diff --git a/okama/frontier/multi_period.py b/okama/frontier/multi_period.py index 640b12b..9c4369a 100644 --- a/okama/frontier/multi_period.py +++ b/okama/frontier/multi_period.py @@ -532,6 +532,7 @@ def _max_cagr_asset(self) -> dict: @property def _max_cagr_asset_right_to_max_cagr(self) -> Optional[dict]: + # sourcery skip: use-named-expression """ The asset with max CAGR lying to the right of the global max CAGR point (risk should be more than self.max_return['Risk']). @@ -540,7 +541,8 @@ def _max_cagr_asset_right_to_max_cagr(self) -> Optional[dict]: """ tolerance = 0.01 # assets CAGR should be less than max CAGR with certain tolerance cagr = helpers.Frame.get_cagr(self.assets_ror) - if global_max_cagr_is_not_asset := (cagr < self.global_max_return_portfolio["CAGR"] * (1 - tolerance)).all(): + global_max_cagr_is_not_asset = (cagr < self.global_max_return_portfolio["CAGR"] * (1 - tolerance)).all() + if global_max_cagr_is_not_asset: condition = self.risk_annual.values > self.global_max_return_portfolio["Risk"] ror_selected = self.assets_ror.loc[:, condition] if not ror_selected.empty: