bayesline.api.equity.FactorMovingAverageMeasureSettings

pydantic model bayesline.api.equity.FactorMovingAverageMeasureSettings

Settings for factor moving average measure.

This class defines settings for a factor moving average measure, which provides moving average calculations for factor data.

Show JSON schema

{
   "title": "FactorMovingAverageMeasureSettings",
   "description": "Settings for factor moving average measure.\n\nThis class defines settings for a factor moving average measure,\nwhich provides moving average calculations for factor data.",
   "type": "object",
   "properties": {
      "type": {
         "const": "FactorMovingAverage",
         "default": "FactorMovingAverage",
         "title": "Type",
         "type": "string"
      },
      "window": {
         "default": "6mo",
         "description": "The size of the rolling window",
         "title": "Window",
         "type": "string"
      },
      "var": {
         "default": "p",
         "description": "The variable to average",
         "enum": [
            "abs_t",
            "p",
            "p1",
            "p5"
         ],
         "title": "Var",
         "type": "string"
      }
   },
   "additionalProperties": false
}

Config:

• frozen: bool = True

• extra: str = forbid

Fields:

• type (Literal['FactorMovingAverage'])

• var (Literal['abs_t', 'p', 'p1', 'p5'])

• window (str)

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

field window: str = '6mo'

The size of the rolling window

field var: Literal['abs_t', 'p', 'p1', 'p5'] = 'p'

The variable to average

property columns: list[str]

Get the column names for this measure.

Returns

list[str]

The column names for this measure.