Description Usage Arguments Value
Checks portfolio against constraint and updates portfolio with nbto
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 | meet_constraint(constraint, pobj, cobj, eobj, prices, trade_pairs,
minimize, target, amount, lot_size, max_iter, ...)
## S3 method for class 'symbol_constraint'
meet_constraint(constraint, pobj, cobj, eobj,
prices, trade_pairs, target, minimize, amount, lot_size, max_iter = 5,
...)
## S3 method for class 'cash_constraint'
meet_constraint(constraint, pobj, cobj, eobj,
prices, trade_pairs, target, minimize, amount, lot_size, max_iter = 5,
...)
## S3 method for class 'cardinality_constraint'
meet_constraint(constraint, pobj, cobj,
eobj, prices, trade_pairs, target, minimize, amount, lot_size,
max_iter = 5, n_syms = 3, ...)
## S3 method for class 'group_constraint'
meet_constraint(constraint, pobj, cobj, eobj,
prices, trade_pairs, target, minimize, amount, lot_size, max_iter = 5,
...)
## S3 method for class 'performance_constraint'
meet_constraint(constraint, pobj, cobj,
eobj, prices, trade_pairs, target, minimize, amount, lot_size,
max_iter = 5, max_pairs = 50, ...)
|
constraint |
constraint object |
pobj |
portfolio object |
cobj |
constraints object |
eobj |
estimates object |
prices |
current symbol prices |
trade_pairs |
possible trade pairs |
minimize |
logical option to minimize target objective |
target |
optimization target |
amount |
trade amount for nbto |
lot_size |
trade lot minimum size |
max_iter |
maximum number of iterations for nbto |
... |
additional parameters. not currently implemented |
data.frame with summary of constraint check
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