factor_agent.evaluator.Evaluator.trace_coverage

Evaluator.trace_coverage(graph)

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

The graph is the daily stage of a candidate of an intraday family (its session columns read as inputs) and graph itself otherwise; it is returned with the trace, whose nodes are its positions. A node inside a loop, a loop and a constant are not traced; neither is a node of a batch that does not compute (a node KunQuant cannot output), so the trace may be empty. Coverage is measured on the graph as written, its fills included.

It computes the graph once per _TRACED_PER_BATCH traced nodes and holds each node of a batch on the scored dates and symbols in float64: on 3000 members over 15 years, about 1.4 GB at the peak.