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Variables

  • PortfolioMetricRegistry: This config should have a retrivable metric name as key and the following schema: title, rolling_func, pf_func, tunable, required_params, default_params, ungrouped, tags.

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PortfolioMetricConfig

PortfolioMetricConfig(
    title: str,
    rolling_func: str,
    pf_func: str,
    tunable: bool,
    required_params: str | List[str] | None,
    default_params: str | List[str] | None,
    ungrouped: bool,
    tags: List[str],
)
Method generated by attrs for class PortfolioMetricConfig.

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Instance variables

  • default_params: str | List[str] | None: Default parameters for the metric or None.
  • pf_func: str: Porfolio function.
  • required_params: str | List[str] | None: List of required parameters or None.
  • rolling_func: str: Rolling function.
  • tags: List[str]: Tags associated with the metric.
  • title: str: Title name of the metric.
  • tunable: bool: Flag to indicate if the metric is tunable.
  • ungrouped: bool: Flag to indicate if the metric is ungrouped.