QuantConnect / QuantConnect/Lean
[Library Upgrade] skfolio
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- Dominant language
- C#
- Stars
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- Forks
- 5.3k
- Avg merge
- 2d 22h
- Merged PRs (30d)
- 34
Description
skfolio is a Python library for portfolio optimization built on top of scikit-learn. It offers a unified interface and tools compatible with scikit-learn to build, fine-tune, and cross-validate portfolio models.
Version on QuantConnect Cloud: 0.7.0
Latest version: 0.15.3
See https://github.com/QuantConnect/Lean/issues/8626#issuecomment-2967932086
Checklist
- I have completely filled out this template
- I have confirmed that this issue exists on the current
masterbranch - I have confirmed that this is not a duplicate issue by searching issues
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by locating where Lean currently pins or integrates skfolio 0.7.0, then review the compatibility impact of upgrading to skfolio 0.15.3. Done means the supported integration uses the newer version without breaking existing portfolio-optimization workflows; the issue does not name a file or test to run.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python, scikit-learn
- Domain
- fintech-quant, machine-learning
- Issue type
- Feature
- Difficulty
- 3/5
- Estimated time
- 1-2 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 35/100