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- Basic Factor Target
- 123 234
- 342 345
- 235 453
- 123 345
- 56 456
- 345 457
- 234 23
- 123 45
- 345 56
- 54 567
- 234 5
- import pandas as pd
- from scipy.optimize import minimize, optimize
- import numpy as np
- path='/scipytest.csv'
- dffunc=pd.read_csv(path, decimal=',', delimiter=';')
- BaseSum=np.sum(dffunc['Basic'])
- FacSum=np.sum(dffunc['Factor'])
- def f(x, FacSum):
- return BaseSum-FacSum*x
- con = {'type': 'ineq',
- 'fun': lambda BaseSum,FacSum: BaseSum-FacSum,
- 'args': (FacSum,)}
- x=0
- result = minimize(f,(x,FacSum), args=(FacSum,), method='SLSQP', constraints=con)
- print(result.x)
- print(f(result.x))
- raise ValueError("Objective function must return a scalar")
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