PortfolioAllocation: Allocates capital into assets based on signal-derived ratios and current unit prices. Solves A·x = b where A is the diagonal price matrix, x is the asset count vector, and b is total asset value vector.
List of asset names (used for logging).
Relative weights for each asset (from signal model).
Unit prices of assets.
Total capital to allocate.
Matrix: Vector of number of units to purchase per asset.
PortfolioAllocation: Allocates capital into assets based on signal-derived ratios and current unit prices. Solves A·x = b where A is the diagonal price matrix, x is the asset count vector, and b is total asset value vector.