cla | Source Implementation of the Critical-Line Algorithm | Portfolio library

 by   mdengler Python Version: Current License: GPL-3.0

kandi X-RAY | cla Summary

kandi X-RAY | cla Summary

cla is a Python library typically used in Web Site, Portfolio, Example Codes applications. cla has no bugs, it has no vulnerabilities, it has a Strong Copyleft License and it has low support. However cla build file is not available. You can download it from GitHub.

This is an open-source implementation of the Critical-Line Algorithm to solve portfolio optimization, an important financial problem. For more details, see the Authors' Paper at .
Support
    Quality
      Security
        License
          Reuse

            kandi-support Support

              cla has a low active ecosystem.
              It has 17 star(s) with 19 fork(s). There are 5 watchers for this library.
              OutlinedDot
              It had no major release in the last 6 months.
              There are 1 open issues and 1 have been closed. There are 1 open pull requests and 0 closed requests.
              It has a neutral sentiment in the developer community.
              The latest version of cla is current.

            kandi-Quality Quality

              cla has 0 bugs and 0 code smells.

            kandi-Security Security

              cla has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.
              cla code analysis shows 0 unresolved vulnerabilities.
              There are 0 security hotspots that need review.

            kandi-License License

              cla is licensed under the GPL-3.0 License. This license is Strong Copyleft.
              Strong Copyleft licenses enforce sharing, and you can use them when creating open source projects.

            kandi-Reuse Reuse

              cla releases are not available. You will need to build from source code and install.
              cla has no build file. You will be need to create the build yourself to build the component from source.
              Installation instructions are not available. Examples and code snippets are available.
              cla saves you 106 person hours of effort in developing the same functionality from scratch.
              It has 271 lines of code, 19 functions and 2 files.
              It has high code complexity. Code complexity directly impacts maintainability of the code.

            Top functions reviewed by kandi - BETA

            kandi has reviewed cla and discovered the below as its top functions. This is intended to give you an instant insight into cla implemented functionality, and help decide if they suit your requirements.
            • Solve the problem
            • Compute the covariance of the covariance matrix
            • Removes all violations from the convex hull
            • Compute the covariance matrix
            • Purges the number of inequality constraints
            • Reduces a matrix to a given list of rows
            • Calculate the covariance matrix
            • Compute the bijection index
            • Returns the differences between the mean f
            • Diff two lists
            • Computes the maximum Sharpe ratio portfolio
            • Finds the golden section of a function
            Get all kandi verified functions for this library.

            cla Key Features

            No Key Features are available at this moment for cla.

            cla Examples and Code Snippets

            No Code Snippets are available at this moment for cla.

            Community Discussions

            QUESTION

            Plotting a section of defined length of a data stream
            Asked 2022-Feb-12 at 09:58

            I want to plot a continuous stream of data. Here's a simplified version of what I'm doing.

            ...

            ANSWER

            Answered 2022-Feb-12 at 09:58

            Not sure why you thought that the linked example was not relevant. If matplotlib doesn't auto-update the x-axis, then we have to ask it politely. A simple implementation could look like this:

            Source https://stackoverflow.com/questions/71024000

            QUESTION

            Marker position without pixel decision?
            Asked 2022-Jan-16 at 14:56

            If I set the position of small matplotlib markers they have to "decide" which pixel to choose. I think this is not the case in Matlab, and markers can be located in between pixels with both pixels sharing the brightness.

            In the attached example the marker on my screen does not perform a smooth circle but jumps between pixels. In Matlab this circle would look smooth. Can I achieve the same using matplotlib?

            ...

            ANSWER

            Answered 2022-Jan-16 at 14:56

            Based on the comment by Jody Klymak I got what I wanted with the cairo backend even without snap=False, see attachement.

            Source https://stackoverflow.com/questions/70730115

            QUESTION

            When cell from range A exists in Range B then copy both into rows below tables
            Asked 2022-Jan-12 at 13:03

            I have two small tables.

            First one contains 3 columns and 5 rows. Second one contains 4 columns and 5 rows.

            When cell value from first table (column 3) is equal to cell value from second (table column 3,4) then I need to copy ID's of those cells (columns 1 both tables) let say 10 rows below so I get another small tables where I would see all ID's from both tables which are equal.

            I could do that with IF statement but It's lot of job and I'm looking for better solution.

            I developed that simply code but I need to repeat it again and again...

            ...

            ANSWER

            Answered 2022-Jan-12 at 13:03

            I'm sure the intention is not to enter actual values into your code as you show in comments.

            Regarding the loop(s) arrangement, consider to read one value from table A, then check that value against every value in table B. Then again read next value from A, and check again against all values in B and so on... This requires that the loops are nested

            Source https://stackoverflow.com/questions/70668199

            QUESTION

            PyQt5 and matplotlib, graph only updates when screen gets maximized or minimized
            Asked 2021-Dec-24 at 19:46

            This a simple MRE of one section of my code, thank you in advance if you can help me. If you are willing to correct some mistakes or write this piece of code in a better way, please feel free to do so.

            ...

            ANSWER

            Answered 2021-Dec-24 at 19:20

            Your problem is that you defined the subplot using matplotlib.pyplot (plt.).

            self.area_plot.figure, self.ax = plt.subplots() <-- here

            If you register the subplot on your defined figure (and clean the code a bit up), it should work as expected:

            Source https://stackoverflow.com/questions/70475035

            QUESTION

            Circles in matplotlib overlapping when they should not
            Asked 2021-Dec-14 at 13:40

            I am trying to plot two circles in python using matplotlib. I chose their positions such that they should not overlap. However, in the plot it looks like they do. Can anyone tell me where my mistake is?

            ...

            ANSWER

            Answered 2021-Dec-14 at 13:40

            The reason is the Circle patch is drawn as a face and an edge - the edge has a thickness, which is what is overlapping.

            We can resolve this by setting the facecolor to red, and the edgecolor to None, so it doesn't get plotted.

            For example:

            Source https://stackoverflow.com/questions/70349616

            QUESTION

            metpy skewT 'Line2D' object has no property '' error
            Asked 2021-Dec-03 at 04:19

            I'm just trying to set up a code to plot a skewT graph, but the code falls over immediately on the very first call to set up the graph incidence

            ...

            ANSWER

            Answered 2021-Dec-03 at 04:19

            This is caused by the recently released matplotlib 3.5. We are planning on releasing a fix for this with MetPy 1.2, scheduled to be released shortly.

            In the meanwhile as a workaround, you'll need to downgrade to matplotlib 3.4.

            Source https://stackoverflow.com/questions/70207171

            QUESTION

            plotly produces false plot | warning "...not a multiple of replacement length"
            Asked 2021-Nov-27 at 19:51

            Plotly seems to have a bug, otherwise I can't understand the issue. Until it is solved, I would need a workaround.

            Does anyone understand why this with four unique years is working

            ...

            ANSWER

            Answered 2021-Nov-27 at 19:51

            Problem is not with plotly package but with the way you have created the data.frame dat.

            Also one correction when the code is working that time you have considered five distinct years and repeated the years 4 times whereas when the code isn't working as expected you have considered four distinct years and repeated five times. So when warning is occurring both cla A and B have no common year between them.

            cla A has 2018 and 2020 whereas cla B has 2019 and 2021 as the distinct years which is causing the warning. This is happening because of rep(c(2018:2021), 5) which creates the data frame as

            Source https://stackoverflow.com/questions/70137271

            QUESTION

            How switch between two graphs and maintain radio button and slider updates working?
            Asked 2021-Oct-28 at 02:21

            I made a graph viewer GUI program in Python using Tkinter and matplotlib, where I switch between two graphs.

            I have three problems I don't know how to fix:

            1. Can't change the radiobutton after I move the slider it stops updating.
            2. Can't change radiobutton after I switch the graph.
            3. I would like to switch between graphs with 1 subplot and 2 subplots, but when I switch to graph with 2 subplots with slider and radiobar I can't move back to first.

            I think the problem might be in the way I update the slider and radiobutton

            Here is the code:

            ...

            ANSWER

            Answered 2021-Oct-28 at 02:21

            Answering your last question first, your big issue is that you are trying to use one figure to display two seperate graphs, without understanding how pyplot actually works. It is possible to do so, as I will outline below, but you lose any modifications you make to the graphs when you switch between them. I would recommend reading the working with multiple axes and figures section of the pyplot tutorial. The key takeaway as that in MATLAB and pyplot, all plotting functions are applied to the last figure and axes.

            When you call self.draw_graph_two(), the last axes you create are the RadioButtons. Therefore, pyplot has these axes as the current axes. When you then call self.draw_graph_one() for the second time (the first time was when you intialised), it draws the plot on the current figure and current axes, where the RadioButtons are.

