bayesline.api.equity

Equity API

Equity API

BayeslineEquityApi()	Abstract base class for Bayesline equity API operations.
settings_tools
AsyncBayeslineEquityApi()	Abstract base class for Bayesline equity API operations.
hierarchy_to_df(hierarchy, hierarchies_labels)	Convert a hierarchy to a DataFrame.
hierarchy_from_df(df)	Convert a hierarchy DataFrame back to a (Hierarchy, labels) pair.
hierarchy_df_to_wide(hierarchy, ...)	Convert a hierarchy to a wide DataFrame.
DatasetError	Exception raised for dataset-related errors.

Equity Exposure

AsyncExposureApi()	Abstract base class for exposure API operations.
AsyncExposureLoaderApi()	Registry-based API for loading exposure data.
ExposureApi()	Abstract base class for exposure API operations.
ExposureLoaderApi()	Registry-based API for loading exposure data.
CategoricalExposureGroupSettings	The settings for a categorical exposure group.
ContinuousExposureGroupSettings	The settings for a continuous exposure group.
ExposureGroupSettings	Runtime representation of an annotated type.
ExposureSettings	Defines exposures as hierarchy of selected styles and substyles.
ExposureSettingsMenu	Contains the available settings that can be used to define exposures.
HierarchyGroups	The hierarchy decscription for a custom nested grouping of the hierarchy.
HierarchyLevel	The hierarchy decscription for a level in the hierarchy.
InteractionExposureGroupSettings	The settings for an interaction exposure group.
RollingBetaSettings	OLS rolling beta (univariate per factor).
RollingHuberBetaSettings	Robust Huber rolling beta (univariate per factor, with intercept).
RollingRegressionSettings	Runtime representation of an annotated type.
TSBetaExposureGroupSettings	Exposure group settings for time-series beta exposures from uploaded time-series.

Equity Universe

AsyncUniverseApi()	Provide access to universe data and operations.
AsyncUniverseLoaderApi()	Provide access to universe loaders through the registry system.
UniverseApi()	Provide access to universe data and operations.
UniverseLoaderApi()	Provide access to universe loaders through the registry system.
CategoricalFilterSettings	Specify include and exclude filters for categorical codes.
Hierarchy	Create named, parameterized type aliases.
MCapFilterSettings	Specify the lower and upper bound for the market cap filter.
UniverseSettings	Define an asset universe as a set of regional, industry and market cap filters.
UniverseSettingsMenu	Contain the available settings that can be used for the universe settings.

Equity Model Construction

AsyncFactorModelConstructionApi()	Abstract base class for factor model construction APIs.
AsyncFactorModelConstructionLoaderApi()	API for loading factor model construction services.
FactorModelConstructionApi()	Abstract base class for factor model construction APIs.
FactorModelConstructionLoaderApi()	API for loading factor model construction services.
ModelConstructionSettings	Defines settings to build a factor risk model.
ModelConstructionSettingsMenu	Defines available modelconstruction settings to build a factor risk model.

Equity Portfolio

AsyncPortfolioApi()	Abstract base class for portfolio APIs.
AsyncPortfolioLoaderApi()	API for loading portfolios.
PortfolioApi()	Abstract base class for portfolio APIs.
PortfolioCatalog	A catalog of portfolio sources and their respective portfolio names.
PortfolioFofCollision	A fund-of-funds child reachable from two different sources at once.
PortfolioLoaderApi()	API for loading portfolios.
PortfolioName	A portfolio identifier enriched with metadata used by the picker UI.
PortfolioSelectionResolution	The outcome of resolving a portfolio selection against the live catalog.
PortfolioOrganizerSettings	Definition of where to source portfolio data from.
PortfolioOrganizerSettingsMenu	Menu for portfolio organizer settings.
PortfolioSettings	Specifies different options of obtaining portfolios.
PortfolioSettingsMenu	Specifies the set of available options that can be used to create portfolio settings.

