diff --git a/pdoc/cvx/markowitz/builder.html b/pdoc/cvx/markowitz/builder.html index 573057f7..639482bb 100644 --- a/pdoc/cvx/markowitz/builder.html +++ b/pdoc/cvx/markowitz/builder.html @@ -120,14 +120,14 @@

22import cvxpy as cp 23import numpy as np 24 - 25from cvx.markowitz.cvxerror import CvxError - 26from cvx.markowitz.model import Model - 27from cvx.markowitz.models.bounds import Bounds - 28from cvx.markowitz.names import DataNames as D - 29from cvx.markowitz.names import ModelName as M - 30from cvx.markowitz.risk.factor.factor import FactorModel - 31from cvx.markowitz.risk.sample.sample import SampleCovariance - 32from cvx.markowitz.types import File, Matrix, Parameter, Variables + 25from .cvxerror import CvxError + 26from .model import Model + 27from .models.bounds import Bounds + 28from .names import DataNames as D + 29from .names import ModelName as M + 30from .risk.factor.factor import FactorModel + 31from .risk.sample.sample import SampleCovariance + 32from .types import File, Matrix, Parameter, Variables 33 34 35def deserialize( diff --git a/pdoc/cvx/markowitz/model.html b/pdoc/cvx/markowitz/model.html index 6a47c885..0f71ac80 100644 --- a/pdoc/cvx/markowitz/model.html +++ b/pdoc/cvx/markowitz/model.html @@ -99,7 +99,7 @@

20 21import cvxpy as cp 22 -23from cvx.markowitz.types import Expressions, Matrix, Parameter, Variables +23from .types import Expressions, Matrix, Parameter, Variables 24 25 26@dataclass(frozen=True) diff --git a/pdoc/cvx/markowitz/portfolios/max_sharpe.html b/pdoc/cvx/markowitz/portfolios/max_sharpe.html index 641eeac9..84e50a80 100644 --- a/pdoc/cvx/markowitz/portfolios/max_sharpe.html +++ b/pdoc/cvx/markowitz/portfolios/max_sharpe.html @@ -82,11 +82,11 @@

17 18import cvxpy as cp 19 -20from cvx.markowitz.builder import Builder -21from cvx.markowitz.models.expected_returns import ExpectedReturns -22from cvx.markowitz.names import ConstraintName as C -23from cvx.markowitz.names import ModelName as M -24from cvx.markowitz.names import ParameterName as P +20from ..builder import Builder +21from ..models.expected_returns import ExpectedReturns +22from ..names import ConstraintName as C +23from ..names import ModelName as M +24from ..names import ParameterName as P 25 26 27@dataclass(frozen=True) diff --git a/pdoc/cvx/markowitz/risk/cvar/cvar.html b/pdoc/cvx/markowitz/risk/cvar/cvar.html index 2df6b50f..449439da 100644 --- a/pdoc/cvx/markowitz/risk/cvar/cvar.html +++ b/pdoc/cvx/markowitz/risk/cvar/cvar.html @@ -92,10 +92,10 @@

18import cvxpy as cp 19import numpy as np 20 -21from cvx.markowitz.model import Model -22from cvx.markowitz.names import DataNames as D -23from cvx.markowitz.types import Matrix, Variables -24from cvx.markowitz.utils.fill import fill_matrix +21from ...model import Model +22from ...names import DataNames as D +23from ...types import Matrix, Variables +24from ...utils.fill import fill_matrix 25 26 27@dataclass(frozen=True) diff --git a/pdoc/cvx/markowitz/risk/sample/sample.html b/pdoc/cvx/markowitz/risk/sample/sample.html index 34a233c6..579a33b1 100644 --- a/pdoc/cvx/markowitz/risk/sample/sample.html +++ b/pdoc/cvx/markowitz/risk/sample/sample.html @@ -93,11 +93,11 @@

20import cvxpy as cp 21import numpy as np 22 -23from cvx.markowitz.cvxerror import CvxError -24from cvx.markowitz.model import Model -25from cvx.markowitz.names import DataNames as D -26from cvx.markowitz.types import Expressions, Matrix, Variables -27from cvx.markowitz.utils.fill import fill_matrix, fill_vector +23from ...cvxerror import CvxError +24from ...model import Model +25from ...names import DataNames as D +26from ...types import Expressions, Matrix, Variables +27from ...utils.fill import fill_matrix, fill_vector 28 29 30@dataclass(frozen=True) diff --git a/pdoc/cvx/markowitz/utils/fill.html b/pdoc/cvx/markowitz/utils/fill.html index fc12d1ac..30e1af7a 100644 --- a/pdoc/cvx/markowitz/utils/fill.html +++ b/pdoc/cvx/markowitz/utils/fill.html @@ -72,7 +72,7 @@

13# limitations under the License. 14import numpy as np 15 -16from cvx.markowitz.types import Matrix +16from ..types import Matrix 17 18 19def fill_vector(x: Matrix, num: int) -> Matrix: diff --git a/tests/coverage/coverage.json b/tests/coverage/coverage.json index 3aefab5b..925b6777 100644 --- a/tests/coverage/coverage.json +++ b/tests/coverage/coverage.json @@ -1 +1 @@ -{"meta": {"format": 3, "version": "7.6.9", "timestamp": "2025-01-28T04:42:23.588869", "branch_coverage": false, "show_contexts": false}, "files": {"cvx/linalg/__init__.py": {"executed_lines": [14, 15, 17, 18, 19], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"": {"executed_lines": [14, 15, 17, 18, 19], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"": {"executed_lines": [14, 15, 17, 18, 19], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/linalg/cholesky.py": {"executed_lines": [14, 16, 18, 20, 23, 27], "summary": {"covered_lines": 5, "num_statements": 5, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"cholesky": {"executed_lines": [27], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 23], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"": {"executed_lines": [14, 16, 18, 20, 23, 27], "summary": {"covered_lines": 5, "num_statements": 5, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/linalg/pca.py": {"executed_lines": [14, 16, 18, 20, 22, 25, 26, 27, 28, 30, 31, 32, 36, 37, 40, 43, 44, 45, 47, 49, 51, 52, 53, 55, 56, 57, 59, 60, 61, 63, 64, 65, 67, 68, 69], "summary": {"covered_lines": 34, "num_statements": 34, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"PCA.__post_init__": {"executed_lines": [31, 32, 36, 37, 40, 43, 44, 45, 47, 49], "summary": {"covered_lines": 10, "num_statements": 10, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "PCA.explained_variance": {"executed_lines": [53], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "PCA.cov": {"executed_lines": [57], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "PCA.systematic_returns": {"executed_lines": [61], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "PCA.idiosyncratic_returns": {"executed_lines": [65], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "PCA.idiosyncratic_vola": {"executed_lines": [69], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 22, 25, 26, 27, 28, 30, 51, 52, 55, 56, 59, 60, 63, 64, 67, 68], "summary": {"covered_lines": 19, "num_statements": 19, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"PCA": {"executed_lines": [31, 32, 36, 37, 40, 43, 44, 45, 47, 49, 53, 57, 61, 65, 69], "summary": {"covered_lines": 15, "num_statements": 15, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 22, 25, 26, 27, 28, 30, 51, 52, 55, 56, 59, 60, 63, 64, 67, 68], "summary": {"covered_lines": 19, "num_statements": 19, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/linalg/random.py": {"executed_lines": [14, 16, 19, 20, 