debug the code of portfolio optimization software
Dear sir,
Please debug and compile the following code I am using visual basic 6.5
Code:
Sub Frontier_Builder()
SolverReset
Application.ScreenUpdating = False
'Finding Maximum Surplus
SolverOk SetCell:="$K$38", MaxMinVal:=1, ValueOf:="0", ByChange:="$B$18:$B$27"
SolverAdd CellRef:="$B$28", Relation:=2, FormulaText:="1"
SolverAdd CellRef:="$B$18:$B$27", Relation:=1, FormulaText:="Optimal_Mix_Max"
SolverAdd CellRef:="$B$18:$B$27", Relation:=3, FormulaText:="Optimal_Mix_Min"
SolverAdd CellRef:="$H$31:$H$33", Relation:=1, FormulaText:="$I$31:$I$33"
SolverOptions MaxTime:=1000, Iterations:=1000, Precision:=0.00000001, _
AssumeLinear:=False, StepThru:=False, Estimates:=2, Derivatives:=2, _
SearchOption:=1, IntTolerance:=0.000005, Scaling:=False, Convergence:=0, _
AssumeNonNeg:=False
Solution = SolverSolve(True)
MaxSurplus = Range("Surplus").Value
SolverReset
'Finding Minimum Surplus Volatility and its Surplus
SolverOk SetCell:="$K$36", MaxMinVal:=2, ValueOf:="0", ByChange:="$B$18:$B$27"
SolverAdd CellRef:="$B$28", Relation:=2, FormulaText:="1"
SolverAdd CellRef:="$B$18:$B$27", Relation:=1, FormulaText:="Optimal_Mix_Max"
SolverAdd CellRef:="$B$18:$B$27", Relation:=3, FormulaText:="Optimal_Mix_Min"
SolverAdd CellRef:="$H$31:$H$33", Relation:=1, FormulaText:="$I$31:$I$33"
SolverOptions MaxTime:=1000, Iterations:=1000, Precision:=0.00000001, _
AssumeLinear:=False, StepThru:=False, Estimates:=2, Derivatives:=2, _
SearchOption:=1, IntTolerance:=0.000005, Scaling:=False, Convergence:=0, _
AssumeNonNeg:=False
Solution = SolverSolve(True)
MinSurplus = Range("Surplus").Value
SolverReset
ReDim Asset_Mix_Array(1 To 10, 1 To 100) As Double
ReDim Frontier_Check_Array(1, 1 To 100) As Double
NextRow = 1
Increment = (MaxSurplus - MinSurplus) / 100
SolverOk SetCell:="$K$36", MaxMinVal:=2, ValueOf:="0", ByChange:="$B$18:$B$27"
SolverAdd CellRef:="$B$28", Relation:=2, FormulaText:="1"
SolverAdd CellRef:="$B$18:$B$27", Relation:=1, FormulaText:="Optimal_Mix_Max"
SolverAdd CellRef:="$B$18:$B$27", Relation:=3, FormulaText:="Optimal_Mix_Min"
SolverAdd CellRef:="$H$31:$H$33", Relation:=1, FormulaText:="$I$31:$I$33"
SolverAdd CellRef:="$K$38", Relation:=2, FormulaText:="Desired_Surplus"
SolverOptions MaxTime:=1000, Iterations:=1000, Precision:=0.00000001, _
AssumeLinear:=False, StepThru:=False, Estimates:=2, Derivatives:=2, _
SearchOption:=1, IntTolerance:=0.000005, Scaling:=False, Convergence:=0, _
AssumeNonNeg:=False
For i = MinSurplus To MaxSurplus - Increment Step Increment
Range("Desired_Surplus").Value = i
Solution = SolverSolve(True)
If Solution = 0 Then
Frontier_Check_Array(1, NextRow) = Range("Optimal_Mix_Total").Value
Asset_Mix_Array(1, NextRow) = Range("Class1").Value
Asset_Mix_Array(2, NextRow) = Range("Class2").Value
Asset_Mix_Array(3, NextRow) = Range("Class3").Value
Asset_Mix_Array(4, NextRow) = Range("Class4").Value
