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)

Parameters​

Returns​

Examples​

Parameters

Returns

Examples