numerapi 2.17.0__tar.gz → 2.19.0__tar.gz

{numerapi-2.17.0 → numerapi-2.19.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: numerapi
-Version: 2.17.0
+Version: 2.19.0
 Summary: Automatically download and upload data for the Numerai machine learning competition
 Home-page: https://github.com/uuazed/numerapi
 Maintainer: uuazed
@@ -11,7 +11,6 @@ Description: [![Build Status](https://app.travis-ci.com/uuazed/numerapi.svg)](ht
         [![PyPI](https://img.shields.io/pypi/v/numerapi.svg)](https://pypi.python.org/pypi/numerapi)
         [![Downloads](https://pepy.tech/badge/numerapi/month)](https://pepy.tech/project/numerapi)
         [![Docs](https://readthedocs.org/projects/numerapi/badge/?version=stable)](http://numerapi.readthedocs.io/en/stable/?badge=stable)
-        [![Requirements Status](https://requires.io/github/uuazed/numerapi/requirements.svg?branch=master)](https://requires.io/github/uuazed/numerapi/requirements/?branch=master)
         
         # Numerai Python API
         Automatically download and upload data for the Numerai machine learning

{numerapi-2.17.0 → numerapi-2.19.0}/README.md

@@ -3,7 +3,6 @@
 [![PyPI](https://img.shields.io/pypi/v/numerapi.svg)](https://pypi.python.org/pypi/numerapi)
 [![Downloads](https://pepy.tech/badge/numerapi/month)](https://pepy.tech/project/numerapi)
 [![Docs](https://readthedocs.org/projects/numerapi/badge/?version=stable)](http://numerapi.readthedocs.io/en/stable/?badge=stable)
-[![Requirements Status](https://requires.io/github/uuazed/numerapi/requirements.svg?branch=master)](https://requires.io/github/uuazed/numerapi/requirements/?branch=master)
 
 # Numerai Python API
 Automatically download and upload data for the Numerai machine learning

{numerapi-2.17.0 → numerapi-2.19.0}/numerapi/__init__.py

@@ -11,4 +11,5 @@ except pkg_resources.DistributionNotFound:
 # pylint: disable=wrong-import-position
 from numerapi.numerapi import NumerAPI
 from numerapi.signalsapi import SignalsAPI
+from numerapi.cryptoapi import CryptoAPI
 # pylint: enable=wrong-import-position

{numerapi-2.17.0 → numerapi-2.19.0}/numerapi/base_api.py

@@ -3,7 +3,7 @@
 import os
 import datetime
 import logging
-from typing import Dict, List
+from typing import Dict, List, Union, Tuple
 from io import BytesIO
 import pytz
 
@@ -294,6 +294,37 @@ class Api:
         utils.replace(data, "availableNmr", utils.parse_float_string)
         return data
 
+    def models_of_account(self, account) -> Dict[str, str]:
+        """Get all models (name and id) of an account
+
+        Args:
+            account (str): account name
+
+        Returns:
+            dict: modelname->model_id mapping, string->string
+
+        Example:
+            >>> api = NumerAPI()
+            >>> NumerAPI().models_of_account("uuazed")
+            {'uuazed': '9b157d9b-ce61-4ab5-9413-413f13a0c0a6', ...}
+        """
+        query = """
+            query($username: Str!
+                  $tournament: Int) {
+                accountProfile(username: $username
+                               tournament: $tournament){
+                    models {
+                    id
+                    displayName
+                    }
+                }
+            }
+        """
+        args = {"username": account, "tournament": self.tournament_id}
+        data = self.raw_query(query, args)['data']['accountProfile']['models']
+        return {item["displayName"]: item["id"]
+                for item in sorted(data, key=lambda x: x["displayName"])}
+
     def get_models(self, tournament: int = None) -> Dict:
         """Get mapping of account model names to model ids for convenience
 