21], "summary": {"covered_lines": 5, "num_statements": 5, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"rand_cov": {"executed_lines": [20, 21], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 19], "summary": {"covered_lines": 3, "num_statements": 3, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"": {"executed_lines": [14, 16, 19, 20, 21], "summary": {"covered_lines": 5, "num_statements": 5, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/linalg/types.py": {"executed_lines": [14, 15, 16, 18], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"": {"executed_lines": [14, 15, 16, 18], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"": {"executed_lines": [14, 15, 16, 18], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/linalg/valid.py": {"executed_lines": [14, 16, 18, 20, 23, 32, 33, 35, 36], "summary": {"covered_lines": 8, "num_statements": 8, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"valid": {"executed_lines": [32, 33, 35, 36], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 23], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"": {"executed_lines": [14, 16, 18, 20, 23, 32, 33, 35, 36], "summary": {"covered_lines": 8, "num_statements": 8, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/__init__.py": {"executed_lines": [0], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/builder.py": {"executed_lines": [14, 16, 17, 18, 19, 20, 22, 23, 25, 26, 27, 28, 29, 30, 31, 32, 35, 38, 39, 42, 43, 44, 45, 47, 51, 52, 53, 54, 60, 62, 64, 68, 70, 71, 73, 75, 76, 77, 79, 80, 82, 83, 84, 85, 86, 88, 89, 90, 92, 93, 94, 96, 97, 98, 100, 101, 102, 104, 105, 106, 109, 110, 111, 112, 113, 114, 115, 116, 118, 120, 121, 124, 126, 128, 131, 133, 137, 140, 142, 143, 144, 149, 153, 154, 155, 157, 158, 160, 162, 163, 164, 166, 167, 168, 170, 171, 172], "summary": {"covered_lines": 97, "num_statements": 97, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"deserialize": {"executed_lines": [38, 39], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "_Problem.update": {"executed_lines": [51, 52, 53, 54, 60, 62], "summary": {"covered_lines": 6, "num_statements": 6, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "_Problem.solve": {"executed_lines": [68, 70, 71, 73], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "_Problem.value": {"executed_lines": [77], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "_Problem.is_dpp": {"executed_lines": [80], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "_Problem.data": {"executed_lines": [84, 85, 86], "summary": {"covered_lines": 3, "num_statements": 3, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "_Problem.parameter": {"executed_lines": [90], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "_Problem.variables": {"executed_lines": [94], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "_Problem.weights": {"executed_lines": [98], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "_Problem.factor_weights": {"executed_lines": [102], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "_Problem.serialize": {"executed_lines": [105, 106], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "Builder.__post_init__": {"executed_lines": [120, 121, 124, 126, 128, 131, 133, 137, 140], "summary": {"covered_lines": 9, "num_statements": 9, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "Builder.objective": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "Builder.build": {"executed_lines": [153, 154, 155, 157, 158, 160], "summary": {"covered_lines": 6, "num_statements": 6, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "Builder.weights": {"executed_lines": [164], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "Builder.risk": {"executed_lines": [168], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "Builder.factor_weights": {"executed_lines": [172], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 17, 18, 19, 20, 22, 23, 25, 26, 27, 28, 29, 30, 31, 32, 35, 42, 43, 44, 45, 47, 64, 75, 76, 79, 82, 83, 88, 89, 92, 93, 96, 97, 100, 101, 104, 109, 110, 111, 112, 113, 114, 115, 116, 118, 142, 143, 144, 149, 162, 163, 166, 167, 170, 171], "summary": {"covered_lines": 56, "num_statements": 56, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"_Problem": {"executed_lines": [51, 52, 53, 54, 60, 62, 68, 70, 71, 73, 77, 80, 84, 85, 86, 90, 94, 98, 102, 105, 106], "summary": {"covered_lines": 21, "num_statements": 21, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "Builder": {"executed_lines": [120, 121, 124, 126, 128, 131, 133, 137, 140, 153, 154, 155, 157, 158, 160, 164, 168, 172], "summary": {"covered_lines": 18, "num_statements": 18, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 17, 18, 19, 20, 22, 23, 25, 26, 27, 28, 29, 30, 31, 32, 35, 38, 39, 42, 43, 44, 45, 47, 64, 75, 76, 79, 82, 83, 88, 89, 92, 93, 96, 97, 100, 101, 104, 109, 110, 111, 112, 113, 114, 115, 116, 118, 142, 143, 144, 149, 162, 163, 166, 167, 170, 171], "summary": {"covered_lines": 58, "num_statements": 58, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/cvxerror.py": {"executed_lines": [14, 15], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"": {"executed_lines": [14, 15], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"CvxError": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 15], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/model.py": {"executed_lines": [14, 16, 18, 19, 21, 23, 26, 27, 28, 30, 31, 32, 34, 35, 40, 41, 46, 50], "summary": {"covered_lines": 16, "num_statements": 16, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"Model.estimate": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "Model.update": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "Model.constraints": {"executed_lines": [50], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 19, 21, 23, 26, 27, 28, 30, 31, 32, 34, 35, 40, 41, 46], "summary": {"covered_lines": 15, "num_statements": 15, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"Model": {"executed_lines": [50], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 19, 21, 23, 26, 27, 28, 30, 31, 32, 34, 35, 40, 41, 46], "summary": {"covered_lines": 15, "num_statements": 15, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/models/__init__.py": {"executed_lines": [0], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/models/bounds.py": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 28, 29, 30, 31, 33, 35, 37, 38, 40, 41, 46, 52, 53, 54, 56, 57], "summary": {"covered_lines": 23, "num_statements": 23, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"Bounds.estimate": {"executed_lines": [35], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "Bounds._f": {"executed_lines": [38], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "Bounds.