virgo-modules 0.2.4__py3-none-any.whl → 0.2.6__py3-none-any.whl

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Files changed (7) hide show
  1. virgo_modules/src/re_utils.py +6 -0
  2. virgo_modules/src/ticketer_source.py +1 -0
  3. {virgo_modules-0.2.4.dist-info → virgo_modules-0.2.6.dist-info}/METADATA +1 -1
  4. {virgo_modules-0.2.4.dist-info → virgo_modules-0.2.6.dist-info}/RECORD +7 -7
  5. {virgo_modules-0.2.4.dist-info → virgo_modules-0.2.6.dist-info}/LICENSE +0 -0
  6. {virgo_modules-0.2.4.dist-info → virgo_modules-0.2.6.dist-info}/WHEEL +0 -0
  7. {virgo_modules-0.2.4.dist-info → virgo_modules-0.2.6.dist-info}/top_level.txt +0 -0
virgo_modules/src/re_utils.py CHANGED
@@ -1383,6 +1383,12 @@ def extract_data_traintest(object_stock,features_to_search,configs, target_confi
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  getattr(object_stock, method_to_use)(**arguments_to_use, plot = False, save_features = False)
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  if method_to_use not in ['minmax_pricefeature']:
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  object_stock.produce_order_features(feature_name)
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+ last_signal_featlist = configs.get('custom_transformations',{}).get('compute_last_signal', False)
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+ if last_signal_featlist:
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+ last_signal_featlist = last_signal_featlist
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+ last_signal_featlist = last_signal_featlist.split('//')
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+ if feature_name in last_signal_featlist:
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+ object_stock.compute_last_signal(feature_name, False)
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  # geting targets
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  object_stock.get_categorical_targets(**target_params_up)
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  object_stock.df = object_stock.df.drop(columns = ['target_down']).rename(columns = {'target_up':'target_up_save'})
virgo_modules/src/ticketer_source.py CHANGED
@@ -55,6 +55,7 @@ import logging
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  from virgo_modules.src.hmm_utils import trainer_hmm
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  from virgo_modules.src.transformer_utils import signal_combiner, FeatureSelector
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+ from virgo_modules.src.transformer_utils import FeaturesEntropy, VirgoWinsorizerFeature # imported bcs some models read this module otherwise it crashed mlflow.load()
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  def data_processing_pipeline(features_base,features_to_drop = False, lag_dict = False, combine_signals = False, discretize_columns = False, correlation = 0.77):
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{virgo_modules-0.2.4.dist-info → virgo_modules-0.2.6.dist-info}/METADATA RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: virgo-modules
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- Version: 0.2.4
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+ Version: 0.2.6
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  Summary: data processing and statistical modeling using stock market data
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  Home-page: https://github.com/miguelmayhem92/virgo_module
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  Author: Miguel Mayhuire
{virgo_modules-0.2.4.dist-info → virgo_modules-0.2.6.dist-info}/RECORD RENAMED
@@ -5,11 +5,11 @@ virgo_modules/src/backtester.py,sha256=OhiWyzDX0PthXGuhChyWUmDN3cLkzVYe95zS4nGti
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  virgo_modules/src/edge_utils.py,sha256=XN2oEOwADXF9IGNUGx0Ai8B1yDAiU2WDateLnEJh5FE,14243
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  virgo_modules/src/hmm_utils.py,sha256=fFWxmh9q3rjiKRHnxNk9k7O4fDrxVxkmp3pbpLvktjc,21116
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  virgo_modules/src/pull_artifacts.py,sha256=5OPrgR7pcMSdpbevDRhf0ebk7g7ZRjff4NpTIIWAKjE,1989
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- virgo_modules/src/re_utils.py,sha256=qkNe0BCT3lxm5zAHTEDdH0Cu8ID3A8j3OB39oGFpuDQ,72790
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- virgo_modules/src/ticketer_source.py,sha256=bm1I-a_mg80fgdH0Znx-qg0CTUxtVmkL6PWLTCeBTu8,98617
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+ virgo_modules/src/re_utils.py,sha256=WoulQlwX7Z89P7sb4koySeqeN98hrLU8dXmjUr6ABwc,73198
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+ virgo_modules/src/ticketer_source.py,sha256=joJUoaga5M0OOAiOJ8TFR_sGd6eckbHlN1fxLIklXSM,98785
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  virgo_modules/src/transformer_utils.py,sha256=LLwKYZRq5hrPVimnq3taD0Lh-q3Bq21fy1I4Icbnxi8,7677
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- virgo_modules-0.2.4.dist-info/LICENSE,sha256=pNgFyCYgmimaw0o6V20JupZLROycAnOA_HDDh1tX2V4,1097
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- virgo_modules-0.2.4.dist-info/METADATA,sha256=jI0VJoMF2uIxH6wE4OIDLcOSTERnAETEqPLJecRhLb0,1428
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- virgo_modules-0.2.4.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
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- virgo_modules-0.2.4.dist-info/top_level.txt,sha256=ZjI-qEkDtT-8mFwGAWnXfqPOKEGlIhWRW1es1VyXc60,14
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- virgo_modules-0.2.4.dist-info/RECORD,,
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+ virgo_modules-0.2.6.dist-info/LICENSE,sha256=pNgFyCYgmimaw0o6V20JupZLROycAnOA_HDDh1tX2V4,1097
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+ virgo_modules-0.2.6.dist-info/METADATA,sha256=uUAxISbSlIUZdGwJ1172pGDfTwxFE1WDmSw9PK7m-0A,1428
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+ virgo_modules-0.2.6.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
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+ virgo_modules-0.2.6.dist-info/top_level.txt,sha256=ZjI-qEkDtT-8mFwGAWnXfqPOKEGlIhWRW1es1VyXc60,14
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+ virgo_modules-0.2.6.dist-info/RECORD,,