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Update app.py
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app.py
CHANGED
@@ -20,8 +20,10 @@ else:
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st.error("Data harga penutupan tidak ditemukan.")
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return None
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def calculate_returns(data):
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def optimize_portfolio(returns, cov_matrix): num_assets = len(returns)
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def sharpe_ratio(weights):
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st.error("Data harga penutupan tidak ditemukan.")
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return None
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def calculate_returns(data):
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log_returns = np.log(data / data.shift(1))
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return log_returns.mean() * 252, log_returns.cov() * 252
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def optimize_portfolio(returns, cov_matrix): num_assets = len(returns)
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def sharpe_ratio(weights):
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