Asset_Mix_Array(5, NextRow) = Range("Class5").Value
Asset_Mix_Array(6, NextRow) = Range("Class6").Value
Asset_Mix_Array(7, NextRow) = Range("Class7").Value
Asset_Mix_Array(8, NextRow) = Range("Class8").Value
Asset_Mix_Array(9, NextRow) = Range("Class9").Value
Asset_Mix_Array(10, NextRow) = Range("Class10").Value
NextRow = NextRow + 1
End If
Next
Range("Desired_Surplus").Value = MaxSurplus
Solution = SolverSolve(True)
Asset_Mix_Array(1, 100) = Range("Class1").Value
Asset_Mix_Array(2, 100) = Range("Class2").Value
Asset_Mix_Array(3, 100) = Range("Class3").Value
Asset_Mix_Array(4, 100) = Range("Class4").Value
Asset_Mix_Array(5, 100) = Range("Class5").Value
Asset_Mix_Array(6, 100) = Range("Class6").Value
Asset_Mix_Array(7, 100) = Range("Class7").Value
Asset_Mix_Array(8, 100) = Range("Class8").Value
Asset_Mix_Array(9, 100) = Range("Class9").Value
Asset_Mix_Array(10, 100) = Range("Class10").Value
Worksheets("Frontier Points").Range("B1:CW10").Value = Asset_Mix_Array
Application.ScreenUpdating = True
SolverReset
End Sub
Re: debug the code of portfolio optimization software
Dear sandeepgupta,
No
Thats not how it works here.
You tell us what your issue is being as specific as possible. You post what you have done to solve your issue on your own, and we will try to help you along the rest of the way.
Re: debug the code of portfolio optimization software
Dear sir on debugging the error is
sub or function not defined.
Re: debug the code of portfolio optimization software
Quote:
Originally Posted by
sandeepgupta
Dear sir,
Please debug and compile the following code I am using visual basic 6.5
Code:
Sub Frontier_Builder()
SolverReset
Application.ScreenUpdating = False
'Finding Maximum Surplus
SolverOk SetCell:="$K$38", MaxMinVal:=1, ValueOf:="0", ByChange:="$B$18:$B$27"
SolverAdd CellRef:="$B$28", Relation:=2, FormulaText:="1"
SolverAdd CellRef:="$B$18:$B$27", Relation:=1, FormulaText:="Optimal_Mix_Max"
SolverAdd CellRef:="$B$18:$B$27", Relation:=3, FormulaText:="Optimal_Mix_Min"
SolverAdd CellRef:="$H$31:$H$33", Relation:=1, FormulaText:="$I$31:$I$33"
SolverOptions MaxTime:=1000, Iterations:=1000, Precision:=0.00000001, _
AssumeLinear:=False, StepThru:=False, Estimates:=2, Derivatives:=2, _
SearchOption:=1, IntTolerance:=0.000005, Scaling:=False, Convergence:=0, _
AssumeNonNeg:=False
Solution = SolverSolve(True)
MaxSurplus = Range("Surplus").Value
SolverReset
'Finding Minimum Surplus Volatility and its Surplus
SolverOk SetCell:="$K$36", MaxMinVal:=2, ValueOf:="0", ByChange:="$B$18:$B$27"
SolverAdd CellRef:="$B$28", Relation:=2, FormulaText:="1"
SolverAdd CellRef:="$B$18:$B$27", Relation:=1, FormulaText:="Optimal_Mix_Max"
SolverAdd CellRef:="$B$18:$B$27", Relation:=3, FormulaText:="Optimal_Mix_Min"
SolverAdd CellRef:="$H$31:$H$33", Relation:=1, FormulaText:="$I$31:$I$33"
SolverOptions MaxTime:=1000, Iterations:=1000, Precision:=0.00000001, _
AssumeLinear:=False, StepThru:=False, Estimates:=2, Derivatives:=2, _
