microsoft / microsoft/qlib

difference between cdef class Rsquare(Expanding) in expanding.pyx and class Rsquare(Rolling) in ops.py?

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Description

Hi, there is cdef class Rsquare(Expanding) in expanding.pyx and class Rsquare(Rolling) in ops.py.
I wonder when you compute factors using Rsquare, which one will be used?
and what's the difference between them?
Why you desgin two Rsquare?

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Research direction

Compare the Rsquare definitions in expanding.pyx and ops.py, then trace the factor-computation call sites that reference them. Determine which implementation is selected in each path and record the behavioral difference and reason for having both; the issue is resolved when that distinction is clearly documented.

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Assessment

Tech stack
python
Domain
backend
Issue type
Documentation
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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