Idea: UnwindingCostLimit #171
Description
Constraint that prohibits target allocation that cost more than som limit (either in basis points or in dollars) to unwind immediately. Requires re-tooling TransactionCost to extract its CVXPY expression.
HoldingCost and TransactionCost can already be used in constraints, prohibiting more than some value spent in holding or transaction cost per period, but this is a different thing.