virgo-modules 0.0.42__py3-none-any.whl → 0.0.43__py3-none-any.whl
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- virgo_modules/src/re_utils.py +1 -0
- virgo_modules/src/ticketer_source.py +4 -3
- {virgo_modules-0.0.42.dist-info → virgo_modules-0.0.43.dist-info}/METADATA +1 -1
- virgo_modules-0.0.43.dist-info/RECORD +11 -0
- virgo_modules-0.0.42.dist-info/RECORD +0 -11
- {virgo_modules-0.0.42.dist-info → virgo_modules-0.0.43.dist-info}/LICENSE +0 -0
- {virgo_modules-0.0.42.dist-info → virgo_modules-0.0.43.dist-info}/WHEEL +0 -0
- {virgo_modules-0.0.42.dist-info → virgo_modules-0.0.43.dist-info}/top_level.txt +0 -0
virgo_modules/src/re_utils.py
CHANGED
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@@ -578,6 +578,7 @@ def call_ml_objects(stock_code, client, call_models = False):
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ticker_name= stock_code,
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ticket_settings = ticket_settings,
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n_days = ticket_settings['settings']['general']['n_days'],
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+
data_window = ticket_settings['settings']['general'].get('data_window','5y'),
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hmm_available = hmm_model
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)
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### applying kalman
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@@ -1855,10 +1855,11 @@ def iterate_signal_analyser(test_data_size,feature_name, days_list, arguments_to
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return best_result
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class analyse_index(stock_eda_panel):
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def __init__(self, index, asset, n_obs, lag, show_plot = True, save_path = False, save_aws = False):
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1858
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def __init__(self, index, asset, n_obs, lag, data_window = '5y', show_plot = True, save_path = False, save_aws = False):
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self.index = index
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self.asset = asset
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self.n_obs = n_obs
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+
self.data_window = data_window
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self.lag = lag
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self.show_plot = show_plot
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@@ -1867,12 +1868,12 @@ class analyse_index(stock_eda_panel):
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def process_data(self):
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index = stock_eda_panel(self.index, self.n_obs)
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index = stock_eda_panel(self.index, self.n_obs, self.data_window)
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index.get_data()
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index.df['shift'] = index.df.Close.shift(self.lag)
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index.df['index_return'] = index.df.Close/index.df['shift'] - 1
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asset = stock_eda_panel(self.asset, self.n_obs)
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asset = stock_eda_panel(self.asset, self.n_obs, self.data_window)
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asset.get_data()
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asset.df['shift'] = asset.df.Close.shift(self.lag)
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asset.df['asset_return'] = asset.df.Close/asset.df['shift'] - 1
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@@ -0,0 +1,11 @@
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1
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+
virgo_modules/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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virgo_modules/src/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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virgo_modules/src/aws_utils.py,sha256=zvCV_bfN8o8H3iSD-V_aYHtoKqXRD4Kt_T8HIji23WA,965
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virgo_modules/src/pull_artifacts.py,sha256=5OPrgR7pcMSdpbevDRhf0ebk7g7ZRjff4NpTIIWAKjE,1989
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virgo_modules/src/re_utils.py,sha256=9lHtZD4Zlp5bqehiOtMMHiZJyx7docFppQ1LfWiP7mc,44968
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virgo_modules/src/ticketer_source.py,sha256=mlVEo9X4lpsbJyR4aqor5trwUE1pOxIaxsckSjSWvOQ,94565
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+
virgo_modules-0.0.43.dist-info/LICENSE,sha256=pNgFyCYgmimaw0o6V20JupZLROycAnOA_HDDh1tX2V4,1097
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+
virgo_modules-0.0.43.dist-info/METADATA,sha256=nu5XZwHjQgOkvwq5QjZH4tMBtgxq8svPcGX9dDmlxyU,1429
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virgo_modules-0.0.43.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
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virgo_modules-0.0.43.dist-info/top_level.txt,sha256=ZjI-qEkDtT-8mFwGAWnXfqPOKEGlIhWRW1es1VyXc60,14
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virgo_modules-0.0.43.dist-info/RECORD,,
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@@ -1,11 +0,0 @@
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virgo_modules/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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virgo_modules/src/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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virgo_modules/src/aws_utils.py,sha256=zvCV_bfN8o8H3iSD-V_aYHtoKqXRD4Kt_T8HIji23WA,965
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virgo_modules/src/pull_artifacts.py,sha256=5OPrgR7pcMSdpbevDRhf0ebk7g7ZRjff4NpTIIWAKjE,1989
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virgo_modules/src/re_utils.py,sha256=KJSFqxl982OKjJk-qtyJPEB-ZcggNPYo5mloNeWrf2c,44873
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virgo_modules/src/ticketer_source.py,sha256=NiK_uILuqkCM_TdBEetphtYgSjmo7WsGMmsWmAOQazs,94469
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virgo_modules-0.0.42.dist-info/LICENSE,sha256=pNgFyCYgmimaw0o6V20JupZLROycAnOA_HDDh1tX2V4,1097
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virgo_modules-0.0.42.dist-info/METADATA,sha256=BDXW-DRp_lWmbelKSsjZJOg5UPei3_g-OO4LZqsetnE,1429
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virgo_modules-0.0.42.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
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virgo_modules-0.0.42.dist-info/top_level.txt,sha256=ZjI-qEkDtT-8mFwGAWnXfqPOKEGlIhWRW1es1VyXc60,14
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-
virgo_modules-0.0.42.dist-info/RECORD,,
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File without changes
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File without changes
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File without changes
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