Update __init__.py.

qlib/model/riskmodel/__init__.py

@@ -0,0 +1,7 @@
+# Copyright (c) Microsoft Corporation.
+# Licensed under the MIT License.
+
+from .base import RiskModel
+from .poet import POETCovEstimator
+from .shrink import ShrinkCovEstimator
+from .structured import StructuredCovEstimator

qlib/model/riskmodel/base.py

@@ -7,10 +7,6 @@ from typing import Union
 
 from qlib.model.base import BaseModel
 
-from qlib.model.riskmodel_poet import POETCovEstimator
-from qlib.model.riskmodel_shrink import ShrinkCovEstimator
-from qlib.model.riskmodel_structured import StructuredCovEstimator
-
 
 class RiskModel(BaseModel):
     """Risk Model

qlib/portfolio/__init__.py

@@ -0,0 +1,2 @@
+
+

qlib/portfolio/optimizer/__init__.py

@@ -0,0 +1,6 @@
+# Copyright (c) Microsoft Corporation.
+# Licensed under the MIT License.
+
+from .base import BaseOptimizer
+from .optimizer import PortfolioOptimizer
+from .enhanced_indexing import EnhancedIndexingOptimizer

qlib/portfolio/optimizer/base.py

@@ -0,0 +1,13 @@
+# Copyright (c) Microsoft Corporation.
+# Licensed under the MIT License.
+
+import abc
+
+
+class BaseOptimizer(abc.ABC):
+    """ Construct portfolio with a optimization related method """
+
+    @abc.abstractmethod
+    def __call__(self, *args, **kwargs) -> object:
+        """ Generate a optimized portfolio allocation """
+        pass

qlib/portfolio/optimizer/optimizer.py

@@ -1,23 +1,14 @@
 # Copyright (c) Microsoft Corporation.
 # Licensed under the MIT License.
 
-import abc
+
 import warnings
 import numpy as np
 import pandas as pd
 import scipy.optimize as so
 from typing import Optional, Union, Callable, List
 
-from qlib.portfolio.enhanced_indexing import EnhancedIndexingOptimizer
-
-
-class BaseOptimizer(abc.ABC):
-    """ Construct portfolio with a optimization related method """
-
-    @abc.abstractmethod
-    def __call__(self, *args, **kwargs) -> object:
-        """ Generate a optimized portfolio allocation """
-        pass
+from qlib.portfolio.optimizer import BaseOptimizer
 
 
 class PortfolioOptimizer(BaseOptimizer):