removed

Author: microprediction

precise/skaters/managers/schurmanagers.py

@@ -2,6 +2,9 @@
     schur_diag_weak_pm_manager_factory, schur_vol_vol_ewa_manager_factory, schur_weak_vol_ewa_manager_factory, schur_diag_diag_ewa_manager_factory
 from precise.skaters.managers.buyandholdfactory import buy_and_hold
 
+
+USE_JS = False
+
 # gamma = 1.0
 # r=0.025...
 
@@ -341,9 +344,13 @@ def schur_diag_weak_pm_t0_r050_n25_s5_g000_long_manager(y, s, k=1,e=1, j=1):
 SCHUR_J1_LONG_MANAGERS = SCHUR_GAMMA_100_LONG_MANAGERS + SCHUR_GAMMA_050_LONG_MANAGERS + SCHUR_GAMMA_010_LONG_MANAGERS + SCHUR_GAMMA_000_LONG_MANAGERS
 SCHUR_LS_MANAGERS = []
 
-
-SCHUR_J5_LONG_MANAGERS = [ buy_and_hold(mgr,j=5) for mgr in SCHUR_J1_LONG_MANAGERS ]
-SCHUR_J20_LONG_MANAGERS = [ buy_and_hold(mgr,j=20) for mgr in SCHUR_J1_LONG_MANAGERS ]
+# Remark: Functions not defined at top level don't always play nice with multiprocessing
+if USE_JS:
+    SCHUR_J5_LONG_MANAGERS = [ buy_and_hold(mgr,j=5) for mgr in SCHUR_J1_LONG_MANAGERS ]
+    SCHUR_J20_LONG_MANAGERS = [ buy_and_hold(mgr,j=20) for mgr in SCHUR_J1_LONG_MANAGERS ]
+else:
+    SCHUR_J5_LONG_MANAGERS = []
+    SCHUR_J20_LONG_MANAGERS = []
 
 SCHUR_LONG_MANAGERS = SCHUR_J1_LONG_MANAGERS + SCHUR_J5_LONG_MANAGERS + SCHUR_J20_LONG_MANAGERS
 

precise/skaters/managers/weakmanagers.py

@@ -3,6 +3,7 @@
 from precise.skaters.portfoliostatic.weakportfactory import BIG_H
 from precise.skaters.managers.buyandholdfactory import buy_and_hold
 
+USE_JS = False
 
 def weak_pm_t0_d0_r025_n50_long_manager(y, s, k=1, e=1):
     assert k==1
@@ -107,7 +108,11 @@ def weak_sk_mcd_pcov_d0_n100_long_manager(y,s,k=1, e=1):
                       weak_sk_mcd_pcov_d0_n100_long_manager
                       ]
 
-WEAK_J5_LONG_MANAGERS = [ buy_and_hold(mgr,j=5) for mgr in WEAK_J1_LONG_MANAGERS ]
-WEAK_J20_LONG_MANAGERS = [ buy_and_hold(mgr,j=20) for mgr in WEAK_J1_LONG_MANAGERS ]
+if USE_JS:
+    WEAK_J5_LONG_MANAGERS = [ buy_and_hold(mgr,j=5) for mgr in WEAK_J1_LONG_MANAGERS ]
+    WEAK_J20_LONG_MANAGERS = [ buy_and_hold(mgr,j=20) for mgr in WEAK_J1_LONG_MANAGERS ]
+else:
+    WEAK_J5_LONG_MANAGERS = []
+    WEAK_J20_LONG_MANAGERS = []
 
 WEAK_LONG_MANAGERS = WEAK_J1_LONG_MANAGERS+WEAK_J5_LONG_MANAGERS+WEAK_J20_LONG_MANAGERS

setup.py

@@ -7,7 +7,7 @@
 
 setup(
     name="precise",
-    version="0.7.2",
+    version="0.7.3",
     description="Online covariance, precision, portfolios and ensembles",
     long_description=README,
     long_description_content_type="text/markdown",