Fixed some testing

quatrope · May 30, 2024 · ec74acc · ec74acc
1 parent c7860b8
commit ec74acc
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diff --git a/.header-template b/.header-template
@@ -1,5 +1,5 @@
 # This file is part of the
 #   Garpar Project (https://github.com/quatrope/garpar).
-# Copyright (c) 2021, 2022, Nadia Luczywo, Juan Cabral and QuatroPe
+# Copyright (c) 2021, 2022, 2023, 2024, Diego Gimenez, Nadia Luczywo, Juan Cabral and QuatroPe
 # License: MIT
 #   Full Text: https://github.com/quatrope/garpar/blob/master/LICENSE
diff --git a/1 archivos sin guardar b/1 archivos sin guardar
diff --git a/MANIFEST.in b/MANIFEST.in
@@ -1,13 +1,14 @@
 include LICENSE
 include README.md
+include pyproject.toml
 
 recursive-include garpar *.csv
 
 exclude tox.ini
-exclude pyproject.toml
 exclude .header-template
+exclude requirements.txt
 
 recursive-exclude tests *
 recursive-exclude draft *
 recursive-exclude tools *
-
+recursive-exclude res   *
diff --git a/README.md b/README.md
@@ -6,3 +6,18 @@
 > _Generación y análisis de retornos de portafolios artificiales y reales_
 >
 > Generation and analysis of artificial and real portfolio returns
+
+-------------------------------------------
+## Pasos para correr el proyecto
+
+`git clone git@github.com:quatrope/garpar.git`
+
+Luego de clonar el repositorio:
+
+```
+pip install build
+
+python -m build 
+
+pip install dist/garpar-0.1-py3-none-any.whl
+```
diff --git a/Untitled-1.ipynb → draft/Untitled-1.ipynb b/Untitled-1.ipynb → draft/Untitled-1.ipynb
diff --git a/Untitled.ipynb → draft/Untitled.ipynb b/Untitled.ipynb → draft/Untitled.ipynb
diff --git a/Untitled1.ipynb → draft/Untitled1.ipynb b/Untitled1.ipynb → draft/Untitled1.ipynb
diff --git a/garpar/core/__init__.py b/garpar/core/__init__.py
@@ -1 +1,7 @@
-from .portfolio import Portfolio, GARPAR_METADATA_KEY
+# This file is part of the
+#   Garpar Project (https://github.com/quatrope/garpar).
+# Copyright (c) 2021, 2022, Nadia Luczywo, Juan Cabral and QuatroPe
+# License: MIT
+#   Full Text: https://github.com/quatrope/garpar/blob/master/LICENSE
+
+from .portfolio import GARPAR_METADATA_KEY, Portfolio
diff --git a/garpar/core/_mixins.py b/garpar/core/_mixins.py
@@ -1,3 +1,9 @@
+# This file is part of the
+#   Garpar Project (https://github.com/quatrope/garpar).
+# Copyright (c) 2021, 2022, Nadia Luczywo, Juan Cabral and QuatroPe
+# License: MIT
+#   Full Text: https://github.com/quatrope/garpar/blob/master/LICENSE
+
 import numpy as np
 
 import pandas as pd

diff --git a/garpar/core/covcorr_acc.py b/garpar/core/covcorr_acc.py
@@ -1,6 +1,10 @@
-import attr
+# This file is part of the
+#   Garpar Project (https://github.com/quatrope/garpar).
+# Copyright (c) 2021, 2022, Nadia Luczywo, Juan Cabral and QuatroPe
+# License: MIT
+#   Full Text: https://github.com/quatrope/garpar/blob/master/LICENSE
 
-import numpy as np
+import attr
 
 from pypfopt import risk_models
 

diff --git a/garpar/core/div_acc.py b/garpar/core/div_acc.py
@@ -1,8 +1,14 @@
+# This file is part of the
+#   Garpar Project (https://github.com/quatrope/garpar).
+# Copyright (c) 2021, 2022, Nadia Luczywo, Juan Cabral and QuatroPe
+# License: MIT
+#   Full Text: https://github.com/quatrope/garpar/blob/master/LICENSE
+
 import attr
 
 import numpy as np
 
-import scipy.stats
+# import scipy.stats
 
 from sklearn.decomposition import PCA
 

diff --git a/garpar/core/ereturns_acc.py b/garpar/core/ereturns_acc.py
@@ -1,6 +1,12 @@
+# This file is part of the
+#   Garpar Project (https://github.com/quatrope/garpar).
+# Copyright (c) 2021, 2022, Nadia Luczywo, Juan Cabral and QuatroPe
+# License: MIT
+#   Full Text: https://github.com/quatrope/garpar/blob/master/LICENSE
+
 import attr
 
