bayesline.api.equity.FactorStatsReportApi

class bayesline.api.equity.FactorStatsReportApi

API for a exposure report.

__init__()

Methods

__init__()
calculate(start_date, end_date, **kwargs)	Calculate the factor stats report.
calculate_as_task(start_date, end_date, **kwargs)	Calculate the factor stats report as a task.
get_maybe_cached(start_date, end_date, **kwargs)	Get the cached factor stats report accessor API if it is available.
to_mermaid()	Get a Mermaid diagram of the report execution graph.

Attributes

settings

The settings used to create this report.

abstract get_maybe_cached(start_date: str | date | datetime | None, end_date: str | date | datetime | None, **kwargs: Any) → FactorStatsReportAccessor | None

Get the cached factor stats report accessor API if it is available.

Parameters

start_date: DateLike | None

The start date of the report.

end_date: DateLike | None

The end date of the report.

**kwargs: Any

Additional keyword arguments.

Returns

FactorStatsReportAccessor | None

The cached factor stats report accessor API, or None if the report is not cached.

abstract calculate(start_date: str | date | datetime | None, end_date: str | date | datetime | None, **kwargs: Any) → FactorStatsReportAccessor

Calculate the factor stats report.

Parameters

start_date: DateLike | None

The start date of the report.

end_date: DateLike | None

The end date of the report.

**kwargs: Any

Additional keyword arguments.

Returns

FactorStatsReportAccessor

The exposure report accessor.

abstract calculate_as_task(start_date: str | date | datetime | None, end_date: str | date | datetime | None, **kwargs: Any) → Task[FactorStatsReportAccessor]

Calculate the factor stats report as a task.

Parameters

start_date: DateLike | None

The start date of the report.

end_date: DateLike | None

The end date of the report.

**kwargs: Any

Additional keyword arguments.

Returns

Task[FactorStatsReportAccessor]

The task for the factor stats report accessor.