skfolio 0.4.0__tar.gz → 0.4.1__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- {skfolio-0.4.0/src/skfolio.egg-info → skfolio-0.4.1}/PKG-INFO +2 -2
- {skfolio-0.4.0 → skfolio-0.4.1}/pyproject.toml +2 -2
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/model_selection/_combinatorial.py +1 -1
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/population/_population.py +2 -2
- {skfolio-0.4.0 → skfolio-0.4.1/src/skfolio.egg-info}/PKG-INFO +2 -2
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio.egg-info/requires.txt +1 -1
- {skfolio-0.4.0 → skfolio-0.4.1}/LICENSE +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/MANIFEST.in +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/README.rst +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/setup.cfg +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/__init__.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/cluster/__init__.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/cluster/_hierarchical.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/datasets/__init__.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/datasets/_base.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/datasets/data/__init__.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/datasets/data/factors_dataset.csv.gz +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/datasets/data/sp500_dataset.csv.gz +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/datasets/data/sp500_index.csv.gz +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/distance/__init__.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/distance/_base.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/distance/_distance.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/exceptions.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/measures/__init__.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/measures/_enums.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/measures/_measures.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/metrics/__init__.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/metrics/_scorer.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/model_selection/__init__.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/model_selection/_validation.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/model_selection/_walk_forward.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/moments/__init__.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/moments/covariance/__init__.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/moments/covariance/_base.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/moments/covariance/_denoise_covariance.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/moments/covariance/_detone_covariance.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/moments/covariance/_empirical_covariance.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/moments/covariance/_ew_covariance.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/moments/covariance/_gerber_covariance.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/moments/covariance/_graphical_lasso_cv.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/moments/covariance/_implied_covariance.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/moments/covariance/_ledoit_wolf.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/moments/covariance/_oas.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/moments/covariance/_shrunk_covariance.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/moments/expected_returns/__init__.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/moments/expected_returns/_base.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/moments/expected_returns/_empirical_mu.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/moments/expected_returns/_equilibrium_mu.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/moments/expected_returns/_ew_mu.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/moments/expected_returns/_shrunk_mu.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/optimization/__init__.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/optimization/_base.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/optimization/cluster/__init__.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/optimization/cluster/_nco.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/optimization/cluster/hierarchical/__init__.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/optimization/cluster/hierarchical/_base.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/optimization/cluster/hierarchical/_herc.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/optimization/cluster/hierarchical/_hrp.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/optimization/convex/__init__.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/optimization/convex/_base.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/optimization/convex/_distributionally_robust.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/optimization/convex/_maximum_diversification.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/optimization/convex/_mean_risk.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/optimization/convex/_risk_budgeting.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/optimization/ensemble/__init__.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/optimization/ensemble/_base.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/optimization/ensemble/_stacking.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/optimization/naive/__init__.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/optimization/naive/_naive.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/population/__init__.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/portfolio/__init__.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/portfolio/_base.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/portfolio/_multi_period_portfolio.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/portfolio/_portfolio.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/pre_selection/__init__.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/pre_selection/_pre_selection.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/preprocessing/__init__.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/preprocessing/_returns.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/prior/__init__.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/prior/_base.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/prior/_black_litterman.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/prior/_empirical.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/prior/_factor_model.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/typing.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/uncertainty_set/__init__.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/uncertainty_set/_base.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/uncertainty_set/_bootstrap.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/uncertainty_set/_empirical.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/utils/__init__.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/utils/bootstrap.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/utils/equations.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/utils/sorting.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/utils/stats.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio/utils/tools.py +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio.egg-info/SOURCES.txt +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio.egg-info/dependency_links.txt +0 -0
- {skfolio-0.4.0 → skfolio-0.4.1}/src/skfolio.egg-info/top_level.txt +0 -0
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Metadata-Version: 2.1
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Name: skfolio
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Version: 0.4.
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Version: 0.4.1
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Summary: Portfolio optimization built on top of scikit-learn
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Author-email: Hugo Delatte <delatte.hugo@gmail.com>
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Maintainer-email: Hugo Delatte <delatte.hugo@gmail.com>
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Requires-Python: >=3.10
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Description-Content-Type: text/x-rst
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License-File: LICENSE
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Requires-Dist: numpy
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Requires-Dist: numpy>=1.23.4
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Requires-Dist: scipy>=1.8.0
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Requires-Dist: pandas>=1.4.1
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[project]
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name = "skfolio"
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version = "0.4.
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version = "0.4.1"
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maintainers = [
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{ name = "Hugo Delatte", email = "delatte.hugo@gmail.com" },
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]
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readme = "README.rst"
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requires-python = ">=3.10"
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dependencies = [
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"numpy>=1.23.4
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"numpy>=1.23.4",
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"scipy>=1.8.0",
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"cvxpy>=1.4.1",
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]
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values = self.index_train_test_.T
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values = np.insert(values, 0, np.arange(n_samples), axis=0)
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fill_color = np.select(cond, ["green", "blue", "red"]).T
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fill_color = np.select(cond, ["green", "blue", "red"], default="green").T
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fill_color = fill_color.astype(object)
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fill_color = np.insert(
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fill_color, 0, np.array(["darkblue" for _ in range(n_samples)]), axis=0
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display_sub_ptf_name: bool = True,
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) -> pd.DataFrame:
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"""Contribution of each asset to a given measure of each portfolio in the
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r"""Contribution of each asset to a given measure of each portfolio in the
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population.
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Spacing "h" of the finite difference:
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:math:`contribution(wi)= \frac{measure(wi-h) - measure(wi+h)}{2h}
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:math:`contribution(wi)= \frac{measure(wi-h) - measure(wi+h)}{2h}`.
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If this is set to True, each sub-portfolio name composing a multi-period
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Name: skfolio
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Summary: Portfolio optimization built on top of scikit-learn
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Author-email: Hugo Delatte <delatte.hugo@gmail.com>
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Maintainer-email: Hugo Delatte <delatte.hugo@gmail.com>
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