diff --git a/rotation/simple_rotation.py b/rotation/simple_rotation.py index 9ae6d4f..c02074a 100644 --- a/rotation/simple_rotation.py +++ b/rotation/simple_rotation.py @@ -1354,6 +1354,7 @@ class SimpleRotationStrategy: 'is_rebalance': rec['is_rebalance'], 'signals': signals, 'holdings': holdings, + 'greedy_weights': rec.get('greedy_weights'), 'added': rec['added'], 'removed': rec['removed'], 'assets': assets,