-from pypfopt import expected_returns, objective_functions
+from pypfopt import expected_returns
 
 from ..utils import accabc
 

diff --git a/garpar/core/plot_acc.py b/garpar/core/plot_acc.py
@@ -39,7 +39,7 @@ def _ddf(self, returns):
     def _wdf(self):
         # proxy to access the dataframe with the weights
         return self._pf.weights.to_frame(), "Weights"
-    
+
     def _edf(self):
         return self._pf.entropy.to_frame(), "Entropy"
 

diff --git a/garpar/core/portfolio.py b/garpar/core/portfolio.py
@@ -17,14 +17,14 @@
 
 from . import (
     covcorr_acc,
+    div_acc,
     ereturns_acc,
     plot_acc,
     prices_acc,
     risk_acc,
     utilities_acc,
-    div_acc,
 )
-from ..utils import df_temporal_header, Bunch, entropy, scalers
+from ..utils import Bunch, df_temporal_header, entropy, scalers
 
 # =============================================================================
 # CONSTANTS

diff --git a/garpar/core/risk_acc.py b/garpar/core/risk_acc.py
@@ -1,13 +1,15 @@
+# This file is part of the
+#   Garpar Project (https://github.com/quatrope/garpar).
+# Copyright (c) 2021, 2022, Nadia Luczywo, Juan Cabral and QuatroPe
+# License: MIT
+#   Full Text: https://github.com/quatrope/garpar/blob/master/LICENSE
+
 import attr
 
 import numpy as np
 
-import pandas as pd
-
 from pypfopt import expected_returns, objective_functions
 
-import scipy.stats
-
 from . import _mixins
 from ..utils import accabc
 

diff --git a/garpar/core/utilities_acc.py b/garpar/core/utilities_acc.py
@@ -1,3 +1,9 @@
+# This file is part of the
+#   Garpar Project (https://github.com/quatrope/garpar).
+# Copyright (c) 2021, 2022, Nadia Luczywo, Juan Cabral and QuatroPe
+# License: MIT
+#   Full Text: https://github.com/quatrope/garpar/blob/master/LICENSE
+
 import attr
 
 from pypfopt import objective_functions

diff --git a/garpar/datasets/__init__.py b/garpar/datasets/__init__.py
@@ -9,15 +9,15 @@
 
 from .base import PortfolioMakerABC, RandomEntropyPortfolioMakerABC
 from .data import load_MERVAL
+from .multisector import MultiSector, make_multisector
 from .risso import (
     RissoLevyStable,
     RissoNormal,
     RissoUniform,
-    make_risso_uniform,
-    make_risso_normal,
     make_risso_levy_stable,
+    make_risso_normal,
+    make_risso_uniform,
 )
-from .multisector import MultiSector, make_multisector
 
 __all__ = [
     "PortfolioMakerABC",

diff --git a/garpar/datasets/data/__init__.py b/garpar/datasets/data/__init__.py
@@ -1,4 +1,9 @@
-import datetime as dt
+# This file is part of the
+#   Garpar Project (https://github.com/quatrope/garpar).
+# Copyright (c) 2021, 2022, Nadia Luczywo, Juan Cabral and QuatroPe
+# License: MIT
+#   Full Text: https://github.com/quatrope/garpar/blob/master/LICENSE
+
 import os
 import pathlib
 
@@ -10,7 +15,9 @@
 
 
 def load_MERVAL(imputation="ffill", first=None, last=None):
-    """Argentine stock market prices (MERVAL). Unlisted shares were eliminated."""
+    """
+    Argentine stock market prices (MERVAL). Unlisted shares were eliminated.
+    """
     df = pd.read_csv(DATA_PATH / "merval.csv", index_col="Days")
     df.index = pd.to_datetime(df.index)
     df.sort_index(inplace=True)

diff --git a/garpar/datasets/multisector.py b/garpar/datasets/multisector.py
@@ -1,11 +1,16 @@
+# This file is part of the
+#   Garpar Project (https://github.com/quatrope/garpar).
+# Copyright (c) 2021, 2022, Nadia Luczywo, Juan Cabral and QuatroPe
+# License: MIT
+#   Full Text: https://github.com/quatrope/garpar/blob/master/LICENSE
+
 import numpy as np
-import pandas as pd
 
