Commit 9dac0aeb authored by Dr.李's avatar Dr.李

fixed bug for new cvxpy version

parent c730cd46
......@@ -91,7 +91,6 @@ def linear_builder(er: np.ndarray,
elif method.lower() == 'ecos':
from cvxpy import Problem
from cvxpy import Variable
from cvxpy import multiply
from cvxpy import norm1
from cvxpy import Minimize
......
......@@ -74,7 +74,7 @@ def mean_variance_builder(er: np.ndarray,
prob.solve(solver='ECOS', feastol=1e-9, abstol=1e-9, reltol=1e-9)
if prob.status == 'optimal' or prob.status == 'optimal_inaccurate':
return 'optimal', prob.value, np.array(w.value) + bm
return 'optimal', prob.value, np.array(w.value).flatten() + bm
else:
raise PortfolioBuilderException(prob.status)
else:
......
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