increasing_max_turnover_snippet

### This piece of code tries increasingly large turnover settings
### until it finds one that yields a feasible portfolio. It's potentially
### useful good if you have an algorithm whose turnover may be more variable.
### Includes error handling for the case of order_optimal_portfolio not 
### executing due to too low of a turnover constraint.

### Reference: 
### https://www.quantopian.com/posts/party-algo-feedback-requested-please#5afaa20eab32870043944723

### Author: Grant Kiehne

# set context.init = False in initialize(context)

turnover = np.linspace(0.05,0.65,num=100)  
for max_turnover in turnover:  
    constraints.append(opt.MaxTurnover(max_turnover))  
    if context.init:  
        constraints = constraints[:-1]  
        context.init = False  
    try:  
        order_optimal_portfolio(  
            objective=objective,  
            constraints=constraints,  
            )  
        record(max_turnover = max_turnover)  
        return  
    except:  
        constraints = constraints[:-1]