bayesline.api.equity.ModelConstructionSettingsMenu

pydantic model bayesline.api.equity.ModelConstructionSettingsMenu

Defines available modelconstruction settings to build a factor risk model.

Show JSON schema

{
   "title": "ModelConstructionSettingsMenu",
   "description": "Defines available modelconstruction settings to build a factor risk model.",
   "type": "object",
   "properties": {
      "weights": {
         "description": "\n        The available regression weights that can be used for the factor risk model.\n        ",
         "items": {
            "enum": [
               "SqrtCap",
               "InvIdioVar"
            ],
            "type": "string"
         },
         "title": "Weights",
         "type": "array"
      },
      "known_factors": {
         "additionalProperties": {
            "type": "string"
         },
         "description": "\n        The available known factor returns that can be used for the factor risk model.\n        The keys are the factor names and the values a description for this known factor.\n        ",
         "title": "Known Factors",
         "type": "object"
      }
   },
   "additionalProperties": false,
   "required": [
      "weights",
      "known_factors"
   ]
}

Config:

• frozen: bool = True

• extra: str = forbid

Fields:

• known_factors (dict[str, str])

• weights (list[Literal['SqrtCap', 'InvIdioVar']])

field weights: list[Literal['SqrtCap', 'InvIdioVar']] [Required]

The available regression weights that can be used for the factor risk model.

field known_factors: dict[str, str] [Required]

The available known factor returns that can be used for the factor risk model. The keys are the factor names and the values a description for this known factor.

describe(settings: ModelConstructionSettings | None = None) → str

Parameters

settingsSettingsType | None

The settings to describe. If None, then the description is not evaluated against any settings.

Returns

A human readable description of the settings menu, optionally evaluated against the given settings.

validate_settings(settings: ModelConstructionSettings) → None

Validates if the given settings are valid for this settings menu.

Parameters

settingsSettingsType

The settings to validate.

Raises

ValidationError if a pydantic error occurs or ValueError if passed settings values are invalid.