skfolio.containers.concat#

skfolio.containers.concat(panels, *, verify_observations=False)[source]#

Concatenate panels along the observation axis.

This function performs strict vertical concatenation. All panels or panel views must have identical assets, field names, field types, field dtypes, categorical levels and 3D field metadata. Field arrays, observations, active_mask and estimation_mask are concatenated on axis 0.

Parameters:

panelsiterable of AssetPanel or AssetPanelView: Panels or panel views to concatenate. The iterable must contain at least one object.
verify_observationsbool, default=False: If True, raise an error when the concatenated observation labels contain duplicates.

Returns:

panelAssetPanel: Concatenated panel.

Examples

>>> from skfolio.containers import AssetPanel, concat
>>>
>>> panel_1 = AssetPanel(
...     fields={"returns": [[0.01, 0.02]]},
...     observations=["2024-01-01"],
...     asset_names=["A", "B"],
... )
>>> panel_2 = AssetPanel(
...     fields={"returns": [[0.03, 0.04]]},
...     observations=["2024-01-02"],
...     asset_names=["A", "B"],
... )
>>> concat([panel_1, panel_2])
AssetPanel(n_observations=2, n_assets=2, n_fields=1)