[BUG] Default port in schur complementary portfolio

[HugoDelatte]

In hierarchical_schur_complementary_portfolio_with_defaults, the default port is diagonal_portfolio_factory

It is called here with the covariance as a positional argument.
However, diagonal_portfolio_factory takes pre as it's first positional argument (here) meaning that the allocation is not an inverse variance.

I think it should be port(cov=cov) as opposed to port(cov) (with that change, the allocation will be homogenous to HRP when gamma=0)

[microprediction]

Nice catch I'll take a look