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feat: add investment_ratio property to Portfolio - #1001

Merged
tschm merged 1 commit into
Jebel-Quant:mainfrom
Baskakovs:feature/add-investment-ratio
Sep 28, 2026
Merged

tschm merged 1 commit into
Jebel-Quant:mainfrom
Baskakovs:feature/add-investment-ratio

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Summary

  • Add investment_ratio property to PortfolioUnitsMixin — fraction of AUM deployed across all assets as a time series (sum(cashposition) / aum)
  • Six new tests covering multi-asset, fully/partially invested, date propagation, date-free, and empty portfolios

Closes #1000

@Baskakovs
Baskakovs requested a review from tschm as a code owner September 28, 2026 14:00
@tschm
tschm merged commit ffdae72 into Jebel-Quant:main Sep 28, 2026
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@tschm tschm mentioned this pull request Sep 28, 2026
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Add investment_ratio property to Portfolio

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