@@ -624,6 +655,7 @@ class Api:
                     * validationFncV4 (`float`)
                     * validationIcV2 (`float`)
                     * validationRic (`float`)
+                    * validationBmc (`float`)
                 * validationCorrPlusMmcStd (`float`)
                 * validationMmcMean (`float`)
                 * validationCorrStdRating (`float`)
@@ -655,6 +687,7 @@ class Api:
                 * validationCorrV4CorrWExamplePreds (`float`)
                 * validationCorrV4MaxDrawdown (`float`)
                 * validationCorrV4Mean (`float`)
+                * validationBmcMean (`float`)
                 * validationCorrV4Sharpe (`float`)
                 * validationCorrV4Std (`float`)
                 * validationFeatureNeutralCorrV3Mean (`float`)
@@ -706,6 +739,7 @@ class Api:
                     validationFncV4
                     validationIcV2
                     validationRic
+                    validationBmc
                 }
                 status
                 trainedOnVal
@@ -736,6 +770,7 @@ class Api:
                 validationMmcSharpeRating
                 validationMmcStd
                 validationMmcStdRating
+                validationBmcMean
 
                 validationAdjustedSharpe
                 validationApy
@@ -1165,49 +1200,6 @@ class Api:
         """
         return self.stake_change(nmr, 'increase', model_id)
 
-    def set_stake_type(self, model_id: str = None,
-                       corr_multiplier: int = 0,
-                       tc_multiplier: float = 0,
-                       take_profit: bool = False) -> Dict:
-        """Change stake type by model.
-
-        Args:
-            model_id (str): Target model UUID (required for accounts with
-                multiple models)
-            corrMultiplier (int): multiplier of correlation for returns
-            tcMultiplier (float): multiplier of TC for returns
-            takeProfit (bool): determines whether payouts are returned to usr
-                wallet or automatically staked to next round.
-
-        Returns:
-           dict with confirmation that payout selection has been updated
-
-        Example:
-            >>> api = NumerAPI(secret_key="..", public_id="..")
-            >>> model = api.get_models()['uuazed']
-            >>> api.set_stake_type(model, 1, 3)
-            {'data': {'v2ChangePayoutSelection': 'payout selection updated'}}
-        """
-        query = """mutation ($corrMultiplier: Float!
-                             $modelId: String!
-                             $takeProfit: Boolean!
-                             $tcMultiplier: Float!
-                             $tournamentNumber: Int!) {
-                        v2ChangePayoutSelection(corrMultiplier: $corrMultiplier
-                                                modelId: $modelId
-                                                takeProfit: $takeProfit
-                                                tcMultiplier: $tcMultiplier
-                                                tournamentNumber: $tournamentNumber)}
-        """
-        args = {'modelId':  model_id,
-                'corrMultiplier': corr_multiplier,
-                'tcMultiplier': tc_multiplier,
-                'takeProfit': take_profit,
-                'tournamentNumber': self.tournament_id}
-        result = self.raw_query(query, args, authorization=True)
-
-        return result
-
     def check_round_open(self) -> bool:
         """Check if a round is currently open.
 
@@ -1284,6 +1276,83 @@ class Api:
         is_new_round = open_time > now - datetime.timedelta(hours=hours)
         return is_new_round
 
