[pull] master from polakowo:master#53
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…with short positions gross_exposure() was computing net signed exposure instead of gross exposure for grouped portfolios. For short-only positions, it returned negative values; for mixed long/short, it could return wildly inflated values (e.g. 6000%+ when actual gross exposure was ~50%). Root cause: when group_by is active, asset_value is the net sum of per-column values (longs - shorts). For gross exposure, we need the sum of absolute per-column values. The fix computes abs(per-column asset values) before group aggregation. The existing net_exposure() method is unaffected — it correctly computes long_exposure - short_exposure from direction-filtered gross_exposure calls. Fixes #836. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
fix: gross_exposure() uses abs(asset_value) for grouped portfolios
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