Code

Gh issue 107#108

Code

Merged

enzbus merged 8 commits intomastercvxgrp/cvxportfolio:masterfrom gh_issue_107cvxgrp/cvxportfolio:gh_issue_107Copy head branch name to clipboardSep 5, 2023

+457-287

Commits

Commits on Sep 4, 2023

• working on GH issue #107 (fixed CashReturn), whitespaces

  enzbus

  committed
  e3837a8

• half-rewritten HoldingCost

  enzbus

  committed
  075441f

• rewritten HoldingCost need to update MarketSimulator (we want t_next, which we have for free) and also address GH issue #106 for DataEstimator in the meantime

  enzbus

  committed
  92f7413

• typo, provisionally eliminated StocksHoldingCost (added default value to HoldingCost)

  enzbus

  committed
  32fa8c1

Commits on Sep 5, 2023

• completed correcting cvx.(Stocks)HoldingCost for gh #107

  enzbus

  committed
  4bce3a4

• docstring of cvx.(Stocks)HoldingCost and minor fixes

  enzbus

  committed
  26c66bd

• fixed GH issue #106 by adding _universe_subselect method to DataEstimator

  enzbus

  committed
  469951e

• minor

  enzbus

  committed
  85c3c6b