__post_init__": {"executed_lines": [41, 46], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "Bounds.update": {"executed_lines": [53, 54], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "Bounds.constraints": {"executed_lines": [57], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 28, 29, 30, 31, 33, 37, 40, 52, 56], "summary": {"covered_lines": 16, "num_statements": 16, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"Bounds": {"executed_lines": [35, 38, 41, 46, 53, 54, 57], "summary": {"covered_lines": 7, "num_statements": 7, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 28, 29, 30, 31, 33, 37, 40, 52, 56], "summary": {"covered_lines": 16, "num_statements": 16, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/models/expected_returns.py": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 26, 27, 30, 31, 32, 34, 35, 42, 49, 50, 52, 53, 54, 57, 58, 59, 61], "summary": {"covered_lines": 23, "num_statements": 23, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"ExpectedReturns.__post_init__": {"executed_lines": [35, 42], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "ExpectedReturns.estimate": {"executed_lines": [50], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "ExpectedReturns.update": {"executed_lines": [53, 54, 57, 58, 59, 61], "summary": {"covered_lines": 6, "num_statements": 6, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 26, 27, 30, 31, 32, 34, 49, 52], "summary": {"covered_lines": 14, "num_statements": 14, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"ExpectedReturns": {"executed_lines": [35, 42, 50, 53, 54, 57, 58, 59, 61], "summary": {"covered_lines": 9, "num_statements": 9, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 26, 27, 30, 31, 32, 34, 49, 52], "summary": {"covered_lines": 14, "num_statements": 14, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/models/holding_costs.py": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 26, 29, 30, 31, 33, 34, 36, 37, 39, 40], "summary": {"covered_lines": 16, "num_statements": 16, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"HoldingCosts.__post_init__": {"executed_lines": [34], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "HoldingCosts.estimate": {"executed_lines": [37], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "HoldingCosts.update": {"executed_lines": [40], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 26, 29, 30, 31, 33, 36, 39], "summary": {"covered_lines": 13, "num_statements": 13, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"HoldingCosts": {"executed_lines": [34, 37, 40], "summary": {"covered_lines": 3, "num_statements": 3, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 26, 29, 30, 31, 33, 36, 39], "summary": {"covered_lines": 13, "num_statements": 13, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/models/trading_costs.py": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 26, 29, 30, 31, 33, 34, 37, 39, 40, 47, 48], "summary": {"covered_lines": 17, "num_statements": 17, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"TradingCosts.__post_init__": {"executed_lines": [34, 37], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "TradingCosts.estimate": {"executed_lines": [40], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "TradingCosts.update": {"executed_lines": [48], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 26, 29, 30, 31, 33, 39, 47], "summary": {"covered_lines": 13, "num_statements": 13, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"TradingCosts": {"executed_lines": [34, 37, 40, 48], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 26, 29, 30, 31, 33, 39, 47], "summary": {"covered_lines": 13, "num_statements": 13, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/names.py": {"executed_lines": [17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 37, 38, 39, 40, 41, 44, 45, 46, 47, 48, 49, 52, 53, 54, 55], "summary": {"covered_lines": 33, "num_statements": 33, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"": {"executed_lines": [17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 37, 38, 39, 40, 41, 44, 45, 46, 47, 48, 49, 52, 53, 54, 55], "summary": {"covered_lines": 33, "num_statements": 33, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"DataNames": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "ModelName": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "ConstraintName": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "ParameterName": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 37, 38, 39, 40, 41, 44, 45, 46, 47, 48, 49, 52, 53, 54, 55], "summary": {"covered_lines": 33, "num_statements": 33, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/portfolios/__init__.py": {"executed_lines": [0], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/portfolios/max_sharpe.py": {"executed_lines": [14, 16, 18, 20, 21, 22, 23, 24, 27, 28, 29, 35, 36, 37, 39, 40, 42, 44, 46, 47, 48], "summary": {"covered_lines": 20, "num_statements": 20, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"MaxSharpe.objective": {"executed_lines": [37], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "MaxSharpe.__post_init__": {"executed_lines": [40, 42, 44, 46, 47, 48], "summary": {"covered_lines": 6, "num_statements": 6, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 21, 22, 23, 24, 27, 28, 29, 35, 36, 39], "summary": {"covered_lines": 13, "num_statements": 13, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"MaxSharpe": {"executed_lines": [37, 40, 42, 44, 46, 47, 48], "summary": {"covered_lines": 7, "num_statements": 7, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 21, 22, 23, 24, 27, 28, 29, 35, 36, 39], "summary": {"covered_lines": 13, "num_statements": 13, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/portfolios/min_var.py": {"executed_lines": [14, 16, 18, 20, 21, 24, 25, 26, 32, 33, 34, 36, 37, 38, 39], "summary": {"covered_lines": 14, "num_statements": 14, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"MinVar.objective": {"executed_lines": [34], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "MinVar.__post_init__": {"executed_lines": [37, 38, 39], "summary": {"covered_lines": 3, "num_statements": 3, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 21, 24, 25, 26, 32, 33, 36], "summary": {"covered_lines": 10, "num_statements": 10, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"MinVar": {"executed_lines": [34, 37, 38, 39], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 21, 24, 25, 26, 32, 33, 36], "summary": {"covered_lines": 10, "num_statements": 10, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/portfolios/soft_risk.py": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 28, "percent_covered": 0.0, "percent_covered_display": "0", "missing_lines": 28, "excluded_lines": 0}, "missing_lines": [14, 16, 18, 20, 21, 22, 23, 24, 27, 28, 34, 35, 39, 40, 41, 42, 43, 45, 46, 48, 50, 52, 54, 55, 59, 60, 61, 62], "excluded_lines": [], "functions": {"SoftRisk.objective": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 3, "percent_covered": 0.0, "percent_covered_display": "0", "missing_lines": 3, "excluded_lines": 0}, "missing_lines": [41, 42, 43], "excluded_lines": []}, "SoftRisk.