Index _ | A | B | C | D | E | F | I | L | M | N | O | R | S | T | W _ __class_vars__ (finance_opt.ConstraintSpec attribute) (finance_opt.ObjectiveSpec attribute) (finance_opt.OptimizationProblem attribute) (finance_opt.OptimizationResult attribute) (finance_opt.OptimizerConfig attribute) (finance_opt.schemas.ConstraintSpec attribute) (finance_opt.schemas.ObjectiveSpec attribute) (finance_opt.schemas.OptimizationProblem attribute) (finance_opt.schemas.OptimizationResult attribute) (finance_opt.schemas.OptimizerConfig attribute) (finance_opt.schemas.TradingCostSpec attribute) (finance_opt.TradingCostSpec attribute) __private_attributes__ (finance_opt.ConstraintSpec attribute) (finance_opt.ObjectiveSpec attribute) (finance_opt.OptimizationProblem attribute) (finance_opt.OptimizationResult attribute) (finance_opt.OptimizerConfig attribute) (finance_opt.schemas.ConstraintSpec attribute) (finance_opt.schemas.ObjectiveSpec attribute) (finance_opt.schemas.OptimizationProblem attribute) (finance_opt.schemas.OptimizationResult attribute) (finance_opt.schemas.OptimizerConfig attribute) (finance_opt.schemas.TradingCostSpec attribute) (finance_opt.TradingCostSpec attribute) __pydantic_complete__ (finance_opt.ConstraintSpec attribute) (finance_opt.ObjectiveSpec attribute) (finance_opt.OptimizationProblem attribute) (finance_opt.OptimizationResult attribute) (finance_opt.OptimizerConfig attribute) (finance_opt.schemas.ConstraintSpec attribute) (finance_opt.schemas.ObjectiveSpec attribute) (finance_opt.schemas.OptimizationProblem attribute) (finance_opt.schemas.OptimizationResult attribute) (finance_opt.schemas.OptimizerConfig attribute) (finance_opt.schemas.TradingCostSpec attribute) (finance_opt.TradingCostSpec attribute) __pydantic_computed_fields__ (finance_opt.ConstraintSpec attribute) (finance_opt.ObjectiveSpec attribute) (finance_opt.OptimizationProblem attribute) (finance_opt.OptimizationResult attribute) (finance_opt.OptimizerConfig attribute) (finance_opt.schemas.ConstraintSpec attribute) (finance_opt.schemas.ObjectiveSpec attribute) (finance_opt.schemas.OptimizationProblem attribute) (finance_opt.schemas.OptimizationResult attribute) (finance_opt.schemas.OptimizerConfig attribute) (finance_opt.schemas.TradingCostSpec attribute) (finance_opt.TradingCostSpec attribute) __pydantic_core_schema__ (finance_opt.ConstraintSpec attribute) (finance_opt.ObjectiveSpec attribute) (finance_opt.OptimizationProblem attribute) (finance_opt.OptimizationResult attribute) (finance_opt.OptimizerConfig attribute) (finance_opt.schemas.ConstraintSpec attribute) (finance_opt.schemas.ObjectiveSpec attribute) (finance_opt.schemas.OptimizationProblem attribute) (finance_opt.schemas.OptimizationResult attribute) (finance_opt.schemas.OptimizerConfig attribute) (finance_opt.schemas.TradingCostSpec attribute) (finance_opt.TradingCostSpec attribute) __pydantic_custom_init__ (finance_opt.ConstraintSpec attribute) (finance_opt.ObjectiveSpec attribute) (finance_opt.OptimizationProblem attribute) (finance_opt.OptimizationResult attribute) (finance_opt.OptimizerConfig attribute) (finance_opt.schemas.ConstraintSpec attribute) (finance_opt.schemas.ObjectiveSpec attribute) (finance_opt.schemas.OptimizationProblem attribute) (finance_opt.schemas.OptimizationResult attribute) (finance_opt.schemas.OptimizerConfig attribute) (finance_opt.schemas.TradingCostSpec attribute) (finance_opt.TradingCostSpec attribute) __pydantic_decorators__ (finance_opt.ConstraintSpec attribute) (finance_opt.ObjectiveSpec attribute) (finance_opt.OptimizationProblem attribute) (finance_opt.OptimizationResult attribute) (finance_opt.OptimizerConfig attribute) (finance_opt.schemas.ConstraintSpec attribute) (finance_opt.schemas.ObjectiveSpec attribute) (finance_opt.schemas.OptimizationProblem attribute) (finance_opt.schemas.OptimizationResult attribute) (finance_opt.schemas.OptimizerConfig attribute) (finance_opt.schemas.TradingCostSpec