factor_agent.acceptance.ModelResult#

class ModelResult(seed, rank_ic, ic, monotonicity, long_short, top_k_return, top_k_excess, top_k_annualised, decile_returns, n_days, run)[source]#

Bases: object

One model’s statistics on the predicted segment; see the module docstring.

Attributes#

ModelResult.seed#

ModelResult.rank_ic#

ModelResult.ic#

ModelResult.monotonicity#

ModelResult.long_short#

ModelResult.top_k_return#

ModelResult.top_k_excess#

ModelResult.top_k_annualised#

ModelResult.decile_returns#

ModelResult.n_days#

ModelResult.run#