bayesline.api.equity.AsyncOptimizerApi

class bayesline.api.equity.AsyncOptimizerApi

API for optimizing portfolios.

This abstract base class defines the interface for optimization operations.

__init__()

Methods

__init__()
optimize(as_of)	Get the optimized version of the configured portfolios.
optimize_as_task(as_of)	Get the optimized version of the configured portfolios as a task.

Attributes

settings

Get the settings for this optimization problem.

abstract property settings: OptimizerSettings

Get the settings for this optimization problem.

Returns

OptimizerSettings

The settings for this optimization problem.

abstractmethod async optimize(as_of: str | date | datetime) → AsyncOptimizationResult

Get the optimized version of the configured portfolios.

A portfolio that cannot be optimized, for whatever reason, is reported in the result with an error status rather than raised; raises only for errors that invalidate the optimization problem as a whole.

Upstream inputs (portfolio holdings, model exposures) are computed on demand and cached, so a call sharing its inputs with reports that already ran is fast while a cold cache can make it slow.

Parameters

as_ofDateLike

Date to start optimizing from.

Returns

AsyncOptimizationResult

The per-portfolio results of the defined optimization problem.

abstractmethod async optimize_as_task(as_of: str | date | datetime) → AsyncTask[AsyncOptimizationResult]

Get the optimized version of the configured portfolios as a task.

The returned task is not guaranteed to defer the solve: an implementation may run it to completion before handing back an already-resolved task, in which case this call takes as long as optimize would.

Parameters

as_ofDateLike

Date to start optimizing from.

Returns

AsyncTask[OptimizationResult]

The per-portfolio results of the defined optimization problem as a task.