pos_limit_fail: function to check for violation of position limits constraints
Description
This is used as a helper function for rp_transform to check
for violation of position limit constraints. The position limit constraints
checked are max_pos, max_pos_long, and max_pos_short.
Usage
pos_limit_fail(weights, max_pos, max_pos_long, max_pos_short)
Arguments
weights
vector of weights to test
max_pos
maximum number of assets with non-zero weights
max_pos_long
maximum number of assets with long (i.e. buy) positions
max_pos_short
maximum number of assets with short (i.e. sell) positions
Value
TRUE if any position_limit is violated. FALSE if all position limits are satisfied