James McCool commited on
Commit
773ad73
·
1 Parent(s): 88832b4

Fix index access and row dropping logic in trim_portfolio function in global_func/trim_portfolio.py for improved accuracy and performance.

Browse files
Files changed (1) hide show
  1. global_func/trim_portfolio.py +3 -2
global_func/trim_portfolio.py CHANGED
@@ -1,12 +1,13 @@
1
  def trim_portfolio(portfolio, performance_type, own_type):
2
  working_portfolio = portfolio.sort_values(by=performance_type, ascending = False).reset_index(drop=True)
3
  rows_to_drop = []
4
- curr_own_type_max = working_portfolio.loc(0, own_type)
5
 
6
  for i in range(1, len(working_portfolio)):
7
  if working_portfolio.loc[i, own_type] > curr_own_type_max:
8
  rows_to_drop.append(i)
9
  else:
10
- curr_own_type_max = working_portfolio.drop(rows_to_drop).reset_index(drop=True)
11
 
 
12
  return working_portfolio
 
1
  def trim_portfolio(portfolio, performance_type, own_type):
2
  working_portfolio = portfolio.sort_values(by=performance_type, ascending = False).reset_index(drop=True)
3
  rows_to_drop = []
4
+ curr_own_type_max = working_portfolio.loc[0, own_type]
5
 
6
  for i in range(1, len(working_portfolio)):
7
  if working_portfolio.loc[i, own_type] > curr_own_type_max:
8
  rows_to_drop.append(i)
9
  else:
10
+ curr_own_type_max = working_portfolio.loc[i, own_type]
11
 
12
+ working_portfolio = working_portfolio.drop(rows_to_drop).reset_index(drop=True)
13
  return working_portfolio