QuantConnect / QuantConnect/Lean

Library Upgrade: pyvinecopulib

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library-request
Dominant language
C#
Stars
21.7k
Forks
5.3k
Avg merge
2d 22h
Merged PRs (30d)
34

Description

pyvinecopulib is the python interface to vinecopulib, a header-only C++ library for vine copula models based on Eigen.

Version 0.6.5 -> 0.7.5

Checklist
  • I have completely filled out this template
  • I have confirmed that this issue exists on the current master branch
  • I have confirmed that this is not a duplicate issue by searching issues
  • I have provided detailed steps to reproduce the issue

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by reviewing the pyvinecopulib 0.7.5 release information and locating how version 0.6.5 is referenced in the current master branch. Update the dependency and verify that the repository's relevant build or validation checks pass with the new version; no specific file or test is named in the issue.

Written by the indexing model from the issue text.

Assessment

Tech stack
cpp, python
Domain
tooling
Issue type
Refactor
Difficulty
3/5
Estimated time
1-2 days
Activity status
Quiet
Clarity
Mostly clear
Newbie friendliness
48/100

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