Code: Alles auswählen
def Buy_Hold(Backtest_start, Risk_Ret, Pref):
const_b = constraint_B(Risk_Ret)
Expect_B, varBH, Cov_B, corBH, r_f, cum_notrel = KeyFigures(Backtest_start)
Opt_B = Optimizer(Expect_B , Cov_B, r_f, x0, const_b)
return Opt_B
Würde mich über Hilfe extrem freuen
So geht es leider nicht
Code: Alles auswählen
def Buy_Hold(Backtest_start, Risk_Ret, Pref):
const_b = constraint_B(Risk_Ret)
global Expect_B
global Cov_B
Expect_B, varBH, Cov_B, corBH, r_f, cum_notrel = KeyFigures(Backtest_start)
Opt_B = Optimizer(Expect_B , Cov_B, r_f, x0, const_b)
return Opt_B