__post_init__": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 10, "percent_covered": 0.0, "percent_covered_display": "0", "missing_lines": 10, "excluded_lines": 0}, "missing_lines": [46, 48, 50, 52, 54, 55, 59, 60, 61, 62], "excluded_lines": []}, "": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 15, "percent_covered": 0.0, "percent_covered_display": "0", "missing_lines": 15, "excluded_lines": 0}, "missing_lines": [14, 16, 18, 20, 21, 22, 23, 24, 27, 28, 34, 35, 39, 40, 45], "excluded_lines": []}}, "classes": {"SoftRisk": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 13, "percent_covered": 0.0, "percent_covered_display": "0", "missing_lines": 13, "excluded_lines": 0}, "missing_lines": [41, 42, 43, 46, 48, 50, 52, 54, 55, 59, 60, 61, 62], "excluded_lines": []}, "": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 15, "percent_covered": 0.0, "percent_covered_display": "0", "missing_lines": 15, "excluded_lines": 0}, "missing_lines": [14, 16, 18, 20, 21, 22, 23, 24, 27, 28, 34, 35, 39, 40, 45], "excluded_lines": []}}}, "cvx/markowitz/portfolios/utils.py": {"executed_lines": [14, 16, 19, 22, 23], "summary": {"covered_lines": 5, "num_statements": 5, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"approx": {"executed_lines": [22, 23], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 19], "summary": {"covered_lines": 3, "num_statements": 3, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"": {"executed_lines": [14, 16, 19, 22, 23], "summary": {"covered_lines": 5, "num_statements": 5, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/risk/__init__.py": {"executed_lines": [14, 16, 17, 18], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"": {"executed_lines": [14, 16, 17, 18], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"": {"executed_lines": [14, 16, 17, 18], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/risk/cvar/__init__.py": {"executed_lines": [14, 16], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"": {"executed_lines": [14, 16], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"": {"executed_lines": [14, 16], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/risk/cvar/cvar.py": {"executed_lines": [14, 16, 18, 19, 21, 22, 23, 24, 27, 28, 29, 31, 32, 34, 36, 42, 49, 50, 52, 53], "summary": {"covered_lines": 19, "num_statements": 19, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"CVar.__post_init__": {"executed_lines": [36], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "CVar.estimate": {"executed_lines": [49, 50], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "CVar.update": {"executed_lines": [53], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 19, 21, 22, 23, 24, 27, 28, 29, 31, 32, 34, 42, 52], "summary": {"covered_lines": 15, "num_statements": 15, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"CVar": {"executed_lines": [36, 49, 50, 53], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 19, 21, 22, 23, 24, 27, 28, 29, 31, 32, 34, 42, 52], "summary": {"covered_lines": 15, "num_statements": 15, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/risk/factor/__init__.py": {"executed_lines": [14, 16], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"": {"executed_lines": [14, 16], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"": {"executed_lines": [14, 16], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/risk/factor/factor.py": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 26, 27, 30, 31, 32, 34, 36, 37, 43, 49, 55, 62, 69, 73, 74, 76, 78, 79, 91, 92, 101, 103, 104, 105, 107, 108, 110, 111, 113, 114, 116, 117, 119, 120, 122, 123, 124, 127, 130, 134, 135], "summary": {"covered_lines": 47, "num_statements": 47, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"FactorModel.__post_init__": {"executed_lines": [37, 43, 49, 55, 62], "summary": {"covered_lines": 5, "num_statements": 5, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "FactorModel.estimate": {"executed_lines": [73, 74, 76], "summary": {"covered_lines": 3, "num_statements": 3, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "FactorModel._residual_risk": {"executed_lines": [79], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "FactorModel._systematic_risk": {"executed_lines": [92], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "FactorModel.update": {"executed_lines": [103, 104, 105, 107, 108, 110, 111, 113, 114, 116, 117, 119, 120, 122, 123, 124, 127, 130], "summary": {"covered_lines": 18, "num_statements": 18, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "FactorModel.constraints": {"executed_lines": [135], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 26, 27, 30, 31, 32, 34, 36, 69, 78, 91, 101, 134], "summary": {"covered_lines": 18, "num_statements": 18, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"FactorModel": {"executed_lines": [37, 43, 49, 55, 62, 73, 74, 76, 79, 92, 103, 104, 105, 107, 108, 110, 111, 113, 114, 116, 117, 119, 120, 122, 123, 124, 127, 130, 135], "summary": {"covered_lines": 29, "num_statements": 29, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 26, 27, 30, 31, 32, 34, 36, 69, 78, 91, 101, 134], "summary": {"covered_lines": 18, "num_statements": 18, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/risk/sample/__init__.py": {"executed_lines": [14, 16], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"": {"executed_lines": [14, 16], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"": {"executed_lines": [14, 16], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/risk/sample/sample.py": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 26, 27, 30, 31, 32, 34, 35, 41, 49, 53, 62, 63, 64, 66, 67, 69, 70], "summary": {"covered_lines": 23, "num_statements": 23, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"SampleCovariance.