def effrontier(mu, S, sht, nameplot): cla = CLA(mu, S) fig = plt.figure(figsize=(8, 8)) cla.max_sharpe() ax = cla.plot_efficient_frontier(showfig=False) fig = ax.get_figure() sht.pictures.add(fig, name=nameplot, update=True)
'PFE': 0.07786528342813454, 'RRC': 0.03161528695094597, 'SBUX': 0.039844436656239136, 'SHLD': 0.027113184241298865, 'T': 0.11138956508836476, 'UAA': 0.02711590957075009, 'WMT': 0.10569551148587905, 'XOM': 0.11175337115721229} """ # Crticial Line Algorithm cla = CLA(mu, S) print(cla.max_sharpe()) cla.portfolio_performance(verbose=True) cla.plot_efficient_frontier() # to plot """ {'GOOG': 0.020889868669945022, 'AAPL': 0.08867994115132602, 'FB': 0.19417572932251745, 'BABA': 0.10492386821217001, 'AMZN': 0.0644908140418782, 'GE': 0.0, 'AMD': 0.0, 'WMT': 0.0034898157701416382, 'BAC': 0.0, 'GM': 0.0, 'T': 2.4138966206946562e-19, 'UAA': 0.0, 'SHLD': 0.0,