Hello ,
Under the trading function constraints :
# Trading function constraints
cons = [
cp.geo_mean(new_reserves[0]) >= cp.geo_mean(reserves[0]),
cp.geo_mean(new_reserves[1]) >= cp.geo_mean(reserves[1]),
# Allow all assets at hand to be traded
psi + current_assets >= 0
]
I get the following error message :
ValueError:
Can't reliably represent the input weight vector.
Try increasing `max_denom` or checking the denominators
of your input fractions.
Did anyone had the same problem ?
How did you solved it ?
Happy bull run :)
Hello ,
Under the trading function constraints :
I get the following error message :
Did anyone had the same problem ?
How did you solved it ?
Happy bull run :)