bayesline.api.equity.AsyncExposureApi#
- class bayesline.api.equity.AsyncExposureApi#
Abstract base class for exposure API operations.
- __init__()#
Methods
__init__()coverage_stats(universe, *[, id_type, by])Get coverage statistics for the exposure data.
coverage_stats_as_task(universe, *[, ...])Get coverage statistics as a task.
dates(universe, *[, range_only])Get the dates covered by the exposure data.
get(universe, *, standardize_universe[, ...])Get exposure data for the specified universe and date range.
get_as_task(universe, *, standardize_universe)Get exposure data as a task.
Attributes
Get the settings used to create these exposures.
- abstract property settings: ExposureSettings#
Get the settings used to create these exposures.
Returns#
- ExposureSettings
The settings used to create these exposures.
- abstract async dates(universe: str | int | UniverseSettings | AsyncUniverseApi, *, range_only: bool = False) list[date]#
Get the dates covered by the exposure data.
Parameters#
- universestr | int | UniverseSettings | AsyncUniverseApi
The universe to use for the exposure calculation.
- range_onlybool, default=False
If True, returns the first and last date only.
Returns#
- list[dt.date]
List of all covered dates.
- abstract async coverage_stats(universe: str | int | UniverseSettings | AsyncUniverseApi, *, id_type: Literal['bayesid', 'bayesid_core', 'ticker', 'composite_figi', 'cik', 'cusip8', 'cusip9', 'isin', 'sedol6', 'sedol7', 'proxy', 'name'] | None = None, by: Literal['date', 'asset'] = 'date') DataFrame#
Get coverage statistics for the exposure data.
Parameters#
- universestr | int | UniverseSettings | AsyncUniverseApi
The universe to use for the exposure calculation.
- id_typeIdType | None, default=None
The id type to return asset ids in, e.g. ticker. The given id type must be supported by the linked universe.
- byLiteral[“date”, “asset”], default=”date”
The aggregation, either by date or by asset.
Returns#
- pl.DataFrame
A dataframe with date as the first column, where the remaining columns names are the styles and substyles (concatenated with a dot). The values are the counts of the underlying data before it was imputed.
- abstract async coverage_stats_as_task(universe: str | int | UniverseSettings | AsyncUniverseApi, *, id_type: Literal['bayesid', 'bayesid_core', 'ticker', 'composite_figi', 'cik', 'cusip8', 'cusip9', 'isin', 'sedol6', 'sedol7', 'proxy', 'name'] | None = None, by: Literal['date', 'asset'] = 'date') AsyncTask[DataFrame]#
Get coverage statistics as a task.
Parameters#
- universestr | int | UniverseSettings | AsyncUniverseApi
The universe to use for the exposure calculation.
- id_typeIdType | None, default=None
The id type to return asset ids in, e.g. ticker. The given id type must be supported by the linked universe.
- byLiteral[“date”, “asset”], default=”date”
The aggregation, either by date or by asset.
Returns#
- AsyncTask[pl.DataFrame]
A task that returns coverage statistics.
- abstract async get(universe: str | int | UniverseSettings | AsyncUniverseApi, *, standardize_universe: str | int | UniverseSettings | AsyncUniverseApi | None, start: str | date | datetime | None = None, end: str | date | datetime | None = None, id_type: Literal['bayesid', 'bayesid_core', 'ticker', 'composite_figi', 'cik', 'cusip8', 'cusip9', 'isin', 'sedol6', 'sedol7', 'proxy', 'name'] | None = None, filter_tradedays: bool = False) DataFrame#
Get exposure data for the specified universe and date range.
Parameters#
- universestr | int | UniverseSettings | AsyncUniverseApi
The universe to use for the exposure calculation.
- standardize_universestr | int | UniverseSettings | AsyncUniverseApi | None
The universe to use for the standardization of the exposure data. If None, the standardization is uses the entire universe.
- startDateLike | None, default=None
The start date of the universe to return, inclusive.
- endDateLike | None, default=None
The end date of the data to return, inclusive.
- id_typeIdType | None, default=None
The id type to return asset ids in, e.g. ticker. The given id type must be supported by the linked universe.
- filter_tradedaysbool, default=False
If True, only returns data for tradedays.
Raises#
- ValueError
If the given id type is not supported or date range is invalid.
Returns#
- pl.DataFrame
The data for the given date range with a where the date is the first column and the asset id is the second column. The remaining columns are the individual styles.
- abstract async get_as_task(universe: str | int | UniverseSettings | AsyncUniverseApi, *, standardize_universe: str | int | UniverseSettings | AsyncUniverseApi | None, start: str | date | datetime | None = None, end: str | date | datetime | None = None, id_type: Literal['bayesid', 'bayesid_core', 'ticker', 'composite_figi', 'cik', 'cusip8', 'cusip9', 'isin', 'sedol6', 'sedol7', 'proxy', 'name'] | None = None, filter_tradedays: bool = False) AsyncTask[DataFrame]#
Get exposure data as a task.
Parameters#
- universestr | int | UniverseSettings | AsyncUniverseApi
The universe to use for the exposure calculation.
- standardize_universestr | int | UniverseSettings | AsyncUniverseApi | None
The universe to use for the standardization of the exposure data. If None, the standardization is uses the entire universe.
- startDateLike | None, default=None
The start date of the universe to return, inclusive.
- endDateLike | None, default=None
The end date of the data to return, inclusive.
- id_typeIdType | None, default=None
The id type to return asset ids in, e.g. ticker. The given id type must be supported by the linked universe.
- filter_tradedaysbool, default=False
If True, only returns data for tradedays.
Returns#
- AsyncTask[pl.DataFrame]
A task that returns exposure data.