Coverage report: 100%

Files Functions Classes

coverage.py v7.15.0, created at 2026-07-02 13:28 +0000

File function   statements missing excluded   coverage
src/fast_minimum_variance/__init__.py Problem   8 0 0   100%
src/fast_minimum_variance/__init__.py (no function)   6 0 0   100%
src/fast_minimum_variance/_base.py _BaseProblem.__post_init__   7 0 0   100%
src/fast_minimum_variance/_base.py _BaseProblem.t   1 0 0   100%
src/fast_minimum_variance/_base.py _BaseProblem.n   1 0 0   100%
src/fast_minimum_variance/_base.py _BaseProblem._clip_and_renormalize   3 0 0   100%
src/fast_minimum_variance/_base.py _BaseProblem._constraint_active_set   0 0 2   100%
src/fast_minimum_variance/_base.py _BaseProblem._kkt_step   0 0 2   100%
src/fast_minimum_variance/_base.py _BaseProblem._cvxpy_constraints   0 0 2   100%
src/fast_minimum_variance/_base.py _BaseProblem._cg_step   0 0 1   100%
src/fast_minimum_variance/_base.py _BaseProblem._pcg_step   0 0 7   100%
src/fast_minimum_variance/_base.py _BaseProblem._nnls_solve   0 0 2   100%
src/fast_minimum_variance/_base.py _BaseProblem._clarabel_constraints   0 0 2   100%
src/fast_minimum_variance/_base.py _BaseProblem._osqp_constraints   0 0 2   100%
src/fast_minimum_variance/_base.py _BaseProblem.solve_kkt   4 0 0   100%
src/fast_minimum_variance/_base.py _BaseProblem.solve_cvxpy   16 0 0   100%
src/fast_minimum_variance/_base.py _BaseProblem.solve_cg   4 0 0   100%
src/fast_minimum_variance/_base.py _BaseProblem.solve_pcg   6 0 0   100%
src/fast_minimum_variance/_base.py _BaseProblem.solve_nnls   4 0 0   100%
src/fast_minimum_variance/_base.py _BaseProblem.solve_osqp   16 0 0   100%
src/fast_minimum_variance/_base.py _BaseProblem.solve_clarabel   16 0 0   100%
src/fast_minimum_variance/_base.py _BaseProblem.solve_proximal   13 0 0   100%
src/fast_minimum_variance/_base.py _BaseProblem.solve_proximal.extra_grad   2 0 0   100%
src/fast_minimum_variance/_base.py _BaseProblem.solve_fista   13 0 0   100%
src/fast_minimum_variance/_base.py _BaseProblem.solve_fista.extra_grad   2 0 0   100%
src/fast_minimum_variance/_base.py (no function)   37 0 18   100%
src/fast_minimum_variance/data/__init__.py (no function)   2 0 0   100%
src/fast_minimum_variance/data/_simulate.py simulate_equity_returns   15 0 0   100%
src/fast_minimum_variance/data/_simulate.py (no function)   3 0 0   100%
src/fast_minimum_variance/minvar_problem.py _MinVarProblem._compute_gradient   12 0 0   100%
src/fast_minimum_variance/minvar_problem.py _MinVarProblem._primal_drop   8 0 0   100%
src/fast_minimum_variance/minvar_problem.py _MinVarProblem._dual_add   9 0 0   100%
src/fast_minimum_variance/minvar_problem.py _MinVarProblem._constraint_active_set   21 0 1   100%
src/fast_minimum_variance/minvar_problem.py _MinVarProblem._kkt_step   23 0 0   100%
src/fast_minimum_variance/minvar_problem.py _MinVarProblem._cvxpy_constraints   1 0 0   100%
src/fast_minimum_variance/minvar_problem.py _MinVarProblem._system_operator   9 0 0   100%
src/fast_minimum_variance/minvar_problem.py _MinVarProblem._cg_step   14 0 0   100%
src/fast_minimum_variance/minvar_problem.py _MinVarProblem._cg_step.matvec   2 0 0   100%
src/fast_minimum_variance/minvar_problem.py _MinVarProblem._pcg_step   14 0 2   100%
src/fast_minimum_variance/minvar_problem.py _MinVarProblem._pcg_step.matvec   2 0 0   100%
src/fast_minimum_variance/minvar_problem.py _MinVarProblem._pcg_step.precond   2 0 0   100%
src/fast_minimum_variance/minvar_problem.py _MinVarProblem._constraint_active_set_warm   34 0 1   100%
src/fast_minimum_variance/minvar_problem.py _MinVarProblem.solve_cg_warm   4 0 0   100%
src/fast_minimum_variance/minvar_problem.py _MinVarProblem.solve_kkt_warm   4 0 0   100%
src/fast_minimum_variance/minvar_problem.py _MinVarProblem._clarabel_constraints   5 0 0   100%
src/fast_minimum_variance/minvar_problem.py _MinVarProblem._osqp_constraints   5 0 0   100%
src/fast_minimum_variance/minvar_problem.py _MinVarProblem._nnls_solve   15 0 0   100%
src/fast_minimum_variance/minvar_problem.py (no function)   29 0 0   100%
src/fast_minimum_variance/problem.py _Problem._cg_step   5 0 0   100%
src/fast_minimum_variance/problem.py _Problem._cg_step._count   1 0 0   100%
src/fast_minimum_variance/problem.py _Problem.__post_init__   10 0 0   100%
src/fast_minimum_variance/problem.py _Problem._m   2 0 0   100%
src/fast_minimum_variance/problem.py _Problem._constraint_active_set   15 0 0   100%
src/fast_minimum_variance/problem.py _Problem._kkt_step   2 0 0   100%
src/fast_minimum_variance/problem.py _Problem._cvxpy_constraints   5 0 0   100%
src/fast_minimum_variance/problem.py _Problem._kkt   20 0 0   100%
src/fast_minimum_variance/problem.py _Problem._kkt_operator   15 0 0   100%
src/fast_minimum_variance/problem.py _Problem._kkt_operator._matvec   6 0 0   100%
src/fast_minimum_variance/problem.py _Problem._clarabel_constraints   8 0 0   100%
src/fast_minimum_variance/problem.py _Problem._osqp_constraints   8 0 0   100%
src/fast_minimum_variance/problem.py _Problem._nnls_solve   17 0 0   100%
src/fast_minimum_variance/problem.py (no function)   29 0 0   100%
src/fast_minimum_variance/proximal.py proj_simplex   5 0 0   100%
src/fast_minimum_variance/proximal.py _lipschitz   5 0 0   100%
src/fast_minimum_variance/proximal.py _lipschitz.normal_matvec   4 0 0   100%
src/fast_minimum_variance/proximal.py fista_gradient   20 0 0   100%
src/fast_minimum_variance/proximal.py prox_gradient   16 0 0   100%
src/fast_minimum_variance/proximal.py (no function)   8 0 3   100%
src/fast_minimum_variance/shrinkage/__init__.py (no function)   0 0 0   100%
src/fast_minimum_variance/shrinkage/util.py lw_alpha_and_target   13 0 0   100%
src/fast_minimum_variance/shrinkage/util.py lw_alpha_and_target_hard   4 0 0   100%
src/fast_minimum_variance/shrinkage/util.py oas_alpha_and_target   4 0 0   100%
src/fast_minimum_variance/shrinkage/util.py cc_target   9 0 0   100%
src/fast_minimum_variance/shrinkage/util.py lw_alpha_for_target   6 0 0   100%
src/fast_minimum_variance/shrinkage/util.py rmt_target_and_alpha   13 0 0   100%
src/fast_minimum_variance/shrinkage/util.py (no function)   8 0 0   100%
Total     650 0 45   100%

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