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assertion fails with duplicated securities in index: assert(np.round(port.final_allocation.sum(),4)==1.0)
I am intentionally including a duplicated ticker across multiple portfolios but don't seem to be getting desired behaviour with "Correcting distribution for single-security accounts edge case" I see we use acctsdf = port.groupby(['accountid','accounttype']).new_value_chg_n.sum()
to determine total value allocated to an individual security but I am unsure if there is more effective way?
Hello, great work on the project I like the idea.
assertion fails with duplicated securities in index:
assert(np.round(port.final_allocation.sum(),4)==1.0)
I am intentionally including a duplicated ticker across multiple portfolios but don't seem to be getting desired behaviour with "Correcting distribution for single-security accounts edge case" I see we use
acctsdf = port.groupby(['accountid','accounttype']).new_value_chg_n.sum()
to determine total value allocated to an individual security but I am unsure if there is more effective way?
Thanks
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