[Returnanalytics-commits] r2403 - pkg/PortfolioAnalytics/R

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

Author: rossbennett34
Date: 2013-06-23 02:21:49 +0200 (Sun, 23 Jun 2013)
New Revision: 2403

Modified:
   pkg/PortfolioAnalytics/R/constraints.R
Log:
adding enabled arg to function calls inside switch statment for add.constraint(). Constraints are defaulting to FALSE without this.

Modified: pkg/PortfolioAnalytics/R/constraints.R
===================================================================
--- pkg/PortfolioAnalytics/R/constraints.R	2013-06-22 16:55:53 UTC (rev 2402)
+++ pkg/PortfolioAnalytics/R/constraints.R	2013-06-23 00:21:49 UTC (rev 2403)
@@ -202,19 +202,23 @@
          # Box constraints
          box = {tmp_constraint <- box_constraint(assets=assets,
                                                  type=type,
+                                                 enabled=enabled,
                                                  ...=...)
          },
          # Group constraints
          group = {tmp_constraint <- group_constraint(assets=assets, 
                                                      type=type,
+                                                     enabled=enabled,
                                                      ...=...)
          },
          # Sum of weights constraints
          weight=, weight_sum = {tmp_constraint <- weight_sum_constraint(type=type,
+                                                                        enabled=enabled,
                                                                         ...=...)
          },
          # Turnover constraint
          turnover = {tmp_constraint <- turnover_constraint(type=type,
+                                                           enabled=enabled,
                                                            ...=...)
          },
          # Do nothing and return the portfolio object if type is NULL