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Dr.李
alpha-mind
Commits
00ab6bb5
Commit
00ab6bb5
authored
Aug 10, 2017
by
Dr.李
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made mv optimizer more stable
parent
ea0f6172
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meanvariancebuilder.py
alphamind/portfolio/meanvariancebuilder.py
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alphamind/portfolio/meanvariancebuilder.py
View file @
00ab6bb5
...
@@ -37,7 +37,7 @@ def mean_variance_builder(er: np.ndarray,
...
@@ -37,7 +37,7 @@ def mean_variance_builder(er: np.ndarray,
cubound
,
cubound
,
lam
)
lam
)
if
optimizer
.
status
()
==
0
:
if
optimizer
.
status
()
==
0
or
optimizer
.
status
()
==
1
:
status
=
'optimal'
status
=
'optimal'
else
:
else
:
status
=
optimizer
.
status
()
status
=
optimizer
.
status
()
...
...
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