Write factor code

The factor editor supports Formula and Python modes. Qube validates the code before it submits an analysis.

Formula mode

Write one complete expression per non-empty line. Use lowercase field names and uppercase operator names.

RANK(close / DELAY(close, 20) - 1)

Formula mode does not allow assignments, imports, Python attributes, or control-flow keywords. Do not use FUTURE_RETURNS; it reads future data and is rejected by the factor quality gate.

Python mode

Define one class that inherits from Factor. Return a Series from calculate(self, factors) and preserve the symbol/date MultiIndex.

class MomentumFactor(Factor):
    def calculate(self, factors):
        close = factors["close"]
        return close.groupby(level="symbol").transform(
            lambda series: series / series.shift(20) - 1
        )

Prefer transform, pct_change, and rolling operations that preserve the input index. groupby(...).apply(...) causes a validation error when it adds another grouping level to the result.

Check the market contract

Use the Operator reference for the fields, supported expressions, and market restrictions available to your factor.

An analysis can only be reproduced when the code, market, data fields, and analysis parameters are all compatible. Validate the signal on a different period before treating it as robust.

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Write factor code

Formula mode

Python mode

Check the market contract