skfolio 0.6.0__py3-none-any.whl → 0.8.0__py3-none-any.whl

skfolio/model_selection/_combinatorial.py

@@ -1,8 +1,8 @@
-"""Combinatorial module"""
+"""Combinatorial module."""
 
 # Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
-# License: BSD 3 clause
+# SPDX-License-Identifier: BSD-3-Clause
 # Implementation derived from:
 # scikit-portfolio, Copyright (c) 2022, Carlo Nicolini, Licensed under MIT Licence.
 # scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
@@ -36,7 +36,7 @@ class BaseCombinatorialCV(ABC):
 
     @abstractmethod
     def get_path_ids(self) -> np.ndarray:
-        """Return the path id of each test sets in each split"""
+        """Return the path id of each test sets in each split."""
         pass
 
     __repr__ = sks.BaseCrossValidator.__repr__
@@ -196,18 +196,19 @@ class CombinatorialPurgedCV(BaseCombinatorialCV):
 
     @property
     def n_splits(self) -> int:
-        """Number of splits"""
+        """Number of splits."""
         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"""
+        combinations.
+        """
         return _n_test_paths(n_folds=self.n_folds, n_test_folds=self.n_test_folds)
 
     @property
     def test_set_index(self) -> np.ndarray:
-        """Location of each test set"""
+        """Location of each test set."""
         return np.array(
             list(itertools.combinations(np.arange(self.n_folds), self.n_test_folds))
         ).reshape(-1, self.n_test_folds)
@@ -215,7 +216,8 @@ class CombinatorialPurgedCV(BaseCombinatorialCV):
     @property
     def binary_train_test_sets(self) -> np.ndarray:
         """Identify training and test folds for each combinations by assigning `0` to
-        training folds and `1` to test folds"""
+        training folds and `1` to test folds.
+        """
         folds_train_test = np.zeros((self.n_folds, self.n_splits))
         folds_train_test[
             self.test_set_index, np.arange(self.n_splits)[:, np.newaxis]
@@ -230,7 +232,7 @@ class CombinatorialPurgedCV(BaseCombinatorialCV):
         )
 
     def get_path_ids(self) -> np.ndarray:
-        """Return the path id of each test sets in each split"""
+        """Return the path id of each test sets in each split."""
         recombine_paths = self.recombined_paths
         path_ids = np.zeros((self.n_splits, self.n_test_folds), dtype=int)
         for i in range(self.n_splits):
@@ -334,7 +336,7 @@ class CombinatorialPurgedCV(BaseCombinatorialCV):
         )
 
     def plot_train_test_folds(self) -> skt.Figure:
-        """Plot the train/test fold locations"""
+        """Plot the train/test fold locations."""
         values = self.binary_train_test_sets
         fill_color = np.where(values == 0, "blue", "red")
         fill_color = fill_color.astype(object)
@@ -367,7 +369,8 @@ class CombinatorialPurgedCV(BaseCombinatorialCV):
 
     def plot_train_test_index(self, X) -> skt.Figure:
         """Plot the training and test indices for each combinations by assigning `0` to
-        training, `1` to test and `-1` to both purge and embargo indices."""
+        training, `1` to test and `-1` to both purge and embargo indices.
+        """
         next(self.split(X))
         n_samples = X.shape[0]
         cond = [
@@ -425,12 +428,12 @@ def _n_splits(n_folds: int, n_test_folds: int) -> int:
     n_splits : int
         Number of splits
     """
-    return int(math.comb(n_folds, n_test_folds))
+    return 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
+    combinations.
 
     Parameters
     ----------

skfolio/model_selection/_validation.py

@@ -2,7 +2,7 @@
 
 # Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
-# License: BSD 3 clause
+# SPDX-License-Identifier: BSD-3-Clause
 # Implementation derived from:
 # scikit-portfolio, Copyright (c) 2022, Carlo Nicolini, Licensed under MIT Licence.
 # scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
@@ -26,7 +26,7 @@ from skfolio.utils.tools import fit_and_predict, safe_split
 
 def _routing_enabled():
     """Return whether metadata routing is enabled.
-    Returns
+    Returns.
     -------
     enabled : bool
         Whether metadata routing is enabled. If the config is not set, it

skfolio/model_selection/_walk_forward.py

@@ -1,8 +1,8 @@
-"""Walk Forward cross-validator"""
+"""Walk Forward cross-validator."""
 
 # Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
-# License: BSD 3 clause
+# SPDX-License-Identifier: BSD-3-Clause
 # Implementation derived from:
 # scikit-portfolio, Copyright (c) 2022, Carlo Nicolini, Licensed under MIT Licence.
 # scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
@@ -273,7 +273,7 @@ class WalkForward(sks.BaseCrossValidator):
         )
 
     def get_n_splits(self, X=None, y=None, groups=None) -> int:
-        """Returns the number of splitting iterations in the cross-validator
+        """Return the number of splitting iterations in the cross-validator.
 
         Parameters
         ----------

skfolio/moments/__init__.py

@@ -23,21 +23,21 @@ from skfolio.moments.expected_returns import (
 )
 
 __all__ = [
+    "OAS",
+    "BaseCovariance",
     "BaseMu",
-    "EmpiricalMu",
+    "DenoiseCovariance",
+    "DetoneCovariance",
+    "EWCovariance",
     "EWMu",
-    "ShrunkMu",
-    "EquilibriumMu",
-    "ShrunkMuMethods",
-    "BaseCovariance",
     "EmpiricalCovariance",
-    "EWCovariance",
+    "EmpiricalMu",
+    "EquilibriumMu",
     "GerberCovariance",
-    "DenoiseCovariance",
-    "DetoneCovariance",
-    "LedoitWolf",
-    "OAS",
-    "ShrunkCovariance",
     "GraphicalLassoCV",
     "ImpliedCovariance",
+    "LedoitWolf",
+    "ShrunkCovariance",
+    "ShrunkMu",
+    "ShrunkMuMethods",
 ]

skfolio/moments/covariance/__init__.py

@@ -15,15 +15,15 @@ from skfolio.moments.covariance._oas import OAS
 from skfolio.moments.covariance._shrunk_covariance import ShrunkCovariance
 
 __all__ = [
+    "OAS",
     "BaseCovariance",
-    "EmpiricalCovariance",
-    "EWCovariance",
-    "GerberCovariance",
     "DenoiseCovariance",
     "DetoneCovariance",
-    "LedoitWolf",
-    "OAS",
-    "ShrunkCovariance",
+    "EWCovariance",
+    "EmpiricalCovariance",
+    "GerberCovariance",
     "GraphicalLassoCV",
     "ImpliedCovariance",
+    "LedoitWolf",
+    "ShrunkCovariance",
 ]

skfolio/moments/covariance/_base.py

@@ -2,7 +2,7 @@
 
 # Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
-# License: BSD 3 clause
+# SPDX-License-Identifier: BSD-3-Clause
 # Implementation derived from:
 # scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
 # Grisel Licensed under BSD 3 clause.

skfolio/moments/covariance/_denoise_covariance.py

@@ -2,7 +2,7 @@
 
 # Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
-# License: BSD 3 clause
+# SPDX-License-Identifier: BSD-3-Clause
 # Implementation derived from:
 # scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
 # Grisel Licensed under BSD 3 clause.
@@ -12,6 +12,7 @@ import numpy.typing as npt
 import scipy.optimize as sco
 import sklearn.neighbors as skn
 import sklearn.utils.metadata_routing as skm
+import sklearn.utils.validation as skv
 
 from skfolio.moments.covariance._base import BaseCovariance
 from skfolio.moments.covariance._empirical_covariance import EmpiricalCovariance
@@ -139,7 +140,7 @@ class DenoiseCovariance(BaseCovariance):
 
         # we validate and convert to numpy after all models have been fitted to keep
         # features names information.
-        X = self._validate_data(X)
+        X = skv.validate_data(self, X)
         n_observations, n_assets = X.shape
         q = n_observations / n_assets
         corr, std = cov_to_corr(self.covariance_estimator_.covariance_)

skfolio/moments/covariance/_detone_covariance.py

@@ -2,7 +2,7 @@
 
 # Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
-# License: BSD 3 clause
+# SPDX-License-Identifier: BSD-3-Clause
 # Implementation derived from:
 # scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
 # Grisel Licensed under BSD 3 clause.
@@ -10,6 +10,7 @@
 import numpy as np
 import numpy.typing as npt
 import sklearn.utils.metadata_routing as skm
+import sklearn.utils.validation as skv
 
 from skfolio.moments.covariance._base import BaseCovariance
 from skfolio.moments.covariance._empirical_covariance import EmpiricalCovariance
@@ -141,7 +142,7 @@ class DetoneCovariance(BaseCovariance):
 
