numerai-tools 0.5.0.dev8__tar.gz → 0.5.0.dev10__tar.gz

{numerai_tools-0.5.0.dev8 → numerai_tools-0.5.0.dev10}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: numerai-tools
-Version: 0.5.0.dev8
+Version: 0.5.0.dev10
 Summary: A collection of open-source tools to help interact with Numerai, model data, and automate submissions.
 License: MIT
 Author: Numerai Engineering

{numerai_tools-0.5.0.dev8 → numerai_tools-0.5.0.dev10}/numerai_tools/signals.py

@@ -128,7 +128,7 @@ def calculate_max_churn_and_turnover(
         curr_neutralizer,
         curr_weight,
         center_and_normalize=True,
-    )
+    )[curr_sub_vector.name]
     for datestamp in prev_week_subs:
         prev_sub = prev_week_subs[datestamp]
         prev_neutralizer = prev_neutralizers[datestamp]
@@ -161,19 +161,24 @@ def calculate_max_churn_and_turnover(
             )
             .set_index(curr_ticker_col)
             .filter(like="neutralizer_")
+            .dropna()
+        )
+        prev_weight = (
+            remap_ids(
+                prev_weight.reset_index(),
+                universe,
+                str(prev_weight.index.name),
+                curr_ticker_col,
+            )
+            .set_index(curr_ticker_col)[prev_weight.name]
+            .dropna()
         )
-        prev_weight = remap_ids(
-            prev_weight.reset_index(),
-            universe,
-            str(prev_weight.index.name),
-            curr_ticker_col,
-        ).set_index(curr_ticker_col)[prev_weight.name]
         prev_neutralized_weights = generate_neutralized_weights(
             filtered_prev_sub.to_frame(),
             prev_neutralizer,
             prev_weight,
             center_and_normalize=True,
-        )
+        )[filtered_prev_sub.name]
         try:
             churn_val = abs(churn(curr_sub_vector, filtered_prev_sub))
         except AssertionError as e:

{numerai_tools-0.5.0.dev8 → numerai_tools-0.5.0.dev10}/numerai_tools/submissions.py

@@ -93,7 +93,7 @@ def validate_headers_signals(
         SIGNALS_ALLOWED_ID_COLS,
         SIGNALS_ALLOWED_PRED_COLS,
     )
-    if date_col is not None:
+    if assert_date_col:
         submission[date_col_name] = date_col
     return ticker_col, signal_col, date_col_name
 

{numerai_tools-0.5.0.dev8 → numerai_tools-0.5.0.dev10}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "numerai-tools"
-version = "0.5.0.dev8"
+version = "0.5.0.dev10"
 description = "A collection of open-source tools to help interact with Numerai, model data, and automate submissions."
 authors = [
     {name = "Numerai Engineering",email = "engineering@numer.ai"}