bayesline.api.equity.RiskModelCatalog

pydantic model bayesline.api.equity.RiskModelCatalog

Combined listing of risk models and the risk datasets they build on.

Returned by a single call so a client can populate both the risk-model and risk-dataset pickers from one round trip (and one shared dataset-status computation on the server) instead of two independent requests.

Show JSON schema

{
   "title": "RiskModelCatalog",
   "description": "Combined listing of risk models and the risk datasets they build on.\n\nReturned by a single call so a client can populate both the risk-model and\nrisk-dataset pickers from one round trip (and one shared dataset-status\ncomputation on the server) instead of two independent requests.",
   "type": "object",
   "properties": {
      "risk_models": {
         "description": "Metadata for every risk model in the registry.",
         "items": {
            "$ref": "#/$defs/FactorRiskModelMetadata"
         },
         "title": "Risk Models",
         "type": "array"
      },
      "risk_datasets": {
         "description": "Metadata for every risk dataset (system and user).",
         "items": {
            "$ref": "#/$defs/RiskDatasetMetadata"
         },
         "title": "Risk Datasets",
         "type": "array"
      }
   },
   "$defs": {
      "FactorRiskModelMetadata": {
         "description": "Metadata for a factor risk model.\n\nContains information about the model's configuration, status, and update history.",
         "properties": {
            "name": {
               "anyOf": [
                  {
                     "type": "string"
                  },
                  {
                     "type": "null"
                  }
               ],
               "title": "Name"
            },
            "id": {
               "anyOf": [
                  {
                     "type": "integer"
                  },
                  {
                     "type": "null"
                  }
               ],
               "title": "Id"
            },
            "status": {
               "enum": [
                  "valid",
                  "invalid",
                  "not_permissioned"
               ],
               "title": "Status",
               "type": "string"
            },
            "message": {
               "title": "Message",
               "type": "string"
            },
            "model_settings_created_on": {
               "anyOf": [
                  {
                     "format": "date-time",
                     "type": "string"
                  },
                  {
                     "type": "null"
                  }
               ],
               "title": "Model Settings Created On"
            },
            "model_settings_last_updated_on": {
               "anyOf": [
                  {
                     "format": "date-time",
                     "type": "string"
                  },
                  {
                     "type": "null"
                  }
               ],
               "title": "Model Settings Last Updated On"
            },
            "risk_dataset": {
               "anyOf": [
                  {
                     "type": "string"
                  },
                  {
                     "type": "null"
                  }
               ],
               "title": "Risk Dataset"
            },
            "risk_dataset_data_date": {
               "anyOf": [
                  {
                     "format": "date",
                     "type": "string"
                  },
                  {
                     "type": "null"
                  }
               ],
               "title": "Risk Dataset Data Date"
            },
            "risk_dataset_status": {
               "anyOf": [
                  {
                     "enum": [
                        "ready",
                        "data_stale",
                        "needs_update",
                        "not_ready",
                        "corrupt"
                     ],
                     "type": "string"
                  },
                  {
                     "type": "null"
                  }
               ],
               "title": "Risk Dataset Status"
            }
         },
         "required": [
            "name",
            "id",
            "status",
            "message",
            "model_settings_created_on",
            "model_settings_last_updated_on",
            "risk_dataset",
            "risk_dataset_data_date",
            "risk_dataset_status"
         ],
         "title": "FactorRiskModelMetadata",
         "type": "object"
      },
      "RiskDatasetMetadata": {
