bayesline.api.equity.AsyncFactorModelApi.estimation_universe

abstract async AsyncFactorModelApi.estimation_universe(*, 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, stage: int = 1) → DataFrame

Obtains the risk model estimation universe for this risk model.

Parameters

start: DateLike, optional

The start date of the data 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.

stage: int, default=1,

The stage of the factor model to return universe for, of the potentially multi-stage regression. Default to 1 (the first stage).

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 where the first column is the date and the remaining columns are the asset ids. The values are the estimation universe inclusion.