numerai-tools 0.5.2.dev1__tar.gz → 0.6.0__tar.gz

{numerai_tools-0.5.2.dev1 → numerai_tools-0.6.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: numerai-tools
-Version: 0.5.2.dev1
+Version: 0.6.0
 Summary: A collection of open-source tools to help interact with Numerai, model data, and automate submissions.
 License: MIT
 License-File: LICENSE
@@ -16,7 +16,7 @@ Classifier: Programming Language :: Python
 Classifier: Programming Language :: Python :: 3
 Classifier: Topic :: Scientific/Engineering
 Requires-Dist: numpy (>=2.0.0,<3.0.0)
-Requires-Dist: pandas (>=2.2.2,<3.0.0)
+Requires-Dist: pandas (>=2.2.2,<4.0.0)
 Requires-Dist: scikit-learn (>=1.5.0,<2.0.0)
 Requires-Dist: scipy (>=1.13.0,<2.0.0)
 Project-URL: Documentation, https://docs.numer.ai/

{numerai_tools-0.5.2.dev1 → numerai_tools-0.6.0}/numerai_tools/scoring.py

@@ -365,7 +365,8 @@ def correlation_contribution(
     else:
         # multiply target and neutralized predictions
         # this is equivalent to covariance b/c mean = 0
-        mmc = (live_targets @ neutral_preds) / len(live_targets)
+        target_values = cast(np.ndarray, live_targets.to_numpy())
+        mmc = (target_values @ neutral_preds) / len(live_targets)
     return pd.Series(mmc, index=predictions.columns)
 
 
@@ -391,7 +392,10 @@ def neutralize(
     assert not neutralizers.isna().any().any(), "Neutralizers contain NaNs"
     assert len(df.index) == len(neutralizers.index), "Indices don't match"
     assert (df.index == neutralizers.index).all(), "Indices don't match"
-    df[df.columns[df.std() == 0]] = np.nan
+    zero_std_cols = df.columns[df.std() == 0]
+    if len(zero_std_cols) > 0:
+        df = df.copy()
+        df.loc[:, zero_std_cols] = np.nan
     df_arr = df.values
     neutralizer_arr = neutralizers.values
     neutralizer_arr = np.hstack(
@@ -665,5 +669,5 @@ def meta_portfolio_contribution(
 
     # Gradient: ∇_s α = (1 / ||v||) (R_v W_c)^T t_c
     mpc = (residualized_w.T @ t).squeeze() / l2_norm
-
+    mpc /= 50
     return pd.Series(mpc, index=stakes.index)

{numerai_tools-0.5.2.dev1 → numerai_tools-0.6.0}/numerai_tools/submissions.py

@@ -155,8 +155,7 @@ def _validate_ids(
         not submission[id_col].isna().any()
     ), f"invalid_submission_ids: Submission must not contain NaNs in the {id_col} column."
 
-    index_sub = submission.copy()
-    index_sub[id_col] = index_sub[id_col].astype(str)
+    index_sub = submission.assign(**{id_col: submission[id_col].astype(str)})
 
     live_ids = live_ids.astype(str)
     live_sub = index_sub[index_sub[id_col].isin(live_ids)].sort_values(id_col)

{numerai_tools-0.5.2.dev1 → numerai_tools-0.6.0}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "numerai-tools"
-version = "0.5.2.dev1"
+version = "0.6.0"
 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"}
@@ -35,7 +35,7 @@ include = [
 ]
 
 [tool.poetry.dependencies]
-pandas = "^2.2.2"
+pandas = ">=2.2.2,<4.0.0"
 numpy = "^2.0.0"
 scipy = "^1.13.0"
 scikit-learn = "^1.5.0"
@@ -44,7 +44,7 @@ scikit-learn = "^1.5.0"
 pytest = "^8.3.4"
 mypy = "^1.15.0"
 ruff = "^0.5.4"
-pandas-stubs = "^2.3.0.250703"
+pandas-stubs = ">=2.3.0.250703,<4.0.0"
 scipy-stubs = "^1.16.1.0"
 
 [build-system]