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731 Commits 3 Branches 1 Tag
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54 Commits

Author SHA1 Message Date
Robert Martin
d5fe5bd616 Merge pull request #454 from ryanrussell/master 
docs(various): Fix typos
 2022-11-26 10:31:00 -05:00
phschiele
8b42aae235 custom copy 2022-11-16 22:28:45 -08:00
r
d55e7f1cee docs(various): Fix typos 2022-05-24 18:05:25 -05:00
robertmartin8
4abb60fe0c change lambda to callable in docs 2021-10-19 21:00:20 +01:00
robertmartin8
6e89a9a5ad minor refactor and custom exception 2021-10-19 20:55:31 +01:00
robertmartin8
39cf14a1e7 Merge branch 'v1.5.0' of https://github.com/robertmartin8/PyPortfolioOpt into v1.5.0 2021-10-19 20:25:56 +01:00
robertmartin8
82b04e1069 fixed np.float warning 2021-10-19 20:25:52 +01:00
phschiele
6d6df0897b Use add_constraint 2021-05-19 00:04:01 +02:00
phschiele
538087eb61 Add parametrization of quadratic utility 2021-05-18 20:22:03 +02:00
phschiele
108e05220c Prevent adding constraints to solved problem 2021-05-18 18:09:17 +02:00
phschiele
b866d30ce7 Use parametrized problem, discourage adding constraints after solve 2021-05-15 11:51:05 +02:00
robertmartin8
9f4aef1013 consistent use of "optimization" 2021-02-19 14:10:06 +08:00
robertmartin8
746ababafe reorganised docs 2021-02-19 13:38:36 +08:00
robertmartin8
654324f5ef misc touchups 2021-02-13 15:26:48 +08:00
robertmartin8
0f2a86da86 fixes #250 2021-01-28 19:34:55 +08:00
robertmartin8
206ca6f24a misc improvement to docs 2021-01-25 15:05:22 +08:00
robertmartin8
5c4c4f0413 efficient semivariance dev 2021-01-22 22:36:21 +08:00
robertmartin8
db9dd375b5 improves risk_free_rate usability #238 2021-01-22 14:38:57 +08:00
Robert Martin
a26da0475c Merge pull request #235 from shlomikushchi/patch-1 
Doc fix in `add_sector_constraints` - missing "
 2021-01-22 14:12:50 +08:00
SeaPea1
75b5672560 Solver related improvements/bug fixes: 
1) Remove incorrect doc that default solver is "ECOS". fixes #244
2) Allow solver configuration paramaters to be specified. fixes #245
3) Specify/override solver defaults when defaults not compatible with the tolerances used in the unit tests. #246
4) Add some unit testing of a boundary case for efficient frontier, which unearthed the issues fixed here.
 2021-01-07 18:50:18 +00:00
Shlomi Kushchi
3cfa36d5e1 doc fix: missing " 2020-12-21 10:41:26 +02:00
robertmartin8
3ace0da7ee Cleaned up Pat's PR 2020-08-31 20:09:28 +08:00
Robert Martin
2afc244c7f Merge branch 'v1.2.5' into master 2020-08-31 19:59:21 +08:00
robertmartin8
f2d98e6924 Expose initial_guess (Fixes #183) 2020-08-31 13:32:47 +08:00
robertmartin8
70221eb031 Expose cvxpy DCP trace in case of error (#173) 2020-08-29 14:17:56 +08:00
Pat Newell
53b048ae77 Promote Solver & Verbose to Constructor Options; internals are now private 2020-08-10 12:57:00 -04:00
Pat Newell
19320d229b Make Verbose Option a Hidden API 2020-08-01 07:19:17 -04:00
Pat Newell
38a61643e2 Allow Verbose as an Option to cvxpy.Problem#solve 2020-07-29 16:49:16 -04:00
robertmartin8
95fd0b3245 change dict to OrderedDict to support py3.5 2020-06-07 14:11:52 +08:00
robertmartin8
8d991da378 Hidden API for changing solver 2020-06-07 13:22:16 +08:00
robertmartin8
3473845ce6 fix sector constraint bug 2020-04-28 22:39:46 +08:00
robertmartin8
2bda7e5dd9 sector constraints #10 2020-04-28 16:02:11 +08:00
robertmartin8
4f2d76e3e7 improved plotting 2020-04-14 22:28:13 +08:00
robertmartin8
31684f211f updated docs 2020-04-10 11:08:15 +08:00
robertmartin8
85f83ac6f8 fixes #82 – pass None as expected returns 2020-04-10 11:05:22 +08:00
robertmartin8
80b3db963b major updates to docs 2020-03-18 23:07:25 +00:00
robertmartin8
7654610b05 misc refactors 2020-03-17 16:47:10 +00:00
robertmartin8
eaae099efc migrated efficient frontier #77 2020-03-16 10:40:15 +00:00
robertmartin8
44f3d3dee9 migrated efficient risk #77 2020-03-15 19:06:24 +00:00
robertmartin8
8b337fa3af migrated max_sharpe to cvxpy 2020-03-15 12:59:01 +00:00
robertmartin8
a6b8df3bcb migrated min_vol to cvxpy (with l2 reg) 2020-03-14 22:00:54 +00:00
robertmartin8
bad3c0cf7d added hidden API for opt_method 2020-01-20 20:46:35 +00:00
robertmartin8
23add87b1f improved docstrings 2019-12-12 10:13:22 +00:00
robertmartin8
d4f3624bd8 added save_weights_to_file (#54) 2019-12-10 22:48:25 +00:00
robertmartin8
6db226b2d5 per-asset bounds 2019-12-10 21:58:25 +00:00
robertmartin8
fee1268db5 updated inline docs with types 2019-12-10 18:53:13 +00:00
Pat Newell
0dfc183fd0 Allow None as rounding precision 2019-07-16 12:30:37 -04:00
robertmartin8
6998b15add docs for custom optimisers 2019-07-02 16:10:50 +08:00
robertmartin8
15323441ba improved docs of refactor 2019-07-02 15:27:57 +08:00
robertmartin8
882a559f35 fixed tests due to new sharpe calc 2019-06-28 15:06:59 +08:00