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

Brian G. Peterson brian at braverock.com
Wed Jul 31 03:05:34 CEST 2013


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
IM: bgpbraverock


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