diff --git a/qlib/portfolio/optimizer/enhanced_indexing.py b/qlib/portfolio/optimizer/enhanced_indexing.py index d988c776b..a0d0bc050 100644 --- a/qlib/portfolio/optimizer/enhanced_indexing.py +++ b/qlib/portfolio/optimizer/enhanced_indexing.py @@ -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"