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Resolve https://github.com/microsoft/qlib/pull/280\#discussion_r589168764

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This commit is contained in:
Charles Young
2021-03-08 18:56:54 +08:00
parent c6675be792
commit fc89fec46d
1 changed files with 2 additions and 3 deletions
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5
qlib/portfolio/optimizer/enhanced_indexing.py
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@@ -19,7 +19,6 @@ class EnhancedIndexingOptimizer(BaseOptimizer):
START_FROM_W0 = "w0"
START_FROM_BENCH = "benchmark"
DO_NOT_START_FROM = "no_warm_start"
def __init__(
self,
@@ -29,7 +28,7 @@ class EnhancedIndexingOptimizer(BaseOptimizer):
inds_dev: float = None,
scale_alpha: bool = True,
verbose: bool = False,
warm_start: str = DO_NOT_START_FROM,
warm_start: str = None,
max_iters: int = 10000,
):
"""
@@ -58,7 +57,7 @@ class EnhancedIndexingOptimizer(BaseOptimizer):
self.inds_dev = inds_dev
assert warm_start in [
self.DO_NOT_START_FROM,
None,
self.START_FROM_W0,
self.START_FROM_BENCH,
], "illegal warm start option"