SearchOption:=1, IntTolerance:=0.000005, Scaling:=False, Convergence:=0, _
AssumeNonNeg:=False
Solution = SolverSolve(True)
MinSurplus = Range("Surplus").Value
SolverReset
ReDim Asset_Mix_Array(1 To 10, 1 To 100) As Double
ReDim Frontier_Check_Array(1, 1 To 100) As Double
NextRow = 1
Increment = (MaxSurplus - MinSurplus) / 100
SolverOk SetCell:="$K$36", MaxMinVal:=2, ValueOf:="0", ByChange:="$B$18:$B$27"
SolverAdd CellRef:="$B$28", Relation:=2, FormulaText:="1"
SolverAdd CellRef:="$B$18:$B$27", Relation:=1, FormulaText:="Optimal_Mix_Max"
SolverAdd CellRef:="$B$18:$B$27", Relation:=3, FormulaText:="Optimal_Mix_Min"
SolverAdd CellRef:="$H$31:$H$33", Relation:=1, FormulaText:="$I$31:$I$33"
SolverAdd CellRef:="$K$38", Relation:=2, FormulaText:="Desired_Surplus"
SolverOptions MaxTime:=1000, Iterations:=1000, Precision:=0.00000001, _
AssumeLinear:=False, StepThru:=False, Estimates:=2, Derivatives:=2, _
SearchOption:=1, IntTolerance:=0.000005, Scaling:=False, Convergence:=0, _
AssumeNonNeg:=False
For i = MinSurplus To MaxSurplus - Increment Step Increment
Range("Desired_Surplus").Value = i
Solution = SolverSolve(True)
If Solution = 0 Then
Frontier_Check_Array(1, NextRow) = Range("Optimal_Mix_Total").Value
Asset_Mix_Array(1, NextRow) = Range("Class1").Value
Asset_Mix_Array(2, NextRow) = Range("Class2").Value
Asset_Mix_Array(3, NextRow) = Range("Class3").Value
Asset_Mix_Array(4, NextRow) = Range("Class4").Value
Asset_Mix_Array(5, NextRow) = Range("Class5").Value
Asset_Mix_Array(6, NextRow) = Range("Class6").Value
Asset_Mix_Array(7, NextRow) = Range("Class7").Value
Asset_Mix_Array(8, NextRow) = Range("Class8").Value
Asset_Mix_Array(9, NextRow) = Range("Class9").Value
Asset_Mix_Array(10, NextRow) = Range("Class10").Value
NextRow = NextRow + 1
End If
Next
Range("Desired_Surplus").Value = MaxSurplus
Solution = SolverSolve(True)
Asset_Mix_Array(1, 100) = Range("Class1").Value
Asset_Mix_Array(2, 100) = Range("Class2").Value
Asset_Mix_Array(3, 100) = Range("Class3").Value
Asset_Mix_Array(4, 100) = Range("Class4").Value
Asset_Mix_Array(5, 100) = Range("Class5").Value
Asset_Mix_Array(6, 100) = Range("Class6").Value
Asset_Mix_Array(7, 100) = Range("Class7").Value
Asset_Mix_Array(8, 100) = Range("Class8").Value
Asset_Mix_Array(9, 100) = Range("Class9").Value
Asset_Mix_Array(10, 100) = Range("Class10").Value
Worksheets("Frontier Points").Range("B1:CW10").Value = Asset_Mix_Array
Application.ScreenUpdating = True
SolverReset
End Sub
Dear sir the error given is as below
sub or function not defined.
Re: debug the code of portfolio optimization software
Quote:
sub or function not defined.
which line?
Re: debug the code of portfolio optimization software
first problem is solved.the error given is in line 34 as follows
compile error:
Syntax error
Re: debug the code of portfolio optimization software
without having to count all the lines what line is that?
