Commit 291d2135 authored by Dr.李's avatar Dr.李

update example

parent 4e2a6b04
......@@ -51,7 +51,7 @@ if __name__ == '__main__':
bm = np.ones(300) * 0.00333333333
risk_exposure = np.random.randn(300, 10)
s, v, x = linear_build(er, 0., 0.01, risk_exposure, bm, [-0.01*np.ones(10), 0.01*np.ones(10)])
s, v, x = linear_build(er, 0., 0.01, risk_exposure, bm, (-0.01*np.ones(10), 0.01*np.ones(10)))
print(s)
print(x.sum())
print(x.min(), ',', x.max())
......
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