Changed test, changed name of base files, added mean_variance as a pa…

…rt of library

garpar/core/portfolio.py

@@ -55,89 +55,6 @@ def _as_float_array(arr):
 class Portfolio:
     """
     Represents a financial portfolio with utilities for analysis and manipulation.
-
-    Attributes
-    ----------
-    _prices_df : pd.DataFrame
-        DataFrame containing the prices of the assets.
-    _weights : np.ndarray
-        Array of asset weights in the portfolio.
-    _entropy : np.ndarray
-        Array of entropy values associated with the assets.
-    _window_size : int or None
-        Window size for rolling calculations, if applicable.
-    _metadata : Bunch
-        Additional metadata related to the portfolio.
-
-    plot : PortfolioPlotter
-        Accessor for plotting portfolio data.
-    prices : PricesAccessor
-        Accessor for price-related operations.
-    ereturns : ExpectedReturnsAccessor
-        Accessor for expected returns calculations.
-    covariance : CovarianceAccessor
-        Accessor for covariance matrix calculations.
-    correlation : CorrelationAccessor
-        Accessor for correlation matrix calculations.
-    risk : RiskAccessor
-        Accessor for risk-related operations.
-    utilities : UtilitiesAccessor
-        Accessor for utility-related operations.
-    diversification : DiversificationAccessor
-        Accessor for diversification-related operations.
-
-    Methods
-    -------
-    __attrs_post_init__()
-        Initialize additional attributes and performs validation.
-    from_dfkws(prices, weights=None, entropy=None, window_size=None, stocks=None, **metadata)
-        Alternative constructor to create a Portfolio instance from various inputs.
-    __len__()
-        Return the number of days in the price DataFrame.
-    __eq__(other)
-        Check equality with another Portfolio instance.
-    __ne__(other)
-        Check inequality with another Portfolio instance.
-    __getitem__(key)
-        Slice the Portfolio by the given key.
-    weights()
-        Return the weights as a pandas Series.
-    entropy()
-        Return the entropy values as a pandas Series.
-    stocks()
-        Return the stocks in the portfolio.
-    stocks_number()
-        Return the number of stocks in the portfolio.
-    metadata()
-        Return the metadata as a Bunch object.
-    window_size()
-        Return the window size for rolling calculations.
-    delisted()
-        Return a Series indicating if a stock has been delisted.
-    shape()
-        Return the shape of the price DataFrame.
-    copy(prices=None, weights=None, entropy=None, window_size=None, stocks=None, preserve_old_metadata=True, **metadata)
-        Create a copy of the Portfolio with optional modifications.
-    to_hdf5(stream_or_buff, **kwargs)
-        Save the Portfolio to an HDF5 file.
-    to_dataframe()
-        Convert the Portfolio to a pandas DataFrame.
-    as_returns(**kwargs)
-        Convert the price DataFrame to returns.
-    as_prices()
-        Return a copy of the price DataFrame.
-    weights_prune(threshold=1e-4)
-        Prune the Portfolio by removing assets with weights below the threshold.
-    delisted_prune()
-        Prune the Portfolio by removing delisted assets.
-    scale_weights(scaler="proportion")
-        Scale the weights to a range of [0, 1].
-    refresh_entropy(entropy="shannon", entropy_kws=None)
-        Recalculate the entropy values for the Portfolio.
-    __repr__()
-        Return a string representation of the Portfolio.
-    _repr_html_()
-        Return an HTML representation of the Portfolio for IPython notebooks.
     """
 
     _prices_df = attr.ib(validator=vldt.instance_of(pd.DataFrame))
@@ -703,7 +620,7 @@ def scale_weights(self, *, scaler="proportion"):
         return self.copy(weights=scaled_weights)
 
     # CALCULATE ENTROPY =======================================================
-    # TODO
+    # TODO Risso
     def refresh_entropy(self, *, entropy="shannon", entropy_kws=None):
         """Refresh entropy values using a specified entropy calculation method.
 

garpar/datasets/__init__.py

@@ -8,7 +8,7 @@
 
 """Different utilities to create or load portfolios."""
 
