bayesline.api.equity.MinimizeDistanceObjective#

model MinimizeDistanceObjective#

Minimize the squared distance between the new and the current holdings.

Unlike trade volume, this spreads the required change across many small trades rather than concentrating it in a few names.

Fields#
Field	Type	Required	Default	Constraints
`enabled`	`bool`	No	`True`
`kind`	`Literal`[‘minimize_distance’]	No	`'minimize_distance'`
`weight`	`float`	No	`1.0`	gt=0

field enabled: bool [Optional]#: Whether this objective contributes to the optimization problem.

field kind: Literal['minimize_distance'] [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