def getFrontier(na_data):

    # Special Case with fTarget=None, just returns average rets.
    (na_avgrets, na_std, b_error) = tsu.OptPort(na_data, None)

    # Declaring bounds on the optimized portfolio
    na_lower = np.zeros(na_data.shape[1])
    na_upper = np.ones(na_data.shape[1])

    # Getting the range of possible returns with these bounds
    (f_min, f_max) = tsu.getRetRange(na_data, na_lower, na_upper,
                            na_avgrets, s_type="long")

    # Getting the step size and list of returns to optimize for.
    f_step = (f_max - f_min) / 100.0
    lf_returns = [f_min + x * f_step for x in range(101)]

    # Declaring empty lists
    lf_std = []
    lna_portfolios = []

    # Calling the optimization for all returns
    for f_target in lf_returns:
        (na_weights, f_std, b_error) = tsu.OptPort(na_data, f_target,
                                na_lower, na_upper, s_type="long")
        lf_std.append(f_std)
        lna_portfolios.append(na_weights)

    return (lf_returns, lf_std, lna_portfolios, na_avgrets, na_std)
Return an n3 identifier for the Graph
dataset/ETHPy150Open QuantSoftware/QuantSoftwareToolkit/Examples/Basic/tutorial8.py/getFrontier--crossover with--dataset/ETHPy150Open RDFLib/rdflib/rdflib/graph.py/QuotedGraph.n3