bayesline.api.equity.UniverseSettings#

model UniverseSettings#

Define an asset universe as a set of regional, industry and market cap filters.

Fields#
Field	Type	Required	Default
`calendar`	`CalendarSettings`	No	factory
`categorical_filters`	`list`[`CategoricalFilterSettings`]	No	factory
`id_type`	`str`	No	`'bayesid'`
`mcap_filter`	`MCapFilterSettings`	No	factory
`portfolio_filter`	`str` \| `int` \| `PortfolioOrganizerSettings` \| `None`	No	`None`

Validators#
Validator	Mode	Fields
`check_unique_filters`	after	`categorical_filters`
`validate_calendar`	after	`calendar`
`validate_categorical_filters`	after	`categorical_filters`
`validate_id_type`	after	`id_type`

field calendar: CalendarSettings [Optional]#

The calendar settings to use for the universe.

field categorical_filters: list[CategoricalFilterSettings] [Optional]#

Filters that determine which categorical codes to include and exclude in the universe.

field id_type: str [Optional]#

The default id type to use for the universe.

field mcap_filter: MCapFilterSettings [Optional]#: Filters that determine which market caps to include and exclude in the universe.

field portfolio_filter: str | int | PortfolioOrganizerSettings | None [Optional]#: The portfolio organizer settings to use as an underlying schema of portfolios. Universe will be filtered across the superset of all portfolios.

validator check_unique_filters(mode=after)#

validator validate_calendar(mode=after)#

validator validate_categorical_filters(mode=after)#

validator validate_id_type(mode=after)#