bayesline.api.equity.UniverseSettingsMenu

pydantic model bayesline.api.equity.UniverseSettingsMenu

Contain the available settings that can be used for the universe settings.

Show JSON schema

{
   "title": "UniverseSettingsMenu",
   "description": "Contain the available settings that can be used for the universe settings.",
   "type": "object",
   "properties": {
      "calendar_settings_menu": {
         "$ref": "#/$defs/CalendarSettingsMenu",
         "description": "The calendar settings menu to use for the universe."
      },
      "id_types": {
         "description": "\n        A list of all the id types that are supported for the universe.\n        ",
         "items": {
            "enum": [
               "bayesid",
               "bayesid_core",
               "ticker",
               "composite_figi",
               "cik",
               "cusip8",
               "cusip9",
               "isin",
               "sedol6",
               "sedol7",
               "proxy",
               "name"
            ],
            "type": "string"
         },
         "title": "Id Types",
         "type": "array"
      },
      "categorical_hierarchies": {
         "additionalProperties": {
            "$ref": "#/$defs/Hierarchy"
         },
         "description": "\n        A dictionary where the key is the name of the categorical hierarchy (e.g. 'trbc')\n        and the value is a N-level nested dictionary structure of the categorical hierarchy\n        codes.\n        ",
         "title": "Categorical Hierarchies",
         "type": "object"
      },
      "categorical_hierarchies_labels": {
         "additionalProperties": {
            "additionalProperties": {
               "type": "string"
            },
            "type": "object"
         },
         "description": "\n        A dictionary where the key is the name of the categorical hierarchy and\n        the value is a mapping from unique categorical code to a human readable name.\n        ",
         "title": "Categorical Hierarchies Labels",
         "type": "object"
      }
   },
   "$defs": {
      "CalendarSettingsMenu": {
         "additionalProperties": false,
         "description": "Contain the available settings that can be used for the calendar settings.",
         "properties": {
            "exchanges": {
               "description": "\n        A list of mic codes of all exchanges. Must be sorted and unique.\n        ",
               "items": {
                  "type": "string"
               },
               "title": "Exchanges",
               "type": "array"
            }
         },
         "required": [
            "exchanges"
         ],
         "title": "CalendarSettingsMenu",
         "type": "object"
      },
      "Hierarchy": {
         "anyOf": [
            {
               "items": {
                  "type": "string"
               },
               "type": "array"
            },
            {
               "additionalProperties": {
                  "$ref": "#/$defs/Hierarchy"
               },
               "type": "object"
            }
         ]
      }
   },
   "additionalProperties": false,
   "required": [
      "calendar_settings_menu",
      "id_types",
      "categorical_hierarchies",
      "categorical_hierarchies_labels"
   ]
}

Config:

• frozen: bool = True

• extra: str = forbid

Fields:

• calendar_settings_menu (bayesline.api._src.equity.calendar_settings.CalendarSettingsMenu)

• categorical_hierarchies (collections.abc.Mapping[str, Hierarchy])

• categorical_hierarchies_labels (collections.abc.Mapping[str, collections.abc.Mapping[str, str]])

• id_types (list[Literal['bayesid', 'bayesid_core', 'ticker', 'composite_figi', 'cik', 'cusip8', 'cusip9', 'isin', 'sedol6', 'sedol7', 'proxy', 'name']])

Validators:

• check_all_codes_have_labels » all fields

• check_no_empty_branches » categorical_hierarchies

• check_unique_hierarchy » categorical_hierarchies

field calendar_settings_menu: CalendarSettingsMenu [Required]

The calendar settings menu to use for the universe.

Validated by:

• check_all_codes_have_labels

field id_types: list[IdType] [Required]

A list of all the id types that are supported for the universe.

Validated by:

• check_all_codes_have_labels

field categorical_hierarchies: Mapping[str, Hierarchy] [Required]

A dictionary where the key is the name of the categorical hierarchy (e.g. ‘trbc’) and the value is a N-level nested dictionary structure of the categorical hierarchy codes.

Validated by:

• check_all_codes_have_labels

• check_no_empty_branches

• check_unique_hierarchy

field categorical_hierarchies_labels: Mapping[str, Mapping[str, str]] [Required]

A dictionary where the key is the name of the categorical hierarchy and the value is a mapping from unique categorical code to a human readable name.

Validated by:

• check_all_codes_have_labels

validator check_unique_hierarchy → Mapping[str, Hierarchy]  »  categorical_hierarchies

validator check_no_empty_branches → Mapping[str, Mapping[str, Hierarchy]]  »  categorical_hierarchies

validator check_all_codes_have_labels → UniverseSettingsMenu  »  all fields

describe() → str

Generate a human-readable description of the universe settings.

Returns

str

A formatted description of the universe settings menu.

effective_categories(settings: CategoricalFilterSettings, labels: bool = False) → list[str]

Get the effective leaf level categorical codes after categorical filtering.

Parameters

settingsCategoricalFilterSettings

The filter settings to get the effective categorical codes for.

labelsbool, default=False

Whether to return the labels or the codes.

Returns

list[str]

The effective leaf level categorical codes for the given settings after the filters were applied.

hierarchy_df(hierarchy: str) → DataFrame

Return a dataframe of the given categorical hierarchy.

Parameters

hierarchystr

The name of the categorical hierarchy to return.

Returns

pl.DataFrame

The wide DataFrame representation of the hierarchy. The columns are: - level_1: The code of the root level. - level_1_label: The label of the root level. - level_2: The code of the second level. - level_2_label: The label of the second level. - … - level_n: The code of the n-th level. - level_n_label: The label of the n-th level.