openquant.feature_assembly

Pure Python. Signatures are as written in the source; descriptions are the docstrings. All Python modules.

Examples and interpretation: feature_assembly.

Find an API by task

Project complete, ordered numeric feature rows from selected source bundles.

Clocks are exact builtin int64 UTC Unix nanoseconds, excluding NaT. Values keep builtin numeric types and signed zero; no transforms, imputation or coercion run. Aliases may project the same source field into distinct named columns; this does not imply independence. Each contributing source bundle is retained once.

Every supplied bundle is revalidated, including unused records. Valid unused sources do not change projection. Required sources for requested rows must have exactly the requested decision, even when a required field is missing. Missing inputs exclude rows explicitly; availability is aggregated only for complete rows. Coverage does not establish representativeness. The declared specification cannot prove it includes every real dependency, and provenance is an association guard, not authentication. Mapping keys collapsed upstream cannot be recovered. Normal package imports still initialize the existing native dependencies.

Classes

AssemblyResult

class AssemblyResult

AssemblyResult(feature_spec: 'tuple[FeatureSpec, ...]', requested_rows: 'tuple[tuple[str, int], ...]', rows: 'tuple[FeatureRow, ...]', excluded: 'tuple[ExcludedRow, ...]', coverage: 'tuple[FeatureCoverage, ...]')

Jump to a member:

• requested_count
• complete_count
• excluded_count

AssemblyResult.requested_count

requested_count() -> int

AssemblyResult.complete_count

complete_count() -> int

AssemblyResult.excluded_count

excluded_count() -> int

ExcludedRow

class ExcludedRow

ExcludedRow(row_id: 'str', decision_ns: 'int', missing: 'tuple[MissingFeature, ...]')

FeatureCoverage

class FeatureCoverage

FeatureCoverage(name: 'str', source_id: 'str', payload_field: 'str', present: 'int', missing_source: 'int', missing_field: 'int')

FeatureRow

class FeatureRow

Output record; assemble_features establishes lineage and clock invariants.

Direct construction is not a validation API. Values use typed equality.

MissingFeature

class MissingFeature

MissingFeature(name: 'str', source_id: 'str', payload_field: 'str', reason: 'str')

Functions

assemble_features

assemble_features(
    feature_spec: Iterable[FeatureSpec],
    decisions: Mapping[str, int],
    selection: Selection,
) -> AssemblyResult

Return complete rows in request order, values in declared feature order.

Empty requests are valid; an empty specification is not. Missing source and field counts are per feature over all requests, including excluded rows. No empty or partial row receives an aggregate availability timestamp.