bayesline.api.equity.CalendarSettings

pydantic model bayesline.api.equity.CalendarSettings

Defines the settings for the calendar.

Show JSON schema

{
   "title": "CalendarSettings",
   "description": "Defines the settings for the calendar.",
   "type": "object",
   "properties": {
      "dataset": {
         "anyOf": [
            {
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "description": "The name of the underlying dataset to use. If none is given then the configured default dataset is used.",
         "examples": [
            "Bayesline-US"
         ],
         "title": "Dataset"
      },
      "filters": {
         "default": [
            [
               "XNYS"
            ]
         ],
         "description": "The filters to apply. Each filter is a list of exchange MIC codes. The outer list will be treated as an OR conditions, while the inner lists will be treated as an AND conditions. For example, `[['A', 'B'], ['C']]` means that the holidays are the days where either A and B are both holidays, or C is a holiday.",
         "examples": [
            [
               [
                  "XNYS"
               ]
            ],
            [
               [
                  "XNYS",
                  "XNAS"
               ]
            ],
            [
               [
                  "XNYS"
               ],
               [
                  "XNAS"
               ]
            ]
         ],
         "items": {
            "items": {
               "type": "string"
            },
            "type": "array"
         },
         "minItems": 1,
         "title": "Filters",
         "type": "array"
      }
   },
   "additionalProperties": false
}

Config:

• frozen: bool = True

• extra: str = forbid

Fields:

• dataset (str | None)

• filters (list[list[str]])

field dataset: str | None = None

The name of the underlying dataset to use. If none is given then the configured default dataset is used.

field filters: list[list[str]] = [['XNYS']]

The filters to apply. Each filter is a list of exchange MIC codes. The outer list will be treated as an OR conditions, while the inner lists will be treated as an AND conditions. For example, [[‘A’, ‘B’], [‘C’]] means that the holidays are the days where either A and B are both holidays, or C is a holiday.

Constraints:

• min_length = 1

classmethod default() → CalendarSettings

Creates default calendar settings with just the XNYS exchange as a filter.