+    def get_account_leaderboard(
+            self, limit: int = 50, offset: int = 0) -> List[Dict]:
+        """Get the current account leaderboard
+
+        Args:
+            limit (int): number of items to return (optional, defaults to 50)
+            offset (int): number of items to skip (optional, defaults to 0)
+
+        Returns:
+            list of dicts: list of leaderboard entries
+
+            Each dict contains the following items:
+
+                * username (`str`)
+                * displayName (`str`)
+                * rank (`int`)
+                * nmrStaked (`decimal.Decimal`)
+                * v2Corr20 (`float`)
+                * cort20 (`float`)
+                * corrV4 (`float`)
+                * fncV4 (`float`)
+                * icV2 (`float`)
+                * mmc (`float`)
+                * ric (`float`)
+                * return1y (`float`)
+                * return3m (`float`)
+                * returnAllTime (`float`)
+                * return1yNmr (`decimal.Decimal`)
+                * return3mNmr (`decimal.Decimal`)
+                * returnAllTimeNmr (`decimal.Decimal`)
+
+        Example:
+            >>> numerapi.NumerAPI().get_account_leaderboard()
+            [{'username': 'leonidas',
+              'rank': 1,
+              'nmrStaked': Decimal('3034.00'),
+              ...
+              }]
+        """
+        query = '''
+            query($limit: Int!
+                  $offset: Int!
+                  $tournament: Int) {
+              accountLeaderboard(limit: $limit
+                                 offset: $offset
+                                 tournament: $tournament) {
+                displayName
+                nmrStaked
+                rank
+                username
+                v2Corr20
+                cort20
+                corJ60
+                corrV4
+                fncV4
+                icV2
+                mmc
+                ric
+                return1y
+                return3m
+                returnAllTime
+                return1yNmr
+                return3mNmr
+                returnAllTimeNmr
+              }
+            }
+        '''
+        args = {'limit': limit, 'offset': offset,
+                "tournament": self.tournament_id}
+        data = self.raw_query(query, args)['data']['accountLeaderboard']
+        for item in data:
+            utils.replace(item, "nmrStaked", utils.parse_float_string)
+            utils.replace(item, "return1yNmr", utils.parse_float_string)
+            utils.replace(item, "return3mNmr", utils.parse_float_string)
+            utils.replace(item, "returnAllTimeNmr", utils.parse_float_string)
+        return data
+
     def modelid_to_modelname(self, model_id: str) -> str:
         """Get model name from a model_id.
 
@@ -1559,3 +1628,78 @@ class Api:
             dest_path = data["filename"]
         path = utils.download_file(data["url"], dest_path)
         return path
+
+    def upload_predictions(self, file_path: str = "predictions.csv",
+                            model_id: str = None,
+                            df: pd.DataFrame = None,
+                            data_datestamp: int = None,
+                            timeout: Union[None, float, Tuple[float, float]] = (10, 600)
+        ) -> str:
+        """Upload predictions from file.
+        Will read TRIGGER_ID from the environment if this model is enabled with
+        a Numerai Compute cluster setup by Numerai CLI.
+
+        Args:
+            file_path (str): CSV file with predictions that will get uploaded
+            model_id (str): Target model UUID (required for accounts with
+                multiple models)
+            df (pandas.DataFrame): pandas DataFrame to upload, if function is
+                given df and file_path, df will be uploaded.
+            data_datestamp (int): Data lag, in case submission is done using
+                data from the previous day(s).
+            timeout (float|tuple(float,float)): waiting time (connection timeout,
+                read timeout)
+
+        Returns:
+            str: submission_id
+
+        Example:
+            >>> api = NumerAPI(secret_key="..", public_id="..")
+            >>> model_id = api.get_models()['uuazed']
+            >>> api.upload_predictions("prediction.cvs", model_id=model_id)
+            '93c46857-fed9-4594-981e-82db2b358daf'
+            >>> # upload from pandas DataFrame directly:
+            >>> api.upload_predictions(df=predictions_df, model_id=model_id)
+        """
+        self.logger.info("uploading predictions...")
+
+        # write the pandas DataFrame as a binary buffer if provided
+        buffer_csv = None
+
+        if df is not None:
+            buffer_csv = BytesIO(df.to_csv(index=False).encode())
+            buffer_csv.name = file_path
+
+        upload_auth = self._upload_auth(
+            'submission_upload_auth', file_path, self.tournament_id, model_id)
+
+        # get compute id if available and pass it along
+        headers = {"x_compute_id": os.getenv("NUMERAI_COMPUTE_ID")}
+        with open(file_path, 'rb') if df is None else buffer_csv as file:
+            requests.put(
+                upload_auth['url'], data=file.read(), headers=headers,
+                timeout=timeout)
+        create_query = '''
+            mutation($filename: String!
+                     $tournament: Int!
+                     $modelId: String
+                     $triggerId: String,
+                     $dataDatestamp: Int) {
+                create_submission(filename: $filename
+                                  tournament: $tournament
+                                  modelId: $modelId
+                                  triggerId: $triggerId
+                                  source: "numerapi"
+                                  dataDatestamp: $dataDatestamp) {
+                    id
+                }
+            }
+            '''
+        arguments = {'filename': upload_auth['filename'],
+                     'tournament': self.tournament_id,
+                     'modelId': model_id,
+                     'triggerId': os.getenv('TRIGGER_ID', None),
+                     'dataDatestamp': data_datestamp}
+        create = self.raw_query(create_query, arguments, authorization=True)
+        submission_id = create['data']['create_submission']['id']
+        return submission_id

