lecrapaud 0.1.0__py3-none-any.whl
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- lecrapaud/__init__.py +1 -0
- lecrapaud/api.py +271 -0
- lecrapaud/config.py +25 -0
- lecrapaud/db/__init__.py +1 -0
- lecrapaud/db/alembic/README +1 -0
- lecrapaud/db/alembic/env.py +78 -0
- lecrapaud/db/alembic/script.py.mako +26 -0
- lecrapaud/db/alembic/versions/2025_04_06_1738-7390745388e4_initial_setup.py +295 -0
- lecrapaud/db/alembic/versions/2025_04_06_1755-40cd8d3e798e_unique_constraint_for_data.py +30 -0
- lecrapaud/db/alembic/versions/2025_05_23_1724-2360941fa0bd_longer_string.py +52 -0
- lecrapaud/db/alembic/versions/2025_05_27_1159-b96396dcfaff_add_env_to_trading_tables.py +34 -0
- lecrapaud/db/alembic/versions/2025_05_27_1337-40cbfc215f7c_fix_nb_character_on_portfolio.py +39 -0
- lecrapaud/db/alembic/versions/2025_05_27_1526-3de994115317_to_datetime.py +36 -0
- lecrapaud/db/alembic/versions/2025_05_27_2003-25c227c684f8_add_fees_to_transactions.py +30 -0
- lecrapaud/db/alembic/versions/2025_05_27_2047-6b6f2d38e9bc_double_instead_of_float.py +132 -0
- lecrapaud/db/alembic/versions/2025_05_31_1111-c175e4a36d68_generalise_stock_to_group.py +36 -0
- lecrapaud/db/alembic/versions/2025_05_31_1256-5681095bfc27_create_investment_run_and_portfolio_.py +62 -0
- lecrapaud/db/alembic/versions/2025_05_31_1806-339927587383_add_investment_run_id.py +107 -0
- lecrapaud/db/alembic/versions/2025_05_31_1834-52b809a34371_make_nullablee.py +38 -0
- lecrapaud/db/alembic/versions/2025_05_31_1849-3b8550297e8e_change_date_to_datetime.py +44 -0
- lecrapaud/db/alembic/versions/2025_05_31_1852-e6b8c95d8243_add_date_to_portfolio_history.py +30 -0
- lecrapaud/db/alembic/versions/2025_06_10_1136-db8cdd83563a_addnewsandoptiontodata.py +32 -0
- lecrapaud/db/alembic/versions/2025_06_17_1652-c45f5e49fa2c_make_fields_nullable.py +89 -0
- lecrapaud/db/models/__init__.py +11 -0
- lecrapaud/db/models/base.py +181 -0
- lecrapaud/db/models/dataset.py +129 -0
- lecrapaud/db/models/feature.py +45 -0
- lecrapaud/db/models/feature_selection.py +125 -0
- lecrapaud/db/models/feature_selection_rank.py +79 -0
- lecrapaud/db/models/model.py +40 -0
- lecrapaud/db/models/model_selection.py +63 -0
- lecrapaud/db/models/model_training.py +62 -0
- lecrapaud/db/models/score.py +65 -0
- lecrapaud/db/models/target.py +67 -0
- lecrapaud/db/session.py +45 -0
- lecrapaud/directory_management.py +28 -0
- lecrapaud/experiment.py +64 -0
- lecrapaud/feature_engineering.py +846 -0
- lecrapaud/feature_selection.py +1167 -0
- lecrapaud/integrations/openai_integration.py +225 -0
- lecrapaud/jobs/__init__.py +13 -0
- lecrapaud/jobs/config.py +17 -0
- lecrapaud/jobs/scheduler.py +36 -0
- lecrapaud/jobs/tasks.py +57 -0
- lecrapaud/model_selection.py +1671 -0
- lecrapaud/predictions.py +292 -0
- lecrapaud/preprocessing.py +984 -0
- lecrapaud/search_space.py +848 -0
- lecrapaud/services/__init__.py +0 -0
- lecrapaud/services/embedding_categorical.py +71 -0
- lecrapaud/services/indicators.py +309 -0
- lecrapaud/speed_tests/experiments.py +139 -0
- lecrapaud/speed_tests/test-gpu-bilstm.ipynb +261 -0
- lecrapaud/speed_tests/test-gpu-resnet.ipynb +166 -0
- lecrapaud/speed_tests/test-gpu-transformers.ipynb +254 -0
- lecrapaud/speed_tests/tests.ipynb +145 -0
- lecrapaud/speed_tests/trash.py +37 -0
- lecrapaud/training.py +239 -0
- lecrapaud/utils.py +246 -0
- lecrapaud-0.1.0.dist-info/LICENSE +201 -0
- lecrapaud-0.1.0.dist-info/METADATA +105 -0
- lecrapaud-0.1.0.dist-info/RECORD +63 -0
- lecrapaud-0.1.0.dist-info/WHEEL +4 -0
lecrapaud/__init__.py
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from lecrapaud.api import *
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lecrapaud/api.py
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"""
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Main API class
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the way I want it to work :
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app = LeCrapaud()
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kwargs = {
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}
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experiment = app.create_experiment(**kwargs) # return a class Experiment()
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ou
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experiment = app.get_experiment(exp_id)
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best_features, artifacts, best_model = experiment.train(get_data, get_data_params)
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new_data + target_pred + target_proba (if classif) = experiment.predict(**new_data)
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On veut aussi pouvoir juste faire :
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experiment.feature_engineering(data) : feat eng, return data
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experiment.preprocess_feature(data) : split, encoding, pcas, return train, val, test df
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experiment.feature_selection(train) : return features
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experiment.preprocess_model(train, val, test) : return data = dict of df
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experiment.model_selection(data) : return best_model
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"""
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import joblib
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import pandas as pd
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from lecrapaud.db.session import init_db
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from lecrapaud.feature_selection import FeatureSelectionEngine, PreprocessModel
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from lecrapaud.model_selection import ModelSelectionEngine, ModelEngine
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from lecrapaud.feature_engineering import FeatureEngineeringEngine, PreprocessFeature
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from lecrapaud.experiment import create_dataset
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from lecrapaud.db import Dataset
