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---------

Co-authored-by: jose-donato <zmcdonato@gmail.com>
Co-authored-by: jose-donato <43375532+jose-donato@users.noreply.github.com>
Co-authored-by: andrewkenreich <andrew.kenreich@gmail.com>
2023-10-30 21:01:29 +00:00

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title, description, keywords
title description keywords
file This page provides detailed information on the functionality and usage of the 'Load portfolio optimization engine from file' method in the OpenBB Terminal application. Examples and parameters are discussed extensively to ensure user familiarity with the method.
portfolio optimization
load portfolio
PoEngine
parameters
examples
maxsharpe
risk_free_rate

import HeadTitle from '@site/src/components/General/HeadTitle.tsx';

Load portfolio optimization engine from file

Source Code: [link]

openbb.portfolio.po.file(portfolio_engine: portfolio_optimization.po_engine.PoEngine, parameters_file_path: str)

Parameters

Name Type Description Default Optional
portfolio_engine PoEngine Portfolio optimization engine, by default None
Use portfolio.po.load to load a portfolio engine		 None False
parameters_file_path str Parameters file full path, by default None None False

Returns

Type Description
Dict Loaded parameters

Examples

from openbb_terminal.sdk import openbb
p = openbb.portfolio.po.load(symbols_file_path="~/openbb_terminal/miscellaneous/portfolio_examples/allocation/60_40_Portfolio.xlsx")
p.get_params()

{}

parameters = openbb.portfolio.po.file(portfolio_engine=p, parameters_file_path="~/openbb_terminal/miscellaneous/portfolio_examples/optimization/defaults.ini")

Parameters:
    interval    : 3y
    log_returns : 0
    freq        : d
    maxnan      : 0.05
    threshold   : 0.3
    alpha       : 0.05

p.get_params()

{'interval': '3y',
 'log_returns': '0',
 'freq': 'd',
 'maxnan': '0.05',
 'threshold': '0.3',
 'alpha': '0.05'}

p.set_params({"risk_free_rate": 0.05})
p.get_params()

{'interval': '3y',
'log_returns': '0',
'freq': 'd',
'maxnan': '0.05',
'threshold': '0.3',
'alpha': '0.05',
'risk_free_rate': 0.05}

weights, performance = openbb.portfolio.po.maxsharpe(portfolio_engine=p)