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re-model portfolio data structure #5

Merged
merged 14 commits into from
Dec 18, 2023
Merged

re-model portfolio data structure #5

merged 14 commits into from
Dec 18, 2023

Commits on Dec 18, 2023

  1. add allocation package 

    this has all the algorithms currently on portfolio tree
the tests in the proprietary package depend on other code so I am just
copying the implementation till I can refactor the tests to be open
source friendly
    @crhntr
    crhntr committed Dec 18, 2023
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  2. move weights len check to alg implementation

    @crhntr
    crhntr committed Dec 18, 2023
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  3. fix lookback function when window is empty

    @crhntr
    crhntr committed Dec 18, 2023
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  4. add factors to Metadata

    @crhntr
    crhntr committed Dec 18, 2023
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  5. fix test setup 

    the variable names were a bit weird too
    @crhntr
    crhntr committed Dec 18, 2023
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  6. add table method "ClosestTimeOnOrBefore"

    @crhntr
    crhntr committed Dec 18, 2023
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  7. do not marshal nil table fields

    @crhntr
    crhntr committed Dec 18, 2023
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  8. add label field to Component

    @crhntr
    crhntr committed Dec 18, 2023
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  9. simplify implementation of AddColumn

    @crhntr
    crhntr committed Dec 18, 2023
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  10. test: change in AddColumn behavior

    @crhntr
    crhntr committed Dec 18, 2023
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  11. use Component for factor list

    @crhntr
    crhntr committed Dec 18, 2023
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  12. fix tests after rebase

    @crhntr
    crhntr committed Dec 18, 2023
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  13. use test constructor and remove Values encoding/decoding

    @crhntr
    crhntr committed Dec 18, 2023
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  14. fix fake /api/returns endpoint

    @crhntr
    crhntr committed Dec 18, 2023
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