bayesline.api.equity.TieoutReferenceRef

pydantic model bayesline.api.equity.TieoutReferenceRef

Reference to an uploaded reference time-series for one hierarchy leaf.

Show JSON schema

{
   "title": "TieoutReferenceRef",
   "description": "Reference to an uploaded reference time-series for one hierarchy leaf.",
   "type": "object",
   "properties": {
      "source": {
         "description": "Name of the uploaded time-series factors dataset that holds the reference series.",
         "title": "Source",
         "type": "string"
      },
      "series": {
         "description": "Name of the series/column within the uploaded dataset.",
         "title": "Series",
         "type": "string"
      },
      "kind": {
         "description": "How the series values should be interpreted. 'returns' are simple period returns; 'levels' are cumulative levels (e.g. NAV or index level).",
         "enum": [
            "returns",
            "levels"
         ],
         "title": "Kind",
         "type": "string"
      }
   },
   "additionalProperties": false,
   "required": [
      "source",
      "series",
      "kind"
   ]
}

Config:

• frozen: bool = True

• extra: str = forbid

Fields:

• kind (Literal['returns', 'levels'])

• series (str)

• source (str)

field source: str [Required]

Name of the uploaded time-series factors dataset that holds the reference series.

field series: str [Required]

Name of the series/column within the uploaded dataset.

field kind: Literal['returns', 'levels'] [Required]

How the series values should be interpreted. ‘returns’ are simple period returns; ‘levels’ are cumulative levels (e.g. NAV or index level).