bayesline.api.equity.DrawdownMeasureSettings

pydantic model bayesline.api.equity.DrawdownMeasureSettings

Settings for drawdown measure.

This class defines settings for a drawdown measure, which provides drawdown calculations for portfolio analysis.

Show JSON schema

{
   "title": "DrawdownMeasureSettings",
   "description": "Settings for drawdown measure.\n\nThis class defines settings for a drawdown measure,\nwhich provides drawdown calculations for portfolio analysis.",
   "type": "object",
   "properties": {
      "type": {
         "const": "Drawdown",
         "default": "Drawdown",
         "title": "Type",
         "type": "string"
      },
      "window": {
         "default": "6mo",
         "description": "The size of the rolling window",
         "title": "Window",
         "type": "string"
      }
   },
   "additionalProperties": false
}

Config:

• frozen: bool = True

• extra: str = forbid

Fields:

• type (Literal['Drawdown'])

• window (str)

field type: Literal['Drawdown'] = 'Drawdown'

field window: str = '6mo'

The size of the rolling window