skfolio 0.9.0__py3-none-any.whl → 0.10.0__py3-none-any.whl

skfolio/uncertainty_set/_empirical.py

@@ -124,11 +124,11 @@ class EmpiricalMuUncertaintySet(BaseMuUncertaintySet):
         # fitting estimators
         self.prior_estimator_.fit(X, y, **routed_params.prior_estimator.fit)
 
-        prior_model = self.prior_estimator_.prior_model_
-        n_observations, n_assets = prior_model.returns.shape
+        return_distribution = self.prior_estimator_.return_distribution_
+        n_observations, n_assets = return_distribution.returns.shape
         k = np.sqrt(st.chi2.ppf(q=self.confidence_level, df=n_assets))
 
-        sigma = prior_model.covariance / n_observations
+        sigma = return_distribution.covariance / n_observations
         if self.diagonal:
             sigma = np.diag(np.diag(sigma))
 
@@ -239,11 +239,11 @@ class EmpiricalCovarianceUncertaintySet(BaseCovarianceUncertaintySet):
         # fitting estimators
         self.prior_estimator_.fit(X, y, **routed_params.prior_estimator.fit)
 
-        prior_model = self.prior_estimator_.prior_model_
-        n_observations, n_assets = prior_model.returns.shape
+        return_distribution = self.prior_estimator_.return_distribution_
+        n_observations, n_assets = return_distribution.returns.shape
         k = np.sqrt(st.chi2.ppf(q=self.confidence_level, df=n_assets**2))
 
-        sigma = prior_model.covariance / n_observations
+        sigma = return_distribution.covariance / n_observations
         if self.diagonal:
             sigma = np.diag(np.diag(sigma))
 

skfolio/utils/equations.py

@@ -103,6 +103,8 @@ def equations_to_matrix(
     groups = _validate_groups(groups, name=names[0])
     equations = _validate_equations(equations, name=names[1])
 
+    n_groups, n_assets = groups.shape
+
     a_equality = []
     b_equality = []
 
@@ -127,10 +129,14 @@ def equations_to_matrix(
                 raise
             warnings.warn(str(e), stacklevel=2)
     return (
-        np.array(a_equality),
-        np.array(b_equality),
-        np.array(a_inequality),
-        np.array(b_inequality),
+        np.array(a_equality, dtype=float)
+        if a_equality
+        else np.empty((0, n_assets), dtype=float),
+        np.array(b_equality, dtype=float),
+        np.array(a_inequality, dtype=float)
+        if a_inequality
+        else np.empty((0, n_assets), dtype=float),
+        np.array(b_inequality, dtype=float),
     )
 
 
@@ -276,7 +282,7 @@ def _matching_array(values: np.ndarray, key: str, sum_to_one: bool) -> np.ndarra
     if not arr.any():
         raise EquationToMatrixError(f"Unable to find '{key}' in '{values}'")
     if sum_to_one:
-        s = np.sum(arr)
+        s = arr.sum()
     else:
         s = 1
     return arr / s

skfolio/utils/figure.py

@@ -0,0 +1,185 @@
+"""Figure module."""
+
+# Copyright (c) 2023
+# Author: Hugo Delatte <delatte.hugo@gmail.com>
+# SPDX-License-Identifier: BSD-3-Clause
+
+import numpy as np
+import pandas as pd
+import plotly.express as px
+import plotly.graph_objects as go
+import scipy.stats as st
+
+
+def plot_kde_distributions(
+    X: pd.DataFrame,
+    sample_weight: np.ndarray | None = None,
+    percentile_cutoff: float | None = None,
+    title: str = "Distribution of Asset Returns",
+    unweighted_suffix: str = "",
+    weighted_suffix: str = "with Sample Weight",
+) -> go.Figure:
+    """
+    Plot the Kernel Density Estimate (KDE) of return distributions for multiple assets.
+
+    Parameters
+    ----------
+    X : DataFrame of shape (n_observations, n_assets)
+        Return data where each column corresponds to an asset and each row to an
+        observation.
+
+    sample_weight : ndarray of shape (n_observations,), optional
+        Weights to apply to each observation when computing the KDE.
+        If None, equal weighting is used.
+
+    percentile_cutoff : float, default=None
+        Percentile cutoff for tail truncation (percentile), in percent.
+        - If a float p is provided, the distribution support is truncated at
+          the p-th and (100 - p)-th percentiles.
+        - If None, no truncation is applied (uses full min/max of returns).
+
+    title : str, default="Distribution of Asset Returns"
+        Title for the Plotly figure.
+
+    unweighted_suffix : str, default=""
+        Suffix to append to asset names for unweighted KDE traces.
+
+    weighted_suffix : str, default="weighted"
+        Suffix to append to asset names for weighted KDE traces.
+
+    Returns
+    -------
+    fig : plotly.graph_objects.Figure
+        A Plotly Figure object containing overlaid KDE plots for each asset,
+        with separate traces for weighted and unweighted distributions if weights
+        are provided.
+    """
+    asset_names = X.columns.tolist()
+    X = X.values
+    colors = px.colors.qualitative.Plotly
+
+    traces: list[go.Scatter] = []
+
+    for i, asset in enumerate(asset_names):
+        x = X[:, i]
+        color = colors[i % len(colors)]
+        visible = True if i == 0 else "legendonly"
+
+        # Unweighted: solid line
+        traces.append(
+            kde_trace(
+                x=x,
+                sample_weight=None,
+                percentile_cutoff=percentile_cutoff,
+                name=f"{asset} {unweighted_suffix}".strip(),
+                line_color=color,
+                fill_opacity=0.17,
+                line_dash="solid",
+                line_width=1,
+                visible=visible,
+            )
+        )
+
+        # Weighted: dashed, thicker line
+        if sample_weight is not None:
+            traces.append(
+                kde_trace(
+                    x=x,
+                    sample_weight=sample_weight,
+                    percentile_cutoff=percentile_cutoff,
+                    name=f"{asset} {weighted_suffix}".strip(),
+                    line_color=color,
+                    fill_opacity=0.17,
+                    line_dash="dash",
+                    line_width=1.5,
+                    visible=visible,
+                )
+            )
+
+    fig = go.Figure(data=traces)
+    fig.update_layout(
+        title=title,
+        xaxis_title="Returns",
+        yaxis_title="Probability Density",
+    )
+    fig.update_xaxes(tickformat=".0%")
+    return fig
+
+
+def kde_trace(
+    x: np.ndarray,
+    sample_weight: np.ndarray | None,
+    percentile_cutoff: float | None,
+    name: str,
+    line_color: str,
+    fill_opacity: float,
+    line_dash: str,
+    line_width: float,
+    visible: bool,
+) -> go.Scatter:
+    """
+    Create a Plotly Scatter trace representing a Gaussian kernel density estimate (KDE),
+    with customizable line style and fill opacity.
+
+    Parameters
+    ----------
+    x : ndarray of shape (n_observations,)
+        One-dimensional array of sample values for which the KDE is computed.
+
+    sample_weight : ndarray of shape (n_observations,), optional
+        Weights to apply to each observation when computing the KDE.
+        If None, equal weighting is used.
+
+    percentile_cutoff : float, default=None
+        Percentile cutoff for tail truncation (percentile), in percent.
+        - If a float p is provided, the distribution support is truncated at
+          the p-th and (100 - p)-th percentiles.
+        - If None, no truncation is applied (uses full min/max of returns).
+
+    name : str
+        Legend name for this trace.
+
+    line_color : str
+        Color of the KDE line (hex or named CSS color).
+
+    fill_opacity : float
+        Opacity of the filled area under the curve (0 to 1).
+
+    line_dash : str
+        Dash style for the line ("solid", "dash", "dot", etc.).
+
+    line_width : float
+        Width of the line.
+
+    visible : bool
+        Initial visibility of the trace in the Plotly figure.
+
+    Returns
+    -------
+    go.Scatter
+        A Plotly Scatter trace with the KDE line and shaded area under the curve.
+    """
+    if percentile_cutoff is None:
+        lower, upper = x.min(), x.max()
+    else:
+        lower = np.percentile(x, percentile_cutoff)
+        upper = np.percentile(x, 100.0 - percentile_cutoff)
+
+    xs = np.linspace(lower, upper, 500)
+    ys = st.gaussian_kde(x, weights=sample_weight)(xs)
+
+    # build RGBA fill color from the line_color hex
+    r, g, b = tuple(int(line_color.lstrip("#")[i : i + 2], 16) for i in (0, 2, 4))
+    fill_color = f"rgba({r},{g},{b},{fill_opacity})"
+
+    return go.Scatter(
+        x=xs,
+        y=ys,
+        mode="lines",
+        name=name,
+        visible=visible,
+        line=dict(color=line_color, dash=line_dash, width=line_width),
+        fill="tozeroy",
+        fillcolor=fill_color,
+        opacity=1.0,
+    )

