factor_agent.evaluator.Evaluator#
- class Evaluator(segment, prices, label, scoring, reference, warmup_bars, njobs, purge_bars=5, known=(), vocabulary=None, intraday=None, store=None, store_key=None)[source]#
Bases:
objectScore graphs on one segment; see the module docstring.
Make one with
for_segment; nothing changes its dates afterwards.
Methods#
Each named pool factor's |
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Return one entry per graph, in order; see the module docstring. |
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Return an evaluator of |
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Add |
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Each graph's most correlated tried trial and that correlation, |
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Where |
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The tried trials' names, in the order they joined, and the matrix of their correlations. |
Attributes#
- Evaluator.segment#
The segment this evaluator reads.