should have finished fixing

files header comments for #166

AUTHORS

@@ -4,5 +4,6 @@ AUTHORS
 Boyd directed the project. BlackRock Inc. provided support via technical,
 financial, and (additional) human resources.
 
-2017-2024, Enzo Busseti has been maintaining and further developing the
-software library.
+2017-today, Enzo Busseti has been maintaining and further developing the
+software library, with the help of many independent contributors and of the
+other original authors.

README.rst

@@ -2,7 +2,7 @@
 ==============================================
 
 |CVXportfolio on PyPI| |linting: pylint| |Coverage Status|
-|Documentation Status| |Apache 2.0 License| |Anaconda-Server Badge|
+|Documentation Status| |GPLv3| |Anaconda-Server Badge|
 
 
 Cvxportfolio is an object-oriented library for portfolio optimization
@@ -322,7 +322,7 @@ free software license.
    :target: https://coveralls.io/github/cvxgrp/cvxportfolio?branch=master
 .. |Documentation Status| image:: https://readthedocs.org/projects/cvxportfolio/badge/?version=stable
    :target: https://cvxportfolio.readthedocs.io/en/stable/?badge=stable
-.. |Apache 2.0 License| image:: https://img.shields.io/badge/License-Apache%202.0-green.svg
-   :target: https://github.com/cvxgrp/cvxportfolio/blob/master/LICENSE
+.. |GPLv3| image:: https://img.shields.io/badge/License-GPLv3-blue.svg
+   :target: https://www.gnu.org/licenses/gpl-3.0
 .. |Anaconda-Server Badge| image:: https://anaconda.org/conda-forge/cvxportfolio/badges/version.svg
    :target: https://anaconda.org/conda-forge/cvxportfolio

bumpversion.py

@@ -1,16 +1,19 @@
-# Copyright 2023 Enzo Busseti
+# Copyright 2023-2024 Enzo Busseti
 #
-# Licensed under the Apache License, Version 2.0 (the "License");
-# you may not use this file except in compliance with the License.
-# You may obtain a copy of the License at
+# This file is part of Cvxportfolio.
 #
-#    http://www.apache.org/licenses/LICENSE-2.0
+# Cvxportfolio is free software: you can redistribute it and/or modify it under
+# the terms of the GNU General Public License as published by the Free Software
+# Foundation, either version 3 of the License, or (at your option) any later
+# version.
 #
-# Unless required by applicable law or agreed to in writing, software
-# distributed under the License is distributed on an "AS IS" BASIS,
-# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
-# See the License for the specific language governing permissions and
-# limitations under the License.
+# Cvxportfolio is distributed in the hope that it will be useful, but WITHOUT
+# ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+# FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
+# details.
+#
+# You should have received a copy of the GNU General Public License along with
+# Cvxportfolio. If not, see <https://www.gnu.org/licenses/>.
 """Find __version__ in __init__.py in file tree (BFS) and upgrade.
 
 Additionally, look for version string in any setup.py, pyproject.toml,

cvxportfolio/__init__.py

@@ -1,16 +1,20 @@
+# Copyright 2017-2024 Enzo Busseti
 # Copyright 2016 Enzo Busseti, Stephen Boyd, Steven Diamond, BlackRock Inc.
 #
-# Licensed under the Apache License, Version 2.0 (the "License");
-# you may not use this file except in compliance with the License.
-# You may obtain a copy of the License at
+# This file is part of Cvxportfolio.
 #
-#    http://www.apache.org/licenses/LICENSE-2.0
+# Cvxportfolio is free software: you can redistribute it and/or modify it under
+# the terms of the GNU General Public License as published by the Free Software
+# Foundation, either version 3 of the License, or (at your option) any later
+# version.
 #
-# Unless required by applicable law or agreed to in writing, software
-# distributed under the License is distributed on an "AS IS" BASIS,
-# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
-# See the License for the specific language governing permissions and
-# limitations under the License.
+# Cvxportfolio is distributed in the hope that it will be useful, but WITHOUT
+# ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+# FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
+# details.
+#
+# You should have received a copy of the GNU General Public License along with
+# Cvxportfolio. If not, see <https://www.gnu.org/licenses/>.
 """Cvxportfolio __init__ module.
 
