factor_agent.web.run_view.Comparison

class Comparison(name, segment, holdout, factors, selection, seeds, top_k, train_window, test_window, baseline, with_accepted, difference, verdict, forced, contribution, code_version, written)

Bases: object

One Acceptance report: the user’s model with and without accepted factors, on validation or the hold-out.

name is the report’s file name without .json (validation, or validation_<digest> for a selection). holdout is true for a report on the hold-out. factors holds the labels of the factors added to the model. selection is true for a selection of fewer than every accepted factor, None for a report written before the flag. baseline and with_accepted hold each compared statistic averaged over seeds, difference the second minus the first. verdict is "improves" when the rank IC and the top-k excess return both rise with the factors, "does_not_improve" when neither does, "mixed" otherwise, None when either is undefined. forced is true for a hold-out opened again past its lock. contribution is the report’s contribution table, the largest rank IC difference first: empty when no contribution was asked for, None for a report written before the table. written is the report file’s time (UTC).

Attributes

Comparison.name

Comparison.segment

Comparison.holdout

Comparison.factors

Comparison.selection

Comparison.seeds

Comparison.top_k

Comparison.train_window

Comparison.test_window

Comparison.baseline

Comparison.with_accepted

Comparison.difference

Comparison.verdict

Comparison.forced

Comparison.contribution

Comparison.code_version

Comparison.written