bayesline.api.equity.ExposureMeasureSettings

pydantic model bayesline.api.equity.ExposureMeasureSettings

Settings for exposure measure.

This class defines settings for an exposure measure, which provides portfolio, benchmark, and active exposure data.

Show JSON schema

{
   "title": "ExposureMeasureSettings",
   "description": "Settings for exposure measure.\n\nThis class defines settings for an exposure measure,\nwhich provides portfolio, benchmark, and active exposure data.",
   "type": "object",
   "properties": {
      "type": {
         "const": "Exposure",
         "default": "Exposure",
         "title": "Type",
         "type": "string"
      },
      "rescale_bench": {
         "default": true,
         "description": "Rescale the benchmark holdings to sum to the sum of the holdings.",
         "title": "Rescale Bench",
         "type": "boolean"
      },
      "normalize_holdings": {
         "default": true,
         "description": "Make holdings sum to one.",
         "title": "Normalize Holdings",
         "type": "boolean"
      }
   },
   "additionalProperties": false
}

Config:

• frozen: bool = True

• extra: str = forbid

Fields:

• normalize_holdings (bool)

• rescale_bench (bool)

• type (Literal['Exposure'])

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

field rescale_bench: bool = True

Rescale the benchmark holdings to sum to the sum of the holdings.

field normalize_holdings: bool = True

Make holdings sum to one.

property columns: list[str]

Get the column names for this measure.

Returns

list[str]

The column names for this measure.