 This module only republishes the api of a selection of cvxportfolio

cvxportfolio/cache.py

@@ -1,16 +1,19 @@
-# Copyright 2023 Enzo Busseti
+# Copyright 2023-2024 Enzo Busseti
 #
-# Licensed under the Apache License, Version 2.0 (the "License");
-# you may not use this file except in compliance with the License.
-# You may obtain a copy of the License at
+# This file is part of Cvxportfolio.
 #
-#    http://www.apache.org/licenses/LICENSE-2.0
+# Cvxportfolio is free software: you can redistribute it and/or modify it under
+# the terms of the GNU General Public License as published by the Free Software
+# Foundation, either version 3 of the License, or (at your option) any later
+# version.
 #
-# Unless required by applicable law or agreed to in writing, software
-# distributed under the License is distributed on an "AS IS" BASIS,
-# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
-# See the License for the specific language governing permissions and
-# limitations under the License.
+# Cvxportfolio is distributed in the hope that it will be useful, but WITHOUT
+# ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+# FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
+# details.
+#
+# You should have received a copy of the GNU General Public License along with
+# Cvxportfolio. If not, see <https://www.gnu.org/licenses/>.
 """Caching functions used by :class:`MarketSimulator`."""
 
 import logging

cvxportfolio/costs.py

@@ -1,16 +1,20 @@
+# Copyright 2023-2024 Enzo Busseti
 # Copyright 2016 Enzo Busseti, Stephen Boyd, Steven Diamond, BlackRock Inc.
 #
-# Licensed under the Apache License, Version 2.0 (the "License");
-# you may not use this file except in compliance with the License.
-# You may obtain a copy of the License at
+# This file is part of Cvxportfolio.
 #
-#    http://www.apache.org/licenses/LICENSE-2.0
+# Cvxportfolio is free software: you can redistribute it and/or modify it under
+# the terms of the GNU General Public License as published by the Free Software
+# Foundation, either version 3 of the License, or (at your option) any later
+# version.
 #
-# Unless required by applicable law or agreed to in writing, software
-# distributed under the License is distributed on an "AS IS" BASIS,
-# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
-# See the License for the specific language governing permissions and
-# limitations under the License.
+# Cvxportfolio is distributed in the hope that it will be useful, but WITHOUT
+# ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+# FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
+# details.
+#
+# You should have received a copy of the GNU General Public License along with
+# Cvxportfolio. If not, see <https://www.gnu.org/licenses/>.
 """This module defines cost models for both simulation and optimization.
 
 We implement two types of costs, as discussed in the paper:

cvxportfolio/errors.py

@@ -1,16 +1,19 @@
-# Copyright 2016 Enzo Busseti, Stephen Boyd, Steven Diamond, BlackRock Inc.
+# Copyright 2023-2024 Enzo Busseti
 #
-# Licensed under the Apache License, Version 2.0 (the "License");
-# you may not use this file except in compliance with the License.
-# You may obtain a copy of the License at
+# This file is part of Cvxportfolio.
 #
-#    http://www.apache.org/licenses/LICENSE-2.0
+# Cvxportfolio is free software: you can redistribute it and/or modify it under
+# the terms of the GNU General Public License as published by the Free Software
+# Foundation, either version 3 of the License, or (at your option) any later
+# version.
 #
-# Unless required by applicable law or agreed to in writing, software
-# distributed under the License is distributed on an "AS IS" BASIS,
-# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
-# See the License for the specific language governing permissions and
-# limitations under the License.
+# Cvxportfolio is distributed in the hope that it will be useful, but WITHOUT
+# ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+# FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
+# details.
+#
+# You should have received a copy of the GNU General Public License along with
+# Cvxportfolio. If not, see <https://www.gnu.org/licenses/>.
 """This module defines some Exceptions thrown by Cvxportfolio objects."""
 
