Skfolio

Latest version: v0.8.1

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0.5.0

Feature

* feat(pre-selection): Handle Incomplete Datasets, Inception, Expiry, Default, Delistings (94)

* SelectComplete and SelectNonExpiring transformers added
* Incomplete Dataset example added ([`2bebfd2`](https://github.com/skfolio/skfolio/commit/2bebfd2d65d13501ae01741b47f3aaa322e12981))

Unknown

* v0.5.0 [skip ci]

Automatically generated by python-semantic-release ([`9b78127`](https://github.com/skfolio/skfolio/commit/9b781279c75809b28b45b2d5995e7eeebf572bac))

0.4.3

Chore

* chore(readme): typo [skip ci] ([`d53a15b`](https://github.com/skfolio/skfolio/commit/d53a15bfbcd9da7f435a96876a259a2cd812315f))

Fix

* fix(herc): HERC weight constraint bug fixed using minimum relative weight deviation ([`5d24fc3`](https://github.com/skfolio/skfolio/commit/5d24fc386dca61df39f98487c51dc914ee933a1c))

Unknown

* v0.4.3 [skip ci]

Automatically generated by python-semantic-release ([`777bf6c`](https://github.com/skfolio/skfolio/commit/777bf6c2fb4e360fdeb1131aa0eed0218b3b3dca))

0.4.2

Fix

* fix(optimization): `linear_constraints` now supports equality strings ([`7a738f3`](https://github.com/skfolio/skfolio/commit/7a738f32eb8282b53f408cee59438ececed362ea))

Unknown

* v0.4.2 [skip ci]

Automatically generated by python-semantic-release ([`0cbbdcf`](https://github.com/skfolio/skfolio/commit/0cbbdcf3c42488d66eaa0be91009fb311e94f9fa))

0.4.1

Chore

* chore(examples): Example for custom pre-selection with Volumes ([`3448281`](https://github.com/skfolio/skfolio/commit/34482817e591b4aa9406dde6510c3188b72c899c))

Fix

* fix(pyproject): removing &34;numpy<2.0.0&34; following last cvxpy release ([`ba08925`](https://github.com/skfolio/skfolio/commit/ba089257801b4a3508b4fc52ab7163f700d9e8d6))

* fix(combinatorial): added default type for compatibility with numpy 2.0.0 ([`ae45598`](https://github.com/skfolio/skfolio/commit/ae455985f95130a152890f5601a68257852c6ca8))

Unknown

* v0.4.1 [skip ci]

Automatically generated by python-semantic-release ([`0132dcb`](https://github.com/skfolio/skfolio/commit/0132dcbc83c17c6e12c35aa431d7ee455d56199d))

0.4.0

Breaking

* feat(portfolio): `contribution` and `plot_contribution` implemented for MultiPeriodPortfolio

BREAKING CHANGE: `contribution` now returns a DataFrame as default. To return a numpy array, use `to_df=False` ([`0996fac`](https://github.com/skfolio/skfolio/commit/0996face5d75674ea2aed3fb5c274740b91b800e))

* fix(population): names and tags arguments

BREAKING CHANGE: names and tags arguments removed from all methods except for `filter`. Use chaining instead: `population.filter(names=&34;xxx&34;, tags=&34;yyy&34;).plot_composition()`. ([`a020c28`](https://github.com/skfolio/skfolio/commit/a020c281745570ee814093108f37b5c790932d8c))

Chore

* chore(docstring): WalkForward example ([`0745b6a`](https://github.com/skfolio/skfolio/commit/0745b6aef6fd220281a1d17e2d4515740ad3fe1d))

Feature

* feat(walk-forward): possibility to split based on datetime periods and pandas offsets ([`f782275`](https://github.com/skfolio/skfolio/commit/f782275a9179d9c16e607033efe45090c37cbe07))

* feat(walk-forward): possibility to split based on datetime periods and offsets ([`af386be`](https://github.com/skfolio/skfolio/commit/af386be84c9bc510d0ea2d9dc6d4cb9196cef5a4))

* feat(portfolio): `weights_per_observation` added ([`d0d3b33`](https://github.com/skfolio/skfolio/commit/d0d3b33f5ca3e27e45ac525c788ead119c83e92c))

* feat(population): `contribution` and `plot_contribution` added ([`128f619`](https://github.com/skfolio/skfolio/commit/128f619960494f827fb2205e1a9d5cca383092d8))

* feat(population): rolling_measure and plot_rolling_measure added at the Population level ([`c75d34d`](https://github.com/skfolio/skfolio/commit/c75d34db68a2f3e849b0d9d2a3e97c40025cde98))

Fix

* fix(test): portfolio contribution ([`56947eb`](https://github.com/skfolio/skfolio/commit/56947ebcbe06c2a3fc2ad0f03ef2382196945681))

* fix(portfolio): `plot_contribution` changed to stacked bars

For better readability and homogeneity with `plot_composition` ([`cd6e7c0`](https://github.com/skfolio/skfolio/commit/cd6e7c0fddf5df807b80a271a4bdb992fa97563b))

* fix(workflow): python-semantic-release version updated ([`f397565`](https://github.com/skfolio/skfolio/commit/f397565e56295438828872ab58943ab56ee11269))

* fix(pyproject): keeping major to 0.x.x after a breaking change ([`9b29180`](https://github.com/skfolio/skfolio/commit/9b291803c136331ce90e03aafac30781f850880a))

* fix(docs): typo in measure docstring [skip ci] ([`17fd458`](https://github.com/skfolio/skfolio/commit/17fd458314fd72111dfe3d20d4d0344c0dcc9f54))

* fix(docs): typo in datasets docstring [skip ci] ([`c796630`](https://github.com/skfolio/skfolio/commit/c79663009291fb58bfd3101c8f2952608ad1ffb5))

Unknown

* v0.4.0 [skip ci]

Automatically generated by python-semantic-release ([`73c08ed`](https://github.com/skfolio/skfolio/commit/73c08eddd016b9419090ba7d84a5ed79370cb3fd))

* Merge pull request 79 from skfolio/development

[ENH] WalkForward on specific dates - Rolling Measures - code enhancement ([`6b098fd`](https://github.com/skfolio/skfolio/commit/6b098fd2cd26a455e5bbefbf8a35e2448e59c03d))

0.3.1

Fix

* fix(covariance): ImpliedCovariance param renamed to prior_covariance_estimator ([`1677bb4`](https://github.com/skfolio/skfolio/commit/1677bb41b135c6a0143e670ea5ba65ef04c76db1))

Unknown

* v0.3.1 [skip ci]

Automatically generated by python-semantic-release ([`2969899`](https://github.com/skfolio/skfolio/commit/29698994ee8aadbf7df3f42f49424cfb238ecb10))

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