bayesline.api.equity.AsyncMcapExposureReportAccessorImpl#
- class bayesline.api.equity.AsyncMcapExposureReportAccessorImpl(accessor: AsyncReportAccessorApi)#
- __init__(accessor: AsyncReportAccessorApi)#
Methods
__init__(accessor)Get the time-series of market-cap-weighted exposures for the factors.
with_scenario(scenario_settings)Return a new accessor with the given scenario settings applied.
Attributes
The underlying report accessor API.
scenario_types- __init__(accessor: AsyncReportAccessorApi)#
- property accessor: AsyncReportAccessorApi#
The underlying report accessor API.
Returns#
- AsyncReportAccessorApi
The underlying report accessor API.
- async get_mcap_weighted_exposures() DataFrame#
Get the time-series of market-cap-weighted exposures for the factors.
For each date and factor, this computes the sum of exposure_i * mcap_i across all assets in the estimation universe.
Returns#
- pl.DataFrame
A dataframe with a date column and columns for each factor with their respective market-cap-weighted exposures, in factor_group^factor format.