v0.3.1 (#17)

* v0.3.1rc (#15) * Refactor of test_optimization * MeanCVaR example updated * pnl renamed to R in tests * v0.3.1rc (#16) * License and version update * Type hint fix Co-authored-by: ft-cama <[email protected]>
fortitudo-tech · Dec 31, 2021 · fae59c0 · fae59c0
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diff --git a/docs/build/doctrees/documentation.doctree b/docs/build/doctrees/documentation.doctree
diff --git a/docs/build/doctrees/environment.pickle b/docs/build/doctrees/environment.pickle
diff --git a/docs/build/html/.buildinfo b/docs/build/html/.buildinfo
@@ -1,4 +1,4 @@
 # Sphinx build info version 1
 # This file hashes the configuration used when building these files. When it is not found, a full rebuild will be done.
-config: 6c7bb0026531f48645aa272780be46d0
+config: 3ee25c9b0f40777996b0dc683c49f1c8
 tags: 645f666f9bcd5a90fca523b33c5a78b7
diff --git a/docs/build/html/contributing.html b/docs/build/html/contributing.html
@@ -31,7 +31,7 @@
             <a href="index.html" class="icon icon-home"> fortitudo.tech
           </a>
               <div class="version">
-                v0.3
+                v0.3.1
               </div>
         </div><div class="wy-menu wy-menu-vertical" data-spy="affix" role="navigation" aria-label="Navigation menu">
               <ul class="current">
@@ -107,7 +107,7 @@ <h1>Contributing<a class="headerlink" href="#contributing" title="Permalink to t
   <hr/>
 
   <div role="contentinfo">
-    <p>&#169; Copyright 2021, Fortitudo Technologies.</p>
+    <p>&#169; Copyright 2021-2022, Fortitudo Technologies.</p>
   </div>
 
   Built with <a href="https://www.sphinx-doc.org/">Sphinx</a> using a

diff --git a/docs/build/html/documentation.html b/docs/build/html/documentation.html
@@ -32,7 +32,7 @@
             <a href="index.html" class="icon icon-home"> fortitudo.tech
           </a>
               <div class="version">
-                v0.3
+                v0.3.1
               </div>
         </div><div class="wy-menu wy-menu-vertical" data-spy="affix" role="navigation" aria-label="Navigation menu">
               <ul class="current">
@@ -87,7 +87,7 @@ <h2>Data<a class="headerlink" href="#data" title="Permalink to this headline">
 <dd><p>Function for loading the P&amp;L parameters from Vorobets (2021).</p>
 <dl class="field-list simple">
 <dt class="field-odd">Return type</dt>
-<dd class="field-odd"><p><code class="xref py py-data docutils literal notranslate"><span class="pre">Tuple</span></code>[<code class="xref py py-class docutils literal notranslate"><span class="pre">list</span></code>, <code class="xref py py-class docutils literal notranslate"><span class="pre">DataFrame</span></code>, <code class="xref py py-class docutils literal notranslate"><span class="pre">DataFrame</span></code>]</p>
+<dd class="field-odd"><p><code class="xref py py-data docutils literal notranslate"><span class="pre">Tuple</span></code>[<code class="xref py py-class docutils literal notranslate"><span class="pre">list</span></code>, <code class="xref py py-class docutils literal notranslate"><span class="pre">ndarray</span></code>, <code class="xref py py-class docutils literal notranslate"><span class="pre">ndarray</span></code>]</p>
 </dd>
 <dt class="field-even">Returns</dt>
 <dd class="field-even"><p>Instrument names, means vector, and covariance matrix.</p>
@@ -323,7 +323,7 @@ <h2>Optimization<a class="headerlink" href="#optimization" title="Permalink to t
   <hr/>
 
   <div role="contentinfo">
-    <p>&#169; Copyright 2021, Fortitudo Technologies.</p>
+    <p>&#169; Copyright 2021-2022, Fortitudo Technologies.</p>
   </div>
 
