quantlab.factor.config.StartClippedConfig#

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

Bases: FactorViewConfig

Config of quantlab.factor.predefined.start_clipped.StartClippedFactor.

factor is the factor read from its store’s first bar on; it keeps its own config, warm-up and store. The view adds no field of its own.

Examples

With hf a factor of the one-minute bars, whose store starts on 2016-10-11:

>>> cfg = StartClippedConfig(factor=hf)
>>> cfg.warmup_bars, cfg.file_path
(0, None)