James McCool
commited on
Commit
·
0b924a0
1
Parent(s):
a8635e8
more strat testing
Browse files
global_func/stratification_function.py
CHANGED
|
@@ -27,7 +27,9 @@ def stratification_function(portfolio: pd.DataFrame, lineup_target: int, exclude
|
|
| 27 |
selected_indices.append(closest_idx)
|
| 28 |
if len(selected_indices) > lineup_target:
|
| 29 |
selected_indices = selected_indices[:lineup_target]
|
| 30 |
-
|
|
|
|
|
|
|
| 31 |
else:
|
| 32 |
lineup_target += 5 * range_var
|
| 33 |
|
|
|
|
| 27 |
selected_indices.append(closest_idx)
|
| 28 |
if len(selected_indices) > lineup_target:
|
| 29 |
selected_indices = selected_indices[:lineup_target]
|
| 30 |
+
range_var = 10
|
| 31 |
+
elif len(selected_indices) == lineup_target:
|
| 32 |
+
range_var = 10
|
| 33 |
else:
|
| 34 |
lineup_target += 5 * range_var
|
| 35 |
|