skfolio 0.7.0__py3-none-any.whl → 0.8.1__py3-none-any.whl

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/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.

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.

skfolio/moments/covariance/_empirical_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/covariance/_ew_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/covariance/_gerber_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/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.
@@ -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/_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

@@ -2,7 +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/_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.

skfolio/moments/expected_returns/_ew_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.

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
@@ -21,7 +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
     ----------

skfolio/optimization/__init__.py

@@ -1,3 +1,5 @@
+"""Optimization module."""
+
 from skfolio.optimization._base import BaseOptimization
 from skfolio.optimization.cluster import (
     BaseHierarchicalOptimization,

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,

skfolio/optimization/cluster/_nco.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
@@ -312,9 +312,9 @@ class NestedClustersOptimization(BaseOptimization):
                 w[cluster_ids] = fitted_inner_estimator.weights_
             inner_weights.append(w)
         inner_weights = np.array(inner_weights)
-        assert not any(
-            fitted_inner_estimators
-        ), "fitted_inner_estimator iterator must be empty"
+        assert not any(fitted_inner_estimators), (
+            "fitted_inner_estimator iterator must be empty"
+        )
 
         # Outer cluster weights
         # To train the outer-estimator using the most data as possible, we use
@@ -380,9 +380,9 @@ class NestedClustersOptimization(BaseOptimization):
             X_pred.append(np.asarray(pred))
         X_pred = np.array(X_pred).T
         if cv_predictions is None:
-            assert not any(
-                fitted_inner_estimators
-            ), "fitted_inner_estimator iterator must be empty"
+            assert not any(fitted_inner_estimators), (
+                "fitted_inner_estimator iterator must be empty"
+            )
         else:
             assert not any(cv_predictions), "cv_predictions iterator must be empty"
 

skfolio/optimization/cluster/hierarchical/__init__.py

@@ -1,3 +1,5 @@
+"""Hierarchical Optimization module."""
+
 from skfolio.optimization.cluster.hierarchical._base import (
     BaseHierarchicalOptimization,
 )

skfolio/optimization/cluster/hierarchical/_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:
 # Riskfolio-Lib, Copyright (c) 2020-2023, Dany Cajas, Licensed under BSD 3 clause.
 # scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
@@ -349,7 +349,6 @@ class BaseHierarchicalOptimization(BaseOptimization, ABC):
         max_weights : ndarray of shape (n_assets,)
             The weight upper bound 1D array.
         """
-
         if self.min_weights is None:
             min_weights = np.zeros(n_assets)
         else:

skfolio/optimization/cluster/hierarchical/_herc.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
 # Weight constraints is a novel implementation, see docstring for more details.
 
 import numpy as np
@@ -347,7 +347,7 @@ class HierarchicalEqualRiskContribution(BaseHierarchicalOptimization):
         if self.risk_measure in [ExtraRiskMeasure.SKEW, ExtraRiskMeasure.KURTOSIS]:
             # Because Skew and Kurtosis can take negative values
             raise ValueError(
-                f"risk_measure {self.risk_measure} currently not supported" f"in HERC"
+                f"risk_measure {self.risk_measure} currently not supported in HERC"
             )
 
         self.prior_estimator_ = check_estimator(

skfolio/optimization/cluster/hierarchical/_hrp.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
 # The risk measure generalization and constraint features are derived
 # from Riskfolio-Lib, Copyright (c) 2020-2023, Dany Cajas, Licensed under BSD 3 clause.
 
@@ -299,7 +299,7 @@ class HierarchicalRiskParity(BaseHierarchicalOptimization):
         if self.risk_measure in [ExtraRiskMeasure.SKEW, ExtraRiskMeasure.KURTOSIS]:
             # Because Skew and Kurtosis can take negative values
             raise ValueError(
-                f"risk_measure {self.risk_measure} currently not supported" f"in HRP"
+                f"risk_measure {self.risk_measure} currently not supported in HRP"
             )
 
         self.prior_estimator_ = check_estimator(

skfolio/optimization/convex/__init__.py

@@ -1,3 +1,5 @@
+"""Convex Optimization module."""
+
 from skfolio.optimization.convex._base import ConvexOptimization, ObjectiveFunction
 from skfolio.optimization.convex._distributionally_robust import (
     DistributionallyRobustCVaR,

skfolio/optimization/convex/_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
 # The optimization features are derived
 # from Riskfolio-Lib, Copyright (c) 2020-2023, Dany Cajas, Licensed under BSD 3 clause.
 
@@ -144,7 +144,7 @@ class ConvexOptimization(BaseOptimization, ABC):
         all weights). `None` means no budget constraints.
         The default value is `1.0` (fully invested portfolio).
 
