another addition of lots of text

in the comment headers, related to #166;
following instructions from
https://softwarefreedom.org/resources/2007/gpl-non-gpl-collaboration.html
which is linked on the apache2.0 page about gplv3 relicensing

cvxportfolio/__init__.py

@@ -15,6 +15,40 @@
 #
 # You should have received a copy of the GNU General Public License along with
 # Cvxportfolio. If not, see <https://www.gnu.org/licenses/>.
+#
+## Earlier versions of this module had the following copyright and licensing
+## notice, which is subsumed by the above.
+##
+### Copyright 2016 Enzo Busseti, Stephen Boyd, Steven Diamond, BlackRock Inc.
+###
+### Licensed under the Apache License, Version 2.0 (the "License");
+### you may not use this file except in compliance with the License.
+### You may obtain a copy of the License at
+###
+###    http://www.apache.org/licenses/LICENSE-2.0
+###
+### Unless required by applicable law or agreed to in writing, software
+### distributed under the License is distributed on an "AS IS" BASIS,
+### WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+### See the License for the specific language governing permissions and
+### limitations under the License.
+#
+## Earlier versions of this module had the following copyright and licensing
+## notice, which is subsumed by the above.
+##
+### Copyright 2016 Enzo Busseti, Stephen Boyd, Steven Diamond, BlackRock Inc.
+###
+### Licensed under the Apache License, Version 2.0 (the "License");
+### you may not use this file except in compliance with the License.
+### You may obtain a copy of the License at
+###
+###    http://www.apache.org/licenses/LICENSE-2.0
+###
+### Unless required by applicable law or agreed to in writing, software
+### distributed under the License is distributed on an "AS IS" BASIS,
+### WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+### See the License for the specific language governing permissions and
+### limitations under the License.
 """Cvxportfolio __init__ module.
 
 This module only republishes the api of a selection of cvxportfolio

cvxportfolio/constraints/__init__.py

@@ -15,6 +15,23 @@
 #
 # You should have received a copy of the GNU General Public License along with
 # Cvxportfolio. If not, see <https://www.gnu.org/licenses/>.
+#
+## Earlier versions of this module had the following copyright and licensing
+## notice, which is subsumed by the above.
+##
+### Copyright 2016 Enzo Busseti, Stephen Boyd, Steven Diamond, BlackRock Inc.
+###
+### Licensed under the Apache License, Version 2.0 (the "License");
+### you may not use this file except in compliance with the License.
+### You may obtain a copy of the License at
+###
+###    http://www.apache.org/licenses/LICENSE-2.0
+###
+### Unless required by applicable law or agreed to in writing, software
+### distributed under the License is distributed on an "AS IS" BASIS,
+### WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+### See the License for the specific language governing permissions and
+### limitations under the License.
 """Here we define many realistic constraints that apply to :ref:`portfolio
 optimization trading policies <optimization-policies-page>`.
 

cvxportfolio/constraints/constraints.py

@@ -15,6 +15,23 @@
 #
 # You should have received a copy of the GNU General Public License along with
 # Cvxportfolio. If not, see <https://www.gnu.org/licenses/>.
+#
+## Earlier versions of this module had the following copyright and licensing
+## notice, which is subsumed by the above.
+##
+### Copyright 2016 Enzo Busseti, Stephen Boyd, Steven Diamond, BlackRock Inc.
+###
+### Licensed under the Apache License, Version 2.0 (the "License");
+### you may not use this file except in compliance with the License.
+### You may obtain a copy of the License at
+###
+###    http://www.apache.org/licenses/LICENSE-2.0
+###
+### Unless required by applicable law or agreed to in writing, software
+### distributed under the License is distributed on an "AS IS" BASIS,
+### WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+### See the License for the specific language governing permissions and
+### limitations under the License.
 """This module defines user-facing constraints."""
 
 import cvxpy as cp

cvxportfolio/costs.py

@@ -15,6 +15,23 @@
 #
 # You should have received a copy of the GNU General Public License along with
 # Cvxportfolio. If not, see <https://www.gnu.org/licenses/>.
+#
+## Earlier versions of this module had the following copyright and licensing
+## notice, which is subsumed by the above.
+##
+### Copyright 2016 Enzo Busseti, Stephen Boyd, Steven Diamond, BlackRock Inc.
+###
+### Licensed under the Apache License, Version 2.0 (the "License");
+### you may not use this file except in compliance with the License.
+### You may obtain a copy of the License at
+###
+###    http://www.apache.org/licenses/LICENSE-2.0
+###
+### Unless required by applicable law or agreed to in writing, software
+### distributed under the License is distributed on an "AS IS" BASIS,
+### WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+### See the License for the specific language governing permissions and
+### limitations under the License.
 """This module defines cost models for both simulation and optimization.
 
