Skip to content
This repository was archived by the owner on Aug 11, 2026. It is now read-only.
This repository was archived by the owner on Aug 11, 2026. It is now read-only.

Add Support for Custom Market Data in Black-Litterman Model #39

Description

@coderabbitai

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:

raise Exception("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

  1. Update the BlackLittermanYieldModel to accept custom market data
  2. Validate the format of custom market data
  3. Update documentation to explain how to provide custom market data

Related PR

This issue was identified during review of PR #37.

Issue opened by @coderabbitai on behalf of @JustAGhosT

Activity

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Projects

    No projects

      Milestone

      No milestone

      Relationships

      None yet

      Development

      No branches or pull requests

      Issue actions