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CONTRIBUTING.md

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Contributing to PyPortfolioOpt

Please refer to the roadmap for a list of areas that I think PyPortfolioOpt could really benefit from. In addition, the following is always welcome::

  • Improve performance of existing code (but not at the cost of readability) – are there any nice numpy tricks I've missed?
  • Add new optimization objective functions. For example, if you think that the best performance metric has not been included, write it into a function (or suggest it in Issues and I will have a go).
  • Help me write more tests! If you are someone learning about quant finance and/or unit testing in python, what better way to practice than to write some tests on an open-source project! Feel free to check for edge cases, or test performance on a dataset with more stocks.

Guidelines

Seek early feedback

Before you start coding your contribution, it may be wise to raise an issue on GitHub to discuss whether the contribution is appropriate for the project.

I care a lot about having a clean API, so I am unlikely to accept a random PR that significantly complicates the API (or the dependencies).

Code style

For this project I have used Black as the formatting standard, with all of the default arguments. I recommend that PRs use black.

Testing

Any contributions must be accompanied by unit tests (written with pytest). These are incredibly simple to write, just find the relevant test file (or create a new one), and write a bunch of assert statements. The test should be applied to the dummy dataset I have provided in tests/stock_prices.csv, and should cover core functionality, warnings/errors (check that they are raised as expected), and limiting behaviour or edge cases.

Documentation

Inline comments (and docstrings!) are great when needed, but don't go overboard. A lot of the explanation can and should be offloaded to ReadTheDocs. Docstrings should follow PEP257 semantically and sphinx syntactically.

I would appreciate if changes are accompanied by relevant documentation – it doesn't have to be pretty, because I will probably try to tidy it up before it goes onto ReadTheDocs, but it'd make things a lot simpler to have the person who wrote the code explain it in their own words.

Questions

If you have any questions related to the project, it is probably easiest to raise an issue, and I will tag it as a question.

If you have questions unrelated to the project, drop me an email – contact details can be found on my website

Bugs/issues

If you find any bugs or the portfolio optimization is not working as expected, feel free to raise an issue. I would ask that you provide the following information in the issue:

  • Descriptive title so that other users can see the existing issues
  • Operating system, python version, and python distribution (optional).
  • Minimal example for reproducing the issue.
  • What you expected to happen
  • What actually happened
  • A full traceback of the error message (omit personal details as you see fit).