gallery.next_diagonal()

Cells that first become observable on the diagonal after as_of.

Usage

Source

gallery.next_diagonal(
    triangle, *, as_of, fields, premium_field=None, origins=None
)

triangle: the FULL triangle, not a training slice - this function does its own as_of slicing on both sides of the cutoff. as_of: the training cutoff D. fields: loss field(s) to score. compartmental needs two (paid and reported); everything else needs one. premium_field: exposure field to attach per cell, read from the training slice. Not scored, never part of fields. origins: restrict to these origin periods (the Meyers study window is 1988-1997 while the mart runs to 2007, and an aggregate over origins the training slice never had is silently wrong).