6 Commits

Author	SHA1	Message	Date
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
Tomas	4d09ba9864	Fixed portfolio_performance function which while calling objective_functions.negative_sharpe function passed risk_free_rate as gamma argument for L2 regularization instead of risk free rate.	2019-03-26 20:56:02 +01:00
robertmartin8	f0672e6613	updated docstring	2019-03-20 21:06:27 +00:00
Dingyuan Wang	3c4dad8517	refactor base_optimizer structure	2019-01-26 00:19:44 +08:00
robertmartin8	3db090ab96	all opt now inherits from base optimizer	2018-09-11 16:23:26 +01:00