Deploying to gh-pages from @ 8bef1aa 🚀

book/docs/notebooks/factormodel.html

@@ -472,30 +472,39 @@ <h2>RiskModel is injected into optimizer<a class="headerlink" href="#riskmodel-i
 </div>
 </div>
 <div class="cell_output docutils container">
-<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>GOOG    5.654449e-09
-AAPL    1.078298e-02
-FB      5.488999e-09
-BABA    6.149758e-02
-AMZN    4.095639e-02
-GE      1.694607e-03
-AMD     2.165089e-09
-WMT     4.448256e-02
-BAC     2.516560e-09
-GM      2.730310e-09
-T       1.297914e-01
-UAA     2.310981e-09
-SHLD    1.733014e-09
-XOM     2.502611e-01
-RRC     2.457946e-09
-BBY     1.392807e-02
-MA      5.914495e-02
-PFE     2.364385e-01
-JPM     8.938551e-09
-SBUX    1.510218e-01
+<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>GOOG    2.359236e-09
+AAPL    1.078173e-02
+FB      2.289736e-09
+BABA    6.149695e-02
+AMZN    4.095655e-02
+GE      1.692077e-03
+AMD     9.033801e-10
+WMT     4.448612e-02
+BAC     1.048331e-09
+GM      1.137606e-09
+T       1.297920e-01
+UAA     9.633976e-10
+SHLD    7.309934e-10
+XOM     2.502608e-01
+RRC     1.020485e-09
+BBY     1.392779e-02
+MA      5.914576e-02
+PFE     2.364381e-01
+JPM     3.743309e-09
+SBUX    1.510221e-01
 dtype: float64
-0.006799927163237398
-[ 0.04251151 -0.09313457 -0.03753817  0.08220493  0.08363883 -0.0280072
- -0.1        -0.07172425  0.09783884 -0.03309744]
+0.00679992713811894
+[ 0.04251146 -0.09313427 -0.03753803  0.08220467  0.08363908 -0.02800705
+ -0.1        -0.0717266   0.09784121 -0.03309495]
+</pre></div>
+</div>
+<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>/home/runner/work/cvxrisk/cvxrisk/.venv/lib/python3.10/site-packages/cvxpy/reductions/solvers/solving_chain.py:336: FutureWarning: 
+    Your problem is being solved with the ECOS solver by default. Starting in 
+    CVXPY 1.5.0, Clarabel will be used as the default solver instead. To continue 
+    using ECOS, specify the ECOS solver explicitly using the ``solver=cp.ECOS`` 
+    argument to the ``problem.solve`` method.
+
+  warnings.warn(ECOS_DEPRECATION_MSG, FutureWarning)
 </pre></div>
 </div>
 </div>
@@ -507,8 +516,8 @@ <h2>RiskModel is injected into optimizer<a class="headerlink" href="#riskmodel-i
 </div>
 </div>
 <div class="cell_output docutils container">
-<div class="output text_plain highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>array([ 0.04251151, -0.09313457, -0.03753817,  0.08220493,  0.08363883,
-       -0.0280072 , -0.1       , -0.07172425,  0.09783884, -0.03309744])
+<div class="output text_plain highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>array([ 0.04251146, -0.09313427, -0.03753803,  0.08220467,  0.08363908,
+       -0.02800705, -0.1       , -0.0717266 ,  0.09784121, -0.03309495])
 </pre></div>
 </div>
 </div>
@@ -520,8 +529,8 @@ <h2>RiskModel is injected into optimizer<a class="headerlink" href="#riskmodel-i
 </div>
 </div>
 <div class="cell_output docutils container">
-<div class="output text_plain highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>array([ 0.04251151, -0.09313457, -0.03753817,  0.08220493,  0.08363883,
