Gate and vocabulary

Check a candidate’s code and graph before it is evaluated. See The vocabulary and Gate, review and evaluation.

factor_agent.gate.Gate	Check candidates; see the module docstring for the order of the checks.
factor_agent.gate.Passed	A candidate whose graph was built: the graph, its fingerprint and its statistics.
factor_agent.gate.Rejected	A candidate refused by the gate, with the reasons sent back to the proposer.
factor_agent.gate.graph.Graph	A factor graph in topological order; the last node is the factor.
factor_agent.gate.vocabulary.Vocabulary	What candidates may write with; build it with load, or from_sources in the sandbox.
factor_agent.gate.vocabulary.VocabularyError	The field or operator files are wrong; the message lists every problem.
factor_agent.zoo.Zoo	The factors the Gate checks originality against.
factor_agent.candidate.Candidate	One proposed factor.

Intraday stages

Split an intraday family’s candidate into its intraday and daily stages, and the session aggregations it may reduce a session with. See Intraday families.

factor_agent.gate.stages.split	Return graph's daily and intraday graphs and the stage rules it breaks; see the module docstring.
factor_agent.gate.stages.Staged	A graph split into its stages; see the module docstring.
factor_agent.gate.stages.session_column	The name of the session column of an aggregation subtree, from the hash of what it computes.
factor_agent.aggregations.SessionAggregation	The base of the session aggregations: a reduction of its inputs over each session's bars.
factor_agent.aggregations.SessionMean	The mean of x over the session's bars where it has a value; NaN when it has none.
factor_agent.aggregations.SessionSum	The sum of x over the session's bars where it has a value; 0 when it has none.
factor_agent.aggregations.SessionCount	The number of the session's bars where x has a value; 0 when it has none.
factor_agent.aggregations.SessionStd	The unbiased standard deviation of x over the session's bars where it has a value; NaN below two.
factor_agent.aggregations.SessionSkew	The unbiased skewness of x over the session's bars where it has a value; NaN below three or when constant.
factor_agent.aggregations.SessionMin	The least value of x in the session; NaN when it has none.
factor_agent.aggregations.SessionMax	The greatest value of x in the session; NaN when it has none.
factor_agent.aggregations.SessionFirst	The first value of x present in the session; NaN when it has none.
factor_agent.aggregations.SessionLast	The last value of x present in the session; NaN when it has none.
factor_agent.aggregations.SessionWeightedMean	The mean of x weighted by w over the bars where both have a value; NaN when the weights sum to 0.
factor_agent.aggregations.SessionCorr	The correlation of x and y over the bars where both have a value; NaN when one is constant there.
factor_agent.aggregations.WithinSession	x on the bars at least bars bars into their session, NaN on the session's first bars.