factor_agent.gate.vocabulary.Vocabulary#

class Vocabulary(sources, columns=None, intraday_columns=None)[source]#

Bases: object

What candidates may write with; build it with load, or from_sources in the sandbox.

Raises:

VocabularyError: If the files have any problem; every problem is listed.

Methods#

`Vocabulary.allowed`	Whether `value` is in the parameter set `kind`; a constant may also be negative or `"nan"`.
`Vocabulary.check`	Return why `graph`'s parameter values or dimensions are refused (empty if none) and its dimension.
`Vocabulary.class_paths`	The class path of every operator recorded graphs (`Graph.to_json()`) hold, by name.
`Vocabulary.column_dimension`	The `(dollars, shares)` exponents of the field reading `column` or a period lag of it, or None.
`Vocabulary.execute`	Run candidate code, which passed `_checks.static_reasons`, and return the names it bound.
`Vocabulary.field_name`	The field reading `column` or a period lag of it, or the column itself when no field reads it.
`Vocabulary.fix_hints`	The hint of every fix one of `reasons` matches, each once, in the operator file's order.
`Vocabulary.from_sources`	Rebuild a vocabulary from another's `sources`.
`Vocabulary.load`	Read the field files `fields` and the operator file `operators`.
`Vocabulary.prompt`	The prompt's description of the vocabulary: inputs, operators, parameter values, builtins.
`Vocabulary.recorded_name`	Return the name a graph records `op_class` under, or None when it is not registered.
`Vocabulary.spec`	The operator a graph records as `name` (or the stage split writes, `WithinSession`).
`Vocabulary.written`	`column` as candidate code reads it: a field's name, or `PeriodLag(field, k)` for a lag column.

Attributes#

Vocabulary.classes#: Every class a graph may hold, by the name it is recorded under (Input included).

Vocabulary.constant_set[source]#

The parameter set of constants: the one ConstantOp’s value is in (else AddConst’s or MulConst’s).

The operator file names its sets as it likes; the set an operator’s attribute is in says what kind of value it holds.

Vocabulary.intraday_columns#: The columns the intraday family’s fields read; empty without an intraday family.

Vocabulary.intraday_lags#: The lags, in bars, the intraday stage may use: the intraday family’s, else the operator file’s lag set.

Vocabulary.lag_columns#: How each lag column candidate code may read is computed, by its name (factor_agent.period_lag).

Vocabulary.lag_set[source]#: The parameter set of lags: the one BackRef’s window is in.

Vocabulary.names#: Every name candidate code may read without binding it first.

Vocabulary.operator_classes#: The registered classes, each with the name a graph records it under.

Vocabulary.reference_hashes[source]#

The canonical hashes of the derived fields (hash -> name) and of every node of the bar mask.

The mask is a sum over the bar columns; its partial sums are part of it too, so a graph that shares only them with a reference factor shares nothing the candidate wrote.

Vocabulary.sources#: The files’ paths and text and the operator modules: what the sandbox rebuilds from.

Vocabulary.parameters#: The parameter sets of the operator file, by kind.

Vocabulary.fields#: The fields of every family, in file order.

Vocabulary.families#: The description of every family, in file order.

Vocabulary.excluded#: The operator file’s excluded classes, with their reasons.

Vocabulary.period_lags#: The declared period lags, by family.

Vocabulary.intraday_family#: The intraday family, None when no field file is marked intraday.

Vocabulary.intraday_windows#: The window lengths, in bars, the intraday stage may use.