Source code for skfolio.moments.expected_returns._base

"""Base Expected returns estimators."""

# Copyright (c) 2023
# Author: Hugo Delatte <delatte.hugo@gmail.com>
# License: BSD 3 clause
# Implementation derived from:
# scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
# Grisel Licensed under BSD 3 clause.

from abc import ABC, abstractmethod

import numpy as np
import numpy.typing as npt
import sklearn.base as skb




class BaseMu(skb.BaseEstimator, ABC):
    """Base class for all expected returns estimators in skfolio.

    Notes
    -----
    All estimators should specify all the parameters that can be set
    at the class level in their ``__init__`` as explicit keyword
    arguments (no ``*args`` or ``**kwargs``).
    """

    mu_: np.ndarray

    @abstractmethod
    def __init__(self):
        pass

    @abstractmethod
    def fit(self, X: npt.ArrayLike, y=None):
        pass