Evaluation#
Score candidates on the training segment against the label and the reference pool. See Gate, review and evaluation.
Score graphs on one segment; see the module docstring. |
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A candidate's training-segment statistics; see the module docstring. |
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The candidate's graph did not compile or run; the error KunQuant gave. |
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Score factors one way; see the module docstring. |
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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.
The session columns of intraday graphs, filled for a daily factor from an intraday dataset. |
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Intraday graphs, each ending in a session aggregation, on an intraday dataset; see the module docstring. |
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One KunQuant function with an output per graph, named after it: its value at each session's last bar. |
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Fills derived columns of a |
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A KunQuant factor whose graph may read derived columns; see the module docstring. |