builder_set_allocationSet the basket allocation policy: cross-instrument weighting, rebalance schedule, and capital model.
Area
Strategy Builder
Group
Config & allocation
Access
Write
Risk
May change server state
Details
Full description
Details
Set cross-instrument basket allocation using one collection policy.
Equal weight and manual weights use no rebalance. Manual construction supplies weights keyed by every basket symbol, summing to 1, and requires partitioned capital. Rank based holds top_n instruments by construction.score_ref, with optional exit_top_n hysteresis. Signal proportional weights every instrument by construction.score_ref. Both rotations require a calendar rebalance and a raw indicator score, such as {'kind': 'indicator', 'indicator': 'roc', 'period': 20}.
A basket needs two or more instruments. Rotation owns position lifecycle and cannot coexist with standing entry/exit rules. Within-instrument sizing remains builder_set_strategy_config(patch={'sizing': ...}). Returns the persisted allocation and its description.
Capabilities
Bounded options and operating modes surfaced above the full JSON schema.
Required Inputs
allocationBasketAllocationAuthoringCanonical basket construction, rebalance, capital, constraints and collection risk.strategy_idstringStrategy ID