Evaluation#

Score candidates on the training segment against the label and the reference pool. See Gate, review and evaluation.

factor_agent.evaluator.Evaluator

Score graphs on one segment; see the module docstring.

factor_agent.evaluator.Metrics

A candidate's training-segment statistics; see the module docstring.

factor_agent.evaluator.CompileFailure

The candidate's graph did not compile or run; the error KunQuant gave.

factor_agent.scoring.Scoring

Score factors one way; see the module docstring.

factor_agent.scoring.Neutralization

What a ranked factor is neutralised against.

Session columns#

Compute the intraday stage of a round’s candidates on the intraday bars, one value per stock and session. See Intraday families.

factor_agent.session.SessionColumns

The session columns of intraday graphs, filled for a daily factor from an intraday dataset.

factor_agent.session.SessionFactor

Intraday graphs, each ending in a session aggregation, on an intraday dataset; see the module docstring.

factor_agent.session.session_function

One KunQuant function with an output per graph, named after it: its value at each session's last bar.

factor_agent.derived.Provider

Fills derived columns of a DerivedColumnsFactor.

factor_agent.derived.DerivedColumnsFactor

A KunQuant factor whose graph may read derived columns; see the module docstring.