virgo-modules 0.0.77__py3-none-any.whl → 0.0.79__py3-none-any.whl

virgo_modules/src/re_utils.py

@@ -520,6 +520,53 @@ def produce_dashboard(data, columns , ticket_list, show_plot = True, nrows = 150
         # upload_file_to_aws(bucket = 'VIRGO_BUCKET', key = f'multi_dashboards/'+save_name+'.json',input_path = save_path+save_name+'.json')
         upload_file_to_aws(bucket = 'VIRGO_BUCKET', key = save_aws + save_name + '.json', input_path = save_path + save_name + '.json', aws_credentials = aws_credential)
         
+def produce_edges_dashboard(dataframe, ticket_list, save_name, show_plot = False, save_path = False, save_aws = False, aws_credentials = False):
+    '''
+    produce dashboard using signals and list of assets
+
+            Parameters:
+                    dataframe (pd.Dataframe): base data
+                    ticket_list (list): list of assets
+                    save_name (str): dashboad name resulting file
+                    show_plot (boolean): if true, display plot
+                    save_path (str): local path for saving e.g r'C:/path/to/the/file/'
+                    save_aws (str): remote key in s3 bucket path e.g. 'path/to/file/'
+                    aws_credential (dict): aws credentials
+
+            Returns:
+                    None
+    '''
+    n_assets = len(ticket_list)
+    
+    result_json_name = save_name
+    cols_length = 4
+    rows_length = math.ceil(n_assets/2) 
+    
+    subtitles = list()
+    for x in ticket_list:
+        subtitles.append(x)
+        subtitles.append(x + ' signal')
+    
+    fig = make_subplots(rows=rows_length, cols=cols_length,vertical_spacing = 0.01, horizontal_spacing = 0.03, shared_xaxes=True, subplot_titles = subtitles)
+    
+    for i,ticket in enumerate(ticket_list):
+        j = i%2*2 +1
+        i = i+1
+        i_r = math.ceil(i/2)
+    
+        show_legend = True if i == 1 else False
+    
+        df = dataframe[dataframe.asset == ticket]
+        fig.add_trace(go.Scatter(x=df['Date'], y=df['Close'],legendgroup="Close",showlegend = show_legend , mode='lines',name = 'Close', marker_color = 'blue'),col = j, row = i_r)
+        fig.add_trace(go.Scatter(x=df['Date'], y=df['proba_target_up'],legendgroup="proba",showlegend = show_legend , mode='lines',name = 'proba_target_up', marker_color = 'orange'),col = j+1, row = i_r)
+    fig.update_layout(height=rows_length*300, width=1500, title_text = f'dashboard top {n_assets} tickets')
+    
+    if save_path:
+        fig.write_json(save_path+result_json_name)
+    if show_plot:
+        fig.show()
+    if save_path and save_aws:
+        upload_file_to_aws(bucket = 'VIRGO_BUCKET', key = save_aws + result_json_name, input_path = save_path + result_json_name, aws_credentials = aws_credentials)
 
 def rank_by_return(data, lag_days, top_n = 5):
     '''
@@ -1389,6 +1436,7 @@ def save_edge_model(data, save_path = False, save_aws = False, show_result = Fal
     if show_result:
         print(curent_edge)
 
+## this function is going to be split and deprecated
 def create_feature_edge(model, data,feature_name, threshold, target_variables):
     '''
     get latest edge execution and edge probability
@@ -1417,4 +1465,74 @@ def create_feature_edge(model, data,feature_name, threshold, target_variables):
         result_df[f'signal_{type_use}_{feature_name}'] = np.where(result_df[pred_col] >= threshold,1,0)
         result_df[f'acc_{type_use}_{feature_name}'] = np.where(result_df[f'signal_{type_use}_{feature_name}'] == result_df[pred_col.replace('proba_','')],1,0)
     
