Merge pull request #41 from stephenhky/matmul

convert np.matmul to np.dot

Author: stephenhky

finsim/portfolio/optimize/policy.py

@@ -107,7 +107,7 @@ def optimize(self, r, cov, symbols=None):
         self.optimized_weights = self.optimized_sol.x
         self.optimized_sharpe_ratio = -self.optimized_sol.fun
         self.optimized_portfolio_yield = np.sum(self.optimized_weights * self.r)
-        sqweights = np.matmul(
+        sqweights = np.dot(
             np.expand_dims(self.optimized_weights, axis=1),
             np.expand_dims(self.optimized_weights, axis=0)
         )
@@ -158,7 +158,7 @@ def optimize(self, r, cov, symbols=None):
         self.optimized_weights = self.optimized_unnormalized_weights[:-1] / np.sum(self.optimized_unnormalized_weights[:-1])
         self.optimized_costfunction = -self.optimized_sol.fun
         self.optimized_portfolio_yield = np.sum(self.optimized_weights * self.r)
-        sqweights = np.matmul(
+        sqweights = np.dot(
             np.expand_dims(self.optimized_weights, axis=1),
             np.expand_dims(self.optimized_weights, axis=0)
         )
@@ -212,7 +212,7 @@ def optimize(self, r, cov, symbols=None):
         self.optimized_weights = self.optimized_unnormalized_weights[:-1] / np.sum(self.optimized_unnormalized_weights[:-1])
         self.optimized_costfunction = -self.optimized_sol.fun
         self.optimized_portfolio_yield = np.sum(self.optimized_weights * self.r)
-        sqweights = np.matmul(
+        sqweights = np.dot(
             np.expand_dims(self.optimized_weights, axis=1),
             np.expand_dims(self.optimized_weights, axis=0)
         )

setup.py

@@ -25,7 +25,7 @@ def package_description():
 
 setup(
     name='finsim',
-    version="0.9.2a1",
+    version="0.9.2a2",
     description="Financial simulation and inference",
     long_description=package_description(),
     long_description_content_type='text/markdown',