GitHub / tschm / pyhrp
Run hierarchical risk parity algorithms
JSON API: http://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/tschm%2Fpyhrp
PURL: pkg:github/tschm/pyhrp
Stars: 48
Forks: 23
Open issues: 6
License: other
Language: Python
Size: 2.85 MB
Dependencies parsed at: Pending
Created at: over 5 years ago
Updated at: 4 days ago
Pushed at: 4 days ago
Last synced at: 4 days ago
Topics: asset-management, hierarchy
v1.4.0
v1.4.0
What’s Changed
- chore(deps): update tschm/cradle action to v0.1.73 by @renovate[bot] in https://github.com/tschm/pyhrp/pull/377
- chore(deps): update pre-commit hook crate-ci/typos to v1.34.0 by @renovate[bot] in https://github.com/tschm/pyhrp/pull/379
- chore(deps): update tschm/minibook action to v0.0.16 by @renovate[bot] in https://github.com/tschm/pyhrp/pull/378
- chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.12.2 by @renovate[bot] in https://github.com/tschm/pyhrp/pull/380
- chore(deps): update tschm/cradle action to v0.1.75 by @renovate[bot] in https://github.com/tschm/pyhrp/pull/381
- chore(deps): lock file maintenance by @renovate[bot] in https://github.com/tschm/pyhrp/pull/382
- chore(deps): update pre-commit hook python-jsonschema/check-jsonschema to v0.33.2 by @renovate[bot] in https://github.com/tschm/pyhrp/pull/384
- chore(deps): update jebel-quant/marimushka action to v0.1.4 - autoclosed by @renovate[bot] in https://github.com/tschm/pyhrp/pull/383
- chore(deps): lock file maintenance by @renovate[bot] in https://github.com/tschm/pyhrp/pull/386
- chore(deps): update tschm/cradle action to v0.2.1 by @renovate[bot] in https://github.com/tschm/pyhrp/pull/385
- chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.12.3 by @renovate[bot] in https://github.com/tschm/pyhrp/pull/387
- chore(deps): update tschm/cradle action to v0.3.01 by @renovate[bot] in https://github.com/tschm/pyhrp/pull/388
- chore(deps): lock file maintenance by @renovate[bot] in https://github.com/tschm/pyhrp/pull/389
- chore: sync config files from .config-templates by @tschm in https://github.com/tschm/pyhrp/pull/390
- chore(deps): update peter-evans/create-pull-request action to v7 by @renovate[bot] in https://github.com/tschm/pyhrp/pull/392
- chore: sync config files from .config-templates by @tschm in https://github.com/tschm/pyhrp/pull/393
- chore(deps): lock file maintenance by @renovate[bot] in https://github.com/tschm/pyhrp/pull/394
- chore: sync config files from .config-templates by @tschm in https://github.com/tschm/pyhrp/pull/395
- chore(deps): update tschm/.config-templates action to v0.1.6 by @renovate[bot] in https://github.com/tschm/pyhrp/pull/396
- chore: sync config files from .config-templates by @tschm in https://github.com/tschm/pyhrp/pull/397
- chore: sync config files from .config-templates by @tschm in https://github.com/tschm/pyhrp/pull/398
- chore(deps): lock file maintenance by @renovate[bot] in https://github.com/tschm/pyhrp/pull/399
- chore(deps): lock file maintenance by @renovate[bot] in https://github.com/tschm/pyhrp/pull/400
- chore(deps): lock file maintenance by @renovate[bot] in https://github.com/tschm/pyhrp/pull/401
- chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.12.7 by @renovate[bot] in https://github.com/tschm/pyhrp/pull/402
- chore(deps): update tschm/.config-templates action to v0.1.8 by @renovate[bot] in https://github.com/tschm/pyhrp/pull/403
- chore(deps): update pre-commit hook crate-ci/typos to v1.35.1 by @renovate[bot] in https://github.com/tschm/pyhrp/pull/404
- chore(deps): update tschm/.config-templates action to v0.2.0 by @renovate[bot] in https://github.com/tschm/pyhrp/pull/405
