Coverage report: 97%

Files Functions Classes

coverage.py v7.12.0, created at 2025-12-08 13:49 +0000

File function   statements missing excluded   coverage
src / cvx / markowitz / __init__.py (no function)   0 0 0   100%
src / cvx / markowitz / builder.py deserialize   2 0 0   100%
src / cvx / markowitz / builder.py _Problem.update   6 0 0   100%
src / cvx / markowitz / builder.py _Problem.solve   4 0 0   100%
src / cvx / markowitz / builder.py _Problem.value   1 0 0   100%
src / cvx / markowitz / builder.py _Problem.is_dpp   1 0 0   100%
src / cvx / markowitz / builder.py _Problem.data   3 0 0   100%
src / cvx / markowitz / builder.py _Problem.parameter   1 0 0   100%
src / cvx / markowitz / builder.py _Problem.variables   1 0 0   100%
src / cvx / markowitz / builder.py _Problem.weights   1 0 0   100%
src / cvx / markowitz / builder.py _Problem.factor_weights   1 0 0   100%
src / cvx / markowitz / builder.py _Problem.serialize   2 0 0   100%
src / cvx / markowitz / builder.py Builder.__post_init__   9 0 0   100%
src / cvx / markowitz / builder.py Builder.objective   0 0 0   100%
src / cvx / markowitz / builder.py Builder.build   6 0 0   100%
src / cvx / markowitz / builder.py Builder.weights   1 0 0   100%
src / cvx / markowitz / builder.py Builder.risk   1 0 0   100%
src / cvx / markowitz / builder.py Builder.factor_weights   1 0 0   100%
src / cvx / markowitz / builder.py (no function)   57 0 0   100%
src / cvx / markowitz / cvxerror.py (no function)   2 0 0   100%
src / cvx / markowitz / linalg / __init__.py (no function)   5 0 0   100%
src / cvx / markowitz / linalg / cholesky.py cholesky   1 0 0   100%
src / cvx / markowitz / linalg / cholesky.py (no function)   4 0 0   100%
src / cvx / markowitz / linalg / pca.py PCA.__post_init__   10 0 0   100%
src / cvx / markowitz / linalg / pca.py PCA.explained_variance   1 0 0   100%
src / cvx / markowitz / linalg / pca.py PCA.cov   1 0 0   100%
src / cvx / markowitz / linalg / pca.py PCA.systematic_returns   1 0 0   100%
src / cvx / markowitz / linalg / pca.py PCA.idiosyncratic_returns   1 0 0   100%
src / cvx / markowitz / linalg / pca.py PCA.idiosyncratic_vola   1 0 0   100%
src / cvx / markowitz / linalg / pca.py (no function)   19 0 0   100%
src / cvx / markowitz / linalg / random.py rand_cov   2 0 0   100%
src / cvx / markowitz / linalg / random.py (no function)   3 0 0   100%
src / cvx / markowitz / linalg / types.py (no function)   4 0 0   100%
src / cvx / markowitz / linalg / valid.py valid   4 0 0   100%
src / cvx / markowitz / linalg / valid.py (no function)   4 0 0   100%
src / cvx / markowitz / model.py Model.estimate   0 0 0   100%
src / cvx / markowitz / model.py Model.update   0 0 0   100%
src / cvx / markowitz / model.py Model.constraints   1 0 0   100%
src / cvx / markowitz / model.py (no function)   15 0 0   100%
src / cvx / markowitz / models / __init__.py (no function)   0 0 0   100%
src / cvx / markowitz / models / bounds.py Bounds.estimate   1 0 0   100%
src / cvx / markowitz / models / bounds.py Bounds._f   1 0 0   100%
src / cvx / markowitz / models / bounds.py Bounds.__post_init__   2 0 0   100%
src / cvx / markowitz / models / bounds.py Bounds.update   2 0 0   100%
src / cvx / markowitz / models / bounds.py Bounds.constraints   1 0 0   100%
src / cvx / markowitz / models / bounds.py (no function)   16 0 0   100%
src / cvx / markowitz / models / expected_returns.py ExpectedReturns.__post_init__   2 0 0   100%
src / cvx / markowitz / models / expected_returns.py ExpectedReturns.estimate   1 0 0   100%
src / cvx / markowitz / models / expected_returns.py ExpectedReturns.update   6 0 0   100%
src / cvx / markowitz / models / expected_returns.py (no function)   14 0 0   100%
src / cvx / markowitz / models / holding_costs.py HoldingCosts.__post_init__   1 0 0   100%
