bayesline.api.equity.PositionBoundConstraint

model PositionBoundConstraint

Per-asset holding weight bounds.

Only the listed assets are bounded; every other position is free. A min of zero on a name keeps it long-only, a max of zero keeps it short-only or flat.

Fields

Field	Type	Required	Default	Constraints
bounds	dict[str, PositionBound]	Yes		min_length=1
enabled	bool	No	True
kind	Literal[‘position_bound’]	No	'position_bound'
space	Literal[‘total’, ‘active’]	No	'total'

field bounds: dict[str, PositionBound] [Required]

Bounds keyed by asset id, in the risk model’s asset id type.

Constraints:

• min_length = 1

field enabled: bool [Optional]

Whether this constraint is applied to the optimization problem.

field kind: Literal['position_bound'] [Optional]

field space: Literal['total', 'active'] [Optional]

Whether the bounds apply to the portfolio’s holding weights (total) or to its weights in excess of its benchmark’s (active).