bayesline.api.equity.IdioReportApi

class bayesline.api.equity.IdioReportApi

API for an idiosyncratic return and volatility report.

__init__()

Methods

__init__()
calculate(start_date, end_date, **kwargs)	Calculate the idio report.
calculate_as_task(start_date, end_date, **kwargs)	Calculate the idio report as a task.
get_maybe_cached(start_date, end_date, **kwargs)	Get the cached idio 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) → IdioReportAccessor | None

Get the cached idio 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

IdioReportAccessor | None

The cached idio report accessor API, or None if not cached.

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

Calculate the idio 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

IdioReportAccessor

The idio report accessor.

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

Calculate the idio 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[IdioReportAccessor]

The task for the idio report accessor.