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Fix minor mismatches of type hints.

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This commit is contained in:
Charles Young
2021-02-22 09:09:03 +08:00
parent b2e2142594
commit 2cc057e438
1 changed files with 5 additions and 5 deletions
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10
qlib/portfolio/optimizer.py
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@@ -85,14 +85,14 @@ class PortfolioOptimizer:
if u is not None: if u is not None:
assert len(u) == len(S), "`u` has mismatched shape" assert len(u) == len(S), "`u` has mismatched shape"
if isinstance(u, pd.Series): if isinstance(u, pd.Series):
assert all(u.index == index), "`u` has mismatched index" assert u.index.equals(index), "`u` has mismatched index"
u = u.values u = u.values
# transform initial weights # transform initial weights
if w0 is not None: if w0 is not None:
assert len(w0) == len(S), "`w0` has mismatched shape" assert len(w0) == len(S), "`w0` has mismatched shape"
if isinstance(w0, pd.Series): if isinstance(w0, pd.Series):
assert all(w0.index == index), "`w0` has mismatched index" assert w0.index.equals(index), "`w0` has mismatched index"
w0 = w0.values w0 = w0.values
# scale alpha to match volatility # scale alpha to match volatility
@@ -175,7 +175,7 @@ class PortfolioOptimizer:
""" """
return self._solve(len(S), self._get_objective_rp(S), *self._get_constrains(w0)) return self._solve(len(S), self._get_objective_rp(S), *self._get_constrains(w0))
def _get_objective_gmv(self, S: np.ndarray) -> np.ndarray: def _get_objective_gmv(self, S: np.ndarray) -> Callable:
"""global minimum variance optimization objective """global minimum variance optimization objective
Optimization objective Optimization objective
@@ -187,7 +187,7 @@ class PortfolioOptimizer:
return func return func
def _get_objective_mvo(self, S: np.ndarray, u: np.ndarray = None) -> np.ndarray: def _get_objective_mvo(self, S: np.ndarray, u: np.ndarray = None) -> Callable:
"""mean-variance optimization objective """mean-variance optimization objective
Optimization objective Optimization objective
@@ -201,7 +201,7 @@ class PortfolioOptimizer:
return func return func
def _get_objective_rp(self, S: np.ndarray) -> np.ndarray: def _get_objective_rp(self, S: np.ndarray) -> Callable:
"""risk-parity optimization objective """risk-parity optimization objective
Optimization objective Optimization objective