Skip to content

Commit

Permalink
FMT: Run black
Browse files Browse the repository at this point in the history
  • Loading branch information
bashtage committed Jan 4, 2024
1 parent 9ac826c commit 9407613
Show file tree
Hide file tree
Showing 18 changed files with 22 additions and 1 deletion.
1 change: 1 addition & 0 deletions arch/bootstrap/__init__.py
Original file line number Diff line number Diff line change
@@ -1,6 +1,7 @@
"""
Tools for implementing statistical bootstraps
"""

from arch.bootstrap import _samplers_python
from arch.bootstrap.base import (
CircularBlockBootstrap,
Expand Down
1 change: 1 addition & 0 deletions arch/covariance/kernel.py
Original file line number Diff line number Diff line change
Expand Up @@ -179,6 +179,7 @@ class CovarianceEstimator(ABC):
where :math:`z=\frac{h}{H}, h=0, 1, \ldots, H` where H is the bandwidth.
"""

_name = ""

def __init__(
Expand Down
1 change: 1 addition & 0 deletions arch/unitroot/critical_values/dfgls.py
Original file line number Diff line number Diff line change
Expand Up @@ -5,6 +5,7 @@
These have been computed using the methodology of MacKinnon (1994) and (2010)
simulation. See dfgls_critival_values_simulation for implementation.
"""

from __future__ import annotations

from numpy import array
Expand Down
1 change: 1 addition & 0 deletions arch/unitroot/critical_values/dickey_fuller.py
Original file line number Diff line number Diff line change
Expand Up @@ -6,6 +6,7 @@
did not appear in the original paper and have been computed using an identical
simulation.
"""

from __future__ import annotations

from numpy import array, asarray, inf
Expand Down
1 change: 1 addition & 0 deletions arch/unitroot/critical_values/phillips_ouliaris.py
Original file line number Diff line number Diff line change
Expand Up @@ -10,6 +10,7 @@
P-type statistics with trend ct based on 11,250,000 simulations
P-type statistics with trend ctt based on 13,250,000 simulations
"""

from __future__ import annotations

from math import inf
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -7,6 +7,7 @@
Remote clusters can be used by modifying the call to Client.
"""

import datetime
from typing import Literal, cast

Expand Down
Original file line number Diff line number Diff line change
@@ -1,6 +1,7 @@
"""
Simulation of ADF z-test critical values. Closely follows MacKinnon (2010).
"""

from __future__ import annotations

import argparse
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -10,6 +10,7 @@
This version has been optimized for execution on a large cluster and should
scale well with 128 or more engines.
"""

from __future__ import annotations

import datetime
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -3,6 +3,7 @@
to MacKinnon (2010). Makes use of parallel_fun in statsmodels which works
best when joblib is installed.
"""

from __future__ import annotations

import datetime
Expand Down
Original file line number Diff line number Diff line change
@@ -1,6 +1,7 @@
"""
Simulation for critical value production for Engle-Granger
"""

import argparse
import datetime as dt
from functools import partial
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -2,6 +2,7 @@
Calculates quantiles of the KPSS test statistic for both the constant
and constant plus trend scenarios.
"""

import os
from typing import Optional, cast

Expand Down
1 change: 1 addition & 0 deletions arch/unitroot/critical_values/zivot_andrews.py
Original file line number Diff line number Diff line change
Expand Up @@ -7,6 +7,7 @@
The p-values are generated through Monte Carlo simulation using 100,000
replications and 2000 data points.
"""

from __future__ import annotations

from numpy import array
Expand Down
1 change: 1 addition & 0 deletions arch/univariate/base.py
Original file line number Diff line number Diff line change
@@ -1,6 +1,7 @@
"""
Core classes for ARCH models
"""

from __future__ import annotations

from abc import ABCMeta, abstractmethod
Expand Down
3 changes: 3 additions & 0 deletions arch/univariate/mean.py
Original file line number Diff line number Diff line change
Expand Up @@ -2,6 +2,7 @@
Mean models to use with ARCH processes. All mean models must inherit from
:class:`ARCHModel` and provide the same methods with the same inputs.
"""

from __future__ import annotations

from collections.abc import Mapping, Sequence
Expand Down Expand Up @@ -240,6 +241,7 @@ class HARX(ARCHModel, metaclass=AbstractDocStringInheritor):
where :math:`\bar{y}_{t-L_{i,0}:L_{i,1}}` is the average value of
:math:`y_t` between :math:`t-L_{i,0}` and :math:`t - L_{i,1}`.
"""

# To allow for addition mean parameters in simulation
_extra_simulation_params: int = 0

Expand Down Expand Up @@ -1624,6 +1626,7 @@ class ARCHInMean(ARX):
where :math:`f(\cdot)` is the function specified by ``form``.
"""

# To account for GIM param
_extra_simulation_params = 1

Expand Down
1 change: 1 addition & 0 deletions arch/univariate/recursions_python.py
Original file line number Diff line number Diff line change
Expand Up @@ -4,6 +4,7 @@
export ARCH_NO_BINARY=1
python -m pip install .
"""

from __future__ import annotations

from arch.compat.numba import jit
Expand Down
1 change: 1 addition & 0 deletions arch/univariate/volatility.py
Original file line number Diff line number Diff line change
Expand Up @@ -3,6 +3,7 @@
inherit from :class:`VolatilityProcess` and provide the same methods with the
same inputs.
"""

from __future__ import annotations

from abc import ABCMeta, abstractmethod
Expand Down
3 changes: 2 additions & 1 deletion arch/utility/array.py
Original file line number Diff line number Diff line change
@@ -1,6 +1,7 @@
"""
Utility functions that do not explicitly relate to Volatility modeling
"""

from __future__ import annotations

from arch.compat.pandas import is_datetime64_any_dtype
Expand Down Expand Up @@ -86,7 +87,7 @@ def ensure1d(


def ensure2d(
x: (Sequence[float | int] | Sequence[Sequence[float | int]] | ArrayLike),
x: Sequence[float | int] | Sequence[Sequence[float | int]] | ArrayLike,
name: str,
) -> DataFrame | NDArray:
if isinstance(x, Series):
Expand Down
2 changes: 2 additions & 0 deletions azure-pipelines.yml
Original file line number Diff line number Diff line change
Expand Up @@ -14,6 +14,8 @@ variables:
MPLBACKEND: agg
PYTEST_PATTERN: "(not slow)"
coverage: true
test.install: false
pip.pre: false

jobs:
- template: ci/azure/azure_template_posix.yml
Expand Down

0 comments on commit 9407613

Please sign in to comment.