virgo-modules 0.0.41__tar.gz → 0.0.43__tar.gz

{virgo_modules-0.0.41 → virgo_modules-0.0.43}/PKG-INFO

@@ -1,19 +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
-Provides-Extra: dev
 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: boto3
+Provides-Extra: dev
+Requires-Dist: pytest>=7.0; extra == "dev"
 
 # Virgo Package
 
@@ -34,4 +51,3 @@ obj = stock_eda_panel(stock_code = 'PEP', n_days = 20)
 obj.get_data()
 print(obj.df.shape)
 ```
-

{virgo_modules-0.0.41 → virgo_modules-0.0.43}/setup.py

@@ -5,7 +5,7 @@ with open("virgo_app/README.md", "r") as f:
 
 setup(
     name="virgo_modules",
-    version="0.0.41",
+    version="0.0.43",
     description="data processing and statistical modeling using stock market data",
     package_dir={"": "virgo_app"},
     packages=find_packages(where="virgo_app"),

{virgo_modules-0.0.41 → virgo_modules-0.0.43}/virgo_app/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-0.0.41 → virgo_modules-0.0.43}/virgo_app/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 → virgo_modules-0.0.43}/virgo_app/virgo_modules.egg-info/PKG-INFO

@@ -1,19 +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
-Provides-Extra: dev
 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: boto3
+Provides-Extra: dev
+Requires-Dist: pytest>=7.0; extra == "dev"
 
 # Virgo Package
 
@@ -34,4 +51,3 @@ obj = stock_eda_panel(stock_code = 'PEP', n_days = 20)
 obj.get_data()
 print(obj.df.shape)
 ```
-