[Returnanalytics-commits] r2509 - pkg/PortfolioAnalytics/R

[noreply at r-forge.r-project.org]

Author: rossbennett34
Date: 2013-07-06 15:04:21 +0200 (Sat, 06 Jul 2013)
New Revision: 2509

Modified:
   pkg/PortfolioAnalytics/R/constraint_fn_map.R
Log:
modified rp_transform to stop execution and execute error action

Modified: pkg/PortfolioAnalytics/R/constraint_fn_map.R
===================================================================
--- pkg/PortfolioAnalytics/R/constraint_fn_map.R	2013-07-06 05:55:12 UTC (rev 2508)
+++ pkg/PortfolioAnalytics/R/constraint_fn_map.R	2013-07-06 13:04:21 UTC (rev 2509)
@@ -366,19 +366,23 @@
   colnames(portfolio)<-colnames(w)
   
   # checks for infeasible portfolio
+  # Stop execution and return an error if an infeasible portfolio is created
+  # This will be useful in fn_map so that we can catch the error and take
+  # action (try again with more permutations, relax constraints, different
+  # method to normalize, etc.)
   if (sum(portfolio)<=min_sum | sum(portfolio)>=max_sum){
     portfolio <- w
-    warning("Infeasible portfolio created, defaulting to w, perhaps increase max_permutations.")
+    stop("Infeasible portfolio created, perhaps increase max_permutations and/or adjust your parameters.")
   }
-  if(isTRUE(all.equal(w,portfolio))) {
-    if (sum(w)>=min_sum & sum(w)<=max_sum) {
-      warning("Unable to generate a feasible portfolio different from w, perhaps adjust your parameters.")
-      return(w)
-    } else {
-      warning("Unable to generate a feasible portfolio, perhaps adjust your parameters.")
-      return(NULL)
-    }
-  }
+#   if(isTRUE(all.equal(w,portfolio))) {
+#     if (sum(w)>=min_sum & sum(w)<=max_sum) {
+#       warning("Unable to generate a feasible portfolio different from w, perhaps adjust your parameters.")
+#       return(w)
+#     } else {
+#       warning("Unable to generate a feasible portfolio, perhaps adjust your parameters.")
+#       return(NULL)
+#     }
+#   }
   return(portfolio)
 }