Equity Risk Models

AsyncFactorModelApi()	Provide access to factor risk model data and operations.
AsyncFactorModelEngineApi()	Provide access to factor risk model engine operations.
AsyncFactorModelLoaderApi()	Provide access to factor risk model loading and registry operations.
AsyncFactorModelMetadataApi()	Sub interface to list risk models in the registry.
FactorModelApi()	Provide access to factor risk model data and operations.
FactorModelEngineApi()	Provide access to factor risk model engine operations.
FactorModelLoaderApi()	Provide access to factor risk model loading and registry operations.
FactorModelMetadataApi()	Sub interface to list risk models in the registry.
RiskModelCatalog	Combined listing of risk models and the risk datasets they build on.
FactorRiskModelMetadata	Metadata for a factor risk model.
FactorRiskModelSettings	Define all settings needed to build a factor risk model.
FactorRiskModelSettingsMenu	Define available settings to build a factor risk model.
GetModelMode	alias of Literal['compute', 'compute-and-persist', 'get-or-compute', 'get-or-compute-and-persist', 'get-or-fail']
AsyncFactorModelEngineImpl(dataset, ...)
AsyncFactorModelImpl(dataset, settings, ...)
AsyncFactorModelLoaderImpl(*, ...)
FactorModelEngineImpl(dataset, ...)
FactorModelImpl(dataset, settings, report_loader)
FactorModelLoaderImpl(*, settings_registry, ...)

