bayesline.api.equity.AsyncExposureApi

class bayesline.api.equity.AsyncExposureApi

Bases: ABC

Methods

__init__()
coverage_stats(universe, *[, id_type, by])	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
coverage_stats_as_task(universe, *[, ...])
dates(universe, *[, range_only])	Parameters universe: str | int | UniverseSettings | UniverseApi The universe to use for the exposure calculation. range_only: bool, optional If True, returns the first and last date only.
get(universe, *[, start, end, id_type, ...])	Parameters universe: str | int | UniverseSettings | AsyncUniverseApi The universe to use for the exposure calculation. start: DateLike, optional The start date of the universe to return, inclusive. end: DateLike, optional The end date of the data to return, inclusive. 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. filter_tradedays: bool, default=False If True, only returns data for tradedays.
get_as_task(universe, *[, start, end, ...])

Attributes

settings

Returns The settings used to create these exposures.

abstract property settings: ExposureSettings

Returns

The settings used to create these exposures.

abstract async dates(universe: str | int | UniverseSettings | AsyncUniverseApi, *, range_only: bool = False) → list[date]

Parameters

universe: str | int | UniverseSettings | UniverseApi

The universe to use for the exposure calculation.

range_only: bool, optional

If True, returns the first and last date only.

Returns

list of all covered dates.

abstract async 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.

abstract async coverage_stats_as_task(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') → AsyncTask[DataFrame]

abstract async get(universe: str | int | UniverseSettings | AsyncUniverseApi, *, start: str | date | datetime | None = None, end: str | date | datetime | None = None, id_type: Literal['bayesid', 'ticker', 'composite_figi', 'cik', 'cusip8', 'cusip9', 'isin', 'sedol6', 'sedol7', 'proxy', 'name'] | None = None, filter_tradedays: bool = False) → DataFrame

Parameters

universe: str | int | UniverseSettings | AsyncUniverseApi

The universe to use for the exposure calculation.

start: DateLike, optional

The start date of the universe to return, inclusive.

end: DateLike, optional

The end date of the data to return, inclusive.

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.

filter_tradedays: bool, default=False

If True, only returns data for tradedays.

Raises

ValueError

If the given id type is not supported or date range is invalid.

Returns

pl.DataFrame

The data for the given date range with a where the date is the first column and the asset id is the second column. The remaining columns are the individual styles.

abstract async get_as_task(universe: str | int | UniverseSettings | AsyncUniverseApi, *, start: str | date | datetime | None = None, end: str | date | datetime | None = None, id_type: Literal['bayesid', 'ticker', 'composite_figi', 'cik', 'cusip8', 'cusip9', 'isin', 'sedol6', 'sedol7', 'proxy', 'name'] | None = None, filter_tradedays: bool = False) → AsyncTask[DataFrame]