         "description": "Metadata for a risk dataset.\n\nAttributes\n----------\nname : str\n    The name of the risk dataset.\nstatus : DatasetStatus\n    The status of the risk dataset.\n    \"ready\" means the dataset is ready to use.\n    \"data_stale\" means the dataset is ready to use but newer data is available.\n    \"needs_update\" means local data needs to be computed/updated.\n    \"not_ready\" means the reference dataset is not in a usable state.\n    \"corrupt\" means the underlying settings are corrupted and need to be repaired.\nsource : Literal[\"System\", \"User\"]\n    The source of the risk dataset.\nreference_dataset : str | int | None\n    The reference dataset for the risk dataset (name or global int identifier).\n    System datasets have no reference dataset.\ncache_key : str | None, default=None\n    The cache key of the currently stored data. For system datasets, this is\n    the cache key of the synced data. For user datasets, this is the cache key\n    of the computed data. None if no local data exists.\nlatest_cache_key : str | None, default=None\n    The cache key that would result from an update. For system datasets, this\n    is the cache key available on the remote source. For user datasets, this\n    is the cache key computed from the current settings and reference dataset.\n    None if the dataset is corrupt or reference is not ready.\ndata_date : dt.date | None, default=None\n    The data date of the currently stored dataset. This represents the date\n    of the market data used in the stored dataset. None if no local data exists.\nlast_updated_on : dt.datetime | None, default=None\n    When the dataset was last updated/computed. None if not yet computed.\nsettings_created_on : dt.datetime | None, default=None\n    When the dataset settings were first created. Only applies to user datasets;\n    None for system datasets.\nsettings_last_updated_on : dt.datetime | None, default=None\n    When the dataset settings were last modified. Only applies to user datasets;\n    None for system datasets.",
         "properties": {
            "name": {
               "title": "Name",
               "type": "string"
            },
            "status": {
               "enum": [
                  "ready",
                  "data_stale",
                  "needs_update",
                  "not_ready",
                  "corrupt"
               ],
               "title": "Status",
               "type": "string"
            },
            "source": {
               "enum": [
                  "System",
                  "User"
               ],
               "title": "Source",
               "type": "string"
            },
            "reference_dataset": {
               "anyOf": [
                  {
                     "type": "string"
                  },
                  {
                     "type": "integer"
                  },
                  {
                     "type": "null"
                  }
               ],
               "title": "Reference Dataset"
            },
            "cache_key": {
               "anyOf": [
                  {
                     "type": "string"
                  },
                  {
                     "type": "null"
                  }
               ],
               "default": null,
               "title": "Cache Key"
            },
            "latest_cache_key": {
               "anyOf": [
                  {
                     "type": "string"
                  },
                  {
                     "type": "null"
                  }
               ],
               "default": null,
               "title": "Latest Cache Key"
            },
            "data_date": {
               "anyOf": [
                  {
                     "format": "date",
                     "type": "string"
                  },
                  {
                     "type": "null"
                  }
               ],
               "default": null,
               "title": "Data Date"
            },
            "last_updated_on": {
               "anyOf": [
                  {
                     "format": "date-time",
                     "type": "string"
                  },
                  {
                     "type": "null"
                  }
               ],
               "default": null,
               "title": "Last Updated On"
            },
            "settings_created_on": {
               "anyOf": [
                  {
                     "format": "date-time",
                     "type": "string"
                  },
                  {
                     "type": "null"
                  }
               ],
               "default": null,
               "title": "Settings Created On"
            },
            "settings_last_updated_on": {
               "anyOf": [
                  {
                     "format": "date-time",
                     "type": "string"
                  },
                  {
                     "type": "null"
                  }
               ],
               "default": null,
               "title": "Settings Last Updated On"
            }
         },
         "required": [
            "name",
            "status",
            "source",
            "reference_dataset"
         ],
         "title": "RiskDatasetMetadata",
         "type": "object"
      }
   },
   "required": [
      "risk_models",
      "risk_datasets"
   ]
}

Fields:

• risk_datasets (list[bayesline.api._src.equity.riskdataset_settings.RiskDatasetMetadata])

• risk_models (list[bayesline.api._src.equity.riskmodels_settings.FactorRiskModelMetadata])

field risk_models: list[FactorRiskModelMetadata] [Required]

Metadata for every risk model in the registry.

field risk_datasets: list[RiskDatasetMetadata] [Required]

Metadata for every risk dataset (system and user).