post https://api-lib.bambu.life/api/portfolioBuilder/v2/efficientFrontier/constraints/logicalThresholdUpperBound
This API is used in conjunction with the efficientFrontier/constraints and efficientPortfolios/constraints APIs with “constraintType“:“logicalThreshold“. This API calculates the maximum value acceptable for “logicalThreshold“ (minimum weight on each fund in the portfolio) in the APIs.
Request Body
| Name | Datatype | Description | Mandatory | Sample value | List of possible values | No. of decimals | Notes |
|---|---|---|---|---|---|---|---|
| priceRecords | Array of dictionaries | Record of daily funds' prices | Y | ||||
| divAdjClose | Float | Daily dividend adjusted prices of funds | Y | 37.06 | 2 | ||
| symbol | String | Symbols of funds | Y | “QQQ” | NA | ||
| date | String | Date of price data | Y | "2008-08-22" | NA | ||
| productDictionary | Array of dictionaries | Contains additional constraints on weights of funds and information to be overridden. | Y when either “override“, “useRiskBuckets“, “useClassifications“ is true | ||||
| Classification | String | Classification of the fund in core-satellite investing. | Y when “useClassifications“: true | "UC" | “UC“, “C“, “S1“, “S2“ | NA | Higher weights are allocated to “UC“ (ultra-core) funds, followed by “C“ (core), “S1“ (satellite 1) and “S2“ (satellite 2) funds. |
| riskBucket | String | Classification of the fund’s riskiness. | Y when “useRiskBuckets“: true | "Safe" | “Safe“, “Risky“ | NA | Weights of “Risky“ funds are ensured to be lower than weights of “Safe“ funds |
| expectedReturn | Float | Expected returns of the fund to be used instead of calculating based on “priceRecords” | Y when “override“: true | 0.01 | >=0, <=1 | not limited | |
| expectedStdDev | Float | Expected variances of the fund to be used instead of calculating based on “priceRecords” | Y when “override“: true | 0.01 | >=0, <=1 | not limited | |
| override | Boolean | To use expectedReturn and expectedStdDev of funds in “productDictionary“ rather than calculate from “priceRecords” | Y | false | true, false | NA | |
| useRiskBuckets | Boolean | To add constraints on weights of funds based on funds' riskiness | Y | false | true, false | NA | |
| useClassification | Boolean | To add constraints on weights of funds based their classifications in core-satellite investing | Y | false | true, false | NA |
Response Body
| Name | Datatype | Description | Sample value | No. of decimals | Notes |
|---|---|---|---|---|---|
| runningTime | Float | Total API running time | 0.1377 | 4 | in seconds |
| upperBound | Float | Upper bound for logical threshold’s minimum weight constraint | 0.1589 | 4 |