factor.py 文件源码

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

        If ``groupby`` is supplied, returns a Filter matching the top N asset
        values for each group.

        Parameters
        ----------
        N : int
            Number of assets passing the returned filter each day.
        mask : catalyst.pipeline.Filter, optional
            A Filter representing assets to consider when computing ranks.
            If mask is supplied, top values are computed ignoring any
            asset/date pairs for which `mask` produces a value of False.
        groupby : catalyst.pipeline.Classifier, optional
            A classifier defining partitions over which to perform ranking.

        Returns
        -------
        filter : catalyst.pipeline.filters.Filter
        """
        return self.rank(ascending=False, mask=mask, groupby=groupby) <= N