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Author SHA1 Message Date
Filipe Brandão
ce9169ee74 Fix SageMaker links 2022-02-14 11:52:12 +00:00
Filipe Brandão
dbf8f45623 Adjust notebooks to run on Colab, Kaggle, Gradient, and SageMaker 2022-02-14 11:40:22 +00:00
dependabot[bot]
e9477b736e Bump ipython from 7.16.1 to 7.16.3 
Bumps [ipython](https://github.com/ipython/ipython) from 7.16.1 to 7.16.3.
- [Release notes](https://github.com/ipython/ipython/releases)
- [Commits](https://github.com/ipython/ipython/compare/7.16.1...7.16.3)

---
updated-dependencies:
- dependency-name: ipython
  dependency-type: indirect
...

Signed-off-by: dependabot[bot] <support@github.com>
 2022-01-21 20:49:44 +00:00
dependabot[bot]
275f44ef60 Bump urllib3 from 1.26.3 to 1.26.5 
Bumps [urllib3](https://github.com/urllib3/urllib3) from 1.26.3 to 1.26.5.
- [Release notes](https://github.com/urllib3/urllib3/releases)
- [Changelog](https://github.com/urllib3/urllib3/blob/main/CHANGES.rst)
- [Commits](https://github.com/urllib3/urllib3/compare/1.26.3...1.26.5)

---
updated-dependencies:
- dependency-name: urllib3
  dependency-type: indirect
...

Signed-off-by: dependabot[bot] <support@github.com>
 2022-01-09 01:59:38 +00:00
dependabot[bot]
c841eacd0b Bump lxml from 4.6.2 to 4.6.5 
Bumps [lxml](https://github.com/lxml/lxml) from 4.6.2 to 4.6.5.
- [Release notes](https://github.com/lxml/lxml/releases)
- [Changelog](https://github.com/lxml/lxml/blob/master/CHANGES.txt)
- [Commits](https://github.com/lxml/lxml/compare/lxml-4.6.2...lxml-4.6.5)

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updated-dependencies:
- dependency-name: lxml
  dependency-type: indirect
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Signed-off-by: dependabot[bot] <support@github.com>
 2022-01-09 01:59:37 +00:00
dependabot[bot]
90b43890b8 Bump pillow from 8.1.0 to 8.3.2 
Bumps [pillow](https://github.com/python-pillow/Pillow) from 8.1.0 to 8.3.2.
- [Release notes](https://github.com/python-pillow/Pillow/releases)
- [Changelog](https://github.com/python-pillow/Pillow/blob/main/CHANGES.rst)
- [Commits](https://github.com/python-pillow/Pillow/compare/8.1.0...8.3.2)

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updated-dependencies:
- dependency-name: pillow
  dependency-type: indirect
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Signed-off-by: dependabot[bot] <support@github.com>
 2022-01-09 01:59:36 +00:00
dependabot[bot]
d4ef763f49 Bump notebook from 6.2.0 to 6.4.1 
Bumps [notebook](http://jupyter.org) from 6.2.0 to 6.4.1.

---
updated-dependencies:
- dependency-name: notebook
  dependency-type: indirect
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Signed-off-by: dependabot[bot] <support@github.com>
 2022-01-09 01:59:35 +00:00
dependabot[bot]
c8fa01d368 Bump pywin32 from 300 to 301 
Bumps [pywin32](https://github.com/mhammond/pywin32) from 300 to 301.
- [Release notes](https://github.com/mhammond/pywin32/releases)
- [Changelog](https://github.com/mhammond/pywin32/blob/main/CHANGES.txt)
- [Commits](https://github.com/mhammond/pywin32/commits)

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updated-dependencies:
- dependency-name: pywin32
  dependency-type: indirect
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Signed-off-by: dependabot[bot] <support@github.com>
 2022-01-09 01:59:33 +00:00
Robert Martin
102c593d54 Merge pull request #405 from robertmartin8/dependabot/pip/cvxopt-1.2.7 
Bump cvxopt from 1.2.5 to 1.2.7
 2022-01-09 09:56:43 +08:00
dependabot[bot]
e45d7fdbe1 Bump cvxopt from 1.2.5 to 1.2.7 
Bumps [cvxopt](http://cvxopt.org) from 1.2.5 to 1.2.7.

