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Dr.李
alpha-mind
Commits
6eccbae8
Commit
6eccbae8
authored
Nov 29, 2017
by
Dr.李
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made cython module more stable
parent
5033e639
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optimizers.pyx
alphamind/cython/optimizers.pyx
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alphamind/cython/optimizers.pyx
View file @
6eccbae8
...
...
@@ -24,7 +24,7 @@ cdef class LPOptimizer:
cdef LpOptimizer* cobj
def __init__(self,
def __
c
init__(self,
cnp.ndarray[double, ndim=2] cons_matrix,
double[:] lbound,
double[:] ubound,
...
...
@@ -40,7 +40,7 @@ cdef class LPOptimizer:
&ubound[0],
&objective[0])
def __de
l
__(self):
def __de
alloc
__(self):
del self.cobj
def status(self):
...
...
@@ -74,7 +74,7 @@ cdef class QPOptimizer:
cdef MVOptimizer* cobj
def __init__(self,
def __
c
init__(self,
double[:] expected_return,
cnp.ndarray[double, ndim=2] cov_matrix,
double[:] lbound,
...
...
@@ -115,7 +115,7 @@ cdef class QPOptimizer:
NULL,
risk_aversion)
def __de
l
__(self):
def __de
alloc
__(self):
del self.cobj
def feval(self):
...
...
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