bayesline.api.equity.InteractionExposureGroupSettings

bayesline.api.equity.InteractionExposureGroupSettings#

model InteractionExposureGroupSettings#

The settings for an interaction exposure group.

Interaction exposures are exposures that are a combination of two or more exposure groups. For example, we may want to create industry-specific style factors.

Fields#
Field	Type	Required	Default	Constraints
`exposure_groups`	`list`[`ContinuousExposureGroupSettings` \| `CategoricalExposureGroupSettings`]	No	`[]`	min_length=2
`exposure_type`	`Literal`[‘interaction’]	No	`'interaction'`
`factor_group`	`str`	No	`''`

Validators#
Validator	Mode	Fields
`check_valid_factor_group`	after	`factor_group`
`set_factor_group`	before	model
`validate_exposure_groups`	after	`exposure_groups`

field exposure_groups: list[ContinuousExposureGroupSettings | CategoricalExposureGroupSettings] [Optional]#

The exposure groups to use for the Cartesian product.

Constraints:

min_length = 2

Validated by:

set_factor_group validate_exposure_groups

field exposure_type: Literal['interaction'] [Optional]#

Validated by:: set_factor_group

field factor_group: str [Optional]#

By default, the name of the factor group will be a concatenation of the names of the exposure groups separated by the a colon.

Validated by:: check_valid_factor_group set_factor_group

validator check_valid_factor_group(mode=after)#

Validates:: factor_group

validator set_factor_group(mode=before)#

Validates:: entire model

validator validate_exposure_groups(mode=after)#

Validates:: exposure_groups