95fd0b324529fac7f2eb09c49832f035f9cf52b7,pypfopt/base_optimizer.py,BaseConvexOptimizer,convex_objective,#BaseConvexOptimizer#Any#Any#,284

Before Change


        if weights_sum_to_one:
            self._constraints.append(cp.sum(self._w) == 1)

        self._solve_cvxpy_opt_problem()
        return dict(zip(self.tickers, self.weights))

    def nonconvex_objective(
        self,
        custom_objective,

After Change


        if weights_sum_to_one:
            self._constraints.append(cp.sum(self._w) == 1)

        return self._solve_cvxpy_opt_problem()

    def nonconvex_objective(
        self,
        custom_objective,
Italian Trulli
In pattern: SUPERPATTERN

Frequency: 5

Non-data size: 8

Instances


Project Name: robertmartin8/PyPortfolioOpt
Commit Name: 95fd0b324529fac7f2eb09c49832f035f9cf52b7
Time: 2020-06-06
Author: martin.robertandrew@gmail.com
File Name: pypfopt/base_optimizer.py
Class Name: BaseConvexOptimizer
Method Name: convex_objective


Project Name: robertmartin8/PyPortfolioOpt
Commit Name: 95fd0b324529fac7f2eb09c49832f035f9cf52b7
Time: 2020-06-06
Author: martin.robertandrew@gmail.com
File Name: pypfopt/efficient_frontier.py
Class Name: EfficientFrontier
Method Name: efficient_return


Project Name: robertmartin8/PyPortfolioOpt
Commit Name: 95fd0b324529fac7f2eb09c49832f035f9cf52b7
Time: 2020-06-06
Author: martin.robertandrew@gmail.com
File Name: pypfopt/efficient_frontier.py
Class Name: EfficientFrontier
Method Name: max_quadratic_utility


Project Name: robertmartin8/PyPortfolioOpt
Commit Name: 95fd0b324529fac7f2eb09c49832f035f9cf52b7
Time: 2020-06-06
Author: martin.robertandrew@gmail.com
File Name: pypfopt/efficient_frontier.py
Class Name: EfficientFrontier
Method Name: efficient_risk


Project Name: robertmartin8/PyPortfolioOpt
Commit Name: 95fd0b324529fac7f2eb09c49832f035f9cf52b7
Time: 2020-06-06
Author: martin.robertandrew@gmail.com
File Name: pypfopt/efficient_frontier.py
Class Name: EfficientFrontier
Method Name: min_volatility


Project Name: robertmartin8/PyPortfolioOpt
Commit Name: 95fd0b324529fac7f2eb09c49832f035f9cf52b7
Time: 2020-06-06
Author: martin.robertandrew@gmail.com
File Name: pypfopt/base_optimizer.py
Class Name: BaseConvexOptimizer
Method Name: convex_objective