Fix dtype warning in HRPOpt: cast weights to float before multiplication #629
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Description
This addresses a Future Warning in
pypfopt/hierarchical_portfolio.py
caused by multiplying integer-type weights with float values. Due to stricter type enforcement, this would cause errors in future pandas versions.Files Changed
pypfopt/hierarchical_portfolio.py
Fix
Explicitly cast weights array to float64 before arithmetic operations:
Testing Performed
pytest
(no failures)Checklist
This patch ensures floating-point arithmetic and prevents future dtype conflicts in pandas.