toraniko-traits

Trait abstractions for the toraniko factor model.

Traits

Re-exported from factors crate

The following core types are re-exported from the factors crate for convenience:

• Factor - Core factor trait for computing factor scores
• FactorCategory - Enum categorizing factors (Style, Sector, Market, etc.)
• ConfigurableFactor - Trait for factors with configurable parameters
• FactorError - Error types for factor operations
• DataFrequency - Enum for data frequency (Daily, Weekly, Monthly)

Toraniko-specific Traits

• Factor Traits: FactorKind, StyleFactor, SectorFactor
• Transform Traits: CrossSectionTransform, TimeSeriesTransform
• Estimator Traits: FactorEstimator, ReturnsEstimator

Design

This crate defines the core abstractions that allow pluggable implementations of factors, transformations, and estimators. Core factor types like Factor, FactorCategory, and ConfigurableFactor are re-exported from the factors crate, which provides the canonical factor registry and implementations.

The toraniko-specific traits (FactorKind, StyleFactor, SectorFactor) extend the base Factor trait with additional functionality specific to the toraniko factor model architecture.

Usage

// Re-exported from factors crate
use toraniko_traits::{Factor, FactorCategory, ConfigurableFactor};

// Toraniko-specific types
use toraniko_traits::{FactorKind, StyleFactor, SectorFactor};