[GSoC-PortA] structure of the specification objects

[Brian G. Peterson]

On 06/17/2013 12:26 PM, Ross Bennett wrote:
> With finals being over (for me at least, I do realize that Prof. Yollin
> and Prof. Martin still have grading) I am anxious to get started today
> with the first day of coding.
>
> When I am writing or editing code, should I be working directly in the
> PortfolioAnalytics/R files or should I work in the sandbox folder so
> that I have a safe area to "play" without worrying about messing up
> existing code?

Put it in the trunk.  We can't really work on this off in a corner, so 
it's either the trunk or a branch.  I'm comfortable with the trunk. 
that's why we're using version control.

> With the recent discussions of separating the objectives from the
> constraints and adding a portfoliospec object, here is a list of
> functions/features I am proposing to add to accomplish this.

The list in your email looks like a good place to start.  We don't 
really risk breaking major any existing code until we move constraint() 
to constraint_v1 and start messing with the insides of 
optimize.portfolio.  we can talk more about the design for that once we 
have a working portfoliospec, constraint_v2, objective_v2, etc.



-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock