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pdoc/cvx/markowitz/builder.html

@@ -120,14 +120,14 @@ <h1 class="modulename">
 </span><span id="L-22"><a href="#L-22"><span class="linenos"> 22</span></a><span class="kn">import</span><span class="w"> </span><span class="nn">cvxpy</span><span class="w"> </span><span class="k">as</span><span class="w"> </span><span class="nn">cp</span>
 </span><span id="L-23"><a href="#L-23"><span class="linenos"> 23</span></a><span class="kn">import</span><span class="w"> </span><span class="nn">numpy</span><span class="w"> </span><span class="k">as</span><span class="w"> </span><span class="nn">np</span>
 </span><span id="L-24"><a href="#L-24"><span class="linenos"> 24</span></a>
-</span><span id="L-25"><a href="#L-25"><span class="linenos"> 25</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">.cvxerror</span><span class="w"> </span><span class="kn">import</span> <span class="n">CvxError</span>
-</span><span id="L-26"><a href="#L-26"><span class="linenos"> 26</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">.model</span><span class="w"> </span><span class="kn">import</span> <span class="n">Model</span>
-</span><span id="L-27"><a href="#L-27"><span class="linenos"> 27</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">.models.bounds</span><span class="w"> </span><span class="kn">import</span> <span class="n">Bounds</span>
-</span><span id="L-28"><a href="#L-28"><span class="linenos"> 28</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">.names</span><span class="w"> </span><span class="kn">import</span> <span class="n">DataNames</span> <span class="k">as</span> <span class="n">D</span>
-</span><span id="L-29"><a href="#L-29"><span class="linenos"> 29</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">.names</span><span class="w"> </span><span class="kn">import</span> <span class="n">ModelName</span> <span class="k">as</span> <span class="n">M</span>
-</span><span id="L-30"><a href="#L-30"><span class="linenos"> 30</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">.risk.factor.factor</span><span class="w"> </span><span class="kn">import</span> <span class="n">FactorModel</span>
-</span><span id="L-31"><a href="#L-31"><span class="linenos"> 31</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">.risk.sample.sample</span><span class="w"> </span><span class="kn">import</span> <span class="n">SampleCovariance</span>
-</span><span id="L-32"><a href="#L-32"><span class="linenos"> 32</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">.types</span><span class="w"> </span><span class="kn">import</span> <span class="n">File</span><span class="p">,</span> <span class="n">Matrix</span><span class="p">,</span> <span class="n">Parameter</span><span class="p">,</span> <span class="n">Variables</span>
+</span><span id="L-25"><a href="#L-25"><span class="linenos"> 25</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">cvx.markowitz.cvxerror</span><span class="w"> </span><span class="kn">import</span> <span class="n">CvxError</span>
+</span><span id="L-26"><a href="#L-26"><span class="linenos"> 26</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">cvx.markowitz.model</span><span class="w"> </span><span class="kn">import</span> <span class="n">Model</span>
+</span><span id="L-27"><a href="#L-27"><span class="linenos"> 27</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">cvx.markowitz.models.bounds</span><span class="w"> </span><span class="kn">import</span> <span class="n">Bounds</span>
+</span><span id="L-28"><a href="#L-28"><span class="linenos"> 28</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">cvx.markowitz.names</span><span class="w"> </span><span class="kn">import</span> <span class="n">DataNames</span> <span class="k">as</span> <span class="n">D</span>
+</span><span id="L-29"><a href="#L-29"><span class="linenos"> 29</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">cvx.markowitz.names</span><span class="w"> </span><span class="kn">import</span> <span class="n">ModelName</span> <span class="k">as</span> <span class="n">M</span>
+</span><span id="L-30"><a href="#L-30"><span class="linenos"> 30</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">cvx.markowitz.risk.factor.factor</span><span class="w"> </span><span class="kn">import</span> <span class="n">FactorModel</span>
+</span><span id="L-31"><a href="#L-31"><span class="linenos"> 31</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">cvx.markowitz.risk.sample.sample</span><span class="w"> </span><span class="kn">import</span> <span class="n">SampleCovariance</span>
+</span><span id="L-32"><a href="#L-32"><span class="linenos"> 32</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">cvx.markowitz.types</span><span class="w"> </span><span class="kn">import</span> <span class="n">File</span><span class="p">,</span> <span class="n">Matrix</span><span class="p">,</span> <span class="n">Parameter</span><span class="p">,</span> <span class="n">Variables</span>
 </span><span id="L-33"><a href="#L-33"><span class="linenos"> 33</span></a>
 </span><span id="L-34"><a href="#L-34"><span class="linenos"> 34</span></a>
 </span><span id="L-35"><a href="#L-35"><span class="linenos"> 35</span></a><span class="k">def</span><span class="w"> </span><span class="nf">deserialize</span><span class="p">(</span>

pdoc/cvx/markowitz/model.html

@@ -99,7 +99,7 @@ <h1 class="modulename">
 </span><span id="L-20"><a href="#L-20"><span class="linenos">20</span></a>
 </span><span id="L-21"><a href="#L-21"><span class="linenos">21</span></a><span class="kn">import</span><span class="w"> </span><span class="nn">cvxpy</span><span class="w"> </span><span class="k">as</span><span class="w"> </span><span class="nn">cp</span>
 </span><span id="L-22"><a href="#L-22"><span class="linenos">22</span></a>
-</span><span id="L-23"><a href="#L-23"><span class="linenos">23</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">.types</span><span class="w"> </span><span class="kn">import</span> <span class="n">Expressions</span><span class="p">,</span> <span class="n">Matrix</span><span class="p">,</span> <span class="n">Parameter</span><span class="p">,</span> <span class="n">Variables</span>
+</span><span id="L-23"><a href="#L-23"><span class="linenos">23</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">cvx.markowitz.types</span><span class="w"> </span><span class="kn">import</span> <span class="n">Expressions</span><span class="p">,</span> <span class="n">Matrix</span><span class="p">,</span> <span class="n">Parameter</span><span class="p">,</span> <span class="n">Variables</span>
 </span><span id="L-24"><a href="#L-24"><span class="linenos">24</span></a>
 </span><span id="L-25"><a href="#L-25"><span class="linenos">25</span></a>
 </span><span id="L-26"><a href="#L-26"><span class="linenos">26</span></a><span class="nd">@dataclass</span><span class="p">(</span><span class="n">frozen</span><span class="o">=</span><span class="kc">True</span><span class="p">)</span>

pdoc/cvx/markowitz/portfolios/max_sharpe.html

@@ -82,11 +82,11 @@ <h1 class="modulename">
 </span><span id="L-17"><a href="#L-17"><span class="linenos">17</span></a>
 </span><span id="L-18"><a href="#L-18"><span class="linenos">18</span></a><span class="kn">import</span><span class="w"> </span><span class="nn">cvxpy</span><span class="w"> </span><span class="k">as</span><span class="w"> </span><span class="nn">cp</span>
 </span><span id="L-19"><a href="#L-19"><span class="linenos">19</span></a>
-</span><span id="L-20"><a href="#L-20"><span class="linenos">20</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">..builder</span><span class="w"> </span><span class="kn">import</span> <span class="n">Builder</span>
-</span><span id="L-21"><a href="#L-21"><span class="linenos">21</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">..models.expected_returns</span><span class="w"> </span><span class="kn">import</span> <span class="n">ExpectedReturns</span>
-</span><span id="L-22"><a href="#L-22"><span class="linenos">22</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">..names</span><span class="w"> </span><span class="kn">import</span> <span class="n">ConstraintName</span> <span class="k">as</span> <span class="n">C</span>
-</span><span id="L-23"><a href="#L-23"><span class="linenos">23</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">..names</span><span class="w"> </span><span class="kn">import</span> <span class="n">ModelName</span> <span class="k">as</span> <span class="n">M</span>
-</span><span id="L-24"><a href="#L-24"><span class="linenos">24</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">..names</span><span class="w"> </span><span class="kn">import</span> <span class="n">ParameterName</span> <span class="k">as</span> <span class="n">P</span>
+</span><span id="L-20"><a href="#L-20"><span class="linenos">20</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">cvx.markowitz.builder</span><span class="w"> </span><span class="kn">import</span> <span class="n">Builder</span>
+</span><span id="L-21"><a href="#L-21"><span class="linenos">21</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">cvx.markowitz.models.expected_returns</span><span class="w"> </span><span class="kn">import</span> <span class="n">ExpectedReturns</span>
+</span><span id="L-22"><a href="#L-22"><span class="linenos">22</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">cvx.markowitz.names</span><span class="w"> </span><span class="kn">import</span> <span class="n">ConstraintName</span> <span class="k">as</span> <span class="n">C</span>
+</span><span id="L-23"><a href="#L-23"><span class="linenos">23</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">cvx.markowitz.names</span><span class="w"> </span><span class="kn">import</span> <span class="n">ModelName</span> <span class="k">as</span> <span class="n">M</span>
+</span><span id="L-24"><a href="#L-24"><span class="linenos">24</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">cvx.markowitz.names</span><span class="w"> </span><span class="kn">import</span> <span class="n">ParameterName</span> <span class="k">as</span> <span class="n">P</span>
 </span><span id="L-25"><a href="#L-25"><span class="linenos">25</span></a>
 </span><span id="L-26"><a href="#L-26"><span class="linenos">26</span></a>
 </span><span id="L-27"><a href="#L-27"><span class="linenos">27</span></a><span class="nd">@dataclass</span><span class="p">(</span><span class="n">frozen</span><span class="o">=</span><span class="kc">True</span><span class="p">)</span>

