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Fix risk measure choices in SDK #3630

Merged
merged 4 commits into from
Nov 29, 2022
Merged

Fix risk measure choices in SDK #3630

merged 4 commits into from
Nov 29, 2022

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montezdesousa
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@montezdesousa montezdesousa commented Nov 28, 2022

d = {
            "SECTOR": {
                "AAPL": "INFORMATION TECHNOLOGY",
                "MSFT": "INFORMATION TECHNOLOGY",
                "AMZN": "CONSUMER DISCRETIONARY",
            },
            "CURRENT_INVESTED_AMOUNT": {
                "AAPL": "100000.0",
                "MSFT": "200000.0",
                "AMZN": "300000.0",
            },
            "CURRENCY": {
                "AAPL": "USD",
                "MSFT": "USD",
                "AMZN": "USD",
            },
        }
p = openbb.portfolio.po.load(symbols_categories=d)
weights, performance = openbb.portfolio.po.equal(portfolio_engine=p)

openbb.portfolio.po.hrp(p, risk_measure='CVaR')
openbb.portfolio.po.hrp(p, risk_measure='cvar')
openbb.portfolio.po.hrp(p, risk_measure='abcd')

openbb.portfolio.po.ef_chart(p, risk_measure='CVaR')
openbb.portfolio.po.ef(p, risk_measure='CVaR')

openbb.portfolio.po.herc(p, risk_measure='CVaR')
openbb.portfolio.po.nco(p, risk_measure='CVaR')

@montezdesousa montezdesousa added bug Fix bug platform OpenBB Platform labels Nov 28, 2022
@reviewpad reviewpad bot added the feat XS Extra small feature label Nov 28, 2022
@montezdesousa montezdesousa added the do not merge Label to prevent pull request merge label Nov 28, 2022
@montezdesousa montezdesousa marked this pull request as draft November 28, 2022 19:56
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nice :)

@montezdesousa montezdesousa removed the do not merge Label to prevent pull request merge label Nov 29, 2022
@montezdesousa montezdesousa marked this pull request as ready for review November 29, 2022 10:10
@jmaslek jmaslek merged commit 72aac68 into main Nov 29, 2022
@jmaslek jmaslek deleted the fix_risk_measure branch November 29, 2022 15:12
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3 participants