bayesline.api.equity.PortfolioHierarchyApi.get_dates

abstract PortfolioHierarchyApi.get_dates(*, collapse: bool = False) → dict[str, list[date]]

Parameters

collapse: bool, optional

If True, will calculate aggregations any and all, indicating of for a given date, any (or all) portfolios have holdings.

Returns

A dict of portfolio-id to dates for which this hierarchy can be produced. For a given portfolio and date, the hierarchy can be produced if the portfolio has holdings for that date. If a benchmark is given then this benchmark also must have holdings for the given date.