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class LeCrapaud:
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def __init__(self, uri: str = None):
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init_db(uri=uri)
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def create_experiment(self, **kwargs):
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return Experiment(**kwargs)
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def get_experiment(self, id: int):
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return Experiment(id)
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class Experiment:
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def __init__(self, id=None, **kwargs):
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if id:
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self.dataset = Dataset.get(id)
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else:
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self.dataset = create_dataset(**kwargs)
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for key, value in kwargs.items():
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setattr(self, key, value)
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self.context = {
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# generic
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"dataset": self.dataset,
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# for FeatureEngineering
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"columns_drop": self.columns_drop,
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"columns_boolean": self.columns_boolean,
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"columns_date": self.columns_date,
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"columns_te_groupby": self.columns_te_groupby,
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"columns_te_target": self.columns_te_target,
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# for PreprocessFeature
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"time_series": self.time_series,
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"date_column": self.date_column,
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"group_column": self.group_column,
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"val_size": self.val_size,
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"test_size": self.test_size,
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"columns_pca": self.columns_pca,
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"columns_onehot": self.columns_onehot,
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"columns_binary": self.columns_binary,
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"columns_frequency": self.columns_frequency,
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"columns_ordinal": self.columns_ordinal,
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"target_numbers": self.target_numbers,
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"target_clf": self.target_clf,
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# for PreprocessModel
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"models_idx": self.models_idx,
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"max_timesteps": self.max_timesteps,
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# for ModelSelection
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"perform_hyperopt": self.perform_hyperopt,
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"number_of_trials": self.number_of_trials,
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"perform_crossval": self.perform_crossval,
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"plot": self.plot,
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"preserve_model": self.preserve_model,
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# not yet
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"target_mclf": self.target_mclf,
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}
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def train(self, data):
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data_eng = self.feature_engineering(data)
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train, val, test = self.preprocess_feature(data_eng)
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all_features = self.feature_selection(train)
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std_data, reshaped_data = self.preprocess_model(train, val, test)
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self.model_selection(std_data, reshaped_data)
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def predict(self, new_data):
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data = self.feature_engineering(
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data=new_data,
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for_training=False,
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)
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data = self.preprocess_feature(data, for_training=False)
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data, scaled_data, reshaped_data = self.preprocess_model(
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data, for_training=False
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)
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for target_number in self.target_numbers:
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# loading model
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training_target_dir = f"{self.dataset.path}/TARGET_{target_number}"
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all_features = self.dataset.get_all_features(
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date_column=self.date_column, group_column=self.group_column
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)
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if self.dataset.name == "data_28_X_X":
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features = joblib.load(
