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.flake8

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[flake8]
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max-line-length = 88
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extend-ignore = E203, E704
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extend-ignore = E203, E704, E741

pyproject.toml

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@@ -51,6 +51,10 @@ nbconvert = "^7.2.9"
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[tool.isort]
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profile = "black"
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[[tool.mypy.overrides]]
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module = "plotly.*,scipy.*,matplotlib.*"
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ignore_missing_imports = true
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[build-system]
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requires = ["poetry-core>=1.0.0", "setuptools==69.0.2", "mypy==1.8.0", "pandas-stubs==2.1.4.231227"]
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build-backend = "poetry.core.masonry.api"

yabte/utilities/plot/matplotlib/strategy_runner.py

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@@ -111,7 +111,7 @@ def plot_strategy_runner(sr: StrategyRunner, settings: dict[str, Any] | None = N
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vax = axs[2 * i + 1]
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vax.yaxis.set_major_formatter(FuncFormatter(lambda x, p: f"{x/1000:,.0f}"))
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vax.set_ylabel(f"Volume (thousands)")
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vax.set_ylabel("Volume (thousands)")
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vax.fmt_xdata = date_formatter
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vax.bar(

yabte/utilities/portopt/hierarchical_risk_parity.py

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@@ -36,7 +36,7 @@ def _getClusterVar(cov, cItems):
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def _getRecBipart(cov, sortIx):
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# Compute HRP alloc
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w = pd.Series(1., index=sortIx)
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w = pd.Series(1.0, index=sortIx)
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cItems = [sortIx] # initialize all items in one cluster
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while len(cItems) > 0:
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cItems = [

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