James McCool
commited on
Commit
·
053d82e
1
Parent(s):
1c0e798
Rename function 'volatility_preset' to 'reduce_volatility_preset' for consistency with updated functionality. This change clarifies the purpose of the function in managing portfolio volatility.
Browse files
global_func/reduce_volatility_preset.py
CHANGED
@@ -1,7 +1,7 @@
|
|
1 |
import pandas as pd
|
2 |
import numpy as np
|
3 |
|
4 |
-
def
|
5 |
excluded_cols = ['salary', 'median', 'Own', 'Finish_percentile', 'Dupes', 'Stack', 'Size', 'Win%', 'Lineup Edge', 'Weighted Own', 'Geomean', 'Diversity']
|
6 |
player_columns = [col for col in portfolio.columns if col not in excluded_cols]
|
7 |
|
|
|
1 |
import pandas as pd
|
2 |
import numpy as np
|
3 |
|
4 |
+
def reduce_volatility_preset(portfolio: pd.DataFrame, lineup_target: int, exclude_cols: list):
|
5 |
excluded_cols = ['salary', 'median', 'Own', 'Finish_percentile', 'Dupes', 'Stack', 'Size', 'Win%', 'Lineup Edge', 'Weighted Own', 'Geomean', 'Diversity']
|
6 |
player_columns = [col for col in portfolio.columns if col not in excluded_cols]
|
7 |
|