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robertmartin8 / PyPortfolioOpt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
https://pyportfolioopt.readthedocs.io/
MIT License
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Feature request: Allow fractional shares (no rounding) in discrete allocation (post-processing) #559

Open yujinio opened 10 months ago

yujinio commented 10 months ago

Is your feature request related to a problem? Somewhat (see below for more info).

Describe the feature you'd like Market allows to purchase fractional shares (e.g. crypto). Currently implemented post-processing methods in discrete_allocation.DiscreteAllocation do not allow that - they by default do rounding without option to disable that. The idea is to include an argument rounding: bool or similar that allows to either do rounding or not while doing post-processing discrete allocation.

Additional context None.

88d52bdba0366127fffca9dfa93895 commented 9 months ago

This is great suggestion, maybe you could do it by yourself then open the PR, or you could wait for the next release.