James McCool commited on
Commit
4955178
·
1 Parent(s): e8898ed

Update hedging_preset function to double lineup_target when list_size is 5, enhancing lineup generation accuracy by adjusting target values based on portfolio size.

Browse files
Files changed (1) hide show
  1. global_func/hedging_preset.py +1 -0
global_func/hedging_preset.py CHANGED
@@ -10,6 +10,7 @@ def hedging_preset(portfolio: pd.DataFrame, lineup_target: int, projections_file
10
  list_size = 3
11
  else:
12
  list_size = 5
 
13
 
14
  check_own_df = projections_file.copy()
15
  check_own_df = check_own_df.sort_values(by='ownership', ascending=False)
 
10
  list_size = 3
11
  else:
12
  list_size = 5
13
+ lineup_target = math.ceil(lineup_target * 2)
14
 
15
  check_own_df = projections_file.copy()
16
  check_own_df = check_own_df.sort_values(by='ownership', ascending=False)