As of now, short ratio must be set by the user. While it makes sense for a user to have this option, I believe it would be better to just use the sum of the negative weights by default and allow the user to override if necessary. Also, I believe a value error should not be thrown if short_ratio = 0 as this just implies a long only portfolio.
As of now, short ratio must be set by the user. While it makes sense for a user to have this option, I believe it would be better to just use the sum of the negative weights by default and allow the user to override if necessary. Also, I believe a value error should not be thrown if short_ratio = 0 as this just implies a long only portfolio.
Loving the package! Keep up the good work.