alihan/PyPortfolioOpt
1
0
Fork 0
mirror of https://github.com/robertmartin8/PyPortfolioOpt.git synced 2022-11-27 18:02:41 +03:00
Code Issues Packages Projects Releases Wiki Activity

misc touchups

Browse Source
This commit is contained in:
robertmartin8
2021-02-13 15:26:48 +08:00
parent 90e730ba4b
commit 654324f5ef
6 changed files with 36 additions and 34 deletions
Download Patch File Download Diff File Expand all files Collapse all files

2
pypfopt/base_optimizer.py
View File

@@ -183,7 +183,7 @@ class BaseConvexOptimizer(BaseOptimizer):
def _map_bounds_to_constraints(self, test_bounds):
"""
Process input bounds into a form acceptable by cvxpy and add to the constraints list.
Convert input bounds into a form acceptable by cvxpy and add to the constraints list.
:param test_bounds: minimum and maximum weight of each asset OR single min/max pair
if all identical OR pair of arrays corresponding to lower/upper bounds. defaults to (0, 1).