James McCool commited on
Commit
8e96a8e
·
1 Parent(s): 4d1ad75

Fix calculation of current ownership type maximum in trim_portfolio.py to use the correct row's own type value, improving accuracy in portfolio trimming logic.

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Files changed (1) hide show
  1. global_func/trim_portfolio.py +1 -1
global_func/trim_portfolio.py CHANGED
@@ -16,7 +16,7 @@ def trim_portfolio(portfolio: pd.DataFrame, trim_slack: float, performance_type:
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  working_portfolio.loc[i, own_type] <= own_threshold_high:
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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] + (trim_slack * working_portfolio.loc[0, 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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  working_portfolio.loc[i, own_type] <= own_threshold_high:
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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] + (trim_slack * 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