From 4e5a954174bf46996c3f512fb98ad83ddb490809 Mon Sep 17 00:00:00 2001 From: Wyman Lin <41566276+ForestLinSen@users.noreply.github.com> Date: Wed, 27 Jan 2021 21:39:28 +0800 Subject: [PATCH] Update portfolio.py --- portfolio.py | 4 +--- 1 file changed, 1 insertion(+), 3 deletions(-) diff --git a/portfolio.py b/portfolio.py index 1f0d6c9..99756b0 100644 --- a/portfolio.py +++ b/portfolio.py @@ -7,8 +7,6 @@ import warnings warnings.filterwarnings("ignore") - -#### class Portfolio: def __init__(self, data_symbol, sample_num = 10000): self.data_symbol = data_symbol @@ -100,9 +98,9 @@ class Portfolio: def minimize_volatility(self, weights): return self.get_ret_vol_sr(weights)[1] -if __name__ == "__main__": ####根据需要调整下面的参数#### +if __name__ == "__main__": # 数据起始日期 start_date = "2015-01-01" end_date = "2021-01-01"