def trim_portfolio(portfolio, performance_type, own_type): 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: 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