The function takes the constraints and objectives specified in the v1_constraint object and updates the portfolio object with those constraints and objectives. This function is used inside optimize.portfolio to maintain backwards compatibility if the user passes in a v1_constraint object for the constraint arg in optimize.portfolio.
update_constraint_v1tov2(portfolio, v1_constraint)
portfolio object containing constraints and objectives from v1_constraint
portfolio object passed into optimize.portfolio
object of type v1_constraint passed into optimize.portfolio
Ross Bennett
portfolio.spec
, add.constraint