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cvxgrp · Dec 31, 2024 · bc45315 · bc45315
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diff --git a/.pre-commit-config.yaml b/.pre-commit-config.yaml
@@ -24,7 +24,7 @@ repos:
       - id: pyupgrade
 
   - repo: 'https://github.com/pre-commit/mirrors-mypy'
-    rev: v1.4.1
+    rev: v1.14.0
     hooks:
       - id: mypy
         files: cvx

diff --git a/cvx/markowitz/builder.py b/cvx/markowitz/builder.py
@@ -80,7 +80,7 @@ def is_dpp(self) -> bool:
         return bool(self.problem.is_dpp())
 
     @property
-    def data(self) -> Generator[tuple[tuple[str, str], Matrix], None, None]:
+    def data(self) -> Generator[tuple[tuple[str, str], Matrix]]:
         for name, model in self.model.items():
             for key, value in model.data.items():
                 yield (name, key), value

diff --git a/cvx/markowitz/types.py b/cvx/markowitz/types.py
@@ -19,7 +19,7 @@
 import numpy.typing as npt
 from typing_extensions import TypeAlias
 
-File = Union[str, bytes, PathLike]
+File = Union[str, bytes, PathLike[str]]
 Parameter = Dict[str, cp.Parameter]
 Variables = Dict[str, cp.Variable]
 Expressions = Dict[str, cp.Expression]

