def __init__(self, prices, frequency=<NUM_LIT>):
if not isinstance(prices, pd.DataFrame):<EOL><INDENT>warnings.warn("<STR_LIT>", RuntimeWarning)<EOL>prices = pd.DataFrame(prices)<EOL><DEDENT>self.frequency = frequency<EOL>self.X = prices.pct_change().dropna(how="<STR_LIT:all>")<EOL>self.S = self.X.cov().values<EOL>self.delta = None<EOL>
:param prices: adjusted closing prices of the asset, each row is a date and each column is a ticker/id.
:type prices: pd.DataFrame
:param frequency: number of time periods in a year, defaults to 252 (the number of trading days in a year)
:type frequency: int, optional