numerapi-2.19.0/numerapi/cryptoapi.py

@@ -0,0 +1,8 @@
+from numerapi import base_api
+
+class CryptoAPI(base_api.Api):
+    """"API for Numerai Crypto"""
+
+    def __init__(self, *args, **kwargs):
+        base_api.Api.__init__(self, *args, **kwargs)
+        self.tournament_id = 12

{numerapi-2.17.0 → numerapi-2.19.0}/numerapi/numerapi.py

@@ -1,12 +1,7 @@
 """API for Numerai Classic"""
 
-import os
 import decimal
-from typing import List, Dict, Tuple, Union
-from io import BytesIO
-
-import requests
-import pandas as pd
+from typing import List, Dict
 
 from numerapi import utils
 from numerapi import base_api
@@ -24,9 +19,6 @@ class NumerAPI(base_api.Api):
     information and much more.
     """
 
-    PUBLIC_DATASETS_URL = \
-        "https://numerai-public-datasets.s3-us-west-2.amazonaws.com"
-
     def __init__(self, *args, **kwargs):
         base_api.Api.__init__(self, *args, **kwargs)
         self.tournament_id = 8
@@ -248,86 +240,8 @@ class NumerAPI(base_api.Api):
         _ = model_id
         self.logger.warning("Method submission_status is DEPRECATED and will be removed soon.")
 
-    def upload_predictions(self, file_path: str = "predictions.csv",
-                           tournament: int = 8,
-                           model_id: str = None,
-                           df: pd.DataFrame = None,
-                           data_datestamp: int = None,
-                           timeout: Union[None, float, Tuple[float, float]] = (10, 600),
-    ) -> str:
-        """Upload predictions from file.
-        Will read TRIGGER_ID from the environment if this model is enabled with
-        a Numerai Compute cluster setup by Numerai CLI.
-
-        Args:
-            file_path (str): CSV file with predictions that will get uploaded
-            tournament (int): ID of the tournament (optional, defaults to 8)
-                -- DEPRECATED there is only one tournament nowadays
-            model_id (str): Target model UUID (required for accounts with
-                multiple models)
-            df (pandas.DataFrame): pandas DataFrame to upload, if function is
-                given df and file_path, df will be uploaded.
-            data_datestamp (int): Data lag, in case submission is done using
-                data from the previous day(s).
-            timeout (float|tuple(float,float)): waiting time (connection timeout,
-                read timeout)
-
-        Returns:
-            str: submission_id
-
-        Example:
-            >>> api = NumerAPI(secret_key="..", public_id="..")
-            >>> model_id = api.get_models()['uuazed']
-            >>> api.upload_predictions("prediction.cvs", model_id=model_id)
-            '93c46857-fed9-4594-981e-82db2b358daf'
-            >>> # upload from pandas DataFrame directly:
-            >>> api.upload_predictions(df=predictions_df, model_id=model_id)
-        """
-        self.logger.info("uploading predictions...")
-
-        # write the pandas DataFrame as a binary buffer if provided
-        buffer_csv = None
-
-        if df is not None:
-            buffer_csv = BytesIO(df.to_csv(index=False).encode())
-            buffer_csv.name = file_path
-
-        upload_auth = self._upload_auth(
-            'submission_upload_auth', file_path, tournament, model_id)
-
-        # get compute id if available and pass it along
-        headers = {"x_compute_id": os.getenv("NUMERAI_COMPUTE_ID")}
-        with open(file_path, 'rb') if df is None else buffer_csv as file:
-            requests.put(
-                upload_auth['url'], data=file.read(), headers=headers,
-                timeout=timeout)
-        create_query = '''
-            mutation($filename: String!
-                     $tournament: Int!
-                     $modelId: String
-                     $triggerId: String,
-                     $dataDatestamp: Int) {
-                create_submission(filename: $filename
-                                  tournament: $tournament
-                                  modelId: $modelId
-                                  triggerId: $triggerId
-                                  source: "numerapi"
-                                  dataDatestamp: $dataDatestamp) {
-                    id
-                }
-            }
-            '''
-        arguments = {'filename': upload_auth['filename'],
-                     'tournament': tournament,
-                     'modelId': model_id,
-                     'triggerId': os.getenv('TRIGGER_ID', None),
-                     'dataDatestamp': data_datestamp}
-        create = self.raw_query(create_query, arguments, authorization=True)
-        submission_id = create['data']['create_submission']['id']
-        return submission_id
-
     def get_leaderboard(self, limit: int = 50, offset: int = 0) -> List[Dict]:
-        """Get the current leaderboard
+        """Get the current model leaderboard
 
