[GSoC-PortA] detect v1 'constraints' object and uipgrade to v2 'portfolio object

Brian G. Peterson brian at braverock.com
Wed Jul 31 15:25:56 CEST 2013


Yes, a warning to the effect of:

"v1 constraints object detected, converting to v2 portfolio specification"

seems to be in order.  At least that should tell the user that they 
might want to update some code.

Regards,

Brian


On 07/31/2013 08:24 AM, Ross Bennett wrote:
> Brian,
>
> I think that makes a lot of sense and can be done. It should be pretty
> straightforward to do. Should I also include a message warning the user
> about using the v1 constraint object?
>
> Thanks,
> Ross
>
> On Jul 30, 2013 8:05 PM, "Brian G. Peterson" <brian at braverock.com
> <mailto:brian at braverock.com>> wrote:
>
>     I got an IM from a portfolio manager in Canada today.
>
>     He said:
>
>     "I had a fun time exploring new portfolio object on the weekend as I
>     had to svn it to my newly formatted laptop. the concept of the
>     portfolio object is really powerful, but a lot of code had to be
>     modified for backwards compatibility"
>
>     Which raises the topic of the subject line.
>
>     It seems that we should detect when the user has passed a v1
>     'constraints' object into optimize.portfolio, and upgrade it to the
>     v2 specification.
>
>     Thoughts?
>
>     Brian
>
>     --
>     Brian G. Peterson
>     http://braverock.com/brian/
>     Ph: 773-459-4973 <tel:773-459-4973>
>     IM: bgpbraverock
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-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock


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