bayesline.api.equity.AsyncExposureReportAccessor#
- class bayesline.api.equity.AsyncExposureReportAccessor(accessor: AsyncReportAccessorApi)#
Specific accessor for a exposure report.
- abstract __init__(accessor: AsyncReportAccessorApi)#
Methods
__init__(accessor)get([start_date, end_date])Get the exposures for the report.
Get the dates for the report.
with_scenario(scenario_settings)Return a new accessor with the given scenario settings applied.
Attributes
accessorThe underlying report accessor API.
scenario_types- abstract async get_dates() list[date]#
Get the dates for the report.
Returns#
- list[dt.date]
The dates for the report.
- abstract async get(start_date: str | date | datetime | None = None, end_date: str | date | datetime | None = None) DataFrame#
Get the exposures for the report.
Parameters#
- start_dateDateLike | None, default=None
The start date of the report, inclusive.
- end_dateDateLike | None, default=None
The end date of the report, inclusive.
Returns#
- pl.DataFrame
The exposures for the report, with a date column and all factors as columns. The factor column names are of the form factor_group^factor.