PyPortfolio · tschm · Nov 15, 2025 · Nov 15, 2025 · Nov 15, 2025 · Nov 15, 2025
diff --git a/cookbook/1-RiskReturnModels.ipynb b/cookbook/1-RiskReturnModels.ipynb
diff --git a/cookbook/2-Mean-Variance-Optimisation.ipynb b/cookbook/2-Mean-Variance-Optimisation.ipynb
diff --git a/cookbook/3-Advanced-Mean-Variance-Optimisation.ipynb b/cookbook/3-Advanced-Mean-Variance-Optimisation.ipynb
diff --git a/cookbook/4-Black-Litterman-Allocation.ipynb b/cookbook/4-Black-Litterman-Allocation.ipynb
diff --git a/cookbook/5-Hierarchical-Risk-Parity.ipynb b/cookbook/5-Hierarchical-Risk-Parity.ipynb
diff --git a/cookbook/data/prices.csv b/cookbook/data/prices.csv
diff --git a/cookbook/data/spy_prices.csv b/cookbook/data/spy_prices.csv
diff --git a/cookbook/data/stock_prices.csv b/cookbook/data/stock_prices.csv
diff --git a/cookbook/download_prices.py b/cookbook/download_prices.py
@@ -0,0 +1,58 @@
+import yfinance as yf
+
+if __name__ == "__main__":
+    tickers = [
+        "AAPL",
+        "AMD",
+        "AMZN",
+        "BABA",
+        "BAC",
+        "BBY",
+        "GE",
+        "GM",
+        "GOOG",
+        "JPM",
+        "MA",
+        "META",
+        "PFE",
+        "RRC",
+        "SBUX",
+        "T",
+        "UAA",
+        "WMT",
+        "XOM",
+        "MSFT",
+        "KO",
+        "COST",
+        "LUV",
+        "UNH",
+        "ACN",
+        "DIS",
+        "GILD",
+        "F",
+        "TSLA",
+        "BLK",
+        "TM",
+        "JD",
+        "INTU",
+        "UL",
+        "CVS",
+        "NVDA",
+        "PBI",
+        "TGT",
+        "NAT",
+        "DPZ",
+        "MCD",
+        "SPY",
+        "FB",
+        "IBM",
+        "NFLX",
+        "QCOM",
+        "VZ",
+    ]
+
+    data = yf.download(tickers, start="1990-01-01")["Close"]
+    prices = data.to_csv("data/prices.csv")
+
+    for ticker in tickers:
+        assert ticker in data.columns, f"Missing data for {ticker}"
diff --git a/pyproject.toml b/pyproject.toml
@@ -53,7 +53,7 @@ dependencies = [
 #
 all_extras = [
     "matplotlib>=3.2.0",
-    "plotly>=5.0.0,<6",
+    "scikit-learn>=0.24.1",
     "ecos>=2.0.14,<2.1",
     "plotly>=5.0.0,<7",
     "cvxopt; python_version < '3.14'",
@@ -63,7 +63,7 @@ all_extras = [
 dev = [
     "pytest>=9.0.0",
     "pytest-cov>=7.0.0",
-    "yfinance>=0.2.66",
+    "ruff>=0.14.5",
 ]
 
 # notebook tests