updated docstring

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robertmartin8
2019-03-20 21:06:27 +00:00
parent e20db06ae2
commit f0672e6613

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@@ -1,4 +1,10 @@
# TODO module docstring
"""
The ``base_optimizer`` module houses the parent classes ``BaseOptimizer`` and
``BaseScipyOptimizer``, from which all optimisers will inherit. The later is for
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