bayesline.api.equity.TSFactorSelection

model TSFactorSelection

Selection of a single factor from an uploaded time-series dataset.

Fields

Field	Type	Required	Default	Constraints
display_name	str | None	No	None
factor_group	str	No	'Thematic'
factor_name	str	Yes
method	Literal[‘ols’, ‘huber’]	No	'huber'
window	int	No	252	ge=2

field display_name: str | None [Optional]

Optional display name for reports. Falls back to factor_name when omitted.

field factor_group: str [Optional]

Factor group label for grouping in reports.

field factor_name: str [Required]

Name of the factor column within the uploaded dataset.

field method: Literal['ols', 'huber'] [Optional]

Rolling regression method for TS-beta exposure.

field window: int [Optional]

Rolling window length (trading days) for TS-beta exposure.

Constraints:

• ge = 2