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Handle equal-return edge case in CLA max_sharpe#744

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Whning0513 wants to merge 1 commit into
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Whning0513:fix-cla-equal-returns-738
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Handle equal-return edge case in CLA max_sharpe #744
Whning0513 wants to merge 1 commit into
PyPortfolio:main from
Whning0513:fix-cla-equal-returns-738

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@Whning0513

@Whning0513 Whning0513 commented Jun 29, 2026

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Summary

  • treat None lambdas consistently in CLA case-b comparisons
  • let max_sharpe() fall back to the same solution as min_volatility() when expected returns are equal
  • add a regression test covering equal expected returns

Closes #738

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[BUG] CLA crashes with TypeError and produces non-deterministic results when expected returns are equal

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