skfolio.containers.BaseField#

class skfolio.containers.BaseField(values, *, inactive_policy=MISSING)[source]#

Base class for fields stored in an AssetPanel.

A field stores a NumPy array for one named variable. The first two axes are always observations and assets with shape (n_observations, n_assets). Subclasses define any additional metadata required by the array layout.

Parameters:

valuesndarray of shape (n_observations, n_assets): Field values. The first two axes must be observations and assets.

Attributes:

dtype: Dtype of the underlying values.
inactive_policy
is_3d: Whether or not the field is a 3D field.
is_categorical: Whether or not the field is a categorical field.
missing_mask: Return a boolean mask indicating missing entries.
n_assets: Number of assets.
n_observations: Number of observations.
ndim: Number of dimensions of the underlying values.
shape: Shape of the underlying values.
values

Methods

`copy`(*[, deep])	Return a copy of the field.
`with_values`(values)	Return a field of the same type with replacement values.

copy(*, deep=False)[source]#

Return a copy of the field.

Parameters:

deepbool, default=False: If True, copy NumPy arrays stored by the field. If False, reuse the same array objects.

Returns:

fieldBaseField: Field instance of the same concrete class.

property dtype#: Dtype of the underlying values.

property is_3d#: Whether or not the field is a 3D field.

property is_categorical#: Whether or not the field is a categorical field.

property missing_mask#

Return a boolean mask indicating missing entries.

Returns:

maskndarray of bool: Boolean array with the same shape as values. Entries are True where values is NaN for floating-point fields and False elsewhere. Non-floating fields without a missing-value convention return an all-False mask; subclasses override this method when they define their own convention.

property n_assets#: Number of assets.

property n_observations#: Number of observations.

property ndim#: Number of dimensions of the underlying values.

property shape#: Shape of the underlying values.

with_values(values)[source]#

Return a field of the same type with replacement values.

Metadata arrays are reused. The replacement values are validated by the concrete field class constructor.

Parameters:

valuesarray-like: Replacement field values.

Returns:

fieldBaseField: Field instance of the same concrete class.