 __all__ = ['DataError', 'UserDataError', 'MissingTimesError',

cvxportfolio/estimator.py

@@ -1,16 +1,19 @@
-# Copyright 2023 Enzo Busseti
+# Copyright 2023-2024 Enzo Busseti
 #
-# Licensed under the Apache License, Version 2.0 (the "License");
-# you may not use this file except in compliance with the License.
-# You may obtain a copy of the License at
+# This file is part of Cvxportfolio.
 #
-#    http://www.apache.org/licenses/LICENSE-2.0
+# Cvxportfolio is free software: you can redistribute it and/or modify it under
+# the terms of the GNU General Public License as published by the Free Software
+# Foundation, either version 3 of the License, or (at your option) any later
+# version.
 #
-# Unless required by applicable law or agreed to in writing, software
-# distributed under the License is distributed on an "AS IS" BASIS,
-# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
-# See the License for the specific language governing permissions and
-# limitations under the License.
+# Cvxportfolio is distributed in the hope that it will be useful, but WITHOUT
+# ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+# FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
+# details.
+#
+# You should have received a copy of the GNU General Public License along with
+# Cvxportfolio. If not, see <https://www.gnu.org/licenses/>.
 """This module implements Estimator base classes.
 
 Policies, costs, and constraints inherit from this.

cvxportfolio/forecast.py

@@ -1,16 +1,19 @@
-# Copyright 2023 Enzo Busseti
+# Copyright 2023-2024 Enzo Busseti
 #
-# Licensed under the Apache License, Version 2.0 (the "License");
-# you may not use this file except in compliance with the License.
-# You may obtain a copy of the License at
+# This file is part of Cvxportfolio.
 #
-#    http://www.apache.org/licenses/LICENSE-2.0
+# Cvxportfolio is free software: you can redistribute it and/or modify it under
+# the terms of the GNU General Public License as published by the Free Software
+# Foundation, either version 3 of the License, or (at your option) any later
+# version.
 #
-# Unless required by applicable law or agreed to in writing, software
-# distributed under the License is distributed on an "AS IS" BASIS,
-# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
-# See the License for the specific language governing permissions and
-# limitations under the License.
+# Cvxportfolio is distributed in the hope that it will be useful, but WITHOUT
+# ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+# FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
+# details.
+#
+# You should have received a copy of the GNU General Public License along with
+# Cvxportfolio. If not, see <https://www.gnu.org/licenses/>.
 r"""This module implements the simple forecasting models used by Cvxportfolio.
 
 These are standard ones like historical mean, variance, and covariance. In

cvxportfolio/hyperparameters.py

@@ -1,16 +1,19 @@
-# Copyright 2016 Enzo Busseti, Stephen Boyd, Steven Diamond, BlackRock Inc.
+# Copyright 2023-2024 Enzo Busseti
 #
-# Licensed under the Apache License, Version 2.0 (the "License");
-# you may not use this file except in compliance with the License.
-# You may obtain a copy of the License at
+# This file is part of Cvxportfolio.
 #
-#    http://www.apache.org/licenses/LICENSE-2.0
+# Cvxportfolio is free software: you can redistribute it and/or modify it under
+# the terms of the GNU General Public License as published by the Free Software
+# Foundation, either version 3 of the License, or (at your option) any later
+# version.
 #
-# Unless required by applicable law or agreed to in writing, software
-# distributed under the License is distributed on an "AS IS" BASIS,
-# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
-# See the License for the specific language governing permissions and
-# limitations under the License.
+# Cvxportfolio is distributed in the hope that it will be useful, but WITHOUT
+# ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+# FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
+# details.
+#
+# You should have received a copy of the GNU General Public License along with
+# Cvxportfolio. If not, see <https://www.gnu.org/licenses/>.
 """This module defines hyperparameter objects.
 
 These are used currently as symbolic multipliers of cost terms in Single

cvxportfolio/policies.py

@@ -1,16 +1,20 @@
+# Copyright 2023-2024 Enzo Busseti
 # Copyright 2016 Enzo Busseti, Stephen Boyd, Steven Diamond, BlackRock Inc.
 #
-# Licensed under the Apache License, Version 2.0 (the "License");
-# you may not use this file except in compliance with the License.
-# You may obtain a copy of the License at
+# This file is part of Cvxportfolio.
 #
-#    http://www.apache.org/licenses/LICENSE-2.0
+# Cvxportfolio is free software: you can redistribute it and/or modify it under
+# the terms of the GNU General Public License as published by the Free Software
+# Foundation, either version 3 of the License, or (at your option) any later
+# version.
 #
-# Unless required by applicable law or agreed to in writing, software
-# distributed under the License is distributed on an "AS IS" BASIS,
-# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
-# See the License for the specific language governing permissions and
-# limitations under the License.
+# Cvxportfolio is distributed in the hope that it will be useful, but WITHOUT
+# ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+# FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
+# details.
+#
+# You should have received a copy of the GNU General Public License along with
+# Cvxportfolio. If not, see <https://www.gnu.org/licenses/>.
 """This module contains trading policies that can be back-tested."""
 
