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,
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