bayesline.api.equity.PortfolioHoldingsScenario

bayesline.api.equity.PortfolioHoldingsScenario#

model PortfolioHoldingsScenario#

Scenario definition for portfolio holdings overrides.

Organized as a mapping of portfolio_id to its override configuration, where each portfolio has a rebalance frequency and a list of time-windowed override sets. Child-portfolio overrides may add absent fund-of-funds edges between already selected source portfolios; cycles are rejected and the derived accessor expands its output hierarchy automatically.

Fields#

Field

Type

Required

Default

portfolios

dict[str, PortfolioOverride]

Yes

type

Literal[‘portfolio_holdings’]

No

'portfolio_holdings'

field portfolios: dict[str, PortfolioOverride] [Required]#

Mapping of portfolio_id to its override configuration.

field type: Literal['portfolio_holdings'] [Optional]#