ExposureSettings

class qf_lib.analysis.exposure_analysis.exposure_settings.ExposureSettings(data_provider: qf_lib.data_providers.data_provider.DataProvider, sector_exposure_tickers: List[qf_lib.common.tickers.tickers.Ticker], factor_exposure_tickers: List[qf_lib.common.tickers.tickers.Ticker])[source]

Bases: object

Class to combine data provider with exposure related functionality.

Parameters

  • data_provider (DataProvider) – DataProvider object with data both for positions and regressors

  • sector_exposure_tickers (List[Ticker]) – list of sector exposure tickers

  • factor_exposure_tickers (List[Ticker]) – list of factor exposure tickers