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Fixing a bug in portfolio optimization code #1

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FinJun opened this issue Nov 19, 2023 · 1 comment
Open

Fixing a bug in portfolio optimization code #1

FinJun opened this issue Nov 19, 2023 · 1 comment

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@FinJun
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FinJun commented Nov 19, 2023

To run the portfolio optimization experiment, I used your script. However, there was an error. It seems that the code in line 214 of main.py needs to be modified as follows.
f_time.write('Random seed, {}, forward time, {}, inference time, {}, qp time, {}, backward_time, {}\n'.format(str(SEED), total_forward_time, total_inference_time, total_qp_time, total_backward_time))

@KaiYan289
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Yes you are right; thanks a lot for pointing out. This is an anonymous account though, and unfortunately I cannot retrieve the password currently. I will make changes accordingly when I retrieved the account.

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