python - 缺少1个必需的位置参数-财务

Question

我尝试进行投资组合优化，但随后出现了TypeError: minimize_sharpe() missing 1 required positional argument: 'log_returns':请在下面找到摘录。

import scipy.optimize as optimize 
optimal_sharpe=optimize.minimize(minimize_sharpe,
                                 initializer,
                                 method = 'SLSQP',
                                 bounds = bounds,
                                 constraints = constraints)
print(optimal_sharpe)

“minimize_sharpe”的定义包含以下代码

def minimize_sharpe(weights, log_returns):  
return -portfolio_stats(weights)['Sharpe']

Answer 1

我认为需要像这样引用args。您所引用的示例也可能没有将返回值传递给Portfolio_stats函数。

def minimize_sharpe(weights, returns):  
    return -portfolio_stats(weights,returns)['sharpe'] 

import scipy.optimize as optimize
optimal_sharpe=optimize.minimize(minimize_sharpe,
                                 initializer,
                                 args = (returns,),
                                 method = 'SLSQP',
                                 bounds = bounds,
                                 constraints = constraints)