skfolio 0.6.0__py3-none-any.whl → 0.7.0__py3-none-any.whl

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.
Files changed (61) hide show
  1. skfolio/__init__.py +5 -5
  2. skfolio/cluster/__init__.py +1 -1
  3. skfolio/cluster/_hierarchical.py +1 -1
  4. skfolio/datasets/__init__.py +2 -2
  5. skfolio/distance/__init__.py +3 -3
  6. skfolio/distance/_distance.py +7 -6
  7. skfolio/exceptions.py +2 -2
  8. skfolio/measures/__init__.py +23 -23
  9. skfolio/model_selection/__init__.py +2 -2
  10. skfolio/moments/__init__.py +11 -11
  11. skfolio/moments/covariance/__init__.py +6 -6
  12. skfolio/moments/covariance/_denoise_covariance.py +2 -1
  13. skfolio/moments/covariance/_detone_covariance.py +2 -1
  14. skfolio/moments/covariance/_empirical_covariance.py +2 -1
  15. skfolio/moments/covariance/_ew_covariance.py +2 -1
  16. skfolio/moments/covariance/_gerber_covariance.py +2 -1
  17. skfolio/moments/covariance/_implied_covariance.py +1 -1
  18. skfolio/moments/expected_returns/__init__.py +2 -2
  19. skfolio/moments/expected_returns/_empirical_mu.py +2 -1
  20. skfolio/moments/expected_returns/_equilibrium_mu.py +2 -1
  21. skfolio/moments/expected_returns/_ew_mu.py +2 -1
  22. skfolio/moments/expected_returns/_shrunk_mu.py +2 -1
  23. skfolio/optimization/__init__.py +10 -10
  24. skfolio/optimization/cluster/__init__.py +1 -1
  25. skfolio/optimization/cluster/_nco.py +3 -2
  26. skfolio/optimization/cluster/hierarchical/__init__.py +1 -1
  27. skfolio/optimization/cluster/hierarchical/_herc.py +2 -1
  28. skfolio/optimization/cluster/hierarchical/_hrp.py +2 -1
  29. skfolio/optimization/convex/__init__.py +3 -3
  30. skfolio/optimization/convex/_base.py +2 -1
  31. skfolio/optimization/convex/_distributionally_robust.py +4 -1
  32. skfolio/optimization/convex/_maximum_diversification.py +3 -1
  33. skfolio/optimization/convex/_mean_risk.py +5 -2
  34. skfolio/optimization/convex/_risk_budgeting.py +3 -1
  35. skfolio/optimization/ensemble/_stacking.py +2 -2
  36. skfolio/optimization/naive/__init__.py +1 -1
  37. skfolio/optimization/naive/_naive.py +3 -2
  38. skfolio/portfolio/__init__.py +1 -1
  39. skfolio/portfolio/_base.py +1 -0
  40. skfolio/portfolio/_portfolio.py +1 -0
  41. skfolio/pre_selection/__init__.py +1 -1
  42. skfolio/pre_selection/_drop_correlated.py +1 -1
  43. skfolio/pre_selection/_select_complete.py +6 -4
  44. skfolio/pre_selection/_select_k_extremes.py +1 -1
  45. skfolio/pre_selection/_select_non_dominated.py +1 -1
