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Correct two mistakes in annotation.

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Charles Young
2021-02-22 15:15:51 +08:00
parent dc4aa67503
commit f947a2fdef
2 changed files with 4 additions and 2 deletions
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qlib/portfolio/optimizer.py
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@@ -292,7 +292,7 @@ class EnhancedIndexingOptimizer(BaseOptimizer):
delta: float = 0.4,
bench_dev: float = 0.01,
inds_dev: float = 0.01,
scale_alpha=True,
scale_alpha: bool = True,
verbose: bool = False,
warm_start: str = DO_NOT_START_FROM,
max_iters: int = 10000,
@@ -303,6 +303,7 @@ class EnhancedIndexingOptimizer(BaseOptimizer):
delta (float): turnover rate limit
bench_dev (float): benchmark deviation limit
inds_dev (float): industry deviation limit
scale_alpha (bool): if to scale alpha to match the volatility of the covariance matrix
verbose (bool): if print detailed information about the solver
warm_start (str): whether try to warm start (`w0`/`benchmark`/``)
(https://www.cvxpy.org/tutorial/advanced/index.html#warm-start)