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Code and data for my blogs
hi, I am not able to solve the below error which so weird. can you pls advise me on
ef = pyp.EfficientFrontier(bl_return_confi, S_bl_confi, weight_bounds=(0, 0.1), gamma=0)
TypeError: init() got an unexpected keyword argument 'gamma'
hi, thank you for tis great work,
I got this error with pyfolio:
AttributeError Traceback (most recent call last)
~\AppData\Local\Temp\ipykernel_21596\3278245655.py in ?()
1 # get performance statistics for strategy
----> 2 pf.show_perf_stats(returns)
~\anaconda3\envs\FX\Lib\site-packages\pyfolio\plotting.py in ?(returns, factor_returns, positions, transactions, turnover_denom, live_start_date, bootstrap, header_rows)
644 APPROX_BDAYS_PER_MONTH)
645 perf_stats = pd.DataFrame(perf_stats_all, columns=['Backtest'])
646
647 for column in perf_stats.columns:
--> 648 for stat, value in perf_stats[column].iteritems():
649 if stat in STAT_FUNCS_PCT:
650 perf_stats.loc[stat, column] = str(np.round(value * 100,
651 1)) + '%'
~\anaconda3\envs\FX\Lib\site-packages\pandas\core\generic.py in ?(self, name)
6200 and name not in self._accessors
6201 and self._info_axis._can_hold_identifiers_and_holds_name(name)
6202 ):
6203 return self[name]
-> 6204 return object.getattribute(self, name)
AttributeError: 'Series' object has no attribute 'iteritems'
Your blog post seems helpful but it does not gie clarity on where to import the data for NSE data for creating a balance portfolio. The path in the india_nse_data.py also makes it confusing as to which dataset you are referencing to. Can you please give clarity on that?
Hi
It looks like you cannot view the code. Could you reload it ?
By following the code in the article i get an error on sort_values(ascending=True). It says that "by" is missing.
Also on you data/data file the ticker is by name eg: ACC while ingesting the data using the method described with BSE500 it uses 'scrip code' so a number. Is it having an impact ?
Thanks
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