Skfolio

Latest version: v0.2.1

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0.2.1

Chore

* chore(docs): Black & Litterman Factor model updated with deeply nested models ([`a5b038b`](https://github.com/skfolio/skfolio/commit/a5b038b58241740a658bf6c2213c5c5c5beca87c))

* chore(readme): BL views updated ([`b849570`](https://github.com/skfolio/skfolio/commit/b849570a84ad9b755289087dd6d4022a7e79661e))

* chore(doc): example link typo in user guide ([`d722814`](https://github.com/skfolio/skfolio/commit/d7228142fc993a3821c8db479519222570016f98))

Fix

* fix(test): nested Black & Litterman tests added ([`1188b2c`](https://github.com/skfolio/skfolio/commit/1188b2ca98b905931d7e70230afe9e5df6c64593))

* fix(prior): Factor model updated with y propagation ([`8cbc5cc`](https://github.com/skfolio/skfolio/commit/8cbc5ccee48e60750b8d529168e3cf5c46b40043))

* fix(prior): in BlackLitterman, y propagation was missing for embedded models ([`cc4adc1`](https://github.com/skfolio/skfolio/commit/cc4adc14a9a76ee1e449839ef490674c19ba34a6))

0.2.0

Chore

* chore(readme): Fix badge links and underscores in README.rst file [skip ci] ([`e4c4b65`](https://github.com/skfolio/skfolio/commit/e4c4b65470f38f416a496e6a445de3ee5da4e886))

* chore(readme): Fix badge links and underscores in README.rst file [skip ci] ([`1a17e2a`](https://github.com/skfolio/skfolio/commit/1a17e2a773ec2a9f9ff9ec1a4f6bf87012a3c710))

* chore(typing): replaced `any` by the `Any` type (47) ([`d82c144`](https://github.com/skfolio/skfolio/commit/d82c14490289335cb178d1bf6727d1441b18e136))

Feature

* feat(combinatorial): optimal_folds_number function for CombinatorialPurgedCV (53) ([`ae83967`](https://github.com/skfolio/skfolio/commit/ae83967580c2ba1b1e25ba767659a75c5a97971e))

Unknown

* v0.2.0 [skip ci]

Automatically generated by python-semantic-release ([`52c8a16`](https://github.com/skfolio/skfolio/commit/52c8a162ef3b44743f9d673ccf00c3c798b16d9f))

* [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`](https://github.com/skfolio/skfolio/commit/92666a80cba07e74d68358563a8c4ce4bc86bd38))

0.1.3

Chore

* chore(docs): contributing.md ruff cmd [skip ci] ([`4982e27`](https://github.com/skfolio/skfolio/commit/4982e274c9bce4813e3ef1e2f10dd6a299876324))

* 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`](https://github.com/skfolio/skfolio/commit/3ee55f4829c16402136844ecbe01ac26425ce3e5))

* chore(ruff): updated ruff&39;s pyproject conf ([`4e68a8b`](https://github.com/skfolio/skfolio/commit/4e68a8b21f631dd392a0231a2343ebbac0dc03ea))

* chore(docs): Bibtex entry corrected [skip ci] ([`1b0c881`](https://github.com/skfolio/skfolio/commit/1b0c8811fe1d7f2dc6aef31bf82e9694a59617b5))

Fix

* fix(ruff): file reformatting to pass ruff format ([`f7a34b5`](https://github.com/skfolio/skfolio/commit/f7a34b536fe2769f7281cd0c14d7899d45972b92))

* fix(datasets): move datasets to another repo (skfolio-datasets) ([`4b31e7d`](https://github.com/skfolio/skfolio/commit/4b31e7d5186052f63ab3f8df3bfcfdecde85edc6))

Unknown

* v0.1.3 [skip ci]

Automatically generated by python-semantic-release ([`5e2d895`](https://github.com/skfolio/skfolio/commit/5e2d89554088af47d2db89ffacfb99621c95525e))

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

[ENH] Move datasets to another repo (skfolio-datasets) ([`c10158b`](https://github.com/skfolio/skfolio/commit/c10158bc4d28b80773641b34a7aa960172585fa9))

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

[MNT] Updated ruff&39;s pyproject section. ([`db3c56d`](https://github.com/skfolio/skfolio/commit/db3c56df5acd1852581b6ae7349b5c806ca9838c))

0.1.2

Chore

* chore(docs): removed all-contributors [skip ci] ([`3b4dcf1`](https://github.com/skfolio/skfolio/commit/3b4dcf10f54b0d6df49b85d5b3931457a724a395))

* chore(docs): typo in example [skip ci] ([`6e7cb36`](https://github.com/skfolio/skfolio/commit/6e7cb3613323eefef68865c62db3e5d19c70fc4e))

* chore(docs): CONTRIBUTING.md improved [skip ci] ([`8955fed`](https://github.com/skfolio/skfolio/commit/8955fedc2a293066922c5e40029080a59d852e81))

* chore(docs): pip install in contributing.md [skip ci] ([`51a91b6`](https://github.com/skfolio/skfolio/commit/51a91b6a70bf28f4207e0333e44ad48f36a822a0))

Fix

* fix(portfolio): add effective number of assets ([`f4dbc5f`](https://github.com/skfolio/skfolio/commit/f4dbc5f6c904a14d6244a7c389cadfc28ba344ea))

Unknown

* v0.1.2 [skip ci]

Automatically generated by python-semantic-release ([`7ae2b4c`](https://github.com/skfolio/skfolio/commit/7ae2b4c81e44ec006bd99bf8f68b31b98a31a1d2))

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

[ENH] Add effective number of assets ([`22f7b69`](https://github.com/skfolio/skfolio/commit/22f7b6933dd6014fee725769d202c68018505c9c))

0.1.1

Fix

* fix(optimization): left_inequality and right_inequality converted to numpy array ([`18073ad`](https://github.com/skfolio/skfolio/commit/18073adeba18a455a4cdd163c84e9833432dc890))

Unknown

* v0.1.1 [skip ci]

Automatically generated by python-semantic-release ([`1b312ac`](https://github.com/skfolio/skfolio/commit/1b312ac8180434a2df1d1e415b7f1be75ce43b02))

0.1.0

Chore

* chore(docs): readme badge and logo improved [skip ci] ([`9c5238d`](https://github.com/skfolio/skfolio/commit/9c5238da0d0895be979a746ec3ea571e84cda0dd))

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.hugogmail.com>

---------

Co-authored-by: carlo <c.nicoliniipazia.com>
Co-authored-by: Hugo Delatte <delatte.hugogmail.com> ([`62692ef`](https://github.com/skfolio/skfolio/commit/62692ef757d90f52b984e859ec69a38c0151d9d7))

Fix

* fix(portfolio): len method removed and number of assets fixed ([`16205d5`](https://github.com/skfolio/skfolio/commit/16205d5f96eeff841a517c0f1716ae1603090f5f))

Unknown

* v0.1.0 [skip ci]

Automatically generated by python-semantic-release ([`d0c3eb1`](https://github.com/skfolio/skfolio/commit/d0c3eb183811565c74392a876400a0f68acb6575))

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

[BUG] Number of Assets and Portfolio len ([`1c8b357`](https://github.com/skfolio/skfolio/commit/1c8b357324407e63b4ce18b73d7aa9572cfc8f41))

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