Crate charlie 

Modules

analysis

constraints

env

kelly_allocation

model

utils

validation

Macros

assert_close

Macro for asserting that the two numbers are close to each other with a given absolute tolerance. Used in tests.

Structs

allocate_endpoint

API Endpoint: allocate_endpoint Calculate optimal allocation of capital for a set of candidate companies with an optional constraint representing aversion to the permanent loss of capital

analyze_endpoint

API Endpoint: analyze_endpoint Analyze the portfolio by calculating useful statistics

demo

API Endpoint: demo Basic front-end for simple demonstration purposes

openapi

API Endpoint: openapi OpenAPI documentation

Constants

allocate_endpoint

API Endpoint: allocate_endpoint Calculate optimal allocation of capital for a set of candidate companies with an optional constraint representing aversion to the permanent loss of capital

analyze_endpoint

API Endpoint: analyze_endpoint Analyze the portfolio by calculating useful statistics

demo

API Endpoint: demo Basic front-end for simple demonstration purposes

openapi

API Endpoint: openapi OpenAPI documentation

Functions

allocate

Calculates optimal allocation for each candidate company

analyze

Calculates useful information about the portfolio

validate

Validate the candidates and return all problematic validations.