Closed zhangyw49 closed 4 years ago
line 185 print("Portfolio Sharpe Ratio = %s" % self.portfolio_risk)
@zhangyw49 Thank you for spotting this. Pushing a fix asap.
@zhangyw49 Thank you for reporting this issue! 🙂
It is now fixed in PR #426. Soon it will be pushed to the master
branch.
https://github.com/hudson-and-thames/mlfinlab/blob/8202463b669cbd6b20a6a75a649bdc5e9c8cb5b3/mlfinlab/portfolio_optimization/mean_variance.py#L178