Code Monkey home page Code Monkey logo

Comments (6)

pcgm-team avatar pcgm-team commented on June 16, 2024

Could there be a simple minimal manual data test like this included in the examples and some insight into the failure?

from cvxportfolio.

enzbus avatar enzbus commented on June 16, 2024

Please refrain from posting unless you found a bug in Cvxportfolio.Thanks.

from cvxportfolio.

pcgm-team avatar pcgm-team commented on June 16, 2024

I believe this is a bug though? It's the simplest possible test I could come up with.

from cvxportfolio.

enzbus avatar enzbus commented on June 16, 2024

This should fix your "dummy" code

returns = returns.astype(float)
volume = volume.astype(float)
prices = prices.astype(float)

But what's the point? The default examples use Yahoo Finance (which vendors ICE data) and they all work. I'm happy to review PRs of data interfaces to other data vendors, so that the user gets the same experience. The only reason I'm not doing it myself is that I don't think it's needed. And, for user-provided data, the old examples (e.g., the one on data provision , should get you started.

from cvxportfolio.

pcgm-team avatar pcgm-team commented on June 16, 2024

Apologies, I wrongly assumed it was a more subtle issue.
Thanks.

from cvxportfolio.

enzbus avatar enzbus commented on June 16, 2024

Amend DataEstimator and UserProvidedMarketData, if dtypes not numeric coerce to float, if failure throw ValueError. Otherwise exception is thrown deep in the data checks and failure is difficult to understand.

from cvxportfolio.

Related Issues (20)

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. 📊📈🎉

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google ❤️ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.