factor.py 文件源码

def quantiles(self, bins, mask=NotSpecified):
        """
        Construct a Classifier computing quantiles of the output of ``self``.

        Every non-NaN data point the output is labelled with an integer value
        from 0 to (bins - 1).  NaNs are labelled with -1.

        If ``mask`` is supplied, ignore data points in locations for which
        ``mask`` produces False, and emit a label of -1 at those locations.

        Parameters
        ----------
        bins : int
            Number of bins labels to compute.
        mask : zipline.pipeline.Filter, optional
            Mask of values to ignore when computing quantiles.

        Returns
        -------
        quantiles : zipline.pipeline.classifiers.Quantiles
            A Classifier producing integer labels ranging from 0 to (bins - 1).
        """
        if mask is NotSpecified:
            mask = self.mask
        return Quantiles(inputs=(self,), bins=bins, mask=mask)