skfolio/utils/tools.py

@@ -326,7 +326,9 @@ def args_names(func: object) -> list[str]:
 
 
 def check_estimator(
-    estimator: skb.BaseEstimator | None, default: skb.BaseEstimator, check_type: Any
+    estimator: skb.BaseEstimator | None,
+    default: skb.BaseEstimator | None,
+    check_type: Any,
 ):
     """Check the estimator type and returns its cloned version it provided, otherwise
      return the default estimator.
@@ -336,7 +338,7 @@ def check_estimator(
     estimator : BaseEstimator, optional
         Estimator.
 
-    default : BaseEstimator
+    default : BaseEstimator, optional
         Default estimator to return when `estimator` is `None`.
 
     check_type : Any

{skfolio-0.9.0.dist-info → skfolio-0.10.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: skfolio
-Version: 0.9.0
+Version: 0.10.0
 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>, Matteo Manzi <matteomanzi09@gmail.com>
@@ -92,7 +92,7 @@ Dynamic: license-file
 
 .. -*- mode: rst -*-
 
-|Licence| |Codecov| |Black| |PythonVersion| |PyPi| |CI/CD| |Downloads| |Ruff| |Contribution| |Website| |JupyterLite|
+|Licence| |Codecov| |Black| |PythonVersion| |PyPi| |CI/CD| |Downloads| |Ruff| |Contribution| |Website| |JupyterLite| |Discord|
 
 .. |Licence| image:: https://img.shields.io/badge/License-BSD%203--Clause-blue.svg
    :target: https://github.com/skfolio/skfolio/blob/main/LICENSE
@@ -127,6 +127,9 @@ Dynamic: license-file
 .. |JupyterLite| image:: https://jupyterlite.rtfd.io/en/latest/_static/badge.svg
    :target: https://skfolio.org/lite
 
+.. |Discord| image:: https://img.shields.io/badge/Discord-Join%20Chat-5865F2?logo=discord&logoColor=white
+   :target: https://discord.gg/Bu7EtNYugS
+
 .. |PythonMinVersion| replace:: 3.10
 .. |NumpyMinVersion| replace:: 1.23.4
 .. |ScipyMinVersion| replace:: 1.8.0
@@ -281,6 +284,8 @@ Available models
     * Black & Litterman
     * Factor Model
     * Synthetic Data (Stress Test, Factor Stress Test)
+    * Entropy Pooling
+    * Opinion Pooling
 
 * Uncertainty Set Estimator:
     * On Expected Returns:
@@ -296,6 +301,7 @@ Available models
     * Drop Highly Correlated Assets
     * Select Non-Expiring Assets
     * Select Complete Assets (handle late inception, delisting, etc.)
+    * Drop Zero Variance
 
 * Cross-Validation and Model Selection:
     * Compatible with all `sklearn` methods (KFold, etc.)
@@ -385,7 +391,14 @@ Imports
     )
     from skfolio.pre_selection import SelectKExtremes
     from skfolio.preprocessing import prices_to_returns
-    from skfolio.prior import BlackLitterman, EmpiricalPrior, FactorModel, SyntheticData
+    from skfolio.prior import (
+        BlackLitterman,
+        EmpiricalPrior,
+        EntropyPooling,
+        FactorModel,
+        OpinionPooling,
+        SyntheticData,
+     )
     from skfolio.uncertainty_set import BootstrapMuUncertaintySet
 
