Description Usage Arguments Value Author(s) See Also

Helper function to get the enabled constraints out of the portfolio object

When the v1_constraint object is instantiated via constraint, the arguments
min_sum, max_sum, min, and max are either specified by the user or default
values are assigned. These are required by other functions such as
`optimize.portfolio`

and `constrained_objective`

. This function
will check that these variables are in the portfolio object in the
constraints list. We will default to `min_sum=1`

and `max_sum=1`

if leverage constraints are not specified. We will default to `min=-Inf`

and `max=Inf`

if box constraints are not specified.
This function is used at the beginning of optimize.portfolio and other
functions to extract the constraints from the portfolio object. We Use the
same naming as the v1_constraint object.

1 |

`portfolio` |
an object of class 'portfolio' |

an object of class 'constraint' which is a flattened list of enabled constraints

Ross Bennett

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