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improves risk_free_rate usability #238
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@@ -45,6 +45,7 @@ class BaseOptimizer:
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self.tickers = list(range(n_assets))
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else:
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self.tickers = tickers
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self._risk_free_rate = None
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# Outputs
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self.weights = None
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@@ -358,8 +359,8 @@ class BaseConvexOptimizer(BaseOptimizer):
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):
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"""
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Optimise some objective function using the scipy backend. This can
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support nonconvex objectives and nonlinear constraints, but often gets stuck
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at local minima. This method is not recommended – caveat emptor. Example::
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support nonconvex objectives and nonlinear constraints, but may get stuck
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at local minima. Example::
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# Market-neutral efficient risk
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constraints = [
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