coinsignal 1.4.19__cp312-cp312-macosx_10_13_universal2.whl → 1.5.1__cp312-cp312-macosx_10_13_universal2.whl

coinsignal/__init__.py

@@ -7,6 +7,6 @@ from . import parallel
 from . import sampler
 from . import tools
 
-__version__ = '1.4.19'
+__version__ = '0.0.0'
 
 __all__ = ['data', 'feature', 'label', 'model', 'parallel', 'sampler', 'tools']

coinsignal/data.py

@@ -19,13 +19,15 @@ DEFAULT_DATA_PARAMS_DICT = {
         'rule': '',
         'count': 0
     },
-    'sources': []
+    'feeds': [],
+    'sources': [],
+    'mapping': ''
 }
 
 
 def read_data_to_features_map(data_dir, date, look_back_days, look_ahead_days, data_params_dict):
-    features_map, read_data_errors = _data.read_data_to_features_map(data_dir, date, look_back_days, look_ahead_days, data_params_dict)
-    return features_map, read_data_errors
+    features_map, data_issues = _data.read_data_to_features_map(data_dir, date, look_back_days, look_ahead_days, data_params_dict)
+    return features_map, data_issues
 
 def transform_features_map_to_full_features_df(features_map):
     full_features_df = _data.transform_features_map_to_full_features_df(features_map)

coinsignal/label.py

@@ -26,7 +26,7 @@ DEFAULT_RETURN_PARAMS_DICT = {
     'half_life': 0,
     'duration_vlimits': None,
     'duration_qlimits': [0, 1],
-    'duration_handling': False,
+    'is_duration_clipped': False,
     'is_funding_adjusting': False,
     'is_horizon_adjusting': False,
     'is_discrete': False,

coinsignal/model.py

@@ -49,9 +49,10 @@ DEFAULT_MODEL_PARAMS_DICT = {
     },
     'loss_sub_params': {
         'name': '',
-        'dof': 10,
-        'scale': 1,
-        'fee': 0.0001
+        'init_method': '',
+        'dof': 1,
+        'fee': 0,
+        'sensitivity': 1
     },
     'weight_sub_params': {
         'name': '',

coinsignal/parallel.py

@@ -12,10 +12,10 @@
 import _ext.parallel as _parallel
 
 
-def prepare_sub_full_features_df(data_dir, date, look_back_days, look_ahead_days, constants_dict, data_params_dict, feature_params_dict, return_params_dict, sampler_params_dict, N, n_completed, progress_update_event):
-    df, mft_df, mft_feature_plan, errors = _parallel.prepare_sub_full_features_df(data_dir, date, look_back_days, look_ahead_days, constants_dict, data_params_dict, feature_params_dict, return_params_dict, sampler_params_dict, N, n_completed, progress_update_event)
-    return df, mft_df, mft_feature_plan, errors
+def prepare_daily_full_features_df(data_dir, date, look_back_days, look_ahead_days, constants_dict, data_params_dict, feature_params_dict, return_params_dict, sampler_params_dict, N, n_completed, progress_update_event):
+    full_features_df, mft_full_features_df, mft_feature_plan, data_issues = _parallel.prepare_daily_full_features_df(data_dir, date, look_back_days, look_ahead_days, constants_dict, data_params_dict, feature_params_dict, return_params_dict, sampler_params_dict, N, n_completed, progress_update_event)
+    return full_features_df, mft_full_features_df, mft_feature_plan, data_issues
 
 def prepare_full_features_df(data_dir, start_date, end_date, look_back_days, look_ahead_days, constants_dict, data_params_dict, feature_params_dict, return_params_dict, sampler_params_dict):
-    full_features_df, mft_full_features_df, mft_feature_plan, read_data_errors = _parallel.prepare_full_features_df(prepare_sub_full_features_df, data_dir, start_date, end_date, look_back_days, look_ahead_days, constants_dict, data_params_dict, feature_params_dict, return_params_dict, sampler_params_dict)
-    return full_features_df, mft_full_features_df, mft_feature_plan, read_data_errors
+    full_features_df, mft_full_features_df, mft_feature_plan, data_issues = _parallel.prepare_full_features_df(prepare_daily_full_features_df, data_dir, start_date, end_date, look_back_days, look_ahead_days, constants_dict, data_params_dict, feature_params_dict, return_params_dict, sampler_params_dict)
+    return full_features_df, mft_full_features_df, mft_feature_plan, data_issues

coinsignal/tools.py

@@ -110,6 +110,9 @@ def copy_scripts(current_dir, output_dir, model_name, random_seed, scripts_folde
         else:
             copy_scripts(f'{current_dir}/{f}', output_dir, model_name, random_seed, f'{scripts_folder}/{f}')
 