 We implement two types of costs, as discussed in the paper:

cvxportfolio/policies.py

@@ -15,6 +15,23 @@
 #
 # You should have received a copy of the GNU General Public License along with
 # Cvxportfolio. If not, see <https://www.gnu.org/licenses/>.
+#
+## Earlier versions of this module had the following copyright and licensing
+## notice, which is subsumed by the above.
+##
+### Copyright 2016 Enzo Busseti, Stephen Boyd, Steven Diamond, BlackRock Inc.
+###
+### Licensed under the Apache License, Version 2.0 (the "License");
+### you may not use this file except in compliance with the License.
+### You may obtain a copy of the License at
+###
+###    http://www.apache.org/licenses/LICENSE-2.0
+###
+### Unless required by applicable law or agreed to in writing, software
+### distributed under the License is distributed on an "AS IS" BASIS,
+### WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+### See the License for the specific language governing permissions and
+### limitations under the License.
 """This module contains trading policies that can be back-tested."""
 
 import copy

cvxportfolio/result.py

@@ -15,6 +15,23 @@
 #
 # You should have received a copy of the GNU General Public License along with
 # Cvxportfolio. If not, see <https://www.gnu.org/licenses/>.
+#
+## Earlier versions of this module had the following copyright and licensing
+## notice, which is subsumed by the above.
+##
+### Copyright 2016 Enzo Busseti, Stephen Boyd, Steven Diamond, BlackRock Inc.
+###
+### Licensed under the Apache License, Version 2.0 (the "License");
+### you may not use this file except in compliance with the License.
+### You may obtain a copy of the License at
+###
+###    http://www.apache.org/licenses/LICENSE-2.0
+###
+### Unless required by applicable law or agreed to in writing, software
+### distributed under the License is distributed on an "AS IS" BASIS,
+### WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+### See the License for the specific language governing permissions and
+### limitations under the License.
 """This module defines :class:`BacktestResult`.
 
 This is the object that is returned by the

cvxportfolio/returns.py

@@ -15,6 +15,23 @@
 #
 # You should have received a copy of the GNU General Public License along with
 # Cvxportfolio. If not, see <https://www.gnu.org/licenses/>.
+#
+## Earlier versions of this module had the following copyright and licensing
+## notice, which is subsumed by the above.
+##
+### Copyright 2016 Enzo Busseti, Stephen Boyd, Steven Diamond, BlackRock Inc.
+###
+### Licensed under the Apache License, Version 2.0 (the "License");
+### you may not use this file except in compliance with the License.
+### You may obtain a copy of the License at
+###
+###    http://www.apache.org/licenses/LICENSE-2.0
+###
+### Unless required by applicable law or agreed to in writing, software
+### distributed under the License is distributed on an "AS IS" BASIS,
+### WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+### See the License for the specific language governing permissions and
+### limitations under the License.
 """This module contains classes that define return models for portfolio
 optimization policies and related objects."""
 

cvxportfolio/risks.py

@@ -15,6 +15,23 @@
 #
 # You should have received a copy of the GNU General Public License along with
 # Cvxportfolio. If not, see <https://www.gnu.org/licenses/>.
+#
+## Earlier versions of this module had the following copyright and licensing
+## notice, which is subsumed by the above.
+##
+### Copyright 2016 Enzo Busseti, Stephen Boyd, Steven Diamond, BlackRock Inc.
+###
+### Licensed under the Apache License, Version 2.0 (the "License");
+### you may not use this file except in compliance with the License.
+### You may obtain a copy of the License at
+###
+###    http://www.apache.org/licenses/LICENSE-2.0
+###
+### Unless required by applicable law or agreed to in writing, software
+### distributed under the License is distributed on an "AS IS" BASIS,
+### WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+### See the License for the specific language governing permissions and
+### limitations under the License.
 """This module implements risk models, which are objective terms that are
 used to penalize allocations which might incur in losses."""
 

cvxportfolio/simulator.py

@@ -15,6 +15,23 @@
 #
 # You should have received a copy of the GNU General Public License along with
 # Cvxportfolio. If not, see <https://www.gnu.org/licenses/>.
+#
+## Earlier versions of this module had the following copyright and licensing
+## notice, which is subsumed by the above.
+##
+### Copyright 2016 Enzo Busseti, Stephen Boyd, Steven Diamond, BlackRock Inc.
+###
+### Licensed under the Apache License, Version 2.0 (the "License");
+### you may not use this file except in compliance with the License.
+### You may obtain a copy of the License at
+###
+###    http://www.apache.org/licenses/LICENSE-2.0
+###
+### Unless required by applicable law or agreed to in writing, software
+### distributed under the License is distributed on an "AS IS" BASIS,
+### WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+### See the License for the specific language governing permissions and
+### limitations under the License.
 """This module implements :class:`cvxportfolio.MarketSimulator` and derived
 classes.
 

cvxportfolio/tests/__init__.py

@@ -15,6 +15,23 @@
 #
 # You should have received a copy of the GNU General Public License along with
 # Cvxportfolio. If not, see <https://www.gnu.org/licenses/>.
+#
+## Earlier versions of this module had the following copyright and licensing
+## notice, which is subsumed by the above.
+##
+### Copyright 2016 Enzo Busseti, Stephen Boyd, Steven Diamond, BlackRock Inc.
+###
+### Licensed under the Apache License, Version 2.0 (the "License");
+### you may not use this file except in compliance with the License.
+### You may obtain a copy of the License at
+###
+###    http://www.apache.org/licenses/LICENSE-2.0
+###
+### Unless required by applicable law or agreed to in writing, software
+### distributed under the License is distributed on an "AS IS" BASIS,
+### WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+### See the License for the specific language governing permissions and
+### limitations under the License.
 