__post_init__": {"executed_lines": [35, 41], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "SampleCovariance.estimate": {"executed_lines": [53], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "SampleCovariance.update": {"executed_lines": [63, 64, 66, 67], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "SampleCovariance.constraints": {"executed_lines": [70], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 26, 27, 30, 31, 32, 34, 49, 62, 69], "summary": {"covered_lines": 15, "num_statements": 15, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"SampleCovariance": {"executed_lines": [35, 41, 53, 63, 64, 66, 67, 70], "summary": {"covered_lines": 8, "num_statements": 8, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 26, 27, 30, 31, 32, 34, 49, 62, 69], "summary": {"covered_lines": 15, "num_statements": 15, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/types.py": {"executed_lines": [14, 15, 17, 18, 19, 20, 22, 23, 24, 25, 26, 28], "summary": {"covered_lines": 12, "num_statements": 12, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"": {"executed_lines": [14, 15, 17, 18, 19, 20, 22, 23, 24, 25, 26, 28], "summary": {"covered_lines": 12, "num_statements": 12, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"": {"executed_lines": [14, 15, 17, 18, 19, 20, 22, 23, 24, 25, 26, 28], "summary": {"covered_lines": 12, "num_statements": 12, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/utils/__init__.py": {"executed_lines": [0], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/utils/fill.py": {"executed_lines": [14, 16, 19, 23, 24, 25, 28, 33, 34, 35, 36], "summary": {"covered_lines": 11, "num_statements": 11, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"fill_vector": {"executed_lines": [23, 24, 25], "summary": {"covered_lines": 3, "num_statements": 3, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "fill_matrix": {"executed_lines": [33, 34, 35, 36], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 19, 28], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"": {"executed_lines": [14, 16, 19, 23, 24, 25, 28, 33, 34, 35, 36], "summary": {"covered_lines": 11, "num_statements": 11, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}}, "totals": {"covered_lines": 448, "num_statements": 476, "percent_covered": 94.11764705882354, "percent_covered_display": "94", "missing_lines": 28, "excluded_lines": 0}} \ No newline at end of file +{"meta": {"format": 3, "version": "7.6.9", "timestamp": "2025-01-28T04:53:05.670502", "branch_coverage": false, "show_contexts": false}, "files": {"cvx/linalg/__init__.py": {"executed_lines": [14, 15, 17, 18, 19], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"": {"executed_lines": [14, 15, 17, 18, 19], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"": {"executed_lines": [14, 15, 17, 18, 19], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/linalg/cholesky.py": {"executed_lines": [14, 16, 18, 20, 23, 27], "summary": {"covered_lines": 5, "num_statements": 5, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"cholesky": {"executed_lines": [27], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 23], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"": {"executed_lines": [14, 16, 18, 20, 23, 27], "summary": {"covered_lines": 5, "num_statements": 5, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/linalg/pca.py": {"executed_lines": [14, 16, 18, 20, 22, 25, 26, 27, 28, 30, 31, 32, 36, 37, 40, 43, 44, 45, 47, 49, 51, 52, 53, 55, 56, 57, 59, 60, 61, 63, 64, 65, 67, 68, 69], "summary": {"covered_lines": 34, "num_statements": 34, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"PCA.__post_init__": {"executed_lines": [31, 32, 36, 37, 40, 43, 44, 45, 47, 49], "summary": {"covered_lines": 10, "num_statements": 10, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "PCA.explained_variance": {"executed_lines": [53], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "PCA.cov": {"executed_lines": [57], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "PCA.systematic_returns": {"executed_lines": [61], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "PCA.idiosyncratic_returns": {"executed_lines": [65], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "PCA.idiosyncratic_vola": {"executed_lines": [69], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 22, 25, 26, 27, 28, 30, 51, 52, 55, 56, 59, 60, 63, 64, 67, 68], "summary": {"covered_lines": 19, "num_statements": 19, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"PCA": {"executed_lines": [31, 32, 36, 37, 40, 43, 44, 45, 47, 49, 53, 57, 61, 65, 69], "summary": {"covered_lines": 15, "num_statements": 15, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 22, 25, 26, 27, 28, 30, 51, 52, 55, 56, 59, 60, 63, 64, 67, 68], "summary": {"covered_lines": 19, "num_statements": 19, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/linalg/random.py": {"executed_lines": [14, 16, 19, 20, 21], "summary": {"covered_lines": 5, "num_statements": 5, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"rand_cov": {"executed_lines": [20, 21], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 19], "summary": {"covered_lines": 3, "num_statements": 3, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"": {"executed_lines": [14, 16, 19, 20, 21], "summary": {"covered_lines": 5, "num_statements": 5, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/linalg/types.py": {"executed_lines": [14, 15, 16, 18], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"": {"executed_lines": [14, 15, 16, 18], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"": {"executed_lines": [14, 15, 16, 18], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/linalg/valid.py": {"executed_lines": [14, 16, 18, 20, 23, 32, 33, 35, 36], "summary": {"covered_lines": 8, "num_statements": 8, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"valid": {"executed_lines": [32, 33, 35, 36], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 23], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"": {"executed_lines": [14, 16, 18, 20, 23, 32, 33, 35, 36], "summary": {"covered_lines": 8, "num_statements": 8, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/__init__.py": {"executed_lines": [0], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/builder.py": {"executed_lines": [14, 16, 17, 18, 19, 20, 22, 23, 25, 26, 27, 28, 29, 30, 31, 32, 35, 38, 39, 42, 43, 44, 45, 47, 51, 52, 53, 54, 60, 62, 64, 68, 70, 71, 73, 75, 76, 77, 79, 80, 82, 83, 84, 85, 86, 88, 89, 90, 92, 93, 94, 96, 97, 98, 100, 101, 102, 104, 105, 106, 109, 110, 111, 112, 113, 114, 115, 116, 118, 120, 121, 124, 126, 128, 131, 133, 137, 140, 142, 143, 144, 149, 153, 154, 155, 157, 158, 160, 162, 163, 164, 166, 167, 168, 170, 171, 172], "summary": {"covered_lines": 97, "num_statements": 97, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"deserialize": {"executed_lines": [38, 39], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "_Problem.update": {"executed_lines": [51, 52, 53, 54, 60, 62], "summary": {"covered_lines": 6, "num_statements": 6, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "_Problem.solve": {"executed_lines": [68, 70, 71, 73], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "_Problem.value": {"executed_lines": [77], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "_Problem.is_dpp": {"executed_lines": [80], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "_Problem.data": {"executed_lines": [84, 85, 86], "summary": {"covered_lines": 3, "num_statements": 3, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "_Problem.parameter": {"executed_lines": [90], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "_Problem.variables": {"executed_lines": [94], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "_Problem.weights": {"executed_lines": [98], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "_Problem.factor_weights": {"executed_lines": [102], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "_Problem.serialize": {"executed_lines": [105, 106], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "Builder.