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Dr.李
alpha-mind
Commits
ef6b3b66
Commit
ef6b3b66
authored
Aug 21, 2017
by
Dr.李
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fixed typo
parent
9256a8be
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factoranalysis.py
alphamind/analysis/factoranalysis.py
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alphamind/analysis/factoranalysis.py
View file @
ef6b3b66
...
...
@@ -151,7 +151,7 @@ def er_analysis(er: np.ndarray,
if
status
!=
'optimal'
:
raise
ValueError
(
'mean variance optimizer in status: {0}'
.
format
(
status
))
else
:
raise
ValueError
(
"Unknown building tpe ({0})"
.
format
(
method
))
raise
ValueError
(
"Unknown building t
y
pe ({0})"
.
format
(
method
))
if
detail_analysis
:
analysis
=
simple_settle
(
weights
,
dx_return
,
industry
,
benchmark
)
...
...
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