bayesline.api.equity.RootRiskDatasetSettings

pydantic model bayesline.api.equity.RootRiskDatasetSettings

Settings for creating a root risk dataset directly from uploads.

A root dataset has no reference dataset. It is assembled by reading from seven upload sources (market_cap, price, exposures, exchange_dates, exchange_rates, series, idmap) and producing a ConsolidatedDataParams that can subsequently be referenced by the standard DerivedRiskDatasetSettings flow.

All upload rows are expected to be in master-id space (asset_id_type column equal to master_id_type). Foreign-id rows in the same uploads are tolerated but ignored during root-dataset construction.

Shares the joint RiskDatasetSettingsMenu with DerivedRiskDatasetSettings; the validator populates the available_*_sources fields relevant to this variant. The kind discriminator routes Pydantic-union dispatch.

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{
   "title": "RootRiskDatasetSettings",
   "description": "Settings for creating a *root* risk dataset directly from uploads.\n\nA root dataset has no reference dataset. It is assembled by reading from\nseven upload sources (market_cap, price, exposures, exchange_dates,\nexchange_rates, series, idmap) and producing a ``ConsolidatedDataParams``\nthat can subsequently be referenced by the standard ``DerivedRiskDatasetSettings``\nflow.\n\nAll upload rows are expected to be in master-id space (``asset_id_type``\ncolumn equal to ``master_id_type``). Foreign-id rows in the same uploads\nare tolerated but ignored during root-dataset construction.\n\nShares the joint ``RiskDatasetSettingsMenu`` with ``DerivedRiskDatasetSettings``;\nthe validator populates the ``available_*_sources`` fields relevant to this\nvariant. The ``kind`` discriminator routes Pydantic-union dispatch.",
   "type": "object",
   "properties": {
      "kind": {
         "const": "root",
         "default": "root",
         "description": "Discriminator field for the risk dataset settings union. ``root`` selects this variant for datasets built directly from upload sources (no reference dataset).",
         "title": "Kind",
         "type": "string"
      },
      "market_cap_source": {
         "description": "Upload source name providing per-asset-day market-cap data: (date, asset_id, asset_id_type, ccy, market_cap, volume, idio_vol).",
         "title": "Market Cap Source",
         "type": "string"
      },
      "price_source": {
         "description": "Upload source name providing prices: (date, asset_id, asset_id_type, ccy, close, return, delisted).",
         "title": "Price Source",
         "type": "string"
      },
      "exposures_source": {
         "description": "Upload source name providing factor exposures: (date, asset_id, asset_id_type, factor_group, factor, exposure).",
         "title": "Exposures Source",
         "type": "string"
      },
      "exchange_dates_source": {
         "description": "Upload source name providing trading-day membership per exchange: (date, exchange).",
         "title": "Exchange Dates Source",
         "type": "string"
      },
      "exchange_rates_source": {
         "description": "Upload source name providing single-base USD FX rates: (date, ccy, fx_rate).",
         "title": "Exchange Rates Source",
         "type": "string"
      },
      "series_source": {
         "anyOf": [
            {
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "description": "Upload source name providing time series in long format: (date, series, value). Optional.",
         "title": "Series Source"
      },
      "idmap_source": {
         "description": "Upload source name providing the id-map table: (start_date, end_date, from_id_type, from_id, to_id_type, to_id). The (master_id_type -> master_id_core_type) projection is extracted during dataset construction.",
         "title": "Idmap Source",
         "type": "string"
      },
      "dense_factor_groups": {
         "additionalProperties": {
            "anyOf": [
               {
                  "type": "string"
               },
               {
                  "type": "null"
               }
            ]
         },
         "description": "Mapping of dense factor-group name to hierarchy upload source. Use ``None`` as the value to use a default flat hierarchy.",
         "title": "Dense Factor Groups",
         "type": "object"
      },
      "sparse_factor_groups": {
         "additionalProperties": {
            "anyOf": [
               {
                  "type": "string"
               },
               {
                  "type": "null"
               }
            ]
         },
         "description": "Mapping of sparse factor-group name to hierarchy upload source. Use ``None`` as the value to use a default flat hierarchy.",
         "title": "Sparse Factor Groups",
         "type": "object"
      },
      "master_id_type": {
         "default": "bayesid",
         "description": "The canonical asset-id type. Upload rows whose ``asset_id_type`` does not equal this value are ignored.",
         "title": "Master Id Type",
         "type": "string"
      },
      "master_id_core_type": {
         "default": "bayesid_core",
         "description": "The canonical core-asset-id type. Used to extract the asset-to-core mapping from the idmap upload.",
         "title": "Master Id Core Type",
         "type": "string"
      },
      "as_of_date": {
         "anyOf": [
            {
               "type": "string"
            },
            {
               "format": "date",
               "type": "string"
            },
            {
               "format": "date-time",
               "type": "string"
            }
         ],
         "description": "Snapshot date for the IdMapper. Only id-mapping rows whose ``start_date <= as_of_date`` are retained when constructing the dataset's ``IdMapper``. Pick the date as of which the uploaded idmap should be considered authoritative \u2014 typically the most recent date for which the upload contains complete mappings. Accepts a ``date``, ``datetime``, or ISO-format string; the consumer normalizes via ``to_date(...)``.",
         "title": "As Of Date"
      }
   },
   "additionalProperties": false,
   "required": [
      "market_cap_source",
      "price_source",
      "exposures_source",
      "exchange_dates_source",
      "exchange_rates_source",
      "idmap_source",
      "as_of_date"
   ]
}

