import pandas as pd def trim_portfolio(portfolio: pd.DataFrame, performance_type: str, own_type: str, performance_threshold_high: float, performance_threshold_low: float, own_threshold_high: float, own_threshold_low: float): if performance_type == 'Finish_percentile': working_portfolio = portfolio.sort_values(by=performance_type, ascending = True).reset_index(drop=True) else: working_portfolio = portfolio.sort_values(by=performance_type, ascending = False).reset_index(drop=True) rows_to_drop = [] curr_own_type_max = working_portfolio.loc[0, own_type] for i in range(1, len(working_portfolio)): if working_portfolio.loc[i, own_type] > curr_own_type_max and \ working_portfolio.loc[i, performance_type] > performance_threshold_low and \ working_portfolio.loc[i, performance_type] <= performance_threshold_high and \ working_portfolio.loc[i, own_type] > own_threshold_low and \ working_portfolio.loc[i, own_type] <= own_threshold_high: rows_to_drop.append(i) else: curr_own_type_max = working_portfolio.loc[i, own_type] working_portfolio = working_portfolio.drop(rows_to_drop).reset_index(drop=True) return working_portfolio