quantlab.factor.view#
Factor views: factors that read the store of the factor they wrap.
A factor view wraps another factor and answers from that factor’s store:
it has no store of its own (store_path is None; store_uses
names the wrapped store), only the store’s owner writes the store (ADR
0029), and the view changes only what it says it changes about the panel,
such as which symbols it keeps (RosterFactor) or which cells it masks
(MembershipMaskedFactor). FactorView holds the rules for every
store query a factor answers, so views of views compose: a roster over a
membership-masked factor reads the masked store on the roster.
A factor that computes new outputs from a wrapped factor and keeps them in
a store of its own (NeutralizedFactor, IntradayAverage) is not a
view.
Classes
Root class of the views of |