__post_init__": {"executed_lines": [120, 121, 124, 126, 128, 131, 133, 137, 140], "summary": {"covered_lines": 9, "num_statements": 9, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "Builder.objective": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "Builder.build": {"executed_lines": [153, 154, 155, 157, 158, 160], "summary": {"covered_lines": 6, "num_statements": 6, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "Builder.weights": {"executed_lines": [164], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "Builder.risk": {"executed_lines": [168], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "Builder.factor_weights": {"executed_lines": [172], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 17, 18, 19, 20, 22, 23, 25, 26, 27, 28, 29, 30, 31, 32, 35, 42, 43, 44, 45, 47, 64, 75, 76, 79, 82, 83, 88, 89, 92, 93, 96, 97, 100, 101, 104, 109, 110, 111, 112, 113, 114, 115, 116, 118, 142, 143, 144, 149, 162, 163, 166, 167, 170, 171], "summary": {"covered_lines": 56, "num_statements": 56, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"_Problem": {"executed_lines": [51, 52, 53, 54, 60, 62, 68, 70, 71, 73, 77, 80, 84, 85, 86, 90, 94, 98, 102, 105, 106], "summary": {"covered_lines": 21, "num_statements": 21, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "Builder": {"executed_lines": [120, 121, 124, 126, 128, 131, 133, 137, 140, 153, 154, 155, 157, 158, 160, 164, 168, 172], "summary": {"covered_lines": 18, "num_statements": 18, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 17, 18, 19, 20, 22, 23, 25, 26, 27, 28, 29, 30, 31, 32, 35, 38, 39, 42, 43, 44, 45, 47, 64, 75, 76, 79, 82, 83, 88, 89, 92, 93, 96, 97, 100, 101, 104, 109, 110, 111, 112, 113, 114, 115, 116, 118, 142, 143, 144, 149, 162, 163, 166, 167, 170, 171], "summary": {"covered_lines": 58, "num_statements": 58, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/cvxerror.py": {"executed_lines": [14, 15], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"": {"executed_lines": [14, 15], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"CvxError": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 15], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/model.py": {"executed_lines": [14, 16, 18, 19, 21, 23, 26, 27, 28, 30, 31, 32, 34, 35, 40, 41, 46, 50], "summary": {"covered_lines": 16, "num_statements": 16, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"Model.estimate": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "Model.update": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "Model.constraints": {"executed_lines": [50], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 19, 21, 23, 26, 27, 28, 30, 31, 32, 34, 35, 40, 41, 46], "summary": {"covered_lines": 15, "num_statements": 15, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"Model": {"executed_lines": [50], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 19, 21, 23, 26, 27, 28, 30, 31, 32, 34, 35, 40, 41, 46], "summary": {"covered_lines": 15, "num_statements": 15, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/models/__init__.py": {"executed_lines": [0], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/models/bounds.py": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 28, 29, 30, 31, 33, 35, 37, 38, 40, 41, 46, 52, 53, 54, 56, 57], "summary": {"covered_lines": 23, "num_statements": 23, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"Bounds.estimate": {"executed_lines": [35], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "Bounds._f": {"executed_lines": [38], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "Bounds.__post_init__": {"executed_lines": [41, 46], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "Bounds.update": {"executed_lines": [53, 54], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "Bounds.constraints": {"executed_lines": [57], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 28, 29, 30, 31, 33, 37, 40, 52, 56], "summary": {"covered_lines": 16, "num_statements": 16, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"Bounds": {"executed_lines": [35, 38, 41, 46, 53, 54, 57], "summary": {"covered_lines": 7, "num_statements": 7, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 28, 29, 30, 31, 33, 37, 40, 52, 56], "summary": {"covered_lines": 16, "num_statements": 16, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/models/expected_returns.py": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 26, 27, 30, 31, 32, 34, 35, 42, 49, 50, 52, 53, 54, 57, 58, 59, 61], "summary": {"covered_lines": 23, "num_statements": 23, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"ExpectedReturns.__post_init__": {"executed_lines": [35, 42], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "ExpectedReturns.estimate": {"executed_lines": [50], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "ExpectedReturns.update": {"executed_lines": [53, 54, 57, 58, 59, 61], "summary": {"covered_lines": 6, "num_statements": 6, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 26, 27, 30, 31, 32, 34, 49, 52], "summary": {"covered_lines": 14, "num_statements": 14, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"ExpectedReturns": {"executed_lines": [35, 42, 50, 53, 54, 57, 58, 59, 61], "summary": {"covered_lines": 9, "num_statements": 9, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 26, 27, 30, 31, 32, 34, 49, 52], "summary": {"covered_lines": 14, "num_statements": 14, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/models/holding_costs.py": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 26, 29, 30, 31, 33, 34, 36, 37, 39, 40], "summary": {"covered_lines": 16, "num_statements": 16, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"HoldingCosts.__post_init__": {"executed_lines": [34], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "HoldingCosts.estimate": {"executed_lines": [37], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "HoldingCosts.update": {"executed_lines": [40], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 26, 29, 30, 31, 33, 36, 39], "summary": {"covered_lines": 13, "num_statements": 13, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"HoldingCosts": {"executed_lines": [34, 37, 40], "summary": {"covered_lines": 3, "num_statements": 3, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 26, 29, 30, 31, 33, 36, 39], "summary": {"covered_lines": 13, "num_statements": 13, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/models/trading_costs.py": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 26, 29, 30, 31, 33, 34, 37, 39, 40, 47, 48], "summary": {"covered_lines": 17, "num_statements": 17, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"TradingCosts.