numerai-tools 0.3.1__tar.gz → 0.4.0.dev0__tar.gz

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Files changed (18) hide show
  1. {numerai_tools-0.3.1 → numerai_tools-0.4.0.dev0}/PKG-INFO +1 -1
  2. {numerai_tools-0.3.1 → numerai_tools-0.4.0.dev0}/numerai_tools/scoring.py +1 -3
  3. {numerai_tools-0.3.1 → numerai_tools-0.4.0.dev0}/numerai_tools.egg-info/PKG-INFO +1 -1
  4. {numerai_tools-0.3.1 → numerai_tools-0.4.0.dev0}/numerai_tools.egg-info/requires.txt +2 -2
  5. {numerai_tools-0.3.1 → numerai_tools-0.4.0.dev0}/setup.py +3 -3
  6. {numerai_tools-0.3.1 → numerai_tools-0.4.0.dev0}/tests/test_scoring.py +1 -1
  7. {numerai_tools-0.3.1 → numerai_tools-0.4.0.dev0}/LICENSE +0 -0
  8. {numerai_tools-0.3.1 → numerai_tools-0.4.0.dev0}/README.md +0 -0
  9. {numerai_tools-0.3.1 → numerai_tools-0.4.0.dev0}/numerai_tools/__init__.py +0 -0
  10. {numerai_tools-0.3.1 → numerai_tools-0.4.0.dev0}/numerai_tools/py.typed +0 -0
  11. {numerai_tools-0.3.1 → numerai_tools-0.4.0.dev0}/numerai_tools/signals.py +0 -0
  12. {numerai_tools-0.3.1 → numerai_tools-0.4.0.dev0}/numerai_tools/submissions.py +0 -0
  13. {numerai_tools-0.3.1 → numerai_tools-0.4.0.dev0}/numerai_tools.egg-info/SOURCES.txt +0 -0
  14. {numerai_tools-0.3.1 → numerai_tools-0.4.0.dev0}/numerai_tools.egg-info/dependency_links.txt +0 -0
  15. {numerai_tools-0.3.1 → numerai_tools-0.4.0.dev0}/numerai_tools.egg-info/top_level.txt +0 -0
  16. {numerai_tools-0.3.1 → numerai_tools-0.4.0.dev0}/setup.cfg +0 -0
  17. {numerai_tools-0.3.1 → numerai_tools-0.4.0.dev0}/tests/test_signals.py +0 -0
  18. {numerai_tools-0.3.1 → numerai_tools-0.4.0.dev0}/tests/test_submissions.py +0 -0
{numerai_tools-0.3.1 → numerai_tools-0.4.0.dev0}/PKG-INFO RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: numerai_tools
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- Version: 0.3.1
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+ Version: 0.4.0.dev0
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  Summary: A collection of open-source tools to help interact with Numerai, model data, and automate submissions.
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  Home-page: https://github.com/numerai/numerai-tools
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  Maintainer: Numerai
{numerai_tools-0.3.1 → numerai_tools-0.4.0.dev0}/numerai_tools/scoring.py RENAMED
@@ -570,9 +570,7 @@ def alpha(
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  s_prime, neutralizers, sample_weights
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  )
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  )
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- weights = weight_normalize(center(weights))
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- np.testing.assert_allclose(weights.abs().sum(), 1)
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- alpha_scores = weights.apply(lambda w: w @ targets)
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+ alpha_scores = weights.apply(lambda w: w @ targets) / len(targets)
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  return alpha_scores
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{numerai_tools-0.3.1 → numerai_tools-0.4.0.dev0}/numerai_tools.egg-info/PKG-INFO RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: numerai-tools
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- Version: 0.3.1
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+ Version: 0.4.0.dev0
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  Summary: A collection of open-source tools to help interact with Numerai, model data, and automate submissions.
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  Home-page: https://github.com/numerai/numerai-tools
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  Maintainer: Numerai
{numerai_tools-0.3.1 → numerai_tools-0.4.0.dev0}/numerai_tools.egg-info/requires.txt RENAMED
@@ -1,5 +1,5 @@
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- pandas>=1.3.1
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- numpy<2.0.0,>=1.26.4
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+ pandas>=2.2.2
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+ numpy>=2.0.0
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  scipy>=1.11.4
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  scikit-learn>=1.3.0
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  torch
{numerai_tools-0.3.1 → numerai_tools-0.4.0.dev0}/setup.py RENAMED
@@ -1,7 +1,7 @@
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  from setuptools import setup
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  from setuptools import find_packages
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- VERSION = "0.3.1"
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+ VERSION = "0.4.0.dev0"
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  def load(path):
@@ -38,8 +38,8 @@ if __name__ == "__main__":
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  },
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  packages=find_packages(exclude=["tests"]),
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  install_requires=[
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- "pandas>=1.3.1",
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- "numpy>=1.26.4,<2.0.0",
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+ "pandas>=2.2.2",
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+ "numpy>=2.0.0",
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  "scipy>=1.11.4",
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  "scikit-learn>=1.3.0",
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  "torch",
{numerai_tools-0.3.1 → numerai_tools-0.4.0.dev0}/tests/test_scoring.py RENAMED
@@ -321,7 +321,7 @@ class TestScoring(unittest.TestCase):
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  v = pd.Series([3, 2, 1, 2, 3]).T
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  t = pd.Series([1, 2, 3, 2, 1]).T
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  score = alpha(s, N, v, t)
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- np.testing.assert_allclose(score, 0.0, atol=1e-15, rtol=1e-15)
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+ np.testing.assert_allclose(score, 0.0, atol=1e-14, rtol=1e-14)
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  def test_meta_portfolio_contribution(self):
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  s = pd.DataFrame([[1, 2, 3, 4, 5], [1, 2, 1, 2, 1]]).T