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updated docs

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robertmartin8
2020-04-10 11:08:15 +08:00
parent 85f83ac6f8
commit 31684f211f
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pypfopt/base_optimizer.py
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@@ -351,8 +351,8 @@ def portfolio_performance(
After optimising, calculate (and optionally print) the performance of the optimal
portfolio. Currently calculates expected return, volatility, and the Sharpe ratio.
:param expected_returns: expected returns for each asset. Set to None if
optimising for volatility only.
:param expected_returns: expected returns for each asset. Can be None if
optimising for volatility only (but not recommended).
:type expected_returns: np.ndarray or pd.Series
:param cov_matrix: covariance of returns for each asset
:type cov_matrix: np.array or pd.DataFrame