skfolio.containers.Field2D

class skfolio.containers.Field2D(values, *, inactive_policy=MISSING)

Numeric 2D field with axes (observations, assets).

Parameters:

valuesndarray of shape (n_observations, n_assets)

Numeric field values. Object dtype is rejected. Use FieldCategorical for categorical data.

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)

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)

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.