   Built with <a href="https://www.sphinx-doc.org/">Sphinx</a> using a

diff --git a/docs/build/html/examples.html b/docs/build/html/examples.html
@@ -31,7 +31,7 @@
             <a href="index.html" class="icon icon-home"> fortitudo.tech
           </a>
               <div class="version">
-                v0.3
+                v0.3.1
               </div>
         </div><div class="wy-menu wy-menu-vertical" data-spy="affix" role="navigation" aria-label="Navigation menu">
               <ul class="current">
@@ -89,7 +89,7 @@ <h1>Examples<a class="headerlink" href="#examples" title="Permalink to this head
   <hr/>
 
   <div role="contentinfo">
-    <p>&#169; Copyright 2021, Fortitudo Technologies.</p>
+    <p>&#169; Copyright 2021-2022, Fortitudo Technologies.</p>
   </div>
 
   Built with <a href="https://www.sphinx-doc.org/">Sphinx</a> using a

diff --git a/docs/build/html/genindex.html b/docs/build/html/genindex.html
@@ -28,7 +28,7 @@
             <a href="index.html" class="icon icon-home"> fortitudo.tech
           </a>
               <div class="version">
-                v0.3
+                v0.3.1
               </div>
         </div><div class="wy-menu wy-menu-vertical" data-spy="affix" role="navigation" aria-label="Navigation menu">
               <ul>
@@ -164,7 +164,7 @@ <h2 id="M">M</h2>
   <hr/>
 
   <div role="contentinfo">
-    <p>&#169; Copyright 2021, Fortitudo Technologies.</p>
+    <p>&#169; Copyright 2021-2022, Fortitudo Technologies.</p>
   </div>
 
   Built with <a href="https://www.sphinx-doc.org/">Sphinx</a> using a

diff --git a/docs/build/html/index.html b/docs/build/html/index.html
@@ -30,7 +30,7 @@
             <a href="#" class="icon icon-home"> fortitudo.tech
           </a>
               <div class="version">
-                v0.3
+                v0.3.1
               </div>
         </div><div class="wy-menu wy-menu-vertical" data-spy="affix" role="navigation" aria-label="Navigation menu">
               <ul>
@@ -116,7 +116,7 @@ <h2>Disclaimer<a class="headerlink" href="#disclaimer" title="Permalink to this
   <hr/>
 
   <div role="contentinfo">
-    <p>&#169; Copyright 2021, Fortitudo Technologies.</p>
+    <p>&#169; Copyright 2021-2022, Fortitudo Technologies.</p>
   </div>
 
   Built with <a href="https://www.sphinx-doc.org/">Sphinx</a> using a

diff --git a/docs/build/html/objects.inv b/docs/build/html/objects.inv
diff --git a/docs/build/html/py-modindex.html b/docs/build/html/py-modindex.html
@@ -31,7 +31,7 @@
             <a href="index.html" class="icon icon-home"> fortitudo.tech
           </a>
               <div class="version">
-                v0.3
+                v0.3.1
               </div>
         </div><div class="wy-menu wy-menu-vertical" data-spy="affix" role="navigation" aria-label="Navigation menu">
               <ul>
@@ -106,7 +106,7 @@ <h1>Python Module Index</h1>
   <hr/>
 
   <div role="contentinfo">
-    <p>&#169; Copyright 2021, Fortitudo Technologies.</p>
+    <p>&#169; Copyright 2021-2022, Fortitudo Technologies.</p>
   </div>
 
   Built with <a href="https://www.sphinx-doc.org/">Sphinx</a> using a

diff --git a/docs/build/html/references.html b/docs/build/html/references.html
@@ -30,7 +30,7 @@
             <a href="index.html" class="icon icon-home"> fortitudo.tech
           </a>
               <div class="version">
-                v0.3
+                v0.3.1
               </div>
         </div><div class="wy-menu wy-menu-vertical" data-spy="affix" role="navigation" aria-label="Navigation menu">
               <ul class="current">
@@ -92,7 +92,7 @@ <h1>References<a class="headerlink" href="#references" title="Permalink to this
   <hr/>
 
