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Welcome to the stock_composition_optimization wiki!

1.This software requires nlopt (http://ab-initio.mit.edu/wiki/index.php/NLopt,we find that nlopt' auglag minimize has memory leak when ret=NLOPT_FTOL_REACHED ,so you need to modify the source code auglag.c) which provides optimization(nlopt must be compiled with fPIC). nlopt install steps:1. ./configure;2. sudo make && make install. And we use gsl-1.5.

2.This software is used to adjust the user's holding percentage of stocks for achieving the most profit in the future. Installing procedure is simple: 1 make 2 then copy the libstockadjust.so to java.library.path. As a test, you can run the jar like this : java -cp stock-adjust-1.0-SNAPSHOT.jar com.creditease.toumi.AdjustApi

3.we use 'mtrace' to detect memory leak. Finally,we find the problem pointed previously. 'Mtrace' is really simple(export MALLOC_TRACE variable,include mcheck.h,calling mtrace(),mtrace 'the file defined in the MALLOC_TRACE file')