Test

321 workflow runs

Handle missing return observations explicitly in shrinkage and semicovariance
requires action with the application:
Test#641:Pull request#771synchronizebykadyrbekovhamit-cyber
kadyrbekovhamit-cyber:fix/missing-return-estimation
Oct 24, 2026Action required
Skip the removed ECOS_BB solver in lp_portfolio
requires action with the application:
Test#640:Pull request#768synchronizebyxvruipeng-cyber
xvruipeng-cyber:fix/lp-portfolio-missing-ecos-bb
Oct 23, 2026Action required
Handle missing return observations explicitly in shrinkage and semicovariance
requires action with the application:
Test#639:Pull request#771openedbykadyrbekovhamit-cyber
kadyrbekovhamit-cyber:fix/missing-return-estimation
Oct 22, 2026Action required
Apply fully-invested risk lower bound only to fully-invested portfolios
requires action with the application:
Test#638:Pull request#770openedbykadyrbekovhamit-cyber
kadyrbekovhamit-cyber:fix/market-neutral-risk-feasibility
Oct 22, 2026Action required
Fix excess-return inversion and singular fallback in BL weights
requires action with the application:
Test#637:Pull request#769openedbykadyrbekovhamit-cyber
kadyrbekovhamit-cyber:fix/bl-excess-returns-and-singular-system
Oct 22, 2026Action required
Skip the removed ECOS_BB solver in lp_portfolio
requires action with the application:
Test#636:Pull request#768openedbyxvruipeng-cyber
xvruipeng-cyber:fix/lp-portfolio-missing-ecos-bb
Oct 22, 2026Action required
Fix lp_portfolio price alignment when ticker orders differ
requires action with the application:
Test#635:Pull request#767openedbykadyrbekovhamit-cyber
kadyrbekovhamit-cyber:fix/lp-price-label-alignment
Oct 22, 2026Action required
Add FXMacroData read data integration
requires action with the application:
Test#634:Pull request#748synchronizebyroberttidball
roberttidball:agent/add-fxmacrodata-integration-20260708
Oct 20, 2026Action required
Fix greedy portfolio allocation with integer prices
requires action with the application:
Test#633:Pull request#766openedbyDirkEmmett
DirkEmmett:fix/greedy-integer-price-input
Oct 14, 2026Action required
Add FXMacroData read data integration
requires action with the application:
Test#632:Pull request#748synchronizebyroberttidball
roberttidball:agent/add-fxmacrodata-integration-20260708
Oct 5, 2026Action required
remove bash preambles from cookbook notebooks
requires action with the application:
Test#631:Pull request#765openedbyGeochelone666
Geochelone666:remove-bash-preambles-717
Oct 2, 2026Action required
Add FXMacroData read data integration
requires action with the application:
Test#630:Pull request#748synchronizebyroberttidball
roberttidball:agent/add-fxmacrodata-integration-20260708
Sep 28, 2026Action required
Add return_raw option to BlackLittermanModel.bl_weights
failed:
Test#629:Pull request#764openedbyheykav
heykav:feat/bl-weights-return-raw
Sep 21, 202630d 0h 1m 59s
Add FXMacroData read data integration
failed:
Test#628:Pull request#748synchronizebyroberttidball
roberttidball:agent/add-fxmacrodata-integration-20260708
Sep 14, 202630d 0h 6m 31s
Fix/efficient frontier label alignment
failed:
Test#627:Pull request#761openedbylosterbr
losterbr:fix/efficient-frontier-label-alignment
Sep 13, 202630d 0h 1m 24s
[ENH] Add Fama-French 3-factor and 5-factor expected return models
failed:
Test#626:Pull request#733synchronizebyWilliamTDavies
WilliamTDavies:ff-expected-returns
Sep 11, 202630d 0h 5m 31s
[ENH] Add Fama-French 3-factor and 5-factor expected return models
failed:
Test#625:Pull request#733synchronizebyWilliamTDavies
WilliamTDavies:ff-expected-returns
Sep 11, 202630d 0h 2m 4s
fix HRPOpt.optimize() crash on scipy >= 1.18 (removed _LINKAGE_METHODS)
failed:
Test#624:Pull request#760openedbykpj2006
kpj2006:scipy
Aug 31, 202630d 0h 2m 49s
[DOC] update contributing guidelines and README to reflect new lintin…
failed:
Test#623:Pull request#759openedbykpj2006
kpj2006:docs
Aug 30, 202630d 0h 0m 23s
feat: add Ledoit-Wolf 2020 analytical nonlinear shrinkage estimator
failed:
Test#622:Pull request#758openedbydhairya-motta
dhairya-motta:feature/analytical-nonlinear-shrinkage
Aug 28, 202630d 0h 0m 4s
Add FXMacroData read data integration
failed:
Test#621:Pull request#748synchronizebyroberttidball
roberttidball:agent/add-fxmacrodata-integration-20260708
Aug 26, 202630d 0h 3m 33s
Add assume_PSD=True to ex_ante_tracking_error's quad_form
failed:
Test#620:Pull request#757openedbyshlokkvaishnav
shlokkvaishnav:fix/ex-ante-tracking-error-assume-psd
Aug 24, 202630d 0h 2m 25s
initial commit
failed:
Test#619:Pull request#756openedbytcicoder
tcicoder:dev-sandbox
Aug 12, 202630d 0h 2m 8s
Fix HRP SciPy linkage method validation
failed:
Test#618:Pull request#755openedbySamarthuday
Samarthuday:fix-hrp-scipy-linkage
Aug 2, 202630d 0h 1m 49s
Fix CLA.max_sharpe() TypeError when all expected returns are equal
failed:
Test#617:Pull request#753openedbysaket3395
saket3395:fix/cla-none-lambda-comparison
Jul 31, 202630d 0h 3m 5s