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Change portfolio return type #84

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merged 5 commits into from
Jun 2, 2023
Merged

Change portfolio return type #84

merged 5 commits into from
Jun 2, 2023

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rluce
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@rluce rluce commented Jun 1, 2023

Using a data class is cleaner and easier to document

@rluce rluce linked an issue Jun 1, 2023 that may be closed by this pull request
MeanVariancePortfolio.efficient_portfolio should return a dataclass #77
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@rluce rluce marked this pull request as ready for review June 1, 2023 07:45
simonbowly
simonbowly approved these changes Jun 1, 2023
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Looks good! I added some pedantically optional comments.

tests/test_portfolio.py Outdated Show resolved Hide resolved
src/gurobi_optimods/portfolio.py Outdated Show resolved Hide resolved
@simonbowly simonbowly mentioned this pull request Jun 2, 2023
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rluce commented Jun 2, 2023

Bumping for @silkehorn :)

@rluce rluce merged commit 7e7cc23 into Gurobi:main Jun 2, 2023
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@simonbowly simonbowly simonbowly approved these changes

@silkehorn silkehorn Awaiting requested review from silkehorn

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MeanVariancePortfolio.efficient_portfolio should return a dataclass
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@rluce @simonbowly