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Describe the bug Asset allocation is equally weighted when no optimisation method is provided.
To Reproduce Use the documented example for custom asset allocation.
portfolio = Engine( start_date = "2018-01-01", portfolio= ["BABA", "PDD", "KO", "AMD","^IXIC"], weights = [0.1, 0.3, 0.15, 0.25, 0.2], #custom weights )
Expected behavior portfolio.weights equals to [0.1, 0.3, 0.15, 0.25, 0.2]
portfolio.weights
[0.1, 0.3, 0.15, 0.25, 0.2]
Actual behavior portfolio.weights equals to [0.2, 0.2, 0.2, 0.2, 0.2]
[0.2, 0.2, 0.2, 0.2, 0.2]
The text was updated successfully, but these errors were encountered:
I believe this issue was introduced on this PR: #35
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Hi ✋
Thanks for reporting this issue. I just fixed it, it should be fine now. It has been corrected in the 1.9.8 version of Empyrial :)
You can check it here: https://colab.research.google.com/drive/1dygKh3LsmBEtevSXLCG2h_8bvpSACbYt?usp=sharing
It's working perfectly, thanks!! 😄
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Describe the bug
Asset allocation is equally weighted when no optimisation method is provided.
To Reproduce
Use the documented example for custom asset allocation.
Expected behavior
portfolio.weights
equals to[0.1, 0.3, 0.15, 0.25, 0.2]
Actual behavior
portfolio.weights
equals to[0.2, 0.2, 0.2, 0.2, 0.2]
The text was updated successfully, but these errors were encountered: