cvxgrp/cvxportfolio issues and pull requests

#181 - Add `MaxImbalance`, `MinImbalance`, `TargetImbalance` constraints

Issue - State: open - Opened by enzbus 25 days ago - 1 comment
Labels: enhancement, 1.4

#180 - DollarNeutral portfolios are not fully invested

Issue - State: closed - Opened by thayes75 25 days ago - 7 comments

#179 - add optional n_processes kw to backtest_many

Pull Request - State: open - Opened by quant5 28 days ago - 3 comments

#178 - Drop dependency on `multiprocess`, may fix #177

Pull Request - State: closed - Opened by enzbus 28 days ago

#177 - backtest() works, but backtest_many() gives MemoryError

Issue - State: closed - Opened by quant5 28 days ago - 11 comments
Labels: bug

#176 - draft fix for #174, providing exception traceback information

Pull Request - State: open - Opened by enzbus about 1 month ago

#175 - Improve `UserProvidedMarketData` input validation

Issue - State: open - Opened by enzbus about 1 month ago
Labels: enhancement, 1.4

#174 - Improve exception traceback reporting

Issue - State: open - Opened by enzbus about 1 month ago
Labels: enhancement, 1.4

#173 - Feature request: Full UserProvidedMarketData Example

Issue - State: closed - Opened by thayes75 about 1 month ago - 4 comments

#171 - Idea: `UnwindingCostLimit`

Issue - State: open - Opened by enzbus about 1 month ago
Labels: enhancement

#170 - `DataframeSelector` companion class for `forecast.py`

Pull Request - State: open - Opened by enzbus about 1 month ago

#169 - Max and Min Holdings constraints plus assorted work on constraints

Pull Request - State: closed - Opened by enzbus about 1 month ago

#168 - Optimization `BacktestResult` with `AllCash` benchmark confusing

Issue - State: closed - Opened by enzbus about 2 months ago
Labels: enhancement

#167 - 1.4.0

Pull Request - State: closed - Opened by enzbus 2 months ago - 1 comment

#166 - New Cvxportfolio versions will have the General Public License

Issue - State: open - Opened by enzbus 3 months ago
Labels: enhancement, 1.4

#165 - How are returns computed?

Issue - State: open - Opened by mtomic-quant 3 months ago - 1 comment
Labels: question

#162 - Incompatible with Numpy 2.0

Issue - State: open - Opened by enzbus 4 months ago - 1 comment
Labels: bug

#161 - WIP, redesigning forecast.py;

Pull Request - State: closed - Opened by enzbus 4 months ago

#160 - Feature Request: Ignore Tcosts in first period

Issue - State: closed - Opened by thayes75 4 months ago - 2 comments

#159 - The result of backtesting 30 years is different from 5 years?

Issue - State: open - Opened by jacktang 4 months ago - 5 comments

#158 - Testsuite failing on py 3.9 b/c of dependencies

Issue - State: closed - Opened by enzbus 5 months ago - 1 comment

#157 - Issue loading data from FRED

Issue - State: closed - Opened by hhenson 5 months ago - 9 comments

#156 - Ecos needs to added in pyproject "test" optional dependencies

Issue - State: closed - Opened by enzbus 5 months ago - 1 comment
Labels: bug

#155 - Feature Request: Online Data Loading

Issue - State: open - Opened by GreenlandZZY 5 months ago - 1 comment

#154 - Fix UserWarning on matrix multiplication

Pull Request - State: closed - Opened by wec7 5 months ago - 3 comments

#153 - can we load into our custom crypto data into cvxportfolio for backtesting and portfolio construction ? [bounty possible]

Issue - State: open - Opened by blackivory 5 months ago - 1 comment

#152 - Is it possible to have different costs definition depending on entry or exit

Issue - State: open - Opened by tfrojd 5 months ago - 1 comment
Labels: question, docs

#151 - Feature request: Add constraint priority with automatic resolution into soft-constraints

Issue - State: open - Opened by enzbus 5 months ago - 1 comment
Labels: enhancement

#150 - Feature request: add `market_data=None` option to `Policy.execute`

Issue - State: open - Opened by enzbus 5 months ago
Labels: enhancement, Data input, 1.4

#149 - added base_location=None option

Pull Request - State: closed - Opened by enzbus 5 months ago

#148 - Rendering of code blocks in README on github is broken

Issue - State: closed - Opened by enzbus 6 months ago

#147 - Added another example - Indicator example

Pull Request - State: closed - Opened by andrewcz 6 months ago - 1 comment

#146 - EOFError: Ran out of input

Issue - State: closed - Opened by mtomic-quant 7 months ago - 4 comments