group_constraint: Group Constraint Constructer

Description Usage Arguments Value

Description

Group constraints constrain the total share of a portfolio's market value 2 or more symbols can have. Inherits from constraint class

Usage

1

Arguments

symbols

1 or more symbols

min

minimum constraint value. inclusive

max

maximum constraint value. inclusive

Value

group_constraint object


chrishaarstick/madstork.opt documentation built on Nov. 12, 2019, 9:39 p.m.