bayesline.api.equity.CategoricalFilterSettings

model CategoricalFilterSettings

Specify include and exclude filters for categorical codes.

Examples of categorical codes are industries or countries. Assets are included if they are part of at least one include and not part of any exclude.

By default all codes for the given hierarchy are included.

Fields

Field	Type	Required	Default	Constraints
exclude	list[str]	No	factory
hierarchy	str	Yes		min_length=1
include	list[str] | Literal[‘All’]	No	'All'

Validators

Validator	Mode	Fields
validate_filters	after	model

field exclude: list[str] [Optional]

Valid industry codes or labels for given hierarchy at any level. If labels are used which may be duplicated, then the code with the lowest level is used.

Validated by:

validate_filters

field hierarchy: str [Required]

The categorical hierarchy to use.

Constraints:

• min_length = 1

Validated by:

validate_filters

field include: list[str] | Literal['All'] [Optional]

Valid industry codes or labels for given hierarchy at any level. If labels are used which may be duplicated, then the code with the highest level is used. If ‘All’, all codes are included.

Validated by:

validate_filters

validator validate_filters(mode=after)

Validates:

entire model