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
global_func/trim_portfolio.py
CHANGED
@@ -1,12 +1,13 @@
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def trim_portfolio(portfolio, performance_type, own_type):
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working_portfolio = portfolio.sort_values(by=performance_type, ascending = False).reset_index(drop=True)
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rows_to_drop = []
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-
curr_own_type_max = working_portfolio.loc
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for i in range(1, len(working_portfolio)):
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if working_portfolio.loc[i, own_type] > curr_own_type_max:
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rows_to_drop.append(i)
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else:
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-
curr_own_type_max = working_portfolio.
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return working_portfolio
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def trim_portfolio(portfolio, performance_type, own_type):
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working_portfolio = portfolio.sort_values(by=performance_type, ascending = False).reset_index(drop=True)
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rows_to_drop = []
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+
curr_own_type_max = working_portfolio.loc[0, own_type]
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for i in range(1, len(working_portfolio)):
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if working_portfolio.loc[i, own_type] > curr_own_type_max:
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rows_to_drop.append(i)
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else:
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curr_own_type_max = working_portfolio.loc[i, own_type]
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+
working_portfolio = working_portfolio.drop(rows_to_drop).reset_index(drop=True)
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return working_portfolio
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