bayesline.api.equity.BasketFactorScenario

model BasketFactorScenario

Scenario definition for user-defined thematic basket factors.

Each basket becomes an additional custom factor in the risk model for the scope of the scenario. Initial version is equal-weighted per-basket; custom weights are supported by the Basket model but the GUI exposes equal-weighted baskets only for v1.

Fields

Field	Type	Required	Default
baskets	list[Basket]	Yes
type	Literal[‘basket_factor’]	No	'basket_factor'

field baskets: list[Basket] [Required]

List of baskets; each becomes a custom thematic factor.

field type: Literal['basket_factor'] [Optional]