factor_agent.derived.DerivedColumnsFactor

class DerivedColumnsFactor(config)

Bases: FactorKunQuant

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

A subclass says which providers fill the derived columns its graph reads (_providers) and holds their dataset columns in config.data_columns (data_columns). The factor reads at least the warm-up its providers need. A graph reading derived columns only (session columns, say) reads one column of the dataset still, for the panel’s dates and symbols.

Inherited methods and attributes are documented on the base classes linked above.

Attributes

DerivedColumnsFactor.warmup_bars

config.warmup_bars, or the longest warm-up a provider needs when that is longer.