file
Load portfolio optimization engine from file
Source Code: [link]
openbb.portfolio.po.file(portfolio_engine: portfolio_optimization.po_engine.PoEngine, parameters_file_path: str)
Parameters
Name | Type | Description | Default | Optional |
---|---|---|---|---|
portfolio_engine | PoEngine | Portfolio optimization engine, by default None Use portfolio.po.load to load a portfolio engine | None | False |
parameters_file_path | str | Parameters file full path, by default None | None | False |
Returns
Type | Description |
---|---|
Dict | Loaded parameters |
Examples
from openbb_terminal.sdk import openbb
p = openbb.portfolio.po.load(symbols_file_path="~/openbb_terminal/miscellaneous/portfolio_examples/allocation/60_40_Portfolio.xlsx")
p.get_params()
{}
parameters = openbb.portfolio.po.file(portfolio_engine=p, parameters_file_path="~/openbb_terminal/miscellaneous/portfolio_examples/optimization/defaults.ini")
Parameters:
interval : 3y
log_returns : 0
freq : d
maxnan : 0.05
threshold : 0.3
alpha : 0.05
p.get_params()
{'interval': '3y',
'log_returns': '0',
'freq': 'd',
'maxnan': '0.05',
'threshold': '0.3',
'alpha': '0.05'}
p.set_params({"risk_free_rate": 0.05})
p.get_params()
{'interval': '3y',
'log_returns': '0',
'freq': 'd',
'maxnan': '0.05',
'threshold': '0.3',
'alpha': '0.05',
'risk_free_rate': 0.05}
weights, performance = openbb.portfolio.po.maxsharpe(portfolio_engine=p)