quantlab.label.forward#
A label made by shifting a factor forward in time.
A label is the value a model learns to predict. Forward turns any
factor into one: the label at bar t is the factor at bar t + delay + span,
where span is how many bars the label accumulates over and delay how
many bars pass before the first of them (one, because a signal formed at bar
t fills at bar t+1’s open). delay + span is the label’s lookahead: the
label at t is known only once bar t + lookahead has closed.
The wrapped factor must use only bars up to t for its value at t; Forward
relies on that and cannot check it.
Classes
A factor shifted |