 Load Dataset
@@ -701,8 +714,84 @@ Factor Stress Test
         conditioning={"QUAL": -0.5}
     ))
     factor_model.fit(X,y)
-    stressed_X = factor_model.prior_model_.returns
-    stressed_ptf = model.predict(stressed_X)
+    stressed_dist = factor_model.return_distribution_
+    stressed_ptf = model.predict(stressed_dist)
+
+Entropy Pooling
+---------------
+.. code-block:: python
+
+    entropy_pooling = EntropyPooling(
+        mean_views=[
+            "JPM == -0.002",
+            "PG >= LLY",
+            "BAC >= prior(BAC) * 1.2",
+        ],
+        cvar_views=[
+            "GE == 0.08",
+        ],
+    )
+    entropy_pooling.fit(X)
+    print(entropy_pooling.relative_entropy_)
+    print(entropy_pooling.effective_number_of_scenarios_)
+    print(entropy_pooling.return_distribution_.sample_weight)
+
+CVaR Hierarchical Risk Parity optimization on Entropy Pooling
+-------------------------------------------------------------
+.. code-block:: python
+
+    entropy_pooling = EntropyPooling(cvar_views=["GE == 0.08"])
+    model = HierarchicalRiskParity(
+        risk_measure=RiskMeasure.CVAR,
+        prior_estimator=entropy_pooling
+    )
+    model.fit(X)
+    print(model.weights_)
+
+Stress Test with Entropy Pooling on Factor Synthetic Data
+---------------------------------------------------------
+.. code-block:: python
+
+    # Regular Vine Copula and sampling of 100,000 synthetic factor returns
+    factor_synth = SyntheticData(
+        n_samples=100_000,
+        distribution_estimator=VineCopula(log_transform=True, n_jobs=-1, random_state=0)
+    )
+
+    # Entropy Pooling by imposing a CVaR-95% of 10% on the Quality factor
+    factor_entropy_pooling = EntropyPooling(
+        prior_estimator=factor_synth,
+        cvar_views=["QUAL == 0.10"],
+    )
+
+    factor_entropy_pooling.fit(X, factors)
+
+    # We retrieve the stressed distribution:
+    stressed_dist = factor_model.return_distribution_
+
+    # We stress-test our portfolio:
+    stressed_ptf = model.predict(stressed_dist)
+
+Opinion Pooling
+---------------
+.. code-block:: python
+
+    # We consider two expert opinions, each generated via Entropy Pooling with
+    # user-defined views.
+    # We assign probabilities of 40% to Expert 1, 50% to Expert 2, and by default
+    # the remaining 10% is allocated to the prior distribution:
+    opinion_1 = EntropyPooling(cvar_views=["AMD == 0.10"])
+    opinion_2 = EntropyPooling(
+        mean_views=["AMD >= BAC", "JPM <= prior(JPM) * 0.8"],
+        cvar_views=["GE == 0.12"],
+    )
+
+    opinion_pooling = OpinionPooling(
+        estimators=[("opinion_1", opinion_1), ("opinion_2", opinion_2)],
+        opinion_probabilities=[0.4, 0.5],
+    )
+
+    opinion_pooling.fit(X)
 