         # we validate and convert to numpy after all models have been fitted to keep
         # features names information.
-        _ = self._validate_data(X)
+        _ = skv.validate_data(self, X)
         corr, std = cov_to_corr(self.covariance_estimator_.covariance_)
         e_val, e_vec = np.linalg.eigh(corr)
         indices = e_val.argsort()[::-1]

skfolio/moments/covariance/_empirical_covariance.py

@@ -2,13 +2,14 @@
 
 # Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
-# License: BSD 3 clause
+# SPDX-License-Identifier: BSD-3-Clause
 # Implementation derived from:
 # scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
 # Grisel Licensed under BSD 3 clause.
 
 import numpy as np
 import numpy.typing as npt
+import sklearn.utils.validation as skv
 
 from skfolio.moments.covariance._base import BaseCovariance
 
@@ -92,7 +93,7 @@ class EmpiricalCovariance(BaseCovariance):
         self : EmpiricalCovariance
             Fitted estimator.
         """
-        X = self._validate_data(X)
+        X = skv.validate_data(self, X)
         if self.window_size is not None:
             X = X[-int(self.window_size) :]
         covariance = np.cov(X.T, ddof=self.ddof)

skfolio/moments/covariance/_ew_covariance.py

@@ -2,13 +2,14 @@
 
 # Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
-# License: BSD 3 clause
+# SPDX-License-Identifier: BSD-3-Clause
 # Implementation derived from:
 # scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
 # Grisel Licensed under BSD 3 clause.
 
 import numpy.typing as npt
 import pandas as pd
+import sklearn.utils.validation as skv
 
 from skfolio.moments.covariance._base import BaseCovariance
 
@@ -94,7 +95,7 @@ class EWCovariance(BaseCovariance):
         self : EWCovariance
           Fitted estimator.
         """
-        X = self._validate_data(X)
+        X = skv.validate_data(self, X)
         if self.window_size is not None:
             X = X[-int(self.window_size) :]
         n_observations = X.shape[0]

skfolio/moments/covariance/_gerber_covariance.py

@@ -2,13 +2,14 @@
 
 # Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
-# License: BSD 3 clause
+# SPDX-License-Identifier: BSD-3-Clause
 # Implementation derived from:
 # scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
 # Grisel Licensed under BSD 3 clause.
 
 import numpy as np
 import numpy.typing as npt
+import sklearn.utils.validation as skv
 
 from skfolio.moments.covariance._base import BaseCovariance
 from skfolio.utils.stats import corr_to_cov
@@ -131,7 +132,7 @@ class GerberCovariance(BaseCovariance):
         self : GerberCovariance
            Fitted estimator.
         """
-        X = self._validate_data(X)
+        X = skv.validate_data(self, X)
         if self.window_size is not None:
             X = X[-self.window_size :]
         if not (1 > self.threshold > 0):

skfolio/moments/covariance/_graphical_lasso_cv.py

@@ -2,7 +2,7 @@
 
 # Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
-# License: BSD 3 clause
+# SPDX-License-Identifier: BSD-3-Clause
 # Implementation derived from:
 # scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
 # Grisel Licensed under BSD 3 clause.

skfolio/moments/covariance/_implied_covariance.py

@@ -2,7 +2,7 @@
 
 # Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
-# License: BSD 3 clause
+# SPDX-License-Identifier: BSD-3-Clause
 # Implementation derived from:
 # scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
 # Grisel Licensed under BSD 3 clause.
@@ -272,7 +272,7 @@ class ImpliedCovariance(BaseCovariance):
                 # and re-order to follow returns ordering.
                 implied_vol = safe_indexing(implied_vol, indices=indices, axis=1)
 
-        X = self._validate_data(X)
+        X = skv.validate_data(self, X)
         _, n_assets = X.shape
         implied_vol = check_implied_vol(implied_vol=implied_vol, X=X)
         implied_vol /= np.sqrt(self.annualized_factor)
@@ -286,11 +286,7 @@ class ImpliedCovariance(BaseCovariance):
                     n_assets=n_assets,
                     fill_value=np.nan,
                     dim=1,
-                    assets_names=(
-                        self.feature_names_in_
-                        if hasattr(self, "feature_names_in_")
-                        else None
-                    ),
+                    assets_names=getattr(self, "feature_names_in_", None),
                     name="volatility_risk_premium_adj",
                 )
 
@@ -417,7 +413,6 @@ def _compute_implied_vol(implied_vol: np.ndarray, window_size: int) -> np.ndarra
 def check_implied_vol(implied_vol: npt.ArrayLike, X: npt.ArrayLike) -> np.ndarray:
     """Validate implied volatilities.
 
