[choppergrip]

It looks good, but the code style can be improved a bit:
– consistency with semicolons, you have it after closing the bracket, but not for all functions
– for “-1” messages it probably makes sense to have some wrapper function
– possible arguments validation inside of the optimizePortfolio function
– maybe you want to have these functions in a specific namespace to avoid clashes during import in bigger project
– unit tests and integration test

[choppergrip]

Hey, samsogade, could you please add some details about what you are trying to achieve and what you mean when asking “How do we define…?” With more information, someone will be able to help

[choppergrip]

To create the shared object files for the number generators and distribution functions the below must be run:

make && make install && make clean

[choppergrip]

It depends on the framework that you use.

For example, in classic ticker plant code, there is a line that makes this check and gives the error:

https://github.com/KxSystems/kdb-tick/blob/85c08ff192b0a103b323246c7300a37919be6159/tick.q#L30C14-L30C70

You will need to rewrite some other code to make it work.

Another option is to choose one column in your data and use it as a sym.

[choppergrip]

The repo that you are using is behind the original one exactly on one commit that should fix MAC installation.

Use this repo below, install all dependencies, set QHOME.
https://github.com/dmorgankx/optionpricing

Unfortunately, I can’t guarantee that it will work with your processor, but at least the installation problem will be solved

github.com

GitHub - dmorgankx/optionpricing

Contribute to dmorgankx/optionpricing development by creating an account on GitHub.