skfolio.containers.FieldCategorical#

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

Integer-coded categorical 2D field.

Codes are stored as integers in a 2D array with axes (observations, assets). Code -1 is reserved for missing values. Code 0 selects levels[0], code 1 selects levels[1] and so on.

Parameters:

valuesintegers ndarray of shape (n_observations, n_assets): Integer category codes. Missing values must be encoded with MISSING_CATEGORY_CODE.
levelsndarray of shape (n_levels,): Category labels selected by codes 0, 1 and so on. Labels must be unique.

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.
levels
missing_mask: Return a boolean mask indicating missing categorical codes.
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.
`decode`(*[, missing_label])	Decode integer codes to level labels.
`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.

decode(*, missing_label='MISSING')[source]#

Decode integer codes to level labels.

Parameters:

missing_labelstr, default=”MISSING”: Label assigned to missing or out-of-bound codes.

Returns:

decodedndarray: Decoded labels with the same shape as values.

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 categorical codes.

Returns:

maskndarray of bool: Boolean array with the same shape as values. Entries are True where values equals MISSING_CATEGORY_CODE.

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.