braverock / braverock/PortfolioAnalytics
[FR] Return information on solver failure in `optimize.portfolio.rebalancing`
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enhancement
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Description
When `optimize.portfolio.rebalancing` fails for a particular day it will silently fail. This is often fine. But it would be nice if, when the day failed because of an issue with the solver, any information the solver gives about the reason for the failure would also be returned.
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