v0.2.2

v0.2.2 (2024-06-04)

Fix

• fix(cluster): compute_optimal_n_cluster now handles less then 8 assets (d9ed4a4)

• fix(plotly): remove global pandas plot backend setting (4ff07c3)

• fix(plotly): remove fix of create_dendrogram following new plotly release (2e712c8)

• fix(pre-processing): param drop_inceptions_nan (75d8013)

• fix(pre-processing): drop_interceptions_nan param added to prices_to_returns (#57)

Observations at the beginning are dropped if any of the asset values are missing, otherwise we keep the NaNs. (ba74842)

v0.2.1

v0.2.1 (2024-05-22)

Chore

• chore(docs): Black & Litterman Factor model updated with deeply nested models (a5b038b)

• chore(readme): BL views updated (b849570)

• chore(doc): example link typo in user guide (d722814)

Fix

• fix(test): nested Black & Litterman tests added (1188b2c)

• fix(prior): Factor model updated with y propagation (8cbc5cc)

• fix(prior): in BlackLitterman, y propagation was missing for embedded models (cc4adc1)

v0.2.0

v0.2.0 (2024-05-19)

Chore

• chore(readme): Fix badge links and underscores in README.rst file [skip ci] (e4c4b65)

• chore(readme): Fix badge links and underscores in README.rst file [skip ci] (1a17e2a)

• chore(typing): replaced any by the Any type (#47) (d82c144)

Feature

• feat(combinatorial): optimal_folds_number function for CombinatorialPurgedCV (#53) (ae83967)

Unknown

• [BUG] Risk Free Rate (#50)

• fix(optimization): risk_free_rate added to the default portfolio_params

• fix(population): relax Population items to all inheritance of BasePortfolio (92666a8)

v0.1.3

v0.1.3 (2024-03-13)

Chore

• chore(docs): contributing.md ruff cmd [skip ci] (4982e27)

• chore(formatter): replaced black formatter by ruff formatter (#37)

• chore(ruff): removed duplicated rule.

• chore(formatter): dropped black formatter.

• ci(tests): added a format step to the tests job.

• chore(ruff): fix line_length discrepancy.

• chore(ruff): ignored redudant rules.

• refactor(src): fix UP032.

• style: one shot ruff formatting. (3ee55f4)

• chore(ruff): updated ruff's pyproject conf (4e68a8b)

• chore(docs): Bibtex entry corrected [skip ci] (1b0c881)

Fix

• fix(ruff): file reformatting to pass ruff format (f7a34b5)

• fix(datasets): move datasets to another repo (skfolio-datasets) (4b31e7d)

Unknown

• Merge pull request #42 from skfolio/feature/no-issue/skfolio-datasets

[ENH] Move datasets to another repo (skfolio-datasets) (c10158b)

• Merge pull request #35 from vacarme/chore/issue-34/update-ruff-conf [skip ci]

[MNT] Updated ruff's pyproject section. (db3c56d)

v0.1.2

v0.1.2 (2024-02-05)

Chore

• chore(docs): removed all-contributors [skip ci] (3b4dcf1)

• chore(docs): typo in example [skip ci] (6e7cb36)

• chore(docs): CONTRIBUTING.md improved [skip ci] (8955fed)

• chore(docs): pip install in contributing.md [skip ci] (51a91b6)

Fix

• fix(portfolio): add effective number of assets (f4dbc5f)

Unknown

• Merge pull request #31 from skfolio/feature/issue-13/effective-number-assets

[ENH] Add effective number of assets (22f7b69)

v0.1.1

v0.1.1 (2024-01-28)

Fix

• fix(optimization): left_inequality and right_inequality converted to numpy array (18073ad)

v0.1.0

v0.1.0 (2024-01-25)

Chore

• chore(docs): readme badge and logo improved [skip ci] (9c5238d)

Feature

• feat(measure): effective number of assets [skip ci]

• Implemented effective number of assets in the _measures as described in issue #13. Needs to review in the metrics enum.

• Update src/skfolio/measures/_measures.py

Fixed docstring with proper references

Co-authored-by: Hugo Delatte <delatte.hugo@gmail.com>

---

Co-authored-by: carlo <c.nicolini@ipazia.com>
Co-authored-by: Hugo Delatte <delatte.hugo@gmail.com> (62692ef)

Fix

• fix(portfolio): len method removed and number of assets fixed (16205d5)

Unknown

• Merge pull request #21 from skfolio/fix/issue-19/number-of-assets

[BUG] Number of Assets and Portfolio len (1c8b357)

v0.0.11

v0.0.11 (2024-01-22)

Chore

• chore(docs): codecov badge [skip ci] (b369e87)

• chore(docs): add derivative work credits

• chore(docs): add derivative work credits

• chore(docs): add more derivative work credits

• chore(docs): add author (c2fdd82)

• chore(docs): fix typo [skip ci]

• fix(typos): fix typos

• docs: add @rriski as a contributor (e1e202a)

• chore(readme): download badge [skip ci] (6dc7957)

• chore(readme): ruff and website badges [skip ci] (73e7c0e)

Fix

• fix(plotly): fix ruff in _dendrogram.py (0c2c59e)

• fix(docs): ignore FutureWarnings in sphinx gallery examples (46db794)

• fix(returns): pandas concat replaced by join (35f87b0)

• fix(plotly): dendrogram fixes added (374154e)

• fix(measure): default trading days in a year amended from 255 to 252 (796ed1e)

Unknown

• Merge pull request #20 from skfolio/fix/issue-11/business-days-in-year

[BUG] Default trading days in a year amended from 255 to 252 (8334c7b)

• Merge remote-tracking branch 'origin/main' into main (1adcdd3)

v0.0.10

v0.0.10 (2024-01-17)

Chore

• chore(docs): contributing [skip ci] (a1e79d3)

• chore(docs): readme updated [skip ci] (6272852)

Fix

• fix(population): lint noqa A003 not used [skip ci] (651a729)

Unknown

• [BUG]: estimator nomenclature typo (#10)

• fix: detoning typo

• Update index.rst

• fix: detoning (60cd559)

• Merge remote-tracking branch 'origin/main' into main (29cef24)

v0.0.9

v0.0.9 (2024-01-04)

Fix

• fix(docs): jupyterlite replaced by binder (5b4cde3)