virgo-modules 0.2.9__py3-none-any.whl → 0.2.10__py3-none-any.whl

virgo_modules/src/ticketer_source.py

@@ -1287,7 +1287,7 @@ class stock_eda_panel(object):
                 
             setattr(self,f'settings_{name_attr}_pricefeature' , {'type_func': type_func, 'window': window, 'distance': distance})
 
-    def pair_index_feature(self, pair_symbol, feature_label, window, threshold, plot = False, save_features = False):
+    def pair_index_feature(self, pair_symbol, feature_label,threshold, window = None,ta_method='ROC',param_set=False,plot = False, save_features = False):
         """
         perform additional asset ROC feature, then a new feature is created in the main dataframe
 
@@ -1295,8 +1295,10 @@ class stock_eda_panel(object):
         ----------
         pair_symbol (str): symbol of the asset to extract the data
         feature_label (str): name of the resulting feature
-        window (int): window to apply to the feature
+        window (int): window to apply to the feature as default (this parameter is going to be deprecated)
         threshold (float): alpha or z thrsholds for the normalized feature
+        param_set (dict): parameter set in case ta_method is other than ROC
+        ta_method (str): method to use, available RSI, ROC, VORTEX, STOCH 
         plot (boolean): True to display plot
         save_features (boolean): True to save feature configuration and feature names
         
@@ -1326,7 +1328,20 @@ class stock_eda_panel(object):
         self.pair_index_df = self.pair_index_df.fillna(method = 'bfill')
         self.pair_index_df = self.pair_index_df.fillna(method = 'ffill')
 
-        self.pair_index_df[feature_label] = ROCIndicator(close = self.pair_index_df['Close'], window = window).roc()
+        if ta_method == 'ROC':
+            window = window if window else param_set.get('window')
+            roc = ROCIndicator(close = self.pair_index_df['Close'], window = window).roc()
+            self.pair_index_df[feature_label] = roc.replace([np.inf, -np.inf], 0).fillna(method = 'ffill')
+        elif ta_method == 'RSI':
+            rsi = RSIIndicator(close = self.pair_index_df['Close'], **param_set).rsi()
+            self.pair_index_df[feature_label] = rsi.replace([np.inf, -np.inf], 0).fillna(method = 'ffill')
+        elif ta_method == 'VORTEX':
+            vortex = VortexIndicator(close = self.pair_index_df['Close'], high = self.pair_index_df['High'], low = self.pair_index_df['Low'], **param_set).vortex_indicator_diff()
+            self.pair_index_df[feature_label] = vortex.replace([np.inf, -np.inf], 0).fillna(method = 'ffill')
+        elif ta_method == 'STOCH':
+            stoch = StochRSIIndicator(close = self.pair_index_df['Close'], **param_set).stochrsi()
+            self.pair_index_df[feature_label] = stoch.replace([np.inf, -np.inf], 0).fillna(method = 'ffill')
+
         df_to_merge = self.pair_index_df[['Date',feature_label]]
         self.df = self.df.merge(df_to_merge, on ='Date',how = 'left')
 

{virgo_modules-0.2.9.dist-info → virgo_modules-0.2.10.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: virgo-modules
-Version: 0.2.9
+Version: 0.2.10
 Summary: data processing and statistical modeling using stock market data
 Home-page: https://github.com/miguelmayhem92/virgo_module
 Author: Miguel Mayhuire
@@ -12,23 +12,6 @@ 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: boto3
 Provides-Extra: dev
 Requires-Dist: pytest >=7.0 ; extra == 'dev'
 

{virgo_modules-0.2.9.dist-info → virgo_modules-0.2.10.dist-info}/RECORD

@@ -6,10 +6,10 @@ virgo_modules/src/edge_utils.py,sha256=XN2oEOwADXF9IGNUGx0Ai8B1yDAiU2WDateLnEJh5
 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=PoHFqYiccUrKZJ2wvDbisrK1Uo9ekX8laAeGc2XxLxY,74852
-virgo_modules/src/ticketer_source.py,sha256=joJUoaga5M0OOAiOJ8TFR_sGd6eckbHlN1fxLIklXSM,98785
+virgo_modules/src/ticketer_source.py,sha256=4vT8YweRtS28Zs66DBUG2rZ5EcFk9S0hiqNS_fz_I1c,100017
 virgo_modules/src/transformer_utils.py,sha256=LLwKYZRq5hrPVimnq3taD0Lh-q3Bq21fy1I4Icbnxi8,7677
-virgo_modules-0.2.9.dist-info/LICENSE,sha256=pNgFyCYgmimaw0o6V20JupZLROycAnOA_HDDh1tX2V4,1097
-virgo_modules-0.2.9.dist-info/METADATA,sha256=3ldgs_EMHB6fhrfWq2Z3AKk-BBz3jKIW83q24D7KlTc,1428
-virgo_modules-0.2.9.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
-virgo_modules-0.2.9.dist-info/top_level.txt,sha256=ZjI-qEkDtT-8mFwGAWnXfqPOKEGlIhWRW1es1VyXc60,14
-virgo_modules-0.2.9.dist-info/RECORD,,
+virgo_modules-0.2.10.dist-info/LICENSE,sha256=pNgFyCYgmimaw0o6V20JupZLROycAnOA_HDDh1tX2V4,1097
+virgo_modules-0.2.10.dist-info/METADATA,sha256=-9U5ff9siZLh3T97ZAieJooEJKYfTVMpIM3nw7PiZeA,884
+virgo_modules-0.2.10.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
+virgo_modules-0.2.10.dist-info/top_level.txt,sha256=ZjI-qEkDtT-8mFwGAWnXfqPOKEGlIhWRW1es1VyXc60,14
+virgo_modules-0.2.10.dist-info/RECORD,,