Added only_rebalance_drifted_assets parameter #696
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| File Path | Reviewed |
|---|---|
| lumibot/example_strategies/classic_60_40_config.py | ✅ |
| lumibot/example_strategies/crypto_50_50.py | ✅ |
| lumibot/example_strategies/drift_rebalancer.py | ✅ |
| lumibot/components/drift_rebalancer_logic.py | ✅ |
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Description by Korbit AI
What change is being made?
Add a new parameter
only_rebalance_drifted_assetsto the DriftRebalancerLogic class and its associated configuration files and tests, allowing the strategy to optionally only rebalance assets whose drift exceeds a defined threshold.Why are these changes being made?
This change provides greater flexibility and control over rebalancing strategies by enabling users to conserve resources and reduce unnecessary trades by focusing only on assets that deviate significantly from their target weights, thereby aligning better with their investment goals and risk tolerance. This approach was selected because it allows optimization of the rebalancing process based on asset-specific performance metrics.