sf_quant.research.get_signal_stats

sf_quant.research.get_signal_stats(signal: DataFrame, column: str = 'signal') → DataFrame

Compute statistical measures of a signal column.

Parameters

signalpl.DataFrame

DataFrame containing the signal column

columnstr, default “signal”

Name of the column to analyze

Returns

pl.DataFrame

Single-row DataFrame with statistics: mean, std, min, max, q25, q50, q75

Examples

>>> import polars as pl
>>> import sf_quant.research as sfr
>>> signal_df = pl.DataFrame({
...     'signal': [0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1.0]
... })
>>> stats = sfr.signal_stats(signal_df, column='signal')
>>> stats
shape: (1, 7)
┌──────┬──────────┬─────┬─────┬──────┬──────┬──────┐
│ mean ┆ std      ┆ min ┆ max ┆ q25  ┆ q50  ┆ q75  │
│ ---  ┆ ---      ┆ --- ┆ --- ┆ ---  ┆ ---  ┆ ---  │
│ f64  ┆ f64      ┆ f64 ┆ f64 ┆ f64  ┆ f64  ┆ f64  │
╞══════╪══════════╪═════╪═════╪══════╪══════╪══════╡
│ 0.55 ┆ 0.302765 ┆ 0.1 ┆ 1.0 ┆ 0.325 ┆ 0.55 ┆ 0.775 │
└──────┴──────────┴─────┴─────┴──────┴──────┴──────┘