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fix: validate unique rebalance dates

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ao gong
2026-08-21 21:24:17 +08:00
parent a1130ea43b
commit 88af157ee7
1 changed files with 2 additions and 0 deletions
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src/quant_engine/portfolio_construction.py
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@@ -81,6 +81,8 @@ def scores_to_weight_table(
raise TypeError(f"scores must be a pandas DataFrame, got {type(scores).__name__}") raise TypeError(f"scores must be a pandas DataFrame, got {type(scores).__name__}")
_validate_top_k(top_k) _validate_top_k(top_k)
_validate_gross_exposure(gross_exposure) _validate_gross_exposure(gross_exposure)
if not scores.index.is_unique:
raise ValueError("scores must contain unique rebalance dates")
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):