PortfolioEffectHFT (version 1.7)

optimization_info: Porfolio Optimization - Print Optimization Details

Description

Prints optimization details (constraint violations, local optima and etc.) for an optimal portfolio.

Usage

optimization_info(portfolio)

Arguments

portfolio

Portfolio object returned by optimization_run( ) function

Value

Prints summary table.

Examples

## Not run: 
# dateStart = "2014-11-17 09:30:00"
# dateEnd = "2014-11-17 16:00:00"
# portfolio=portfolio_create(dateStart,dateEnd)
# portfolio_settings(portfolio,portfolioMetricsMode="price",windowLength = '3600s',
# resultsSamplingInterval='60s')
# positionAAPL=position_add(portfolio,'AAPL',100)
# positionC=position_add(portfolio,'C',300) 
# optimizer=optimization_goal(log_return(portfolio),"max")
# optimizer=optimization_constraint(optimizer,beta(portfolio),"<=",0.5)
# optimalPortfolio=optimization_run(optimizer)
# optimization_info(optimalPortfolio)
# ## End(Not run)