Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Chore: update measures.py #283

Open
wants to merge 1 commit into
base: master
Choose a base branch
from
Open

Chore: update measures.py #283

Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
4 changes: 2 additions & 2 deletions gs_quant/timeseries/measures.py
View file
Open in desktop
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

awdawdwad

Original file line number Diff line number Diff line change
Expand Up @@ -4810,7 +4810,7 @@ def thematic_model_exposure(asset: Asset, basket_identifier: str, notional: int
Thematic exposure of an asset to a requested GS thematic flagship basket

:param asset: asset object loaded from security master
:param basket_identifier: identifer of the requested basket (ticker, bbid, etc.)
:param basket_identifier: identifier of the requested basket (ticker, bbid, etc.)
:param notional: Optional notional, will default to $10mm for if not entered
:param source: name of function caller: default source = None
:param real_time: whether to retrieve intraday data instead of EOD, real time is currently not supported
Expand All @@ -4831,7 +4831,7 @@ def thematic_model_beta(asset: Asset, basket_identifier: str, *, source: str = N
Thematic beta values of an asset to a requested GS thematic flagship basket

:param asset: asset object loaded from security master
:param basket_identifier: identifer of the requested basket (ticker, bbid, etc.)
:param basket_identifier: identifier of the requested basket (ticker, bbid, etc.)
:param source: name of function caller: default source = None
:param real_time: whether to retrieve intraday data instead of EOD, real time is currently not supported
:return: Timeseries of daily thematic beta of asset to requested flagship basket
Expand Down