From f35444fabc4d1c6763e0eb3371fe23bd565398a0 Mon Sep 17 00:00:00 2001 From: Victor Grau Serrat Date: Fri, 9 Feb 2018 15:16:14 -0800 Subject: [PATCH] DOC: updated algo as per #201 --- catalyst/examples/portfolio_optimization.py | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/catalyst/examples/portfolio_optimization.py b/catalyst/examples/portfolio_optimization.py index 37f8a55d..26c957b6 100644 --- a/catalyst/examples/portfolio_optimization.py +++ b/catalyst/examples/portfolio_optimization.py @@ -146,4 +146,5 @@ if __name__ == '__main__': start=start, end=end, exchange_name='poloniex', - capital_base=100000, ) + capital_base=100000, + base_currency='usdt', )