Data model

The data model in our system is designed to represent financial data in a structured way, allowing for efficient processing and analysis. Below are the basic classes that form the core of our data model:

Asset

An Asset represents a financial instrument or entity. Each asset has properties such as a unique identifier, type, currency and associated metadata.

Portfolio

An AllocationSnapshot represents a portfolio or subportfolio of assets, in given currency and for a given date. This class has many instance methods for performing risk analysis and optimization.

History

A History object contains historical data for an asset.

Assets, portfolios, and histories can be imported from csv files using import helpers.

Context

The Context class provides context necessary for performing operations on portfolios. This includes the market date, risk horizon, and reference to local database with assets and histories.

These classes are fundamental to the operation of our financial analysis system, providing the necessary structure to manage and analyze financial data effectively.