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Implement Sharpe ratio Mod #40

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wants to merge 14 commits into from
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Implement Sharpe ratio Mod #40

wants to merge 14 commits into from

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@etowle etowle commented Mar 10, 2023 •
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Description

Implements Mod #15.

Checklist

  • Implementation:
    • Implementation of the Mod in the gurobi_optimods installable package
    • Tests for the Mod implementation in tests/
    • Docstrings for public API, correctly linked using sphinx-autodoc
  • Documentation page:
    • Problem specification with description tab and optimzation model tab
    • Example of the input data format (use gurobi_optimods.datasets for loading data)
    • Runnable code example
    • Presentation of solutions

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etowle commented May 26, 2023

This one is nearly ready for review. I need to double-check the docstrings and comb over the docs one more time.

@etowle etowle marked this pull request as ready for review June 2, 2023 03:47
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etowle commented Jun 14, 2023

Closing this PR. Will open a new one shortly.

@etowle etowle closed this Jun 14, 2023
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@etowle @simonbowly