Equity Reports

AsyncTypedReportAccessorApi(accessor)	A base interface for typed report accessor APIs.
TypedReportAccessorApi(accessor)	A base interface for typed report accessor APIs.
ACCESSOR_IMPLS	dict() -> new empty dictionary dict(mapping) -> new dictionary initialized from a mapping object's (key, value) pairs dict(iterable) -> new dictionary initialized as if via: d = {} for k, v in iterable: d[k] = v dict(**kwargs) -> new dictionary initialized with the name=value pairs in the keyword argument list. For example: dict(one=1, two=2).
ASYNC_ACCESSOR_IMPLS	dict() -> new empty dictionary dict(mapping) -> new dictionary initialized from a mapping object's (key, value) pairs dict(iterable) -> new dictionary initialized as if via: d = {} for k, v in iterable: d[k] = v dict(**kwargs) -> new dictionary initialized with the name=value pairs in the keyword argument list. For example: dict(one=1, two=2).
AsyncReportApi()	A base interface for report APIs.
ReportApi()	A base interface for report APIs.
AnyReportSettings	Runtime representation of an annotated type.
AsyncReportLoaderApi()	The main interface for loading different types of reports.
ReportLoaderApi()	The main interface for loading different types of reports.
AsyncFactorCovarianceReportAccessor(accessor)	Specific accessor for a exposure report.
AsyncFactorCovarianceReportAccessorImpl(accessor)
AsyncFactorCovarianceReportApi()	API for a exposure report.
FactorCovarianceReportAccessorImpl(accessor)
FactorCovarianceReportApi()	API for a exposure report.
FactorCovarianceReportSettings	Settings for a factor covariance report.
AsyncExposureReportAccessor(accessor)	Specific accessor for a exposure report.
AsyncExposureReportAccessorImpl(accessor)
AsyncExposureReportApi()	API for a exposure report.
ExposureReportAccessorImpl(accessor)
ExposureReportApi()	API for a exposure report.
ExposureReportSettings	Settings for a exposure report.
AsyncFactorStatsReportAccessor(accessor)	Specific accessor for a exposure report.
AsyncFactorStatsReportAccessorImpl(accessor)
AsyncFactorStatsReportApi()	API for a exposure report.
FactorStatsReportAccessorImpl(accessor)
FactorStatsReportApi()	API for a exposure report.
FactorStatsReportSettings	Settings for a factor stats report.
AsyncIdioReportAccessor(accessor)	Accessor for an idiosyncratic return and volatility report.
AsyncIdioReportAccessorImpl(accessor)
AsyncIdioReportApi()	API for an idiosyncratic return and volatility report.
IdioReportAccessorImpl(accessor)
IdioReportApi()	API for an idiosyncratic return and volatility report.
IdioReportSettings	Settings for an idiosyncratic return and volatility report.
AsyncMcapExposureReportAccessor(accessor)	Specific accessor for a market-cap-weighted exposure report.
AsyncMcapExposureReportAccessorImpl(accessor)
AsyncMcapExposureReportApi()	API for a market-cap-weighted exposure report.
McapExposureReportAccessorImpl(accessor)
McapExposureReportApi()	API for a market-cap-weighted exposure report.
McapExposureReportSettings	Settings for a market-cap-weighted exposure report.
AsyncPortfolioHoldingsReportAccessor(accessor)	Specific accessor for a portfolio holdings report.
AsyncPortfolioHoldingsReportAccessorImpl(...)
AsyncPortfolioHoldingsReportApi()	API for a universe count report.
PortfolioHoldingsReportAccessorImpl(accessor)
PortfolioHoldingsReportApi()	API for a universe count report.
PortfolioHoldingsReportSettings	Settings for a portfolio holdings report.
AsyncPortfolioReturnsReportAccessor(accessor)	Specific accessor for a portfolio returns report.
AsyncPortfolioReturnsReportAccessorImpl(accessor)
AsyncPortfolioReturnsReportApi()	API for a portfolio returns report.
PortfolioReturnsReportAccessorImpl(accessor)
PortfolioReturnsReportApi()	API for a portfolio returns report.
PortfolioReturnsReportSettings	Settings for a portfolio returns report.
AsyncPortfolioReturnsTieoutReportAccessor(...)	Specific accessor for a portfolio returns tie-out report.
AsyncPortfolioReturnsTieoutReportAccessorImpl(...)
AsyncPortfolioReturnsTieoutReportApi()	API for a portfolio returns tie-out report.
PortfolioReturnsTieoutReportAccessorImpl(...)
PortfolioReturnsTieoutReportApi()	API for a portfolio returns tie-out report.
PortfolioReturnsTieoutReportSettings	Settings for a portfolio returns tie-out report.
TieoutReferenceRef	Reference to an uploaded reference time-series for one hierarchy leaf.
AsyncReturnAttributionReportAccessor(accessor)	Specific accessor for a return attribution report.
AsyncReturnAttributionReportAccessorImpl(...)
AsyncReturnAttributionReportApi()	API for a return attribution report.
ReturnAttributionReportAccessorImpl(accessor)
ReturnAttributionReportApi()	API for a return attribution report.
ReturnAttributionReportSettings	Settings for a return attribution drilldown report.
AnyScenarioSettings	Runtime representation of an annotated type.
Basket	A user-defined basket of assets that behaves as a thematic factor.
BasketFactorScenario	Scenario definition for user-defined thematic basket factors.
HoldingsOverrideWindow	A time-windowed set of holdings overrides for a single portfolio.
OverrideUnit(value[, names, module, ...])	Interpretation of the float values in HoldingsOverrideWindow.overrides.
PortfolioHoldingsScenario	Scenario definition for portfolio holdings overrides.
PortfolioOverride	All overrides for a single portfolio within a scenario.
RebalanceFrequency(value[, names, module, ...])	How often to reapply the overridden holdings.
ScenarioSettings	Base class for scenario settings.
TSFactorSelection	Selection of a single factor from an uploaded time-series dataset.
TSFactorSpec	Specification for deriving a risk model with user-defined TS factors.
FactorCovarianceSettings	Settings for factor covariance matrix forecasts.
IdioVolSettings	Settings for idiosyncratic volatility matrix forecasts.
ReportSettings	Concrete settings for a report.
ReportSettingsMenu	Composite menu of every option a report can reference.
AsyncUniverseCountReportAccessor(accessor)	Specific accessor for a universe count report.
AsyncUniverseCountReportAccessorImpl(accessor)
AsyncUniverseCountReportApi()	API for a universe count report.
UniverseCountReportAccessorImpl(accessor)
UniverseCountReportApi()	API for a universe count report.
UniverseCountReportSettings	Settings for a universe count report.
AsyncWeightsReportAccessor(accessor)	Accessor for a weights report.
AsyncWeightsReportAccessorImpl(accessor)
AsyncWeightsReportApi()	API for a weights report.
WeightsReportAccessorImpl(accessor)
WeightsReportApi()	API for a weights report.
WeightsReportSettings	Settings for a weights report.
AsyncXSRReportAccessor(accessor)	Specific accessor for an XSR report.
AsyncXSRReportAccessorImpl(accessor)
AsyncXSRReportApi()	API for an XSR report.
XSRReportAccessorImpl(accessor)
XSRReportApi()	API for an XSR report.
XSRReportSettings	Settings for an XSR (Exposure-Volatility-Correlation-Contribution) report.
AsyncReportAccessorApi()	Abstract base class for report accessor APIs.
IllegalPathError	Exception raised for illegal path operations.
ReportAccessorApi()	Abstract base class for report accessor APIs.
ReportAccessorSettings	Settings for report accessor configuration.

