Logistic

systematica.portfolio.transformers.logistic

Logistic

Logistic(
    scale_factors: Dict[str, float] = _Nothing.NOTHING,
)

Applies a logistic transformation to normalize trading metrics.

Method generated by attrs for class Logistic.

Ancestors

• systematica.portfolio.transformers.base.BaseTransformer
• abc.ABC

Instance variables

• scale_factors: Dict[str, float]: Scale factors for each metric to adjust the steepness of the logistic curve.

Methods

transform

transform(
    self,
    metrics: Dict[str, float],
) ‑> Dict[str, float]

Normalizes all provided metrics using the logistic function.

Parameters:

Name	Type	Default	Description
metrics	tp.Dict[str, float]	--	Dictionary of metrics to transform, where keys are metric names and values are their corresponding values.

Returns:

Type	Description
tp.Dict[str, float]	Dictionary of transformed metrics, where keys are the same as input and values are the transformed values