bayesline.api.equity.ReportSettingsMenu

pydantic model bayesline.api.equity.ReportSettingsMenu

Defines available report settings to build a report.

Show JSON schema

{
   "title": "ReportSettingsMenu",
   "description": "Defines available report settings to build a report.",
   "type": "object",
   "properties": {
      "hld": {
         "$ref": "#/$defs/ConcreteReportSettingsMenu",
         "default": {}
      },
      "exp": {
         "$ref": "#/$defs/ConcreteReportSettingsMenu",
         "default": {}
      },
      "xsr": {
         "$ref": "#/$defs/ConcreteReportSettingsMenu",
         "default": {}
      },
      "tsx": {
         "$ref": "#/$defs/ConcreteReportSettingsMenu",
         "default": {}
      },
      "bet": {
         "$ref": "#/$defs/ConcreteReportSettingsMenu",
         "default": {}
      },
      "var": {
         "$ref": "#/$defs/ConcreteReportSettingsMenu",
         "default": {}
      },
      "fts": {
         "$ref": "#/$defs/ConcreteReportSettingsMenu",
         "default": {}
      },
      "rmf": {
         "$ref": "#/$defs/ConcreteReportSettingsMenu",
         "default": {}
      },
      "rms": {
         "$ref": "#/$defs/ConcreteReportSettingsMenu",
         "default": {}
      },
      "rmp": {
         "$ref": "#/$defs/ConcreteReportSettingsMenu",
         "default": {}
      },
      "ffl": {
         "$ref": "#/$defs/ConcreteReportSettingsMenu",
         "default": {}
      },
      "afl": {
         "$ref": "#/$defs/ConcreteReportSettingsMenu",
         "default": {}
      },
      "fcr": {
         "$ref": "#/$defs/ConcreteReportSettingsMenu",
         "default": {}
      },
      "irr": {
         "$ref": "#/$defs/ConcreteReportSettingsMenu",
         "default": {}
      },
      "ivr": {
         "$ref": "#/$defs/ConcreteReportSettingsMenu",
         "default": {}
      },
      "fni": {
         "$ref": "#/$defs/ConcreteReportSettingsMenu",
         "default": {}
      },
      "scr": {
         "$ref": "#/$defs/ConcreteReportSettingsMenu",
         "default": {}
      },
      "six": {
         "$ref": "#/$defs/ConcreteReportSettingsMenu",
         "default": {}
      },
      "fbt": {
         "$ref": "#/$defs/ConcreteReportSettingsMenu",
         "default": {}
      },
      "bat": {
         "$ref": "#/$defs/ConcreteReportSettingsMenu",
         "default": {}
      },
      "fat": {
         "$ref": "#/$defs/ConcreteReportSettingsMenu",
         "default": {}
      },
      "pst": {
         "$ref": "#/$defs/ConcreteReportSettingsMenu",
         "default": {}
      },
      "ast": {
         "$ref": "#/$defs/ConcreteReportSettingsMenu",
         "default": {}
      },
      "ahd": {
         "$ref": "#/$defs/ConcreteReportSettingsMenu",
         "default": {}
      }
   },
   "$defs": {
      "ConcreteReportSettingsMenu": {
         "additionalProperties": false,
         "properties": {},
         "title": "ConcreteReportSettingsMenu",
         "type": "object"
      }
   },
   "additionalProperties": false
}

Config:

• frozen: bool = True

• extra: str = forbid

Fields:

• afl (bayesline.api._src.equity.report_settings.ConcreteReportSettingsMenu)

• ahd (bayesline.api._src.equity.report_settings.ConcreteReportSettingsMenu)

• ast (bayesline.api._src.equity.report_settings.ConcreteReportSettingsMenu)

• bat (bayesline.api._src.equity.report_settings.ConcreteReportSettingsMenu)

• bet (bayesline.api._src.equity.report_settings.ConcreteReportSettingsMenu)

• exp (bayesline.api._src.equity.report_settings.ConcreteReportSettingsMenu)

• fat (bayesline.api._src.equity.report_settings.ConcreteReportSettingsMenu)

• fbt (bayesline.api._src.equity.report_settings.ConcreteReportSettingsMenu)

• fcr (bayesline.api._src.equity.report_settings.ConcreteReportSettingsMenu)

• ffl (bayesline.api._src.equity.report_settings.ConcreteReportSettingsMenu)

• fni (bayesline.api._src.equity.report_settings.ConcreteReportSettingsMenu)

• fts (bayesline.api._src.equity.report_settings.ConcreteReportSettingsMenu)

• hld (bayesline.api._src.equity.report_settings.ConcreteReportSettingsMenu)

• irr (bayesline.api._src.equity.report_settings.ConcreteReportSettingsMenu)

• ivr (bayesline.api._src.equity.report_settings.ConcreteReportSettingsMenu)

• pst (bayesline.api._src.equity.report_settings.ConcreteReportSettingsMenu)

• rmf (bayesline.api._src.equity.report_settings.ConcreteReportSettingsMenu)

• rmp (bayesline.api._src.equity.report_settings.ConcreteReportSettingsMenu)

• rms (bayesline.api._src.equity.report_settings.ConcreteReportSettingsMenu)

• scr (bayesline.api._src.equity.report_settings.ConcreteReportSettingsMenu)

• six (bayesline.api._src.equity.report_settings.ConcreteReportSettingsMenu)

• tsx (bayesline.api._src.equity.report_settings.ConcreteReportSettingsMenu)

• var (bayesline.api._src.equity.report_settings.ConcreteReportSettingsMenu)

• xsr (bayesline.api._src.equity.report_settings.ConcreteReportSettingsMenu)

field hld: ConcreteReportSettingsMenu = HoldingsReportSettingsMenu()

field exp: ConcreteReportSettingsMenu = ExposureReportSettingsMenu()

field xsr: ConcreteReportSettingsMenu = XSRReportSettingsMenu()

field tsx: ConcreteReportSettingsMenu = TSXSRReportSettingsMenu()

field bet: ConcreteReportSettingsMenu = TSBetaReportSettingsMenu()

field var: ConcreteReportSettingsMenu = VaRReportSettingsMenu()

field fts: ConcreteReportSettingsMenu = FactorTSReportSettingsMenu()

field rmf: ConcreteReportSettingsMenu = RiskModelFitReportSettingsMenu()

field rms: ConcreteReportSettingsMenu = RiskModelFitFactorReportSettingsMenu()

field rmp: ConcreteReportSettingsMenu = RiskModelPortfolioFitReportSettingsMenu()

field ffl: ConcreteReportSettingsMenu = FactorForecastLossReportSettingsMenu()

field afl: ConcreteReportSettingsMenu = AssetForecastLossReportSettingsMenu()

field fcr: ConcreteReportSettingsMenu = FactorCovarianceReportSettingsMenu()

field irr: ConcreteReportSettingsMenu = IdiosyncraticReturnReportSettingsMenu()

field ivr: ConcreteReportSettingsMenu = IdiosyncraticVolatilityReportSettingsMenu()

field fni: ConcreteReportSettingsMenu = FactorIdioReportSettingsMenu()

field scr: ConcreteReportSettingsMenu = StyleCorrelationReportSettingsMenu()

field six: ConcreteReportSettingsMenu = StyleIndustryExposureReportSettingsMenu()

field fbt: ConcreteReportSettingsMenu = ForecastBacktestReportSettingsMenu()

field bat: ConcreteReportSettingsMenu = BrinsonAttributionReportSettingsMenu()

field fat: ConcreteReportSettingsMenu = FactorAttributionReportSettingsMenu()

field pst: ConcreteReportSettingsMenu = PortfolioStressTestReportSettingsMenu()

field ast: ConcreteReportSettingsMenu = AssetStressTestReportSettingsMenu()

field ahd: ConcreteReportSettingsMenu = AssetHoldingsReportSettingsMenu()

describe(settings: ReportSettings | 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: ReportSettings) → 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.