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 .covariance import compute_corr, compute_cov, compute_returns 

13from .dendrogram import Dendrogram, build_tree, build_tree_from_operator 

14from .hrp import hrp, schur_hrp 

15from .operators import CovarianceOperator, DenseCovariance 

16 

17__version__ = importlib.metadata.version("pyhrp") 

18 

19__all__ = [ 

20 "Cluster", 

21 "CovarianceOperator", 

22 "Dendrogram", 

23 "DenseCovariance", 

24 "Portfolio", 

25 "__version__", 

26 "build_tree", 

27 "build_tree_from_operator", 

28 "compute_corr", 

29 "compute_cov", 

30 "compute_returns", 

31 "hrp", 

32 "one_over_n", 

33 "risk_parity", 

34 "schur_hrp", 

35 "schur_risk_parity", 

36]