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tschm committed Aug 27, 2023
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22 changes: 10 additions & 12 deletions book/_static/basic.css
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a.headerlink {
visibility: hidden;
}
a.brackets:before,
span.brackets > a:before{
content: "[";
}

a.brackets:after,
span.brackets > a:after {
content: "]";
}


h1:hover > a.headerlink,
h2:hover > a.headerlink,
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p.sidebar-title {
font-weight: bold;
}
nav.contents,
aside.topic,

div.admonition, div.topic, blockquote {
clear: left;
}

/* -- topics ---------------------------------------------------------------- */
nav.contents,
aside.topic,

div.topic {
border: 1px solid #ccc;
padding: 7px;
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div.sidebar > :last-child,
aside.sidebar > :last-child,
nav.contents > :last-child,
aside.topic > :last-child,

div.topic > :last-child,
div.admonition > :last-child {
margin-bottom: 0;
}

div.sidebar::after,
aside.sidebar::after,
nav.contents::after,
aside.topic::after,

div.topic::after,
div.admonition::after,
blockquote::after {
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2 changes: 1 addition & 1 deletion book/docs/api.html
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<head>
<meta charset="utf-8" />
<meta name="viewport" content="width=device-width, initial-scale=1.0" /><meta name="generator" content="Docutils 0.18.1: http://docutils.sourceforge.net/" />
<meta name="viewport" content="width=device-width, initial-scale=1.0" /><meta name="generator" content="Docutils 0.17.1: http://docutils.sourceforge.net/" />

<title>API &#8212; cvxsimulator</title>

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<head>
<meta charset="utf-8" />
<meta name="viewport" content="width=device-width, initial-scale=1.0" /><meta name="generator" content="Docutils 0.18.1: http://docutils.sourceforge.net/" />
<meta name="viewport" content="width=device-width, initial-scale=1.0" /><meta name="generator" content="Docutils 0.17.1: http://docutils.sourceforge.net/" />

<title>Simulator &#8212; cvxsimulator</title>

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<head>
<meta charset="utf-8" />
<meta name="viewport" content="width=device-width, initial-scale=1.0" /><meta name="generator" content="Docutils 0.18.1: http://docutils.sourceforge.net/" />
<meta name="viewport" content="width=device-width, initial-scale=1.0" /><meta name="generator" content="Docutils 0.17.1: http://docutils.sourceforge.net/" />

<title>Notebooks &#8212; cvxsimulator</title>

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<head>
<meta charset="utf-8" />
<meta name="viewport" content="width=device-width, initial-scale=1.0" /><meta name="generator" content="Docutils 0.18.1: http://docutils.sourceforge.net/" />
<meta name="viewport" content="width=device-width, initial-scale=1.0" /><meta name="generator" content="Docutils 0.17.1: http://docutils.sourceforge.net/" />

<title>Estimating capacity using boxing constraints &#8212; cvxsimulator</title>

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70 changes: 35 additions & 35 deletions book/docs/notebooks/demo.html
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2 changes: 1 addition & 1 deletion book/docs/notebooks/quantstats.html
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<head>
<meta charset="utf-8" />
<meta name="viewport" content="width=device-width, initial-scale=1.0" /><meta name="generator" content="Docutils 0.18.1: http://docutils.sourceforge.net/" />
<meta name="viewport" content="width=device-width, initial-scale=1.0" /><meta name="generator" content="Docutils 0.17.1: http://docutils.sourceforge.net/" />

<title>With quantstats &#8212; cvxsimulator</title>

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<head>
<meta charset="utf-8" />
<meta name="viewport" content="width=device-width, initial-scale=1.0" /><meta name="generator" content="Docutils 0.18.1: http://docutils.sourceforge.net/" />
<meta name="viewport" content="width=device-width, initial-scale=1.0" /><meta name="generator" content="Docutils 0.17.1: http://docutils.sourceforge.net/" />