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f"{self.dataset.path}/preprocessing/features_{target_number}.pkl"
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) # we keep this for backward compatibility
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else:
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features = self.dataset.get_features(target_number)
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model = ModelEngine(path=training_target_dir)
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model.load()
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# getting data
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if model.recurrent:
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features_idx = [
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i for i, e in enumerate(all_features) if e in set(features)
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]
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x_pred = reshaped_data[:, :, features_idx]
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else:
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x_pred = scaled_data[features] if model.need_scaling else data[features]
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# predicting
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y_pred = model.predict(x_pred)
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# fix for recurrent model because x_val has no index as it is a 3D np array
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if model.recurrent:
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y_pred.index = (
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new_data.index
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) # TODO: not sure this will work for old dataset not aligned with data_for_training for test use case (done, this is why we decode the test set)
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# unscaling prediction
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if (
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model.need_scaling
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and model.target_type == "regression"
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and model.scaler_y is not None
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):
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y_pred = pd.Series(
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model.scaler_y.inverse_transform(
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y_pred.values.reshape(-1, 1)
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).flatten(),
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index=new_data.index,
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)
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# renaming pred column and concatenating with initial data
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if isinstance(y_pred, pd.DataFrame):
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y_pred.rename(
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columns={"PRED": f"TARGET_{target_number}_PRED"}, inplace=True
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)
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new_data = pd.concat(
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[new_data, y_pred[f"TARGET_{target_number}_PRED"]], axis=1
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)
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else:
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y_pred.name = f"TARGET_{target_number}_PRED"
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new_data = pd.concat([new_data, y_pred], axis=1)
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return new_data
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def feature_engineering(self, data, for_training=True):
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app = FeatureEngineeringEngine(
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data=data,
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columns_drop=self.columns_drop,
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columns_boolean=self.columns_boolean,
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columns_date=self.columns_date,
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columns_te_groupby=self.columns_te_groupby,
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columns_te_target=self.columns_te_target,
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for_training=for_training,
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)
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data = app.run()
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return data
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def preprocess_feature(self, data, for_training=True):
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app = PreprocessFeature(
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data=data,
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dataset=self.dataset,
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time_series=self.time_series,
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date_column=self.date_column,
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group_column=self.group_column,
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val_size=self.val_size,
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test_size=self.test_size,
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columns_pca=self.columns_pca,
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columns_onehot=self.columns_onehot,
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columns_binary=self.columns_binary,
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columns_frequency=self.columns_frequency,
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columns_ordinal=self.columns_ordinal,
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target_numbers=self.target_numbers,
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target_clf=self.target_clf,
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)
