virgo-modules 0.0.71__py3-none-any.whl → 0.0.73__py3-none-any.whl
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- virgo_modules/src/re_utils.py +19 -3
- virgo_modules/src/ticketer_source.py +14 -12
- {virgo_modules-0.0.71.dist-info → virgo_modules-0.0.73.dist-info}/METADATA +1 -1
- {virgo_modules-0.0.71.dist-info → virgo_modules-0.0.73.dist-info}/RECORD +7 -7
- {virgo_modules-0.0.71.dist-info → virgo_modules-0.0.73.dist-info}/LICENSE +0 -0
- {virgo_modules-0.0.71.dist-info → virgo_modules-0.0.73.dist-info}/WHEEL +0 -0
- {virgo_modules-0.0.71.dist-info → virgo_modules-0.0.73.dist-info}/top_level.txt +0 -0
virgo_modules/src/re_utils.py
CHANGED
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@@ -611,6 +611,23 @@ class produce_plotly_plots:
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611
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ma1 = self.settings['settings'][spread_column]['ma1']
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ma2 = self.settings['settings'][spread_column]['ma2']
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hmm_n_clust = self.settings['settings']['hmm']['n_clusters']
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614
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+
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def return_FeatureSingal_lists(feature, feature_2):
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616
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signal_up_list = [f'signal_up_{feature}', f'signal_up_{feature_2}']
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617
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signal_low_list = [f'signal_low_{feature}', f'signal_low_{feature_2}']
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norm_list = [f'norm_{feature}', f'z_{feature}', feature]
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return norm_list, signal_up_list, signal_low_list
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# feature_list corrector
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new_feature_list = list()
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for feature in feature_list:
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norm_list, _ , _ = return_FeatureSingal_lists(feature, '')
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for norm_feat in norm_list:
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if norm_feat in df.columns:
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new_feature_list.append(feature)
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break
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feature_list = new_feature_list
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feature_rows = len(feature_list)
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rows_subplot = feature_rows + 1
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@@ -627,9 +644,8 @@ class produce_plotly_plots:
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### signal plots
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for row_i, feature in enumerate(feature_list,start=1):
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feature_2 = 'nan'
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signal_up_list =
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-
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norm_list = [f'norm_{feature}', f'z_{feature}', feature]
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norm_list, signal_up_list, signal_low_list = return_FeatureSingal_lists(feature, feature_2)
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# signal
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for norm_feat in norm_list:
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if norm_feat in df.columns:
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@@ -1217,7 +1217,20 @@ class stock_eda_panel(object):
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### first feature: the hidden state
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self.df['hmm_feature'] = self.model_hmm.predict(self.df)
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self.create_hmm_derived_features(lag_returns = lag_returns_state)
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-
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+
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## completion
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hidden_states = pipeline_hmm.predict(data_train)
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map_ = {i:f'state_{i}' for i in range(n_clusters)}
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color_map = { i:DEFAULT_PLOTLY_COLORS[i] for i in range(n_clusters)}
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data_train['HMM'] = hidden_states
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data_train['HMM_state'] = data_train['HMM'].map(map_)
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hidden_states = pipeline_hmm.predict(data_test)
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data_test['HMM'] = hidden_states
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data_test['HMM_state'] = data_test['HMM'].map(map_)
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if model:
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self.df['hmm_feature'] = model.predict(self.df)
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self.create_hmm_derived_features(lag_returns = lag_returns_state)
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@@ -1229,13 +1242,6 @@ class stock_eda_panel(object):
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if plot:
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hidden_states = pipeline_hmm.predict(data_train)
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map_ = {i:f'state_{i}' for i in range(n_clusters)}
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color_map = { i:DEFAULT_PLOTLY_COLORS[i] for i in range(n_clusters)}
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-
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data_train['HMM'] = hidden_states
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data_train['HMM_state'] = data_train['HMM'].map(map_)
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-
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fig = go.Figure()
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fig.add_trace(go.Scatter(x=data_train['Date'], y=data_train['Close'], mode='lines',name = 'history', marker_color = 'grey'))
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for state in data_train['HMM_state'].unique():
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@@ -1246,10 +1252,6 @@ class stock_eda_panel(object):
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fig.show()
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print('---------------------------------------------------------')
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hidden_states = pipeline_hmm.predict(data_test)
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data_test['HMM'] = hidden_states
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data_test['HMM_state'] = data_test['HMM'].map(map_)
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fig = go.Figure()
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fig.add_trace(go.Scatter(x=data_test['Date'], y=data_test['Close'], mode='lines',name = 'history', marker_color = 'grey'))
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@@ -3,10 +3,10 @@ virgo_modules/src/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU
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virgo_modules/src/aws_utils.py,sha256=GWmVdXM0mIJJPn-X-bEtM4KtNPCHM1D457hnuKxaM7E,1383
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virgo_modules/src/edge_utils.py,sha256=Ihdmq7dyb8gOvG6CrDal7wsa15tqsdsFk6KINwM6578,7691
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virgo_modules/src/pull_artifacts.py,sha256=5OPrgR7pcMSdpbevDRhf0ebk7g7ZRjff4NpTIIWAKjE,1989
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virgo_modules/src/re_utils.py,sha256=
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virgo_modules/src/ticketer_source.py,sha256=
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virgo_modules-0.0.
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virgo_modules-0.0.
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virgo_modules-0.0.
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virgo_modules-0.0.
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virgo_modules-0.0.
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virgo_modules/src/re_utils.py,sha256=IF0l8eduTgHLASyXcZu1TIazJVPt4vzw-CeDyw2YfdQ,53096
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virgo_modules/src/ticketer_source.py,sha256=ciMPObqntAFtnlY1IPt8-Y4mz6yuD1jy6gRQN109D4M,104837
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virgo_modules-0.0.73.dist-info/LICENSE,sha256=pNgFyCYgmimaw0o6V20JupZLROycAnOA_HDDh1tX2V4,1097
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virgo_modules-0.0.73.dist-info/METADATA,sha256=5tfBdlfAsrkRu4IVo_rxWhrgqm3P4UKjt_On8vM__Bw,1429
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virgo_modules-0.0.73.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
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virgo_modules-0.0.73.dist-info/top_level.txt,sha256=ZjI-qEkDtT-8mFwGAWnXfqPOKEGlIhWRW1es1VyXc60,14
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virgo_modules-0.0.73.dist-info/RECORD,,
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File without changes
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