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: object

Score graphs on one segment; see the module docstring.

Make one with for_segment; nothing changes its dates afterwards.

Methods#

Evaluator.contributions

Each named pool factor's Contribution within the group of names.

Evaluator.evaluate

Return one entry per graph, in order; see the module docstring.

Evaluator.for_segment

Return an evaluator of segment.

Evaluator.join

Add (name, graph) pairs to the reference pool and to the tried trials, in order, without scoring them.

Evaluator.nearest_tried

Each graph's most correlated tried trial and that correlation, ("", NaN) without one; unscored.

Evaluator.trace_coverage

Where graph loses its values: the coverage of each of its nodes on the scored member days.

Evaluator.tried

The tried trials' names, in the order they joined, and the matrix of their correlations.

Attributes#

Evaluator.segment#

The segment this evaluator reads.