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88d52bdba0366127fffca9dfa93895
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bring back ecos-bb
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pypfopt/discrete_allocation.py

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@@ -251,7 +251,7 @@ def greedy_portfolio(self, reinvest=False, verbose=False):
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self._allocation_rmse_error(verbose)
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return self.allocation, available_funds
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254-
def lp_portfolio(self, reinvest=False, verbose=False, solver=None):
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def lp_portfolio(self, reinvest=False, verbose=False, solver="ECOS_BB"):
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"""
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Convert continuous weights into a discrete portfolio allocation
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using integer programming.

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