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test with python 3.10
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open-risk committed Sep 29, 2023
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4 changes: 1 addition & 3 deletions README.md
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[![Gitter](https://badges.gitter.im/open-risk/correlationMatrix.svg)](https://gitter.im/open-risk/correlationMatrix?utm_source=badge&utm_medium=badge&utm_campaign=pr-badge)

Intro
=========================
correlationMatrix is a Python powered library for the statistical analysis and visualization of correlation
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**NB: correlationMatrix is still in active development. If you encounter issues please raise them in our
github repository**
GitHub repository**


Examples
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2 changes: 1 addition & 1 deletion correlationMatrix/__init__.py
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# encoding: utf-8

# (c) 2019-2022 Open Risk (https://www.openriskmanagement.com)
# (c) 2019-2023 Open Risk (https://www.openriskmanagement.com)
#
# correlationMatrix is licensed under the Apache 2.0 license a copy of which is included
# in the source distribution of correlationMatrix. This is notwithstanding any licenses of
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2 changes: 1 addition & 1 deletion correlationMatrix/model.py
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# encoding: utf-8

# (c) 2019-2022 Open Risk (https://www.openriskmanagement.com)
# (c) 2019-2023 Open Risk (https://www.openriskmanagement.com)
#
# correlationMatrix is licensed under the Apache 2.0 license a copy of which is included
# in the source distribution of correlationMatrix. This is notwithstanding any licenses of
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2 changes: 1 addition & 1 deletion correlationMatrix/utils/__init__.py
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# encoding: utf-8

# (c) 2019-2022 Open Risk, all rights reserved
# (c) 2019-2023 Open Risk, all rights reserved
#
# correlationMatrix is licensed under the Apache 2.0 license a copy of which is included
# in the source distribution of correlationMatrix. This is notwithstanding any licenses of
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2 changes: 1 addition & 1 deletion correlationMatrix/utils/dataset_generators.py
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# encoding: utf-8

# (c) 2019-2022 Open Risk, all rights reserved
# (c) 2019-2023 Open Risk, all rights reserved
#
# correlationMatrix is licensed under the Apache 2.0 license a copy of which is included
# in the source distribution of correlationMatrix. This is notwithstanding any licenses of
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2 changes: 1 addition & 1 deletion correlationMatrix/utils/fetch_equity_data.py
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# encoding: utf-8

# (c) 2019-2022 Open Risk, all rights reserved
# (c) 2019-2023 Open Risk, all rights reserved
#
# correlationMatrix is licensed under the Apache 2.0 license a copy of which is included
# in the source distribution of correlationMatrix. This is notwithstanding any licenses of
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2 changes: 1 addition & 1 deletion correlationMatrix/utils/preprocessing.py
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# encoding: utf-8

# (c) 2019-2022 Open Risk, all rights reserved
# (c) 2019-2023 Open Risk, all rights reserved
#
# correlationMatrix is licensed under the Apache 2.0 license a copy of which is included
# in the source distribution of correlationMatrix. This is notwithstanding any licenses of
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2 changes: 1 addition & 1 deletion datasets/__init__.py
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# encoding: utf-8

# (c) 2019-2022 Open Risk, all rights reserved
# (c) 2019-2023 Open Risk, all rights reserved
#
# correlationMatrix is licensed under the Apache 2.0 license a copy of which is included
# in the source distribution of correlationMatrix. This is notwithstanding any licenses of
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2 changes: 1 addition & 1 deletion examples/python/conditional_correlation_matrix.py
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# encoding: utf-8

# (c) 2019-2022 Open Risk, all rights reserved
# (c) 2019-2023 Open Risk, all rights reserved
#
# correlationMatrix is licensed under the Apache 2.0 license a copy of which is included
# in the source distribution of correlationMatrix. This is notwithstanding any licenses of
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5 changes: 2 additions & 3 deletions examples/python/empirical_correlation_matrix.py
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# encoding: utf-8

# (c) 2019-2022 Open Risk, all rights reserved
# (c) 2019-2023 Open Risk, all rights reserved
#
# correlationMatrix is licensed under the Apache 2.0 license a copy of which is included
# in the source distribution of correlationMatrix. This is notwithstanding any licenses of
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dataset_path = source_path + "datasets/"


print("> Step 1: Load the data set into a pandas frame")
data = pd.read_csv(dataset_path + 'synthetic_data1.csv')
# Estimate the empirical correlation matrix using the Pearson measure
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myMatrix.print()
print("> Step 3c: Estimate the empirical correlation matrix using the Spearman measure")
myMatrix.fit(data, method='spearman')
myMatrix.print()
myMatrix.print()
2 changes: 1 addition & 1 deletion examples/python/factor_models.py
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# encoding: utf-8

