Change in portfolio turnover calculation and test, Ledoit-Wolfe cov, base for Github actions#14

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huuphuocle wants to merge 13 commits intoGeomScale:mainfrom

huuphuocle:main

Commits on Nov 21, 2024

Merge branch 'feature_adaptive_selection'
huuphuocle
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Commits on Nov 22, 2024

Fix(Data) Adapt data_loader to new format
huuphuocle
committed

Commits on Nov 27, 2024

Create run-tests.yml
huuphuocle
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Improve(CI/CD) Test qp: load data only once, adapt after changes in data_loader. Add requirements.txt, change GitHubActions yml file
huuphuocle
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Fix(CI/CD) Add highs to requirement, remove python 3.9 from yml config
huuphuocle
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Commits on Nov 28, 2024

Feature: Ledoit Wolf covariance
huuphuocle
committed

Commits on Dec 3, 2024

Correct some calculations in portfolio, use binary search for querying
huuphuocle
committed

Commits on Dec 9, 2024

Merge branch 'GeomScale:main' into main
huuphuocle
authored
Test portfolios
huuphuocle
committed
Merge remote-tracking branch 'origin/main'
huuphuocle
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Use MSCI data for test_portfolio
huuphuocle
committed

Commits on Dec 28, 2024

Handle init weight in backtest
huuphuocle
committed

Commits on Dec 30, 2024

add builder for turnover constraint, handle assets in prev weight that are not in current selection
huuphuocle
committed