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This revision fixes some bugs that were introduced while addressing issue #106 (user provided data now gets sliced during a backtest according to the trading universe at each point in time, since that may change). Data-related errors are now more informative, and tell the user whether data is missing at a certain point in time, some assets are missing, or there are NaNs. We are mostly working on the documentation now and are fixing inconsistencies between the book and the code.
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setup( | ||
name='cvxportfolio', | ||
version='0.4.8', | ||
version='0.4.9', | ||
author='Enzo Busseti, Stephen Boyd, Steven Diamond, BlackRock Inc.', | ||
maintainer='Enzo Busseti', | ||
author_email='[email protected]', | ||
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