bayesline.api.equity.FactorBound

bayesline.api.equity.FactorBound#

model FactorBound#

Min/max bounds for factor constraints.

Bounds are per unit of net nav, matching report conventions. This is ill-defined for a long/short book whose net nav is ~0; such a book rejects any enabled factor bound at solve time.

Fields#

Field

Type

Required

Default

enabled

bool

No

True

max

float | None

No

None

min

float | None

No

None

field enabled: bool [Optional]#
field max: float | None [Optional]#
field min: float | None [Optional]#