Breaking changes: New logo, code and docs cleanup, new tracking and regularisation features. Name changes for tracking algorithms (#66)

* Remove redundancy in docs

* Remove double qualification of `StatsBase`

* Improve docs

* Add Lp and LInf regularisation

* Add Lp and LInf tracking algorithms

* New logo, regularisation example, remove dead code

* Add newer versions to project compats

* Breaking: `NOCTracking` -> `L1Tracking`, `SOCTracking` -> `L2Tracking`, `SquaredSOCTracking` -> `SquaredL2Tracking`, `PNormTracking` -> `LpTracking`, `InfNormTracking` -> `LInfTracking

Author: dcelisgarza

Project.toml

@@ -1,6 +1,6 @@
 name = "PortfolioOptimisers"
 uuid = "e0036ec9-05e5-505d-a6a9-07af41c94861"
-version = "0.14.2"
+version = "0.15.0"
 authors = ["Daniel Celis Garza <daniel.celis.garza@gmail.com>"]
 
 [deps]
@@ -45,30 +45,30 @@ ArgCheck = "2.5"
 AverageShiftedHistograms = "0.8"
 Clustering = "0.15"
 DataFrames = "1.8"
-Dates = "1.11.0"
+Dates = "1.12, 1.11"
 Distances = "0.10"
 Distributions = "0.25"
 FLoops = "0.2"
 GLM = "1.9"
 GraphRecipes = "0.5"
 Graphs = "1.13"
 Impute = "0.6"
-InteractiveUtils = "1.12, 1.11, 1.10"
+InteractiveUtils = "1.12, 1.11"
 JuMP = "1.29"
-LinearAlgebra = "1.12, 1.11, 1.10"
+LinearAlgebra = "1.12, 1.11"
 LogExpFunctions = "0.3"
 MultivariateStats = "0.10"
 NearestCorrelationMatrix = "1.1"
 Optim = "2.0, 1.13"
 PrecompileTools = "1.3, 1.2"
 PythonCall = "0.9"
-Random = "1.12, 1.11, 1.10"
+Random = "1.12, 1.11"
 Roots = "2.2"
 SimpleWeightedGraphs = "1.5"
-SparseArrays = "1.12, 1.11, 1.10"
-Statistics = "1.11, 1.10"
+SparseArrays = "1.12, 1.11"
+Statistics = "1.12, 1.11"
 StatsAPI = "1.8"
 StatsBase = "0.34"
 StatsPlots = "0.15"
 TimeSeries = "0.25"
-julia = "1.11, 1.10"
+julia = "1.12, 1.11"

docs/src/.vitepress/theme/style.css

@@ -24,7 +24,7 @@ https://github.com/vuejs/vitepress/blob/main/src/client/theme-default/styles/var
   --vp-font-family-mono: JuliaMono-Regular, monospace;
 }
 
-/* Disable contextual alternates (kind of like ligatures but different) in monospace, 
+/* Disable contextual alternates (kind of like ligatures but different) in monospace,
  which turns `/>` to an up arrow and `|>` (the Julia pipe symbol) to an up arrow as well. */
 .mono-no-substitutions {
   font-family: "JuliaMono-Regular", monospace;
@@ -95,12 +95,11 @@ code {
   --vp-home-hero-name-background: -webkit-linear-gradient(120deg,
       #9558B2 30%,
       #CB3C33);
-
-  --vp-home-hero-image-background-image: linear-gradient(-145deg,
+  /* --vp-home-hero-image-background-image: linear-gradient(-145deg,
       #9558b282 30%,
       #3798269a 30%,
       #cb3d33e3);
-  --vp-home-hero-image-filter: blur(40px);
+  --vp-home-hero-image-filter: blur(40px); */
 }
 
 /* Hero Section */
@@ -110,11 +109,12 @@ code {
       var(--julia-purple) 15%,
       var(--vp-dark-green-light),
       var(--vp-dark-green));
-  --vp-home-hero-image-background-image: linear-gradient(-45deg,
+  /* --vp-home-hero-image-background-image: linear-gradient(-45deg,
       var(--vp-dark-green) 30%,
       var(--vp-dark-green-light),
-      var(--vp-dark-gray) 30%);
-  --vp-home-hero-image-filter: blur(56px);
+      var(--vp-dark-gray) 30%
+      );
+  --vp-home-hero-image-filter: blur(56px); */
 }
 
 :root.dark {
@@ -168,4 +168,4 @@ mjx-container {
 mjx-container>svg {
   margin: auto;
   display: inline-block;
-}
+}

docs/src/api/01_Base.md

@@ -4,7 +4,7 @@
 
 ## Base abstract types
 
-`PortfolioOptimisers.jl` is designed in a deliberately structured and hierarchical way. This enables us to create self-contained, independent, composable processes. These abstract types form the basis of this hierarchy.
+`PortfolioOptimisers.jl` is designed in a deliberately structured and hierarchical way. Enabling us to create self-contained, independent, composable processes. These abstract types form the basis of this hierarchy.
 
 ```@docs
 AbstractEstimator
@@ -79,11 +79,12 @@ Num_VecNum_VecScalar
 Num_ArrNum_VecScalar
 ```
 
-## Documentation glossary
+## Documentation arg_dict
 
-In order to standardise the documentation we use a glossary of terms.
+In order to standardise the documentation we use a arg_dict of terms.
 
 ```@docs
-glossary
-validation
+arg_dict
+val_dict
+ret_dict
 ```

docs/src/api/18_Tracking.md

@@ -3,9 +3,9 @@
 ## Public
 
 ```@docs
-SOCTracking
-SquaredSOCTracking
-NOCTracking
+L2Tracking
+SquaredL2Tracking
+L1Tracking
 IndependentVariableTracking
 DependentVariableTracking
 WeightsTracking