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Update portfolio.py

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Wyman Lin 2021-01-27 21:39:28 +08:00 committed by GitHub
parent aac523a529
commit 4e5a954174
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1 changed files with 1 additions and 3 deletions
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portfolio.py
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@ -7,8 +7,6 @@ import warnings
warnings.filterwarnings("ignore") warnings.filterwarnings("ignore")
####
class Portfolio: class Portfolio:
def __init__(self, data_symbol, sample_num = 10000): def __init__(self, data_symbol, sample_num = 10000):
self.data_symbol = data_symbol self.data_symbol = data_symbol
@ -100,9 +98,9 @@ class Portfolio:
def minimize_volatility(self, weights): def minimize_volatility(self, weights):
return self.get_ret_vol_sr(weights)[1] return self.get_ret_vol_sr(weights)[1]
if __name__ == "__main__":
####根据需要调整下面的参数#### ####根据需要调整下面的参数####
if __name__ == "__main__":
# 数据起始日期 # 数据起始日期
start_date = "2015-01-01" start_date = "2015-01-01"
end_date = "2021-01-01" end_date = "2021-01-01"