Source code for kaxanuk.attribution_analysis.entities.portfolio_daily_weights

import dataclasses

from pandas import DataFrame
from kaxanuk.attribution_analysis.exceptions import ReturnsTimeSeriesError


[docs]
@dataclasses.dataclass(frozen=True, slots=True)

class PortfolioDailyWeights:

    daily_weights: DataFrame

    def __post_init__(self):
        if not isinstance(self.daily_weights, DataFrame):
            raise ReturnsTimeSeriesError("PortfolioDailyWeights must be a pandas DataFrame")