731 Commits

Author SHA1 Message Date
Robert Martin
a41cb399ed Merge pull request #497 from robertmartin8/v1.5.4
v1.5.4
2022-11-26 11:35:42 -05:00
Robert Martin
507205c172 relaxed floating point test 2022-11-26 11:02:27 -05:00
Robert Martin
f192ea4a05 typos 2022-11-26 10:55:20 -05:00
Robert Martin
51d02a80d6 versioning 2022-11-26 10:53:28 -05:00
Robert Martin
88433eab88 updating in advance of deprecations 2022-11-26 10:47:21 -05:00
Robert Martin
00d7d391c8 relaxed plot tests, fixes #433 2022-11-26 10:41:43 -05:00
Robert Martin
d5fe5bd616 Merge pull request #454 from ryanrussell/master
docs(various): Fix typos
2022-11-26 10:31:00 -05:00
Robert Martin
147a36c745 Merge pull request #467 from duranvrNubank/patch-1
Add check to `market_prices`
2022-11-26 10:30:20 -05:00
Robert Martin
b326f56ceb adds check, fixes #458 2022-11-26 10:29:20 -05:00
Robert Martin
7d1c82553d Merge pull request #492 from giordanocolombi/remove-target_return-constraint
remove not needed constraint on target_return
2022-11-26 10:17:45 -05:00
Robert Martin
1f2cd50c73 Merge pull request #493 from phschiele/fix-copy
Fix copy
2022-11-26 10:16:22 -05:00
phschiele
8b42aae235 custom copy 2022-11-16 22:28:45 -08:00
INTRANET\colombi
e0d015cc80 remove not needed constrain on target_return 2022-11-15 13:50:21 +01:00
Victor Duran
310d12ac9e Add check to market_prices
The method `expected_returns.capm_returns()` fails if you provide a Series as `market_prices`. I added a similar check to the one that is done in the `prices` argument and transformed it into a dataframe. It should fix it.
2022-07-09 13:06:17 -03:00
r
d55e7f1cee docs(various): Fix typos 2022-05-24 18:05:25 -05:00
Robert Martin
6644741ff2 Merge pull request #453 from robertmartin8/v1.5.3
v1.5.3
2022-05-22 17:46:18 +02:00
Robert Martin
dc0d29bc2d fixed tests 2022-05-22 16:46:04 +01:00
Robert Martin
f7437a80cb fixed tests 2022-05-22 16:34:43 +01:00
Robert Martin
9a6e13b60c updated lock 2022-05-22 16:22:57 +01:00
Robert Martin
ae6ebaa2ed update testing environment 2022-05-22 16:21:39 +01:00
Robert Martin
fd268480dc updated versions 2022-05-22 16:18:39 +01:00
Robert Martin
d922046e82 versioning 2022-05-22 16:15:25 +01:00
Robert Martin
b4c902d17d updated 2022-05-22 16:15:18 +01:00
Robert Martin
b56b87cfac test for inf/nan returns (fixes #440) 2022-05-22 16:08:44 +01:00
Robert Martin
cb2bb3eab7 added warnings for set_weights (#447) 2022-05-22 15:55:32 +01:00
Robert Martin
2340f37480 display ticker on plot (fixes #419) 2022-05-22 15:52:15 +01:00
Robert Martin
456641d9c3 changed default solver to ECOS_BB 2022-05-22 15:51:22 +01:00
Robert Martin
2c5d23d210 Merge pull request #451 from dpapakyriak/assetname
Fix issue #419 to display assets names in efficient frontier plot
2022-05-22 16:21:49 +02:00
Robert Martin
da52070f40 Merge pull request #434 from anchitshrivastava/master
for singular matrix portfolio optimization
2022-05-22 16:17:27 +02:00
Robert Martin
5fa1ebcfe3 Merge pull request #439 from LBrummer/patch-1
Fixed typo CvAr -> CVaR
2022-05-22 16:16:44 +02:00
Robert Martin
57176c25a5 reworked packaging. fixes #441, #442 2022-05-22 15:10:35 +01:00
Dimitris Papakyriakopoulos
f8e26db21e Fix issue #419 to display assets names in efficient frontier plot 2022-05-09 20:15:10 +03:00
LBrummer
cfeb234a0e Fix typo 2022-04-08 12:40:02 +02:00
Anchit Shrivastava
e88bb15645 for singular matrix portfolio optimization 2022-04-04 10:14:04 +05:30
Robert Martin
4fecb3542c Merge pull request #406 from robertmartin8/dependabot/pip/pywin32-301
Bump pywin32 from 300 to 301
2022-03-23 16:22:11 +00:00
Robert Martin
8aa422db64 Merge pull request #407 from robertmartin8/dependabot/pip/notebook-6.4.1
Bump notebook from 6.2.0 to 6.4.1
2022-03-23 16:21:58 +00:00
Robert Martin
db6118603a Merge pull request #408 from robertmartin8/dependabot/pip/pillow-8.3.2
Bump pillow from 8.1.0 to 8.3.2
2022-03-23 16:21:41 +00:00
Robert Martin
98f4faa0b2 Merge pull request #409 from robertmartin8/dependabot/pip/lxml-4.6.5
Bump lxml from 4.6.2 to 4.6.5
2022-03-23 16:21:25 +00:00
Robert Martin
dfe5b56d9b Merge pull request #410 from robertmartin8/dependabot/pip/urllib3-1.26.5
Bump urllib3 from 1.26.3 to 1.26.5
2022-03-23 16:21:10 +00:00
Robert Martin
b557e3a954 Merge pull request #412 from robertmartin8/dependabot/pip/ipython-7.16.3
Bump ipython from 7.16.1 to 7.16.3
2022-03-23 16:20:53 +00:00
Robert Martin
1fb03da044 reverted lock 2022-03-23 16:19:17 +00:00
Robert Martin
3a73c6d63c Merge pull request #429 from robertmartin8/1.5.2
1.5.2
2022-03-23 16:10:26 +00:00
Robert Martin
b0739fa2e9 versioning 2022-03-23 16:08:47 +00:00
Robert Martin
e8feed1b1e fixes #390 2022-03-23 16:02:25 +00:00
Robert Martin
ddf3bf1404 Merge pull request #402 from thenordine/master
applied Black
2022-03-23 15:59:46 +00:00
Robert Martin
ff964e50f2 Merge pull request #416 from fdabrandao/colab-notebooks
Adjust notebooks to run on Colab, Kaggle, Gradient, and SageMaker
2022-03-23 15:59:38 +00:00
Robert Martin
de0780ab2f Merge pull request #420 from nicopons96/plotting-typo
Fix typo in warning message
2022-03-23 15:59:32 +00:00
Robert Martin
419a0c4e06 Merge pull request #423 from phschiele/patch-1
[docs] Fix plotting (issue 422)
2022-03-23 15:59:10 +00:00
phschiele
a42becde1d [docs] Fix plotting (issue 422) 2022-03-13 23:46:13 +01:00
nicopons96
7e0769f25a Update plotting.py 2022-03-01 08:30:33 +01:00