Releases: cvxgrp/cvxrisk
Releases · cvxgrp/cvxrisk
v1.2.0
What's Changed
Update for Python 3.13. Remove support for 3.9
- Bump cvxpy-base from 1.5.3 to 1.6.0 by @dependabot in #136
- Bump cvxsimulator from 1.0.1 to 1.1.1 by @dependabot in #135
- Update ci.yml by @tschm in #137
Full Changelog: v1.1.1...v1.2.0
Contributors
tschm and dependabot
Assets 2
v1.1.1
What's Changed
- Bump pytest-cov from 5.0.0 to 6.0.0 by @dependabot in #134
Fix a warning
Full Changelog: v1.1.0...v1.1.1
Contributors
dependabot
Assets 2
Cleaning dependencies
What's Changed
- Bump cvxsimulator from 0.9.19 to 1.0.0 by @dependabot in #132
- Bump pre-commit from 4.0.0 to 4.0.1 by @dependabot in #131
- Update pre-commit.yml by @tschm in #133
Include deptry and made dependency on numpy and scipy explicit.
Removed dependency on clarabel
Full Changelog: v1.0.0...v1.1.0
Contributors
tschm and dependabot
Assets 2
Official release
What's Changed
- Update Makefile by @tschm in #44
- Update Makefile by @tschm in #45
- Bump cvxsimulator from 0.7.3 to 0.7.5 by @dependabot in #46
- Bump pytest from 7.4.0 to 7.4.1 by @dependabot in #47
- Bump pytest from 7.4.1 to 7.4.2 by @dependabot in #48
- Bump loguru from 0.7.1 to 0.7.2 by @dependabot in #50
- Bump plotly from 5.16.1 to 5.17.0 by @dependabot in #49
- Bump pandas from 2.1.0 to 2.1.1 by @dependabot in #53
- Bump scikit-learn from 1.3.0 to 1.3.1 by @dependabot in #52
- Bump cvxcovariance from 0.1.1 to 0.1.2 by @dependabot in #51
- Bump urllib3 from 2.0.4 to 2.0.6 by @dependabot in #54
- Bump pillow from 10.0.0 to 10.0.1 by @dependabot in #56
- Bump cvxpy from 1.3.2 to 1.4.1 by @dependabot in #57
- Bump urllib3 from 2.0.6 to 2.0.7 by @dependabot in #58
- Bump plotly from 5.17.0 to 5.18.0 by @dependabot in #60
- Bump pandas from 2.1.1 to 2.1.2 by @dependabot in #61
- Bump pytest from 7.4.2 to 7.4.3 by @dependabot in #62
- Bump scikit-learn from 1.3.1 to 1.3.2 by @dependabot in #59
- Bump pandas from 2.1.2 to 2.1.3 by @dependabot in #63
- Bump cvxsimulator from 0.7.6 to 0.7.8 by @dependabot in #64
- Bump cvxsimulator from 0.7.8 to 0.8.11 by @dependabot in #66
- Bump pandas from 2.1.3 to 2.1.4 by @dependabot in #67
- Bump cvxsimulator from 0.8.11 to 0.8.17 by @dependabot in #69
- Bump cvxsimulator from 0.8.17 to 0.9.1 by @dependabot in #70
- Bump pytest from 7.4.3 to 7.4.4 by @dependabot in #71
- updates by @tschm in #73
- Bump cvxsimulator from 0.5.0 to 0.9.3 by @dependabot in #75
- Bump cvxsimulator from 0.9.3 to 0.9.10 by @dependabot in #76
- Bump cvxpy from 1.4.1 to 1.4.2 by @dependabot in #79
- Bump pandas from 2.1.4 to 2.2.0 by @dependabot in #80
- Bump scikit-learn from 1.3.2 to 1.4.0 by @dependabot in #77
- Bump cvxsimulator from 0.9.10 to 0.9.11 by @dependabot in #78
- Bump pytest from 7.4.4 to 8.0.0 by @dependabot in #82
- Bump cvxsimulator from 0.9.11 to 0.9.13 by @dependabot in #81
- Bump pre-commit from 3.6.0 to 3.6.1 by @dependabot in #83
- Bump pre-commit/action from 3.0.0 to 3.0.1 by @dependabot in #84
- Bump pre-commit from 3.6.1 to 3.6.2 by @dependabot in #86
