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Author SHA1 Message Date
phschiele
87825236f4 Add semivariance 2021-05-18 23:49:37 +02:00
phschiele
b1bdec884b Remove _constraint.append() from efficient frontier class 2021-05-18 20:51:27 +02:00
phschiele
538087eb61 Add parametrization of quadratic utility 2021-05-18 20:22:03 +02:00
phschiele
65c790057b Fix tests 2021-05-18 18:09:34 +02:00
phschiele
108e05220c Prevent adding constraints to solved problem 2021-05-18 18:09:17 +02:00
phschiele
284e39d233 Add parametrization to efficient return 2021-05-18 18:08:54 +02:00
robertmartin8
f2706014bf Merge branch 'master' of https://github.com/robertmartin8/PyPortfolioOpt 2021-05-18 08:06:38 +01:00
robertmartin8
cc4fdb4edb fix img links 2021-05-18 08:06:36 +01:00
Robert Martin
b3f3690411 removed outdated section, touchup. 2021-05-16 15:17:19 +01:00
phschiele
de96aa83a1 Dont import cvxpy twice 2021-05-15 11:57:24 +02:00
phschiele
903b24d5ac Fix some tests 2021-05-15 11:51:22 +02:00
phschiele
b866d30ce7 Use parametrized problem, discourage adding constraints after solve 2021-05-15 11:51:05 +02:00
robertmartin8
f7ef817500 cleaned duplicate button 2021-05-07 21:27:44 +01:00
robertmartin8
c2073c5e26 citation link 2021-05-07 21:26:12 +01:00
robertmartin8
1db089602d fix typos v1.4.1 2021-05-05 11:21:58 +01:00
robertmartin8
287e50bc68 doc fix 2021-04-13 21:26:27 +08:00
Robert Martin
c054fda180 Merge pull request #316 from tschm/patch-1 
Update Dockerfile
 2021-04-13 18:51:50 +08:00
Robert Martin
29cf73bf84 Merge pull request #317 from tschm/patch-2 
Update README.md
 2021-04-13 18:50:57 +08:00
Robert Martin
8a3b51952a Merge pull request #320 from phschiele/master 
Fix quick example in README
 2021-04-13 18:49:11 +08:00
phschiele
091df3f002 Fix quick example in README 2021-04-12 21:51:10 +02:00
Thomas Schmelzer
d949b72501 Update README.md 
Some information was outdated.
 2021-03-29 08:19:05 +04:00
Thomas Schmelzer
988ee6b797 Update Dockerfile 
buster package is larger but no need to install the build dependencies. Come out of the box.
https://medium.com/swlh/alpine-slim-stretch-buster-jessie-bullseye-bookworm-what-are-the-differences-in-docker-62171ed4531d

Good work with Poetry.
 2021-03-29 07:40:16 +04:00
Robert Martin
351e13f2b6 Fixed bug in example 2021-02-25 21:01:56 +08:00
robertmartin8
05ed85ba61 add yfinance to requirements (fixes #303) 2021-02-21 22:20:02 +08:00
robertmartin8
0eb9fa14ea updated binder links 2021-02-20 11:22:12 +08:00
robertmartin8
156173bd29 add yfinance 2021-02-20 11:01:40 +08:00
robertmartin8
9eeb58e6a1 packaging 2021-02-19 15:00:06 +08:00
Robert Martin
f53d9bb162 Merge pull request #299 from robertmartin8/v1.4.1 
v1.4.1
 2021-02-19 14:58:20 +08:00
robertmartin8
6e978cef40 packaging 2021-02-19 14:51:06 +08:00
robertmartin8
1073641b3b doc fixes 2021-02-19 14:42:25 +08:00
robertmartin8
8debd04a66 improved tests 2021-02-19 14:24:29 +08:00
robertmartin8
9f4aef1013 consistent use of "optimization" 2021-02-19 14:10:06 +08:00
robertmartin8
b34179b02d removed makefile 2021-02-19 14:09:11 +08:00
robertmartin8
746ababafe reorganised docs 2021-02-19 13:38:36 +08:00
robertmartin8
72b8bdbb55 restructured submodule (fixes #290) 2021-02-19 12:13:22 +08:00
robertmartin8
388678e4c9 restructured module (fixes #290) 2021-02-19 12:12:58 +08:00
robertmartin8
057114aa8b improved test cov to 100% 2021-02-18 20:43:01 +08:00
robertmartin8
eb5f5eeed3 updated issue templates 2021-02-18 20:24:30 +08:00
robertmartin8
627dc62a1c Made cvxopt optional (#289) 2021-02-18 20:04:08 +08:00
robertmartin8
50645a86bb Merge branch 'master' into v1.4.1 2021-02-18 19:10:42 +08:00
robertmartin8
982132b619 Merge branch 'master' into v1.4.1 2021-02-18 19:07:49 +08:00
Robert Martin
f2450d720e Merge pull request #296 from robertmartin8/revert-295-revert-293-p39-support 
Revert "Revert "Add Python 3.9 support [issue 292]""
 2021-02-18 19:07:21 +08:00
Robert Martin
f3bcccf86e Revert "Revert "Add Python 3.9 support [issue 292]"" 2021-02-18 19:03:49 +08:00
Robert Martin
5586ad0b56 Merge pull request #295 from robertmartin8/revert-293-p39-support 
Revert "Add Python 3.9 support [issue 292]"
 2021-02-18 18:52:58 +08:00
Robert Martin
7e0ce628a8 Revert "Add Python 3.9 support [issue 292]" 2021-02-18 18:52:37 +08:00
Robert Martin
a4315381b9 Merge pull request #293 from phschiele/p39-support 
Add Python 3.9 support (fixes #292)
 2021-02-18 18:52:20 +08:00
robertmartin8
1ee2e2454e Merge branch 'v1.4.1' of https://github.com/robertmartin8/PyPortfolioOpt into v1.4.1 2021-02-18 18:43:50 +08:00
robertmartin8
cc48e5f0d5 added cov to local workflow 2021-02-18 18:43:47 +08:00
Robert Martin
59ad7fa186 Merge pull request #286 from phschiele/docker-versioning 
Dockerfile versioning [issue 278]
 2021-02-18 18:43:20 +08:00
robertmartin8
6ed1ded740 deprecate min cov det #294 2021-02-18 18:42:12 +08:00