attribute) (finance_opt.TradingCostSpec attribute) __pydantic_extra__ (finance_opt.ConstraintSpec attribute) (finance_opt.ObjectiveSpec attribute) (finance_opt.OptimizationProblem attribute) (finance_opt.OptimizationResult attribute) (finance_opt.OptimizerConfig attribute) (finance_opt.schemas.ConstraintSpec attribute) (finance_opt.schemas.ObjectiveSpec attribute) (finance_opt.schemas.OptimizationProblem attribute) (finance_opt.schemas.OptimizationResult attribute) (finance_opt.schemas.OptimizerConfig attribute) (finance_opt.schemas.TradingCostSpec attribute) (finance_opt.TradingCostSpec attribute) __pydantic_fields__ (finance_opt.ConstraintSpec attribute) (finance_opt.ObjectiveSpec attribute) (finance_opt.OptimizationProblem attribute) (finance_opt.OptimizationResult attribute) (finance_opt.OptimizerConfig attribute) (finance_opt.schemas.ConstraintSpec attribute) (finance_opt.schemas.ObjectiveSpec attribute) (finance_opt.schemas.OptimizationProblem attribute) (finance_opt.schemas.OptimizationResult attribute) (finance_opt.schemas.OptimizerConfig attribute) (finance_opt.schemas.TradingCostSpec attribute) (finance_opt.TradingCostSpec attribute) __pydantic_fields_set__ (finance_opt.ConstraintSpec attribute) (finance_opt.ObjectiveSpec attribute) (finance_opt.OptimizationProblem attribute) (finance_opt.OptimizationResult attribute) (finance_opt.OptimizerConfig attribute) (finance_opt.schemas.ConstraintSpec attribute) (finance_opt.schemas.ObjectiveSpec attribute) (finance_opt.schemas.OptimizationProblem attribute) (finance_opt.schemas.OptimizationResult attribute) (finance_opt.schemas.OptimizerConfig attribute) (finance_opt.schemas.TradingCostSpec attribute) (finance_opt.TradingCostSpec attribute) __pydantic_generic_metadata__ (finance_opt.ConstraintSpec attribute) (finance_opt.ObjectiveSpec attribute) (finance_opt.OptimizationProblem attribute) (finance_opt.OptimizationResult attribute) (finance_opt.OptimizerConfig attribute) (finance_opt.schemas.ConstraintSpec attribute) (finance_opt.schemas.ObjectiveSpec attribute) (finance_opt.schemas.OptimizationProblem attribute) (finance_opt.schemas.OptimizationResult attribute) (finance_opt.schemas.OptimizerConfig attribute) (finance_opt.schemas.TradingCostSpec attribute) (finance_opt.TradingCostSpec attribute) __pydantic_parent_namespace__ (finance_opt.ConstraintSpec attribute) (finance_opt.ObjectiveSpec attribute) (finance_opt.OptimizationProblem attribute) (finance_opt.OptimizationResult attribute) (finance_opt.OptimizerConfig attribute) (finance_opt.schemas.ConstraintSpec attribute) (finance_opt.schemas.ObjectiveSpec attribute) (finance_opt.schemas.OptimizationProblem attribute) (finance_opt.schemas.OptimizationResult attribute) (finance_opt.schemas.OptimizerConfig attribute) (finance_opt.schemas.TradingCostSpec attribute) (finance_opt.TradingCostSpec attribute) __pydantic_post_init__ (finance_opt.ConstraintSpec attribute) (finance_opt.ObjectiveSpec attribute) (finance_opt.OptimizationProblem attribute) (finance_opt.OptimizationResult attribute) (finance_opt.OptimizerConfig attribute) (finance_opt.schemas.ConstraintSpec attribute) (finance_opt.schemas.ObjectiveSpec attribute) (finance_opt.schemas.OptimizationProblem attribute) (finance_opt.schemas.OptimizationResult attribute) (finance_opt.schemas.OptimizerConfig attribute) (finance_opt.schemas.TradingCostSpec attribute) (finance_opt.TradingCostSpec attribute) __pydantic_private__ (finance_opt.ConstraintSpec attribute) (finance_opt.ObjectiveSpec attribute) (finance_opt.OptimizationProblem attribute) (finance_opt.OptimizationResult attribute) (finance_opt.OptimizerConfig attribute) (finance_opt.schemas.ConstraintSpec attribute) (finance_opt.schemas.ObjectiveSpec attribute) (finance_opt.schemas.OptimizationProblem attribute) (finance_opt.schemas.OptimizationResult attribute) (finance_opt.schemas.OptimizerConfig attribute) (finance_opt.schemas.TradingCostSpec attribute) (finance_opt.TradingCostSpec