<title>Test Reports &#8212; cvxsimulator</title>

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8 changes: 4 additions & 4 deletions tests/coverage/coverage.xml
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@@ -1,12 +1,12 @@
<?xml version="1.0" ?>
<coverage version="7.3.0" timestamp="1693160537322" lines-valid="307" lines-covered="307" line-rate="1" branches-covered="0" branches-valid="0" branch-rate="0" complexity="0">
<coverage version="7.3.0" timestamp="1693162221132" lines-valid="307" lines-covered="306" line-rate="0.9967" branches-covered="0" branches-valid="0" branch-rate="0" complexity="0">
<!-- Generated by coverage.py: https://coverage.readthedocs.io/en/7.3.0 -->
<!-- Based on https://raw.githubusercontent.com/cobertura/web/master/htdocs/xml/coverage-04.dtd -->
<sources>
<source>/home/runner/work/simulator/simulator/cvx</source>
</sources>
<packages>
<package name="simulator" line-rate="1" branch-rate="0" complexity="0">
<package name="simulator" line-rate="0.9967" branch-rate="0" complexity="0">
<classes>
<class name="__init__.py" filename="simulator/__init__.py" complexity="0" line-rate="1" branch-rate="0">
<methods/>
Expand Down Expand Up @@ -182,7 +182,7 @@
<line number="59" hits="1"/>
</lines>
</class>
<class name="portfolio.py" filename="simulator/portfolio.py" complexity="0" line-rate="1" branch-rate="0">
<class name="portfolio.py" filename="simulator/portfolio.py" complexity="0" line-rate="0.9925" branch-rate="0">
<methods/>
<lines>
<line number="2" hits="1"/>
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<line number="538" hits="1"/>
<line number="539" hits="1"/>
<line number="541" hits="1"/>
<line number="556" hits="1"/>
<line number="556" hits="0"/>
<line number="572" hits="1"/>
<line number="602" hits="1"/>
</lines>
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4 changes: 2 additions & 2 deletions tests/html-coverage/d_f2b2744377fc7fb9___init___py.html
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Expand Up @@ -65,7 +65,7 @@ <h2>
<a id="nextFileLink" class="nav" href="d_f2b2744377fc7fb9_builder_py.html">&#xbb; next</a>
&nbsp; &nbsp; &nbsp;
<a class="nav" href="https://coverage.readthedocs.io/en/7.3.0">coverage.py v7.3.0</a>,
created at 2023-08-27 18:22 +0000
created at 2023-08-27 18:50 +0000
</p>
<aside class="hidden">
<button type="button" class="button_next_chunk" data-shortcut="j"/>
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<a id="nextFileLink" class="nav" href="d_f2b2744377fc7fb9_builder_py.html">&#xbb; next</a>
&nbsp; &nbsp; &nbsp;
<a class="nav" href="https://coverage.readthedocs.io/en/7.3.0">coverage.py v7.3.0</a>,
created at 2023-08-27 18:22 +0000
created at 2023-08-27 18:50 +0000
</p>
</div>
</footer>
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4 changes: 2 additions & 2 deletions tests/html-coverage/d_f2b2744377fc7fb9_builder_py.html
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Expand Up @@ -65,7 +65,7 @@ <h2>
<a id="nextFileLink" class="nav" href="d_f2b2744377fc7fb9_grid_py.html">&#xbb; next</a>
&nbsp; &nbsp; &nbsp;
<a class="nav" href="https://coverage.readthedocs.io/en/7.3.0">coverage.py v7.3.0</a>,
created at 2023-08-27 18:22 +0000
created at 2023-08-27 18:50 +0000
</p>
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<button type="button" class="button_next_chunk" data-shortcut="j"/>
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<a id="nextFileLink" class="nav" href="d_f2b2744377fc7fb9_grid_py.html">&#xbb; next</a>
&nbsp; &nbsp; &nbsp;
