factor.py 文件源码

def bottom(self, N, mask=NotSpecified):
        """
        Construct a Filter matching the bottom N asset values of self each day.

        Parameters
        ----------
        N : int
            Number of assets passing the returned filter each day.
        mask : zipline.pipeline.Filter, optional
            A Filter representing assets to consider when computing ranks.
            If mask is supplied, bottom values are computed ignoring any
            asset/date pairs for which `mask` produces a value of False.

        Returns
        -------
        filter : zipline.pipeline.Filter
        """
        return self.rank(ascending=True, mask=mask) <= N