factor_agent.period_lag.PeriodLags

class PeriodLags(lags)

Bases: Provider

The lag columns lags (read), filled from the daily panel; see the module docstring.

It reads the fields’ columns and keys (data_columns), the keys from the panel only, and the warm-up the lags need (warmup_bars).

Inherited methods and attributes are documented on the base classes linked above.

Methods

PeriodLags.fill

The arrays of columns, on the axes of arrays (timestamps by symbols).