bayesline.api.equity.AsyncFactorStatsReportApi#

class bayesline.api.equity.AsyncFactorStatsReportApi#

API for a exposure report.

__init__()#

Methods

__init__()

calculate(start_date, end_date, **kwargs)

Calculate the factor stats report.

calculate_as_task(start_date, end_date, **kwargs)

Calculate the factor stats report as a task.

get_maybe_cached(start_date, end_date, **kwargs)

Get the cached factor stats report accessor API if it is available.

to_mermaid()

Get a Mermaid diagram of the report execution graph.

Attributes

settings

The settings used to create this report.

abstract async get_maybe_cached(start_date: str | date | datetime | None, end_date: str | date | datetime | None, **kwargs: Any) AsyncFactorStatsReportAccessor | None#

Get the cached factor stats report accessor API if it is available.

Parameters#

start_dateDateLike | None

The start date of the report.

end_dateDateLike | None

The end date of the report.

**kwargs: Any

Additional keyword arguments.

Returns#

AsyncFactorStatsReportAccessor | None

The cached factor stats report accessor API, or None if the report is not cached.

abstract async calculate(start_date: str | date | datetime | None, end_date: str | date | datetime | None, **kwargs: Any) AsyncFactorStatsReportAccessor#

Calculate the factor stats report.

Parameters#

start_dateDateLike | None

The start date of the report.

end_dateDateLike | None

The end date of the report.

**kwargs: Any

Additional keyword arguments.

Returns#

AsyncFactorStatsReportAccessor

The exposure report accessor.

abstract async calculate_as_task(start_date: str | date | datetime | None, end_date: str | date | datetime | None, **kwargs: Any) AsyncTask[AsyncFactorStatsReportAccessor]#

Calculate the factor stats report as a task.

Parameters#

start_dateDateLike | None

The start date of the report.

end_dateDateLike | None

The end date of the report.

**kwargs: Any

Additional keyword arguments.

Returns#

AsyncTask[FactorStatsReportAccessor]

The task for the factor stats report accessor.