- chore(deps): update actions/download-artifact action to v5 by @renovate[bot] in https://github.com/tschm/pyhrp/pull/406
- chore(deps): lock file maintenance by @renovate[bot] in https://github.com/tschm/pyhrp/pull/407
- chore: sync config files from .config-templates by @tschm in https://github.com/tschm/pyhrp/pull/408
- chore: sync config files from .config-templates by @tschm in https://github.com/tschm/pyhrp/pull/409
- chore: sync config files from .config-templates by @tschm in https://github.com/tschm/pyhrp/pull/413
Full Changelog: https://github.com/tschm/pyhrp/compare/v1.3.9...v1.4.0
Download
v1.3.9
v1.3.9
What’s Changed
- chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.12.1 by @renovate in https://github.com/tschm/pyhrp/pull/373
- Treelib by @tschm in https://github.com/tschm/pyhrp/pull/375
- chore(deps): update jebel-quant/marimushka action to v0.1.2 by @renovate in https://github.com/tschm/pyhrp/pull/376
Full Changelog: https://github.com/tschm/pyhrp/compare/v1.3.8...v1.3.9
Download
v1.3.8
v1.3.8
What’s Changed
- Update Makefile by @tschm in https://github.com/tschm/pyhrp/pull/362
- 363 move marimo by @tschm in https://github.com/tschm/pyhrp/pull/364
- 363 move marimo by @tschm in https://github.com/tschm/pyhrp/pull/365
- chore(deps): lock file maintenance by @renovate in https://github.com/tschm/pyhrp/pull/366
- chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.12.0 by @renovate in https://github.com/tschm/pyhrp/pull/367
- chore(deps): lock file maintenance by @renovate in https://github.com/tschm/pyhrp/pull/368
- chore(deps): lock file maintenance by @renovate in https://github.com/tschm/pyhrp/pull/369
- chore(deps): update pre-commit hook python-jsonschema/check-jsonschema to v0.33.1 by @renovate in https://github.com/tschm/pyhrp/pull/370
Full Changelog: https://github.com/tschm/pyhrp/compare/v1.3.7...v1.3.8
Download
v1.3.7
v1.3.7
What’s Changed
- chore(deps): update tschm/cradle action to v0.1.64 by @renovate in https://github.com/tschm/pyhrp/pull/334
- chore(deps): lock file maintenance by @renovate in https://github.com/tschm/pyhrp/pull/335
- chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.11.10 by @renovate in https://github.com/tschm/pyhrp/pull/336
- chore(deps): update pre-commit hook igorshubovych/markdownlint-cli to v0.45.0 by @renovate in https://github.com/tschm/pyhrp/pull/337
- chore(deps): lock file maintenance by @renovate in https://github.com/tschm/pyhrp/pull/338
- chore(deps): update tschm/cradle action to v0.1.68 by @renovate in https://github.com/tschm/pyhrp/pull/339
- chore(deps): lock file maintenance by @renovate in https://github.com/tschm/pyhrp/pull/340
- chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.11.11 by @renovate in https://github.com/tschm/pyhrp/pull/341
- chore(deps): update pre-commit hook asottile/pyupgrade to v3.20.0 by @renovate in https://github.com/tschm/pyhrp/pull/342
- Update README.md by @tschm in https://github.com/tschm/pyhrp/pull/343
- chore(deps): update tschm/cradle action to v0.1.69 by @renovate in https://github.com/tschm/pyhrp/pull/344
- chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.11.12 by @renovate in https://github.com/tschm/pyhrp/pull/346
- Update init.py by @tschm in https://github.com/tschm/pyhrp/pull/345
- Update pyproject.toml by @tschm in https://github.com/tschm/pyhrp/pull/347
- Update book.yml by @tschm in https://github.com/tschm/pyhrp/pull/348
- chore(deps): update pre-commit hook crate-ci/typos to v1.33.1 by @renovate in https://github.com/tschm/pyhrp/pull/349
