Cross-Section Rank Support in Operator
Nobody has claimed this yet.
- Dominant language
- Python
- Stars
- 48.7k
- Forks
- 7.7k
- PR merge metrics
- No merged PRs in 30d
Description
🌟 Feature Description
Is it possible to provide cross-sectional rank support (or other cross-sectional operators) in Operator module, although there is one in the Processor module?
Motivation
Many important indicators requires cross-sectional view, while it is only available in Processor module in the qlib framework.
It would be much convenient to have it in the Operator module, because you usually cannot mix processors with other operators.
Alternatives
Additional Notes
Contributor guide
No contributing guide indexed for this repository
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by comparing the existing cross-sectional support in the Processor module with the Operator module, including how operators are represented and evaluated. Define the intended cross-sectional behavior and acceptance tests first; done means the Operator module supports the requested rank operation without preventing it from being combined with other operators.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- fintech-quant
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100