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Thread: debug the code of portfolio optimization software

  1. Apr 29th, 2011, 11:32 AM #1
    sandeepgupta
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    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
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  2. Apr 29th, 2011, 12:05 PM #2
    Hack
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    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.
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  3. May 13th, 2011, 01:47 AM #3
    sandeepgupta
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    Re: debug the code of portfolio optimization software

    Dear sir on debugging the error is
    sub or function not defined.
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  4. May 13th, 2011, 02:51 AM #4
    sandeepgupta
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    Re: debug the code of portfolio optimization software

    Quote Originally Posted by sandeepgupta View Post
    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.
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  6. May 13th, 2011, 07:40 PM #5
    westconn1
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    Re: debug the code of portfolio optimization software

    sub or function not defined.
    which line?
    i do my best to test code works before i post it, but sometimes am unable to do so for some reason, and usually say so if this is the case.
    Note code snippets posted are just that and do not include error handling that is required in real world applications, but avoid On Error Resume Next

    dim all variables as required as often i have done so elsewhere in my code but only posted the relevant part

    come back and mark your original post as resolved if your problem is fixed
    pete
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  7. May 14th, 2011, 03:15 AM #6
    sandeepgupta
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    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
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  8. May 14th, 2011, 07:16 AM #7
    westconn1
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    Re: debug the code of portfolio optimization software

    without having to count all the lines what line is that?
    i do my best to test code works before i post it, but sometimes am unable to do so for some reason, and usually say so if this is the case.
    Note code snippets posted are just that and do not include error handling that is required in real world applications, but avoid On Error Resume Next

    dim all variables as required as often i have done so elsewhere in my code but only posted the relevant part

    come back and mark your original post as resolved if your problem is fixed
    pete
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