diff --git a/experiments/playground.ipynb b/experiments/playground.ipynb
@@ -48,38 +48,16 @@
      "evalue": "Invalid dimensions (2,) for Parameter value.",
      "output_type": "error",
      "traceback": [
-      "\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
-      "\u001b[0;31mValueError\u001b[0m                                Traceback (most recent call last)",
-      "Cell \u001b[0;32mIn[25], line 1\u001b[0m\n\u001b[0;32m----> 1\u001b[0m \u001b[43ma\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mvalue\u001b[49m \u001b[38;5;241m=\u001b[39m np\u001b[38;5;241m.\u001b[39mzeros(\u001b[38;5;241m2\u001b[39m)\n",
-      "File \u001b[0;32m~/Documents/Stanford/Research/My papers/markowitz/code/cvxmarkowitz/.venv/lib/python3.9/site-packages/cvxpy/expressions/constants/parameter.py:87\u001b[0m, in \u001b[0;36mParameter.value\u001b[0;34m(self, val)\u001b[0m\n\u001b[1;32m     85\u001b[0m \u001b[39m@value\u001b[39m\u001b[39m.\u001b[39msetter\n\u001b[1;32m     86\u001b[0m \u001b[39mdef\u001b[39;00m \u001b[39mvalue\u001b[39m(\u001b[39mself\u001b[39m, val):\n\u001b[0;32m---> 87\u001b[0m     \u001b[39mself\u001b[39m\u001b[39m.\u001b[39m_value \u001b[39m=\u001b[39m \u001b[39mself\u001b[39;49m\u001b[39m.\u001b[39;49m_validate_value(val)\n",
-      "File \u001b[0;32m~/Documents/Stanford/Research/My papers/markowitz/code/cvxmarkowitz/.venv/lib/python3.9/site-packages/cvxpy/expressions/leaf.py:394\u001b[0m, in \u001b[0;36mLeaf._validate_value\u001b[0;34m(self, val)\u001b[0m\n\u001b[1;32m    392\u001b[0m val \u001b[39m=\u001b[39m intf\u001b[39m.\u001b[39mconvert(val)\n\u001b[1;32m    393\u001b[0m \u001b[39mif\u001b[39;00m intf\u001b[39m.\u001b[39mshape(val) \u001b[39m!=\u001b[39m \u001b[39mself\u001b[39m\u001b[39m.\u001b[39mshape:\n\u001b[0;32m--> 394\u001b[0m     \u001b[39mraise\u001b[39;00m \u001b[39mValueError\u001b[39;00m(\n\u001b[1;32m    395\u001b[0m         \u001b[39m\"\u001b[39m\u001b[39mInvalid dimensions \u001b[39m\u001b[39m%s\u001b[39;00m\u001b[39m for \u001b[39m\u001b[39m%s\u001b[39;00m\u001b[39m value.\u001b[39m\u001b[39m\"\u001b[39m \u001b[39m%\u001b[39m\n\u001b[1;32m    396\u001b[0m         (intf\u001b[39m.\u001b[39mshape(val), \u001b[39mself\u001b[39m\u001b[39m.\u001b[39m\u001b[39m__class__\u001b[39m\u001b[39m.\u001b[39m\u001b[39m__name__\u001b[39m)\n\u001b[1;32m    397\u001b[0m     )\n\u001b[1;32m    398\u001b[0m projection \u001b[39m=\u001b[39m \u001b[39mself\u001b[39m\u001b[39m.\u001b[39mproject(val)\n\u001b[1;32m    399\u001b[0m \u001b[39m# ^ might be a numpy array, or sparse scipy matrix.\u001b[39;00m\n",
-      "\u001b[0;31mValueError\u001b[0m: Invalid dimensions (2,) for Parameter value."
+      "\u001B[0;31m---------------------------------------------------------------------------\u001B[0m",
+      "\u001B[0;31mValueError\u001B[0m                                Traceback (most recent call last)",
+      "Cell \u001B[0;32mIn[25], line 1\u001B[0m\n\u001B[0;32m----> 1\u001B[0m \u001B[43ma\u001B[49m\u001B[38;5;241;43m.\u001B[39;49m\u001B[43mvalue\u001B[49m \u001B[38;5;241m=\u001B[39m np\u001B[38;5;241m.\u001B[39mzeros(\u001B[38;5;241m2\u001B[39m)\n",
+      "File \u001B[0;32m~/Documents/Stanford/Research/My papers/markowitz/code/cvxmarkowitz/.venv/lib/python3.9/site-packages/cvxpy/expressions/constants/parameter.py:87\u001B[0m, in \u001B[0;36mParameter.value\u001B[0;34m(self, val)\u001B[0m\n\u001B[1;32m     85\u001B[0m \u001B[39m@value\u001B[39m\u001B[39m.\u001B[39msetter\n\u001B[1;32m     86\u001B[0m \u001B[39mdef\u001B[39;00m \u001B[39mvalue\u001B[39m(\u001B[39mself\u001B[39m, val):\n\u001B[0;32m---> 87\u001B[0m     \u001B[39mself\u001B[39m\u001B[39m.\u001B[39m_value \u001B[39m=\u001B[39m \u001B[39mself\u001B[39;49m\u001B[39m.\u001B[39;49m_validate_value(val)\n",
+      "File \u001B[0;32m~/Documents/Stanford/Research/My papers/markowitz/code/cvxmarkowitz/.venv/lib/python3.9/site-packages/cvxpy/expressions/leaf.py:394\u001B[0m, in \u001B[0;36mLeaf._validate_value\u001B[0;34m(self, val)\u001B[0m\n\u001B[1;32m    392\u001B[0m val \u001B[39m=\u001B[39m intf\u001B[39m.\u001B[39mconvert(val)\n\u001B[1;32m    393\u001B[0m \u001B[39mif\u001B[39;00m intf\u001B[39m.\u001B[39mshape(val) \u001B[39m!=\u001B[39m \u001B[39mself\u001B[39m\u001B[39m.\u001B[39mshape:\n\u001B[0;32m--> 394\u001B[0m     \u001B[39mraise\u001B[39;00m \u001B[39mValueError\u001B[39;00m(\n\u001B[1;32m    395\u001B[0m         \u001B[39m\"\u001B[39m\u001B[39mInvalid dimensions \u001B[39m\u001B[39m%s\u001B[39;00m\u001B[39m for \u001B[39m\u001B[39m%s\u001B[39;00m\u001B[39m value.\u001B[39m\u001B[39m\"\u001B[39m \u001B[39m%\u001B[39m\n\u001B[1;32m    396\u001B[0m         (intf\u001B[39m.\u001B[39mshape(val), \u001B[39mself\u001B[39m\u001B[39m.\u001B[39m\u001B[39m__class__\u001B[39m\u001B[39m.\u001B[39m\u001B[39m__name__\u001B[39m)\n\u001B[1;32m    397\u001B[0m     )\n\u001B[1;32m    398\u001B[0m projection \u001B[39m=\u001B[39m \u001B[39mself\u001B[39m\u001B[39m.\u001B[39mproject(val)\n\u001B[1;32m    399\u001B[0m \u001B[39m# ^ might be a numpy array, or sparse scipy matrix.\u001B[39;00m\n",
+      "\u001B[0;31mValueError\u001B[0m: Invalid dimensions (2,) for Parameter value."
      ]
     }
    ],
-   "source": [
-    "a.value = np.zeros(2)"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": 20,
-   "metadata": {},
-   "outputs": [
-    {
-     "data": {
-      "text/plain": [
-       "True"
-      ]
-     },
-     "execution_count": 20,
-     "metadata": {},
-     "output_type": "execute_result"
-    }
-   ],
-   "source": [
-    "argument[1].is_incr(0)"
-   ]
+   "source": "a.value = np.zeros(1)"
   },
   {
    "cell_type": "code",
@@ -275,26 +253,6 @@
     "np.array([[1.0, 0.5], [0.5, 2.0]])"
    ]
   },
-  {
-   "cell_type": "code",
-   "execution_count": 16,
-   "metadata": {},
-   "outputs": [
-    {
-     "data": {
-      "text/plain": [
-       "True"
-      ]
-     },
-     "execution_count": 16,
-     "metadata": {},
-     "output_type": "execute_result"
-    }
-   ],
-   "source": [
-    "obj.is_dcp()"
-   ]
-  },
   {
    "cell_type": "code",
    "execution_count": 2,