From 562aeb61bf7b85a8d3c989c8212108547d82f464 Mon Sep 17 00:00:00 2001 From: rob Date: Mon, 6 Nov 2023 17:30:21 +0000 Subject: [PATCH] can use long only constraint in dynamic optimisation now --- .../dynamic_small_system_optimise/set_up_constraints.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/systems/provided/dynamic_small_system_optimise/set_up_constraints.py b/systems/provided/dynamic_small_system_optimise/set_up_constraints.py index 151ca146d5..e0792ac32e 100644 --- a/systems/provided/dynamic_small_system_optimise/set_up_constraints.py +++ b/systems/provided/dynamic_small_system_optimise/set_up_constraints.py @@ -72,7 +72,7 @@ def get_data_and_calculate_for_code( no_trade = False else: no_trade = instrument_code in input_data.no_trade_keys - if input_data.long_only is arg_not_supplied: + if input_data.long_only_keys is arg_not_supplied: long_only = False else: long_only = instrument_code in input_data.long_only_keys