Setting memory limits is also problematic on Windows. We therefore decided to not 
support portfolios on Windows. We might reconsider this once there's a library 
that supports setting memory limits (e.g. psutil). I have adapted the comment 
about time slices, so I think we can close this issue.

One possibility is to only support portfolios on Windows when using a suitably
modern Python.

Unfortunately, it doesn't really matter whether the time slices are inaccurate on 
Windows, because Python 2 on Windows doesn't easily support setting time limits for 
subprocesses. Python 3.3 however introduced the timeout argument for subprocess calls. 
Maybe we can discuss offline how we can use this.

To be more flexible and facilitate testing the code on Linux, I propose that we
add an option (e.g. --portfolios-use-wall-clock-time; other suggestions welcome)
to enable using wall-clock time. Then the only thing we need to do specially on
Windows is to always enable this option and print a warning if it wasn't set
that indicates that and why it was enabled.

Currently the portfolio driver ignores the time spent in child processes on 
Windows due to a library limitation on that platform. We should use wall-clock 
time for assigning time slices there.