         Args:
             limit (int): number of items to return (optional, defaults to 50)

{numerapi-2.17.0 → numerapi-2.19.0}/numerapi/signalsapi.py

@@ -2,7 +2,6 @@
 
 from typing import List, Dict, Tuple, Union
 import os
-import codecs
 import decimal
 from io import BytesIO
 
@@ -12,13 +11,9 @@ import pandas as pd
 from numerapi import base_api
 from numerapi import utils
 
-SIGNALS_DOM = "https://numerai-signals-public-data.s3-us-west-2.amazonaws.com"
-
 
 class SignalsAPI(base_api.Api):
     """"API for Numerai Signals"""
-    TICKER_UNIVERSE_URL = f"{SIGNALS_DOM}/latest_universe.csv"
-    HISTORICAL_DATA_URL = f"{SIGNALS_DOM}/signals_train_val_bbg.csv"
 
     def __init__(self, *args, **kwargs):
         base_api.Api.__init__(self, *args, **kwargs)
@@ -87,7 +82,8 @@ class SignalsAPI(base_api.Api):
     def upload_predictions(self, file_path: str = "predictions.csv",
                            model_id: str = None,
                            df: pd.DataFrame = None,
-                           timeout: Union[None, float, Tuple[float, float]] = (10, 60),
+                           data_datestamp: int = None,
+                           timeout: Union[None, float, Tuple[float, float]] = (10, 600)
     ) -> str:
         """Upload predictions from file.
         Will read TRIGGER_ID from the environment if this model is enabled with
@@ -123,45 +119,35 @@ class SignalsAPI(base_api.Api):
             buffer_csv = BytesIO(df.to_csv(index=False).encode())
             buffer_csv.name = file_path
 
-        auth_query = '''
-            query($filename: String!
-                  $modelId: String) {
-              submissionUploadSignalsAuth(filename: $filename
-                                        modelId: $modelId) {
-                    filename
-                    url
-                }
-            }
-            '''
-
-        arguments = {'filename': os.path.basename(file_path),
-                     'modelId': model_id}
-        submission_resp = self.raw_query(auth_query, arguments,
-                                         authorization=True)
-        auth = submission_resp['data']['submissionUploadSignalsAuth']
+        upload_auth = self._upload_auth(
+            'submissionUploadSignalsAuth', file_path,
+            self.tournament_id, model_id)
 
