quantlab.factor.config.FactorConfig#

class quantlab.factor.config.FactorConfig(*, warmup_bars, dataset, file_path=None, factor_names=None, kwargs=None, resample_freq=None, resample_how=None, name=None, mode, data_columns, njobs=128)[source]#

Bases: BaseFactorConfig

Config of a KunQuant-computed factor.

Examples

>>> cfg = FactorConfig(
...     warmup_bars=128,
...     dataset=dataset,
...     file_path="/data/factor/alpha101.zarr",
...     mode="batch",
...     data_columns=("open", "high", "low", "close", "volume", "amount"),
...     factor_names=("alpha001", "alpha002"),
... )
>>> cfg.mode, cfg.njobs
('batch', 128)

data_columns#: The dataset variables fed into the compiled graph as inputs.

mode#: "batch" compiles the graph for a whole date range; "stream" compiles it for incremental per-bar updates.

njobs = 128#: Threads used by the KunQuant executor.