virgo-modules 0.3.0__py3-none-any.whl → 0.3.2__py3-none-any.whl

virgo_modules/src/edge_utils/shap_utils.py

@@ -44,7 +44,7 @@ def get_explainerclusters(model, data, targets):
         clustermodels.append(cluster_model)
     return clustermodels
 
-def mean_shap(data, explainers, pipe_transform):
+def mean_shap(data, explainers, pipe_transform, dict_shap_values):
     t_data = pipe_transform.transform(data)
     input_features = t_data.columns
     shap_results = get_shapvalues(explainers,t_data)
@@ -55,16 +55,18 @@ def mean_shap(data, explainers, pipe_transform):
     df_shap = pd.DataFrame(shap_results_mean, columns=input_features, index=data.index)
     df_shap['Close'] = data['Close']
     df_shap['Date'] = data['Date']
+    df_shap = df_shap[['Date','Close']+list(dict_shap_values.keys())]
+    df_shap = df_shap.rename(columns =dict_shap_values)
     return df_shap
 
-def edge_shap_lines(data, dict_shap_values, plot = False, look_back = 750):
+def edge_shap_lines(data, plot = False, look_back = 750):
     ### corect labels ####
+    shap_cols = [col for col in data.columns if col not in ['Date','Close']]
     df = data.sort_values('Date').iloc[-look_back:]
     fig = make_subplots(specs=[[{"secondary_y": True}]])
     fig.add_trace(go.Scatter(x=df.Date, y=df.Close,mode='lines+markers',marker = dict(color = 'grey'),line = dict(color = 'grey'),name='Close price'))
-    top_features_shap = dict_shap_values.keys()
-    for col in top_features_shap:
-        fig.add_trace(go.Scatter(x=df.Date, y=df[col],mode='lines+markers',name=dict_shap_values.get(col).get('tag')),secondary_y=True)
+    for col in shap_cols:
+        fig.add_trace(go.Scatter(x=df.Date, y=df[col],mode='lines+markers',name=col),secondary_y=True)
     fig.update_layout(title_text="sirius - feature power",width=1200,height = 500)
     if plot:
         fig.show()

virgo_modules/src/re_utils.py

@@ -1545,6 +1545,8 @@ def create_feature_edge(model, data,feature_name, threshold, target_variables):
     '''
     label_prediction = ['proba_'+x for x in target_variables]
     predictions = model.predict_proba(data)
+    if isinstance(predictions, list):
+        predictions = np.array([ x[:,1].T for x in predictions]).T
     predictions = pd.DataFrame(predictions, columns = label_prediction, index = data.index)
     
     result_df = pd.concat([data, predictions], axis=1)

{virgo_modules-0.3.0.dist-info → virgo_modules-0.3.2.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: virgo-modules
-Version: 0.3.0
+Version: 0.3.2
 Summary: data processing and statistical modeling using stock market data
 Home-page: https://github.com/miguelmayhem92/virgo_module
 Author: Miguel Mayhuire

{virgo_modules-0.3.0.dist-info → virgo_modules-0.3.2.dist-info}/RECORD

@@ -4,15 +4,15 @@ virgo_modules/src/aws_utils.py,sha256=q0l7D7ofo09Lu1QQjv-esheQ06uiSy1Pdq3xMul8zv
 virgo_modules/src/backtester.py,sha256=OhiWyzDX0PthXGuhChyWUmDN3cLkzVYe95zS4nGtia8,22106
 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=n5LD2IKURNsBsWeQ_xw98lh1YwLdl3efNLNT7qwFGzM,73863
+virgo_modules/src/re_utils.py,sha256=Exqe5eVGOpyb2j3veAsnFzXh-hXMwHe1zGTa_hO0wjI,73970
 virgo_modules/src/ticketer_source.py,sha256=4vT8YweRtS28Zs66DBUG2rZ5EcFk9S0hiqNS_fz_I1c,100017
 virgo_modules/src/transformer_utils.py,sha256=LLwKYZRq5hrPVimnq3taD0Lh-q3Bq21fy1I4Icbnxi8,7677
 virgo_modules/src/edge_utils/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 virgo_modules/src/edge_utils/conformal_utils.py,sha256=4gAOh2vxeWGR7iMF3TKnfQcLHlaH9M5B2lcmzo7V8AY,3755
 virgo_modules/src/edge_utils/edge_utils.py,sha256=U3GVyLgz0gEaR7AGjWseFcWt-IOusZvXJjwpBFknxNs,15643
-virgo_modules/src/edge_utils/shap_utils.py,sha256=877gfucW-iLbf-aStgIcAng1XxQi_AgJsVjvdAzzWc8,3233
-virgo_modules-0.3.0.dist-info/LICENSE,sha256=pNgFyCYgmimaw0o6V20JupZLROycAnOA_HDDh1tX2V4,1097
-virgo_modules-0.3.0.dist-info/METADATA,sha256=FuPBQsfBwgD6NtAeCYtNjkdTyEsVSaEk31zlhhBMv2M,883
-virgo_modules-0.3.0.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
-virgo_modules-0.3.0.dist-info/top_level.txt,sha256=ZjI-qEkDtT-8mFwGAWnXfqPOKEGlIhWRW1es1VyXc60,14
-virgo_modules-0.3.0.dist-info/RECORD,,
+virgo_modules/src/edge_utils/shap_utils.py,sha256=OMKVO-4gtOng9GeSuhEgAEQe4FF3AtqXjm-GUBLqYFc,3349
+virgo_modules-0.3.2.dist-info/LICENSE,sha256=pNgFyCYgmimaw0o6V20JupZLROycAnOA_HDDh1tX2V4,1097
+virgo_modules-0.3.2.dist-info/METADATA,sha256=SCyxt58FaVICvGsaF4O5nzmAlTdOsuXxZ-JkyW-Z_Q0,883
+virgo_modules-0.3.2.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
+virgo_modules-0.3.2.dist-info/top_level.txt,sha256=ZjI-qEkDtT-8mFwGAWnXfqPOKEGlIhWRW1es1VyXc60,14
+virgo_modules-0.3.2.dist-info/RECORD,,