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PorQua – Portfolio Optimization and Backtesting Framework

PorQua is a Python library developed under the GeomScale organization. It provides tools for portfolio optimization, index replication, and backtesting of investment strategies using advanced mathematical techniques and quantitative models.

This fork introduces a robust testing framework as part of a GSoC 2025 initiative to improve the reliability and maintainability of the codebase.


🚀 Goals of This Fork

This repository focuses on:

  • Building a structured unit test suite using pytest and unittest
  • Introducing CI integration via GitHub Actions for automated testing
  • Expanding test coverage across key modules (e.g. constraints, optimization, data loaders)
  • Adding fixtures and mocks where appropriate to simulate test environments

✅ All tests are designed to pass independently and reliably, using official PorQua datasets and modules.

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A python library for portfolio optimization and index replication

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