bayesline.api.equity.AsyncMcapExposureReportApi#

class bayesline.api.equity.AsyncMcapExposureReportApi#

API for a market-cap-weighted exposure report.

__init__()#

Methods

__init__()

calculate(start_date, end_date, **kwargs)

Calculate the market-cap-weighted exposure report.

calculate_as_task(start_date, end_date, **kwargs)

Calculate the market-cap-weighted exposure report as a task.

get_maybe_cached(start_date, end_date, **kwargs)

Get the cached mcap exposure 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) AsyncMcapExposureReportAccessor | None#

Get the cached mcap exposure 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#

AsyncMcapExposureReportAccessor | None

The cached 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) AsyncMcapExposureReportAccessor#

Calculate the market-cap-weighted exposure 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#

AsyncMcapExposureReportAccessor

The report accessor.

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

Calculate the market-cap-weighted exposure 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[McapExposureReportAccessor]

The task for the report accessor.