Algo is not using all money to allocate in stocks #601
Unanswered
guipujades
asked this question in
Q&A
Replies: 0 comments
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Uh oh!
There was an error while loading. Please reload this page.
-
Hello,
I have a script and i'm running into a problem i couldn't solve so far. I have this:
pf = vbt.Portfolio.from_signals(
prices,
entries=entries_daily,
exits=exits_daily,
size=port_w_daily,
size_type='Percent',
lock_cash=True,
init_cash=100_000,
group_by=True,
cash_sharing=True,
fees=fee,
log=True,
)
port_w_daily gives the weights i want to allocate in different assets, in a way that it matches entries and always sum up to 1.
The problem is i can't allocate all cash i have. The algo always leaves something out, like shown in the cash df for the first allocation:
Data group
2019-04-26 100000.0
2019-04-29 100000.0
2019-04-30 35656.11033871607
Can someone explain me why this is happening?
Beta Was this translation helpful? Give feedback.
All reactions