Timeline for PuLp is ignoring all of the constraints given to it
Current License: CC BY-SA 4.0
11 events
| when toggle format | what | by | license | comment | |
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| Oct 10, 2023 at 22:55 | comment | added | Josh Smith | This worked perfectly, I really appreciate the help | |
| Oct 10, 2023 at 22:32 | history | edited | Erwin Kalvelagen | CC BY-SA 4.0 |
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| Oct 10, 2023 at 22:23 | history | edited | Erwin Kalvelagen | CC BY-SA 4.0 |
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| Oct 10, 2023 at 22:15 | comment | added | Josh Smith | Would you say there's a good way to ensure turnover is <=0.25? If we let x be the weights from the previous day, then turnover = sum(abs(w_i,long - w_i,short) - (x_i,long - x_i,short))) The only idea I have for expressing that as linear constraints is to split the differences ((w_i,long - w_i,short) - (x_i,long - x_i,short)) into positive and negative differences and then add a constraint to check if sum(d_i,p + (-1)*d_i,n) <= 0.25 | |
| Oct 10, 2023 at 21:08 | vote | accept | Josh Smith | ||
| Oct 10, 2023 at 21:02 | history | edited | Erwin Kalvelagen | CC BY-SA 4.0 |
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| Oct 10, 2023 at 20:58 | comment | added | Josh Smith | Thank you for the help this is an elegant solution | |
| Oct 10, 2023 at 20:54 | history | edited | Erwin Kalvelagen | CC BY-SA 4.0 |
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| Oct 10, 2023 at 20:47 | history | edited | Erwin Kalvelagen | CC BY-SA 4.0 |
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| Oct 10, 2023 at 20:37 | history | edited | Erwin Kalvelagen | CC BY-SA 4.0 |
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| Oct 10, 2023 at 20:31 | history | answered | Erwin Kalvelagen | CC BY-SA 4.0 |