orthomads

JuDO-dev · Jun 10, 2024 · 8047cb4 · 8047cb4
1 parent 1798e43
commit 8047cb4
Showing 1 changed file with 1 addition and 0 deletions.
diff --git a/src/Backtest/strategies/FALM.jl b/src/Backtest/strategies/FALM.jl
@@ -292,6 +292,7 @@ function compute_portfolio!(context::ContextTypeA; data=DataFrame())
         objective=obj,
         granularity=[0.001 for _ in context.extra.tickers],
         initial_point=init_point,
+        poll=OrthoMADS(),
     )
 
     AddExtremeConstraint(weights_problem, max_alloc)