bayesline.api.equity.PositionPinConstraint

model PositionPinConstraint

Fix the holding weight of listed assets to a target.

Targets are holding weights per unit of net nav, e.g. a hand-edited position that the rest of the book is optimized around. Ill-defined for a book whose net nav is ~0; such a book rejects an enabled pin at solve time.

Fields

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

field enabled: bool [Optional]

Whether this constraint is applied to the optimization problem.

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

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

Whether the targets are the portfolio’s holding weights (total) or its weights in excess of its benchmark’s (active).

field targets: dict[str, float] [Required]

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

Constraints:

• min_length = 1