txiem5rIO-qkH3VIyem3taD6T9kMzsYPRY,1941
-skfolio/prior/_black_litterman.py,sha256=7ikhjV_pc61J_0zyDiW63MNFHIEdMP3rJhmsSq5mM_k,10220
+skfolio/prior/_black_litterman.py,sha256=W3HbpvkViEiD7AOgpdVmNYTlWKSGDgo9Y3BfSrbMIQ4,10347
 skfolio/prior/_empirical.py,sha256=K3htSj_MGX6wNL-XxkTqFxz8WeqNzek6X4YYwKUmMC4,7207
 skfolio/prior/_factor_model.py,sha256=xMWyOaJNrCM6NyDQK_-G4wCfREaThI4QvhxxGhsodII,11311
 skfolio/uncertainty_set/__init__.py,sha256=LlMHtYv9G9fgtM7m4sCSToS9et57Pm2Q2gGchTVrj6c,617
@@ -80,12 +80,12 @@ skfolio/uncertainty_set/_bootstrap.py,sha256=BRD8LhGKULkqqCBjLqU1EtCAMBkLJKEXJyg
 skfolio/uncertainty_set/_empirical.py,sha256=ACqMVTBKibJm6E3IP4TOi3MYsxKMhiEoix5D_fp9X-w,9364
 skfolio/utils/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 skfolio/utils/bootstrap.py,sha256=3zY2kO_GQURKEcQMCasJOSByde9Mt2IAi3KJH0_a4mk,3550
-skfolio/utils/equations.py,sha256=w0HsYjA7cS0mHYsI9MpixHLkof3HN26nc14ZfqFrHlE,11047
+skfolio/utils/equations.py,sha256=MQ1w3VSM2n_j9bTIKAQA716aWKYyUqtw5yM2bU-9t-M,13745
 skfolio/utils/sorting.py,sha256=lSjMvH2L-sSj-06B3MlwBrH1rtjCeGEe4hG894W7TE0,3504
 skfolio/utils/stats.py,sha256=wuOmSt5panMMTw_pFYizLbmrclsE_4PHQfamkzJ5J2s,13937
 skfolio/utils/tools.py,sha256=4KrmBR9jOLiI6j0hb27gsPC--OHXo4Sp1xl-6i-k9Tg,20925
-skfolio-0.4.0.dist-info/LICENSE,sha256=F6Gi-ZJX5BlVzYK8R9NcvAkAsKa7KO29xB1OScbrH6Q,1526
-skfolio-0.4.0.dist-info/METADATA,sha256=Vh_PqWOdbuuaxurc6k3BL0dZeG7BpKLlis___v8YMv4,19617
-skfolio-0.4.0.dist-info/WHEEL,sha256=5Mi1sN9lKoFv_gxcPtisEVrJZihrm_beibeg5R6xb4I,91
-skfolio-0.4.0.dist-info/top_level.txt,sha256=NXEaoS9Ms7t32gxkb867nV0OKlU0KmssL7IJBVo0fJs,8
-skfolio-0.4.0.dist-info/RECORD,,
+skfolio-0.4.2.dist-info/LICENSE,sha256=F6Gi-ZJX5BlVzYK8R9NcvAkAsKa7KO29xB1OScbrH6Q,1526
+skfolio-0.4.2.dist-info/METADATA,sha256=g_b6XH3HiwSCz8DawgN2HWHKQIZQMBdhVhbY_TOERUo,19610
+skfolio-0.4.2.dist-info/WHEEL,sha256=GV9aMThwP_4oNCtvEC2ec3qUYutgWeAzklro_0m4WJQ,91
+skfolio-0.4.2.dist-info/top_level.txt,sha256=NXEaoS9Ms7t32gxkb867nV0OKlU0KmssL7IJBVo0fJs,8
+skfolio-0.4.2.dist-info/RECORD,,

{skfolio-0.4.0.dist-info → skfolio-0.4.2.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: setuptools (75.0.0)
+Generator: setuptools (75.1.0)
 Root-Is-Purelib: true
 Tag: py3-none-any