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Build # 5483271184

Build Type

push

github

Committed by enzobusseti

Commit Message

version 0.4.4
This revision contains a bug fix on on-disk caching (that is now disabled when
the user provides returns/prices/volumes, because we can't guarantee
that such data won't change in the future). It is strongly recommended to
access data from within cvxportfolio, either using the default
interfaces that we provide now, or waiting for a coming release when
we'll expose the API for data access (so you can specify a database
query, ...).
We also include a full example in the repo, user_provided_forecasters.py,
which presents how to specify custom forecasters for the expected
returns
and the returns' covariance, at each point in the backtest.

Run Details

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