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Adding support for python 3.12 #203

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merged 12 commits into from
Feb 3, 2025
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@myrmarachne myrmarachne commented Feb 3, 2025

  • Old deprecated Multifactor Portfolio has been removed
  • New Multifactor Portfolio has been renamed to MultiFactorPortfolio (backwards incompatible change)
  • Moved extra dependencies out of requirements.txt
  • Added python 3.12 support
  • Updated supported dependencies versions

@myrmarachne myrmarachne marked this pull request as draft February 3, 2025 12:21
@myrmarachne myrmarachne marked this pull request as ready for review February 3, 2025 12:21
@myrmarachne myrmarachne force-pushed the multifactor_portfolio_cleanup branch from 1f354cb to 42ac0ad Compare February 3, 2025 15:27
@myrmarachne myrmarachne changed the title Removed the old Multifactor Portfolio Adding support for python 3.12 Feb 3, 2025
@marekbais marekbais merged commit 340f763 into master Feb 3, 2025
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codecov bot commented Feb 3, 2025

Codecov Report

Attention: Patch coverage is 63.82979% with 17 lines in your changes missing coverage. Please review.

Project coverage is 77.24%. Comparing base (e6bb832) to head (a641a91).
Report is 1 commits behind head on master.

Files with missing lines Patch % Lines
qf_lib/common/enums/frequency.py 55.55% 4 Missing ⚠️
...mmon/utils/factorization/data_models/data_model.py 66.66% 4 Missing ⚠️
...ptimizers/helpers/quadratic_constraints_helpers.py 50.00% 3 Missing ⚠️
...lio_construction/optimizers/quadratic_optimizer.py 57.14% 3 Missing ⚠️
.../portfolio_models/max_diversification_portfolio.py 57.14% 3 Missing ⚠️
Additional details and impacted files

Impacted file tree graph

@@            Coverage Diff             @@
##           master     #203      +/-   ##
==========================================
+ Coverage   76.88%   77.24%   +0.35%     
==========================================
  Files         229      228       -1     
  Lines        9194     9119      -75     
==========================================
- Hits         7069     7044      -25     
+ Misses       2125     2075      -50     
Files with missing lines Coverage Δ
qf_lib/common/utils/returns/beta_and_alpha.py 100.00% <100.00%> (ø)
...ptimizers/helpers/quadratic_constraints_helpers.py 88.88% <50.00%> (-11.12%) ⬇️
...lio_construction/optimizers/quadratic_optimizer.py 86.20% <57.14%> (-9.63%) ⬇️
.../portfolio_models/max_diversification_portfolio.py 75.64% <57.14%> (-2.74%) ⬇️
qf_lib/common/enums/frequency.py 78.89% <55.55%> (-2.48%) ⬇️
...mmon/utils/factorization/data_models/data_model.py 94.28% <66.66%> (-2.13%) ⬇️

... and 2 files with indirect coverage changes


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@myrmarachne myrmarachne deleted the multifactor_portfolio_cleanup branch February 5, 2025 09:02
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3 participants