numerai-tools 0.5.0.dev6__tar.gz → 0.5.0.dev8__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.dev6 → numerai_tools-0.5.0.dev8}/PKG-INFO +1 -1
- {numerai_tools-0.5.0.dev6 → numerai_tools-0.5.0.dev8}/numerai_tools/signals.py +2 -0
- {numerai_tools-0.5.0.dev6 → numerai_tools-0.5.0.dev8}/numerai_tools/submissions.py +16 -6
- {numerai_tools-0.5.0.dev6 → numerai_tools-0.5.0.dev8}/pyproject.toml +1 -1
- {numerai_tools-0.5.0.dev6 → numerai_tools-0.5.0.dev8}/LICENSE +0 -0
- {numerai_tools-0.5.0.dev6 → numerai_tools-0.5.0.dev8}/README.md +0 -0
- {numerai_tools-0.5.0.dev6 → numerai_tools-0.5.0.dev8}/numerai_tools/__init__.py +0 -0
- {numerai_tools-0.5.0.dev6 → numerai_tools-0.5.0.dev8}/numerai_tools/py.typed +0 -0
- {numerai_tools-0.5.0.dev6 → numerai_tools-0.5.0.dev8}/numerai_tools/scoring.py +0 -0
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@@ -107,6 +107,7 @@ def calculate_max_churn_and_turnover(
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(
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curr_ticker_col,
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curr_signal_col,
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_,
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curr_sub,
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_,
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) = validate_submission_signals(
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@@ -135,6 +136,7 @@ def calculate_max_churn_and_turnover(
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(
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prev_ticker_col,
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prev_signal_col,
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_,
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prev_sub,
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_,
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) = validate_submission_signals(
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@@ -78,7 +78,11 @@ def validate_headers_signals(
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if col in SIGNALS_ALLOWED_DATE_COLS:
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date_col_name = col
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date_col = submission[date_col_name].copy()
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submission
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submission.drop(
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columns=date_col_name,
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errors="ignore",
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inplace=True,
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)
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break
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if assert_date_col:
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assert (
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@@ -206,8 +210,8 @@ def validate_submission_numerai(
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def validate_submission_signals(
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universe: pd.DataFrame, submission: pd.DataFrame
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) -> Tuple[str, str, pd.DataFrame, List[str]]:
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universe: pd.DataFrame, submission: pd.DataFrame, assert_date_col: bool = False
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) -> Tuple[str, str, Optional[str], pd.DataFrame, List[str]]:
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"""Validate the headers, ids, and values for a submission.
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Arguments:
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@@ -224,13 +228,19 @@ def validate_submission_signals(
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"data_type column found in Signals submission. This is deprecated and support will be removed in the future. "
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"Please remove the data_type column from your Signals submission."
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)
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submission
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submission.drop(
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columns=["data_type"],
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errors="ignore",
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inplace=True,
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)
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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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filtered_sub, invalid_tickers = validate_ids_signals(
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universe[ticker_col], submission, ticker_col
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)
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validate_values(filtered_sub, signal_col)
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return ticker_col, signal_col, filtered_sub, invalid_tickers
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return ticker_col, signal_col, date_col, filtered_sub, invalid_tickers
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def validate_submission_crypto(
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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.dev8"
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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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