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DOC: add ta_lib troubleshooting

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Victor Grau Serrat
2018-03-14 00:22:52 -06:00
parent f50c4f5c5a
commit 90ceca7b10
4 changed files with 30 additions and 5 deletions
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example-algos.html
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@@ -1205,7 +1205,7 @@ in writting the following article:
<span class="c1"># Define portfolio optimization parameters</span>
<span class="n">n_portfolios</span> <span class="o">=</span> <span class="mi">50000</span>
<span class="n">results_array</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">zeros</span><span class="p">((</span><span class="mi">3</span> <span class="o">+</span> <span class="n">context</span><span class="o">.</span><span class="n">nassets</span><span class="p">,</span> <span class="n">n_portfolios</span><span class="p">))</span>
<span class="k">for</span> <span class="n">p</span> <span class="ow">in</span> <span class="nb">xrange</span><span class="p">(</span><span class="n">n_portfolios</span><span class="p">):</span>
<span class="k">for</span> <span class="n">p</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="n">n_portfolios</span><span class="p">):</span>
<span class="n">weights</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">random</span><span class="o">.</span><span class="n">random</span><span class="p">(</span><span class="n">context</span><span class="o">.</span><span class="n">nassets</span><span class="p">)</span>
<span class="n">weights</span> <span class="o">/=</span> <span class="n">np</span><span class="o">.</span><span class="n">sum</span><span class="p">(</span><span class="n">weights</span><span class="p">)</span>
<span class="n">w</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">asmatrix</span><span class="p">(</span><span class="n">weights</span><span class="p">)</span>