Coverage for src/cvx/risk/sample/__init__.py: 100%

1"""Sample covariance risk models for portfolio optimization. 

2 

3This subpackage provides the SampleCovariance class for risk estimation 

4based on the sample covariance matrix. 

5 

6Example: 

7 >>> import numpy as np 

8 >>> from cvx.risk.sample import SampleCovariance 

9 >>> model = SampleCovariance(num=3) 

10 >>> model.update( 

11 ... cov=np.eye(3), 

12 ... lower_assets=np.zeros(3), 

13 ... upper_assets=np.ones(3) 

14 ... ) 

15 >>> risk = model.estimate(np.array([1/3, 1/3, 1/3])) 

16 >>> isinstance(risk, float) 

17 True 

18 

19Classes: 

20 SampleCovariance: Risk model based on sample covariance matrix 

21 

22""" 

23 

24# Copyright (c) 2025 Jebel Quant Research 

25# 

26# Licensed under the MIT License. See the LICENSE file in the project root 

27# for the full license text. 

28from .sample import SampleCovariance as SampleCovariance