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

1# Copyright 2023 Stanford University Convex Optimization Group 

2# 

3# Licensed under the Apache License, Version 2.0 (the "License"); 

4# you may not use this file except in compliance with the License. 

5# You may obtain a copy of the License at 

6# 

7# http://www.apache.org/licenses/LICENSE-2.0 

8# 

9# Unless required by applicable law or agreed to in writing, software 

10# distributed under the License is distributed on an "AS IS" BASIS, 

11# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 

12# See the License for the specific language governing permissions and 

13# limitations under the License. 

14"""Critical Line Algorithm (CLA) for Portfolio Optimization. 

15 

16This package implements the Critical Line Algorithm introduced by Harry Markowitz 

17for computing the efficient frontier in portfolio optimization problems. 

18The algorithm efficiently computes the turning points of the efficient frontier, 

19which are the points where the set of assets at their bounds changes. 

20 

21The main class to use is CLA, which implements the algorithm and provides 

22methods to compute and analyze the efficient frontier. 

23""" 

24 

25import importlib.metadata 

26 

27from .cla import CLA 

28 

29__all__ = ["CLA"] 

30 

31__version__ = importlib.metadata.version("cvxcla")