-
     Parameters
     ----------
     implied_vol : array-like of shape (n_observations, n_assets)

skfolio/moments/covariance/_ledoit_wolf.py

@@ -2,7 +2,7 @@
 
 # Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
-# License: BSD 3 clause
+# SPDX-License-Identifier: BSD-3-Clause
 # Implementation derived from:
 # scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
 # Grisel Licensed under BSD 3 clause.

skfolio/moments/covariance/_oas.py

@@ -2,7 +2,7 @@
 
 # Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
-# License: BSD 3 clause
+# SPDX-License-Identifier: BSD-3-Clause
 # Implementation derived from:
 # scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
 # Grisel Licensed under BSD 3 clause.

skfolio/moments/covariance/_shrunk_covariance.py

@@ -2,7 +2,7 @@
 
 # Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
-# License: BSD 3 clause
+# SPDX-License-Identifier: BSD-3-Clause
 # Implementation derived from:
 # scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
 # Grisel Licensed under BSD 3 clause.

skfolio/moments/expected_returns/__init__.py

@@ -10,9 +10,9 @@ from skfolio.moments.expected_returns._shrunk_mu import ShrunkMu, ShrunkMuMethod
 
 __all__ = [
     "BaseMu",
-    "EmpiricalMu",
     "EWMu",
-    "ShrunkMu",
+    "EmpiricalMu",
     "EquilibriumMu",
+    "ShrunkMu",
     "ShrunkMuMethods",
 ]

skfolio/moments/expected_returns/_base.py

@@ -2,7 +2,7 @@
 
 # Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
-# License: BSD 3 clause
+# SPDX-License-Identifier: BSD-3-Clause
 # Implementation derived from:
 # scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
 # Grisel Licensed under BSD 3 clause.

skfolio/moments/expected_returns/_empirical_mu.py

@@ -2,13 +2,14 @@
 
 # Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
-# License: BSD 3 clause
+# SPDX-License-Identifier: BSD-3-Clause
 # Implementation derived from:
 # scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
 # Grisel Licensed under BSD 3 clause.
 
 import numpy as np
 import numpy.typing as npt
+import sklearn.utils.validation as skv
 
 from skfolio.moments.expected_returns._base import BaseMu
 
@@ -56,7 +57,7 @@ class EmpiricalMu(BaseMu):
         self : EmpiricalMu
             Fitted estimator.
         """
-        X = self._validate_data(X)
+        X = skv.validate_data(self, X)
         if self.window_size is not None:
             X = X[-self.window_size :]
         self.mu_ = np.mean(X, axis=0)

skfolio/moments/expected_returns/_equilibrium_mu.py

@@ -2,7 +2,7 @@
 
 # Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
-# License: BSD 3 clause
+# SPDX-License-Identifier: BSD-3-Clause
 # Implementation derived from:
 # scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
 # Grisel Licensed under BSD 3 clause.
@@ -10,6 +10,7 @@
 import numpy as np
 import numpy.typing as npt
 import sklearn.utils.metadata_routing as skm
+import sklearn.utils.validation as skv
 
 from skfolio.moments.covariance import BaseCovariance, EmpiricalCovariance
 from skfolio.moments.expected_returns._base import BaseMu
@@ -114,7 +115,7 @@ class EquilibriumMu(BaseMu):
 
         # we validate and convert to numpy after all models have been fitted to keep
         # features names information.
-        X = self._validate_data(X)
+        X = skv.validate_data(self, X)
         n_assets = X.shape[1]
         if self.weights is None:
             weights = np.ones(n_assets) / n_assets

skfolio/moments/expected_returns/_ew_mu.py

@@ -2,13 +2,14 @@
 
 # Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
-# License: BSD 3 clause
+# SPDX-License-Identifier: BSD-3-Clause
 # Implementation derived from:
 # scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
 # Grisel Licensed under BSD 3 clause.
 
