DFS_Portfolio_Manager / global_func /trim_portfolio.py
James McCool
Refactor trim_portfolio function in global_func/trim_portfolio.py: improve index handling and streamline row dropping logic for better performance.
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def trim_portfolio(portfolio, performance_type, own_type):
working_portfolio = portfolio.sort_values(by=performance_type, ascending = False).reset_index(drop=True)
rows_to_drop = []
curr_own_type_max = working_portfolio.loc(0, own_type)
for i in range(1, len(working_portfolio)):
if working_portfolio.loc[i, own_type] > curr_own_type_max:
rows_to_drop.append(i)
else:
curr_own_type_max = working_portfolio.drop(rows_to_drop).reset_index(drop=True)
return working_portfolio