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if for_training:
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train, val, test = app.run()
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return train, val, test
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else:
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data = app.inference()
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return data
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def feature_selection(self, train):
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for target_number in self.target_numbers:
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app = FeatureSelectionEngine(
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train=train,
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target_number=target_number,
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dataset=self.dataset,
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target_clf=self.target_clf,
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)
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app.run()
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self.dataset = Dataset.get(self.dataset.id)
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all_features = self.dataset.get_all_features(
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date_column=self.date_column, group_column=self.group_column
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)
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return all_features
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def preprocess_model(self, train, val=None, test=None, for_training=True):
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app = PreprocessModel(
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train=train,
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val=val,
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test=test,
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dataset=self.dataset,
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target_numbers=self.target_numbers,
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target_clf=self.target_clf,
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models_idx=self.models_idx,
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time_series=self.time_series,
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max_timesteps=self.max_timesteps,
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date_column=self.date_column,
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group_column=self.group_column,
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)
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if for_training:
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data, reshaped_data = app.run()
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return data, reshaped_data
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else:
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data, scaled_data, reshaped_data = app.inference()
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return data, scaled_data, reshaped_data
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def model_selection(self, data, reshaped_data):
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for target_number in self.target_numbers:
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app = ModelSelectionEngine(
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data=data,
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+
reshaped_data=reshaped_data,
|
|
256
|
+
target_number=target_number,
|
|
257
|
+
dataset=self.dataset,
|
|
258
|
+
target_clf=self.target_clf,
|
|
259
|
+
models_idx=self.models_idx,
|
|
260
|
+
time_series=self.time_series,
|
|
261
|
+
date_column=self.date_column,
|
|
262
|
+
group_column=self.group_column,
|
|
263
|
+
)
|
|
264
|
+
app.run(
|
|
265
|
+
self.session_name,
|
|
266
|
+
perform_hyperopt=self.perform_hyperopt,
|
|
267
|
+
number_of_trials=self.number_of_trials,
|
|
268
|
+
perform_crossval=self.perform_crossval,
|
|
269
|
+
plot=self.plot,
|
|
270
|
+
preserve_model=self.preserve_model,
|
|
271
|
+
)
|
lecrapaud/config.py
ADDED
|
@@ -0,0 +1,25 @@
|
|
|
1
|
+
import os
|
|
2
|
+
from dotenv import load_dotenv
|
|
3
|
+
|
|
4
|
+
load_dotenv(override=False)
|
|
5
|
+
|
|
6
|
+
PYTHON_ENV = os.getenv("PYTHON_ENV")
|
|
7
|
+
REDIS_URL = os.getenv("REDIS_URL", "redis://localhost:6379")
|
|
8
|
+
EMAIL = os.getenv("EMAIL")
|
|
9
|
+
DATASET_ID = os.getenv("DATASET_ID")
|
|
10
|
+
RECEIVER_EMAIL = os.getenv("RECEIVER_EMAIL")
|
|
11
|
+
USERNAME = os.getenv("USERNAME")
|
|
12
|
+
FRAISE = os.getenv("FRAISE")
|
|
13
|
+
FA2 = os.getenv("2FA")
|
|
14
|
+
INT = os.getenv("INT")
|
|
15
|
+
LOGGING_LEVEL = os.getenv("LOGGING_LEVEL", "INFO")
|
|
16
|
+
ALPHA_VENTAGE_API_KEY = os.getenv("ALPHA_VENTAGE_API_KEY")
|
|
17
|
+
|
|
18
|
+
DB_USER = os.getenv("TEST_DB_USER") if PYTHON_ENV == "Test" else os.getenv("DB_USER")
|
|
19
|
+
DB_PASSWORD = (
|
|
20
|
+
os.getenv("TEST_DB_PASSWORD") if PYTHON_ENV == "Test" else os.getenv("DB_PASSWORD")
|
|
21
|
+
)
|
|
22
|
+
DB_HOST = os.getenv("TEST_DB_HOST") if PYTHON_ENV == "Test" else os.getenv("DB_HOST")
|
|
23
|
+
DB_PORT = os.getenv("TEST_DB_PORT") if PYTHON_ENV == "Test" else os.getenv("DB_PORT")
|
|
24
|
+
DB_NAME = os.getenv("TEST_DB_NAME") if PYTHON_ENV == "Test" else os.getenv("DB_NAME")
|
|
25
|
+
OPENAI_API_KEY = os.getenv("OPENAI_API_KEY")
|
lecrapaud/db/__init__.py
ADDED
|
@@ -0,0 +1 @@
|
|
|
1
|
+
from lecrapaud.db.models import *
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
Generic single-database configuration.
|
|
@@ -0,0 +1,78 @@
|
|
|
1
|
+
from logging.config import fileConfig
|
|
2
|
+
|
|
3
|
+
from sqlalchemy import engine_from_config
|
|
4
|
+
from sqlalchemy import pool
|
|
5
|
+
|
|
6
|
+
from alembic import context
|
|
7
|
+
from lecrapaud.db.session import DATABASE_URL
|
|
8
|
+
|
|
9
|
+
# this is the Alembic Config object, which provides
|
|
10
|
+
# access to the values within the .ini file in use.
|
|
11
|
+
config = context.config
|
|
12
|
+
config.set_main_option("sqlalchemy.url", DATABASE_URL)