__post_init__": {"executed_lines": [34, 37], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "TradingCosts.estimate": {"executed_lines": [40], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "TradingCosts.update": {"executed_lines": [48], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 26, 29, 30, 31, 33, 39, 47], "summary": {"covered_lines": 13, "num_statements": 13, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"TradingCosts": {"executed_lines": [34, 37, 40, 48], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 26, 29, 30, 31, 33, 39, 47], "summary": {"covered_lines": 13, "num_statements": 13, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/names.py": {"executed_lines": [17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 37, 38, 39, 40, 41, 44, 45, 46, 47, 48, 49, 52, 53, 54, 55], "summary": {"covered_lines": 33, "num_statements": 33, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"": {"executed_lines": [17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 37, 38, 39, 40, 41, 44, 45, 46, 47, 48, 49, 52, 53, 54, 55], "summary": {"covered_lines": 33, "num_statements": 33, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"DataNames": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "ModelName": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "ConstraintName": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "ParameterName": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 37, 38, 39, 40, 41, 44, 45, 46, 47, 48, 49, 52, 53, 54, 55], "summary": {"covered_lines": 33, "num_statements": 33, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/portfolios/__init__.py": {"executed_lines": [0], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/portfolios/max_sharpe.py": {"executed_lines": [14, 16, 18, 20, 21, 22, 23, 24, 27, 28, 29, 35, 36, 37, 39, 40, 42, 44, 46, 47, 48], "summary": {"covered_lines": 20, "num_statements": 20, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"MaxSharpe.objective": {"executed_lines": [37], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "MaxSharpe.__post_init__": {"executed_lines": [40, 42, 44, 46, 47, 48], "summary": {"covered_lines": 6, "num_statements": 6, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 21, 22, 23, 24, 27, 28, 29, 35, 36, 39], "summary": {"covered_lines": 13, "num_statements": 13, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"MaxSharpe": {"executed_lines": [37, 40, 42, 44, 46, 47, 48], "summary": {"covered_lines": 7, "num_statements": 7, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 21, 22, 23, 24, 27, 28, 29, 35, 36, 39], "summary": {"covered_lines": 13, "num_statements": 13, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/portfolios/min_var.py": {"executed_lines": [14, 16, 18, 20, 21, 24, 25, 26, 32, 33, 34, 36, 37, 38, 39], "summary": {"covered_lines": 14, "num_statements": 14, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"MinVar.objective": {"executed_lines": [34], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "MinVar.__post_init__": {"executed_lines": [37, 38, 39], "summary": {"covered_lines": 3, "num_statements": 3, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 21, 24, 25, 26, 32, 33, 36], "summary": {"covered_lines": 10, "num_statements": 10, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"MinVar": {"executed_lines": [34, 37, 38, 39], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 21, 24, 25, 26, 32, 33, 36], "summary": {"covered_lines": 10, "num_statements": 10, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/portfolios/soft_risk.py": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 28, "percent_covered": 0.0, "percent_covered_display": "0", "missing_lines": 28, "excluded_lines": 0}, "missing_lines": [14, 16, 18, 20, 21, 22, 23, 24, 27, 28, 34, 35, 39, 40, 41, 42, 43, 45, 46, 48, 50, 52, 54, 55, 59, 60, 61, 62], "excluded_lines": [], "functions": {"SoftRisk.objective": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 3, "percent_covered": 0.0, "percent_covered_display": "0", "missing_lines": 3, "excluded_lines": 0}, "missing_lines": [41, 42, 43], "excluded_lines": []}, "SoftRisk.__post_init__": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 10, "percent_covered": 0.0, "percent_covered_display": "0", "missing_lines": 10, "excluded_lines": 0}, "missing_lines": [46, 48, 50, 52, 54, 55, 59, 60, 61, 62], "excluded_lines": []}, "": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 15, "percent_covered": 0.0, "percent_covered_display": "0", "missing_lines": 15, "excluded_lines": 0}, "missing_lines": [14, 16, 18, 20, 21, 22, 23, 24, 27, 28, 34, 35, 39, 40, 45], "excluded_lines": []}}, "classes": {"SoftRisk": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 13, "percent_covered": 0.0, "percent_covered_display": "0", "missing_lines": 13, "excluded_lines": 0}, "missing_lines": [41, 42, 43, 46, 48, 50, 52, 54, 55, 59, 60, 61, 62], "excluded_lines": []}, "": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 15, "percent_covered": 0.0, "percent_covered_display": "0", "missing_lines": 15, "excluded_lines": 0}, "missing_lines": [14, 16, 18, 20, 21, 22, 23, 24, 27, 28, 34, 35, 39, 40, 45], "excluded_lines": []}}}, "cvx/markowitz/portfolios/utils.py": {"executed_lines": [14, 16, 19, 22, 23], "summary": {"covered_lines": 5, "num_statements": 5, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"approx": {"executed_lines": [22, 23], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 19], "summary": {"covered_lines": 3, "num_statements": 3, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"": {"executed_lines": [14, 16, 19, 22, 23], "summary": {"covered_lines": 5, "num_statements": 5, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/risk/__init__.py": {"executed_lines": [14, 16, 17, 18], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"": {"executed_lines": [14, 16, 17, 18], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"": {"executed_lines": [14, 16, 17, 18], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/risk/cvar/__init__.py": {"executed_lines": [14, 16], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"": {"executed_lines": [14, 16], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"": {"executed_lines": [14, 16], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/risk/cvar/cvar.py": {"executed_lines": [14, 16, 18, 19, 21, 22, 23, 24, 27, 28, 29, 31, 32, 34, 36, 42, 49, 50, 52, 53], "summary": {"covered_lines": 19, "num_statements": 19, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"CVar.