 """We make the tests a sub-package so we can ship them."""
 

cvxportfolio/tests/__main__.py

@@ -15,6 +15,23 @@
 #
 # You should have received a copy of the GNU General Public License along with
 # Cvxportfolio. If not, see <https://www.gnu.org/licenses/>.
+#
+## Earlier versions of this module had the following copyright and licensing
+## notice, which is subsumed by the above.
+##
+### Copyright 2016 Enzo Busseti, Stephen Boyd, Steven Diamond, BlackRock Inc.
+###
+### Licensed under the Apache License, Version 2.0 (the "License");
+### you may not use this file except in compliance with the License.
+### You may obtain a copy of the License at
+###
+###    http://www.apache.org/licenses/LICENSE-2.0
+###
+### Unless required by applicable law or agreed to in writing, software
+### distributed under the License is distributed on an "AS IS" BASIS,
+### WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+### See the License for the specific language governing permissions and
+### limitations under the License.
 """Run all tests with ``python -m cvxportfolio.tests``."""
 
 import unittest

cvxportfolio/tests/test_constraints.py

@@ -15,6 +15,23 @@
 #
 # You should have received a copy of the GNU General Public License along with
 # Cvxportfolio. If not, see <https://www.gnu.org/licenses/>.
+#
+## Earlier versions of this module had the following copyright and licensing
+## notice, which is subsumed by the above.
+##
+### Copyright 2016 Enzo Busseti, Stephen Boyd, Steven Diamond, BlackRock Inc.
+###
+### Licensed under the Apache License, Version 2.0 (the "License");
+### you may not use this file except in compliance with the License.
+### You may obtain a copy of the License at
+###
+###    http://www.apache.org/licenses/LICENSE-2.0
+###
+### Unless required by applicable law or agreed to in writing, software
+### distributed under the License is distributed on an "AS IS" BASIS,
+### WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+### See the License for the specific language governing permissions and
+### limitations under the License.
 """Unit tests for the constraints objects."""
 
 import unittest

cvxportfolio/tests/test_costs.py

@@ -15,6 +15,23 @@
 #
 # You should have received a copy of the GNU General Public License along with
 # Cvxportfolio. If not, see <https://www.gnu.org/licenses/>.
+#
+## Earlier versions of this module had the following copyright and licensing
+## notice, which is subsumed by the above.
+##
+### Copyright 2016 Enzo Busseti, Stephen Boyd, Steven Diamond, BlackRock Inc.
+###
+### Licensed under the Apache License, Version 2.0 (the "License");
+### you may not use this file except in compliance with the License.
+### You may obtain a copy of the License at
+###
+###    http://www.apache.org/licenses/LICENSE-2.0
+###
+### Unless required by applicable law or agreed to in writing, software
+### distributed under the License is distributed on an "AS IS" BASIS,
+### WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+### See the License for the specific language governing permissions and
+### limitations under the License.
 """Unit tests for the cost objects."""
 
 import unittest

cvxportfolio/tests/test_policies.py

@@ -15,6 +15,23 @@
 #
 # You should have received a copy of the GNU General Public License along with
 # Cvxportfolio. If not, see <https://www.gnu.org/licenses/>.
+#
+## Earlier versions of this module had the following copyright and licensing
+## notice, which is subsumed by the above.
+##
+### Copyright 2016 Enzo Busseti, Stephen Boyd, Steven Diamond, BlackRock Inc.
+###
+### Licensed under the Apache License, Version 2.0 (the "License");
+### you may not use this file except in compliance with the License.
+### You may obtain a copy of the License at
+###
+###    http://www.apache.org/licenses/LICENSE-2.0
+###
+### Unless required by applicable law or agreed to in writing, software
+### distributed under the License is distributed on an "AS IS" BASIS,
+### WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+### See the License for the specific language governing permissions and
+### limitations under the License.
 """Unit tests for the policy objects."""
 
 import unittest

cvxportfolio/tests/test_result.py

@@ -15,6 +15,23 @@
 #
 # You should have received a copy of the GNU General Public License along with
 # Cvxportfolio. If not, see <https://www.gnu.org/licenses/>.
+#
+## Earlier versions of this module had the following copyright and licensing
+## notice, which is subsumed by the above.
+##
+### Copyright 2016 Enzo Busseti, Stephen Boyd, Steven Diamond, BlackRock Inc.
+###
+### Licensed under the Apache License, Version 2.0 (the "License");
+### you may not use this file except in compliance with the License.
+### You may obtain a copy of the License at
+###
+###    http://www.apache.org/licenses/LICENSE-2.0
+###
+### Unless required by applicable law or agreed to in writing, software
+### distributed under the License is distributed on an "AS IS" BASIS,
+### WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+### See the License for the specific language governing permissions and
+### limitations under the License.
 """Unit tests for the BacktestResult class and methods."""
 
 import logging