 import numpy.typing as npt
 import pandas as pd
+import sklearn.utils.validation as skv
 
 from skfolio.moments.expected_returns._base import BaseMu
 
@@ -62,7 +63,7 @@ class EWMu(BaseMu):
         self : EWMu
             Fitted estimator.
         """
-        X = self._validate_data(X)
+        X = skv.validate_data(self, X)
         if self.window_size is not None:
             X = X[-self.window_size :]
         self.mu_ = pd.DataFrame(X).ewm(alpha=self.alpha).mean().iloc[-1, :].to_numpy()

skfolio/moments/expected_returns/_shrunk_mu.py

@@ -2,7 +2,7 @@
 
 # Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
-# License: BSD 3 clause
+# SPDX-License-Identifier: BSD-3-Clause
 # Implementation derived from:
 # Riskfolio-Lib, Copyright (c) 2020-2023, Dany Cajas, Licensed under BSD 3 clause.
 # scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
@@ -13,6 +13,7 @@ from enum import auto
 import numpy as np
 import numpy.typing as npt
 import sklearn.utils.metadata_routing as skm
+import sklearn.utils.validation as skv
 
 from skfolio.moments.covariance import BaseCovariance, EmpiricalCovariance
 from skfolio.moments.expected_returns._base import BaseMu
@@ -20,7 +21,7 @@ from skfolio.utils.tools import AutoEnum, check_estimator
 
 
 class ShrunkMuMethods(AutoEnum):
-    """Shrinkage methods for the ShrunkMu estimator
+    """Shrinkage methods for the ShrunkMu estimator.
 
     Parameters
     ----------
@@ -189,7 +190,7 @@ class ShrunkMu(BaseMu):
 
         # we validate and convert to numpy after all models have been fitted to keep
         # features names information.
-        X = self._validate_data(X)
+        X = skv.validate_data(self, X)
         n_observations, n_assets = X.shape
 
         covariance = self.covariance_estimator_.covariance_

skfolio/optimization/__init__.py

@@ -1,3 +1,5 @@
+"""Optimization module."""
+
 from skfolio.optimization._base import BaseOptimization
 from skfolio.optimization.cluster import (
     BaseHierarchicalOptimization,
@@ -17,20 +19,20 @@ from skfolio.optimization.ensemble import BaseComposition, StackingOptimization
 from skfolio.optimization.naive import EqualWeighted, InverseVolatility, Random
 
 __all__ = [
+    "BaseComposition",
+    "BaseHierarchicalOptimization",
     "BaseOptimization",
-    "InverseVolatility",
-    "EqualWeighted",
-    "Random",
-    "ObjectiveFunction",
     "ConvexOptimization",
-    "MeanRisk",
-    "RiskBudgeting",
     "DistributionallyRobustCVaR",
-    "MaximumDiversification",
-    "BaseHierarchicalOptimization",
-    "HierarchicalRiskParity",
+    "EqualWeighted",
     "HierarchicalEqualRiskContribution",
+    "HierarchicalRiskParity",
+    "InverseVolatility",
+    "MaximumDiversification",
+    "MeanRisk",
     "NestedClustersOptimization",
-    "BaseComposition",
+    "ObjectiveFunction",
+    "Random",
+    "RiskBudgeting",
     "StackingOptimization",
 ]

skfolio/optimization/_base.py

@@ -1,7 +1,7 @@
 """Base Optimization estimator."""
 
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
-# License: BSD 3 clause
+# SPDX-License-Identifier: BSD-3-Clause
 
 from abc import ABC, abstractmethod
 
@@ -16,7 +16,7 @@ from skfolio.portfolio import Portfolio
 
 # Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
-# License: BSD 3 clause
+# SPDX-License-Identifier: BSD-3-Clause
 # Implementation derived from:
 # scikit-portfolio, Copyright (c) 2022, Carlo Nicolini, Licensed under MIT Licence.
 # scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier

skfolio/optimization/cluster/__init__.py

@@ -1,3 +1,5 @@
+"""Cluster Optimization module."""
+
 from skfolio.optimization.cluster._nco import NestedClustersOptimization
 from skfolio.optimization.cluster.hierarchical import (
     BaseHierarchicalOptimization,
@@ -7,7 +9,7 @@ from skfolio.optimization.cluster.hierarchical import (
 
 __all__ = [
     "BaseHierarchicalOptimization",
-    "HierarchicalRiskParity",
     "HierarchicalEqualRiskContribution",
+    "HierarchicalRiskParity",
     "NestedClustersOptimization",
 ]