- Bump pytest from 8.0.0 to 8.0.1 by @dependabot in #87
- Bump plotly from 5.18.0 to 5.19.0 by @dependabot in #88
- Bump cvxsimulator from 0.9.13 to 0.9.14 by @dependabot in #89
- Bump scikit-learn from 1.4.0 to 1.4.1.post1 by @dependabot in #90
- Bump pytest from 8.0.1 to 8.0.2 by @dependabot in #93
- Bump pandas from 2.2.0 to 2.2.1 by @dependabot in #92
- Bump cvxsimulator from 0.9.14 to 0.9.15 by @dependabot in #91
- Bump cvxsimulator from 0.9.15 to 0.9.16 by @dependabot in #94
- Bump pytest from 8.0.2 to 8.1.0 by @dependabot in #95
- Bump pytest from 8.1.0 to 8.1.1 by @dependabot in #96
- Bump plotly from 5.19.0 to 5.20.0 by @dependabot in #97
- Bump pre-commit from 3.6.2 to 3.7.0 by @dependabot in #99
- Bump pytest-cov from 4.1.0 to 5.0.0 by @dependabot in #98
- Bump cvxsimulator from 0.9.16 to 0.9.17 by @dependabot in #100
- Bump cvxcovariance from 0.1.1 to 0.1.4 by @dependabot in #101
- Bump pandas from 2.2.1 to 2.2.2 by @dependabot in #103
- Bump scikit-learn from 1.4.1.post1 to 1.4.2 by @dependabot in #102
- Bump plotly from 5.20.0 to 5.21.0 by @dependabot in #105
- Bump cvxpy from 1.4.2 to 1.4.3 by @dependabot in #104
- Bump pytest from 8.1.1 to 8.2.0 by @dependabot in #106
- Bump plotly from 5.21.0 to 5.22.0 by @dependabot in #107
- Bump pre-commit from 3.7.0 to 3.7.1 by @dependabot in #108
- Bump cvxsimulator from 0.9.17 to 0.9.18 by @dependabot in #109
- Bump cvxpy from 1.4.3 to 1.5.1 by @dependabot in #110
- Bump pytest from 8.2.0 to 8.2.1 by @dependabot in #111
- Bump scikit-learn from 1.4.2 to 1.5.0 by @dependabot in #112
- Bump pytest from 8.2.1 to 8.2.2 by @dependabot in #113
- Update pre-commit.yml by @tschm in #114
- Update ci.yml by @tschm in #115
- Bump cvxpy-base from 1.5.1 to 1.5.2 by @dependabot in #116
- Update README.md by @tschm in #117
- Bump cvxsimulator from 0.9.18 to 0.9.19 by @dependabot in #118
- Bump scikit-learn from 1.5.0 to 1.5.1 by @dependabot in #119
- Bump pytest from 8.2.2 to 8.3.1 by @dependabot in #120
- Bump pre-commit from 3.7.1 to 3.8.0 by @dependabot in #123
- Bump plotly from 5.22.0 to 5.23.0 by @dependabot in #121
- Bump pytest from 8.3.1 to 8.3.2 by @dependabot in #122
- Bump cvxpy-base from 1.5.2 to 1.5.3 by @dependabot in #124
- Bump plotly from 5.23.0 to 5.24.0 by @dependabot in #125
- Bump pandas from 2.2.2 to 2.2.3 by @dependabot in #129
- Bump scikit-learn from 1.5.1 to 1.5.2 by @dependabot in #128
- Bump pytest from 8.3.2 to 8.3.3 by @dependabot in #126
- Bump plotly from 5.24.0 to 5.24.1 by @dependabot in #127
- Bump pre-commit from 3.8.0 to 4.0.0 by @dependabot in #130
Full Changelog: v0.1.4...v1.0.0
Contributors
tschm and dependabot
Assets 2
test
with bounds on factor weights
34 fix doc index (#35) * introduce bounds for factor weights * notebooks
with corrected README
v0.0.6 rename RiskModel to Model
with bounds
v0.0.5 notebooks
Virtual assets
v0.0.4 test volatility factor
Corrected Readme
Tschm patch 1 (#23) * Update test_sample.py * check error is raised * notebooks simplified