factor_agent.scoring.Scoring.read#

Scoring.read(factor, start, end)[source]#

Yield (name, values) of every output of factor from start to end, masked to day-t members.

A factor with a store (an entry given as a store) is read as stored, from its first bar on; any other (an entry given as a component) is scored by apply, as a candidate is, and computed. The outputs are masked one at a time, so only one masked copy is in memory.