-    return result_df
+    return result_df
+
+def produce_probas(model,data, target_variables):
+    """
+    produce probabilities given a model
+
+            Parameters:
+                    model (obj): edge model artifact
+                    data (pd.DataFrame): asset data
+                    target_variables (list): names of the target columns
+
+            Returns:
+                    result_df (pd.DataFrame): result dataframe with edges
+                    label_prediction (list): list of resulting label columns
+    """
+    label_prediction = ['proba_'+x for x in target_variables]
+    predictions = model.predict_proba(data)
+    predictions = pd.DataFrame(predictions, columns = label_prediction, index = data.index)
+    
+    result_df = pd.concat([data, predictions], axis=1)
+    result_df = result_df[['Date'] + target_variables + label_prediction]
+
+    return result_df, label_prediction
+
+def produce_signals(result_df, feature_name, threshold, label_prediction):
+    """
+    produce signals from probabilities
+
+            Parameters:
+                    result_df (pd.DataFrame): asset data with probabilities
+                    feature_name (str): edge feature name
+                    threshold (float): edge threshold
+                    label_prediction (list): list of resulting label columns
+
+            Returns:
+                    result_df (pd.DataFrame): result dataframe with edges and signals
+    """
+    for pred_col in label_prediction:
+        type_use = 'low'
+        if 'down' in pred_col:
+            type_use = 'up' 
+            
+        result_df[f'signal_{type_use}_{feature_name}'] = np.where(result_df[pred_col] >= threshold,1,0)
+        result_df[f'acc_{type_use}_{feature_name}'] = np.where(result_df[f'signal_{type_use}_{feature_name}'] == result_df[pred_col.replace('proba_','')],1,0)
+
+    return result_df
+
+def edge_probas_lines(data, threshold, plot = False, look_back = 750):
+    """
+    produce a plotly plot of edges and closing prices
+
+            Parameters:
+                    data (pd.DataFrame): asset data with edge probabilities
+                    plot (boolean): if true, display plot
+                    threshold (float): edge threshold
+                    look_back (int): number of rows back to display
+
+            Returns:
+                    fig (obj): plotly go object
+    """
+    df = data[['Date','Close','proba_target_down','proba_target_up']].iloc[-look_back:]
+    
+    fig = make_subplots(specs=[[{"secondary_y": True}]])
+    fig.add_trace(go.Scatter(x=df.Date, y=df.Close,mode='lines+markers',name='Close price'))
+    fig.add_trace(go.Scatter(x=df.Date, y=df.proba_target_down,mode='lines',marker = dict(color = 'coral'),name='go down'),secondary_y=True)
+    fig.add_trace(go.Scatter(x=df.Date, y=df.proba_target_up,mode='lines',marker = dict(opacity=0.1,size=80), name='go up'),secondary_y=True)
+    fig.add_shape(type="line", xref="paper", yref="y2",x0=0.02, y0=threshold, x1=0.9, y1=threshold,line=dict(color="red",dash="dash"),)
+    fig.update_layout(title_text="sirius - edge probabilities",width=1200,height = 500)
+    if plot:
+        fig.show()
+    return fig

{virgo_modules-0.0.77.dist-info → virgo_modules-0.0.79.dist-info}/METADATA

@@ -1,37 +1,36 @@
 Metadata-Version: 2.1
 Name: virgo-modules
-Version: 0.0.77
+Version: 0.0.79
 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
 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: 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'
+Requires-Dist: pytest >=7.0 ; extra == 'dev'
 
 # Virgo Package
 
@@ -52,4 +51,3 @@ obj = stock_eda_panel(stock_code = 'PEP', n_days = 20)
 obj.get_data()
 print(obj.df.shape)
 ```
-

{virgo_modules-0.0.77.dist-info → virgo_modules-0.0.79.dist-info}/RECORD

@@ -3,10 +3,10 @@ virgo_modules/src/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU
 virgo_modules/src/aws_utils.py,sha256=q0l7D7ofo09Lu1QQjv-esheQ06uiSy1Pdq3xMul8zvk,2571
 virgo_modules/src/edge_utils.py,sha256=ll5pRs9EE20IsE5A1vA589TKzobkeA-b0d68jNTsu1U,13268
 virgo_modules/src/pull_artifacts.py,sha256=5OPrgR7pcMSdpbevDRhf0ebk7g7ZRjff4NpTIIWAKjE,1989
-virgo_modules/src/re_utils.py,sha256=fprzdQPKXdfZhWaWjuAHmTzc7BXuoPSWFny2ng-Qea0,64053
+virgo_modules/src/re_utils.py,sha256=Af2ktNS-Z3Pdnp5tUAq-3N6mr0MWMd3gfsY1lPYvQe0,69517
 virgo_modules/src/ticketer_source.py,sha256=4J0y51Tv0dGzFU7qZarGBIJSFsFWfY_NDNWZI6VN2Ws,142729
-virgo_modules-0.0.77.dist-info/LICENSE,sha256=pNgFyCYgmimaw0o6V20JupZLROycAnOA_HDDh1tX2V4,1097
-virgo_modules-0.0.77.dist-info/METADATA,sha256=ntnzAoT5-GpgQpFcqjFDcpXtT9TUV1FOO8pIsHes4tY,1484
-virgo_modules-0.0.77.dist-info/WHEEL,sha256=2wepM1nk4DS4eFpYrW1TTqPcoGNfHhhO_i5m4cOimbo,92
-virgo_modules-0.0.77.dist-info/top_level.txt,sha256=ZjI-qEkDtT-8mFwGAWnXfqPOKEGlIhWRW1es1VyXc60,14
-virgo_modules-0.0.77.dist-info/RECORD,,
+virgo_modules-0.0.79.dist-info/LICENSE,sha256=pNgFyCYgmimaw0o6V20JupZLROycAnOA_HDDh1tX2V4,1097
+virgo_modules-0.0.79.dist-info/METADATA,sha256=OcsRxZIrV4o_tqiJ4Gb49UN4Z2iU9rlTJPc_a3I16S0,1429
+virgo_modules-0.0.79.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
+virgo_modules-0.0.79.dist-info/top_level.txt,sha256=ZjI-qEkDtT-8mFwGAWnXfqPOKEGlIhWRW1es1VyXc60,14
+virgo_modules-0.0.79.dist-info/RECORD,,

{virgo_modules-0.0.77.dist-info → virgo_modules-0.0.79.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: bdist_wheel (0.38.4)
+Generator: bdist_wheel (0.41.2)
 Root-Is-Purelib: true
 Tag: py3-none-any