sf_quant.data.get_exposures_columns#

sf_quant.data.get_exposures_columns() str#

Return the available columns in the exposures dataset.

This function provides a schema of all barra factor exposures that can be retrieved with load_exposures(). The output is a table listing each column name along with its corresponding data type.

Returns#

str

A string representation of a polars data frame containing the column names and types for the assets table.

Examples#

>>> import sf_quant.data as sfd
>>> sfd.get_exposures_columns()
shape: (79, 2)
┌──────────────────┬─────────┐
│ column           ┆ dtype   │
│ ---              ┆ ---     │
│ str              ┆ str     │
╞══════════════════╪═════════╡
│ date             ┆ Date    │
│ barrid           ┆ String  │
│ USSLOWL_AERODEF  ┆ Float64 │
│ USSLOWL_AIRLINES ┆ Float64 │
│ USSLOWL_ALUMSTEL ┆ Float64 │
│ USSLOWL_APPAREL  ┆ Float64 │
│ USSLOWL_AUTO     ┆ Float64 │
│ ...              ┆ ...     │
└──────────────────┴─────────┘