virgo-modules 0.0.71__tar.gz → 0.0.73__tar.gz

{virgo_modules-0.0.71 → virgo_modules-0.0.73}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: virgo_modules
-Version: 0.0.71
+Version: 0.0.73
 Summary: data processing and statistical modeling using stock market data
 Home-page: https://github.com/miguelmayhem92/virgo_module
 Author: Miguel Mayhuire

{virgo_modules-0.0.71 → virgo_modules-0.0.73}/setup.py

@@ -5,7 +5,7 @@ with open("virgo_app/README.md", "r") as f:
 
 setup(
     name="virgo_modules",
-    version="0.0.71",
+    version="0.0.73",
     description="data processing and statistical modeling using stock market data",
     package_dir={"": "virgo_app"},
     packages=find_packages(where="virgo_app"),

{virgo_modules-0.0.71 → virgo_modules-0.0.73}/virgo_app/virgo_modules/src/re_utils.py

@@ -611,6 +611,23 @@ class produce_plotly_plots:
         ma1 = self.settings['settings'][spread_column]['ma1']
         ma2 = self.settings['settings'][spread_column]['ma2']
         hmm_n_clust = self.settings['settings']['hmm']['n_clusters']
+
+        def return_FeatureSingal_lists(feature, feature_2):
+            signal_up_list = [f'signal_up_{feature}', f'signal_up_{feature_2}']  
+            signal_low_list = [f'signal_low_{feature}', f'signal_low_{feature_2}']
+            norm_list = [f'norm_{feature}', f'z_{feature}', feature]
+            return norm_list, signal_up_list, signal_low_list
+            
+        # feature_list corrector
+        new_feature_list = list()
+        for feature in feature_list:
+            norm_list, _ , _ = return_FeatureSingal_lists(feature, '')
+            for norm_feat in norm_list:
+                if norm_feat in df.columns:
+                    new_feature_list.append(feature)
+                    break
+                    
+        feature_list = new_feature_list
         feature_rows = len(feature_list)
 
         rows_subplot = feature_rows + 1
@@ -627,9 +644,8 @@ class produce_plotly_plots:
         ### signal plots
         for row_i, feature in enumerate(feature_list,start=1):
             feature_2 = 'nan'
-            signal_up_list = [f'signal_up_{feature}', f'signal_up_{feature_2}']  
-            signal_low_list = [f'signal_low_{feature}', f'signal_low_{feature_2}']
-            norm_list = [f'norm_{feature}', f'z_{feature}', feature]
+            norm_list, signal_up_list, signal_low_list = return_FeatureSingal_lists(feature, feature_2)
+            
             # signal
             for norm_feat in norm_list:
                 if norm_feat in df.columns:

{virgo_modules-0.0.71 → virgo_modules-0.0.73}/virgo_app/virgo_modules/src/ticketer_source.py

@@ -1217,7 +1217,20 @@ class stock_eda_panel(object):
             ### first feature: the hidden state
             self.df['hmm_feature'] = self.model_hmm.predict(self.df)
             self.create_hmm_derived_features(lag_returns = lag_returns_state)
-        
+
+            ## completion
+
+            hidden_states = pipeline_hmm.predict(data_train)
+            map_ = {i:f'state_{i}' for i in range(n_clusters)}
+            color_map = { i:DEFAULT_PLOTLY_COLORS[i] for i in range(n_clusters)}
+
+            data_train['HMM'] = hidden_states
+            data_train['HMM_state'] =  data_train['HMM'].map(map_)
+
+            hidden_states = pipeline_hmm.predict(data_test)
+            data_test['HMM'] = hidden_states
+            data_test['HMM_state'] =  data_test['HMM'].map(map_)
+            
         if model:
             self.df['hmm_feature'] = model.predict(self.df)
             self.create_hmm_derived_features(lag_returns = lag_returns_state)
@@ -1229,13 +1242,6 @@ class stock_eda_panel(object):
 
         if plot:
 
-            hidden_states = pipeline_hmm.predict(data_train)
-            map_ = {i:f'state_{i}' for i in range(n_clusters)}
-            color_map = { i:DEFAULT_PLOTLY_COLORS[i] for i in range(n_clusters)}
-
-            data_train['HMM'] = hidden_states
-            data_train['HMM_state'] =  data_train['HMM'].map(map_)
-
             fig = go.Figure()
             fig.add_trace(go.Scatter(x=data_train['Date'], y=data_train['Close'], mode='lines',name = 'history', marker_color = 'grey'))
             for state in data_train['HMM_state'].unique():
@@ -1246,10 +1252,6 @@ class stock_eda_panel(object):
             fig.show()
 
             print('---------------------------------------------------------')
-        
-            hidden_states = pipeline_hmm.predict(data_test)
-            data_test['HMM'] = hidden_states
-            data_test['HMM_state'] =  data_test['HMM'].map(map_)
 
             fig = go.Figure()
             fig.add_trace(go.Scatter(x=data_test['Date'], y=data_test['Close'], mode='lines',name = 'history', marker_color = 'grey'))

{virgo_modules-0.0.71 → virgo_modules-0.0.73}/virgo_app/virgo_modules.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: virgo-modules
-Version: 0.0.71
+Version: 0.0.73
 Summary: data processing and statistical modeling using stock market data
 Home-page: https://github.com/miguelmayhem92/virgo_module
 Author: Miguel Mayhuire