bayesline.api.equity.PortfolioReturnsReportApi

class bayesline.api.equity.PortfolioReturnsReportApi

API for a portfolio returns report.

__init__()

Methods

__init__()
calculate(portfolio_names, start_date, ...)	Calculate the portfolio returns report.
calculate_as_task(portfolio_names, ...)	Calculate the portfolio returns report as a task.
get_maybe_cached(portfolio_names, ...)	Get the cached portfolio returns 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(portfolio_names: list[str] | None, start_date: str | date | datetime | None, end_date: str | date | datetime | None, **kwargs: Any) → PortfolioReturnsReportAccessor | None

Get the cached portfolio returns report accessor API if it is available.

Parameters

portfolio_names: list[str] | None

The names of the portfolios to calculate the report for. If None, all portfolios will be calculated.

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

PortfolioReturnsReportAccessor | None

The cached portfolio returns report accessor API, or None if the report is not cached.

abstract calculate(portfolio_names: list[str] | None, start_date: str | date | datetime | None, end_date: str | date | datetime | None, **kwargs: Any) → PortfolioReturnsReportAccessor

Calculate the portfolio returns report.

Parameters

portfolio_names: list[str] | None

The names of the portfolios to calculate the report for. If None, all portfolios will be calculated.

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

PortfolioReturnsReportAccessor

The portfolio returns report accessor.

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

Calculate the portfolio returns report as a task.

Parameters

portfolio_names: list[str] | None

The names of the portfolios to calculate the report for. If None, all portfolios will be calculated.

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[PortfolioReturnsReportAccessor]

The task for the portfolio returns report accessor.