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Delete shifter (#353)
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tschm authored Feb 25, 2024
1 parent da20b28 commit cb936d3
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10 changes: 0 additions & 10 deletions cvx/simulator/builder.py
Original file line number Diff line number Diff line change
Expand Up @@ -232,13 +232,3 @@ def from_returns(cls, returns):

prices = returns2prices(returns)
return cls(prices=prices)

@classmethod
def from_weights(cls, weights, prices, initial_aum=1e6):
"""Build Futures Portfolio from weights"""
builder = cls(prices=prices, initial_aum=initial_aum)
for t, state in builder:
builder.weights = weights.loc[t[-1]]
builder.aum = state.aum

return builder
11 changes: 0 additions & 11 deletions cvx/simulator/shifter.py

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26 changes: 0 additions & 26 deletions tests/test_applications/test_shifter.py

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