pdoc/cvx/markowitz/risk/cvar/cvar.html

@@ -92,10 +92,10 @@ <h1 class="modulename">
 </span><span id="L-18"><a href="#L-18"><span class="linenos">18</span></a><span class="kn">import</span><span class="w"> </span><span class="nn">cvxpy</span><span class="w"> </span><span class="k">as</span><span class="w"> </span><span class="nn">cp</span>
 </span><span id="L-19"><a href="#L-19"><span class="linenos">19</span></a><span class="kn">import</span><span class="w"> </span><span class="nn">numpy</span><span class="w"> </span><span class="k">as</span><span class="w"> </span><span class="nn">np</span>
 </span><span id="L-20"><a href="#L-20"><span class="linenos">20</span></a>
-</span><span id="L-21"><a href="#L-21"><span class="linenos">21</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">...model</span><span class="w"> </span><span class="kn">import</span> <span class="n">Model</span>
-</span><span id="L-22"><a href="#L-22"><span class="linenos">22</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">...names</span><span class="w"> </span><span class="kn">import</span> <span class="n">DataNames</span> <span class="k">as</span> <span class="n">D</span>
-</span><span id="L-23"><a href="#L-23"><span class="linenos">23</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">...types</span><span class="w"> </span><span class="kn">import</span> <span class="n">Matrix</span><span class="p">,</span> <span class="n">Variables</span>
-</span><span id="L-24"><a href="#L-24"><span class="linenos">24</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">...utils.fill</span><span class="w"> </span><span class="kn">import</span> <span class="n">fill_matrix</span>
+</span><span id="L-21"><a href="#L-21"><span class="linenos">21</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">cvx.markowitz.model</span><span class="w"> </span><span class="kn">import</span> <span class="n">Model</span>
+</span><span id="L-22"><a href="#L-22"><span class="linenos">22</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">cvx.markowitz.names</span><span class="w"> </span><span class="kn">import</span> <span class="n">DataNames</span> <span class="k">as</span> <span class="n">D</span>
+</span><span id="L-23"><a href="#L-23"><span class="linenos">23</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">cvx.markowitz.types</span><span class="w"> </span><span class="kn">import</span> <span class="n">Matrix</span><span class="p">,</span> <span class="n">Variables</span>
+</span><span id="L-24"><a href="#L-24"><span class="linenos">24</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">cvx.markowitz.utils.fill</span><span class="w"> </span><span class="kn">import</span> <span class="n">fill_matrix</span>
 </span><span id="L-25"><a href="#L-25"><span class="linenos">25</span></a>
 </span><span id="L-26"><a href="#L-26"><span class="linenos">26</span></a>
 </span><span id="L-27"><a href="#L-27"><span class="linenos">27</span></a><span class="nd">@dataclass</span><span class="p">(</span><span class="n">frozen</span><span class="o">=</span><span class="kc">True</span><span class="p">)</span>

