pyvallocation.utils.constraints Module

pyvallocation.utils.constraints.build_G_h_A_b(n_assets: int, *, total_weight: int | float | None = 1.0, long_only: bool = True, bounds: Tuple[int | float, int | float] | Sequence[Tuple[int | float, int | float]] | Dict[int, Tuple[int | float, int | float]] | None = None, relative_bounds: Sequence[Tuple[int, int, int | float]] | None = None, additional_G_h: Sequence[Tuple[Sequence[int | float], int | float]] | None = None, additional_A_b: Sequence[Tuple[Sequence[int | float], int | float]] | None = None, return_none_if_empty: bool = True) → Tuple[numpy.ndarray | None, numpy.ndarray | None, numpy.ndarray | None, numpy.ndarray | None][source]

Functions

pyvallocation.utils.constraints.build_G_h_A_b(n_assets: int, *, total_weight: int | float | None = 1.0, long_only: bool = True, bounds: Tuple[int | float, int | float] | Sequence[Tuple[int | float, int | float]] | Dict[int, Tuple[int | float, int | float]] | None = None, relative_bounds: Sequence[Tuple[int, int, int | float]] | None = None, additional_G_h: Sequence[Tuple[Sequence[int | float], int | float]] | None = None, additional_A_b: Sequence[Tuple[Sequence[int | float], int | float]] | None = None, return_none_if_empty: bool = True) → Tuple[numpy.ndarray | None, numpy.ndarray | None, numpy.ndarray | None, numpy.ndarray | None][source]