How can I implement a portfolio optimization algorithm that considers not only returns and risks but also the impact of transaction costs on trading decisions using Fintechee's SDK?

How can I implement a portfolio optimization algorithm that considers not only returns and risks but also the impact of transaction costs on trading decisions using Fintechee’s SDK?

Portfolio optimization with transaction costs involves incorporating trading costs into optimization models, selecting trade-off points between risk and transaction costs.

Creating algorithms that minimize total costs.