-       -0.0280072 , -0.1       , -0.07172425,  0.09783884, -0.03309744])
+<div class="output text_plain highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>array([ 0.04251146, -0.09313427, -0.03753803,  0.08220467,  0.08363908,
+       -0.02800705, -0.1       , -0.0717266 ,  0.09784121, -0.03309495])
 </pre></div>
 </div>
 </div>
@@ -533,8 +542,8 @@ <h2>RiskModel is injected into optimizer<a class="headerlink" href="#riskmodel-i
 </div>
 </div>
 <div class="cell_output docutils container">
-<div class="output text_plain highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>array([ 0.04251151, -0.09313457, -0.03753817,  0.08220493,  0.08363883,
-       -0.0280072 , -0.1       , -0.07172425,  0.09783884, -0.03309744])
+<div class="output text_plain highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>array([ 0.04251146, -0.09313427, -0.03753803,  0.08220467,  0.08363908,
+       -0.02800705, -0.1       , -0.0717266 ,  0.09784121, -0.03309495])
 </pre></div>
 </div>
 </div>
@@ -546,8 +555,8 @@ <h2>RiskModel is injected into optimizer<a class="headerlink" href="#riskmodel-i
 </div>
 </div>
 <div class="cell_output docutils container">
-<div class="output text_plain highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>array([ 0.04251151, -0.09313457, -0.03753817,  0.08220493,  0.08363883,
-       -0.0280072 , -0.1       , -0.07172425,  0.09783884, -0.03309744])
+<div class="output text_plain highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>array([ 0.04251146, -0.09313427, -0.03753803,  0.08220467,  0.08363908,
+       -0.02800705, -0.1       , -0.0717266 ,  0.09784121, -0.03309495])
 </pre></div>
 </div>
 </div>
@@ -559,8 +568,8 @@ <h2>RiskModel is injected into optimizer<a class="headerlink" href="#riskmodel-i
 </div>
 </div>
 <div class="cell_output docutils container">
-<div class="output text_plain highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>array([ 0.04251151, -0.09313457, -0.03753817,  0.08220493,  0.08363883,
-       -0.0280072 , -0.1       , -0.07172425,  0.09783884, -0.03309744])
+<div class="output text_plain highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>array([ 0.04251146, -0.09313427, -0.03753803,  0.08220467,  0.08363908,
+       -0.02800705, -0.1       , -0.0717266 ,  0.09784121, -0.03309495])
 </pre></div>
 </div>
 </div>
@@ -572,8 +581,8 @@ <h2>RiskModel is injected into optimizer<a class="headerlink" href="#riskmodel-i
 </div>
 </div>
 <div class="cell_output docutils container">
-<div class="output text_plain highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>array([ 0.04251151, -0.09313457, -0.03753817,  0.08220493,  0.08363883,
-       -0.0280072 , -0.1       , -0.07172425,  0.09783884, -0.03309744])
+<div class="output text_plain highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>array([ 0.04251146, -0.09313427, -0.03753803,  0.08220467,  0.08363908,
+       -0.02800705, -0.1       , -0.0717266 ,  0.09784121, -0.03309495])
 </pre></div>
 </div>
 </div>