            To solve this, call plt.clf() as the first line of draw_graph_one and draw_graph_two, before attempting to draw the new graph. This clears the figure, allowing for a new plot to be drawn from scratch (which is what your two draw functions do). This allows you to continuously switch between your two plots, although each time you switch the plot is cleared and any modifications to the plot are lost. You can also remove the self.ax.remove() lines, as they cause errors and are not needed.

            For your first two questions, these can be answered by reading the documentation for the RadioButtons and Slider here. You must keep a reference to the widgets for them to remain responsive. So modifying your draw_graph_two to return alfa_slider and radio keeps these widgets responsive. Alternatively, declaring them as instance variables also keeps a reference (self.alfa_slider and self.radio).

            So your working graph viewer is:

            Source https://stackoverflow.com/questions/68931326

            QUESTION

            Embedding matplotlib graph on Tkinter GUI
            Asked 2021-Oct-17 at 13:29

            Good evening every... am learning how to embed matplotlib graph on Tkinter GUI and am not succeeding and I have attached a picture to show you what's happening, please help. Am getting data from the Arduino serial port (ECG readings), plot it with matplotlib(embedded on Tkinter GUI) but when I run my code below a matplotlib figure is created where the plot is happening.

            NOTE THAT MY AIM IS TO PLOT DIRECT ON THE GRAPH THAT IS ON THE GUI AND DON'T WORRY ABOUT THE GRAPH BEEN PLOTTED.

            ...

            ANSWER

            Answered 2021-Oct-17 at 13:29
            1. You already created a Figure object and an ax, so always plot on it and update your canvas.
            2. Use tkinter.after method to call your function recursively so it won't freeze your GUI.

            Below are the minimum changes required to showcase how it can be done:

            Source https://stackoverflow.com/questions/69597448

            QUESTION

            How to create separate plots in different windows that don't interfere with each other?
            Asked 2021-Oct-16 at 19:02

            This my first time using gui in python so sorry if my code is not pretty.

            What I am doing is showing three signals of human body generated by the neurokit2 library (ecg, emg,rsp). I succeeded in showing the signal as it progress with time using matplotlib animation (it has a lot of flaws but I think I can fix them if I searched long enough). What I am truly struggling with for days now is that I need to show a spectrogram of the three signals (not animated though just a static graph).

            But each time I try to show the spectrogram, it interferes with the plot of the animation producing garbage graphs and freezes the program.

            So how can I totally separate these two functions from each other and produce different windows for each function?

            ...

            ANSWER

            Answered 2021-Oct-16 at 17:59

            User code cannot run on my platform, so just example here. Of course, you can use sg.Canvas here.

            Source https://stackoverflow.com/questions/69597810

            Community Discussions, Code Snippets contain sources that include Stack Exchange Network

            Vulnerabilities

            No vulnerabilities reported

            Install cla

            You can download it from GitHub.
            You can use cla like any standard Python library. You will need to make sure that you have a development environment consisting of a Python distribution including header files, a compiler, pip, and git installed. Make sure that your pip, setuptools, and wheel are up to date. When using pip it is generally recommended to install packages in a virtual environment to avoid changes to the system.

            Support

            For any new features, suggestions and bugs create an issue on GitHub. If you have any questions check and ask questions on community page Stack Overflow .
            Find more information at:

            Find, review, and download reusable Libraries, Code Snippets, Cloud APIs from over 650 million Knowledge Items

            Find more libraries
            CLONE
          • HTTPS

            https://github.com/mdengler/cla.git

          • CLI

            gh repo clone mdengler/cla

          • sshUrl

            git@github.com:mdengler/cla.git

          • Stay Updated

            Subscribe to our newsletter for trending solutions and developer bootcamps

            Agree to Sign up and Terms & Conditions

            Share this Page

            share link

            Explore Related Topics

            Consider Popular Portfolio Libraries

            pyfolio

            by quantopian

            leerob.io

            by leerob

            developerFolio

            by saadpasta

            PyPortfolioOpt

            by robertmartin8

            eiten

            by tradytics

            Try Top Libraries by mdengler

            stockquote

            by mdenglerPython

            annealing

            by mdenglerPython

            scanbd

            by mdenglerShell

            rsandbox

            by mdenglerR

            pwd_meter

            by mdenglerJavaScript