pdoc/cvx/markowitz/risk/sample/sample.html

@@ -93,11 +93,11 @@ <h1 class="modulename">
 </span><span id="L-20"><a href="#L-20"><span class="linenos">20</span></a><span class="kn">import</span><span class="w"> </span><span class="nn">cvxpy</span><span class="w"> </span><span class="k">as</span><span class="w"> </span><span class="nn">cp</span>
 </span><span id="L-21"><a href="#L-21"><span class="linenos">21</span></a><span class="kn">import</span><span class="w"> </span><span class="nn">numpy</span><span class="w"> </span><span class="k">as</span><span class="w"> </span><span class="nn">np</span>
 </span><span id="L-22"><a href="#L-22"><span class="linenos">22</span></a>
-</span><span id="L-23"><a href="#L-23"><span class="linenos">23</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">...cvxerror</span><span class="w"> </span><span class="kn">import</span> <span class="n">CvxError</span>
-</span><span id="L-24"><a href="#L-24"><span class="linenos">24</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">...model</span><span class="w"> </span><span class="kn">import</span> <span class="n">Model</span>
-</span><span id="L-25"><a href="#L-25"><span class="linenos">25</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">...names</span><span class="w"> </span><span class="kn">import</span> <span class="n">DataNames</span> <span class="k">as</span> <span class="n">D</span>
-</span><span id="L-26"><a href="#L-26"><span class="linenos">26</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">...types</span><span class="w"> </span><span class="kn">import</span> <span class="n">Expressions</span><span class="p">,</span> <span class="n">Matrix</span><span class="p">,</span> <span class="n">Variables</span>
-</span><span id="L-27"><a href="#L-27"><span class="linenos">27</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">...utils.fill</span><span class="w"> </span><span class="kn">import</span> <span class="n">fill_matrix</span><span class="p">,</span> <span class="n">fill_vector</span>
+</span><span id="L-23"><a href="#L-23"><span class="linenos">23</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">cvx.markowitz.cvxerror</span><span class="w"> </span><span class="kn">import</span> <span class="n">CvxError</span>
+</span><span id="L-24"><a href="#L-24"><span class="linenos">24</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">cvx.markowitz.model</span><span class="w"> </span><span class="kn">import</span> <span class="n">Model</span>
+</span><span id="L-25"><a href="#L-25"><span class="linenos">25</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">cvx.markowitz.names</span><span class="w"> </span><span class="kn">import</span> <span class="n">DataNames</span> <span class="k">as</span> <span class="n">D</span>
+</span><span id="L-26"><a href="#L-26"><span class="linenos">26</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">cvx.markowitz.types</span><span class="w"> </span><span class="kn">import</span> <span class="n">Expressions</span><span class="p">,</span> <span class="n">Matrix</span><span class="p">,</span> <span class="n">Variables</span>
+</span><span id="L-27"><a href="#L-27"><span class="linenos">27</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">cvx.markowitz.utils.fill</span><span class="w"> </span><span class="kn">import</span> <span class="n">fill_matrix</span><span class="p">,</span> <span class="n">fill_vector</span>
 </span><span id="L-28"><a href="#L-28"><span class="linenos">28</span></a>
 </span><span id="L-29"><a href="#L-29"><span class="linenos">29</span></a>
 </span><span id="L-30"><a href="#L-30"><span class="linenos">30</span></a><span class="nd">@dataclass</span><span class="p">(</span><span class="n">frozen</span><span class="o">=</span><span class="kc">True</span><span class="p">)</span>

pdoc/cvx/markowitz/utils/fill.html

@@ -72,7 +72,7 @@ <h1 class="modulename">
 </span><span id="L-13"><a href="#L-13"><span class="linenos">13</span></a><span class="c1">#    limitations under the License.</span>
 </span><span id="L-14"><a href="#L-14"><span class="linenos">14</span></a><span class="kn">import</span><span class="w"> </span><span class="nn">numpy</span><span class="w"> </span><span class="k">as</span><span class="w"> </span><span class="nn">np</span>
 </span><span id="L-15"><a href="#L-15"><span class="linenos">15</span></a>
-</span><span id="L-16"><a href="#L-16"><span class="linenos">16</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">..types</span><span class="w"> </span><span class="kn">import</span> <span class="n">Matrix</span>
+</span><span id="L-16"><a href="#L-16"><span class="linenos">16</span></a><span class="kn">from</span><span class="w"> </span><span class="nn">cvx.markowitz.types</span><span class="w"> </span><span class="kn">import</span> <span class="n">Matrix</span>
 </span><span id="L-17"><a href="#L-17"><span class="linenos">17</span></a>
 </span><span id="L-18"><a href="#L-18"><span class="linenos">18</span></a>
 </span><span id="L-19"><a href="#L-19"><span class="linenos">19</span></a><span class="k">def</span><span class="w"> </span><span class="nf">fill_vector</span><span class="p">(</span><span class="n">x</span><span class="p">:</span> <span class="n">Matrix</span><span class="p">,</span> <span class="n">num</span><span class="p">:</span> <span class="nb">int</span><span class="p">)</span> <span class="o">-&gt;</span> <span class="n">Matrix</span><span class="p">:</span>