Update defaults.ini

[DidierRLopes]

Fixes #2024

FYI @deeleeramone

[JerBouma]

Almost:

2022 Jul 06, 08:55 (🦋) /portfolio/po/params/ $ file defaults.ini
Parameters:
    historic_period    : 3y
    log_returns        : 0
    return_frequency   : d
    max_nan            : 0.05
    threshold_value    : 0.3
    nan_fill_method    : time
    significance_level : 0.05


2022 Jul 06, 08:55 (🦋) /portfolio/po/params/ $ arg significance_level 0.10
Error: option values must be strings

2022 Jul 06, 08:55 (🦋) /portfolio/po/params/ $ arg significance_level '0.10'
The value '0.10' is not an option for significance_level.
The value needs to be between 0.0 and 1.0 in steps of 0.001

2022 Jul 06, 08:55 (🦋) /portfolio/po/params/ $ arg significance_level 0.10
Error: option values must be strings

[DidierRLopes]

@JerBouma that is not a regression, seems the issue was already there.

We should have tests around this to catch these issues, seems the problem is on the setting up of these values.

[JerBouma]

Agreed but I figured we should be fixing that too while we are at it. I approve of the changes you made so far.

[DidierRLopes]

@JerBouma can you please have a go at this? Very constrained time-wise, hopefully all works well

[JerBouma]

@DidierRLopes The reason we didn't catch this because it works perfectly fine for the Excel version.

2022 Jul 07, 03:56 (🦋) /portfolio/po/params/ $ file OpenBB_Parameters_Template_v1.0.0.xlsx
Parameters:
    historic_period         : 3y
    log_returns             : 0
    return_frequency        : d
    max_nan                 : 0.05
    threshold_value         : 0.3
    nan_fill_method         : time
    risk_free               : 0.003
    significance_level      : 0.05
    risk_measure            : MV
    target_return           : -1
    target_risk             : -1
    expected_return         : hist
    covariance              : hist
    smoothing_factor_ewma   : 0.94
    long_allocation         : 1
    short_allocation        : 0


2022 Jul 07, 03:56 (🦋) /portfolio/po/params/ $ arg max_nan 0.10

2022 Jul 07, 03:56 (🦋) /portfolio/po/params/ $ ?
╭────────────────────────────────────────────────────────────────── Portfolio - Portfolio Optimization - Parameters ───────────────────────────────────────────────────────────────────╮
│                                                                                                                                                                                      │
│ Loaded file: OpenBB_Parameters_Template_v1.0.0.xlsx                                                                                                                                  │
│                                                                                                                                                                                      │
│     file               load portfolio risk parameters                                                                                                                                │
│     save               save portfolio risk parameters to specified file                                                                                                              │
│                                                                                                                                                                                      │
│ Model of interest: maxsharpe                                                                                                                                                         │
│                                                                                                                                                                                      │
│     clear              clear model of interest from filtered parameters                                                                                                              │
│     set                set model of interest to filter parameters                                                                                                                    │
│     arg                set a different value for an argument                                                                                                                         │
│                                                                                                                                                                                      │
│ Parameters:                                                                                                                                                                          │
│     historic_period         : 3y                                                                                                                                                     │
│     log_returns             : 0                                                                                                                                                      │
│     return_frequency        : d                                                                                                                                                      │
│     max_nan                 : 0.1                                                                                                                                                    │
│     threshold_value         : 0.3                                                                                                                                                    │
│     nan_fill_method         : time                                                                                                                                                   │
│     risk_free               : 0.003                                                                                                                                                  │
│     significance_level      : 0.05                                                                                                                                                   │
│     risk_measure            : MV                                                                                                                                                     │
│     target_return           : -1                                                                                                                                                     │
│     target_risk             : -1                                                                                                                                                     │
│     expected_return         : hist                                                                                                                                                   │
│     covariance              : hist                                                                                                                                                   │
│     smoothing_factor_ewma   : 0.94                                                                                                                                                   │
│     long_allocation         : 1                                                                                                                                                      │
│     short_allocation        : 0                                                                                                                                                      │
│                                                                                                                                                                                      │
╰───────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────── OpenBB Terminal v1.5.0 (https://openbb.co) ─╯

I fixed this by asking the user to change the file directly. We could also build in a bunch of logic where it converts from string to value every time but I feel like this works better.

2022 Jul 07, 04:03 (🦋) /portfolio/po/params/ $ file defaults.ini
Parameters:
    historic_period    : 3y
    log_returns        : 0
    return_frequency   : d
    max_nan            : 0.05
    threshold_value    : 0.3
    nan_fill_method    : time
    significance_level : 0.05


2022 Jul 07, 04:03 (🦋) /portfolio/po/params/ $ arg max_nan 0.10
Please adjust the parameters directly in the defaults.ini file.

2022 Jul 07, 04:03 (🦋) /portfolio/po/params/ $