Equity Portfolio Hierarchy

AsyncPortfolioHierarchyApi()	Abstract base class for portfolio hierarchy APIs.
AsyncPortfolioHierarchyLoaderApi()	API for loading portfolio hierarchies.
PortfolioHierarchyApi()	Abstract base class for portfolio hierarchy APIs.
PortfolioHierarchyLoaderApi()	API for loading portfolio hierarchies.
SYSTEM_GROUPING_PREFIX	str(object='') -> str str(bytes_or_buffer[, encoding[, errors]]) -> str
PortfolioHierarchySettings	Specifies portfolio hierarchies with arbitrary groupings (e.g. manager, etc.).
PortfolioHierarchySettingsMenu	Specifies the set of available portfolios that can be used to create hierarchies.
system_level_name(idx)	Canonical column name for the idx-th auto-decompose level (1-indexed).

Equity ID

AssetIdApi()	Abstract base class for asset ID API operations.
AsyncAssetIdApi()	Abstract base class for asset ID API operations.

Equity Calendar

AsyncCalendarApi()	Abstract base class for async calendar API operations.
AsyncCalendarLoaderApi()	Registry-based API for loading calendar data.
CalendarApi()	Abstract base class for calendar API operations.
CalendarLoaderApi()	Registry-based API for loading calendar data.
CalendarSettings	Calendar settings carrying exchange filters to construct calendars from.
CalendarSettingsMenu	Contain the available settings that can be used for the calendar settings.

Equity Uploaders

AsyncDataTypeUploaderApi()	Expose different datasets of an uploader.
AsyncUploaderApi()	Provide functionality to parse, stage and upload data to a versioned storage.
AsyncUploadersApi()	Expose uploaders for different data types, e.g. exposures, portfolios, etc.
AsyncUploadParserApi()	Abstract base class for upload parsers.
DataTypeUploaderApi()	Expose different datasets of an uploader.
MultiParserResult	Result of multiple parser operations.
UploadCommitResult	Result of a commit operation.
UploadDataTypeFreshness	Freshness summary for an upload data type.
UploaderApi()	Provide functionality to parse, stage and upload data to a versioned storage.
UploadError	Exception raised for upload-related errors.
UploadersApi()	Expose uploaders for different data types, e.g. exposures, portfolios, etc.
UploadParserApi()	Abstract base class for upload parsers.
UploadParserResult	Result of a parser operation.
UploadPermissionError	Raised when an upload operation is rejected for permission reasons.
UploadStagingResult	Result of a staging operation.
UploadSettings	Settings for uploading data.
UploadSettingsMenu	Menu for upload settings.

Equity Risk Dataset

AsyncRiskDatasetApi()	API for managing risk datasets.
AsyncRiskDatasetLoaderApi()	API for loading and managing risk datasets.
RiskDatasetApi()	API for managing risk datasets.
RiskDatasetLoaderApi()	API for loading and managing risk datasets.
AnyRiskDatasetSettings	Runtime representation of an annotated type.
DerivedRiskDatasetSettings	Settings for creating a derived risk dataset built on top of a parent.
RiskDatasetExposureSettings	Runtime representation of an annotated type.
RiskDatasetHuberRegressionExposureSettings	Settings for Huber regression-based exposure data in a risk dataset.
RiskDatasetMetadata	Metadata for a risk dataset.
RiskDatasetProperties	Properties and configuration menus for a risk dataset.
RiskDatasetReferencedExposureSettings	Settings for referenced exposure data in a risk dataset.
RiskDatasetSettings	Base settings for a risk dataset.
RiskDatasetSettingsMenu	Joint menu for both DerivedRiskDatasetSettings and RootRiskDatasetSettings.
RiskDatasetUnitExposureSettings	Settings for unit exposure data in a risk dataset.
RiskDatasetUpdateResult	Result of a risk dataset update operation.
RiskDatasetUploadedExposureSettings	Settings for uploaded exposure data in a risk dataset.
RootRiskDatasetSettings	Settings for creating a root risk dataset directly from uploads.
DatasetStatus	alias of Literal['ready', 'data_stale', 'needs_update', 'not_ready', 'corrupt']