Added weight_expr function to MultipleReturnsForecasts class. Removed…

[tyler-abbot]

… * from definition of control variable in MultiPeriodOpt.get_trades because was not working before and this quantity will never be of variable number (always a single tuple).

These changes were necessary in order to get the multiperiod optimization example notebook to run.

[coveralls]

Coverage decreased (-0.05%) to 82.407% when pulling 44d44b86bf7973b9c493659dcdc963417b48aeb7 on tyler-abbot:master into 152188adac72c1bce85f1aa526e85b4f611cf497 on cvxgrp:master.

[enzbus]

Thank you for this, I guess this got lost in the past few years of under-maintenance of the repo. Currently https://github.com/cvxgrp/cvxportfolio/blob/master/examples/MultiPeriodTCostOptimization.ipynb works with the MultiPeriod class and the original notebooks are broken because a few of the original libraries broke (e.g., quandl), so I guess the problem you were targeting has been solved. We are working fast to finalize the user interface.