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can use long only constraint in dynamic optimisation now
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rob committed Nov 6, 2023
1 parent 9397726 commit af7ceee
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Original file line number Diff line number Diff line change
Expand Up @@ -54,7 +54,6 @@ def __init__(

self.weights_optimal = weights_optimal
self.contracts_optimal = contracts_optimal
self.long_only = long_only

if previous_positions is arg_not_supplied:
weights_prior = arg_not_supplied
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