<a class="nav" href="https://coverage.readthedocs.io/en/7.3.0">coverage.py v7.3.0</a>,
created at 2023-08-27 18:22 +0000
created at 2023-08-27 18:50 +0000
</p>
</div>
</footer>
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4 changes: 2 additions & 2 deletions tests/html-coverage/d_f2b2744377fc7fb9_grid_py.html
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Expand Up @@ -65,7 +65,7 @@ <h2>
<a id="nextFileLink" class="nav" href="d_f2b2744377fc7fb9_month_py.html">&#xbb; next</a>
&nbsp; &nbsp; &nbsp;
<a class="nav" href="https://coverage.readthedocs.io/en/7.3.0">coverage.py v7.3.0</a>,
created at 2023-08-27 18:22 +0000
created at 2023-08-27 18:50 +0000
</p>
<aside class="hidden">
<button type="button" class="button_next_chunk" data-shortcut="j"/>
Expand Down Expand Up @@ -147,7 +147,7 @@ <h2>
<a id="nextFileLink" class="nav" href="d_f2b2744377fc7fb9_month_py.html">&#xbb; next</a>
&nbsp; &nbsp; &nbsp;
<a class="nav" href="https://coverage.readthedocs.io/en/7.3.0">coverage.py v7.3.0</a>,
created at 2023-08-27 18:22 +0000
created at 2023-08-27 18:50 +0000
</p>
</div>
</footer>
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4 changes: 2 additions & 2 deletions tests/html-coverage/d_f2b2744377fc7fb9_month_py.html
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Expand Up @@ -65,7 +65,7 @@ <h2>
<a id="nextFileLink" class="nav" href="d_f2b2744377fc7fb9_portfolio_py.html">&#xbb; next</a>
&nbsp; &nbsp; &nbsp;
<a class="nav" href="https://coverage.readthedocs.io/en/7.3.0">coverage.py v7.3.0</a>,
created at 2023-08-27 18:22 +0000
created at 2023-08-27 18:50 +0000
</p>
<aside class="hidden">
<button type="button" class="button_next_chunk" data-shortcut="j"/>
Expand Down Expand Up @@ -148,7 +148,7 @@ <h2>
<a id="nextFileLink" class="nav" href="d_f2b2744377fc7fb9_portfolio_py.html">&#xbb; next</a>
&nbsp; &nbsp; &nbsp;
<a class="nav" href="https://coverage.readthedocs.io/en/7.3.0">coverage.py v7.3.0</a>,
created at 2023-08-27 18:22 +0000
created at 2023-08-27 18:50 +0000
</p>
</div>
</footer>
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14 changes: 7 additions & 7 deletions tests/html-coverage/d_f2b2744377fc7fb9_portfolio_py.html
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<html>
<head>
<meta http-equiv="Content-Type" content="text/html; charset=utf-8">
<title>Coverage for cvx/simulator/portfolio.py: 100%</title>
<title>Coverage for cvx/simulator/portfolio.py: 99%</title>
<link rel="icon" sizes="32x32" href="favicon_32.png">
<link rel="stylesheet" href="style.css" type="text/css">
<script type="text/javascript" src="coverage_html.js" defer></script>
Expand All @@ -12,7 +12,7 @@
<div class="content">
<h1>
<span class="text">Coverage for </span><b>cvx/simulator/portfolio.py</b>:
<span class="pc_cov">100%</span>
<span class="pc_cov">99%</span>
</h1>
<aside id="help_panel_wrapper">
<input id="help_panel_state" type="checkbox">
Expand Down Expand Up @@ -55,8 +55,8 @@ <h1>
</aside>
<h2>
<span class="text">133 statements &nbsp;</span>
<button type="button" class="run button_toggle_run" value="run" data-shortcut="r" title="Toggle lines run">133<span class="text"> run</span></button>
<button type="button" class="mis show_mis button_toggle_mis" value="mis" data-shortcut="m" title="Toggle lines missing">0<span class="text"> missing</span></button>
<button type="button" class="run button_toggle_run" value="run" data-shortcut="r" title="Toggle lines run">132<span class="text"> run</span></button>
