3c4dad8517dd8b46e9797d48e50e7730966d7db1,pypfopt/risk_models.py,,exp_cov,#Any#Any#Any#,93

Before Change

        warnings.warn("prices are not in a dataframe", RuntimeWarning)
        prices = pd.DataFrame(prices)
    assets = prices.columns
    daily_returns = prices.pct_change().dropna(how="all")
    N = len(assets)

    // Loop over matrix, filling entries with the pairwise exp cov
    S = np.zeros((N, N))

After Change

        warnings.warn("prices are not in a dataframe", RuntimeWarning)
        prices = pd.DataFrame(prices)
    assets = prices.columns
    daily_returns = daily_price_returns(prices)
    N = len(assets)

    // Loop over matrix, filling entries with the pairwise exp cov
    S = np.zeros((N, N))

Instances