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2 changes: 1 addition & 1 deletion .github/workflows/rhiza_benchmark.yml
Original file line number Diff line number Diff line change
Expand Up @@ -20,5 +20,5 @@ on:

jobs:
benchmark:
uses: jebel-quant/rhiza/.github/workflows/rhiza_benchmark.yml@v0.16.0
uses: jebel-quant/rhiza/.github/workflows/rhiza_benchmark.yml@v0.18.4
secrets: inherit
2 changes: 1 addition & 1 deletion .github/workflows/rhiza_book.yml
Original file line number Diff line number Diff line change
Expand Up @@ -24,7 +24,7 @@ on:

jobs:
book:
uses: jebel-quant/rhiza/.github/workflows/rhiza_book.yml@v0.16.0
uses: jebel-quant/rhiza/.github/workflows/rhiza_book.yml@v0.18.4
secrets: inherit
permissions:
contents: read
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2 changes: 1 addition & 1 deletion .github/workflows/rhiza_ci.yml
Original file line number Diff line number Diff line change
Expand Up @@ -21,5 +21,5 @@ on:

jobs:
ci:
uses: jebel-quant/rhiza/.github/workflows/rhiza_ci.yml@v0.16.0
uses: jebel-quant/rhiza/.github/workflows/rhiza_ci.yml@v0.18.4
secrets: inherit
2 changes: 1 addition & 1 deletion .github/workflows/rhiza_codeql.yml
Original file line number Diff line number Diff line change
Expand Up @@ -42,5 +42,5 @@ on:

jobs:
codeql:
uses: jebel-quant/rhiza/.github/workflows/rhiza_codeql.yml@v0.16.0
uses: jebel-quant/rhiza/.github/workflows/rhiza_codeql.yml@v0.18.4
secrets: inherit
2 changes: 1 addition & 1 deletion .github/workflows/rhiza_marimo.yml
Original file line number Diff line number Diff line change
Expand Up @@ -28,5 +28,5 @@ on:

jobs:
marimo:
uses: jebel-quant/rhiza/.github/workflows/rhiza_marimo.yml@v0.16.0
uses: jebel-quant/rhiza/.github/workflows/rhiza_marimo.yml@v0.18.4
secrets: inherit
2 changes: 1 addition & 1 deletion .github/workflows/rhiza_release.yml
Original file line number Diff line number Diff line change
Expand Up @@ -154,7 +154,7 @@ jobs:
version: "0.11.16"

- name: Configure git auth for private packages
uses: jebel-quant/rhiza/.github/actions/configure-git-auth@v0.15.2
uses: jebel-quant/rhiza/.github/actions/configure-git-auth@v0.18.4
with:
token: ${{ secrets.GH_PAT }}

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2 changes: 1 addition & 1 deletion .github/workflows/rhiza_sync.yml
Original file line number Diff line number Diff line change
Expand Up @@ -28,7 +28,7 @@ on:

jobs:
sync:
uses: jebel-quant/rhiza/.github/workflows/rhiza_sync.yml@v0.16.0
uses: jebel-quant/rhiza/.github/workflows/rhiza_sync.yml@v0.18.4
with:
direct: ${{ github.event_name == 'push' }}
create-pr: ${{ github.event_name != 'push' && (github.event_name == 'schedule' || inputs.create-pr == true) }}
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2 changes: 1 addition & 1 deletion .github/workflows/rhiza_weekly.yml
Original file line number Diff line number Diff line change
Expand Up @@ -25,5 +25,5 @@ on:

jobs:
weekly:
uses: jebel-quant/rhiza/.github/workflows/rhiza_weekly.yml@v0.16.0
uses: jebel-quant/rhiza/.github/workflows/rhiza_weekly.yml@v0.18.4
secrets: inherit
2 changes: 1 addition & 1 deletion pyproject.toml
Original file line number Diff line number Diff line change
Expand Up @@ -11,7 +11,7 @@ dependencies = [
"narwhals>=2.0.0",
"numpy>=2.0.0",
"plotly>=6.0.0",
"polars>=1.18.0",
"polars>=1.35.2",
"scipy>=1.14.1"
]
license = "MIT"
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5 changes: 5 additions & 0 deletions tests/test_jquantstats/test__utils/test_utils.py
Original file line number Diff line number Diff line change
Expand Up @@ -7,6 +7,7 @@
from __future__ import annotations

import math
import sys
from datetime import date, timedelta
from pathlib import Path

Expand Down Expand Up @@ -524,6 +525,10 @@ def test_exponential_cov_late_start_asset_partial(multi_asset_data):
assert not np.isnan(cov[date(2020, 1, 3)][1, 1])


@pytest.mark.skipif(
sys.platform == "win32",
reason="memory-intensive EWM covariance computation crashes the xdist worker on Windows CI",
)
def test_exponential_cov_matches_pandas_stock_prices():
"""exponential_cov must match pandas ewm(span).cov(bias=True) on real stock data.

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3 changes: 3 additions & 0 deletions tests/test_jquantstats/test_local.py
Original file line number Diff line number Diff line change
Expand Up @@ -10,6 +10,9 @@
from datetime import date, timedelta

import pytest

pytest.importorskip("fastapi", reason="fastapi not installed (pip install jquantstats[api])")

from starlette.testclient import TestClient

from api.app import app
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2 changes: 1 addition & 1 deletion uv.lock

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