-        Examples:
+        For example:
 
              * `budget = 1` --> fully invested portfolio.
              * `budget = 0` --> market neutral portfolio.
@@ -329,7 +329,7 @@ class ConvexOptimization(BaseOptimization, ABC):
         `groups` if the input `X` of the `fit` method is a DataFrame with these
         assets names in columns.
 
-        Examples:
+        For example:
 
             * "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%
@@ -343,7 +343,7 @@ class ConvexOptimization(BaseOptimization, ABC):
         (asset name/asset groups) and the input `X` of the `fit` method must be a
         DataFrame with the assets names in columns.
 
-        Examples:
+        For example:
 
             * groups = {"SX5E": ["Equity", "Europe"], "SPX": ["Equity", "US"], "TLT": ["Bond", "US"]}
             * groups = [["Equity", "Equity", "Bond"], ["Europe", "US", "US"]]
@@ -657,7 +657,7 @@ class ConvexOptimization(BaseOptimization, ABC):
         )
 
     def _clear_models_cache(self):
-        """CLear the cache of CVX models"""
+        """CLear the cache of CVX models."""
         self._cvx_cache = {}
 
     def _get_weight_constraints(
@@ -989,7 +989,7 @@ class ConvexOptimization(BaseOptimization, ABC):
             self._scale_constraints = cp.Constant(self.scale_constraints)
 
     def _get_custom_objective(self, w: cp.Variable) -> cp.Expression:
-        """Returns the CVXPY expression evaluated by calling the `add_objective`
+        """Return the CVXPY expression evaluated by calling the `add_objective`
         function if provided, otherwise returns the CVXPY constant `0`.
 
         Parameters
@@ -1010,7 +1010,7 @@ class ConvexOptimization(BaseOptimization, ABC):
         )
 
     def _get_custom_constraints(self, w: cp.Variable) -> list[cp.Expression]:
-        """Returns the list of CVXPY expressions evaluated by calling the
+        """Return the list of CVXPY expressions evaluated by calling the
         `add_constraint`s function if provided, otherwise returns an empty list.
 
         Parameters
@@ -1037,7 +1037,7 @@ class ConvexOptimization(BaseOptimization, ABC):
     def _cvx_expected_return(
         self, prior_model: PriorModel, w: cp.Variable
     ) -> cp.Expression:
-        """Expected Return expression"""
+        """Expected Return expression."""
         if self.overwrite_expected_return is None:
             expected_return = prior_model.mu @ w
         else:

skfolio/optimization/convex/_distributionally_robust.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
 
 import cvxpy as cp
 import numpy as np
@@ -94,7 +94,7 @@ class DistributionallyRobustCVaR(ConvexOptimization):
         all weights). `None` means no budget constraints.
         The default value is `1.0` (fully invested portfolio).
 
-        Examples:
+        For example:
 
              * `budget = 1` --> fully invested portfolio.
              * `budget = 0` --> market neutral portfolio.
@@ -134,7 +134,7 @@ class DistributionallyRobustCVaR(ConvexOptimization):
         `groups` if the input `X` of the `fit` method is a DataFrame with these
         assets names in columns.
 
-        Examples:
+        For example:
 
             * "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%
@@ -148,7 +148,7 @@ class DistributionallyRobustCVaR(ConvexOptimization):
         (asset name/asset groups) and the input `X` of the `fit` method must be a
         DataFrame with the assets names in columns.
 
-        Examples:
+        For example:
 
             * groups = {"SX5E": ["Equity", "Europe"], "SPX": ["Equity", "US"], "TLT": ["Bond", "US"]}
             * groups = [["Equity", "Equity", "Bond"], ["Europe", "US", "US"]]

skfolio/optimization/convex/_maximum_diversification.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
 
 import numpy as np
 import numpy.typing as npt
@@ -77,7 +77,7 @@ class MaximumDiversification(MeanRisk):
         all weights). `None` means no budget constraints.
         The default value is `1.0` (fully invested portfolio).
 
-        Examples:
+        For example:
 
              * `budget = 1` --> fully invested portfolio.
              * `budget = 0` --> market neutral portfolio.
@@ -210,7 +210,7 @@ class MaximumDiversification(MeanRisk):
         `groups` if the input `X` of the `fit` method is a DataFrame with these
         assets names in columns.
 
-        Examples:
+        For example:
 
             * "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%
@@ -224,7 +224,7 @@ class MaximumDiversification(MeanRisk):
         (asset name/asset groups) and the input `X` of the `fit` method must be a
         DataFrame with the assets names in columns.
 
-        Examples:
+        For example:
 
             * groups = {"SX5E": ["Equity", "Europe"], "SPX": ["Equity", "US"], "TLT": ["Bond", "US"]}
             * groups = [["Equity", "Equity", "Bond"], ["Europe", "US", "US"]]
@@ -428,7 +428,7 @@ class MaximumDiversification(MeanRisk):
         _ = skv.validate_data(self, X, skip_check_array=True)
 
         def func(w, obj):
-            """weighted volatilities"""
+            """Weighted volatilities."""
             covariance = obj.prior_estimator_.prior_model_.covariance
             return np.sqrt(np.diag(covariance)) @ w
 

skfolio/optimization/convex/_mean_risk.py

@@ -4,7 +4,7 @@ import warnings
 
 # Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
-# License: BSD 3 clause
+# SPDX-License-Identifier: BSD-3-Clause
 # The optimization features are derived
 # from Riskfolio-Lib, Copyright (c) 2020-2023, Dany Cajas, Licensed under BSD 3 clause.
 import cvxpy as cp
@@ -194,7 +194,7 @@ class MeanRisk(ConvexOptimization):
         all weights). `None` means no budget constraints.
         The default value is `1.0` (fully invested portfolio).
 
-        Examples:
+        For example:
 
              * `budget = 1` --> fully invested portfolio.
              * `budget = 0` --> market neutral portfolio.
@@ -379,7 +379,7 @@ class MeanRisk(ConvexOptimization):
         `groups` if the input `X` of the `fit` method is a DataFrame with these
         assets names in columns.
 
-        Examples:
+        For example:
 
             * "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%
@@ -393,7 +393,7 @@ class MeanRisk(ConvexOptimization):
         (asset name/asset groups) and the input `X` of the `fit` method must be a
         DataFrame with the assets names in columns.
 
-        Examples:
+        For example:
 
             * groups = {"SX5E": ["Equity", "Europe"], "SPX": ["Equity", "US"], "TLT": ["Bond", "US"]}
             * groups = [["Equity", "Equity", "Bond"], ["Europe", "US", "US"]]
@@ -712,7 +712,7 @@ class MeanRisk(ConvexOptimization):
         self.max_gini_mean_difference = max_gini_mean_difference
 
     def _validation(self) -> None:
-        """Validate the input parameters"""
+        """Validate the input parameters."""
         if not isinstance(self.risk_measure, RiskMeasure):
             raise TypeError("risk_measure must be of type `RiskMeasure`")
         if not isinstance(self.objective_function, ObjectiveFunction):
@@ -1120,5 +1120,4 @@ def _optimal_homogenization_factor(mu: np.ndarray) -> float:
     value : float
         Homogenization factor.
     """
-
     return min(1e3, max(1e-3, np.mean(np.abs(mu))))

skfolio/optimization/convex/_risk_budgeting.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
 # The optimization features are derived
 # from Riskfolio-Lib, Copyright (c) 2020-2023, Dany Cajas, Licensed under BSD 3 clause.
 
@@ -226,7 +226,7 @@ class RiskBudgeting(ConvexOptimization):
         `groups` if the input `X` of the `fit` method is a DataFrame with these
         assets names in columns.
 
-        Examples:
+        For example:
 
             * "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%
@@ -240,7 +240,7 @@ class RiskBudgeting(ConvexOptimization):
         (asset name/asset groups) and the input `X` of the `fit` method must be a
         DataFrame with the assets names in columns.
 
-        Examples:
+        For example:
 
             * groups = {"SX5E": ["Equity", "Europe"], "SPX": ["Equity", "US"], "TLT": ["Bond", "US"]}
             * groups = [["Equity", "Equity", "Bond"], ["Europe", "US", "US"]]

skfolio/optimization/ensemble/__init__.py

@@ -1,3 +1,5 @@
+"""Ensemble Optimization module."""
+
 from skfolio.optimization.ensemble._stacking import (
     BaseComposition,
     StackingOptimization,

skfolio/optimization/ensemble/_base.py

@@ -1,10 +1,10 @@
 """Base Composition estimator.
-Follow same implementation as Base composition from sklearn
+Follow same implementation as Base composition from sklearn.
 """
 
 # 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/optimization/ensemble/_stacking.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/optimization/naive/__init__.py

@@ -1,3 +1,5 @@
+"""Naive Optimization module."""
+
 from skfolio.optimization.naive._naive import EqualWeighted, InverseVolatility, Random
 
 __all__ = ["EqualWeighted", "InverseVolatility", "Random"]

skfolio/optimization/naive/_naive.py

@@ -1,7 +1,7 @@
 """Naive estimators."""
 
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
-# License: BSD 3 clause
+# SPDX-License-Identifier: BSD-3-Clause
 
 import numpy as np
 import numpy.typing as npt