bayesline.api.equity.HierarchyLevel

pydantic model bayesline.api.equity.HierarchyLevel

The hierarchy level description turns every name at the configured level into a separate factor.

E.g. for industries specifying level 1 would create top level sector factors.

Show JSON schema

{
   "title": "HierarchyLevel",
   "description": "The hierarchy level description turns every name at\nthe configured level into a separate factor.\n\nE.g. for industries specifying level `1` would\ncreate top level sector factors.",
   "type": "object",
   "properties": {
      "hierarchy": {
         "description": "\n        The name of the hierarchy to use, e.g. 'trbc' or 'continent'.\n        If it is not given then the default hierarchy will be used.\n        ",
         "examples": [
            "trbc",
            "continent"
         ],
         "minLength": 1,
         "title": "Hierarchy",
         "type": "string"
      },
      "level": {
         "default": 1,
         "description": "The level of the hierarchy to use, e.g. 1\n        to use all level 1 names (i.e. sectors for industries or\n        continents for regions) or 2 to use all level 2\n        names (i.e. sub-sectors for industries and\n        countries for regions).\n        ",
         "examples": [
            1,
            2
         ],
         "minimum": 1,
         "title": "Level",
         "type": "integer"
      }
   },
   "required": [
      "hierarchy"
   ]
}

Fields:

• level (int)

field level: int = 1

The level of the hierarchy to use, e.g. 1 to use all level 1 names (i.e. sectors for industries or continents for regions) or 2 to use all level 2 names (i.e. sub-sectors for industries and countries for regions).

Constraints:

• ge = 1