virgo-modules 0.0.41__py3-none-any.whl → 0.0.43__py3-none-any.whl

virgo_modules/src/re_utils.py

@@ -578,6 +578,7 @@ def call_ml_objects(stock_code, client, call_models = False):
                 ticker_name= stock_code, 
                 ticket_settings = ticket_settings,
                 n_days = ticket_settings['settings']['general']['n_days'],
+                data_window = ticket_settings['settings']['general'].get('data_window','5y'),
                 hmm_available = hmm_model
             )
     ### applying kalman

virgo_modules/src/ticketer_source.py

@@ -177,7 +177,12 @@ class stock_eda_panel(object):
         df['Date'] = pd.to_datetime(df['Date'])
         
         df = df[df.Date >= begin_date_str ]
-        self.settings_general = {'n_days':self.n_days, 'begin_date':begin_date_str}
+        self.settings_general = {
+            'n_days':self.n_days,
+            'begin_date':begin_date_str,
+            'data_window': self.data_window,
+            'execution_date': self.today.strftime('%Y-%m-%d')
+        }
         self.df = df
         
         ### cleaning volume
@@ -226,8 +231,6 @@ class stock_eda_panel(object):
         df["lower"] = df['Close_roll_mean'] - df["Close_roll_std"]*2
 
         df = df[df.Date >= begin_date_str ]
-        self.settings_general = {'n_days':self.n_days, 'begin_date':begin_date_str}
-        self.df = df
 
         fig = make_subplots(rows=1, cols=1,vertical_spacing = 0.1,shared_xaxes=True,
                            subplot_titles=(
@@ -1852,10 +1855,11 @@ def iterate_signal_analyser(test_data_size,feature_name, days_list, arguments_to
     return best_result
     
 class analyse_index(stock_eda_panel):
-    def __init__(self, index, asset, n_obs, lag, show_plot = True, save_path = False, save_aws = False):
+    def __init__(self, index, asset, n_obs, lag, data_window = '5y', show_plot = True, save_path = False, save_aws = False):
         self.index = index
         self.asset = asset
         self.n_obs = n_obs
+        self.data_window = data_window
         self.lag = lag
         
         self.show_plot = show_plot
@@ -1864,12 +1868,12 @@ class analyse_index(stock_eda_panel):
         
     def process_data(self):
         
-        index = stock_eda_panel(self.index, self.n_obs)
+        index = stock_eda_panel(self.index, self.n_obs, self.data_window)
         index.get_data()
         index.df['shift'] = index.df.Close.shift(self.lag)
         index.df['index_return'] = index.df.Close/index.df['shift'] - 1
 
-        asset =  stock_eda_panel(self.asset, self.n_obs)
+        asset =  stock_eda_panel(self.asset, self.n_obs, self.data_window)
         asset.get_data()
         asset.df['shift'] = asset.df.Close.shift(self.lag)
         asset.df['asset_return'] = asset.df.Close/asset.df['shift'] - 1

{virgo_modules-0.0.41.dist-info → virgo_modules-0.0.43.dist-info}/METADATA

@@ -1,37 +1,36 @@
 Metadata-Version: 2.1
 Name: virgo-modules
-Version: 0.0.41
+Version: 0.0.43
 Summary: data processing and statistical modeling using stock market data
 Home-page: https://github.com/miguelmayhem92/virgo_module
 Author: Miguel Mayhuire
 Author-email: miguelmayhem92@gmail.com
 License: MIT
-Platform: UNKNOWN
 Classifier: License :: OSI Approved :: MIT License
 Classifier: Programming Language :: Python :: 3.9
 Classifier: Operating System :: OS Independent
 Requires-Python: >=3.9, <3.10
 Description-Content-Type: text/markdown
 License-File: LICENSE
-Requires-Dist: feature-engine (==1.6.1)
-Requires-Dist: matplotlib (==3.6.3)
-Requires-Dist: mlflow (==2.1.1)
-Requires-Dist: numpy (==1.23.5)
-Requires-Dist: optuna (==3.1.0)
-Requires-Dist: pandas (==1.5.3)
-Requires-Dist: plotly (==5.15.0)
-Requires-Dist: rsa (==4.9)
-Requires-Dist: scikit-learn (==1.2.1)
-Requires-Dist: scipy (==1.10.0)
-Requires-Dist: seaborn (==0.12.2)
-Requires-Dist: starlette (==0.22.0)
-Requires-Dist: statsmodels (==0.13.5)
-Requires-Dist: ta (==0.10.2)
-Requires-Dist: yfinance (==0.2.9)
-Requires-Dist: hmmlearn (==0.3.0)
+Requires-Dist: feature-engine ==1.6.1
+Requires-Dist: matplotlib ==3.6.3
+Requires-Dist: mlflow ==2.1.1
+Requires-Dist: numpy ==1.23.5
+Requires-Dist: optuna ==3.1.0
+Requires-Dist: pandas ==1.5.3
+Requires-Dist: plotly ==5.15.0
+Requires-Dist: rsa ==4.9
+Requires-Dist: scikit-learn ==1.2.1
+Requires-Dist: scipy ==1.10.0
+Requires-Dist: seaborn ==0.12.2
+Requires-Dist: starlette ==0.22.0
+Requires-Dist: statsmodels ==0.13.5
+Requires-Dist: ta ==0.10.2
+Requires-Dist: yfinance ==0.2.9
+Requires-Dist: hmmlearn ==0.3.0
 Requires-Dist: boto3
 Provides-Extra: dev
-Requires-Dist: pytest (>=7.0) ; extra == 'dev'
+Requires-Dist: pytest >=7.0 ; extra == 'dev'
 
