bayesline.api.equity.CalendarSettings

bayesline.api.equity.CalendarSettings#

model CalendarSettings#

Calendar settings carrying exchange filters to construct calendars from.

Fields#

Field

Type

Required

Default

Constraints

filters

list[list[str]]

No

[['XNYS']]

min_length=1
Validators#

Validator

Mode

Fields

validate_filters

after

filters
field filters: list[list[str]] [Optional]#

The filters to apply. Each filter is a list of exchange MIC codes. The outer list will be treated as an OR conditions, while the inner lists will be treated as an AND conditions. For example, [[‘A’, ‘B’], [‘C’]] means that the holidays are the days where either A and B are both holidays, or C is a holiday.

Constraints:

  • min_length = 1

Validated by:

validate_filters

validator validate_filters(mode=after)#
Validates:

filters