 
 Recognition

{skfolio-0.9.0.dist-info → skfolio-0.10.0.dist-info}/RECORD

@@ -1,5 +1,5 @@
 skfolio/__init__.py,sha256=XdSV1bcfft5pNl5Y_mX8MR0IzjXjRs8uRURp42UGa08,635
-skfolio/exceptions.py,sha256=omi5qQiEuFDpIoZfQHQxORZRcKYkusmdGPLBJt-Sna0,805
+skfolio/exceptions.py,sha256=4k4cFgV0qCAovDKe0XqthzKs9SX871BTv1GKfX00ovc,880
 skfolio/typing.py,sha256=5wnu_qoGZtCWKu-nHlZ5w3rOKy5CXxGI5ZvzDSR9pLU,1394
 skfolio/cluster/__init__.py,sha256=ycySaq2MgG3etqNF-pITuYKfYPHYm3-frjFc8PRzMc0,267
 skfolio/cluster/_hierarchical.py,sha256=PTtr6H4keY6DEVvXyYM24AnNjj72sNaXKjGFEyMXZ5c,12839
@@ -27,17 +27,17 @@ skfolio/distribution/copula/_utils.py,sha256=drMtv71bkwlerR0HJCdNCZTuFSitN5vn33a
 skfolio/distribution/multivariate/__init__.py,sha256=E9AR0Hh5wWShOTwj62R1RVMkzZpXc5Ams4ppibwhrUY,339
 skfolio/distribution/multivariate/_base.py,sha256=MV3rhTafPlKdb3wuLbHfhApyV1ll7WmfzdR97Dq8VZw,8716
 skfolio/distribution/multivariate/_utils.py,sha256=WNL1lzO0Ki5x_yO8p3GRKrXwG4fK99je7sDQ3avyUQ8,19274
-skfolio/distribution/multivariate/_vine_copula.py,sha256=b545CKAMXUXMaIiI7hQ-P8jHhmZ4hUnGo2F22uWtbac,49756
+skfolio/distribution/multivariate/_vine_copula.py,sha256=2SPUwDthWe8pcDpXMZ6dqLMjpI0HGdkguP0sziOlEYc,50099
 skfolio/distribution/univariate/__init__.py,sha256=m9vZUhZyRUT5IOQRixGPdGci1wtC5ua8RWtHsC8HAlU,628
-skfolio/distribution/univariate/_base.py,sha256=8oPMOdQi2wHc-UOWG18x_eZ57G_ksQhPM9C0ncYf1Lg,9874
+skfolio/distribution/univariate/_base.py,sha256=8uleYSiCJ4n6X1uI0ju5f4l0iLvJcyS3Gncxh7yyH90,10096
 skfolio/distribution/univariate/_gaussian.py,sha256=pe8YxTQjvObeVeZD2YXduN5M-k2kNNTy2q0AvYCm1n4,4274
 skfolio/distribution/univariate/_johnson_su.py,sha256=Dl1WyCmn-sRE4BrckVNGXHz9biDQtXyPq1JXEPKIHBo,4857
 skfolio/distribution/univariate/_normal_inverse_gaussian.py,sha256=oq5omNUQanFWBGaYSNwf9YDa6c-B1j9ZErq6p96resc,4983
 skfolio/distribution/univariate/_selection.py,sha256=6KL4gngiLKwaBUpCDX19ABOkMBzZp1YVRnXFrUtppCs,3110
 skfolio/distribution/univariate/_student_t.py,sha256=GcI4fKp6q5XegfvT_i3AqfWlUMxCq7A5sX6Xsf4pye8,4553
-skfolio/measures/__init__.py,sha256=lB5xBqEFU-8x-12AA1VdCHaPwYpfwvejRaiYnr8IGYg,1647
+skfolio/measures/__init__.py,sha256=saJ3tGQyZ5MRtwnj0tVS9L4yvnLJVSdyXVyH5_FyoNo,1683
 skfolio/measures/_enums.py,sha256=S6WOT8NHzm-eMHELuOjngIBupCctCdiTA2BaJlWl-4E,8956
-skfolio/measures/_measures.py,sha256=LmKgSAOXaKGomAcO1FkeypD6tRiEeDLUIh6lySky4vs,16835
+skfolio/measures/_measures.py,sha256=ysON3rPfcLPSAPY3T1MfkuLPoKU__KN5sRyCzOXe6to,28716
 skfolio/metrics/__init__.py,sha256=ebu5h7Q9X0f3ZZ1VFmAEBPic2sirboKG_zNBHO5abjo,98
 skfolio/metrics/_scorer.py,sha256=L-qct4cby15a4xC4arSaG5__1mxBCQYeMjlrHBIVnSY,4325
 skfolio/model_selection/__init__.py,sha256=BT8VCXW7C4bXI2Oam4amTHOcJVlKxLpkcsHjB63pZHQ,524
@@ -64,58 +64,60 @@ skfolio/moments/expected_returns/_equilibrium_mu.py,sha256=A4zAYZ7ex2Y68YV0HajYD
 skfolio/moments/expected_returns/_ew_mu.py,sha256=vDOqpTpTY3iaJc9PfMU_dpdfglT1dJ_DuM3pCTpjHpc,2125