<button type="button" class="mis show_mis button_toggle_mis" value="mis" data-shortcut="m" title="Toggle lines missing">1<span class="text"> missing</span></button>
<button type="button" class="exc show_exc button_toggle_exc" value="exc" data-shortcut="x" title="Toggle lines excluded">0<span class="text"> excluded</span></button>
</h2>
<p class="text">
Expand All @@ -65,7 +65,7 @@ <h2>
<a id="nextFileLink" class="nav" href="d_f2b2744377fc7fb9_trading_costs_py.html">&#xbb; next</a>
&nbsp; &nbsp; &nbsp;
<a class="nav" href="https://coverage.readthedocs.io/en/7.3.0">coverage.py v7.3.0</a>,
created at 2023-08-27 18:22 +0000
created at 2023-08-27 18:50 +0000
</p>
<aside class="hidden">
<button type="button" class="button_next_chunk" data-shortcut="j"/>
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<p class="pln"><span class="n"><a id="t553" href="#t553">553</a></span><span class="t"> <span class="nam">match_dates</span><span class="op">:</span> <span class="nam">bool</span> <span class="op">=</span> <span class="key">True</span><span class="op">,</span>&nbsp;</span><span class="r"></span></p>
<p class="pln"><span class="n"><a id="t554" href="#t554">554</a></span><span class="t"> <span class="op">**</span><span class="nam">kwargs</span><span class="op">:</span> <span class="nam">Any</span><span class="op">,</span>&nbsp;</span><span class="r"></span></p>
<p class="pln"><span class="n"><a id="t555" href="#t555">555</a></span><span class="t"> <span class="op">)</span> <span class="op">-></span> <span class="nam">Any</span><span class="op">:</span>&nbsp;</span><span class="r"></span></p>
<p class="run"><span class="n"><a id="t556" href="#t556">556</a></span><span class="t"> <span class="key">return</span> <span class="nam">qs</span><span class="op">.</span><span class="nam">reports</span><span class="op">.</span><span class="nam">html</span><span class="op">(</span>&nbsp;</span><span class="r"></span></p>
<p class="mis show_mis"><span class="n"><a id="t556" href="#t556">556</a></span><span class="t"> <span class="key">return</span> <span class="nam">qs</span><span class="op">.</span><span class="nam">reports</span><span class="op">.</span><span class="nam">html</span><span class="op">(</span>&nbsp;</span><span class="r"></span></p>
<p class="pln"><span class="n"><a id="t557" href="#t557">557</a></span><span class="t"> <span class="nam">returns</span><span class="op">=</span><span class="nam">self</span><span class="op">.</span><span class="nam">nav</span><span class="op">.</span><span class="nam">pct_change</span><span class="op">(</span><span class="op">)</span><span class="op">.</span><span class="nam">dropna</span><span class="op">(</span><span class="op">)</span><span class="op">,</span>&nbsp;</span><span class="r"></span></p>
<p class="pln"><span class="n"><a id="t558" href="#t558">558</a></span><span class="t"> <span class="nam">benchmark</span><span class="op">=</span><span class="nam">benchmark</span><span class="op">,</span>&nbsp;</span><span class="r"></span></p>
<p class="pln"><span class="n"><a id="t559" href="#t559">559</a></span><span class="t"> <span class="nam">rf</span><span class="op">=</span><span class="nam">rf</span><span class="op">,</span>&nbsp;</span><span class="r"></span></p>
Expand Down Expand Up @@ -704,7 +704,7 @@ <h2>
<a id="nextFileLink" class="nav" href="d_f2b2744377fc7fb9_trading_costs_py.html">&#xbb; next</a>
&nbsp; &nbsp; &nbsp;
<a class="nav" href="https://coverage.readthedocs.io/en/7.3.0">coverage.py v7.3.0</a>,
created at 2023-08-27 18:22 +0000
