bayesline.api.equity.ExposureApi

class bayesline.api.equity.ExposureApi

Abstract base class for exposure API operations.

__init__()

Methods

__init__()
coverage_stats(universe, *[, id_type, by])	Get coverage statistics for the exposure data.
coverage_stats_as_task(universe, *[, ...])	Get coverage statistics as a task.
dates(universe, *[, range_only])	Get the dates covered by the exposure data.
get(universe, *, standardize_universe[, ...])	Get exposure data for the specified universe and date range.
get_as_task(universe, *, standardize_universe)	Get exposure data as a task.

Attributes

settings

Get the settings used to create these exposures.

abstract property settings: ExposureSettings

Get the settings used to create these exposures.

Returns

ExposureSettings

The settings used to create these exposures.

abstract dates(universe: str | int | UniverseSettings | UniverseApi, *, range_only: bool = False) → list[date]

Get the dates covered by the exposure data.

Parameters

universestr | int | UniverseSettings | UniverseApi

The universe to use for the exposure calculation.

range_onlybool, default=False

If True, returns the first and last date only.

Returns

list[dt.date]

List of all covered dates.

abstract coverage_stats(universe: str | int | UniverseSettings | UniverseApi, *, id_type: Literal['bayesid', 'bayesid_core', 'ticker', 'composite_figi', 'cik', 'cusip8', 'cusip9', 'isin', 'sedol6', 'sedol7', 'proxy', 'name'] | None = None, by: Literal['date', 'asset'] = 'date') → DataFrame

Get coverage statistics for the exposure data.

Parameters

universestr | int | UniverseSettings | UniverseApi

The universe to use for the exposure calculation.

id_typeIdType | None, default=None

The id type to return asset ids in, e.g. ticker. The given id type must be supported by the linked universe.

byLiteral[“date”, “asset”], default=”date”

The aggregation, either by date or by asset.

Returns

pl.DataFrame

A dataframe with date as the first column, where the remaining columns names are the styles and substyles (concatenated with a dot). The values are the counts of the underlying data before it was imputed.

abstract coverage_stats_as_task(universe: str | int | UniverseSettings | UniverseApi, *, id_type: Literal['bayesid', 'bayesid_core', 'ticker', 'composite_figi', 'cik', 'cusip8', 'cusip9', 'isin', 'sedol6', 'sedol7', 'proxy', 'name'] | None = None, by: Literal['date', 'asset'] = 'date') → Task[DataFrame]

Get coverage statistics as a task.

Parameters

universestr | int | UniverseSettings | UniverseApi

The universe to use for the exposure calculation.

id_typeIdType | None, default=None

The id type to return asset ids in, e.g. ticker. The given id type must be supported by the linked universe.

byLiteral[“date”, “asset”], default=”date”

The aggregation, either by date or by asset.

Returns

Task[pl.DataFrame]

A task that returns coverage statistics.

abstract get(universe: str | int | UniverseSettings | UniverseApi, *, standardize_universe: str | int | UniverseSettings | UniverseApi | None, start: str | date | datetime | None = None, end: str | date | datetime | None = None, id_type: Literal['bayesid', 'bayesid_core', 'ticker', 'composite_figi', 'cik', 'cusip8', 'cusip9', 'isin', 'sedol6', 'sedol7', 'proxy', 'name'] | None = None, filter_tradedays: bool = False) → DataFrame

Get exposure data for the specified universe and date range.

Parameters

universestr | int | UniverseSettings | UniverseApi

The universe to use for the exposure calculation.

standardize_universestr | int | UniverseSettings | UniverseApi | None

The universe to use for the standardization of the exposure data. If None, the standardization is uses the entire universe.

startDateLike | None, default=None

The start date of the universe to return, inclusive.

endDateLike | None, default=None

The end date of the data to return, inclusive.

id_typeIdType | None, default=None

The id type to return asset ids in, e.g. ticker. The given id type must be supported by the linked universe.

filter_tradedaysbool, default=False

If True, only returns data for tradedays.

Raises

ValueError

If the given id type is not supported or date range is invalid.

Returns

pl.DataFrame

The data for the given date range with a where the date is the first column and the asset id is the second column. The remaining columns are the individual styles.

abstract get_as_task(universe: str | int | UniverseSettings | UniverseApi, *, standardize_universe: str | int | UniverseSettings | UniverseApi | None, start: str | date | datetime | None = None, end: str | date | datetime | None = None, id_type: Literal['bayesid', 'bayesid_core', 'ticker', 'composite_figi', 'cik', 'cusip8', 'cusip9', 'isin', 'sedol6', 'sedol7', 'proxy', 'name'] | None = None, filter_tradedays: bool = False) → Task[DataFrame]

Get exposure data as a task.

Parameters

universestr | int | UniverseSettings | UniverseApi

The universe to use for the exposure calculation.

standardize_universestr | int | UniverseSettings | UniverseApi | None

The universe to use for the standardization of the exposure data. If None, the standardization is uses the entire universe.

startDateLike | None, default=None

The start date of the universe to return, inclusive.

endDateLike | None, default=None

The end date of the data to return, inclusive.

id_typeIdType | None, default=None

The id type to return asset ids in, e.g. ticker. The given id type must be supported by the linked universe.

filter_tradedaysbool, default=False

If True, only returns data for tradedays.

Returns

Task[pl.DataFrame]

A task that returns exposure data.