virgo-modules 0.2.9__tar.gz → 0.2.10__tar.gz

{virgo_modules-0.2.9 → virgo_modules-0.2.10}/PKG-INFO

@@ -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 → virgo_modules-0.2.10}/setup.py

@@ -5,7 +5,7 @@ with open("virgo_app/README.md", "r") as f:
 
 setup(
     name="virgo_modules",
-    version="0.2.9",
+    version="0.2.10",
     description="data processing and statistical modeling using stock market data",
     package_dir={"": "virgo_app"},
     packages=find_packages(where="virgo_app"),
@@ -20,9 +20,9 @@ setup(
         "Programming Language :: Python :: 3.9",
         "Operating System :: OS Independent",
     ],
-    install_requires=["feature-engine==1.6.1","matplotlib==3.6.3","mlflow==2.1.1","numpy==1.23.5","optuna==3.1.0","pandas==1.5.3",
-                "plotly==5.15.0","rsa==4.9","scikit-learn==1.2.1","scipy==1.10.0","seaborn==0.12.2","starlette==0.22.0","statsmodels==0.13.5",
-                "ta==0.10.2","yfinance==0.2.9","hmmlearn==0.3.0","boto3"],
+    # install_requires=["feature-engine==1.6.1","matplotlib==3.6.3","mlflow==2.1.1","numpy==1.23.5","optuna==3.1.0","pandas==1.5.3",
+    #             "plotly==5.15.0","rsa==4.9","scikit-learn==1.2.1","scipy==1.10.0","seaborn==0.12.2","starlette==0.22.0","statsmodels==0.13.5",
+    #             "ta==0.10.2","yfinance==0.2.9","hmmlearn==0.3.0","boto3"],
     extras_require={
         "dev": ["pytest>=7.0"],
     },

{virgo_modules-0.2.9 → virgo_modules-0.2.10}/virgo_app/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 → virgo_modules-0.2.10}/virgo_app/virgo_modules.egg-info/PKG-INFO

@@ -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-0.2.10/virgo_app/virgo_modules.egg-info/requires.txt

@@ -0,0 +1,3 @@
+
+[dev]
+pytest>=7.0

virgo_modules-0.2.9/virgo_app/virgo_modules.egg-info/requires.txt

@@ -1,20 +0,0 @@
-feature-engine==1.6.1
-matplotlib==3.6.3
-mlflow==2.1.1
-numpy==1.23.5
-optuna==3.1.0
-pandas==1.5.3
-plotly==5.15.0
-rsa==4.9
-scikit-learn==1.2.1
-scipy==1.10.0
-seaborn==0.12.2
-starlette==0.22.0
-statsmodels==0.13.5
-ta==0.10.2
-yfinance==0.2.9
-hmmlearn==0.3.0
-boto3
-
-[dev]
-pytest>=7.0