Fix risk measure choices in SDK (#3630)

* remove hcp

* add check for risk measure

* linting

3 files changed, 30 insertions, 2 deletions

diff --git a/openbb_terminal/portfolio/portfolio_optimization/optimizer_helper.py b/openbb_terminal/portfolio/portfolio_optimization/optimizer_helper.py
index 9f5a502ed41..c97832ce3fb 100644
--- a/openbb_terminal/portfolio/portfolio_optimization/optimizer_helper.py
+++ b/openbb_terminal/portfolio/portfolio_optimization/optimizer_helper.py
@@ -4,6 +4,9 @@ __docformat__ = "numpy"
 import argparse
 import pandas as pd
 
+from openbb_terminal.portfolio.portfolio_optimization import statics
+from openbb_terminal.rich_config import console
+
 # These are all the possible yfinance properties
 valid_property_infos = [
     "previousClose",
@@ -128,3 +131,23 @@ def dict_to_df(d: dict) -> pd.DataFrame:
     df = pd.DataFrame.from_dict(data=d, orient="index", columns=["value"])
 
     return df
+
+
+def validate_risk_measure(risk_measure: str, warning: bool = True) -> str:
+    """Check that the risk measure selected is valid
+
+    Parameters
+    ----------
+    risk_measure : str
+        Risk measure to check
+
+    Returns
+    -------
+    str
+        Validated risk measure
+    """
+    if risk_measure.lower() in statics.RISK_CHOICES:
+        return statics.RISK_CHOICES[risk_measure.lower()]
+    if warning:
+        console.print("[yellow]Risk measure not found. Using 'MV'.[/yellow]")
+    return "MV"
diff --git a/openbb_terminal/portfolio/portfolio_optimization/optimizer_model.py b/openbb_terminal/portfolio/portfolio_optimization/optimizer_model.py
index 282d267238d..f4a1ec0675d 100644
--- a/openbb_terminal/portfolio/portfolio_optimization/optimizer_model.py
+++ b/openbb_terminal/portfolio/portfolio_optimization/optimizer_model.py
@@ -449,7 +449,7 @@ def get_mean_risk_portfolio(
     covariance = kwargs.get("covariance", "hist")
     d_ewma = kwargs.get("d_ewma", 0.94)
 
-    risk_measure = risk_measure.upper()
+    risk_measure = optimizer_helper.validate_risk_measure(risk_measure)
 
     stock_prices = yahoo_finance_model.process_stocks(
         symbols, interval, start_date, end_date
@@ -1496,6 +1496,7 @@ def get_ef(
     seed = kwargs.get("seed", 123)
 
     risk_free_rate = risk_free_rate / time_factor[freq.upper()]
+    risk_measure = optimizer_helper.validate_risk_measure(risk_measure)
 
     stock_prices = yahoo_finance_model.process_stocks(
         symbols, interval, start_date, end_date
@@ -1715,6 +1716,7 @@ def get_risk_parity_portfolio(
     )
 
     risk_free_rate = risk_free_rate / time_factor[freq.upper()]
+    risk_measure = optimizer_helper.validate_risk_measure(risk_measure)
 
     # Building the portfolio object
     port = rp.Portfolio(returns=stock_returns, alpha=alpha)
@@ -2113,7 +2115,7 @@ def get_hcp_portfolio(
     alpha_tail = kwargs.get("alpha_tail", 0.05)
     leaf_order = kwargs.get("leaf_order", True)
 
-    risk_measure = risk_measure.upper()
+    risk_measure = optimizer_helper.validate_risk_measure(risk_measure)
 
     stock_prices = yahoo_finance_model.process_stocks(
         symbols, interval, start_date, end_date
diff --git a/openbb_terminal/portfolio/portfolio_optimization/po_model.py b/openbb_terminal/portfolio/portfolio_optimization/po_model.py
index 531ce966706..9b545f1944d 100644
--- a/openbb_terminal/portfolio/portfolio_optimization/po_model.py
+++ b/openbb_terminal/portfolio/portfolio_optimization/po_model.py
@@ -15,6 +15,7 @@ from riskfolio import rp
 
 from openbb_terminal.decorators import log_start_end
 from openbb_terminal.portfolio.portfolio_optimization import (
+    optimizer_helper,
     optimizer_model,
 )
 from openbb_terminal.portfolio.portfolio_optimization.statics import (
@@ -250,6 +251,8 @@ def get_portfolio_performance(weights: Dict, data: pd.DataFrame, **kwargs) -> Di
         "Sharpe ratio": sharpe,
     }
 
+    risk_measure = optimizer_helper.validate_risk_measure(risk_measure, warning=False)
+
     if risk_measure != "MV":
         risk = rp.Sharpe_Risk(
             weights,