Tracking: private API
PortfolioOptimisers.AbstractTracking — Type
abstract type AbstractTracking <: AbstractResultAbstract supertype for all tracking result types.
All concrete and/or abstract types representing tracking error or tracking constraint results should be subtypes of AbstractTracking.
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PortfolioOptimisers.VecTr — Type
PortfolioOptimisers.Tr_VecTr — Type
const Tr_VecTr = Union{<:AbstractTracking, <:VecTr}Union type for a single tracking result or a vector of tracking results.
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PortfolioOptimisers.VariableTracking — Type
abstract type VariableTracking <: AbstractAlgorithmAbstract supertype for all variable-based tracking formulation algorithms.
A variable tracking algorithm states which quantity a risk-tracking measure compares against its benchmark: the weights that go into the risk measure, or the risk that comes out of it. It is orthogonal to the norm that measures the comparison, which a tracking measure holds in a separate field as a NormError.
All concrete and/or abstract types representing variable-based tracking algorithms should be subtypes of VariableTracking.
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PortfolioOptimisers.narrow_optimiser_vector — Function
narrow_optimiser_vector(opti::AbstractVector) -> Any
Narrow a vector of optimisers so element-level TimeDependent schedules type-check.
A literal like [MeanRisk(), TimeDependent(…)] infers eltype AbstractEstimator, which the VecOptE_Opt_TD bound rejects even though every element is admissible. Vectors already matching the bound pass through unchanged; otherwise every element is checked against OptE_Opt_TD and the vector is rebuilt with the tightest element-type union. A field-level schedule passes through untouched.
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