virgo-modules 0.0.42__tar.gz → 0.0.43__tar.gz

{virgo_modules-0.0.42 → virgo_modules-0.0.43}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: virgo_modules
-Version: 0.0.42
+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

{virgo_modules-0.0.42 → 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="0.0.42",
+    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-0.0.42 → 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-0.0.42 → virgo_modules-0.0.43}/virgo_app/virgo_modules/src/ticketer_source.py

@@ -1855,10 +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
@@ -1867,12 +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-0.0.42 → virgo_modules-0.0.43}/virgo_app/virgo_modules.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: virgo-modules
-Version: 0.0.42
+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