Algo is not using all money to allocate in stocks #601
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guipujades
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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?
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