Dataford
Interview QuestionsInterview GuidesExperiencesMock InterviewsPricing
Get started

Portfolio Proportional Trading

EasyPython00:00
Practice interviewer
In session
5 left
00:00

Your question is Portfolio Proportional Trading. Start with the requirements on the right.

Run and submit as often as you like. When you're ready, talk me through your approach or go straight to the code.

You need to log in / sign up to run or submit.

Problem

Farallon Capital Management tracks portfolio holdings as arrays of {type, quantity} objects. Given your holdings and a friend's holdings, calculate the quantity of each item you must buy or sell so your portfolio has the same proportions as your friend's portfolio.

Preserve the total quantity of your portfolio. For every item type, compute the target quantity as your_total * friend_quantity / friend_total. The required adjustment is target_quantity - your_quantity: positive means buy, negative means sell, and zero means no action. An item absent from one portfolio has quantity zero. Return one result for every item type, sorted alphabetically by type.

Use fractional quantities when the proportional target is not an integer. Return objects with fields type and amount, and round each amount to at most 10 decimal places.

Formal Specification

Input consists of two lists of objects: yours and friend, where each object has a string type and a nonnegative numeric quantity. Item types are unique within each list. Return a list of objects containing every type from either input.

Constraints

  • 1 <= len(yours), len(friend) <= 10^5
  • Each holding has a nonempty string type
  • Each quantity is a nonnegative number
  • The total quantity in each portfolio is positive
  • Item types are unique within each input list
  • The output includes every type from either portfolio

Function Signature

def rebalance_portfolio(yours, friend):
Your solutionPython 3
You need to log in / sign up to run or submit.
Run your code to see test output