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personal:portfolio:portopt [2015/03/30 14:20]
antonello [Theorical Background]
personal:portfolio:portopt [2016/02/15 11:02]
antonello [Usage]
Line 81: Line 81:
   g++ -std=c++0x -O -shared -Wl,-soname,_portopt.so -o _portopt.so QuadProg++.o Array.o anyoption.o portopt.o portopt_wrap.o   g++ -std=c++0x -O -shared -Wl,-soname,_portopt.so -o _portopt.so QuadProg++.o Array.o anyoption.o portopt.o portopt_wrap.o
 (then please refer to the python example for usage)  (then please refer to the python example for usage) 
 +
 +If you want to change the output library name (e.g. you want to create _portopt_p3.so for python3 alongside _portopt.so for python2), do it in the %module variable of portopt.i and in the -soname and -o options of the linking command (and don't forget to use the right python included directory in the compilation command).\\
 +You can then load the correct module in your script with something like:
 +  import sys
 +  if sys.version_info < (3, 0):
 +    import portopt
 +  else:
 +    import portopt_p3 as portopt
  
 ===== Usage ===== ===== Usage =====
Line 93: Line 101:
  
 Call: Call:
-  double solveport (const vector< vector <double> > &VAR, const vector<double> &MEANS, const double &alpha, vector<double> &x_h, int &errorcode, string &errormessage, const double tollerance = 0.000001)+  double solveport (const vector< vector <double> > &VAR, const vector<double> &MEANS, const double &alpha, vector<double> &x_h, int &errorcode, string &errormessage, double &port_opt_mean, double &port_opt_var, const double tollerance = 0.000001)
      
 == As a lib using Python: == == As a lib using Python: ==
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   errorcode    = results[2]   errorcode    = results[2]
   errormessage = results[3]   errormessage = results[3]
 +  opt_mean     = results[4]
 +  opt_var      = results[5]
  
 === Options === === Options ===
 <code> <code>
-  -h  --help                                    Prints this help +  -h  --help                                   Prints this help 
   -v  --var-file [input_var_file_name]         Input file containing the variance/covariance matrix (relative path)      -v  --var-file [input_var_file_name]         Input file containing the variance/covariance matrix (relative path)   
   -m  --means-file [input_means_file_name]     Input file containing the means vector (relative path)     -m  --means-file [input_means_file_name]     Input file containing the means vector (relative path)  
personal/portfolio/portopt.txt · Last modified: 2018/06/18 15:11 (external edit)
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