strategy_executor fix; wrongly recomputed target weights on market ho…

…liday
cvxgrp · Jan 2, 2024 · 4b189f1 · 4b189f1
1 parent 96daaf7
commit 4b189f1
Showing 1 changed file with 5 additions and 0 deletions.
diff --git a/examples/strategies/strategy_executor.py b/examples/strategies/strategy_executor.py
@@ -396,6 +396,11 @@ def run_execute_strategy(self):
         :raises ValueError: If there are no hyper-parameters available.
         """
 
+        if self.today in self.all_target_weights:
+            logger.info(
+                "Already computed weights for last trading day, aborting.")
+            return
+
         if len(self.all_hyper_params) < 1:
             raise ValueError('Empty hyper-parameters file!')
         hp_index = sorted(self.all_hyper_params.keys())[-1]