  46. skfolio/pre_selection/_select_non_expiring.py +6 -4
  47. skfolio/prior/__init__.py +3 -3
  48. skfolio/prior/_black_litterman.py +2 -1
  49. skfolio/prior/_empirical.py +2 -1
  50. skfolio/prior/_factor_model.py +2 -1
  51. skfolio/typing.py +6 -6
  52. skfolio/uncertainty_set/__init__.py +5 -5
  53. skfolio/uncertainty_set/_base.py +3 -2
  54. skfolio/utils/stats.py +8 -8
  55. skfolio/utils/tools.py +10 -10
  56. {skfolio-0.6.0.dist-info → skfolio-0.7.0.dist-info}/METADATA +32 -31
  57. skfolio-0.7.0.dist-info/RECORD +95 -0
  58. {skfolio-0.6.0.dist-info → skfolio-0.7.0.dist-info}/WHEEL +1 -1
  59. skfolio-0.6.0.dist-info/RECORD +0 -95
  60. {skfolio-0.6.0.dist-info → skfolio-0.7.0.dist-info}/LICENSE +0 -0
  61. {skfolio-0.6.0.dist-info → skfolio-0.7.0.dist-info}/top_level.txt +0 -0
skfolio-0.6.0.dist-info/RECORD DELETED
@@ -1,95 +0,0 @@
1
- skfolio/__init__.py,sha256=5pn5LpTz6v2j2sxGkY97cVRrSPsN3Yav9b6Uw08boEI,618
2
- skfolio/exceptions.py,sha256=3LCxKlxgEaIMPQPCHjo1UiL7rlJnD15dNRMyBeYyKcc,784
3
- skfolio/typing.py,sha256=yEZiCZ6UIyfYUqtfj9Kf2KA9mrjUbmxyzpH9uqVboJs,1378
4
- skfolio/cluster/__init__.py,sha256=4g-PFB_ld9BhiQ1ZPvvAorpFbRwd_p_DkeRlulDv2Hk,251
5
- skfolio/cluster/_hierarchical.py,sha256=16INBe5HB7ALODO3RNI8ZjOYALtMZa3U_7EP1aEIxp8,12819
6
- skfolio/datasets/__init__.py,sha256=TKzb3wucwuaBI7V8GSiEIun-oaV0W0Mhl_XJgMjlajU,481
7
- skfolio/datasets/_base.py,sha256=ECeHHlNOb2U5hEE3kaK8yQtegcVYiuGTjMLJ3Dop0Ks,16073
8
- skfolio/datasets/data/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
9
- skfolio/datasets/data/factors_dataset.csv.gz,sha256=brCJlT25DJo40yg1gnUXAakNtvWZZYR_1ksFeN5JcWE,36146
10
- skfolio/datasets/data/sp500_dataset.csv.gz,sha256=7iHKwovvsdCnOanOsiGE-ZU5RyaqDP3pohlB0awErA0,426065
11
- skfolio/datasets/data/sp500_index.csv.gz,sha256=iUw0QxwoT4aqZKRn4Xbio8m2l8hX65qzUAbC3VXT_fI,41898
12
- skfolio/distance/__init__.py,sha256=vpdmjFlJeI0AvPV3r5tp2zooAG4N9ihCwPlaqqdVj1w,547
13
- skfolio/distance/_base.py,sha256=jBgRk6lZrP1woSI9541fTfxBBkp4WCTLlRPmWcmA3j4,1326
14
- skfolio/distance/_distance.py,sha256=yRyyxMXqKYOiuXdq35aQ2MfS8fp6Xh9BR_ABbUVkaGg,19034
15
- skfolio/measures/__init__.py,sha256=9ThQikIAQcfKRLSCoMr-Z5vE2-ThtYe9B-L40b6Ewg0,1631
16
- skfolio/measures/_enums.py,sha256=NJcngwg9b2JMMiekwkWU9POfnDvgfUgtYtyV2VSFDVM,8934
17
- skfolio/measures/_measures.py,sha256=Z7XHSyM9xfecDgOqm-lJQJhvZxasF018-oFS4QjC4g0,16829
18
- skfolio/metrics/__init__.py,sha256=MomHJ5_bgjq4qUwGS2bfhNmG_ld0oQ4wK6y0Yy_Eonc,75
19
- skfolio/metrics/_scorer.py,sha256=h1VuZk-zzn4rIChHl9FvM7RxqVT3b-jR1CEB-cr9F2s,4306
