feat: Add portfolio.position_weights() #205
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I might get @0xJepsen to chime in on this one, as they might be in progress on it. |
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Sorry for the late response here. I think the second option is the right one. |
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solves #169.
Storing target weights inside of the portfolio seemed a bit off to me, could use an option there but I believe it's better to have that information in the user's rebalancing logic.
There were two approaches that I thought about:
I've picked the second option since most applications have price ticks & transactions more frequently than accessing the portfolio weights (e.g. for rebalancing).