Config:

• frozen: bool = True

• extra: str = forbid

Fields:

• as_of_date (str | datetime.date | datetime.datetime)

• dense_factor_groups (dict[str, str | None])

• exchange_dates_source (str)

• exchange_rates_source (str)

• exposures_source (str)

• idmap_source (str)

• kind (Literal['root'])

• market_cap_source (str)

• master_id_core_type (str)

• master_id_type (str)

• price_source (str)

• series_source (str | None)

• sparse_factor_groups (dict[str, str | None])

Validators:

• _validate_hierarchy_sources » dense_factor_groups

• _validate_hierarchy_sources » sparse_factor_groups

• _validate_required_source » exchange_dates_source

• _validate_required_source » exchange_rates_source

• _validate_required_source » exposures_source

• _validate_required_source » idmap_source

• _validate_required_source » market_cap_source

• _validate_required_source » price_source

• _validate_series_source » series_source

field kind: Literal['root'] = 'root'

Discriminator field for the risk dataset settings union. root selects this variant for datasets built directly from upload sources (no reference dataset).

Validated by:

• _strip_unknown_on_load

field market_cap_source: str [Required]

Upload source name providing per-asset-day market-cap data: (date, asset_id, asset_id_type, ccy, market_cap, volume, idio_vol).

Validated by:

• _strip_unknown_on_load

• _validate_required_source

field price_source: str [Required]

Upload source name providing prices: (date, asset_id, asset_id_type, ccy, close, return, delisted).

Validated by:

• _strip_unknown_on_load

• _validate_required_source

field exposures_source: str [Required]

Upload source name providing factor exposures: (date, asset_id, asset_id_type, factor_group, factor, exposure).

Validated by:

• _strip_unknown_on_load

• _validate_required_source

field exchange_dates_source: str [Required]

Upload source name providing trading-day membership per exchange: (date, exchange).

Validated by:

• _strip_unknown_on_load

• _validate_required_source

field exchange_rates_source: str [Required]

Upload source name providing single-base USD FX rates: (date, ccy, fx_rate).

Validated by:

• _strip_unknown_on_load

• _validate_required_source

field series_source: str | None = None

Upload source name providing time series in long format: (date, series, value). Optional.

Validated by:

• _strip_unknown_on_load

• _validate_series_source

field idmap_source: str [Required]

Upload source name providing the id-map table: (start_date, end_date, from_id_type, from_id, to_id_type, to_id). The (master_id_type -> master_id_core_type) projection is extracted during dataset construction.

Validated by:

• _strip_unknown_on_load

• _validate_required_source

field dense_factor_groups: dict[str, str | None] [Optional]

Mapping of dense factor-group name to hierarchy upload source. Use None as the value to use a default flat hierarchy.

Validated by:

• _strip_unknown_on_load

• _validate_hierarchy_sources

field sparse_factor_groups: dict[str, str | None] [Optional]

Mapping of sparse factor-group name to hierarchy upload source. Use None as the value to use a default flat hierarchy.

Validated by:

• _strip_unknown_on_load

• _validate_hierarchy_sources

field master_id_type: str = 'bayesid'

The canonical asset-id type. Upload rows whose asset_id_type does not equal this value are ignored.

Validated by:

• _strip_unknown_on_load

field master_id_core_type: str = 'bayesid_core'

The canonical core-asset-id type. Used to extract the asset-to-core mapping from the idmap upload.

Validated by:

• _strip_unknown_on_load

field as_of_date: str | date | datetime [Required]

Snapshot date for the IdMapper. Only id-mapping rows whose start_date <= as_of_date are retained when constructing the dataset’s IdMapper. Pick the date as of which the uploaded idmap should be considered authoritative — typically the most recent date for which the upload contains complete mappings. Accepts a date, datetime, or ISO-format string; the consumer normalizes via to_date(...).

Validated by:

• _strip_unknown_on_load

get_references() → Sequence[str | int]

Get references for this settings object.

Returns

Sequence[str | int]

A sequence of upload-source references for this settings object.

map_references(fn: Callable[[str | int], str | int]) → Self

Return a copy with every reference rewritten by fn.

The structural dual of get_references(): it applies fn to each reference this settings object holds — recursing into nested settings — and returns a rewritten copy, leaving all non-reference fields untouched. The base implementation has no references and returns self unchanged, mirroring get_references() (whose default is []); a subclass that overrides one must override the other in lockstep so the two stay consistent (a parity test enforces this).

fn is applied purely structurally — this object knows where its references live, not what a rewrite means. Any resolution context (e.g. a current user or a user directory) must be captured by the caller in the fn closure; the settings layer never learns of it.

Parameters

fnCallable[[str | int], str | int]

Applied to each reference leaf. Must preserve a reference’s kind (a name stays a name, an id stays an id).

Returns

Self

A copy with references rewritten.

describe(menu: RiskDatasetSettingsMenu) → str

Describe the root risk dataset settings.

Parameters

menuRiskDatasetSettingsMenu

The settings menu to use to describe the settings.

Returns

str

A description of the root risk dataset settings.