-
Notifications
You must be signed in to change notification settings - Fork 226
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
Can not set attribute Error in get_trades when adding terminal_weights constraint in MPO example #35
Comments
@kch382001 A better title for the issue would be "Can't set attribute error when adding constraint in get_trades" |
self.constraints is a property. You can use direct reference self._constraints to resolve the problem.
…Sent from my iPhone
On Sep 9, 2019, at 7:38 PM, Jose Ortiz ***@***.***> wrote:
A better title for the issue would be "Can't set attribute error when adding constraint in get_trades"
—
You are receiving this because you authored the thread.
Reply to this email directly, view it on GitHub, or mute the thread.
|
kch382001
changed the title
Error out on MPO example terminal_weights
Can not set attribute Error in get_trades when adding terminal_weights constraint in MPO example
Sep 10, 2019
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
The terminal_weights setup in MultiPeriodOpt example seems to fail when calling run_backtest function.
python 3.6 + cvxportfolio 0.05 + cvxpy 1.0.25 + numpy 1.17.1 + pandas 0.22.0.
It error out in policies.py file:
The error message is:
anyone knows how to fix this problem?
The text was updated successfully, but these errors were encountered: