I am trying to jsut the following formula:
I have the following code but it will not accept the bounds for 6 seperate variables it will only accept one tuple which makes the bounds the same for all variables.
## cut benchmark out of data
benchmark_ser = data_df.ix[:,0]
## get out the stocks data
stocks_df = data_df.ix[:,1:]
## create/get bounds
bds = (0,.2) # <- i want to change this line
# to something that will provide
# a bound for each variable like
# [(0,.1),(0,.2),(0,.5),(0,.6)]
wgt_arr = sp.optimize.lsq_linear(stocks_df, benchmark_ser, bds)
I get the following error currently:
ValueError: 'bounds' must contain 2 elements.
Thanks