bayesline.api.equity.WeightsReportSettings

bayesline.api.equity.WeightsReportSettings#

model WeightsReportSettings#

Settings for a weights report.

Fields#

Field

Type

Required

Default

report_type

Literal[‘weights’]

No

'weights'

universe_settings

UniverseSettings

Yes

weights

Literal[‘SqrtCap’, ‘InvIdioVar’, ‘Cap’]

No

'InvIdioVar'

Validators#

Validator

Mode

Fields

check_valid_weights

after

weights

field report_type: Literal['weights'] [Optional]#

Report type discriminator

field universe_settings: UniverseSettings [Required]#
field weights: Literal['SqrtCap', 'InvIdioVar', 'Cap'] [Optional]#

The weighting scheme to use for the weights report.

Validated by:

check_valid_weights

validator check_valid_weights(mode=after)#
Validates:

weights