quantlab.factor.config#

The configs of the factor layer.

A factor is constructed from one of these and exposes it as self.config. They are frozen; the factor’s config setter normalises the config it is given into a new one (dates, factor names, the name field the factor is rebuilt from; see quantlab.core.component). A factor’s dataset (a market-feature factor’s series, a neutralized factor’s factor) is declared with component() and written as its own config.

Classes

`BaseFactorConfig`	Fields every factor (and label) shares, whichever backend computes it.
`BenchmarkBetaConfig`	Config of `quantlab.factor.predefined.benchmark_beta.BenchmarkBeta`.
`FactorConfig`	Config of a KunQuant-computed factor.
`FactorViewConfig`	Fields every `quantlab.factor.view.FactorView` shares.
`IntradayAverageConfig`	Config of `quantlab.factor.predefined.intraday.IntradayAverage`.
`IntradayCompositeConfig`	Config of `quantlab.factor.predefined.intraday.IntradayComposite`.
`MarketFeatureConfig`	Config of `quantlab.factor.predefined.market.MarketFeatures`.
`MembershipCapWeightConfig`	Config of `quantlab.factor.predefined.membership_cap_weight.MembershipCapWeight`.
`MembershipMaskedFactorConfig`	Config of `quantlab.factor.predefined.membership_mask.MembershipMaskedFactor`.
`NeutralizedConfig`	Config of `quantlab.factor.predefined.neutralized.NeutralizedFactor`.
`PolarsFactorConfig`	Config of a Polars-computed factor.
`RosterConfig`	Config of `quantlab.factor.predefined.roster.RosterFactor`.
`StartClippedConfig`	Config of `quantlab.factor.predefined.start_clipped.StartClippedFactor`.