8000 Allow users to exhaust all their budget by leonardoarcari · Pull Request #197 · dcapal/dcapal · GitHub
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Allow users to exhaust all their budget #197

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Merged
merged 9 commits into from
Dec 4, 2023
Merged

Allow users to exhaust all their budget #197

merged 9 commits into from
Dec 4, 2023

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leonardoarcari
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@leonardoarcari leonardoarcari commented Nov 25, 2023 •
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Pull request details

This PR adds a new option to the advanced allocation algorithm to try to use all budget available, even if it overweighs some assets.

The algorithm is roughly described as follows:

  • Allocate budget as of today
  • If some budget is left and use_all_budget == true:
    • Try to spread budget over under-allocated assets
    • Then, try to spread budget over all assets where we already allocated some cash, weighted by their target allocation
    • Finally, just drop all cash left, prioritizing the asset we allocated most cash over

Example

Test case : dcapal-portfolio-use_all_budget-low.json
Budget : €250

Without use_all_budget

image

With use_all_budget

image

Breaking changes

None

Issues fixed

  1. [Enhancement]: Allow users to exhaust all their budget #155

@leonardoarcari leonardoarcari added this to the v0.6.0 milestone Nov 25, 2023
@leonardoarcari leonardoarcari self-assigned this Nov 25, 2023
@leonardoarcari leonardoarcari linked an issue Nov 25, 2023 that may be closed by this pull request
[Enhancement]: Allow users to exhaust all their budget #155
Closed
@leonardoarcari leonardoarcari marked this pull request as draft November 25, 2023 21:38
@leonardoarcari leonardoarcari marked this pull request as ready for review November 27, 2023 13:13
mattiapitossi
mattiapitossi reviewed Nov 28, 2023
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@leonardoarcari leonardoarcari enabled auto-merge (squash) December 1, 2023 07:04
mattiapitossi
mattiapitossi reviewed Dec 2, 2023
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@leonardoarcari leonardoarcari merged commit 14f6806 into master Dec 4, 2023
@leonardoarcari leonardoarcari deleted the 155-enhancement-allow-users-to-exhaust-all-their-budget branch December 4, 2023 08:23
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@mattiapitossi mattiapitossi mattiapitossi approved these changes

@corradopetrelli corradopetrelli Awaiting requested review from corradopetrelli

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@leonardoarcari leonardoarcari

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[Enhancement]: Allow users to exhaust all their budget
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