   <div role="contentinfo">
-    <p>&#169; Copyright 2021, Fortitudo Technologies.</p>
+    <p>&#169; Copyright 2021-2022, Fortitudo Technologies.</p>
   </div>
 
   Built with <a href="https://www.sphinx-doc.org/">Sphinx</a> using a

diff --git a/docs/build/html/search.html b/docs/build/html/search.html
@@ -31,7 +31,7 @@
             <a href="index.html" class="icon icon-home"> fortitudo.tech
           </a>
               <div class="version">
-                v0.3
+                v0.3.1
               </div>
         </div><div class="wy-menu wy-menu-vertical" data-spy="affix" role="navigation" aria-label="Navigation menu">
               <ul>
@@ -84,7 +84,7 @@
   <hr/>
 
   <div role="contentinfo">
-    <p>&#169; Copyright 2021, Fortitudo Technologies.</p>
+    <p>&#169; Copyright 2021-2022, Fortitudo Technologies.</p>
   </div>
 
   Built with <a href="https://www.sphinx-doc.org/">Sphinx</a> using a

diff --git a/docs/source/conf.py b/docs/source/conf.py
@@ -1,5 +1,5 @@
 # fortitudo.tech - Novel Investment Technologies.
-# Copyright (C) 2021 Fortitudo Technologies ApS.
+# Copyright (C) 2021-2022 Fortitudo Technologies.
 
 # This program is free software: you can redistribute it and/or modify
 # it under the terms of the GNU General Public License as published by
@@ -34,11 +34,11 @@
 # -- Project information -----------------------------------------------------
 
 project = 'fortitudo.tech'
-copyright = '2021, Fortitudo Technologies'
+copyright = '2021-2022, Fortitudo Technologies'
 author = 'Fortitudo Technologies'
 
 # The full version, including alpha/beta/rc tags
-version = 'v0.3'
+version = 'v0.3.1'
 
 
 # -- General configuration ---------------------------------------------------

diff --git a/examples/1. MeanCVaR_EntropyPooling.ipynb b/examples/1. MeanCVaR_EntropyPooling.ipynb
@@ -10,7 +10,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 7,
+   "execution_count": 1,
    "metadata": {},
    "outputs": [],
    "source": [
@@ -21,7 +21,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 8,
+   "execution_count": 2,
    "metadata": {},
    "outputs": [
     {
@@ -145,7 +145,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 9,
+   "execution_count": 3,
    "metadata": {},
    "outputs": [],
    "source": [
@@ -164,7 +164,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 10,
+   "execution_count": 4,
    "metadata": {},
    "outputs": [],
    "source": [
@@ -194,7 +194,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 11,
+   "execution_count": 5,
    "metadata": {},
    "outputs": [
     {
@@ -325,7 +325,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 12,
+   "execution_count": 6,
    "metadata": {},
    "outputs": [],
    "source": [
@@ -336,7 +336,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 13,
+   "execution_count": 7,
    "metadata": {},
    "outputs": [
     {
@@ -447,7 +447,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 14,
+   "execution_count": 8,
    "metadata": {},
    "outputs": [
     {
@@ -568,7 +568,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 15,
+   "execution_count": 9,
    "metadata": {},
    "outputs": [
     {
@@ -943,12 +943,12 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 16,
+   "execution_count": 10,
    "metadata": {},
    "outputs": [],
    "source": [
     "# fortitudo.tech - Novel Investment Technologies.\n",
-    "# Copyright (C) 2021 Fortitudo Technologies ApS.\n",
+    "# Copyright (C) 2021-2022 Fortitudo Technologies.\n",
     "\n",
     "# This program is free software: you can redistribute it and/or modify\n",
     "# it under the terms of the GNU General Public License as published by\n",

diff --git a/examples/2. EntropyPooling.ipynb b/examples/2. EntropyPooling.ipynb
@@ -781,7 +781,7 @@
    "outputs": [],
    "source": [
     "# fortitudo.tech - Novel Investment Technologies.\n",
-    "# Copyright (C) 2021 Fortitudo Technologies ApS.\n",
+    "# Copyright (C) 2021-2022 Fortitudo Technologies.\n",
     "\n",
     "# This program is free software: you can redistribute it and/or modify\n",
     "# it under the terms of the GNU General Public License as published by\n",

diff --git a/examples/3. MeanCVaR_MeanVariance.ipynb b/examples/3. MeanCVaR_MeanVariance.ipynb
@@ -635,7 +635,7 @@
    "outputs": [],
    "source": [
     "# fortitudo.tech - Novel Investment Technologies.\n",
-    "# Copyright (C) 2021 Fortitudo Technologies ApS.\n",
+    "# Copyright (C) 2021-2022 Fortitudo Technologies.\n",
     "\n",
     "# This program is free software: you can redistribute it and/or modify\n",
     "# it under the terms of the GNU General Public License as published by\n",

diff --git a/fortitudo/__init__.py b/fortitudo/__init__.py
@@ -1,5 +1,5 @@
 # fortitudo.tech - Novel Investment Technologies.
-# Copyright (C) 2021 Fortitudo Technologies ApS.
+# Copyright (C) 2021-2022 Fortitudo Technologies.
 
 # This program is free software: you can redistribute it and/or modify
 # it under the terms of the GNU General Public License as published by

diff --git a/fortitudo/tech/__init__.py b/fortitudo/tech/__init__.py
@@ -1,5 +1,5 @@
 # fortitudo.tech - Novel Investment Technologies.
-# Copyright (C) 2021 Fortitudo Technologies ApS.
+# Copyright (C) 2021-2022 Fortitudo Technologies.
 
 # This program is free software: you can redistribute it and/or modify
 # it under the terms of the GNU General Public License as published by

diff --git a/fortitudo/tech/data.py b/fortitudo/tech/data.py
@@ -1,5 +1,5 @@
 # fortitudo.tech - Novel Investment Technologies.
-# Copyright (C) 2021 Fortitudo Technologies ApS.
+# Copyright (C) 2021-2022 Fortitudo Technologies.
 
 # This program is free software: you can redistribute it and/or modify
 # it under the terms of the GNU General Public License as published by
@@ -31,7 +31,7 @@ def load_pnl() -> pd.DataFrame:
     return pd.read_csv(pnl_string)
 
 
-def load_parameters() -> Tuple[list, pd.DataFrame, pd.DataFrame]:
+def load_parameters() -> Tuple[list, np.ndarray, np.ndarray]:
     """Function for loading the P&L parameters from Vorobets (2021).
 
     Returns:

diff --git a/fortitudo/tech/entropy_pooling.py b/fortitudo/tech/entropy_pooling.py
@@ -1,5 +1,5 @@
 # fortitudo.tech - Novel Investment Technologies.
-# Copyright (C) 2021 Fortitudo Technologies ApS.
+# Copyright (C) 2021-2022 Fortitudo Technologies.
 
 # This program is free software: you can redistribute it and/or modify
 # it under the terms of the GNU General Public License as published by

diff --git a/fortitudo/tech/optimization.py b/fortitudo/tech/optimization.py
@@ -1,5 +1,5 @@
 # fortitudo.tech - Novel Investment Technologies.
-# Copyright (C) 2021 Fortitudo Technologies ApS.
+# Copyright (C) 2021-2022 Fortitudo Technologies.
 
 # This program is free software: you can redistribute it and/or modify
 # it under the terms of the GNU General Public License as published by