 skfolio/moments/expected_returns/_shrunk_mu.py,sha256=nqypZJweZIf6u3Idz-TLPHiD3h3XzuKgTEQWJHSVnwo,8292
 skfolio/optimization/__init__.py,sha256=LA4n85e-wVTeRNI-NlTU1ID5FhP3-B410kmsh9268Ho,1049
-skfolio/optimization/_base.py,sha256=lPVvoV36URnjMUJGOO23QbaFYiuyVA9oRuvk68Dwd7o,5780
+skfolio/optimization/_base.py,sha256=tbD-HiulBXHMAbrMGq8K62qUxVHu6uf1Cl0pT34VyIc,6351
 skfolio/optimization/cluster/__init__.py,sha256=nxsuDxviDbj-YMHhQXIkUEWUoKPhPn10bQ0_nULNUoE,424
 skfolio/optimization/cluster/_nco.py,sha256=Gbd18HYlwq_MUd9JmytM1-Uqu-GFT8NXb8QWPVgmDxk,16433
 skfolio/optimization/cluster/hierarchical/__init__.py,sha256=eT1A6YKETKCBEnrUc6pHwyTkDVRcUr8jtdtmN3kdh0c,446
-skfolio/optimization/cluster/hierarchical/_base.py,sha256=mdplfuwUepui8RWPlySxoviuA0PNIkgn6wSYENNy9H0,16295
-skfolio/optimization/cluster/hierarchical/_herc.py,sha256=5ZYkoi8ywN89U2xi1lc-3B8TPQjLlxbUmOSB3PR_nKA,20414
-skfolio/optimization/cluster/hierarchical/_hrp.py,sha256=06kch9QkthV5yB8RNB_5Xz-IUuNq-fcZPjz99Mz5otg,18171
+skfolio/optimization/cluster/hierarchical/_base.py,sha256=2YH9m_L_NFdBfhPso-WVCx-Meiy_bCNYVukt72nZHno,16480
+skfolio/optimization/cluster/hierarchical/_herc.py,sha256=3Mwfe6PGWzWWWpOYnfLTWAmeNcYE1d3eh1uXB9hqAyM,20476
+skfolio/optimization/cluster/hierarchical/_hrp.py,sha256=pNr2e2COZIi9jj5IEddT4a79BCD0VjwbPeXHRRSLdoI,18287
 skfolio/optimization/convex/__init__.py,sha256=q1Q2p7HcnmbQlBIA0SXm0TwDGxl7hRc0JhF1o01lFSg,605
-skfolio/optimization/convex/_base.py,sha256=mUTXVM6bq5cvlieAl6TXNGd6BNIqBajoAiDL28fPx9o,89455
-skfolio/optimization/convex/_distributionally_robust.py,sha256=4iWfEuJGuBawVGU5X1-QHVMMh9hBnMtou2Uh5hRdXeA,17958
-skfolio/optimization/convex/_maximum_diversification.py,sha256=a8nDecN6jTR_bOFKBsenI4G2kNu5t98y5ALY78lNrAU,19657
-skfolio/optimization/convex/_mean_risk.py,sha256=mM5KMCxwAf1dT6JTxJuuQfvvk63hMQg5GD3LumQkfjQ,49534
-skfolio/optimization/convex/_risk_budgeting.py,sha256=xtRg3CGmasi-ebx7e5XevHJs3n9PpccaZR7Z7loyKDc,23653
-skfolio/optimization/ensemble/__init__.py,sha256=IJhsX8f-6wclc9a6Fd8yAQvZKxtxq4Qf7AC2CLryHrU,195
-skfolio/optimization/ensemble/_base.py,sha256=e0dWCEIYnho3HU2KGGS9UHQdycdVuqMcTe7hi0LihjQ,3416
-skfolio/optimization/ensemble/_stacking.py,sha256=DaswFVBTghP10vHGESn6aLT7C9wgp-D8NuXGtpdZcwE,14192
+skfolio/optimization/convex/_base.py,sha256=gIFIF5DCIDPL8FeXaipdZBbkiUHP55MsWfyc8DVQ6ng,92190
+skfolio/optimization/convex/_distributionally_robust.py,sha256=BKMp718PqG02t2qQ8ejgCSuY18ZNA_4y05RxLV16OJs,18332
+skfolio/optimization/convex/_maximum_diversification.py,sha256=QBHPRsAHjR4zpxJvvaKoKI0dMMTTHMlRRquB_sOWNuU,19569
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{skfolio-0.9.0.dist-info → skfolio-0.10.0.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: setuptools (78.1.0)
+Generator: setuptools (80.9.0)
 Root-Is-Purelib: true
 Tag: py3-none-any
 

skfolio/synthetic_returns/__init__.py

@@ -1 +0,0 @@
-"""Synthetic Data module."""