quantlab.dataset.memory#
A market dataset held in memory, built from a caller’s frame or panel.
FrameDataset is the one seam a caller’s own data enters the library through (ADR
0011). It is a real MarketDataset: a factor, label or backtester that reads a dataset
reads it through the same public requests (panel, bar_before, head,
to_kunquant), answered from the panel it holds instead of from a Zarr store. The frame
is converted by quantlab.dataset._support.frame.to_panel, the same rules quantlab.api applies.
A FrameDatasetConfig naming a store instead reads that store into memory once, at
construction: this is how a saved run’s inputs come back when the run is rebuilt.
Classes
A market dataset whose panel is held in memory. |