3 Commits

Author	SHA1	Message	Date
montezdesousa	e4f5039627	Portfolio bundle fix (#2665) ... * fix rvol * added . * remove all ifs * fix rsharpe, rsortino * reorder rsort, rsharpe args * change error msg * change error msg * added verification to check if the window len is larger than sample len * change rbeta msg * fix var and es * add more integration tests * changed boolean params to true booleans * renamed the file to use test_ Co-authored-by: hjoaquim <h.joaquim@campus.fct.unl.pt> Co-authored-by: Colin Delahunty <72827203+colin99d@users.noreply.github.com>	2022-09-29 18:59:09 +01:00
DidierRLopes	0276784b35	Update defaults.ini (#2035) ... * update defaults.ini * fix arg * Make arg more robust when you use ini file * Fix tests Co-authored-by: JerBouma <jer.bouma@gmail.com>	2022-07-07 13:39:29 +02:00
Riskfolio	34bc290dde	New portfolio optimization menu (#1642) ... * New-Portfolio-Optimization-Menu * New-Portfolio-Optimization-Menu * New-Portfolio-Optimization-Menu * Update _index.md * New-Portfolio-Optimization-Menu * New-Portfolio-Optimization-Menu * configure portfolio optimization parameters ini * minor improvement * Revert "New-Portfolio-Optimization-Menu" This reverts commit b4b7169cfb. * Add in Excel functionality and improve the capabilities * Add Excel load function * Tidying up the functions * New-Portfolio-Optimization-Menu * New-Portfolio-Optimization-Menu * New-Portfolio-Optimization-Menu * Re-add my code * Some spacing and details * Add folder structure for portfolio * Update terminal file loading * New-Portfolio-Optimization-Menu * Make it possible to move from params to po with loaded file * New-Portfolio-Optimization-Menu * New-Portfolio-Optimization-Menu * Making the connection between the parameters file and the functions * Add in allocation and new params files * Improve params default settings * New-Portfolio-Optimization-Menu * Update Portfolios and Params sheets * Update sheets * Update command to load in correct sheet * Adjust function to only read specific columns * Update portfolio * Small correction * New-Portfolio-Optimization-Menu * New-Portfolio-Optimization-Menu * New-Portfolio-Optimization-Menu * Patched up show error * Add Equity portfolio * Make functions more robust * New-Portfolio-Optimization-Menu * New-Portfolio-Optimization-Menu * Add in Params documentation * Fixing Linting * Add in Requirements and Poetry Updates * Update website * linting * Update tests * Minor fix * remove unneccesary READMEs * Remove expected variable type * Improve documentation * Clean up the code * Refractoring * Adjust names to make it OS friendly Co-authored-by: Jeroen Bouma <jer.bouma@gmail.com> Co-authored-by: jmaslek <jmaslek11@gmail.com> Co-authored-by: Colin Delahunty <72827203+colin99d@users.noreply.github.com> Co-authored-by: DidierRLopes <dro.lopes@campus.fct.unl.pt>	2022-05-03 13:54:01 +02:00