numerai-tools 0.5.0.dev11__tar.gz → 0.5.0.dev13__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- {numerai_tools-0.5.0.dev11 → numerai_tools-0.5.0.dev13}/PKG-INFO +1 -1
- {numerai_tools-0.5.0.dev11 → numerai_tools-0.5.0.dev13}/numerai_tools/signals.py +0 -3
- {numerai_tools-0.5.0.dev11 → numerai_tools-0.5.0.dev13}/numerai_tools/submissions.py +7 -9
- {numerai_tools-0.5.0.dev11 → numerai_tools-0.5.0.dev13}/pyproject.toml +1 -1
- {numerai_tools-0.5.0.dev11 → numerai_tools-0.5.0.dev13}/LICENSE +0 -0
- {numerai_tools-0.5.0.dev11 → numerai_tools-0.5.0.dev13}/README.md +0 -0
- {numerai_tools-0.5.0.dev11 → numerai_tools-0.5.0.dev13}/numerai_tools/__init__.py +0 -0
- {numerai_tools-0.5.0.dev11 → numerai_tools-0.5.0.dev13}/numerai_tools/py.typed +0 -0
- {numerai_tools-0.5.0.dev11 → numerai_tools-0.5.0.dev13}/numerai_tools/scoring.py +0 -0
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@@ -9,7 +9,6 @@ from numerai_tools.scoring import (
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from numerai_tools.submissions import (
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validate_submission_signals,
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clean_submission,
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remap_ids,
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)
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import pandas as pd
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@@ -121,7 +120,6 @@ def calculate_max_churn_and_turnover(
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src_signal_col=curr_signal_col,
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rank_and_fill=True,
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)
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print("curr_sub", curr_sub)
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churn_stats = []
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turnover_stats = []
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neutralized_weights = generate_neutralized_weights(
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@@ -159,7 +157,6 @@ def calculate_max_churn_and_turnover(
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prev_sample_weight,
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center_and_normalize=True,
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)[prev_sub.name]
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print("prev_sub", prev_sub)
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try:
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churn_val = abs(churn(curr_sub, prev_sub))
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except AssertionError as e:
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@@ -88,7 +88,6 @@ def validate_headers_signals(
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assert (
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date_col_name is not None
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), "invalid_submission_headers: submission must contain a date column"
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print(submission)
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ticker_col, signal_col = _validate_headers(
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submission,
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SIGNALS_ALLOWED_ID_COLS,
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@@ -116,14 +115,18 @@ def validate_values(submission: pd.DataFrame, prediction_col: str) -> None:
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submission -- pandas DataFrame of the submission
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prediction_col -- the string name of the prediction column returned by validate_headers
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"""
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preds = submission[prediction_col]
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assert (
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preds.isna().sum() == 0
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), "invalid_submission_values: submission must not contain NaNs"
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assert (
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preds.between(0, 1).all()
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or (np.isclose(preds.min(), 0).all() and preds.le(1).all())
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or (preds.ge(0).all() and np.isclose(preds.max(), 1).all())
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or (np.isclose(preds.min(), 0).all() and np.isclose(preds.max(), 1).all())
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), "invalid_submission_values: values must be between 0 and 1 exclusive"
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assert not np.isclose(
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0,
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0, preds.std()
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), "invalid_submission_values: submission must have non-zero standard deviation"
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@@ -230,7 +233,6 @@ def validate_submission_signals(
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"Please remove the data_type column from your Signals submission."
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)
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submission.drop(columns=["data_type"], errors="ignore", inplace=True)
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print(submission)
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ticker_col, signal_col, date_col = validate_headers_signals(
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submission, assert_date_col
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)
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@@ -322,10 +324,6 @@ def clean_submission(
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pd.Series - the cleaned, properly indexed submission
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"""
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assert len(universe) > 0, "universe must not be empty"
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if isinstance(universe, pd.DataFrame):
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assert universe.isna().sum().sum() == 0, "universe must not contain NaNs"
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else:
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assert universe.isna().sum() == 0, "universe must not contain NaNs"
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assert len(submission) > 0, "predictions must not be empty"
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if dst_id_col is None:
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@@ -1,6 +1,6 @@
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[project]
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name = "numerai-tools"
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version = "0.5.0.
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version = "0.5.0.dev13"
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description = "A collection of open-source tools to help interact with Numerai, model data, and automate submissions."
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authors = [
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{name = "Numerai Engineering",email = "engineering@numer.ai"}
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