 import copy

cvxportfolio/result.py

@@ -1,16 +1,20 @@
+# Copyright 2023-2024 Enzo Busseti
 # Copyright 2016 Enzo Busseti, Stephen Boyd, Steven Diamond, BlackRock Inc.
 #
-# Licensed under the Apache License, Version 2.0 (the "License");
-# you may not use this file except in compliance with the License.
-# You may obtain a copy of the License at
+# This file is part of Cvxportfolio.
 #
-#    http://www.apache.org/licenses/LICENSE-2.0
+# Cvxportfolio is free software: you can redistribute it and/or modify it under
+# the terms of the GNU General Public License as published by the Free Software
+# Foundation, either version 3 of the License, or (at your option) any later
+# version.
 #
-# Unless required by applicable law or agreed to in writing, software
-# distributed under the License is distributed on an "AS IS" BASIS,
-# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
-# See the License for the specific language governing permissions and
-# limitations under the License.
+# Cvxportfolio is distributed in the hope that it will be useful, but WITHOUT
+# ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+# FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
+# details.
+#
+# You should have received a copy of the GNU General Public License along with
+# Cvxportfolio. If not, see <https://www.gnu.org/licenses/>.
 """This module defines :class:`BacktestResult`.
 
 This is the object that is returned by the

cvxportfolio/returns.py

@@ -1,16 +1,20 @@
+# Copyright 2023-2024 Enzo Busseti
 # Copyright 2016 Enzo Busseti, Stephen Boyd, Steven Diamond, BlackRock Inc.
 #
-# Licensed under the Apache License, Version 2.0 (the "License");
-# you may not use this file except in compliance with the License.
-# You may obtain a copy of the License at
+# This file is part of Cvxportfolio.
 #
-#    http://www.apache.org/licenses/LICENSE-2.0
+# Cvxportfolio is free software: you can redistribute it and/or modify it under
+# the terms of the GNU General Public License as published by the Free Software
+# Foundation, either version 3 of the License, or (at your option) any later
+# version.
 #
-# Unless required by applicable law or agreed to in writing, software
-# distributed under the License is distributed on an "AS IS" BASIS,
-# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
-# See the License for the specific language governing permissions and
-# limitations under the License.
+# Cvxportfolio is distributed in the hope that it will be useful, but WITHOUT
+# ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+# FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
+# details.
+#
+# You should have received a copy of the GNU General Public License along with
+# Cvxportfolio. If not, see <https://www.gnu.org/licenses/>.
 """This module contains classes that define return models for portfolio
 optimization policies and related objects."""
 

cvxportfolio/risks.py

@@ -1,16 +1,20 @@
+# Copyright 2023-2024 Enzo Busseti
 # Copyright 2016 Enzo Busseti, Stephen Boyd, Steven Diamond, BlackRock Inc.
 #
-# Licensed under the Apache License, Version 2.0 (the "License");
-# you may not use this file except in compliance with the License.
-# You may obtain a copy of the License at
+# This file is part of Cvxportfolio.
 #
-#    http://www.apache.org/licenses/LICENSE-2.0
+# Cvxportfolio is free software: you can redistribute it and/or modify it under
+# the terms of the GNU General Public License as published by the Free Software
+# Foundation, either version 3 of the License, or (at your option) any later
+# version.
 #
-# Unless required by applicable law or agreed to in writing, software
-# distributed under the License is distributed on an "AS IS" BASIS,
-# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
-# See the License for the specific language governing permissions and
-# limitations under the License.
+# Cvxportfolio is distributed in the hope that it will be useful, but WITHOUT
+# ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+# FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
+# details.
+#
+# You should have received a copy of the GNU General Public License along with
+# Cvxportfolio. If not, see <https://www.gnu.org/licenses/>.
 """This module implements risk models, which are objective terms that are
 used to penalize allocations which might incur in losses."""