src / cvx / markowitz / models / holding_costs.py HoldingCosts.estimate   1 0 0   100%
src / cvx / markowitz / models / holding_costs.py HoldingCosts.update   1 0 0   100%
src / cvx / markowitz / models / holding_costs.py (no function)   13 0 0   100%
src / cvx / markowitz / models / trading_costs.py TradingCosts.__post_init__   2 0 0   100%
src / cvx / markowitz / models / trading_costs.py TradingCosts.estimate   1 0 0   100%
src / cvx / markowitz / models / trading_costs.py TradingCosts.update   1 0 0   100%
src / cvx / markowitz / models / trading_costs.py (no function)   13 0 0   100%
src / cvx / markowitz / names.py (no function)   33 0 0   100%
src / cvx / markowitz / portfolios / __init__.py (no function)   0 0 0   100%
src / cvx / markowitz / portfolios / max_sharpe.py MaxSharpe.objective   1 0 0   100%
src / cvx / markowitz / portfolios / max_sharpe.py MaxSharpe.__post_init__   6 0 0   100%
src / cvx / markowitz / portfolios / max_sharpe.py (no function)   15 0 0   100%
src / cvx / markowitz / portfolios / min_var.py MinVar.objective   1 0 0   100%
src / cvx / markowitz / portfolios / min_var.py MinVar.__post_init__   3 0 0   100%
src / cvx / markowitz / portfolios / min_var.py (no function)   12 0 0   100%
src / cvx / markowitz / portfolios / soft_risk.py SoftRisk.objective   3 3 0   0%
src / cvx / markowitz / portfolios / soft_risk.py SoftRisk.__post_init__   10 10 0   0%
src / cvx / markowitz / portfolios / soft_risk.py (no function)   17 0 0   100%
src / cvx / markowitz / portfolios / utils.py approx   2 0 0   100%
src / cvx / markowitz / portfolios / utils.py (no function)   4 0 0   100%
src / cvx / markowitz / risk / __init__.py (no function)   5 0 0   100%
src / cvx / markowitz / risk / cvar / __init__.py (no function)   3 0 0   100%
src / cvx / markowitz / risk / cvar / cvar.py CVar.__post_init__   1 0 0   100%
src / cvx / markowitz / risk / cvar / cvar.py CVar.estimate   2 0 0   100%
src / cvx / markowitz / risk / cvar / cvar.py CVar.update   1 0 0   100%
src / cvx / markowitz / risk / cvar / cvar.py (no function)   15 0 0   100%
src / cvx / markowitz / risk / factor / __init__.py (no function)   3 0 0   100%
src / cvx / markowitz / risk / factor / factor.py FactorModel.__post_init__   5 0 0   100%
src / cvx / markowitz / risk / factor / factor.py FactorModel.estimate   3 0 0   100%
src / cvx / markowitz / risk / factor / factor.py FactorModel._residual_risk   1 0 0   100%
src / cvx / markowitz / risk / factor / factor.py FactorModel._systematic_risk   1 0 0   100%
src / cvx / markowitz / risk / factor / factor.py FactorModel.update   18 0 0   100%
src / cvx / markowitz / risk / factor / factor.py FactorModel.constraints   1 0 0   100%
src / cvx / markowitz / risk / factor / factor.py (no function)   18 0 0   100%
src / cvx / markowitz / risk / sample / __init__.py (no function)   3 0 0   100%
src / cvx / markowitz / risk / sample / sample.py SampleCovariance.__post_init__   2 0 0   100%
src / cvx / markowitz / risk / sample / sample.py SampleCovariance.estimate   1 0 0   100%
src / cvx / markowitz / risk / sample / sample.py SampleCovariance.update   4 0 0   100%
src / cvx / markowitz / risk / sample / sample.py SampleCovariance.constraints   1 0 0   100%
src / cvx / markowitz / risk / sample / sample.py (no function)   15 0 0   100%
src / cvx / markowitz / types.py (no function)   11 0 0   100%
src / cvx / markowitz / utils / __init__.py (no function)   0 0 0   100%
src / cvx / markowitz / utils / fill.py fill_vector   3 0 0   100%
src / cvx / markowitz / utils / fill.py fill_matrix   4 0 0   100%
src / cvx / markowitz / utils / fill.py (no function)   4 0 0   100%
Total     488 13 0   97%

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