 # Virgo Package
 
@@ -52,4 +51,3 @@ obj = stock_eda_panel(stock_code = 'PEP', n_days = 20)
 obj.get_data()
 print(obj.df.shape)
 ```
-

virgo_modules-0.0.43.dist-info/RECORD

@@ -0,0 +1,11 @@
+virgo_modules/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+virgo_modules/src/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+virgo_modules/src/aws_utils.py,sha256=zvCV_bfN8o8H3iSD-V_aYHtoKqXRD4Kt_T8HIji23WA,965
+virgo_modules/src/pull_artifacts.py,sha256=5OPrgR7pcMSdpbevDRhf0ebk7g7ZRjff4NpTIIWAKjE,1989
+virgo_modules/src/re_utils.py,sha256=9lHtZD4Zlp5bqehiOtMMHiZJyx7docFppQ1LfWiP7mc,44968
+virgo_modules/src/ticketer_source.py,sha256=mlVEo9X4lpsbJyR4aqor5trwUE1pOxIaxsckSjSWvOQ,94565
+virgo_modules-0.0.43.dist-info/LICENSE,sha256=pNgFyCYgmimaw0o6V20JupZLROycAnOA_HDDh1tX2V4,1097
+virgo_modules-0.0.43.dist-info/METADATA,sha256=nu5XZwHjQgOkvwq5QjZH4tMBtgxq8svPcGX9dDmlxyU,1429
+virgo_modules-0.0.43.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
+virgo_modules-0.0.43.dist-info/top_level.txt,sha256=ZjI-qEkDtT-8mFwGAWnXfqPOKEGlIhWRW1es1VyXc60,14
+virgo_modules-0.0.43.dist-info/RECORD,,

{virgo_modules-0.0.41.dist-info → virgo_modules-0.0.43.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: bdist_wheel (0.38.4)
+Generator: bdist_wheel (0.41.2)
 Root-Is-Purelib: true
 Tag: py3-none-any
 

virgo_modules-0.0.41.dist-info/RECORD

@@ -1,11 +0,0 @@
-virgo_modules/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-virgo_modules/src/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-virgo_modules/src/aws_utils.py,sha256=zvCV_bfN8o8H3iSD-V_aYHtoKqXRD4Kt_T8HIji23WA,965
-virgo_modules/src/pull_artifacts.py,sha256=5OPrgR7pcMSdpbevDRhf0ebk7g7ZRjff4NpTIIWAKjE,1989
-virgo_modules/src/re_utils.py,sha256=KJSFqxl982OKjJk-qtyJPEB-ZcggNPYo5mloNeWrf2c,44873
-virgo_modules/src/ticketer_source.py,sha256=QxQRe1N_rnLvgMU4nlVynNBuzRRmp_Z7efgmmB68YzY,94429
-virgo_modules-0.0.41.dist-info/LICENSE,sha256=pNgFyCYgmimaw0o6V20JupZLROycAnOA_HDDh1tX2V4,1097
-virgo_modules-0.0.41.dist-info/METADATA,sha256=uxiALRoe7G7XoYklBmTyK6UvSJ51mjPWL9PVZ37QI-Y,1484
-virgo_modules-0.0.41.dist-info/WHEEL,sha256=2wepM1nk4DS4eFpYrW1TTqPcoGNfHhhO_i5m4cOimbo,92
-virgo_modules-0.0.41.dist-info/top_level.txt,sha256=ZjI-qEkDtT-8mFwGAWnXfqPOKEGlIhWRW1es1VyXc60,14
-virgo_modules-0.0.41.dist-info/RECORD,,