- chore(deps): update tschm/cradle action to v0.1.71 by @renovate in https://github.com/tschm/pyhrp/pull/350
- chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.11.13 by @renovate in https://github.com/tschm/pyhrp/pull/351
- chore(deps): lock file maintenance by @renovate in https://github.com/tschm/pyhrp/pull/352
- chore(deps): lock file maintenance by @renovate in https://github.com/tschm/pyhrp/pull/353
- Update book.yml by @tschm in https://github.com/tschm/pyhrp/pull/354
- Potential fix for code scanning alert no. 10: Workflow does not contain permissions by @tschm in https://github.com/tschm/pyhrp/pull/355
- Potential fix for code scanning alert no. 12: Workflow does not contain permissions by @tschm in https://github.com/tschm/pyhrp/pull/356
- chore(deps): update tschm/cradle action to v0.1.72 by @renovate in https://github.com/tschm/pyhrp/pull/358
- remove devcontainer by @tschm in https://github.com/tschm/pyhrp/pull/360
Full Changelog: https://github.com/tschm/pyhrp/compare/v1.3.6...v1.3.7
Download
v1.3.6
v1.3.6
What’s Changed
- Lock file maintenance by @renovate in https://github.com/tschm/pyhrp/pull/298
- Update pyproject.toml by @tschm in https://github.com/tschm/pyhrp/pull/299
- Update tschm/cradle action to v0.1.58 by @renovate in https://github.com/tschm/pyhrp/pull/300
- Update pre-commit hooks by @renovate in https://github.com/tschm/pyhrp/pull/302
- Update tschm/cradle action to v0.1.59 by @renovate in https://github.com/tschm/pyhrp/pull/301
- Update renovate.json by @tschm in https://github.com/tschm/pyhrp/pull/303
- Lock file maintenance by @renovate in https://github.com/tschm/pyhrp/pull/304
- chore(deps): lock file maintenance by @renovate in https://github.com/tschm/pyhrp/pull/305
- chore(deps): update pre-commit hook crate-ci/typos to v1.31.1 by @renovate in https://github.com/tschm/pyhrp/pull/306
- chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.11.3 by @renovate in https://github.com/tschm/pyhrp/pull/307
- chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.11.4 by @renovate in https://github.com/tschm/pyhrp/pull/308
- chore(deps): lock file maintenance by @renovate in https://github.com/tschm/pyhrp/pull/309
- chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.11.5 by @renovate in https://github.com/tschm/pyhrp/pull/310
- chore(deps): lock file maintenance by @renovate in https://github.com/tschm/pyhrp/pull/311
- chore(config): migrate renovate config by @renovate in https://github.com/tschm/pyhrp/pull/312
- chore(deps): lock file maintenance by @renovate in https://github.com/tschm/pyhrp/pull/314
- chore(deps): update tschm/cradle action to v0.1.60 by @renovate in https://github.com/tschm/pyhrp/pull/315
- chore(deps): update pre-commit hook python-jsonschema/check-jsonschema to v0.33.0 by @renovate in https://github.com/tschm/pyhrp/pull/316
- chore(deps): lock file maintenance by @renovate in https://github.com/tschm/pyhrp/pull/317
- ci/cd by @tschm in https://github.com/tschm/pyhrp/pull/318
- chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.11.6 by @renovate in https://github.com/tschm/pyhrp/pull/320
- chore(deps): lock file maintenance by @renovate in https://github.com/tschm/pyhrp/pull/321
- chore(deps): lock file maintenance by @renovate in https://github.com/tschm/pyhrp/pull/322
- chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.11.7 by @renovate in https://github.com/tschm/pyhrp/pull/323
- chore(deps): update pre-commit hook crate-ci/typos to v1.31.2 by @renovate in https://github.com/tschm/pyhrp/pull/324
