factor_agent.session.SessionFactor.compute

SessionFactor.compute(start, end)

Compute as FactorKunQuant does, a resample to "1d" with "last" taking each session’s last bar.

Every output holds a value on its session’s last bar only, so a session’s last value is the one on that bar: the bars are read and computed as for any resample (the padding around the range included), and the sessions labelled in the range keep their last bar’s values, without grouping the minute panel by day. Any other resample is FactorKunQuant’s.