bayesline.api.equity.PortfolioOverride

bayesline.api.equity.PortfolioOverride#

model PortfolioOverride#

All overrides for a single portfolio within a scenario.

Fields#

Field

Type

Required

Default

rebalance_frequency

RebalanceFrequency

No

<RebalanceFrequency.NEVER: 'never'>

windows

list[HoldingsOverrideWindow]

Yes
field rebalance_frequency: RebalanceFrequency [Optional]#

How often to reapply the overridden holdings within each window.

field windows: list[HoldingsOverrideWindow] [Required]#

Time-windowed override sets for this portfolio.