bayesline.api.equity.AsyncExposureApi.coverage_stats

bayesline.api.equity.AsyncExposureApi.coverage_stats#

abstract async AsyncExposureApi.coverage_stats(universe: str | int | UniverseSettings | AsyncUniverseApi, *, id_type: Literal['bayesid', 'ticker', 'composite_figi', 'cik', 'cusip8', 'cusip9', 'isin', 'sedol6', 'sedol7', 'proxy', 'name'] | None = None, by: Literal['date', 'asset'] = 'date') DataFrame#

Parameters#

universe: str | int | UniverseSettings | AsyncUniverseApi

The universe to use for the exposure calculation.

id_type: IdType, optional

The id type to return asset ids in, e.g. ticker. The given id type must be supported by the linked universe.

by: str, optional

The aggregation, either by date or by asset

Returns#

pl.DataFrame

A dataframe with date as the first column, where the remaining columns names are the styles and substyles (concatenated with a dot). The values are the counts of the underlying data before it was imputed.