Description Usage Arguments Value Examples
View source: R/match_constraints.R
This function allows to adapt constraints not only for a single index but for a range of indexes and a range of values.
1 | match_constraints(constraints, fixed_schedule, untradeable = NULL)
|
constraints |
A data.frame with constraints. |
fixed_schedule |
A numeric vector describing which amounts should be applied to schedule. It is implicitly assumed that these values do not exceed the limits of the constraints. |
untradeable |
A numeric vector of indexes in which no trades can occur, so constraints are adapted accordingly. |
A data.frame of adapted, more limited constraints
1 2 3 4 | some_constraints <- build_constraints(5, 2, 6, 1, 3)
already_scheduled <- c(0, 2, 2, 1, 0)
untradeable <- c(3, 4)
match_constraints(some_constraints, already_scheduled, untradeable)
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