bayesline.api.equity.HierarchyLevel

model HierarchyLevel

The hierarchy decscription for a level in the hierarchy.

E.g. for industries specifying level 1 would create top level sector factors.

Fields

Field	Type	Required	Default	Constraints
hierarchy_type	Literal[‘level’]	No	'level'
level	int	No	1	ge=1
name	str	Yes		min_length=1

Validators

Validator	Mode	Fields
check_valid_level	after	level

field hierarchy_type: Literal['level'] [Optional]

field level: int [Optional]

The level of the hierarchy to use, e.g. 1 to use all level 1 names (i.e. sectors for industries or continents for regions) or 2 to use all level 2 names (i.e. sub-sectors for industries and countries for regions).

Constraints:

• ge = 1

Validated by:

check_valid_level

field name: str [Required]

The name of the hierarchy to use, e.g. ‘trbc’ or ‘continent’. If it is not given then the default hierarchy will be used.

Constraints:

• min_length = 1

validator check_valid_level(mode=after)

Validates:

level