bayesline.api.equity.OptimizerDefaults#

model OptimizerDefaults#

Book-wide safeguards applied to every portfolio unless relaxed here.

None of them forces a trade: each cap is the larger of the current position and the threshold, so an existing position is never sold down by a default. Each rule is one value for the whole book; finer control (per side or per group) would widen these fields, not add constraints.

Fields#
Field	Type	Required	Default	Constraints
`long_only`	`bool`	No	`True`
`ownership_cap`	`float` \| `None`	No	`0.05`	gt=0
`position_growth_cap`	`float` \| `None`	No	`0.1`	gt=0

field long_only: bool [Optional]#: No new short exposure: a long cannot cross zero and an existing short cannot grow.

field ownership_cap: float | None [Optional]#

With a risk model, no position grows past this share of the asset’s market cap. None disables it.

Constraints:

gt = 0

field position_growth_cap: float | None [Optional]#

No position grows past this fraction of net nav. None disables it.

Constraints:

gt = 0