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This repository was archived by the owner on Aug 11, 2026. It is now read-only.
Currently, the Black-Litterman model implementation doesn't support custom market data. When attempting to use custom market data, the following exception is raised:
raiseException("Custom market data not supported at present")
This functionality would be valuable for users who want to provide their own market data rather than rely solely on DefiLlama.
Proposed Solution
Update the BlackLittermanYieldModel to accept custom market data
Validate the format of custom market data
Update documentation to explain how to provide custom market data
Related PR
This issue was identified during review of PR #37.
Description
Currently, the Black-Litterman model implementation doesn't support custom market data. When attempting to use custom market data, the following exception is raised:
This functionality would be valuable for users who want to provide their own market data rather than rely solely on DefiLlama.
Proposed Solution
Related PR
This issue was identified during review of PR #37.
Issue opened by @coderabbitai on behalf of @JustAGhosT