|
|
13
|
+
|
|
14
|
+
# Interpret the config file for Python logging.
|
|
15
|
+
# This line sets up loggers basically.
|
|
16
|
+
if config.config_file_name is not None:
|
|
17
|
+
fileConfig(config.config_file_name)
|
|
18
|
+
|
|
19
|
+
# add your model's MetaData object here
|
|
20
|
+
# for 'autogenerate' support
|
|
21
|
+
from lecrapaud.db.models.base import Base
|
|
22
|
+
|
|
23
|
+
target_metadata = Base.metadata
|
|
24
|
+
|
|
25
|
+
# other values from the config, defined by the needs of env.py,
|
|
26
|
+
# can be acquired:
|
|
27
|
+
# my_important_option = config.get_main_option("my_important_option")
|
|
28
|
+
# ... etc.
|
|
29
|
+
|
|
30
|
+
|
|
31
|
+
def run_migrations_offline() -> None:
|
|
32
|
+
"""Run migrations in 'offline' mode.
|
|
33
|
+
|
|
34
|
+
This configures the context with just a URL
|
|
35
|
+
and not an Engine, though an Engine is acceptable
|
|
36
|
+
here as well. By skipping the Engine creation
|
|
37
|
+
we don't even need a DBAPI to be available.
|
|
38
|
+
|
|
39
|
+
Calls to context.execute() here emit the given string to the
|
|
40
|
+
script output.
|
|
41
|
+
|
|
42
|
+
"""
|
|
43
|
+
url = config.get_main_option("sqlalchemy.url")
|
|
44
|
+
context.configure(
|
|
45
|
+
url=url,
|
|
46
|
+
target_metadata=target_metadata,
|
|
47
|
+
literal_binds=True,
|
|
48
|
+
dialect_opts={"paramstyle": "named"},
|
|
49
|
+
)
|
|
50
|
+
|
|
51
|
+
with context.begin_transaction():
|
|
52
|
+
context.run_migrations()
|
|
53
|
+
|
|
54
|
+
|
|
55
|
+
def run_migrations_online() -> None:
|
|
56
|
+
"""Run migrations in 'online' mode.
|
|
57
|
+
|
|
58
|
+
In this scenario we need to create an Engine
|
|
59
|
+
and associate a connection with the context.
|
|
60
|
+
|
|
61
|
+
"""
|
|
62
|
+
connectable = engine_from_config(
|
|
63
|
+
config.get_section(config.config_ini_section, {}),
|
|
64
|
+
prefix="sqlalchemy.",
|
|
65
|
+
poolclass=pool.NullPool,
|
|
66
|
+
)
|
|
67
|
+
|
|
68
|
+
with connectable.connect() as connection:
|
|
69
|
+
context.configure(connection=connection, target_metadata=target_metadata)
|
|
70
|
+
|
|
71
|
+
with context.begin_transaction():
|
|
72
|
+
context.run_migrations()
|
|
73
|
+
|
|
74
|
+
|
|
75
|
+
if context.is_offline_mode():
|
|
76
|
+
run_migrations_offline()
|
|
77
|
+
else:
|
|
78
|
+
run_migrations_online()
|
|
@@ -0,0 +1,26 @@
|
|
|
1
|
+
"""${message}
|
|
2
|
+
|
|
3
|
+
Revision ID: ${up_revision}
|
|
4
|
+
Revises: ${down_revision | comma,n}
|
|
5
|
+
Create Date: ${create_date}
|
|
6
|
+
|
|
7
|
+
"""
|
|
8
|
+
from typing import Sequence, Union
|
|
9
|
+
|
|
10
|
+
from alembic import op
|
|
11
|
+
import sqlalchemy as sa
|
|
12
|
+
${imports if imports else ""}
|
|
13
|
+
|
|
14
|
+
# revision identifiers, used by Alembic.
|
|
15
|
+
revision: str = ${repr(up_revision)}
|
|
16
|
+
down_revision: Union[str, None] = ${repr(down_revision)}
|
|
17
|
+
branch_labels: Union[str, Sequence[str], None] = ${repr(branch_labels)}
|
|
18
|
+
depends_on: Union[str, Sequence[str], None] = ${repr(depends_on)}
|
|
19
|
+
|
|
20
|
+
|
|
21
|
+
def upgrade() -> None:
|
|
22
|
+
${upgrades if upgrades else "pass"}
|
|
23
|
+
|
|
24
|
+
|
|
25
|
+
def downgrade() -> None:
|
|
26
|
+
${downgrades if downgrades else "pass"}
|