Import and Export I/O¶

Importing¶

The supported importing function getAssetAndReturnsFromCSV(filepath) will take a filepath and get the assets and their corresponding expected returns from the CSV file. This CSV would be arranged in the format of:

asset_name1, expected_return1
asset_name2, expected_return2
...

The resulting output of the function would be a structure that contains the assets and the expected returns arrays. A sample code is displayed before, showing how to set the values into an AssetsCollection after importing.

data = getAssetAndReturnsFromCSV("filepath.csv")
setNames(assetsCollection, data[1])
setReturns(assetsCollection, data[2])

Exporting¶

The export function exportModelResultsToCSV(result, filepath) will take in the output from an optimize(model, parameters) function as the result, and export it in CSV format to the filepath. With the first value in the CSV being the Objective Value and the ones after being the Weights.

objective_value
weight1
weight2
...

result = optimize(model, parameters)
exportModelResultsToCSV(result, "filepath.csv")

Custom Import/Export¶

This can be done utilizing the DataFrames Julia Package. There documentation is located here.