bayesline.api.equity.PortfolioApi

class bayesline.api.equity.PortfolioApi

Abstract base class for portfolio APIs.

This class defines the interface for portfolio APIs that provide access to portfolio data and metadata.

__init__()

Methods

__init__()
get_coverage([names, by, metric, stats])	Get coverage information for portfolios.
get_coverage_as_task([names, by, metric, stats])
get_dates([names, ffill, collapse])	Get the available dates for portfolios.
get_id_types()	Get the available ID types for each portfolio.
get_portfolio(names[, start_date, end_date, ...])	Get portfolios for the given names between given start and end dates.
get_portfolio_as_task(names[, start_date, ...])
get_portfolio_groups()	Get the portfolio groups.
get_portfolio_names()	Get the list of portfolio names.

Attributes

name	Get the name of the portfolio.

abstract property name: str

Get the name of the portfolio.

Returns

str

The name of the portfolio.

abstract get_id_types() → dict[str, list[Literal['bayesid', 'bayesid_core', 'ticker', 'composite_figi', 'cik', 'cusip8', 'cusip9', 'isin', 'sedol6', 'sedol7', 'proxy', 'name']]]

Get the available ID types for each portfolio.

Returns

dict[str, list[IdType]]

The available ID types that at least a portion of assets can be mapped to for each portfolio.

abstract get_coverage(names: str | list[str] | None = None, *, by: Literal['date', 'asset'] = 'date', metric: Literal['count', 'holding'] = 'count', stats: list[str] | None = None) → DataFrame

Get coverage information for portfolios.

Parameters

namesstr | list[str] | None, default=None

The names of the portfolios. If not given all portfolios will be calculated.

byLiteral[“date”, “asset”], default=”date”

The coverage aggregation, either by date or by asset.

metricLiteral[“count”, “holding”], default=”count”

The metric to calculate, either count of observations or sum of holding values.

statslist[str] | None, default=None

List of ‘min’, ‘max’, ‘mean’, collapses by into these stats.

Returns

pl.DataFrame

The dated coverage count for each id type. portfolio_group and portfolio are the first two columns. If stats given, collapses the by index to the given aggregations.

abstract get_coverage_as_task(names: str | list[str] | None = None, *, by: Literal['date', 'asset'] = 'date', metric: Literal['count', 'holding'] = 'count', stats: list[str] | None = None) → Task[DataFrame]

abstract get_portfolio_names() → list[str]

Get the list of portfolio names.

Returns

list[str]

The list of portfolio names.

abstract get_portfolio_groups() → dict[str, list[str]]

Get the portfolio groups.

Returns

dict[str, list[str]]

A dictionary mapping group names to lists of portfolio names.

abstract get_dates(names: list[str] | str | None = None, *, ffill: bool = False, collapse: bool = False) → dict[str, list[date]]

Get the available dates for portfolios.

Parameters

nameslist[str] | str | None, default=None

The portfolio names to get dates for.

ffillbool, default=False

Whether to forward fill the dates.

collapsebool, default=False

Whether to collapse the results.

Returns

dict[str, list[dt.date]]

A dictionary mapping portfolio names to lists of available dates.

abstract get_portfolio(names: list[str] | str, start_date: str | date | datetime | None = None, end_date: str | date | datetime | None = None, id_type: Literal['bayesid', 'bayesid_core', 'ticker', 'composite_figi', 'cik', 'cusip8', 'cusip9', 'isin', 'sedol6', 'sedol7', 'proxy', 'name'] | None = None, *, unpack: bool = False, ffill: bool = False, currency: str | None = None) → DataFrame

Get portfolios for the given names between given start and end dates.

Parameters

nameslist[str] | str

The list of portfolio names.

start_dateDateLike | None, default=None

The start date of the data to return, inclusive.

end_dateDateLike | None, default=None

The end date of the data to return, inclusive.

id_typeIdType | None, default=None

ID type to return the portfolio holdings in.

unpackbool, default=False

Whether to unpack the portfolio holdings. If True, the portfolio holdings with asset_id_type “portfolio_id” will be unpacked into the asset_id and asset_id_type columns.

ffillbool, default=False

Whether to forward fill the portfolio holdings in between holdings dates.

currencystr | None, default=None

The currency to return the portfolio holdings in. If None, the portfolio holdings will be returned in the listing currency of the underlying assets, and in USD for portfolio holdings.

Returns

pl.DataFrame

A dataframe with columns portfolio_group, portfolio, date, input_asset_id, input_asset_id_type, asset_id, asset_id_type and value.

If no id_type is given then the input ID space will be used unmapped. In this case the columns asset_id, asset_id_type will not be returned.

abstract get_portfolio_as_task(names: list[str] | str, start_date: str | date | datetime | None = None, end_date: str | date | datetime | None = None, id_type: Literal['bayesid', 'bayesid_core', 'ticker', 'composite_figi', 'cik', 'cusip8', 'cusip9', 'isin', 'sedol6', 'sedol7', 'proxy', 'name'] | None = None, *, unpack: bool = False, ffill: bool = False, currency: str | None = None) → Task[DataFrame]