The optimal portfolio contains some code that picks different configurations depending on the presence of axioms and conditional effects. To determine this, there is some partial SAS^+ parsing code in the portfolio file. We don't have to solve this here but in general, I feel like this is the wrong pace for it. For example, if multiple portfolios would do this, we'd repeat the code for it in each one of them. We also already have other switches like this included in our option syntax (--if-unit-cost). Maybe we need a common solution here?
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