Code

Line search#76

Code

Merged

mattwigway merged 13 commits intomainmattwigway/eqsormo:mainfrom linesearchmattwigway/eqsormo:linesearchCopy head branch name to clipboardJan 5, 2021

+303-373

Commits

Commits on Jan 3, 2021

• initial work on estimating a backtracking line search

  mattwigway

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  d39b2c5

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• logging

  mattwigway

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  be9811e

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• fix test

  mattwigway

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  071d8a7

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• save fixed price in model

  mattwigway

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  6d46f45

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Commits on Jan 4, 2021

• fix np concat bug

  mattwigway

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  c3d4aeb

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• fix bug in pandas/numpy confusion

  mattwigway

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  769ebb3

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• use correct indexer

  mattwigway

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  aa45cb9

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• reference error

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  922c43a

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• more bugfixes in sorting

  mattwigway

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  d3698ba

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• return false when convergence not achieved

  mattwigway

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  923a55f

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• correct price delta computation

  mattwigway

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  7251d93

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• refer to correct original price

  mattwigway

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  8e52001

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Commits on Jan 5, 2021

• add readout at convergence

  mattwigway

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  aa09ff1

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