Function rank

agent/src/factors/base.py:58–63

Cross-sectional percentile rank per row (axis=1, ties=average, pct=True). NaN inputs stay NaN. An all-NaN row returns an all-NaN row.

(df: pd.DataFrame)

def rank(df: pd.DataFrame) -> pd.DataFrame:
    """Cross-sectional percentile rank per row (axis=1, ties=average, pct=True).

    NaN inputs stay NaN. An all-NaN row returns an all-NaN row.
    """
    return df.rank(axis=1, method="average", pct=True, na_option="keep")


def scale(df: pd.DataFrame, a: float = 1.0) -> pd.DataFrame: