enzbus

Turns out the symbol changed name (CDAY became DAY) on Jan 31st. Wikipedia page got updated on Feb 2nd. After updating, strategies runner had no issues with the changed universe.

Hello, I know this is very old, but it may still be relevant. Full support for back-tests ending in bankruptcy is now there, you get a `BackTestResult` object for the...

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...

The `pd.Panel` bug is fixed now.

Hi, I'm closing this since it's too old to merge. I also suspect combinations of constraints can be expressed as multiple derived class of `BaseConstraint` and it's not a high...

Hello, the project is being restored now. Basic testing passes and two example notebooks (see https://cvxportfolio.readthedocs.io/en/latest/examples/index.html) run. Please be patient as we fix the rest.

Hello @tyler-abbot, @kch382001 is correct that condition you mention is simplified to sum $\Sigma_i u = 0$ in order to make the problem convex. The costs are indeed taken into...

Hello; Python 3.12 breaks a few packages because their build systems used `numpy.distutils.get_info` to locate Blas/Lapack, get compile flags, etc. `numpy.system_info` is not a replacement apparently. Can you make a...

Thanks for replying! This is for [SCS](https://github.com/cvxgrp/scs), a solver for convex optimization problems. Its pip package uses `numpy.distutils.get_info` to get linkage information for Blas and Lapack, doesn't use anything else...

Thanks @rgommers , you are right. SCS is not my project but a few others (including [CVXPY](https://github.com/cvxpy/cvxpy), and another library I maintain) depend on it, so I was hoping to...