20
- skfolio/model_selection/__init__.py,sha256=8j9Z5tpbgBScjFbn8ZsCm_6rZO7RkPQ1QIF8BqYMVA8,507
21
- skfolio/model_selection/_combinatorial.py,sha256=uf5DzklgyLhfMKm0kWHXl2QLlUOAoiaxNb7cafrHVIg,19062
22
- skfolio/model_selection/_validation.py,sha256=3eFYzPejjDZljc33vRehDuBQTEKCkrj-mZihMVuGA4s,10034
23
- skfolio/model_selection/_walk_forward.py,sha256=T57HhdFGjG31mAufujHQuRK1uKfAdkiBx9eucQZ-WG0,15043
24
- skfolio/moments/__init__.py,sha256=zwxaRO4TLoPj8qrcYSofNyd3tYhbLLcZWQaErzfDdNg,794
25
- skfolio/moments/covariance/__init__.py,sha256=maWkl5Uh0RMgfaxQ0yO-c5zhJg51vm1zrtxZrk_p0pg,1068
26
- skfolio/moments/covariance/_base.py,sha256=98o4YDFcOZ4X4hRFlrJAwWifULGzisEyRZaxFYW1qeA,3970
27
- skfolio/moments/covariance/_denoise_covariance.py,sha256=8NW76w8Sdok1OqcqdjM6KtzpzWYp6cnOeaTlma-i7OA,6943
28
- skfolio/moments/covariance/_detone_covariance.py,sha256=XmIk0ZpkWwO2nu_gH9zK2s09qoNGHHyJwy0F0JZ9250,6050
29
- skfolio/moments/covariance/_empirical_covariance.py,sha256=_7T1x4p-vdATQvQzQjQBMJhXw7Xvq1qmDvgsaRGyQvA,3501
30
- skfolio/moments/covariance/_ew_covariance.py,sha256=jzLE4zSEfLCToNBTIG5CMy1n9EYWo1IHJPifcyLVe1g,3673
31
- skfolio/moments/covariance/_gerber_covariance.py,sha256=3wSwZtji2cEr2rzZ6pi2knmuOSzTFpyb_4XJl_S3Yj0,5856
32
- skfolio/moments/covariance/_graphical_lasso_cv.py,sha256=_6WQ1sjYJRG8XDq8zb5YIPtDhpb8CmLhLBlfewBvqjM,6539
33
- skfolio/moments/covariance/_implied_covariance.py,sha256=L8odXiyNTfrnyroZUZSr8KkHv9_c3OCpdoqrtLqkonQ,17732
34
- skfolio/moments/covariance/_ledoit_wolf.py,sha256=iV92TpAopOAgQwa4zk7NF1rYdXkgm3uXn5ZZpbcMss0,4875
35
- skfolio/moments/covariance/_oas.py,sha256=ru8BNz7vQU75ARCuUbtJstmR2fy2fiD9OXLDlztUm5g,3684
36
- skfolio/moments/covariance/_shrunk_covariance.py,sha256=OOUahkiSdU3vFOb8i0iHtn8WU0AHl7o9pf8pFkG6Lv4,3095
37
- skfolio/moments/expected_returns/__init__.py,sha256=8UxgcLNGoVy-xty8S2z2kre7IE_P1cmE9tGAE08jZfE,504
38
- skfolio/moments/expected_returns/_base.py,sha256=xk9mzi48uCOHaMTGQBMr3FU7Ai_shxYhmGeOsVwjv9Q,871
39
- skfolio/moments/expected_returns/_empirical_mu.py,sha256=tD7v_LV6WWjox967X22i6xzhKqnipmday_wS4RhywhA,1820
40
- skfolio/moments/expected_returns/_equilibrium_mu.py,sha256=npVmeksqdoKwYtt-QF0_58764VNzS4ruuUj9Fr343YI,4364
41
- skfolio/moments/expected_returns/_ew_mu.py,sha256=8xVq1dnNK_Ed9b4CUT-rI2V4b5qe-oxzQ5cL0reTlBw,2066
42
- skfolio/moments/expected_returns/_shrunk_mu.py,sha256=IJ7nj0xvNdUG2f6QaXg3grztDnu0l2nSRnTDTZgNQok,8232
43
- skfolio/optimization/__init__.py,sha256=vXIbwWJL48zJ1jy7ZB2PPBVx7rZo0vVA8QQQuD-L6ts,1021