+def report_and_save_data_issues(output_dir, model_name, data_issues):
+    _tools.report_and_save_data_issues(output_dir, model_name, data_issues)
+
 def validate_and_save_features(output_dir, model_name, full_features_df, mft_full_features_df, mft_feature_plan):
     comparison_df = _tools.validate_and_save_features(output_dir, model_name, full_features_df, mft_full_features_df, mft_feature_plan)
     return comparison_df

{coinsignal-1.4.19.dist-info → coinsignal-1.5.1.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: coinsignal
-Version: 1.4.19
+Version: 1.5.1
 Summary: coin data analysis and return predicting framework
 Author: Zehao Yang
 Requires-Python: >=3.8

coinsignal-1.5.1.dist-info/RECORD

@@ -0,0 +1,13 @@
+coinsignal-1.5.1.dist-info/METADATA,sha256=lpnogK9DLiOqpjphURRkEC2F2u23ErSelY3q3plYW78,626
+coinsignal-1.5.1.dist-info/WHEEL,sha256=_N1vyLgwJ10g4JxFsp-IfU42zGJgf-DUqwfdbV1YvEM,115
+coinsignal-1.5.1.dist-info/top_level.txt,sha256=8xBBVxKSVz2DM3nreUe-A7OGl7vCbK-3njdPu-JtUjw,11
+coinsignal/__init__.py,sha256=KOOJQl7cKZg0j6VxP3bgH3bOeI5bcaVN75WEEfQ0A_o,269
+coinsignal/_ext.so,sha256=35JFTvJzE4QmxzLO9L00S7NwoIBPsbYiK7z6iVhDIms,4780360
+coinsignal/data.py,sha256=GCFUZIFoI6ZenCFaixjuX5cNuJXCZ22CWFLpWunYNxs,1103
+coinsignal/feature.py,sha256=kgBVCBXZWBLauptusI5p2Sof0DXJXo7jjq5YZivnaEc,1012
+coinsignal/label.py,sha256=Aw6LmwQEqfPHm_CfKkU8BhDkmWZ8xdw3vkVoFLZtzzE,1238
+coinsignal/model.py,sha256=gA0vpIMqPaikyY2sWCvpMO9h3XwkzHfuNPpbXaXxldY,2164
+coinsignal/parallel.py,sha256=vrIygqKyx6ToN4bcU9JYQPhF3DpQ0uR5UrmgjB4IkJI,1654
+coinsignal/sampler.py,sha256=3fRBUk2kFBZ_3ef6WdFYx0Hk2Sz1Cq8nB9PV4MFek7I,758
+coinsignal/tools.py,sha256=A5iJZ7BtSN2qitE-ifOE7bqmhM08LPT6LNELkd-eAB0,4632
+coinsignal-1.5.1.dist-info/RECORD,,

coinsignal-1.4.19.dist-info/RECORD

@@ -1,13 +0,0 @@
-coinsignal-1.4.19.dist-info/METADATA,sha256=8hPfP-doXXEPicUPw_RfxplRYkd-Ja7CtajRY0HTREs,627
-coinsignal-1.4.19.dist-info/WHEEL,sha256=_N1vyLgwJ10g4JxFsp-IfU42zGJgf-DUqwfdbV1YvEM,115
-coinsignal-1.4.19.dist-info/top_level.txt,sha256=8xBBVxKSVz2DM3nreUe-A7OGl7vCbK-3njdPu-JtUjw,11
-coinsignal/__init__.py,sha256=CKj35kmJROnrHGfWqxKrNnmjv_W88YHWfNy0yN7Z7F8,270
-coinsignal/_ext.so,sha256=JXOXpg8AzbcU_Znh4OIXmjpl3iZwycqI_vZBFaTcEis,4162744
-coinsignal/data.py,sha256=VUC5aC2yVFdzFhHHF01hdjGmUOUU9KxNx13rggj3cMM,1077
-coinsignal/feature.py,sha256=kgBVCBXZWBLauptusI5p2Sof0DXJXo7jjq5YZivnaEc,1012
-coinsignal/label.py,sha256=cUdZm7iEhpsMYP3xs-6qEZs_9NKSMQ5KH8P4oJ-GBJQ,1236
-coinsignal/model.py,sha256=9rwBVZJsy9gif0uVVu9iAfHuo7ZoPv70GCPGj36SfwA,2137
-coinsignal/parallel.py,sha256=KKLRUc_LGqSfcfuhHi1vUGyJZHPhsvHbn6imQs1_6JQ,1592
-coinsignal/sampler.py,sha256=3fRBUk2kFBZ_3ef6WdFYx0Hk2Sz1Cq8nB9PV4MFek7I,758
-coinsignal/tools.py,sha256=l4nGZtcXUE5DiUx_yfcniu5klDASI3FgoLwHDJ83oxI,4485
-coinsignal-1.4.19.dist-info/RECORD,,