bayesline.api.equity.AnyObjective

bayesline.api.equity.AnyObjective#

model MinimizeTradeVolumeObjective#

Minimize |h_old - h_new|.

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