virgo-modules 0.2.5__py3-none-any.whl → 0.2.7__py3-none-any.whl

virgo_modules/src/re_utils.py

@@ -1092,7 +1092,7 @@ class produce_plotly_plots:
         states = list(df.hmm_feature.unique())
         states.sort()    
         ### expand hmm analysis
-        hmm_titles = ['Transition matrix heatmap' , 'state return (base first observation)','length chains dist']
+        hmm_titles = ['state return (base first observation)','Transition matrix heatmap','length chains dist']
 
         fig = make_subplots(
             rows= rows_subplot, cols=2,
@@ -1121,7 +1121,8 @@ class produce_plotly_plots:
         for state in states:
             dfi = df_[df_.hmm_feature == state]
             fig.add_trace(go.Box(y = dfi.chain_return, name=str(state),showlegend=False, marker_color = color_map[state] ),row=1, col=1)
-
+        fig.add_hline(y=0, line_width=2, line_dash="dash", line_color="grey",row=1, col=1)
+        
         ## lengths chains by state dist
         if 'hmm_chain_order' in df.columns:
             df_agg = df.groupby(['hmm_feature','chain_id'],as_index = False).agg(length_by_chain = ('hmm_chain_order','max'))
@@ -1268,6 +1269,7 @@ class produce_plotly_plots:
             df = prediction[prediction.ExecutionDate == last_date]
             fig.add_trace(go.Scatter(x=df.Date, y=df.log_return, mode='lines',marker_color ='#ff7f0e',showlegend=False),row=1, col=1)
             fig.add_trace(go.Scatter(x=df.Date, y=df.log_return, mode='markers',marker_color ='#ff7f0e',showlegend=False),row=1, col=1)
+            fig.add_hline(y=0, line_width=2, line_dash="dash", line_color="grey",col = 1, row = 1)
 
             ## closing prices
 
@@ -1292,7 +1294,7 @@ class produce_plotly_plots:
             upload_file_to_aws(bucket = 'VIRGO_BUCKET', key = self.save_aws + result_json_name, input_path = self.save_path + result_json_name, aws_credentials = self.aws_credentials)
         if self.return_figs:
             return fig
-        
+                
 def plot_hmm_analysis_logger(data_frame,test_data_size, save_path = False, show_plot = True):
     '''
     display box plots train and test of hmm state returns

virgo_modules/src/ticketer_source.py

@@ -55,6 +55,7 @@ import logging
 
 from virgo_modules.src.hmm_utils import trainer_hmm
 from virgo_modules.src.transformer_utils import signal_combiner, FeatureSelector
+from virgo_modules.src.transformer_utils import FeaturesEntropy, VirgoWinsorizerFeature # imported bcs some models read this module otherwise it crashed mlflow.load()
 
 def data_processing_pipeline(features_base,features_to_drop = False, lag_dict = False, combine_signals = False, discretize_columns = False, correlation = 0.77):
 

{virgo_modules-0.2.5.dist-info → virgo_modules-0.2.7.dist-info}/METADATA

@@ -1,37 +1,36 @@
 Metadata-Version: 2.1
 Name: virgo-modules
-Version: 0.2.5
+Version: 0.2.7
 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-0.2.5.dist-info → virgo_modules-0.2.7.dist-info}/RECORD

@@ -5,11 +5,11 @@ virgo_modules/src/backtester.py,sha256=OhiWyzDX0PthXGuhChyWUmDN3cLkzVYe95zS4nGti
 virgo_modules/src/edge_utils.py,sha256=XN2oEOwADXF9IGNUGx0Ai8B1yDAiU2WDateLnEJh5FE,14243
 virgo_modules/src/hmm_utils.py,sha256=fFWxmh9q3rjiKRHnxNk9k7O4fDrxVxkmp3pbpLvktjc,21116
 virgo_modules/src/pull_artifacts.py,sha256=5OPrgR7pcMSdpbevDRhf0ebk7g7ZRjff4NpTIIWAKjE,1989
-virgo_modules/src/re_utils.py,sha256=WoulQlwX7Z89P7sb4koySeqeN98hrLU8dXmjUr6ABwc,73198
-virgo_modules/src/ticketer_source.py,sha256=bm1I-a_mg80fgdH0Znx-qg0CTUxtVmkL6PWLTCeBTu8,98617
+virgo_modules/src/re_utils.py,sha256=f0gPyCZFVMPR8BpJcnIPA3jpgIPeP--t1KiDE9yLDDE,73404
+virgo_modules/src/ticketer_source.py,sha256=joJUoaga5M0OOAiOJ8TFR_sGd6eckbHlN1fxLIklXSM,98785
 virgo_modules/src/transformer_utils.py,sha256=LLwKYZRq5hrPVimnq3taD0Lh-q3Bq21fy1I4Icbnxi8,7677
-virgo_modules-0.2.5.dist-info/LICENSE,sha256=pNgFyCYgmimaw0o6V20JupZLROycAnOA_HDDh1tX2V4,1097
-virgo_modules-0.2.5.dist-info/METADATA,sha256=65P4BKj42AiG45mM7HOMYm3OvIbYEo91afivPDOZ4FA,1483
-virgo_modules-0.2.5.dist-info/WHEEL,sha256=2wepM1nk4DS4eFpYrW1TTqPcoGNfHhhO_i5m4cOimbo,92
-virgo_modules-0.2.5.dist-info/top_level.txt,sha256=ZjI-qEkDtT-8mFwGAWnXfqPOKEGlIhWRW1es1VyXc60,14
-virgo_modules-0.2.5.dist-info/RECORD,,
+virgo_modules-0.2.7.dist-info/LICENSE,sha256=pNgFyCYgmimaw0o6V20JupZLROycAnOA_HDDh1tX2V4,1097
+virgo_modules-0.2.7.dist-info/METADATA,sha256=DqDYNp2TLuzgrtLKe8LVMw7xqjQ7l4aKgp4k8gbfv_E,1428
+virgo_modules-0.2.7.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
+virgo_modules-0.2.7.dist-info/top_level.txt,sha256=ZjI-qEkDtT-8mFwGAWnXfqPOKEGlIhWRW1es1VyXc60,14
+virgo_modules-0.2.7.dist-info/RECORD,,

{virgo_modules-0.2.5.dist-info → virgo_modules-0.2.7.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