Enum PortfolioError 

pub enum PortfolioError {
    Empty(String),
    NonFinite(String),
    InsufficientObservations,
    NoAssets,
    NonSquareCov(usize, usize),
    InvalidHalflife(f64),
    InvalidSingleAssetCov,
    IllConditionedCov(f64),
    DegenerateCov(String),
    NonFiniteSolve,
    MeanLengthMismatch(usize, usize),
    MinVarianceDegenerate,
    MaxSharpeDegenerate,
    RiskParityNonPositiveMarginalRisk,
    RiskParityDidNotConverge,
    HrpDegenerate,
    BoundsLengthMismatch(usize, usize),
    BoundsLowGreaterThanHigh,
    BoundsUpperSumTooLow,
    BoundsLowerSumTooHigh,
    ProjectionFailed,
}

Errors from the portfolio-optimization engine.

Mirrors quantwave.portfolio.PortfolioError in the Python v1: raised for degenerate or invalid inputs (singular/non-invertible covariance, NaN/Inf returns, empty asset universe, or bounds that cannot satisfy the full-investment budget constraint) rather than letting a raw linear algebra failure or NaN weights escape.

Variants

Empty(String)

NonFinite(String)

InsufficientObservations

NoAssets

NonSquareCov(usize, usize)

InvalidHalflife(f64)

InvalidSingleAssetCov

IllConditionedCov(f64)

DegenerateCov(String)

NonFiniteSolve

MeanLengthMismatch(usize, usize)

MinVarianceDegenerate

MaxSharpeDegenerate

RiskParityNonPositiveMarginalRisk

RiskParityDidNotConverge

HrpDegenerate

BoundsLengthMismatch(usize, usize)

BoundsLowGreaterThanHigh

BoundsUpperSumTooLow

BoundsLowerSumTooHigh

ProjectionFailed

Trait Implementations

impl Clone for PortfolioError

fn clone(&self) -> Self

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for PortfolioError

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Display for PortfolioError

fn fmt(&self, __formatter: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Error for PortfolioError

fn source(&self) -> Option<&(dyn Error + 'static)>

Returns the lower-level source of this error, if any.

fn description(&self) -> &str

👎Deprecated since 1.42.0:

use the Display impl or to_string()

fn cause(&self) -> Option<&dyn Error>

👎Deprecated since 1.33.0:

replaced by Error::source, which can support downcasting

fn provide<'a>(&'a self, request: &mut Request<'a>)

🔬This is a nightly-only experimental API. (error_generic_member_access)

Provides type-based access to context intended for error reports.

impl PartialEq for PortfolioError

fn eq(&self, other: &Self) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl StructuralPartialEq for PortfolioError