bayesline.api.equity.TurnoverConstraint

model TurnoverConstraint

Cap on the total traded notional, buys plus sells.

The cap is a fraction of the book’s current gross nav: 0.1 allows trades summing to a tenth of the book’s gross in absolute terms.

Fields

Field	Type	Required	Default	Constraints
enabled	bool	No	True
kind	Literal[‘turnover’]	No	'turnover'
max	float	Yes		gt=0

field enabled: bool [Optional]

Whether this constraint is applied to the optimization problem.

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

field max: float [Required]

Largest allowed traded notional, as a fraction of the book’s current gross nav.

Constraints:

• gt = 0