attribute) __pydantic_root_model__ (finance_opt.ConstraintSpec attribute) (finance_opt.ObjectiveSpec attribute) (finance_opt.OptimizationProblem attribute) (finance_opt.OptimizationResult attribute) (finance_opt.OptimizerConfig attribute) (finance_opt.schemas.ConstraintSpec attribute) (finance_opt.schemas.ObjectiveSpec attribute) (finance_opt.schemas.OptimizationProblem attribute) (finance_opt.schemas.OptimizationResult attribute) (finance_opt.schemas.OptimizerConfig attribute) (finance_opt.schemas.TradingCostSpec attribute) (finance_opt.TradingCostSpec attribute) __pydantic_serializer__ (finance_opt.ConstraintSpec attribute) (finance_opt.ObjectiveSpec attribute) (finance_opt.OptimizationProblem attribute) (finance_opt.OptimizationResult attribute) (finance_opt.OptimizerConfig attribute) (finance_opt.schemas.ConstraintSpec attribute) (finance_opt.schemas.ObjectiveSpec attribute) (finance_opt.schemas.OptimizationProblem attribute) (finance_opt.schemas.OptimizationResult attribute) (finance_opt.schemas.OptimizerConfig attribute) (finance_opt.schemas.TradingCostSpec attribute) (finance_opt.TradingCostSpec attribute) __pydantic_validator__ (finance_opt.ConstraintSpec attribute) (finance_opt.ObjectiveSpec attribute) (finance_opt.OptimizationProblem attribute) (finance_opt.OptimizationResult attribute) (finance_opt.OptimizerConfig attribute) (finance_opt.schemas.ConstraintSpec attribute) (finance_opt.schemas.ObjectiveSpec attribute) (finance_opt.schemas.OptimizationProblem attribute) (finance_opt.schemas.OptimizationResult attribute) (finance_opt.schemas.OptimizerConfig attribute) (finance_opt.schemas.TradingCostSpec attribute) (finance_opt.TradingCostSpec attribute) __signature__ (finance_opt.ConstraintSpec attribute) (finance_opt.ObjectiveSpec attribute) (finance_opt.OptimizationProblem attribute) (finance_opt.OptimizationResult attribute) (finance_opt.OptimizerConfig attribute) (finance_opt.schemas.ConstraintSpec attribute) (finance_opt.schemas.ObjectiveSpec attribute) (finance_opt.schemas.OptimizationProblem attribute) (finance_opt.schemas.OptimizationResult attribute) (finance_opt.schemas.OptimizerConfig attribute) (finance_opt.schemas.TradingCostSpec attribute) (finance_opt.TradingCostSpec attribute) _validate_bounds() (finance_opt.ConstraintSpec class method) (finance_opt.schemas.ConstraintSpec class method) A adapter (finance_opt.OptimizerConfig attribute) (finance_opt.schemas.OptimizerConfig attribute) asset_names (finance_opt.OptimizationProblem attribute) (finance_opt.schemas.OptimizationProblem attribute) B budget (finance_opt.ConstraintSpec attribute) (finance_opt.schemas.ConstraintSpec attribute) C config (finance_opt.OptimizationProblem attribute) (finance_opt.schemas.OptimizationProblem attribute) constraint_penalty (finance_opt.OptimizerConfig attribute) (finance_opt.schemas.OptimizerConfig attribute) constraints (finance_opt.OptimizationProblem attribute) (finance_opt.schemas.OptimizationProblem attribute) ConstraintSpec (class in finance_opt) (class in finance_opt.schemas) converged (finance_opt.OptimizationResult attribute) (finance_opt.schemas.OptimizationResult attribute) costs (finance_opt.OptimizationProblem attribute) (finance_opt.schemas.OptimizationProblem attribute) covariance (finance_opt.OptimizationProblem attribute) (finance_opt.schemas.OptimizationProblem attribute) current_weights (finance_opt.OptimizationProblem attribute) (finance_opt.schemas.OptimizationProblem attribute) D diagnostics (finance_opt.OptimizationResult attribute) (finance_opt.schemas.OptimizationResult attribute) E expected_returns (finance_opt.OptimizationProblem attribute) (finance_opt.schemas.OptimizationProblem attribute) F factor_bounds (finance_opt.ConstraintSpec attribute) (finance_opt.schemas.ConstraintSpec attribute) factor_loadings (finance_opt.OptimizationProblem attribute) (finance_opt.schemas.OptimizationProblem attribute) factor_names (finance_opt.OptimizationProblem attribute) (finance_opt.schemas.OptimizationProblem attribute) finance_opt module finance_opt.optimization module finance_opt.schemas module I impact_coefficient (finance_opt.schemas.TradingCostSpec attribute) (finance_opt.TradingCostSpec attribute) iterations (finance_opt.OptimizationResult attribute) (finance_opt.schemas.OptimizationResult attribute) L leverage_limit (finance_opt.ConstraintSpec attribute) (finance_opt.schemas.ConstraintSpec attribute) linear_fee_bps (finance_opt.schemas.TradingCostSpec attribute) (finance_opt.TradingCostSpec attribute) liquidity_limits (finance_opt.OptimizationProblem attribute) (finance_opt.schemas.OptimizationProblem attribute) long_only (finance_opt.ConstraintSpec attribute) (finance_opt.schemas.ConstraintSpec attribute) lot_sizes (finance_opt.OptimizationProblem attribute) (finance_opt.schemas.OptimizationProblem attribute) M max_iterations (finance_opt.OptimizerConfig attribute) (finance_opt.schemas.OptimizerConfig attribute) max_turnover (finance_opt.ConstraintSpec attribute) (finance_opt.schemas.ConstraintSpec attribute) max_weight (finance_opt.ConstraintSpec attribute) (finance_opt.schemas.ConstraintSpec attribute) min_weight (finance_opt.ConstraintSpec attribute) (finance_opt.schemas.ConstraintSpec attribute) model_config (finance_opt.ConstraintSpec attribute) (finance_opt.ObjectiveSpec attribute) (finance_opt.OptimizationProblem attribute) (finance_opt.OptimizationResult attribute) (finance_opt.OptimizerConfig attribute) (finance_opt.schemas.ConstraintSpec attribute) (finance_opt.schemas.ObjectiveSpec attribute) (finance_opt.schemas.OptimizationProblem attribute) (finance_opt.schemas.OptimizationResult attribute) (finance_opt.schemas.OptimizerConfig attribute) (finance_opt.schemas.TradingCostSpec attribute) (finance_opt.TradingCostSpec attribute) module finance_opt finance_opt.optimization finance_opt.schemas test_all N name (finance_opt.ObjectiveSpec attribute) (finance_opt.schemas.ObjectiveSpec attribute) O objective (finance_opt.OptimizationProblem attribute) (finance_opt.schemas.OptimizationProblem attribute) objective_value (finance_opt.OptimizationResult attribute) (finance_opt.schemas.OptimizationResult attribute) ObjectiveSpec (class in finance_opt) (class in finance_opt.schemas) OptimizationProblem (class in finance_opt) (class in finance_opt.schemas) OptimizationResult (class in finance_opt) (class in finance_opt.schemas) optimize_mean_variance() (in module finance_opt) (in module finance_opt.optimization) OptimizerConfig (class in finance_opt) (class in finance_opt.schemas) R risk_aversion (finance_opt.ObjectiveSpec attribute) (finance_opt.schemas.ObjectiveSpec attribute) S sector_bounds (finance_opt.ConstraintSpec attribute) (finance_opt.schemas.ConstraintSpec attribute) sector_labels (finance_opt.OptimizationProblem attribute) (finance_opt.schemas.OptimizationProblem attribute) solver (finance_opt.OptimizerConfig attribute) (finance_opt.schemas.OptimizerConfig attribute) spread_bps (finance_opt.schemas.TradingCostSpec attribute) (finance_opt.TradingCostSpec attribute) T test_all module test_optimize_applies_factor_and_sector_bounds() (in module test_all) test_optimize_cost_model_reduces_turnover_when_penalty_increases() (in module test_all) test_optimize_mean_variance_smoke() (in module test_all) test_optimize_rejects_bad_covariance_shape() (in module test_all) test_optimize_supports_turnover_liquidity_lot_and_leverage_constraints() (in module test_all) test_solver_adapter_modes_return_feasible_weights() (in module test_all) tolerance (finance_opt.OptimizerConfig attribute) (finance_opt.schemas.OptimizerConfig attribute) TradingCostSpec (class in finance_opt) (class in finance_opt.schemas) turnover_penalty (finance_opt.schemas.TradingCostSpec attribute) (finance_opt.TradingCostSpec attribute) W weights (finance_opt.OptimizationResult attribute) (finance_opt.schemas.OptimizationResult attribute)