         # get compute id if available and pass it along
         headers = {"x_compute_id": os.getenv("NUMERAI_COMPUTE_ID")}
 
         with open(file_path, 'rb') if df is None else buffer_csv as file:
-            requests.put(auth['url'], data=file.read(),
+            requests.put(upload_auth['url'], data=file.read(),
                          headers=headers, timeout=timeout)
         create_query = '''
             mutation($filename: String!
                      $modelId: String
-                     $triggerId: String) {
+                     $triggerId: String
+                     $ddataDatestamp: Int) {
                 createSignalsSubmission(filename: $filename
                                         modelId: $modelId
                                         triggerId: $triggerId
-                                        source: "numerapi") {
+                                        source: "numerapi"
+                                        dataDatestamp: $dataDatestamp) {
                     id
                     firstEffectiveDate
                 }
             }
             '''
-        arguments = {'filename': auth['filename'],
+        arguments = {'filename': upload_auth['filename'],
                      'modelId': model_id,
-                     'triggerId': os.getenv('TRIGGER_ID', None)}
+                     'triggerId': os.getenv('TRIGGER_ID', None),
+                     'dataDatestamp': data_datestamp}
         create = self.raw_query(create_query, arguments, authorization=True)
         return create['data']['createSignalsSubmission']['id']
 
@@ -312,31 +298,14 @@ class SignalsAPI(base_api.Api):
             >>> SignalsAPI().ticker_universe()
             ["MSFT", "AMZN", "APPL", ...]
         """
-        result = requests.get(
-            self.TICKER_UNIVERSE_URL, stream=True, timeout=120)
-        iterator = codecs.iterdecode(result.iter_lines(), 'utf-8')
-        tickers = [t.strip() for t in iterator if t != 'bloomberg_ticker']
-        return tickers
+        path = self.download_dataset("signals/v1.0/live.parquet")
+        return pd.read_parquet(path).numerai_ticker.tolist()
 
-    def download_validation_data(self, dest_filename: str = None) -> str:
+    def download_validation_data(self) -> None:
         """download CSV file with historical targets and ticker universe
-
-        Returns:
-            str: filename
-
-        Example:
-            >>> SignalsAPI().download_validation_data()
-            signals_train_val_bbg.csv
         """
-        # set up download path
-        if dest_filename is None:
-            dest_filename = "numerai_signals_historical.csv"
-
-        path = os.path.join(self.global_data_dir, dest_filename)
-
-        utils.download_file(
-            self.HISTORICAL_DATA_URL, path, self.show_progress_bars)
-        return path
+        self.logger.warning("'download_validation_data' is DEPRECATED.")
+        self.logger.warning("Please use 'download_dataset' and 'list_datasets'")
 
     def stake_get(self, username) -> decimal.Decimal:
         """get current stake for a given users

{numerapi-2.17.0 → numerapi-2.19.0}/numerapi.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: numerapi
-Version: 2.17.0
+Version: 2.19.0
 Summary: Automatically download and upload data for the Numerai machine learning competition
 Home-page: https://github.com/uuazed/numerapi
 Maintainer: uuazed
@@ -11,7 +11,6 @@ Description: [![Build Status](https://app.travis-ci.com/uuazed/numerapi.svg)](ht
         [![PyPI](https://img.shields.io/pypi/v/numerapi.svg)](https://pypi.python.org/pypi/numerapi)
         [![Downloads](https://pepy.tech/badge/numerapi/month)](https://pepy.tech/project/numerapi)
         [![Docs](https://readthedocs.org/projects/numerapi/badge/?version=stable)](http://numerapi.readthedocs.io/en/stable/?badge=stable)
-        [![Requirements Status](https://requires.io/github/uuazed/numerapi/requirements.svg?branch=master)](https://requires.io/github/uuazed/numerapi/requirements/?branch=master)
         
         # Numerai Python API
         Automatically download and upload data for the Numerai machine learning

{numerapi-2.17.0 → numerapi-2.19.0}/numerapi.egg-info/SOURCES.txt

@@ -4,6 +4,7 @@ setup.py
 numerapi/__init__.py
 numerapi/base_api.py
 numerapi/cli.py
+numerapi/cryptoapi.py
 numerapi/numerapi.py
 numerapi/signalsapi.py
 numerapi/utils.py

{numerapi-2.17.0 → numerapi-2.19.0}/setup.py

@@ -6,7 +6,7 @@ def load(path):
     return open(path, 'r').read()
 
 
-numerapi_version = '2.17.0'
+numerapi_version = '2.19.0'
 
 
 classifiers = [