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.
Browse files
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[
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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
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