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move supporting code for papers to module paper_code #27

move supporting code for papers to module paper_code

move supporting code for papers to module paper_code #27

Workflow file for this run

name: CI
on:
push:
branches: [master]
pull_request:
branches: [master]
env:
FORCE_JAVASCRIPT_ACTIONS_TO_NODE24: true
jobs:
test:
runs-on: ubuntu-latest
strategy:
fail-fast: false
matrix:
python-version: ["3.10", "3.11", "3.12"]
steps:
- uses: actions/checkout@v4
- name: Set up Python ${{ matrix.python-version }}
uses: actions/setup-python@v5
with:
python-version: ${{ matrix.python-version }}
- name: Install dependencies
run: |
python -m pip install --upgrade pip
pip install -e ".[dev]"
- name: Verify imports
run: |
python -c "
from optimalportfolios import (
PortfolioObjective, Constraints, GroupLowerUpperConstraints,
FactorCovarEstimator, EwmaCovarEstimator
)
print('All imports OK')
"
- name: Verify factorlasso integration
run: |
python -c "
from factorlasso import LassoModel as FL_LassoModel
from optimalportfolios import LassoModel as OP_LassoModel
assert FL_LassoModel is OP_LassoModel, 'Re-export mismatch'
print('factorlasso integration OK')
"
- name: Run solver tests (no external data)
run: |
python optimalportfolios/optimization/tests/constraints_test.py
python optimalportfolios/optimization/tests/carra_mixture_test.py
python optimalportfolios/optimization/tests/quadratic_test.py
python optimalportfolios/optimization/tests/maximise_alpha_with_target_yield_test.py
python optimalportfolios/optimization/tests/maximise_alpha_over_tre_test.py
python optimalportfolios/utils/tests/portfolios_funcs_test.py