+import pandas as pd
 
 from .base import PortfolioMakerABC
-
 from ..core.portfolio import Portfolio
-from ..utils import mabc, Bunch, unique_names
+from ..utils import Bunch, mabc, unique_names
 
 
 class MultiSector(PortfolioMakerABC):
@@ -14,7 +19,7 @@ class MultiSector(PortfolioMakerABC):
     @makers.validator
     def _makers_validator(self, attribute, value):
         if len(value) < 2:
-            raise ValueError(f"You must provide at least 2 makers")
+            raise ValueError("You must provide at least 2 makers")
         for maker_name, maker in value:
             if not isinstance(maker, PortfolioMakerABC):
                 cls_name = PortfolioMakerABC.__name__

diff --git a/garpar/datasets/risso.py b/garpar/datasets/risso.py
@@ -180,8 +180,8 @@ def get_value(self, sign, refresher, random):
 
 
 class RissoLevyStable(RissoABC):
-    alpha = mabc.hparam(default=1.6411, converter=float)
-    beta = mabc.hparam(default=-0.0126, converter=float)
+    alpha = mabc.hparam(default=1.6411, converter=float)  # shape
+    beta = mabc.hparam(default=-0.0126, converter=float)  # scale
     mu = mabc.hparam(default=0.0005, converter=float)  # loc
     sigma = mabc.hparam(default=0.005, converter=float)  # scale
 

diff --git a/garpar/io.py b/garpar/io.py
@@ -30,7 +30,7 @@
 import pandas as pd
 
 from . import __version__ as VERSION
-from .core import Portfolio, GARPAR_METADATA_KEY
+from .core import GARPAR_METADATA_KEY, Portfolio
 
 # =============================================================================
 # CONSTANTS

diff --git a/garpar/utils/entropy.py b/garpar/utils/entropy.py
@@ -1,3 +1,9 @@
+# This file is part of the
+#   Garpar Project (https://github.com/quatrope/garpar).
+# Copyright (c) 2021, 2022, Nadia Luczywo, Juan Cabral and QuatroPe
+# License: MIT
+#   Full Text: https://github.com/quatrope/garpar/blob/master/LICENSE
+
 from scipy import stats
 
 import warnings

diff --git a/garpar/utils/mabc.py b/garpar/utils/mabc.py
@@ -1,4 +1,8 @@
-"""MABC module."""
+# This file is part of the
+#   Garpar Project (https://github.com/quatrope/garpar).
+# Copyright (c) 2021, 2022, Nadia Luczywo, Juan Cabral and QuatroPe
+# License: MIT
+#   Full Text: https://github.com/quatrope/garpar/blob/master/LICENSE
 
 import attr
 

diff --git a/garpar/utils/scalers.py b/garpar/utils/scalers.py
@@ -1,3 +1,9 @@
+# This file is part of the
+#   Garpar Project (https://github.com/quatrope/garpar).
+# Copyright (c) 2021, 2022, Nadia Luczywo, Juan Cabral and QuatroPe
+# License: MIT
+#   Full Text: https://github.com/quatrope/garpar/blob/master/LICENSE
+
 import numpy as np
 
 

diff --git a/pyproject.toml b/pyproject.toml
@@ -1,3 +1,3 @@
 [tool.black]
-line-length = 79
-target-version = ['py39']
+line-length = 80
+target-version = ['py38', 'py39', 'py310', 'py311']
diff --git a/requirements.txt b/requirements.txt
diff --git a/requirements_dev.txt b/requirements_dev.txt
@@ -0,0 +1,57 @@
+attrs==23.2.0
+black==24.4.2
+build==1.2.1
+cachetools==5.3.3
+chardet==5.2.0
+clarabel==0.8.1
+click==8.1.7
+colorama==0.4.6
+contourpy==1.2.1
+custom-inherit==2.4.1
+cvxpy==1.5.1
+cycler==0.12.1
+Deprecated==1.2.14
+distlib==0.3.8
+ecos==2.0.13
+filelock==3.14.0
+fonttools==4.52.4
+garpar @ file:///home/divasco/Documents/Tesina/garpar/dist/garpar-0.1-py3-none-any.whl#sha256=9f23544e68e8833ad6f84cb5fa3eb1ea5d538ea1e11a496572bc426ec99d8438
+h5py==3.11.0
+importlib_metadata==7.1.0
+Jinja2==3.1.4
+joblib==1.4.2
+kiwisolver==1.4.5
+MarkupSafe==2.1.5
+matplotlib==3.8.4
+methodtools==0.4.7
+mypy-extensions==1.0.0
+numpy==1.26.4
+osqp==0.6.7
+packaging==24.0
+pandas==2.2.2
+pathspec==0.12.1
+pillow==10.3.0
+platformdirs==4.2.2
+pluggy==1.5.0
+PuLP==2.8.0
+pyparsing==3.1.2
+pyportfolioopt==1.5.5
+pyproject-api==1.6.1
+pyproject_hooks==1.1.0
+python-dateutil==2.9.0.post0
+pytz==2024.1
+qdldl==0.1.7.post2
+scikit-criteria==0.8.7
+scikit-learn==1.3.2
+scipy==1.13.1
+scs==3.2.4.post1
+seaborn==0.13.2
+setuptools==69.5.1
+six==1.16.0
+threadpoolctl==3.5.0
+tox==4.15.0
+tzdata==2024.1
+virtualenv==20.26.2
+wirerope==0.4.7
+wrapt==1.16.0
+zipp==3.19.0