bayesline.api.equity.PositionBound

bayesline.api.equity.PositionBound#

model PositionBound#

Min/max bounds for a single position.

Bounds are holding weights per unit of net nav. This is ill-defined for a long/short book whose net nav is ~0; such a book rejects any enabled position 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]#