[GSoC-PortA] detect v1 'constraints' object and uipgrade to v2 'portfolio object
Ross Bennett
rossbennett34 at gmail.com
Wed Jul 31 15:24:10 CEST 2013
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> 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
> IM: bgpbraverock
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