docs for custom optimisers

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robertmartin8
2019-07-02 16:10:50 +08:00
parent d4b7d37a0e
commit 6998b15add
3 changed files with 35 additions and 5 deletions

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@@ -5,7 +5,6 @@ optimisers that use the scipy solver.
Additionally, we define a general utility function ``portfolio_performance`` to
evaluate return and risk for a given set of portfolio weights.
"""
import numpy as np
import pandas as pd
from . import objective_functions