Converting Stocks from Integer to Real

[ab-jiteshlalwani]

We are working on an application that requires d-wave to return real values instead of integers, so we are trying to modify the code so that we can get stocks = 1.5 instead of 2. Here is what happens when we change the following code:

x = {s: dimod.Integer("%s" % s, lower_bound=0,
upper_bound=self.max_num_shares[s]) for s in self.stocks}

to

x = {s: dimod.Real("%s" % s, lower_bound=0,
upper_bound=self.max_num_shares[s]) for s in self.stocks}

Reference:

portfolio-optimization/single_period.py

Line 209 in 503640b

x = {s: Integer("%s" %s, lower_bound=0,

We are getting the below error:

ValueError: REAL variables (e.g. 'ACS.MC') cannot have interactions
for line: risk = risk + coeff * x[s1] * x[s2]

Reference:

portfolio-optimization/single_period.py

Line 216 in 503640b

risk = risk + coeff*x[s1]*x[s2]

Is there any way to solve the error and get real values in output i.e. in decimals?