packaging and versioning

Author: robertmartin8

.github/workflows/main.yml

@@ -10,8 +10,12 @@ jobs:
         runs-on: ubuntu-latest
         strategy:
             matrix:
-                os: [ubuntu-latest, windows-latest]
+                os: [ubuntu-latest]
                 python-version: [3.6, 3.7, 3.8]
+                include:
+                    - os: [windows-latest, macos-latest]
+                      python-version: 3.8
+
         steps:
             - uses: actions/checkout@v2
             - name: Set up Python ${{ matrix.python-version }}

Dockerfile

@@ -1,8 +1,5 @@
 FROM python:3.7.7-slim-stretch as builder
 
-# File Author / Maintainer
-# MAINTAINER
-
 # this will be user root regardless whether home/beakerx is not
 COPY . /tmp/pypfopt
 

README.md

@@ -8,7 +8,7 @@
         <img src="https://img.shields.io/badge/python-v3-brightgreen.svg"
             alt="python"></a> &nbsp;
     <a href="https://pypi.org/project/PyPortfolioOpt/">
-        <img src="https://img.shields.io/badge/pypi-v1.3.1-brightgreen.svg"
+        <img src="https://img.shields.io/badge/pypi-v1.4.0-brightgreen.svg"
             alt="pypi"></a> &nbsp;
     <a href="https://opensource.org/licenses/MIT">
         <img src="https://img.shields.io/badge/license-MIT-brightgreen.svg"
@@ -68,6 +68,8 @@ Head over to the [documentation on ReadTheDocs](https://pyportfolioopt.readthedo
 If you would like to play with PyPortfolioOpt interactively in your browser, you may launch Binder [here](https://mybinder.org/v2/gh/robertmartin8/pyportfolioopt/master). It takes a
 while to set up, but it lets you try out the cookbook recipes without having to deal with all of the requirements.
 
+*Note: macOS users will need to install [Command Line Tools](https://osxdaily.com/2014/02/12/install-command-line-tools-mac-os-x/).*
+
 *Note: if you are on windows, you first need to installl C++. ([download](https://visualstudio.microsoft.com/thank-you-downloading-visual-studio/?sku=BuildTools&rel=16), [install instructions](https://drive.google.com/file/d/0B4GsMXCRaSSIOWpYQkstajlYZ0tPVkNQSElmTWh1dXFaYkJr/view))*
 
 This project is available on PyPI, meaning that you can just:
@@ -395,9 +397,12 @@ Special shout-outs to:
 - Aditya Bhutra
 - Thomas Schmelzer
 - Rich Caputo
+- Nicolas Knudde
 
 ## Getting in touch
 
-If you are having a problem with PyPortfolioOpt, please raise an issue.
+If you are having a problem with PyPortfolioOpt, please raise a GitHub issue. For anything else, you can reach me at:
 
-For anything else, you can contact me via the [form](https://reasonabledeviations.com/about/) on my website.
+<center>
+<img src="https://github.com/robertmartin8/ReasonableDeviations/blob/gh-pages/assets/images/contact.png" style="width:75%;"/>
+</center>

docs/Roadmap.rst

@@ -13,7 +13,6 @@ are interested in implementing one of these, raise an issue or send me an email
 discuss. If you have any other feature requests, please raise them using GitHub
 `issues <https://github.com/robertmartin8/PyPortfolioOpt/issues>`_
 
-- Improved plotting
 - Open-source backtests using either `Backtrader <https://www.backtrader.com/>`_ or
   `Zipline <https://github.com/quantopian/zipline>`_.
 - Optimising for higher moments (i.e skew and kurtosis)
@@ -22,6 +21,17 @@ discuss. If you have any other feature requests, please raise them using GitHub
 - Monte Carlo optimisation with custom distributions
 - Further support for different risk/return models
 
+1.4.0
+=====
+
+- Finally implemented CVaR optimisation! This has been one of the most requested features. Many thanks
+  to `Nicolas Knudde <https://github.com/nknudde>`_ for the initial draft. 
+- Re-architected plotting so users can pass an ax, allowing for complex plots (see cookbook).
+- Helper method to compute the max-return portfolio (thanks to `Philipp Schiele <https://github.com/phschiele>`_)
+  for the suggestion). 
+- Several bug fixes and test improvements (thanks to `Carl Peasnell <https://github.com/SeaPea1>`_).
+
+
 1.3.0
 =====
 

docs/conf.py

@@ -56,9 +56,9 @@
 # built documents.
 #
 # The short X.Y version.
-version = "1.3"
+version = "1.4"
 # The full version, including alpha/beta/rc tags.
-release = "1.3.1"
+release = "1.4.0"
 
 # The language for content autogenerated by Sphinx. Refer to documentation
 # for a list of supported languages.

docs/index.rst

@@ -15,7 +15,7 @@
                 <img src="https://img.shields.io/badge/python-v3-brightgreen.svg"
                     alt="python"></a> &nbsp;
             <a href="https://pypi.org/project/PyPortfolioOpt/">
-                <img src="https://img.shields.io/badge/pypi-v1.3.1-brightgreen.svg"
+                <img src="https://img.shields.io/badge/pypi-v1.4.0-brightgreen.svg"
                     alt="python"></a> &nbsp;
             <a href="https://opensource.org/licenses/MIT">
                 <img src="https://img.shields.io/badge/license-MIT-brightgreen.svg"

pipfile

@@ -3,13 +3,18 @@ url = "https://pypi.org/project/pyportfolioopt/"
 name = "pypi"
 
 [packages]
-numpy = "^=1.17.3"
-scipy = "^=1.3.2"
-pandas = "^0.25.3"
-cvxpy = "^1.0.28"
+numpy = "==1.*,>=1.12.0"
+scipy = "==1.*,>=1.3.0"
+pandas = ">=0.19"
+cvxpy = "==1.*,>=1.1.10"
+cvxopt = "!=1.2.5.post1,==1.*,>=1.2.0"
+matplotlib = "==3.*,>=3.2.0"
+scikit-learn = "==0.*,>=0.19.0"
 
 [dev-packages]
-pytest = "^4.6"
-
-[requires]
-python_version = "^3.6"
+black = "==20.*,>=20.8.0.b1"
+flake8 = "==3.*,>=3.7.0"
+ipykernel = "==5.*,>=5.4.3"
+jedi = "==0.17.2"
+jupyter = "==1.*,>=1.0.0"
+pytest = "==4.*,>=4.6.0"

poetry.lock

@@ -10,7 +10,7 @@
 from .risk_models import CovarianceShrinkage
 
 
-__version__ = "1.3.1"
+__version__ = "1.4.0"
 
 __all__ = [
     "market_implied_prior_returns",

pypfopt/__init__.py

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "PyPortfolioOpt"
-version = "1.3.1"
+version = "1.4.0"
 description = "Financial portfolio optimisation in python"
 license = "MIT"
 authors = ["Robert Andrew Martin <[email protected]>"]
@@ -46,6 +46,7 @@ flake8 = "^3.7"
 jupyter = "^1.0.0"
 black = "^20.8b1"
 ipykernel = "^5.4.3"
+jedi = "0.17.2"
 
 [tool.poetry.extras]
 optionals = ["scikit-learn", "matplotlib"]