created at 2023-08-27 18:50 +0000
</p>
</div>
</footer>
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4 changes: 2 additions & 2 deletions tests/html-coverage/d_f2b2744377fc7fb9_trading_costs_py.html
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<a id="nextFileLink" class="nav" href="d_f2b2744377fc7fb9_types_py.html">&#xbb; next</a>
&nbsp; &nbsp; &nbsp;
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created at 2023-08-27 18:22 +0000
created at 2023-08-27 18:50 +0000
</p>
<aside class="hidden">
<button type="button" class="button_next_chunk" data-shortcut="j"/>
Expand Down Expand Up @@ -124,7 +124,7 @@ <h2>
<a id="nextFileLink" class="nav" href="d_f2b2744377fc7fb9_types_py.html">&#xbb; next</a>
&nbsp; &nbsp; &nbsp;
<a class="nav" href="https://coverage.readthedocs.io/en/7.3.0">coverage.py v7.3.0</a>,
created at 2023-08-27 18:22 +0000
created at 2023-08-27 18:50 +0000
</p>
</div>
</footer>
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4 changes: 2 additions & 2 deletions tests/html-coverage/d_f2b2744377fc7fb9_types_py.html
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Expand Up @@ -65,7 +65,7 @@ <h2>
<a id="nextFileLink" class="nav" href="index.html">&#xbb; next</a>
&nbsp; &nbsp; &nbsp;
<a class="nav" href="https://coverage.readthedocs.io/en/7.3.0">coverage.py v7.3.0</a>,
created at 2023-08-27 18:22 +0000
created at 2023-08-27 18:50 +0000
</p>
<aside class="hidden">
<button type="button" class="button_next_chunk" data-shortcut="j"/>
Expand Down Expand Up @@ -94,7 +94,7 @@ <h2>
<a id="nextFileLink" class="nav" href="index.html">&#xbb; next</a>
&nbsp; &nbsp; &nbsp;
<a class="nav" href="https://coverage.readthedocs.io/en/7.3.0">coverage.py v7.3.0</a>,
created at 2023-08-27 18:22 +0000
created at 2023-08-27 18:50 +0000
</p>
</div>
</footer>
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14 changes: 7 additions & 7 deletions tests/html-coverage/index.html
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<header>
<div class="content">
<h1>Coverage report:
<span class="pc_cov">100%</span>
<span class="pc_cov">99%</span>
</h1>
<aside id="help_panel_wrapper">
<input id="help_panel_state" type="checkbox">
Expand Down Expand Up @@ -45,7 +45,7 @@ <h1>Coverage report:
</form>
<p class="text">
<a class="nav" href="https://coverage.readthedocs.io/en/7.3.0">coverage.py v7.3.0</a>,
created at 2023-08-27 18:22 +0000
created at 2023-08-27 18:50 +0000
</p>
</div>
</header>
Expand Down Expand Up @@ -92,9 +92,9 @@ <h1>Coverage report:
<tr class="file">
<td class="name left"><a href="d_f2b2744377fc7fb9_portfolio_py.html">cvx/simulator/portfolio.py</a></td>
<td>133</td>
<td>1</td>
<td>0</td>
<td>0</td>
<td class="right" data-ratio="133 133">100%</td>
<td class="right" data-ratio="132 133">99%</td>
</tr>
<tr class="file">
<td class="name left"><a href="d_f2b2744377fc7fb9_trading_costs_py.html">cvx/simulator/trading_costs.py</a></td>
Expand All @@ -115,9 +115,9 @@ <h1>Coverage report:
<tr class="total">
<td class="name left">Total</td>
<td>307</td>
<td>1</td>
<td>0</td>
<td>0</td>
<td class="right" data-ratio="307 307">100%</td>
<td class="right" data-ratio="306 307">99%</td>
</tr>
</tfoot>
</table>
Expand All @@ -129,7 +129,7 @@ <h1>Coverage report:
<div class="content">
<p>
<a class="nav" href="https://coverage.readthedocs.io/en/7.3.0">coverage.py v7.3.0</a>,
created at 2023-08-27 18:22 +0000
created at 2023-08-27 18:50 +0000
</p>
</div>
<aside class="hidden">
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