James McCool commited on
Commit
8a560d8
·
1 Parent(s): 0b4291c

Fix logic for 'Similarity Score' comparison in trim_portfolio.py to ensure correct filtering of portfolios based on performance thresholds. This change enhances the accuracy of the trimming process.

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Files changed (1) hide show
  1. global_func/trim_portfolio.py +1 -1
global_func/trim_portfolio.py CHANGED
@@ -10,7 +10,7 @@ def trim_portfolio(portfolio: pd.DataFrame, trim_slack: float, performance_type:
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  for i in range(1, len(working_portfolio)):
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  if own_type == 'Similarity Score':
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- if working_portfolio.loc[i, own_type] > curr_own_type_max and \
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  working_portfolio.loc[i, performance_type] > performance_threshold_low and \
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  working_portfolio.loc[i, performance_type] <= performance_threshold_high and \
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  working_portfolio.loc[i, own_type] > own_threshold_low and \
 
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  for i in range(1, len(working_portfolio)):
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  if own_type == 'Similarity Score':
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+ if working_portfolio.loc[i, own_type] < curr_own_type_max and \
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  working_portfolio.loc[i, performance_type] > performance_threshold_low and \
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  working_portfolio.loc[i, performance_type] <= performance_threshold_high and \
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  working_portfolio.loc[i, own_type] > own_threshold_low and \