bayesline.api.equity.MinimizeTradeVolumeObjective#

model MinimizeTradeVolumeObjective#

Minimize the total traded notional, the sum of absolute trades.

Its optimum trades as few names as the constraints allow, leaving the rest of the book untouched.

Fields#
Field	Type	Required	Default	Constraints
`enabled`	`bool`	No	`True`
`kind`	`Literal`[‘minimize_trade_volume’]	No	`'minimize_trade_volume'`
`weight`	`float`	No	`1.0`	gt=0

field enabled: bool [Optional]#: Whether this objective contributes to the optimization problem.

field kind: Literal['minimize_trade_volume'] [Optional]#

field weight: float [Optional]#

Relative weight of this objective in the combined problem. Only the ratios between objective weights matter; they need not be normalized to sum to one.

Constraints:

gt = 0