Merge pull request #114 from leonardojoau/master

fixing edge case bug for change in universe
cvxgrp · Oct 31, 2023 · 731f8c8 · 731f8c8
2 parents ddb1605 + 41d15f6
commit 731f8c8
Showing 1 changed file with 4 additions and 0 deletions.
diff --git a/cvxportfolio/result.py b/cvxportfolio/result.py
@@ -87,6 +87,10 @@ def _change_universe(self, new_universe):
             # this is the default situation with yfinance data
             if self._current_universe.isin(new_universe).all():
                 joined = new_universe
+                # preprend all all the assets from full that are not in joined
+                joined = joined.insert(0, sorted(
+                    set(self._current_full_universe[:-1])
+                    - set(joined)))
 
             # otherwise we lose the ordering :(
             else: