factor_agent.zoo.Zoo.from_existing

classmethod Zoo.from_existing(reference, vocabulary, known=())

Return the zoo of the existing factors: reference and known, quantlab factor objects.

Each output of a FactorKunQuant among config.factor_names is an entry named after it, with the factor’s class as its source, its graph recorded under vocabulary’s operator names; the names of every other factor go to not_covered. The reference factors come first; known (CampaignConfig.load_factors has dropped the outputs already in the reference set) are tagged as known.