bayesline.api.equity.ExposureReportAccessorImpl

class bayesline.api.equity.ExposureReportAccessorImpl(accessor: ReportAccessorApi)

__init__(accessor: ReportAccessorApi)

Methods

__init__(accessor)
get([start_date, end_date])	Get the exposures for the report.
get_dates()	Get the dates for the report.
with_scenario(scenario_settings)	Return a new accessor with the given scenario settings applied.

Attributes

accessor	The underlying report accessor API.
scenario_types

__init__(accessor: ReportAccessorApi)

property accessor: ReportAccessorApi

The underlying report accessor API.

Returns

ReportAccessorApi

The underlying report accessor API.

get_dates() → list[date]

Get the dates for the report.

Returns

list[dt.date]

The dates for the report.

get(start_date: str | date | datetime | None = None, end_date: str | date | datetime | None = None) → DataFrame

Get the exposures for the report.

Parameters

start_date: DateLike | None, default=None

The start date of the report, inclusive.

end_date: DateLike | None, default=None

The end date of the report, inclusive.

Returns

pl.DataFrame

The exposures for the report, with a date column and all factors as columns. The factor column names are of the form factor_group^factor.