James McCool
commited on
Commit
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4955178
1
Parent(s):
e8898ed
Update hedging_preset function to double lineup_target when list_size is 5, enhancing lineup generation accuracy by adjusting target values based on portfolio size.
Browse files
global_func/hedging_preset.py
CHANGED
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@@ -10,6 +10,7 @@ def hedging_preset(portfolio: pd.DataFrame, lineup_target: int, projections_file
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list_size = 3
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else:
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list_size = 5
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check_own_df = projections_file.copy()
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check_own_df = check_own_df.sort_values(by='ownership', ascending=False)
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list_size = 3
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else:
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list_size = 5
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+
lineup_target = math.ceil(lineup_target * 2)
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check_own_df = projections_file.copy()
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check_own_df = check_own_df.sort_values(by='ownership', ascending=False)
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