quantlab.factor.config.RosterConfig#

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

Bases: FactorViewConfig

Config of quantlab.factor.predefined.roster.RosterFactor.

factor is the factor read on the roster; it keeps its own config, warm-up and store. roster is the dataset whose whole symbol axis is the roster. dataset is filled with the wrapped factor’s dataset, so a model counts warm-up bars on the wrapped factor’s calendar. All three are component fields, so to_dict() nests their configs and RosterFactor.from_config rebuilds them.

Examples

With styles a BarraStyle factor pinned to its style outputs and prices the price dataset of a universe:

>>> cfg = RosterConfig(factor=styles, roster=prices)
>>> cfg.warmup_bars, cfg.file_path
(0, None)

roster#: The dataset whose store’s symbol axis is the roster.