Context

`qcs.Context`

Bases: BaseModel

Context for risk service computation.

Parameters:

Name	Type	Description	Default
`date`	`date`	The reference date for the context. Can be given as a string in `YYYY-MM-DD` format or as a python datetime.date.	required
`horizon`	`Literal['1d', '1w', '2w', '4w', '1m']`	The time horizon for the risk assessment.	required
`local_db`	`LocalDb`	An instance of LocalDb containing assets and histories relevant to the context.	required

Examples:

>>> context = Context(
...     date="2023-10-19",
...     horizon="1d",
...     local_db=LocalDb(assets=[], histories=[])
... )

`qcs.LocalDb`

Bases: BaseModel

Local database for storing assets and histories.

Parameters:

Name	Type	Description	Default
`assets`	`List[Asset]`	A list of Asset instances representing financial assets with possible pricing formulas.	required
`histories`	`List[History]`	A list of History instances representing historical data for assets.	required

Examples:

>>> local_db = LocalDb(
...     assets=[Asset(...), Asset(...)],
...     histories=[History(...), History(...)]
... )

`qcs.Asset`

Bases: BaseModel

Asset in asset table. In the parameters below are just the most used asset fields. For full list of 60+ fields see detailed documentation.

Parameters:

Name	Type	Description	Default
`code`	`str`	Unique identifier for the asset.	required
`label`	`str \| None`	Human-readable label for the asset.	`None`
`type`	`str \| None`	The type of the asset (e.g., "EQT", "BND").	`None`
`currency`	`str \| None`	The currency in which the asset is denominated.	`None`
`alias1`	`str \| None`	An alias for the asset.	`None`
`formula`	`str \| None`	A formula for pricing the asset.	`None`

Examples:

>>> equity68 = Asset(
...     code="<EQUITYEUR68>",
...     label="Equity EUR n. 68",
...     type="EQT",
...     currency="EUR",
...     alias1="EQUITYEUR68",
...     formula="RTHST([CODE],[LABEL],[CURRENCY],[HISTORY],'116',[OTHER])",
...     country="USA",
...     sector="Materials",
...     history="EQUITYEUR68",
... )

`qcs.History`

Bases: BaseModel

Historical data for a financial instrument or factor.

Parameters:

Name	Type	Description	Default
`code`	`str`	Unique identifier for the historical time series.	required
`currency`	`Literal`	The currency (3 letter code) in which the financial instrument is denominated.	required
`time_series`	`List[HistoryDataPoint]`	A list of time series data representing the value of the financial instrument over time. Given as object with date : date The date of the time series entry. Python datetime.date object or `YYYY-MM-DD` string. value : float The value of the financial instrument on the given date.	required
`label`	`str \| None`	Human-readable label for the financial instrument.	`None`

Examples:

>>> history_msft = History(
...     code="MSFT",
...     currency="USD",
...     time_series=[
...         {"date": "2021-09-27", "value": 283.11},
...         {"date": "2021-09-28", "value": 284.00},
...         {"date": "2021-09-29", "value": 283.52},
...     ],
...     label="Microsoft Corporation",
... )

`qcs.HistoryDataPoint`

Bases: BaseModel

Single time series data point.

Parameters:

Name	Type	Description	Default
`date`	`date`	The date of the time series entry. Python datetime.date object or `YYYY-MM-DD` string.	required
`value`	`float`	The value of the financial instrument on the given date.	required

Examples:

>>> data_point = HistoryDataPoint(date="2021-09-27", value=800.1)