more specific naming

55b727e7 · Dr.李 · 03ea0ad0 · 55b727e7 · 55b727e7
Commit 55b727e7 authored Jul 09, 2017 by Dr.李
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Showing with 400 additions and 54 deletions

factoranalysis.py alphamind/analysis/factoranalysis.py +1 -1

optimizer check.ipynb notebooks/optimizer check.ipynb +399 -53

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--- a/alphamind/analysis/factoranalysis.py
+++ b/alphamind/analysis/factoranalysis.py
@@ -197,7 +197,7 @@ def factor_analysis(factors: pd.DataFrame,
                                  risk_target=(risk_lbound, risk_ubound),
                                  **kwargs)

-    else:
+    elif method == 'rank':
        # using rank builder
        weights = build_portfolio(er,
                                  builder='rank',

--- a/notebooks/optimizer check.ipynb
+++ b/notebooks/optimizer check.ipynb