__post_init__": {"executed_lines": [36], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "CVar.estimate": {"executed_lines": [49, 50], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "CVar.update": {"executed_lines": [53], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 19, 21, 22, 23, 24, 27, 28, 29, 31, 32, 34, 42, 52], "summary": {"covered_lines": 15, "num_statements": 15, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"CVar": {"executed_lines": [36, 49, 50, 53], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 19, 21, 22, 23, 24, 27, 28, 29, 31, 32, 34, 42, 52], "summary": {"covered_lines": 15, "num_statements": 15, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/risk/factor/__init__.py": {"executed_lines": [14, 16], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"": {"executed_lines": [14, 16], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"": {"executed_lines": [14, 16], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/risk/factor/factor.py": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 26, 27, 30, 31, 32, 34, 36, 37, 43, 49, 55, 62, 69, 73, 74, 76, 78, 79, 91, 92, 101, 103, 104, 105, 107, 108, 110, 111, 113, 114, 116, 117, 119, 120, 122, 123, 124, 127, 130, 134, 135], "summary": {"covered_lines": 47, "num_statements": 47, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"FactorModel.__post_init__": {"executed_lines": [37, 43, 49, 55, 62], "summary": {"covered_lines": 5, "num_statements": 5, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "FactorModel.estimate": {"executed_lines": [73, 74, 76], "summary": {"covered_lines": 3, "num_statements": 3, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "FactorModel._residual_risk": {"executed_lines": [79], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "FactorModel._systematic_risk": {"executed_lines": [92], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "FactorModel.update": {"executed_lines": [103, 104, 105, 107, 108, 110, 111, 113, 114, 116, 117, 119, 120, 122, 123, 124, 127, 130], "summary": {"covered_lines": 18, "num_statements": 18, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "FactorModel.constraints": {"executed_lines": [135], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 26, 27, 30, 31, 32, 34, 36, 69, 78, 91, 101, 134], "summary": {"covered_lines": 18, "num_statements": 18, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"FactorModel": {"executed_lines": [37, 43, 49, 55, 62, 73, 74, 76, 79, 92, 103, 104, 105, 107, 108, 110, 111, 113, 114, 116, 117, 119, 120, 122, 123, 124, 127, 130, 135], "summary": {"covered_lines": 29, "num_statements": 29, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 26, 27, 30, 31, 32, 34, 36, 69, 78, 91, 101, 134], "summary": {"covered_lines": 18, "num_statements": 18, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/risk/sample/__init__.py": {"executed_lines": [14, 16], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"": {"executed_lines": [14, 16], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"": {"executed_lines": [14, 16], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/risk/sample/sample.py": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 26, 27, 30, 31, 32, 34, 35, 41, 49, 53, 62, 63, 64, 66, 67, 69, 70], "summary": {"covered_lines": 23, "num_statements": 23, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"SampleCovariance.__post_init__": {"executed_lines": [35, 41], "summary": {"covered_lines": 2, "num_statements": 2, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "SampleCovariance.estimate": {"executed_lines": [53], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "SampleCovariance.update": {"executed_lines": [63, 64, 66, 67], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "SampleCovariance.constraints": {"executed_lines": [70], "summary": {"covered_lines": 1, "num_statements": 1, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 26, 27, 30, 31, 32, 34, 49, 62, 69], "summary": {"covered_lines": 15, "num_statements": 15, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"SampleCovariance": {"executed_lines": [35, 41, 53, 63, 64, 66, 67, 70], "summary": {"covered_lines": 8, "num_statements": 8, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 18, 20, 21, 23, 24, 25, 26, 27, 30, 31, 32, 34, 49, 62, 69], "summary": {"covered_lines": 15, "num_statements": 15, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/types.py": {"executed_lines": [14, 15, 17, 18, 19, 20, 22, 23, 24, 25, 26, 28], "summary": {"covered_lines": 12, "num_statements": 12, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"": {"executed_lines": [14, 15, 17, 18, 19, 20, 22, 23, 24, 25, 26, 28], "summary": {"covered_lines": 12, "num_statements": 12, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"": {"executed_lines": [14, 15, 17, 18, 19, 20, 22, 23, 24, 25, 26, 28], "summary": {"covered_lines": 12, "num_statements": 12, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/utils/__init__.py": {"executed_lines": [0], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"": {"executed_lines": [], "summary": {"covered_lines": 0, "num_statements": 0, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}, "cvx/markowitz/utils/fill.py": {"executed_lines": [14, 16, 19, 23, 24, 25, 28, 33, 34, 35, 36], "summary": {"covered_lines": 11, "num_statements": 11, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": [], "functions": {"fill_vector": {"executed_lines": [23, 24, 25], "summary": {"covered_lines": 3, "num_statements": 3, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "fill_matrix": {"executed_lines": [33, 34, 35, 36], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}, "": {"executed_lines": [14, 16, 19, 28], "summary": {"covered_lines": 4, "num_statements": 4, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}, "classes": {"": {"executed_lines": [14, 16, 19, 23, 24, 25, 28, 33, 34, 35, 36], "summary": {"covered_lines": 11, "num_statements": 11, "percent_covered": 100.0, "percent_covered_display": "100", "missing_lines": 0, "excluded_lines": 0}, "missing_lines": [], "excluded_lines": []}}}}, "totals": {"covered_lines": 448, "num_statements": 476, "percent_covered": 94.11764705882354, "percent_covered_display": "94", "missing_lines": 28, "excluded_lines": 0}} \ No newline at end of file diff --git a/tests/coverage/coverage.xml b/tests/coverage/coverage.xml index f6f379d8..73db641c 100644 --- a/tests/coverage/coverage.xml +++ b/tests/coverage/coverage.xml @@ -1,5 +1,5 @@ - + diff --git a/tests/html-coverage/class_index.html b/tests/html-coverage/class_index.html index cdfaffdb..23a53a13 100644 --- a/tests/html-coverage/class_index.html +++ b/tests/html-coverage/class_index.html @@ -55,7 +55,7 @@

coverage.py v7.6.9, - created at 2025-01-28 04:42 +0000 + created at 2025-01-28 04:53 +0000

@@ -492,7 +492,7 @@

coverage.py v7.6.9, - created at 2025-01-28 04:42 +0000 + created at 2025-01-28 04:53 +0000