731 Commits

This Branch

This Branch

All Branches

Author	SHA1	Message	Date
phschiele	9b15ad5141	Also update pipfile and requirements.txt	2021-02-17 17:52:45 +01:00
phschiele	aef89c646e	Add Python 3.9 support	2021-02-17 13:45:49 +01:00
phschiele	dc04a2e406	Merge branch 'master' into docker-versioning	2021-02-17 10:36:35 +01:00
Robert Martin	b20d51036a	Merge pull request #285 from SeaPea1/master ... Numerous coverage improvements taking coverage to ~99%.	2021-02-17 10:36:58 +08:00
Robert Martin	3c5f8bf17c	Merge pull request #288 from phschiele/gh-actions-windows-macos ... Inlcude Windows and MacOs tests (fixes #287)	2021-02-17 08:35:35 +08:00
phschiele	199d44b036	different syntax	2021-02-16 23:51:31 +01:00
phschiele	905f0f22b5	inlcude windows and macos	2021-02-16 23:48:55 +01:00
phschiele	4a10499479	Change Dockerfile reference path	2021-02-16 23:18:53 +01:00
phschiele	9fe7deb730	Move Dockerfile	2021-02-16 23:01:23 +01:00
phschiele	7ffd1b0d0f	minimal setup	2021-02-16 22:47:45 +01:00
SeaPea1	28ef225415	Fix test errors in merged file. ... Also workaround differences between ef._max_return() and ef.expected_returns.max().	2021-02-16 18:44:57 +00:00
SeaPea1	75e6730891	Merging	2021-02-16 17:26:19 +00:00
SeaPea1	e9e9aae349	Misc coverage improvements.	2021-02-15 19:02:33 +00:00
SeaPea1	c9ca6add03	Correct type of weight_bounds, as does accept list of tuples. This was already the case in test_cla_custom_bounds.	2021-02-15 19:00:47 +00:00
robertmartin8	babfc17f40	packaging typo	2021-02-14 10:58:13 +08:00
robertmartin8	9099908ea4	fixed linalg bug	2021-02-14 10:58:06 +08:00
SeaPea1	70235ef332	Black file.	2021-02-13 16:37:18 +00:00
SeaPea1	a536331fd3	Improve test coverage of BlackLitterman.	2021-02-13 16:36:31 +00:00
SeaPea1	fe9a2cab3e	Improve test coverage of DiscreteAllocation. ... Also remove some (not obviously) unreachable code and add a comment and an assert to cover the condition.	2021-02-13 16:32:49 +00:00
robertmartin8	af7d37e603	updated reqs to fix binder	2021-02-13 20:29:01 +08:00
robertmartin8	6b6af8342b	cleanup	2021-02-13 20:28:25 +08:00
robertmartin8	37596848fa	updated cookbook	2021-02-13 17:47:46 +08:00
Robert Martin	7a17a3dcb0	Merge pull request #279 from robertmartin8/v1.4.0 ... v1.4.0	2021-02-13 17:02:44 +08:00
robertmartin8	4fe281ac1f	packaging and versioning	2021-02-13 15:35:30 +08:00
robertmartin8	654324f5ef	misc touchups	2021-02-13 15:26:48 +08:00
robertmartin8	90e730ba4b	CVaR docs	2021-02-13 15:26:05 +08:00
Robert Martin	d721cdcc58	Merge pull request #277 from phschiele/windows-CI ... Add Windows CI coverage	2021-02-13 15:10:04 +08:00
robertmartin8	ff6686eaea	CVaR refactor + docs	2021-02-11 17:49:52 +08:00
robertmartin8	57ff447054	CVaR passing	2021-02-11 16:19:48 +08:00
phschiele	464511de04	bump cvxpy version	2021-02-11 00:05:54 +01:00
phschiele	bf174f76dc	Add windows runner to CI	2021-02-10 23:55:25 +01:00
SeaPea1	f2acf3fb34	Improve test coverage of plotting.	2021-02-10 18:54:37 +00:00
SeaPea1	0eb8fa8ec2	Add a FIXME to make it obvious where not covered (and broken). ... Also Black the file.	2021-02-10 18:53:14 +00:00
Robert Martin	6cdb0ef2d8	Merge pull request #268 from nknudde/cvar ... CVaR optimization	2021-02-10 15:48:29 +08:00
robertmartin8	3e2308ed27	redesigned plot API (can pass ax)	2021-02-10 15:32:05 +08:00
robertmartin8	6bb799d823	max_return and default plot (fixes #275)	2021-02-10 13:37:34 +08:00
SeaPea1	1aa02527c1	Coverage improvements. ... Correct warning message. Harmonise return calculation.	2021-02-09 19:13:24 +00:00
SeaPea1	632afa91c6	Coverage of DataFrame parameter to fix_nonpositive_semidefinite.	2021-02-08 18:28:12 +00:00
SeaPea1	bbe7590baf	Coverage of unimplemented method in fix_nonpositive_semidefinite.	2021-02-08 18:09:39 +00:00
robertmartin8	d34bde12f0	Revert "max_return helper method (fixes #275)" ... This reverts commit 5d9bfaddeb.	2021-02-08 15:49:08 +08:00
robertmartin8	52d8acccae	fixes #276	2021-02-08 15:47:34 +08:00
robertmartin8	5d9bfaddeb	max_return helper method (fixes #275)	2021-02-08 15:37:39 +08:00
robertmartin8	f15b8b185c	refactor bounds check to reduce duplication	2021-02-08 14:52:49 +08:00
Robert Martin	e277a21a77	Merge pull request #272 from SeaPea1/ef_test_utils_1 ... EfficientFrontier testing improvements.	2021-02-08 13:56:11 +08:00
SeaPea1	136327455b	Improve EfficientSemivariance coverage. Also Black file.	2021-02-04 18:36:21 +00:00
SeaPea1	12343f23f0	Cover invalid volatility error handling in efficient_risk fn.	2021-02-03 19:17:22 +00:00
SeaPea1	3ffee48b4c	Cover invalid constraint type error handling in max_sharpe fn.	2021-02-03 19:12:41 +00:00
SeaPea1	37d030a487	More minor test coverage improvements.	2021-02-03 18:48:12 +00:00
SeaPea1	99a94fb504	Test coverage of exceptions raised on construction.	2021-02-02 19:19:03 +00:00
SeaPea1	f2e351eca6	Black file.	2021-02-02 18:48:33 +00:00