PyPortfolioOpt
PyPortfolioOpt copied to clipboard
Feature request: Allow fractional shares (no rounding) in discrete allocation (post-processing)
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.
This is great suggestion, maybe you could do it by yourself then open the PR, or you could wait for the next release.