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Chore/auto formatting workflow #109

Merged
merged 27 commits into from
Jul 25, 2023
Merged

Chore/auto formatting workflow #109

merged 27 commits into from
Jul 25, 2023

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fmilthaler
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@fmilthaler fmilthaler commented Jul 22, 2023 •
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This PR adds a new GitHub workflow. Purpose of that is, for every commit to either of the branches master or develop as well as any commit pushed to a branch that is in a PR with a base branch of either master or develop the new workflow should run and automatically apply code formatting with black, import sorting with isort as well as update the README.tex.md (porting changes over from README.md).

@fmilthaler fmilthaler force-pushed the chore/auto-formatting-workflow branch from 4926ce4 to 92ca47c Compare July 22, 2023 18:08
@fmilthaler fmilthaler force-pushed the chore/auto-formatting-workflow branch from 917b140 to 9d9276b Compare July 22, 2023 18:44
@fmilthaler fmilthaler force-pushed the chore/auto-formatting-workflow branch from cccbfcf to 3ca21a8 Compare July 22, 2023 18:53
@fmilthaler fmilthaler force-pushed the chore/auto-formatting-workflow branch 7 times, most recently from 4fb7289 to 33e761b Compare July 24, 2023 16:46
fmilthaler and others added 4 commits July 24, 2023 19:00
@fmilthaler
minor changes and reverting test changes
0e741b8
@fmilthaler
only run new workflow when pushed to master or develop
e7379a4
@PietropaoloFrisoni @fmilthaler
New feature: Value at Risk (VaR) (#106)
2788879 
The Value at Risk (VaR) is a way to evaluate the risk of a portfolio. It
measures the potential loss that a portfolio can have over a certain
period with a specified confidence level. With respect to the beta
parameter, variance, etc., VaR uses a probability distribution, and it
assumes that returns are normally distributed.

Using the variance-covariance method, we want to compute the portfolio's
value at risk (VaR) over the selected period (the 'freq' variable). The
Monte Carlo approach is left for further development.

---------

Co-authored-by: Frank Milthaler <fmilthaler@users.noreply.github.com>
@fmilthaler
Updating README files (#110)
101ee7f
@fmilthaler fmilthaler force-pushed the chore/auto-formatting-workflow branch from 3bb4889 to 101ee7f Compare July 24, 2023 17:00
@fmilthaler fmilthaler force-pushed the chore/auto-formatting-workflow branch from ab2b28f to 6cd0566 Compare July 24, 2023 17:15
@fmilthaler fmilthaler force-pushed the chore/auto-formatting-workflow branch from db8b993 to a4dc9ee Compare July 24, 2023 17:17
@fmilthaler
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fmilthaler commented Jul 24, 2023 •
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@PietropaoloFrisoni
This PR adds a new GitHub workflow. Purpose of that is, for every commit to either of the branches

  • master or
  • develop (a legacy branch, that I'm not giving up on just yet ;) )
    as well as any commit pushed to a branch that is in a PR with a base branch of either
  • master or
  • develop
    the new workflow should run and automatically apply code formatting with black, import sorting with isort as well as update the README.tex.md (porting changes over from README.md). These are manual tasks that I tend to forget, hence I decided to automate it.

Good news for you and any other contributor to FinQuant: There is no need to use black, isort etc locally. You just commit your changes, and code formatting is taken care of for you automatically. You can see the last commit in this PR is an automated commit that applies code formatting with black on some of the files we have neglected and or not applied black on lately.

This has been thoroughly tested.

@PietropaoloFrisoni
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@PietropaoloFrisoni This PR adds a new GitHub workflow. Purpose of that is, for every commit to either of the branches

  • master or
  • develop (a legacy branch, that I'm not giving up on just yet ;) )
    as well as any commit pushed to a branch that is in a PR with a base branch of either
  • master or
  • develop
    the new workflow should run and automatically apply code formatting with black, import sorting with isort as well as update the README.tex.md (porting changes over from README.md). These are manual tasks that I tend to forget, hence I decided to automate it.

Good news for you and any other contributor to FinQuant: There is no need to use black, isort etc locally. You just commit your changes, and code formatting is taken care of for you automatically. You can see the last commit in this PR is an automated commit that applies code formatting with black on some of the files we have neglected and or not applied black on lately.

This has been thoroughly tested.

That's very nice. Thank you, Frank! I can't wait to test it : )

@PietropaoloFrisoni PietropaoloFrisoni merged commit 9f771bc into master Jul 25, 2023
@PietropaoloFrisoni PietropaoloFrisoni deleted the chore/auto-formatting-workflow branch July 25, 2023 07:15
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@fmilthaler @PietropaoloFrisoni