Coverage for src/pyhrp/__init__.py: 100%

1"""Hierarchical Risk Parity (HRP) portfolio optimization library. 

2 

3This package implements the Hierarchical Risk Parity algorithm for portfolio 

4optimization, as introduced by Marcos Lopez de Prado, and the Schur 

5Complementary Allocation extension by Peter Cotton. 

6""" 

7 

8import importlib.metadata 

9 

10from .algos import one_over_n, risk_parity, schur_risk_parity 

11from .cluster import Cluster, Portfolio 

12from .hrp import Dendrogram, build_tree, compute_corr, compute_cov, hrp, schur_hrp 

13 

14__version__ = importlib.metadata.version("pyhrp") 

15 

16__all__ = [ 

17 "Cluster", 

18 "Dendrogram", 

19 "Portfolio", 

20 "__version__", 

21 "build_tree", 

22 "compute_corr", 

23 "compute_cov", 

24 "hrp", 

25 "one_over_n", 

26 "risk_parity", 

27 "schur_hrp", 

28 "schur_risk_parity", 

29]