virgo-modules 0.2.4__tar.gz → 0.2.6__tar.gz
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- {virgo_modules-0.2.4 → virgo_modules-0.2.6}/PKG-INFO +1 -1
- {virgo_modules-0.2.4 → virgo_modules-0.2.6}/setup.py +1 -1
- {virgo_modules-0.2.4 → virgo_modules-0.2.6}/virgo_app/virgo_modules/src/re_utils.py +6 -0
- {virgo_modules-0.2.4 → virgo_modules-0.2.6}/virgo_app/virgo_modules/src/ticketer_source.py +1 -0
- {virgo_modules-0.2.4 → virgo_modules-0.2.6}/virgo_app/virgo_modules.egg-info/PKG-INFO +1 -1
- {virgo_modules-0.2.4 → virgo_modules-0.2.6}/LICENSE +0 -0
- {virgo_modules-0.2.4 → virgo_modules-0.2.6}/README.md +0 -0
- {virgo_modules-0.2.4 → virgo_modules-0.2.6}/setup.cfg +0 -0
- {virgo_modules-0.2.4 → virgo_modules-0.2.6}/virgo_app/virgo_modules/__init__.py +0 -0
- {virgo_modules-0.2.4 → virgo_modules-0.2.6}/virgo_app/virgo_modules/src/__init__.py +0 -0
- {virgo_modules-0.2.4 → virgo_modules-0.2.6}/virgo_app/virgo_modules/src/aws_utils.py +0 -0
- {virgo_modules-0.2.4 → virgo_modules-0.2.6}/virgo_app/virgo_modules/src/backtester.py +0 -0
- {virgo_modules-0.2.4 → virgo_modules-0.2.6}/virgo_app/virgo_modules/src/edge_utils.py +0 -0
- {virgo_modules-0.2.4 → virgo_modules-0.2.6}/virgo_app/virgo_modules/src/hmm_utils.py +0 -0
- {virgo_modules-0.2.4 → virgo_modules-0.2.6}/virgo_app/virgo_modules/src/pull_artifacts.py +0 -0
- {virgo_modules-0.2.4 → virgo_modules-0.2.6}/virgo_app/virgo_modules/src/transformer_utils.py +0 -0
- {virgo_modules-0.2.4 → virgo_modules-0.2.6}/virgo_app/virgo_modules.egg-info/SOURCES.txt +0 -0
- {virgo_modules-0.2.4 → virgo_modules-0.2.6}/virgo_app/virgo_modules.egg-info/dependency_links.txt +0 -0
- {virgo_modules-0.2.4 → virgo_modules-0.2.6}/virgo_app/virgo_modules.egg-info/requires.txt +0 -0
- {virgo_modules-0.2.4 → virgo_modules-0.2.6}/virgo_app/virgo_modules.egg-info/top_level.txt +0 -0
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@@ -5,7 +5,7 @@ with open("virgo_app/README.md", "r") as f:
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setup(
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name="virgo_modules",
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version="0.2.
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version="0.2.6",
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description="data processing and statistical modeling using stock market data",
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package_dir={"": "virgo_app"},
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packages=find_packages(where="virgo_app"),
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@@ -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'})
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@@ -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 → virgo_modules-0.2.6}/virgo_app/virgo_modules/src/transformer_utils.py
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{virgo_modules-0.2.4 → virgo_modules-0.2.6}/virgo_app/virgo_modules.egg-info/dependency_links.txt
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