44
- skfolio/optimization/_base.py,sha256=LoRONJP70AwbFpdgqVS_g145pCx0JGkazjWvkQzT_iM,5748
45
- skfolio/optimization/cluster/__init__.py,sha256=M3xVdYhNKp4e9CB7hzb4yjTxkkNCHh7Mt_KGFFrkOgs,388
46
- skfolio/optimization/cluster/_nco.py,sha256=J3pPd9XkrAcWaKPSW5vMdtaFpDshBvOdUudbDGQSoNI,16366
47
- skfolio/optimization/cluster/hierarchical/__init__.py,sha256=YnfcPHvjwB6kcG4hoQqc0NqIJKaG7OjBtmXNbOxCq08,405
48
- skfolio/optimization/cluster/hierarchical/_base.py,sha256=l8rJHCH_79FOPdDL2I0dmAWcVWnNkcXHtzt0U-L7BN8,16280
49
- skfolio/optimization/cluster/hierarchical/_herc.py,sha256=LPtUrvyW9G60OZhMWlZH_GHZHdX8mJHksrYGB-WPRVg,20358
50
- skfolio/optimization/cluster/hierarchical/_hrp.py,sha256=dn6EKiTJ1wkoFhPdst6vlXnSQvXSYsMtB2zaGNVPpyA,18115
51
- skfolio/optimization/convex/__init__.py,sha256=F6BPFikTo0B-7JCKazqLGEwM3RkgTNbFm5GAGkaq9Uo,570
52
- skfolio/optimization/convex/_base.py,sha256=6x3W7bk1mxcTQMW1eWZiO-OqF1KbumrPVuzBSHMJoEA,89396
53
- skfolio/optimization/convex/_distributionally_robust.py,sha256=tw_UNSDfAXP02khE10hpmcdlz3DQXQD7ttDqFDSHV1E,17811
54
- skfolio/optimization/convex/_maximum_diversification.py,sha256=TDJN39E6whFxBlUIEanAyTDxNZ6X2rAf17gQ4H_bN60,19510
55
- skfolio/optimization/convex/_mean_risk.py,sha256=yN15Gjv-JoLrhIta2PQJ9WBzIiohd8ofETSl7ELE7xc,49383
56
- skfolio/optimization/convex/_risk_budgeting.py,sha256=VXm6vUeB-BDEn6KhWxg1-9UmjqpFR1E04SM4NLcNuBY,23510
57
- skfolio/optimization/ensemble/__init__.py,sha256=8TXxcxH2_gG3C1xtgQj9OHHr0Le8lhdejtlURL6T3ZY,158
58
- skfolio/optimization/ensemble/_base.py,sha256=GaNDQu6ivosYuwMrb-b0PhToCsNrmhSYyXkxeM8W4rU,3399
59
- skfolio/optimization/ensemble/_stacking.py,sha256=ZoICUnc_MwoXDQAR2kewCg-KIezSOIUdDV1fuf7vMyA,14168
60
- skfolio/optimization/naive/__init__.py,sha256=Dkr55R48urC-jfYN007NTbei16N91Na_EDYLVqzhGgQ,147
61
- skfolio/optimization/naive/_naive.py,sha256=AhEyYKEUAm-Fjn4p8SHwhp7yE9iF0tRyDZIjKYV4EeU,6390
62
- skfolio/population/__init__.py,sha256=rsPPMUv95aTK7vmpPeQwF8NzFuBwk6RDo5g4HNaPzNM,80
63
- skfolio/population/_population.py,sha256=ej45tdk_CcMlNToCsx2VUk2YRktK3k4cRczGBpjlnDE,30427
64
- skfolio/portfolio/__init__.py,sha256=YYtcAPmA2zeCxFGTXegg2FXcA7py6CxOX7IMTdYuXl0,586
65
- skfolio/portfolio/_base.py,sha256=EFLsvHoxZmDvGPOKePr6hQGXU7y7TWsALvzYP9qt0fQ,39588
66
- skfolio/portfolio/_multi_period_portfolio.py,sha256=K2JfEwlPD9iGO58lOdk7WUbWuXZDWw2prPT5T7pOdto,24387
67
- skfolio/portfolio/_portfolio.py,sha256=gqvCKM6ZVfwZrgixiYdahgbQ1DRNW2LkGHkXOpjleb4,32753
68
