factor_agent.segments.Segments#

class Segments(training, confirmation=None, validation=None, holdout=None, purge_bars=5)[source]#

The training, confirmation, validation and hold-out segments, in that order, and the purge between them.

Parameters:

trainingSegment: The segment the campaign evaluates.
confirmationSegment, optional: The later part of the training data: a candidate is evaluated there too and must hold there to be accepted, and no prompt shows a statistic of it (AdmissionConfig.confirm_t).
validation, holdoutSegment, optional: The segments Acceptance reads; each starts after the one before ends.
purge_barsint: The fewest trading days dropped at the end of a segment.

Methods#

`Segments.open_holdout`	Record an open of the hold-out in the lock at `lock_path` and return the lock.
`Segments.scored`	The first and last dates of `segment` whose label lies inside it.