factor_agent.scoring.Scoring

class Scoring(membership=None, neutralization=None, njobs=1)

Bases: object

Score factors one way; see the module docstring.

Parameters:

membershipquantlab IndexConstituentDataset or None

The members of each day; None scores every symbol.

neutralizationNeutralization or None

What ranked factors are neutralised against; None leaves them ranked.

njobsint

KunQuant executor threads of the neutralisation.

Methods

Scoring.apply	factor, whose outputs are ranked across the market, as scored on the whole market.
Scoring.describe	One sentence for the prompts: what is done to a factor's values before they are judged.
Scoring.from_config	The scoring of a campaign config: its scoring section and data.membership.
Scoring.mask	panel NaN where the symbol is not a member on the bar's date; unchanged without membership.
Scoring.on_members	factor read from its store's first bar on, on the membership's roster, masked to the members of day t.
Scoring.read	Yield (name, values) of every output of factor from start to end, masked to day-t members.