Sector Exposure #166
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Sector Exposure #166
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… position and sector allocation functions
| unmapped_pos = np.setdiff1d(positions.drop('cash', axis=1).columns.values, | ||
| symbol_sector_map.keys()) | ||
| if len(unmapped_pos) > 0: | ||
| warn_message = "Warning: Symbols {} have no sector mapping.".format( |
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Maybe add that they will be ignored for the plot below.
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Looks great, these are just some high-level comments. I'll do a more in-depth review soon. |
| - See full explanation in tears.create_full_tear_sheet. | ||
| sector_alloc : pd.DataFrame | ||
| Portfolio allocation of positions. See pos.get_sector_alloc. | ||
| show_and_plot : int, optional |
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This kwarg appears to be missing?
…position and sector allocation functions
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I rebased the commit. Make sure to pull -f on this branch before making any changes. |
| ax.set_xlim((df_cum_rets.index[0], df_cum_rets.index[-1])) | ||
| ax.set_ylabel('Exposure by sector') | ||
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This looks great, see minor last comments and make sure to force-pull before updating. Thanks @ssanderson for helping with the review. |
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Merged with a89178e. Thanks @acampbell22. |
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This adds the ability to sum positions by sector given a dictionary or series of symbol to sector mappings.