factor_agent.derived

Derived columns: columns a daily factor’s graph reads that its dataset does not hold.

A DerivedColumnsFactor is a KunQuant factor on the daily dataset whose graph may read derived columns, filled before the graph runs by its providers (Provider): period lags (factor_agent.period_lag), from the daily panel. Each provider says which columns it fills, the dataset columns it reads and the warm-up it needs, and fills the arrays; the factor reads the longest warm-up any of them needs.

Classes

DerivedColumnsFactor	A KunQuant factor whose graph may read derived columns; see the module docstring.
Provider	Fills derived columns of a DerivedColumnsFactor.

Functions

data_columns

The dataset columns to read for graph inputs: each derived column becomes its provider's, sorted.