quantlab.label.predefined.membership_mask.MembershipMaskedLabelConfig#

class quantlab.label.predefined.membership_mask.MembershipMaskedLabelConfig(label, membership)[source]#

Bases: object

What a MembershipMaskedLabel is rebuilt from.

Examples

>>> sorted(MembershipMaskedLabelConfig(label=label, membership=membership).__dataclass_fields__)
['label', 'membership']
label#

The wrapped label, computed on unmasked prices.

membership#

The index-membership dataset the label is masked with.