- skfolio/pre_selection/__init__.py,sha256=_H0jziIOq0nUETFQvjBP4AtKGzdh0EGGSXaECTcUhxY,482
69
- skfolio/pre_selection/_drop_correlated.py,sha256=EDwRVqmkU-52VXQ-u350PYgjWCI5QnB8CfR1taLWffY,3818
70
- skfolio/pre_selection/_select_complete.py,sha256=sE9TCitUA5KbEqPssl0qsCBD-oV_5Vx-b-kdU0hsFHI,3885
71
- skfolio/pre_selection/_select_k_extremes.py,sha256=25FGievaDqlAHAxUmyznAd3LIq_7D3ajaSVD6E7luSI,3061
72
- skfolio/pre_selection/_select_non_dominated.py,sha256=HLGNS14vgQlg5I5zj-b1QpgCaZROd0FALQSmyXGpK7o,5983
73
- skfolio/pre_selection/_select_non_expiring.py,sha256=RAWnuW2u7y0ibsimJp5mRM9JQFOn0hHp-mWsp0FLPbs,4995
74
- skfolio/preprocessing/__init__.py,sha256=15A1bzfPsbfxxXgGP1gstf4R0E_347Wn18z5W5jH-hk,94
75
- skfolio/preprocessing/_returns.py,sha256=6mdNi7Dun5eNK4LdqKAxP4CCZEVfAEz40HXVrOiAaLA,4561
76
- skfolio/prior/__init__.py,sha256=jql8NTiWlykPKJUXTOPdqm531mP8Pul1QAR6hXTXA6c,446
77
- skfolio/prior/_base.py,sha256=u9GLCKJl-Txiem5rIO-qkH3VIyem3taD6T9kMzsYPRY,1941
78
- skfolio/prior/_black_litterman.py,sha256=W3HbpvkViEiD7AOgpdVmNYTlWKSGDgo9Y3BfSrbMIQ4,10347
79
- skfolio/prior/_empirical.py,sha256=K3htSj_MGX6wNL-XxkTqFxz8WeqNzek6X4YYwKUmMC4,7207
80
- skfolio/prior/_factor_model.py,sha256=xMWyOaJNrCM6NyDQK_-G4wCfREaThI4QvhxxGhsodII,11311
81
- skfolio/uncertainty_set/__init__.py,sha256=LlMHtYv9G9fgtM7m4sCSToS9et57Pm2Q2gGchTVrj6c,617
82
- skfolio/uncertainty_set/_base.py,sha256=Wk8nr-FwurfX13lJR5x2LMxWTHAO6B61A-G5yHEevDw,4243
83
- skfolio/uncertainty_set/_bootstrap.py,sha256=BRD8LhGKULkqqCBjLqU1EtCAMBkLJKEXJygQT6WsaAY,11249
84
- skfolio/uncertainty_set/_empirical.py,sha256=ACqMVTBKibJm6E3IP4TOi3MYsxKMhiEoix5D_fp9X-w,9364
85
- skfolio/utils/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
86
- skfolio/utils/bootstrap.py,sha256=3zY2kO_GQURKEcQMCasJOSByde9Mt2IAi3KJH0_a4mk,3550
87
- skfolio/utils/equations.py,sha256=9XFcRB6_UuxlAR-dWwf1XPxAHO9p5DfcC-bF5onr7Ws,15539
88
- skfolio/utils/sorting.py,sha256=lSjMvH2L-sSj-06B3MlwBrH1rtjCeGEe4hG894W7TE0,3504
89
- skfolio/utils/stats.py,sha256=mWMpJ_XBy400kx7GlwBvR4Fwo8ValOZ9J3VDLODDaHQ,16995
90
- skfolio/utils/tools.py,sha256=4KrmBR9jOLiI6j0hb27gsPC--OHXo4Sp1xl-6i-k9Tg,20925
91
- skfolio-0.6.0.dist-info/LICENSE,sha256=F6Gi-ZJX5BlVzYK8R9NcvAkAsKa7KO29xB1OScbrH6Q,1526
92
- skfolio-0.6.0.dist-info/METADATA,sha256=BhIndmPyWFZBZCS5pPV62urBCBuF98-s5mPC3z_g8ss,19997
93
- skfolio-0.6.0.dist-info/WHEEL,sha256=R06PA3UVYHThwHvxuRWMqaGcr-PuniXahwjmQRFMEkY,91
94
- skfolio-0.6.0.dist-info/top_level.txt,sha256=NXEaoS9Ms7t32gxkb867nV0OKlU0KmssL7IJBVo0fJs,8
95
- skfolio-0.6.0.dist-info/RECORD,,