quantlab.factor.config.FactorViewConfig#

class quantlab.factor.config.FactorViewConfig(*, warmup_bars=0, dataset=None, file_path=None, factor_names=None, kwargs=None, resample_freq=None, resample_how=None, name=None, factor)[source]#

Bases: BaseFactorConfig

Fields every quantlab.factor.view.FactorView shares.

factor is the wrapped factor; it keeps its own config, warm-up and store, which the view reads. dataset is filled with the wrapped factor’s dataset by the view’s config setter, so a model counts warm-up bars on the wrapped factor’s calendar. A view has no store of its own, no warm-up and no resampling, and outputs the wrapped factor’s names; FactorView refuses anything else.

Examples

>>> cfg = FactorViewConfig(factor=alpha)
>>> cfg.warmup_bars, cfg.dataset, cfg.file_path
(0, None, None)

dataset = None#: Filled with the wrapped factor’s dataset by the view’s config setter.

factor#: The wrapped factor, whose store the view reads.

warmup_bars = 0#: The wrapped factor warms itself up; anything but 0 is refused.