bayesline.api.equity.MCapSettings

bayesline.api.equity.MCapSettings#

pydantic model bayesline.api.equity.MCapSettings#

Specifies the lower and upper bound for the market cap filter.

By default the bounds are infinite.

Show JSON schema
{
   "title": "MCapSettings",
   "description": "Specifies the lower and upper bound for the market cap filter.\n\nBy default the bounds are infinite.",
   "type": "object",
   "properties": {
      "lower": {
         "default": 0.0,
         "description": "Lower bound of the cap filter in USD.",
         "examples": [
            10000000000.0
         ],
         "minimum": 0.0,
         "title": "Lower",
         "type": "number"
      },
      "upper": {
         "default": 1e+20,
         "description": "Upper bound of the cap filter in USD.",
         "examples": [
            1000000000000.0
         ],
         "exclusiveMinimum": 0.0,
         "title": "Upper",
         "type": "number"
      },
      "gdp_deflator_asof": {
         "anyOf": [
            {
               "format": "date",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "description": "\n        The as of date to adjust the market cap bounds for GDP through time.\n        If no date is specified then the market cap bounds are static through time.\n        ",
         "title": "Gdp Deflator Asof"
      }
   },
   "additionalProperties": false
}

Config:

  • frozen: bool = True

  • extra: str = forbid

Fields:

  • gdp_deflator_asof (datetime.date | None)

  • lower (float)

  • upper (float)

Validators:

  • check_upper_gt_lower » all fields

field lower: float = 0.0#

Lower bound of the cap filter in USD.

Constraints:

  • ge = 0.0

Validated by:

  • check_upper_gt_lower

field upper: float = 1e+20#

Upper bound of the cap filter in USD.

Constraints:

  • gt = 0.0

Validated by:

  • check_upper_gt_lower

field gdp_deflator_asof: date | None = None#

The as of date to adjust the market cap bounds for GDP through time. If no date is specified then the market cap bounds are static through time.

Validated by:

  • check_upper_gt_lower

validator check_upper_gt_lower → MCapSettings  »  all fields#