Source code for skfolio.descriptor._passthrough

"""Passthrough descriptor exposing a raw :class:`~skfolio.containers.AssetPanel` field."""

# Copyright (c) 2023-2026
# Author: Hugo Delatte <hugo.delatte@skfoliolabs.com>
# SPDX-License-Identifier: BSD-3-Clause

from __future__ import annotations

from skfolio.containers import AssetPanel
from skfolio.descriptor._base import BaseDescriptor
from skfolio.typing import FloatArray, IntArray
from skfolio.utils.validation import validate_asset_panel


[docs] class Passthrough(BaseDescriptor, stateless=True): """Passthrough descriptor for an :class:`~skfolio.containers.AssetPanel` field. Returns the selected panel field without numerical transformation. This is useful for raw vendor fields or for values computed upstream that should enter a factor exposure model unchanged. Parameters ---------- field : str Name of the field to read from the input :class:`~skfolio.containers.AssetPanel`. Attributes ---------- n_assets_ : int Number of assets seen during fitting. asset_names_ : ndarray of shape (n_assets,) Asset names seen during fitting. Examples -------- >>> from skfolio.datasets import make_synthetic_characteristics >>> from skfolio.descriptor import Passthrough >>> >>> X = make_synthetic_characteristics() >>> >>> descriptor = Passthrough("eps_ntm") >>> eps_ntm = descriptor.fit_transform(X) """ def __init__(self, field: str) -> None: self.field = field
[docs] def fit_transform( self, X: AssetPanel, y=None, **fit_params ) -> FloatArray | IntArray: """Return the configured panel field. Parameters ---------- X : AssetPanel Input panel containing the `field` characteristic configured at construction. y : None Ignored. Present for compatibility with scikit-learn's API. **fit_params : dict Additional fit parameters. Ignored. Returns ------- values : ndarray of shape (n_observations, n_assets) Raw values of `field` for each observation and asset. """ validate_asset_panel(self, X, required_fields=[self.field]) return X[self.field]