cvxgrp / cvxportfolio / 10593964567

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10593964567 master trying changing old SCS dependency for legacy testing; seems some update in setuptools broke its compilationg code push enzbus github
99.6
10579850171 master [auto commit] sp500_daily reconciliation & execution on 2024-08-27 push enzbus github
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10573699041 master [auto commit] ftse100_daily reconciliation & execution on 2024-08-27 push enzbus github
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10561350992 master [auto commit] sp500_daily reconciliation & execution on 2024-08-26 push enzbus github
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10527204250 master [auto commit] sp500_daily reconciliation & execution on 2024-08-23 push enzbus github
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10526323896 master added parameter_shape option to DataEstimator; used to state shape of wrapped CVXPY parameter, so as to avoid running simulated values_in_time during initialization phase which can be problematic on custom objects, like programmatic LeverageLimit ... push enzbus github
99.6
10525440788 master Added AnnualizedVolatility object; used to simplify risk constraints formulation; required minor changes in estimator and costs inequality low-level methods; also fixed some syntax for new sphinx version push enzbus github
99.6
10524722729 master universes.py minor update for license header push enzbus github
99.55
10524694557 master re-ran universes.py push enzbus github
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10524649175 master Merge branch 'master' into max-min-holdings push enzbus github
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10521777354 master [auto commit] ftse100_daily reconciliation & execution on 2024-08-23 push enzbus github
99.57
10509778088 master [auto commit] sp500_daily reconciliation & execution on 2024-08-22 push enzbus github
99.57
10503779595 master [auto commit] ftse100_daily reconciliation & execution on 2024-08-22 push enzbus github
99.57
10491502850 master [auto commit] sp500_daily reconciliation & execution on 2024-08-21 push enzbus github
99.57
10485517340 master [auto commit] ftse100_daily reconciliation & execution on 2024-08-21 push enzbus github
99.57