Variables | |
| str | GAMS_MODEL |
| sys | sys_dir = sys.argv[1] if len(sys.argv) > 1 else None |
| GamsWorkspace | ws = GamsWorkspace(system_directory=sys_dir) |
| GamsWorkspace | job = ws.add_job_from_string(GAMS_MODEL) |
| GamsWorkspace | opt = ws.add_options() |
| all_model_types | |
| GamsWorkspace | cp = ws.add_checkpoint() |
| GamsWorkspace | mi = cp.add_modelinstance() |
| GamsWorkspace | l = mi.sync_db.add_parameter("lambda", 0, "") |
| list | data_points = [] |
| value | |
| GamsWorkspace | min_ret = mi.sync_db["ret"].first_record().level |
| GamsWorkspace | max_ret = mi.sync_db["ret"].first_record().level |
| float | gap = 0.02 |
| list | intervals = [((0.0, min_ret), (1.0, max_ret))] |
| list | i = intervals.pop() |
| min_l | |
| max_l | |
| tuple | l_val = (min_l + max_l) / 2 |
| GamsWorkspace | cur_ret = mi.sync_db["ret"].first_record().level |
| key | |
| list | ret = [x[0] for x in data_points] |
| list | var = [x[1] for x in data_points] |
| marker | |
| markersize | |
Variable Documentation
◆ all_model_types
| markowitz.all_model_types |
Definition at line 69 of file markowitz.py.
◆ cp
| GamsWorkspace markowitz.cp = ws.add_checkpoint() |
Definition at line 74 of file markowitz.py.
◆ cur_ret
| GamsWorkspace markowitz.cur_ret = mi.sync_db["ret"].first_record().level |
Definition at line 116 of file markowitz.py.
◆ data_points
| list markowitz.data_points = [] |
Definition at line 81 of file markowitz.py.
◆ GAMS_MODEL
| str markowitz.GAMS_MODEL |
Definition at line 18 of file markowitz.py.
◆ gap
| float markowitz.gap = 0.02 |
Definition at line 94 of file markowitz.py.
◆ i
| list markowitz.i = intervals.pop() |
Definition at line 105 of file markowitz.py.
◆ intervals
Definition at line 98 of file markowitz.py.
◆ job
| GamsWorkspace markowitz.job = ws.add_job_from_string(GAMS_MODEL) |
Definition at line 67 of file markowitz.py.
◆ key
| markowitz.key |
Definition at line 126 of file markowitz.py.
◆ l
| GamsWorkspace markowitz.l = mi.sync_db.add_parameter("lambda", 0, "") |
Definition at line 77 of file markowitz.py.
◆ l_val
Definition at line 109 of file markowitz.py.
◆ marker
| markowitz.marker |
Definition at line 129 of file markowitz.py.
◆ markersize
| markowitz.markersize |
Definition at line 129 of file markowitz.py.
◆ max_l
| markowitz.max_l |
Definition at line 107 of file markowitz.py.
◆ max_ret
| markowitz.max_ret = mi.sync_db["ret"].first_record().level |
Definition at line 90 of file markowitz.py.
◆ mi
| GamsWorkspace markowitz.mi = cp.add_modelinstance() |
Definition at line 76 of file markowitz.py.
◆ min_l
| markowitz.min_l |
Definition at line 106 of file markowitz.py.
◆ min_ret
| markowitz.min_ret = mi.sync_db["ret"].first_record().level |
Definition at line 86 of file markowitz.py.
◆ opt
| GamsWorkspace markowitz.opt = ws.add_options() |
Definition at line 68 of file markowitz.py.
◆ ret
| markowitz.ret = [x[0] for x in data_points] |
Definition at line 127 of file markowitz.py.
◆ sys_dir
| sys markowitz.sys_dir = sys.argv[1] if len(sys.argv) > 1 else None |
Definition at line 64 of file markowitz.py.
◆ value
| markowitz.value |
Definition at line 84 of file markowitz.py.
◆ var
| markowitz.var = [x[1] for x in data_points] |
Definition at line 128 of file markowitz.py.
◆ ws
| GamsWorkspace markowitz.ws = GamsWorkspace(system_directory=sys_dir) |
Definition at line 65 of file markowitz.py.