d257ce051723c78bdf3f6c5e9387f1f7f54dd7a5,bt/algos.py,Rebalance,__call__,#Rebalance#Any#,1211

Before Change

        targets = target.temp["weights"]

        // de-allocate children that are not in targets
        not_in = [x for x in target.children if x not in targets]
        for c in not_in:
            target.close(c)

        // save value because it will change after each call to allocate

After Change

        // de-allocate children that are not in targets and have non-zero value
        // (open positions)
        for cname in target.children:
            // if this child is in our targets, we don"t want to close it out
            if cname in targets:
                continue

            // get child and value
            c = target.children[cname]
            v = c.value
            // if non-zero and non-null, we need to close it out
            if v != 0. and not np.isnan(v):
                target.close(cname)

        // save value because it will change after each call to allocate
        // use it as base in rebalance calls
        base = target.value
        for item in iteritems(targets):
            target.rebalance(item[1], child=item[0], base=base)

Instances