---
updated-dependencies:
- dependency-name: cvxopt
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <support@github.com>
 2022-01-07 00:04:11 +00:00
Thenordine
0f1931a2c7 applied Black 2021-12-25 20:06:53 +01:00
robertmartin8
e2d2fcbb92 packaging 2021-10-19 21:54:46 +01:00
robertmartin8
21a40d8d3a packaging 2021-10-19 21:47:30 +01:00
Robert Martin
e747930e29 Merge pull request #382 from robertmartin8/v1.5.0 
v1.5.0
 2021-10-19 21:39:37 +01:00
robertmartin8
4c400d75bf fixes #343 2021-10-19 21:20:53 +01:00
Robert Martin
5143a0aa00 Merge pull request #377 from armbruer/fix_missing_solver 
Fix missing solver for short and long portfolio allocation
 2021-10-19 21:07:05 +01:00
robertmartin8
15b167afe3 Merge branch 'v1.5.0' of https://github.com/robertmartin8/PyPortfolioOpt into v1.5.0 2021-10-19 21:05:23 +01:00
Robert Martin
cf5786c04f Merge pull request #353 from samatix/master 
capm_returns function should not amend the prices dataframe
 2021-10-19 21:05:16 +01:00
robertmartin8
a91aaf51b5 Black formatting 2021-10-19 21:04:08 +01:00
robertmartin8
4abb60fe0c change lambda to callable in docs 2021-10-19 21:00:20 +01:00
robertmartin8
6e89a9a5ad minor refactor and custom exception 2021-10-19 20:55:31 +01:00
robertmartin8
39cf14a1e7 Merge branch 'v1.5.0' of https://github.com/robertmartin8/PyPortfolioOpt into v1.5.0 2021-10-19 20:25:56 +01:00
robertmartin8
82b04e1069 fixed np.float warning 2021-10-19 20:25:52 +01:00
Robert Martin
ab56e3eeec Merge pull request #335 from phschiele/parameterized-CVXPY-problems 
Parameterized CVXPY problems
 2021-10-19 20:24:51 +01:00
robertmartin8
f370a89778 updated FAQs, fixes #369 2021-10-10 19:25:05 +01:00
robertmartin8
146fa98875 catch _max_return error when no return provided 2021-10-10 19:18:09 +01:00
phschiele
1951393791 test parametrization for cvar and semivariance 2021-09-27 13:11:30 +02:00
phschiele
aa9dc458f6 Fix market neutrality check 2021-09-27 13:05:49 +02:00
Eric Armbruster
bdf7b36226 Fix missing solver for short and long portfolio allocation 
lp_portfolio() without arguments defaults to GLPK_MI as solver. This results in a "Solver is not installed" error in the case that cvxopt package is not installed and only a different solver, e.g. gurobipy (GUROBI) is installed.
 2021-09-27 13:05:08 +02:00
phschiele
112cd05420 Validate market neutrality, add parametrization for cdar 2021-09-27 12:54:58 +02:00
phschiele
b1c53a6940 Add tests 2021-09-27 09:30:31 +02:00
phschiele
fea4fa9fc5 simplify cdar 2021-09-27 09:30:15 +02:00
phschiele
833bc63490 Fix CDAR test 2021-09-26 22:38:14 +02:00
phschiele
3ad79d226d Merge master, resolve conflicts 2021-09-26 22:37:18 +02:00
Robert Martin
ee32c963ab Merge pull request #376 from SteveDiamond/patch-1 
Update index.rst
 2021-09-24 09:45:16 +01:00
Steven Diamond
6dac29e089 Update index.rst 
I have changed the link to the cvxpy visual studio powerpoint. This is required for sharing to work properly.
 2021-09-23 10:04:34 -07:00
robertmartin8
6158b1e228 fixed typo 2021-09-04 11:08:17 +01:00
Ayoub Ennassiri
7a3ac1bd78 capm_returns function should not amend the prices dataframe (add "mkt" column) when returns_data is True 2021-06-25 17:10:28 +02:00
Robert Martin
fbce441393 Merge pull request #348 from robertmartin8/v1.4.2 
v1.4.2
 2021-06-17 11:18:37 +01:00
robertmartin8
20d42eeadb packaging 2021-06-17 11:18:13 +01:00
robertmartin8
397ce4adf6 Merge branch 'nknudde-cdar' into v1.4.2 2021-06-17 09:47:02 +01:00
robertmartin8
43901bc810 removed conflicts due to restructure 2021-06-17 09:46:37 +01:00
robertmartin8
71a01f9076 fixes #324 2021-06-17 09:04:59 +01:00
robertmartin8
b81df43d21 fixes #333 2021-06-16 22:05:13 +01:00
robertmartin8
b2b7fc8e96 fixes #338 2021-06-16 21:46:08 +01:00
Robert Martin
ba94eeebab Merge pull request #342 from samatix/master 
Using Tempfile in the unit tests instead of the tests folder
 2021-06-16 21:42:45 +01:00
robertmartin8
41bf2e1f9f fixes #343 2021-06-16 21:33:36 +01:00
Ayoub Ennassiri
17a9d3db69 Using Tempfile in the unittests instead of the tests folder 2021-06-03 15:43:16 +01:00
phschiele
6d6df0897b Use add_constraint 2021-05-19 00:04:01 +02:00
phschiele
e0370d4dbe Add cvar 2021-05-18 23:54:23 +02:00