factor_agent.exported#
Accepted factors as quantlab factors: a FactorKunQuant whose outputs are recorded graphs.
Each output is a candidate’s graph ranked across the whole market (KunQuant
Rank), the values the Evaluator scores (factor_agent.scoring), built by the
same ranked_function. Acceptance.export writes one module per
factor, a subclass of GraphFactor that fixes GRAPHS and the
CLASSES the campaign’s vocabulary built them from;
Acceptance.validate uses GraphFactor itself, with both in
config.kwargs.
A factor of an intraday family is held in its stages
(factor_agent.gate.stages, staged): its graph is the daily stage,
reading each session column as an input, and SESSIONS maps each session
column to its intraday graph, computed from the intraday dataset of
INTRADAY by factor_agent.session.SessionColumns, as the Evaluator
computes it.
Classes
Recorded graphs, each ranked across the market, as one factor. |
Functions
One KunQuant function with an output per graph, named after it, ranked across the market. |