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robertmartin8 / PyPortfolioOpt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
https://pyportfolioopt.readthedocs.io/
MIT License
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DiscreteAllocation #388

Closed jaglug closed 2 years ago

jaglug commented 2 years ago

Hello. I tried to run the code https://github.com/jaglug/sueta/blob/main/port.py. there is a DiscreteAllocation class in the code, but it is not described anywhere. Please tell me how to solve this problem. I tried to import from the file discrete_allocation.py in the pypfort directory, but nothing came out

robertmartin8 commented 2 years ago

Hi @jaglug,

DiscreteAllocation is documented here, and there are some examples of it in action here.

Hope that helps!