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Description
Fixed here: #9258
Expected Behavior
According to the documentation, the VBaseSignalExport class should stamp portfolio weights.
Actual Behavior
The stamped values do not represent weights.
Potential Solution
Replace the usage of PortfolioTarget.Percent with a proper weight calculation that takes current prices into account.
Reproducing the Problem
Create a portfolio with a single position: SPY: Quantity: 0.25
The expected portfolio weights file on the VBase side should contain one line:
SPY: 1
The actual file contains:
SPY: 172
System Information
Windows 11
Checklist
- I have completely filled out this template
- I have confirmed that this issue exists on the current
masterbranch - I have confirmed that this is not a duplicate issue by searching issues
- I have provided detailed steps to reproduce the issue
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