# (c) 2019-2022 Open Risk, all rights reserved
# (c) 2019-2023 Open Risk, all rights reserved
#
# correlationMatrix is licensed under the Apache 2.0 license a copy of which is included
# in the source distribution of correlationMatrix. This is notwithstanding any licenses of
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2 changes: 1 addition & 1 deletion examples/python/fix_correlation_matrix.py
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# encoding: utf-8

# (c) 2019-2022 Open Risk, all rights reserved
# (c) 2019-2023 Open Risk, all rights reserved
#
# correlationMatrix is licensed under the Apache 2.0 license a copy of which is included
# in the source distribution of correlationMatrix. This is notwithstanding any licenses of
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2 changes: 1 addition & 1 deletion examples/python/generate_synthetic_data.py
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# encoding: utf-8

# (c) 2019-2022 Open Risk, all rights reserved
# (c) 2019-2023 Open Risk, all rights reserved
#
# correlationMatrix is licensed under the Apache 2.0 license a copy of which is included
# in the source distribution of correlationMatrix. This is notwithstanding any licenses of
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2 changes: 1 addition & 1 deletion examples/python/generate_visuals.py
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# encoding: utf-8

# (c) 2019-2022 Open Risk, all rights reserved
# (c) 2019-2023 Open Risk, all rights reserved
#
# correlationMatrix is licensed under the Apache 2.0 license a copy of which is included
# in the source distribution of correlationMatrix. This is notwithstanding any licenses of
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2 changes: 1 addition & 1 deletion examples/python/matrix_from_json_data.py
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# encoding: utf-8

# (c) 2019-2022 Open Risk, all rights reserved
# (c) 2019-2023 Open Risk, all rights reserved
#
# correlationMatrix is licensed under the Apache 2.0 license a copy of which is included
# in the source distribution of correlationMatrix. This is notwithstanding any licenses of
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2 changes: 1 addition & 1 deletion examples/python/matrix_from_sector_data.py
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# encoding: utf-8

# (c) 2019-2022 Open Risk, all rights reserved
# (c) 2019-2023 Open Risk, all rights reserved
#
# correlationMatrix is licensed under the Apache 2.0 license a copy of which is included
# in the source distribution of correlationMatrix. This is notwithstanding any licenses of
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2 changes: 1 addition & 1 deletion examples/python/matrix_operations.py
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# encoding: utf-8

# (c) 2019-2022 Open Risk, all rights reserved
# (c) 2019-2023 Open Risk, all rights reserved
#
# correlationMatrix is licensed under the Apache 2.0 license a copy of which is included
# in the source distribution of correlationMatrix. This is notwithstanding any licenses of
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2 changes: 1 addition & 1 deletion run_examples.py
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# -*- coding: utf-8 -*-

# (c) 2019-2022 Open Risk, all rights reserved
# (c) 2019-2023 Open Risk, all rights reserved
#
# correlationMatrix is licensed under the Apache 2.0 license a copy of which is included
# in the source distribution of correlationMatrix. This is notwithstanding any licenses of
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2 changes: 1 addition & 1 deletion setup.py
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# encoding: utf-8

# (c) 2019-2022 Open Risk (https://www.openriskmanagement.com)
# (c) 2019-2023 Open Risk (https://www.openriskmanagement.com)
#
# correlationMatrix is licensed under the Apache 2.0 license a copy of which is included
# in the source distribution of correlationMatrix. This is notwithstanding any licenses of
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6 changes: 4 additions & 2 deletions test.py
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# encoding: utf-8

# (c) 2019-2022 Open Risk, all rights reserved
# (c) 2019-2023 Open Risk, all rights reserved
#
# correlationMatrix is licensed under the Apache 2.0 license a copy of which is included
# in the source distribution of correlationMatrix. This is notwithstanding any licenses of
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"""

import unittest
import sys
import unittest

from correlationMatrix import source_path

sys.path.append(source_path)

loader = unittest.TestLoader()
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2 changes: 1 addition & 1 deletion tests/test_datasets.py
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# encoding: utf-8

# (c) 2019-2022 Open Risk, all rights reserved
# (c) 2019-2023 Open Risk, all rights reserved
#
# correlationMatrix is licensed under the Apache 2.0 license a copy of which is included
# in the source distribution of correlationMatrix. This is notwithstanding any licenses of
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2 changes: 1 addition & 1 deletion tests/test_model.py
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# encoding: utf-8

# (c) 2019-2022 Open Risk, all rights reserved
# (c) 2019-2023 Open Risk, all rights reserved
#
# correlationMatrix is licensed under the Apache 2.0 license a copy of which is included
# in the source distribution of correlationMatrix. This is notwithstanding any licenses of
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2 changes: 1 addition & 1 deletion tests/test_utils.py
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# encoding: utf-8

# (c) 2019-2022 Open Risk, all rights reserved
# (c) 2019-2023 Open Risk, all rights reserved
#
# correlationMatrix is licensed under the Apache 2.0 license a copy of which is included
# in the source distribution of correlationMatrix. This is notwithstanding any licenses of
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