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fix: enforce chronological rebalance scores
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ao gong
2026-08-21 21:25:27 +08:00
parent b4f7b74c04
commit 5578851d85
1 changed files with 2 additions and 0 deletions
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src/quant_engine/portfolio_construction.py
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@@ -83,6 +83,8 @@ def scores_to_weight_table(
_validate_gross_exposure(gross_exposure) _validate_gross_exposure(gross_exposure)
if not scores.index.is_unique: if not scores.index.is_unique:
raise ValueError("scores must contain unique rebalance dates") raise ValueError("scores must contain unique rebalance dates")
if not scores.index.is_monotonic_increasing:
raise ValueError("scores rebalance dates must be in chronological order")
if not scores.columns.is_unique: if not scores.columns.is_unique:
raise ValueError("scores must contain unique asset labels") raise ValueError("scores must contain unique asset labels")
if not all(is_numeric_dtype(dtype) for dtype in scores.dtypes): if not all(is_numeric_dtype(dtype) for dtype in scores.dtypes):