agentlib_flexquant.optimization_backends package

Submodules

agentlib_flexquant.optimization_backends.constrained_cia module

pydantic model agentlib_flexquant.optimization_backends.constrained_cia.ConstrainedCIABackendConfig[source]

Bases: CasadiBackendConfig

Config:

  • extra: str = forbid

Fields:
Validators:

field market_time: int = 900

Time for market interaction

Constraints:

  • ge = 0

class Config[source]

Bases: object

extra = 'forbid'
class agentlib_flexquant.optimization_backends.constrained_cia.ConstrainedCasADiCIABackend(*args, **kwargs)[source]

Bases: CasADiCIABackend

config_type

alias of ConstrainedCIABackendConfig

do_pycombina(b_rel)[source]
var_ref: MINLPVariableReference