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Make fallback to cp.SolverError optional/configurable

enhancement

question

Status: Open.

#185 In cvxgrp/cvxportfolio;

· yihengli opened on Jan 23, 2025

Add MaxImbalance, MinImbalance, TargetImbalance constraints

enhancement

Status: Open.

#181 In cvxgrp/cvxportfolio;

· enzbus opened on Sep 6, 2024

Improve UserProvidedMarketData input validation

enhancement

Status: Open.

#175 In cvxgrp/cvxportfolio;

· enzbus opened on Aug 29, 2024

Idea: UnwindingCostLimit

enhancement

Status: Open.

#171 In cvxgrp/cvxportfolio;

· enzbus opened on Aug 23, 2024

How are returns computed?

question

Status: Open.

#165 In cvxgrp/cvxportfolio;

· mtomic-quant opened on Jul 10, 2024

Incompatible with Numpy 2.0

bug

Status: Open.

#162 In cvxgrp/cvxportfolio;

· enzbus opened on Jun 17, 2024

The result of backtesting 30 years is different from 5 years?

Status: Open.

#159 In cvxgrp/cvxportfolio;

· jacktang opened on Jun 3, 2024

Feature Request: Online Data Loading

Status: Open.

#155 In cvxgrp/cvxportfolio;

· GreenlandZZY opened on May 3, 2024

can we load into our custom crypto data into cvxportfolio for backtesting and portfolio construction ? [bounty possible]

Status: Open.

#153 In cvxgrp/cvxportfolio;

· blackivory opened on Apr 30, 2024

Is it possible to have different costs definition depending on entry or exit

docsImprove documentationImprove documentation

question

Status: Open.

#152 In cvxgrp/cvxportfolio;

· tfrojd opened on Apr 25, 2024

Feature request: Add constraint priority with automatic resolution into soft-constraints

enhancement

Status: Open.

#151 In cvxgrp/cvxportfolio;

· enzbus opened on Apr 23, 2024

Feature request: add market_data=None option to Policy.execute

1.4

Data input

enhancement

Status: Open.

#150 In cvxgrp/cvxportfolio;

· enzbus opened on Apr 21, 2024