bayesline.api.equity.RiskDatasetUploadedExposureSettings

pydantic model bayesline.api.equity.RiskDatasetUploadedExposureSettings

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{
   "title": "RiskDatasetUploadedExposureSettings",
   "type": "object",
   "properties": {
      "exposure_type": {
         "const": "uploaded",
         "default": "uploaded",
         "title": "Exposure Type",
         "type": "string"
      },
      "exposure_source": {
         "description": "The uploaded source of the exposures.",
         "title": "Exposure Source",
         "type": "string"
      },
      "market_factor_group": {
         "anyOf": [
            {
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "description": "The factor group for market cap factors.",
         "title": "Market Factor Group"
      },
      "region_factor_group": {
         "anyOf": [
            {
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "description": "The factor group for region factors.",
         "title": "Region Factor Group"
      },
      "industry_factor_group": {
         "anyOf": [
            {
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "description": "The factor group for industry factors.",
         "title": "Industry Factor Group"
      },
      "style_factor_group": {
         "anyOf": [
            {
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "description": "The factor group for style factors.",
         "title": "Style Factor Group"
      },
      "other_factor_group": {
         "anyOf": [
            {
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "description": "The factor group for other factors.",
         "title": "Other Factor Group"
      },
      "style_factor_fill_miss": {
         "default": true,
         "description": "Whether to fill missing values for the style factors.",
         "title": "Style Factor Fill Miss",
         "type": "boolean"
      },
      "style_factor_huberize": {
         "default": true,
         "description": "Whether to huberize the style factors.",
         "title": "Style Factor Huberize",
         "type": "boolean"
      }
   },
   "additionalProperties": false,
   "required": [
      "exposure_source"
   ]
}

Config:

• frozen: bool = True

• extra: str = forbid

Fields:

• exposure_source (str)

• exposure_type (Literal['uploaded'])

• industry_factor_group (str | None)

• market_factor_group (str | None)

• other_factor_group (str | None)

• region_factor_group (str | None)

• style_factor_fill_miss (bool)

• style_factor_group (str | None)

• style_factor_huberize (bool)

field exposure_type: Literal['uploaded'] = 'uploaded'

field exposure_source: str [Required]

The uploaded source of the exposures.

field market_factor_group: str | None = None

The factor group for market cap factors.

field region_factor_group: str | None = None

The factor group for region factors.

field industry_factor_group: str | None = None

The factor group for industry factors.

field style_factor_group: str | None = None

The factor group for style factors.

field other_factor_group: str | None = None

The factor group for other factors.

field style_factor_fill_miss: bool = True

Whether to fill missing values for the style factors.

field style_factor_huberize: bool = True

Whether to huberize the style factors.