- chore(deps): update tschm/cradle action to v0.1.63 by @renovate in https://github.com/tschm/pyhrp/pull/325
- chore(deps): lock file maintenance by @renovate in https://github.com/tschm/pyhrp/pull/326
- chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.11.8 by @renovate in https://github.com/tschm/pyhrp/pull/327
- chore(deps): update pre-commit hook crate-ci/typos to v1.32.0 by @renovate in https://github.com/tschm/pyhrp/pull/328
- chore(deps): lock file maintenance by @renovate in https://github.com/tschm/pyhrp/pull/329
- chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.11.9 by @renovate in https://github.com/tschm/pyhrp/pull/330
- workflows by @tschm in https://github.com/tschm/pyhrp/pull/332
- fix(deps): update dependency scipy to v1.15.3 by @renovate in https://github.com/tschm/pyhrp/pull/331
- Testing by @tschm in https://github.com/tschm/pyhrp/pull/333
Full Changelog: https://github.com/tschm/pyhrp/compare/v1.3.5...v1.3.6
Download
v1.3.5
v1.3.5
What’s Changed
- Lock file maintenance by @renovate in https://github.com/tschm/pyhrp/pull/282
- Lock file maintenance by @renovate in https://github.com/tschm/pyhrp/pull/283
- Update pre-commit hooks by @renovate in https://github.com/tschm/pyhrp/pull/284
- Lock file maintenance by @renovate in https://github.com/tschm/pyhrp/pull/285
- Update cvxgrp/.github action to v2.2.6 by @renovate in https://github.com/tschm/pyhrp/pull/286
- Update cvxgrp/.github action to v2.2.7 by @renovate in https://github.com/tschm/pyhrp/pull/287
- Lock file maintenance by @renovate in https://github.com/tschm/pyhrp/pull/288
- Lock file maintenance by @renovate in https://github.com/tschm/pyhrp/pull/289
- Update cvxgrp/.github action to v2.2.8 by @renovate in https://github.com/tschm/pyhrp/pull/290
- Lock file maintenance by @renovate in https://github.com/tschm/pyhrp/pull/291
- Lock file maintenance by @renovate in https://github.com/tschm/pyhrp/pull/292
- Lock file maintenance by @renovate in https://github.com/tschm/pyhrp/pull/293
- Update tschm/cradle action to v0.1.56 by @renovate in https://github.com/tschm/pyhrp/pull/294
- Update tschm/cradle action to v0.1.57 by @renovate in https://github.com/tschm/pyhrp/pull/295
- Update tschm/cradle action to v0.1.57 by @renovate in https://github.com/tschm/pyhrp/pull/296
- Update tschm/cradle action to v0.1.57 by @renovate in https://github.com/tschm/pyhrp/pull/297
Full Changelog: https://github.com/tschm/pyhrp/compare/v1.3.4...v1.3.5
Download
v1.3.4
v1.3.4
What’s Changed
- Lock file maintenance by @renovate in https://github.com/tschm/pyhrp/pull/280
- Update pre-commit hooks by @renovate in https://github.com/tschm/pyhrp/pull/281
- Update dependency scipy to v1.15.2 by @renovate in https://github.com/tschm/pyhrp/pull/279
Full Changelog: https://github.com/tschm/pyhrp/compare/v1.3.3...v1.3.4
Download
v1.3.3
v1.3.3
What’s Changed
- Update cvxgrp/.github action to v2.2.4 by @renovate in https://github.com/tschm/pyhrp/pull/276
- Update cvxgrp/.github action to v2.2.5 by @renovate in https://github.com/tschm/pyhrp/pull/278
- Lock file maintenance by @renovate in https://github.com/tschm/pyhrp/pull/277
Full Changelog: https://github.com/tschm/pyhrp/compare/v1.3.2...v1.3.3
Download
Download
v1.3.1
v1.3.1
What’s Changed
- 270 fix comments in 1n notebook by @tschm in https://github.com/tschm/pyhrp/pull/271
- testing notebooks by @tschm in https://github.com/tschm/pyhrp/pull/272
- improve README by @tschm in https://github.com/tschm/pyhrp/pull/273
Full Changelog: https://github.com/tschm/pyhrp/compare/v1.2.41...v1.3.1
Download