bayesline.api.equity.ExposureSettingsMenu

bayesline.api.equity.ExposureSettingsMenu#

model ExposureSettingsMenu#

Contains the available settings that can be used to define exposures.

field continuous_hierarchies: Mapping[str, Hierarchy] [Required]#

A dictionary where the key is the name of the continuous hierarchy (e.g. ‘style’) and the value is a N-level nested dictionary structure of the continuous hierarchy codes.

Validated by:

check_all_codes_have_labels check_no_empty_branches check_unique_hierarchy

field continuous_hierarchies_labels: Mapping[str, Mapping[str, str]] [Required]#

A dictionary where the key is the name of the continuous hierarchy and the value is a mapping from unique continuous code to a human readable name.

Validated by:

check_all_codes_have_labels

field universe_settings_menu: UniverseSettingsMenu [Required]#

The universe settings menu to use to define the exposures.

Validated by:

check_all_codes_have_labels

validator check_all_codes_have_labels(mode=after)#
Validates:

entire model

validator check_no_empty_branches(mode=after)#
Validates:

continuous_hierarchies

validator check_unique_hierarchy(mode=after)#
Validates:

continuous_hierarchies