numerai-tools 0.6.0.dev0__tar.gz → 0.6.1.dev0__tar.gz

{numerai_tools-0.6.0.dev0 → numerai_tools-0.6.1.dev0}/PKG-INFO

@@ -1,8 +1,9 @@
-Metadata-Version: 2.3
+Metadata-Version: 2.4
 Name: numerai-tools
-Version: 0.6.0.dev0
+Version: 0.6.1.dev0
 Summary: A collection of open-source tools to help interact with Numerai, model data, and automate submissions.
 License: MIT
+License-File: LICENSE
 Author: Numerai Engineering
 Author-email: engineering@numer.ai
 Requires-Python: >=3.11
@@ -13,9 +14,13 @@ Classifier: License :: OSI Approved :: MIT License
 Classifier: Operating System :: OS Independent
 Classifier: Programming Language :: Python
 Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
+Classifier: Programming Language :: Python :: 3.14
 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/
@@ -38,3 +43,21 @@ pip install numerai-tools
 - The `submissions.py` module provides helper functions to ensure your submissions are valid and formatted correctly. Use this in your automated prediction pipelines to ensure uploads don't fail.
 
 - The `signals.py` module provides code specific to Numerai Signals such as churn and turnover. Use this to ensure your Signals submissions are properly formatted.
+
+## Configurable neutralized weights
+
+`generate_neutralized_weights`, `alpha`, and `meta_portfolio_contribution` accept
+a `power` argument applied after ranking and gaussianization. The default is `1`.
+Pass `power=1.5` when reproducing historical Alpha or MPC definitions:
+
+```python
+from numerai_tools.scoring import generate_neutralized_weights
+
+weights = generate_neutralized_weights(
+    predictions,
+    neutralizers,
+    sample_weights,
+    power=1.5,
+)
+```
+

{numerai_tools-0.6.0.dev0 → numerai_tools-0.6.1.dev0}/README.md

@@ -12,4 +12,21 @@ pip install numerai-tools
 
 - The `submissions.py` module provides helper functions to ensure your submissions are valid and formatted correctly. Use this in your automated prediction pipelines to ensure uploads don't fail.
 
-- The `signals.py` module provides code specific to Numerai Signals such as churn and turnover. Use this to ensure your Signals submissions are properly formatted.
+- The `signals.py` module provides code specific to Numerai Signals such as churn and turnover. Use this to ensure your Signals submissions are properly formatted.
+
+## Configurable neutralized weights
+
+`generate_neutralized_weights`, `alpha`, and `meta_portfolio_contribution` accept
+a `power` argument applied after ranking and gaussianization. The default is `1`.
+Pass `power=1.5` when reproducing historical Alpha or MPC definitions:
+
+```python
+from numerai_tools.scoring import generate_neutralized_weights
+
+weights = generate_neutralized_weights(
+    predictions,
+    neutralizers,
+    sample_weights,
+    power=1.5,
+)
+```