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Fix incorrect portfolio weights in VBaseSignalExport #9259

@vb-vlb

Description

@vb-vlb

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

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  • I have confirmed that this issue exists on the current master branch
  • 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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