-from .base import PortfolioMakerABC, RandomEntropyPortfolioMakerABC
+from .ds_base import PortfolioMakerABC, RandomEntropyPortfolioMakerABC
 from .data import load_MERVAL
 from .multisector import MultiSector, make_multisector
 from .risso import (

garpar/datasets/multisector.py

@@ -11,7 +11,7 @@
 
 import pandas as pd
 
-from .base import PortfolioMakerABC
+from .ds_base import PortfolioMakerABC
 from ..core.portfolio import Portfolio
 from ..utils import Bunch, mabc, unique_names
 

garpar/datasets/risso.py

@@ -17,7 +17,7 @@
 
 import scipy.stats
 
-from .base import RandomEntropyPortfolioMakerABC
+from .ds_base import RandomEntropyPortfolioMakerABC
 from ..utils import mabc
 
 

garpar/optimize/__init__.py

@@ -15,4 +15,4 @@
 
 from . import mean_variance
 
-__all__ = [ "mean_variance"]
+__all__ = [ "mean_variance" ]

garpar/optimize/mean_variance.py

@@ -9,7 +9,7 @@
 
 import attr
 
-from .base import OptimizerABC, MeanVarianceFamilyMixin
+from .opt_base import OptimizerABC, MeanVarianceFamilyMixin
 
 from ..utils import mabc
 
@@ -83,7 +83,7 @@ def _calculate_weights(self, pf):
 
         return optimization_methods[method](optimizer, pf)
 
-    def _min_volatiliy(self, optimizer, pf):
+    def _min_volatility(self, optimizer, pf):
         weights_dict = optimizer.min_volatility()
         weights = [weights_dict[stock] for stock in pf.stocks]
         return weights, {"name": "min_volatility"}

pyproject.toml

@@ -1,3 +1,13 @@
 [tool.black]
 line-length = 80
-target-version = ['py38', 'py39', 'py310', 'py311']
+target-version = ['py38', 'py39', 'py310', 'py311', 'py312']
+
+[tool.pytest.ini_options]
+markers = [
+    "slow: marks tests that require significant execution time (deselect with '-m \"not slow\"')",
+    "plot: marks tests related to matplotlib integration (deselect with '-m \"not plot\"')",
+]
+testpaths = [
+    "tests",
+]
+addopts = "-m 'not slow' -n auto"

tests/core/test_plot_acc.py

@@ -14,6 +14,8 @@
 
 import seaborn as sns
 
+@pytest.mark.slow
+@pytest.mark.plot
 @check_figures_equal()
 @pytest.mark.parametrize("returns", [True, False])
 @pytest.mark.parametrize("price_distribution", pytest.DISTRIBUTIONS)
@@ -30,6 +32,8 @@ def test_PortFolioPlotter_line(risso_portfolio, fig_test, fig_ref, returns, pric
     ax_ref.set_title(title)
 
 
+@pytest.mark.slow
+@pytest.mark.plot
 @check_figures_equal()
 @pytest.mark.parametrize("returns", [True, False])
 @pytest.mark.parametrize("price_distribution", pytest.DISTRIBUTIONS)
@@ -46,6 +50,8 @@ def test_PortFolioPlotter_heatmap(risso_portfolio, fig_test, fig_ref, returns, p
     ax_ref.set_title(title)
 
 
+@pytest.mark.slow
+@pytest.mark.plot
 @check_figures_equal()
 @pytest.mark.parametrize("price_distribution", pytest.DISTRIBUTIONS)
 def test_PortFolioPlotter_wheatmap(risso_portfolio, fig_test, fig_ref, price_distribution):
@@ -62,6 +68,8 @@ def test_PortFolioPlotter_wheatmap(risso_portfolio, fig_test, fig_ref, price_dis
     ax_ref.set_xlabel("Stocks")
 
 
+@pytest.mark.slow
+@pytest.mark.plot
 @check_figures_equal()
 @pytest.mark.parametrize("returns", [True, False])
 @pytest.mark.parametrize("price_distribution", pytest.DISTRIBUTIONS)
@@ -78,6 +86,8 @@ def test_PortFolioPlotter_hist(risso_portfolio, fig_test, fig_ref, returns, pric
     ax_ref.set_title(title)
 
 
+@pytest.mark.slow
+@pytest.mark.plot
 @check_figures_equal()
 @pytest.mark.parametrize("price_distribution", pytest.DISTRIBUTIONS)
 def test_PortFolioPlotter_whist(risso_portfolio, fig_test, fig_ref, price_distribution):
@@ -93,6 +103,8 @@ def test_PortFolioPlotter_whist(risso_portfolio, fig_test, fig_ref, price_distri
     ax_ref.set_title(title)
 
 
+@pytest.mark.slow
+@pytest.mark.plot
 @check_figures_equal()
 @pytest.mark.parametrize("returns", [True, False])
 @pytest.mark.parametrize("price_distribution", pytest.DISTRIBUTIONS)
@@ -109,6 +121,8 @@ def test_PortFolioPlotter_box(risso_portfolio, fig_test, fig_ref, returns, price
     ax_ref.set_title(title)
 
 
+@pytest.mark.slow
+@pytest.mark.plot
 @check_figures_equal()
 @pytest.mark.parametrize("price_distribution", pytest.DISTRIBUTIONS)
 def test_PortFolioPlotter_wbox(risso_portfolio, fig_test, fig_ref, price_distribution):
@@ -124,6 +138,8 @@ def test_PortFolioPlotter_wbox(risso_portfolio, fig_test, fig_ref, price_distrib
     ax_ref.set_title(title)
 
 
+@pytest.mark.slow
+@pytest.mark.plot
 @check_figures_equal()
 @pytest.mark.parametrize("returns", [True, False])
 @pytest.mark.parametrize("price_distribution", pytest.DISTRIBUTIONS)
@@ -140,6 +156,8 @@ def test_PortFolioPlotter_kde(risso_portfolio, fig_test, fig_ref, returns, price
     ax_ref.set_title(title)
 
 
+@pytest.mark.slow
+@pytest.mark.plot
 @check_figures_equal()
 @pytest.mark.parametrize("price_distribution", pytest.DISTRIBUTIONS)
 def test_PortFolioPlotter_wkde(risso_portfolio, fig_test, fig_ref, price_distribution):
@@ -155,6 +173,8 @@ def test_PortFolioPlotter_wkde(risso_portfolio, fig_test, fig_ref, price_distrib
     ax_ref.set_title(title)
 
 
+@pytest.mark.slow
+@pytest.mark.plot
 @check_figures_equal()
 @pytest.mark.parametrize("returns", [True, False])
 @pytest.mark.parametrize("price_distribution", pytest.DISTRIBUTIONS)

tests/optimize/test_base_optimize.py

@@ -13,7 +13,7 @@
 
 from garpar import Portfolio
 
-from garpar.optimize import base
+from garpar.optimize import opt_base as base
 
 import numpy as np
 

tests/optimize/test_mean_variance.py

@@ -24,7 +24,7 @@
 import pytest
 
 # =============================================================================
-# MARKOWITS TEST
+# MARKOWITZ TEST
 # =============================================================================
 
 def test_Markowitz_optimize():

tox.ini

@@ -8,7 +8,7 @@ envlist =
     py39,
     py310,
     py311,
-    #py312, no funca en arch (?) FIXME
+    py312,
     coverage,
 
 
@@ -22,7 +22,7 @@ usedevelop = False
 deps = flake8
        flake8-import-order
        flake8-black
-       #flake8-builtins
+       flake8-builtins
 commands =
         flake8 setup.py garpar/ tests/ {posargs}
 
@@ -60,8 +60,9 @@ usedevelop = True
 deps =
     ipdb
     pytest
+    pytest-xdist
 commands =
-    pytest tests/ {posargs}
+    pytest tests/ -vm '' {posargs}
 
 [testenv:coverage]
 usedevelop = True
@@ -71,5 +72,5 @@ deps =
     pytest-cov
 commands =
     - coverage erase # - => Segui en el que sigue
-    pytest -v tests/ --cov garpar --cov-fail-under 80 --cov-report term-missing --ignore=tests/core/test_plot_acc.py
+    pytest tests/ -m '' --cov garpar --cov-fail-under 91 --cov-report term-missing