sf_quant.data.get_factor_names

sf_quant.data.get_factor_names(type: Literal['style', 'sector'] | None = None) → list[str]

Return the list of available factor names.

This function provides the names of factors that can be retrieved with load_factors(). By default, all factor names are returned. Optionally, the list can be restricted to either style or sector factors.

Parameters

type{“style”, “sector”}, optional

The category of factors to return. - “style” : return only style factor names - “sector”: return only sector/industry factor names - None (default): return all available factors

Returns

list of str

A list of factor names matching the specified type.

Raises

ValueError

If type is provided but is not one of {“style”, “sector”, None}.

Examples

>>> import sf_quant.data as sfd
>>> sfd.get_factor_names()
["USSLOWL_BETA", "USSLOWL_VALUE", "USSLOWL_AERODEF", ...]

>>> sfd.get_factor_names("style")
["USSLOWL_BETA", "USSLOWL_VALUE", "USSLOWL_MOMENTUM", ...]

>>> sfd.get_factor_names("sector")
["USSLOWL_AERODEF", "USSLOWL_AIRLINES", "USSLOWL_BANKS", ...]