book/docs/notebooks/large.html

@@ -465,7 +465,79 @@ <h1>Large problem with 1000 assets and 100 factors<a class="headerlink" href="#l
 </div>
 </div>
 <div class="cell_output docutils container">
-<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>360 ms ± 17 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)
+<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>/home/runner/work/cvxrisk/cvxrisk/.venv/lib/python3.10/site-packages/cvxpy/reductions/solvers/solving_chain.py:336: FutureWarning: 
+    Your problem is being solved with the ECOS solver by default. Starting in 
+    CVXPY 1.5.0, Clarabel will be used as the default solver instead. To continue 
+    using ECOS, specify the ECOS solver explicitly using the ``solver=cp.ECOS`` 
+    argument to the ``problem.solve`` method.
+
+  warnings.warn(ECOS_DEPRECATION_MSG, FutureWarning)
+</pre></div>
+</div>
+<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>/home/runner/work/cvxrisk/cvxrisk/.venv/lib/python3.10/site-packages/cvxpy/reductions/solvers/solving_chain.py:336: FutureWarning: 
+    Your problem is being solved with the ECOS solver by default. Starting in 
+    CVXPY 1.5.0, Clarabel will be used as the default solver instead. To continue 
+    using ECOS, specify the ECOS solver explicitly using the ``solver=cp.ECOS`` 
+    argument to the ``problem.solve`` method.
+
+  warnings.warn(ECOS_DEPRECATION_MSG, FutureWarning)
+</pre></div>
+</div>
+<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>/home/runner/work/cvxrisk/cvxrisk/.venv/lib/python3.10/site-packages/cvxpy/reductions/solvers/solving_chain.py:336: FutureWarning: 
+    Your problem is being solved with the ECOS solver by default. Starting in 
+    CVXPY 1.5.0, Clarabel will be used as the default solver instead. To continue 
+    using ECOS, specify the ECOS solver explicitly using the ``solver=cp.ECOS`` 
+    argument to the ``problem.solve`` method.
+
+  warnings.warn(ECOS_DEPRECATION_MSG, FutureWarning)
+</pre></div>
+</div>
+<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>/home/runner/work/cvxrisk/cvxrisk/.venv/lib/python3.10/site-packages/cvxpy/reductions/solvers/solving_chain.py:336: FutureWarning: 
+    Your problem is being solved with the ECOS solver by default. Starting in 
+    CVXPY 1.5.0, Clarabel will be used as the default solver instead. To continue 
+    using ECOS, specify the ECOS solver explicitly using the ``solver=cp.ECOS`` 
+    argument to the ``problem.solve`` method.
+
+  warnings.warn(ECOS_DEPRECATION_MSG, FutureWarning)
+</pre></div>
+</div>
+<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>/home/runner/work/cvxrisk/cvxrisk/.venv/lib/python3.10/site-packages/cvxpy/reductions/solvers/solving_chain.py:336: FutureWarning: 
+    Your problem is being solved with the ECOS solver by default. Starting in 
+    CVXPY 1.5.0, Clarabel will be used as the default solver instead. To continue 
+    using ECOS, specify the ECOS solver explicitly using the ``solver=cp.ECOS`` 
+    argument to the ``problem.solve`` method.
+
+  warnings.warn(ECOS_DEPRECATION_MSG, FutureWarning)
+</pre></div>
+</div>
+<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>/home/runner/work/cvxrisk/cvxrisk/.venv/lib/python3.10/site-packages/cvxpy/reductions/solvers/solving_chain.py:336: FutureWarning: 
+    Your problem is being solved with the ECOS solver by default. Starting in 
+    CVXPY 1.5.0, Clarabel will be used as the default solver instead. To continue 
+    using ECOS, specify the ECOS solver explicitly using the ``solver=cp.ECOS`` 
+    argument to the ``problem.solve`` method.
+
+  warnings.warn(ECOS_DEPRECATION_MSG, FutureWarning)
+</pre></div>
+</div>
+<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>/home/runner/work/cvxrisk/cvxrisk/.venv/lib/python3.10/site-packages/cvxpy/reductions/solvers/solving_chain.py:336: FutureWarning: 
+    Your problem is being solved with the ECOS solver by default. Starting in 
+    CVXPY 1.5.0, Clarabel will be used as the default solver instead. To continue 
+    using ECOS, specify the ECOS solver explicitly using the ``solver=cp.ECOS`` 
+    argument to the ``problem.solve`` method.
+
+  warnings.warn(ECOS_DEPRECATION_MSG, FutureWarning)
+</pre></div>
+</div>
+<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>/home/runner/work/cvxrisk/cvxrisk/.venv/lib/python3.10/site-packages/cvxpy/reductions/solvers/solving_chain.py:336: FutureWarning: 
+    Your problem is being solved with the ECOS solver by default. Starting in 
+    CVXPY 1.5.0, Clarabel will be used as the default solver instead. To continue 
+    using ECOS, specify the ECOS solver explicitly using the ``solver=cp.ECOS`` 
+    argument to the ``problem.solve`` method.
+
+  warnings.warn(ECOS_DEPRECATION_MSG, FutureWarning)
+</pre></div>
+</div>
+<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>464 ms ± 7.56 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)
 </pre></div>
 </div>
 </div>

book/docs/notebooks/sample.html

@@ -421,7 +421,16 @@ <h1>Sample covariance<a class="headerlink" href="#sample-covariance" title="Link
 </div>
 </div>
 <div class="cell_output docutils container">
-<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>685 ms ± 18.7 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)
+<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>/home/runner/work/cvxrisk/cvxrisk/.venv/lib/python3.10/site-packages/cvxpy/reductions/solvers/solving_chain.py:336: FutureWarning: 
+    Your problem is being solved with the ECOS solver by default. Starting in 
+    CVXPY 1.5.0, Clarabel will be used as the default solver instead. To continue 
+    using ECOS, specify the ECOS solver explicitly using the ``solver=cp.ECOS`` 
+    argument to the ``problem.solve`` method.
+
+  warnings.warn(ECOS_DEPRECATION_MSG, FutureWarning)
+</pre></div>
+</div>
+<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>609 ms ± 16.4 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)
 </pre></div>
 </div>
 </div>
@@ -443,7 +452,7 @@ <h1>Sample covariance<a class="headerlink" href="#sample-covariance" title="Link
 </div>
 </div>
 <div class="cell_output docutils container">
-<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>6.17 s ± 23.8 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)
+<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>6.26 s ± 117 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)
 </pre></div>
 </div>
 </div>