Please make order_optimal_portfolio contraint reporting messages concise

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Please make order_optimal_portfolio contraint reporting messages concise

edited

A suggestion to Q for efficiency.
+1 if you'd like this to happen.

Errors in order_optimal_portfolio show up in the logging window when using try ... except Exception as e; log.info(e)

These messages often exceed logging limits with their verbose style

2015-10-23 06:37  PRINT The attempted optimization failed because no portfolio could be found that  
satisfied all required constraints.

The following special portfolios were spot checked and found to be in violation  
of at least one constraint:

Target Portfolio (as provided to TargetWeights):

   Would violate DollarNeutral() because:  
      Net exposure (0.677157540706) would be greater than max net exposure (0.0001).

   Would violate MaxTurnover(0.3) because:  
      Portfolio turnover (0.682818566498) would be greater than max turnover (0.3).

   Would violate PositionConcentration because:  
      Weight in Equity(23709 [NFLX]) (0.0566395886773) would be greater than max bound (0.045).  
      Weight in Equity(45815 [TWTR]) (0.0602000632003) would be greater than max bound (0.045).  
      Weight in Equity(47208 [GPRO]) (0.0543897175676) would be greater than max bound (0.045).

   Would violate RiskModelExposure() because:  
      Exposure to 'energy' (0.23001977648) would be greater than max exposure (0.18).  
      Exposure to 'health_ca...

.

Notice the error above is truncated, an unknown amount of lost info.
.

Same information easier to comprehend and would not be truncated, or at least not at that point.

2015-10-23 06:37  PRINT Attempted optimization would not satisfy all required constraints.  
TargetWeights():  
  DollarNeutral()  
    Net exposure 0.67715 > 0.0001  
  MaxTurnover(0.3)  
    Portfolio turnover 0.68 > max  
  PositionConcentration(0.045)  
    Equity23709 [NFLX] 0.0566 > max  
    Equity45815 [TWTR] 0.0602 > max  
    Equity47208 [GPRO] 0.0543 > max  
  RiskModelExposure()  
    'energy' 0.230 > max 0.18  
    'health_ca...

.

PositionConcentration should always be last in case logging window limits are hit.

Notice the original is offering numbers to the millionths, not useful to us and using up characters, you can set those to just one more decimal vs the limit (as in my example). So, something like that.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.