bayesline.api.equity.PortfolioReturnsTieoutReportApi

class bayesline.api.equity.PortfolioReturnsTieoutReportApi

API for a portfolio returns tie-out report.

__init__()

Methods

__init__()
calculate(portfolio_names, start_date, ...)	Calculate the tie-out report.
calculate_as_task(portfolio_names, ...)	Calculate the tie-out report as a background task.
get_maybe_cached(portfolio_names, ...)	Return the cached tie-out report accessor if one exists.
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) → PortfolioReturnsTieoutReportAccessor | None

Return the cached tie-out report accessor if one exists.

Parameters

portfolio_names: list[str] | None

The names of the portfolios (hierarchy nodes) to include. If None, all are included.

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

PortfolioReturnsTieoutReportAccessor | None

The cached accessor, or None if the report has not been calculated.

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

Calculate the tie-out report.

Parameters

portfolio_names: list[str] | None

The names of the portfolios (hierarchy nodes) to include. If None, all are included.

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

PortfolioReturnsTieoutReportAccessor

The tie-out 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[PortfolioReturnsTieoutReportAccessor]

Calculate the tie-out report as a background task.

Parameters

portfolio_names: list[str] | None

The names of the portfolios (hierarchy nodes) to include. If None, all are included.

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[PortfolioReturnsTieoutReportAccessor]

The task wrapper for the tie-out report accessor.