BaseLoss

Defined in fynance.models.loss

class BaseLoss(rf=0., period=252, eps=1e-8)

Bases: Module

Base class for differentiable financial loss functions.

Holds the shared hyper-parameters (risk-free rate, annualization period, numerical stabilizer) and enforces that inputs are torch.Tensor. Subclass and implement forward to define a new loss.

Parameters:

rffloat, optional

Annualized risk-free rate. Default is 0.

periodint, optional

Number of periods per year used for annualization. Default is 252.

epsfloat, optional

Small constant added to denominators to avoid division by zero. Default is 1e-8.