bayesline.api.equity.FactorRiskModelMetadata

pydantic model bayesline.api.equity.FactorRiskModelMetadata

Metadata for a factor risk model.

Contains information about the model’s configuration, status, and update history.

Show JSON schema

{
   "title": "FactorRiskModelMetadata",
   "description": "Metadata for a factor risk model.\n\nContains information about the model's configuration, status, and update history.",
   "type": "object",
   "properties": {
      "name": {
         "anyOf": [
            {
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "title": "Name"
      },
      "id": {
         "anyOf": [
            {
               "type": "integer"
            },
            {
               "type": "null"
            }
         ],
         "title": "Id"
      },
      "status": {
         "enum": [
            "valid",
            "invalid",
            "not_permissioned"
         ],
         "title": "Status",
         "type": "string"
      },
      "message": {
         "title": "Message",
         "type": "string"
      },
      "model_settings_created_on": {
         "anyOf": [
            {
               "format": "date-time",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "title": "Model Settings Created On"
      },
      "model_settings_last_updated_on": {
         "anyOf": [
            {
               "format": "date-time",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "title": "Model Settings Last Updated On"
      },
      "risk_dataset": {
         "anyOf": [
            {
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "title": "Risk Dataset"
      },
      "risk_dataset_data_date": {
         "anyOf": [
            {
               "format": "date",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "title": "Risk Dataset Data Date"
      },
      "risk_dataset_status": {
         "anyOf": [
            {
               "enum": [
                  "ready",
                  "data_stale",
                  "needs_update",
                  "not_ready",
                  "corrupt"
               ],
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "title": "Risk Dataset Status"
      }
   },
   "required": [
      "name",
      "id",
      "status",
      "message",
      "model_settings_created_on",
      "model_settings_last_updated_on",
      "risk_dataset",
      "risk_dataset_data_date",
      "risk_dataset_status"
   ]
}

Fields:

• id (int | None)

• message (str)

• model_settings_created_on (datetime.datetime | None)

• model_settings_last_updated_on (datetime.datetime | None)

• name (str | None)

• risk_dataset (str | None)

• risk_dataset_data_date (datetime.date | None)

• risk_dataset_status (Literal['ready', 'data_stale', 'needs_update', 'not_ready', 'corrupt'] | None)

• status (Literal['valid', 'invalid', 'not_permissioned'])

field name: str | None [Required]

field id: int | None [Required]

field status: Literal['valid', 'invalid', 'not_permissioned'] [Required]

field message: str [Required]

field model_settings_created_on: dt.datetime | None [Required]

field model_settings_last_updated_on: dt.datetime | None [Required]

field risk_dataset: str | None [Required]

field risk_dataset_data_date: dt.date | None [Required]

field risk_dataset_status: DatasetStatus | None [Required]