bayesline.api.equity.TimeSeriesVolatilityMeasureSettings

pydantic model bayesline.api.equity.TimeSeriesVolatilityMeasureSettings

Show JSON schema

{
   "title": "TimeSeriesVolatilityMeasureSettings",
   "type": "object",
   "properties": {
      "type": {
         "const": "TimeSeriesVolatility",
         "default": "TimeSeriesVolatility",
         "title": "Type",
         "type": "string"
      },
      "window": {
         "default": "6mo",
         "description": "The size of the rolling window",
         "title": "Window",
         "type": "string"
      },
      "ddof": {
         "default": 1,
         "description": "The degrees of freedom to use for the volality",
         "title": "Ddof",
         "type": "integer"
      }
   },
   "additionalProperties": false
}

Config:

• frozen: bool = True

• extra: str = forbid

Fields:

• ddof (int)

• type (Literal['TimeSeriesVolatility'])

• window (str)

field type: Literal['TimeSeriesVolatility'] = 'TimeSeriesVolatility'

field window: str = '6mo'

The size of the rolling window

field ddof: int = 1

The degrees of freedom to use for the volality