virgo-modules 0.3.1__py3-none-any.whl → 0.3.3__py3-none-any.whl

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/src/ticketer_source.py

@@ -1815,7 +1815,7 @@ class stock_eda_panel(object):
         self.target.append(f'mean_target')
         self.settings_target_lasts = {'steps':steps, 'type':'regression'}
 
-    def get_categorical_targets(self, horizon, flor_loss, top_gain):
+    def get_categorical_targets(self, horizon, flor_loss, top_gain, min_pos=1 , min_negs=1):
         """
         produce binary target return taking future prices. it produce two targets, one for high returns and another for low returns
 
@@ -1824,6 +1824,8 @@ class stock_eda_panel(object):
         horizon (int): number of lags and steps for future returns
         flor_loss (float): min loss return
         top_gain (float): max gain return
+        min_pos (int): minimun number of positives to count in a window for target_up
+        min_negs (int): minimun number of negatives to count in a window for target_down
 
         Returns
         -------
@@ -1841,7 +1843,7 @@ class stock_eda_panel(object):
             self.df[f'target_{i}'] = np.where(self.df[f'target_{i}'] >= top_gain,1,0)
             columns.append(f'target_{i}')
         self.df[f'target_up'] = self.df[columns].sum(axis=1)
-        self.df[f'target_up'] = np.where(self.df[f'target_up'] >=1,1,0 )
+        self.df[f'target_up'] = np.where(self.df[f'target_up'] >=min_pos,1,0 )
         self.df = self.df.drop(columns = columns)
 
         for i in range(1,horizon+1):
@@ -1851,7 +1853,7 @@ class stock_eda_panel(object):
             self.df[f'target_{i}'] = np.where(self.df[f'target_{i}'] <= flor_loss,1,0)
             columns.append(f'target_{i}')
         self.df[f'target_down'] = self.df[columns].sum(axis=1)
-        self.df[f'target_down'] = np.where(self.df[f'target_down'] >= 1,1,0 )
+        self.df[f'target_down'] = np.where(self.df[f'target_down'] >= min_negs,1,0 )
         self.df = self.df.drop(columns = columns)
 
         self.targets.append('target_up')

{virgo_modules-0.3.1.dist-info → virgo_modules-0.3.3.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: virgo-modules
-Version: 0.3.1
+Version: 0.3.3
 Summary: data processing and statistical modeling using stock market data
 Home-page: https://github.com/miguelmayhem92/virgo_module
 Author: Miguel Mayhuire

{virgo_modules-0.3.1.dist-info → virgo_modules-0.3.3.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/ticketer_source.py,sha256=4vT8YweRtS28Zs66DBUG2rZ5EcFk9S0hiqNS_fz_I1c,100017
+virgo_modules/src/re_utils.py,sha256=Exqe5eVGOpyb2j3veAsnFzXh-hXMwHe1zGTa_hO0wjI,73970
+virgo_modules/src/ticketer_source.py,sha256=aiQ5fSnleLYH6ob12V6UgZ-D3KiNk9-yrSqXXf0oecE,100231
 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=OMKVO-4gtOng9GeSuhEgAEQe4FF3AtqXjm-GUBLqYFc,3349
-virgo_modules-0.3.1.dist-info/LICENSE,sha256=pNgFyCYgmimaw0o6V20JupZLROycAnOA_HDDh1tX2V4,1097
-virgo_modules-0.3.1.dist-info/METADATA,sha256=2Eu2wClOdTfVpfg7uqpeaBHOm651tvwStMeXuLeeNss,883
-virgo_modules-0.3.1.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
-virgo_modules-0.3.1.dist-info/top_level.txt,sha256=ZjI-qEkDtT-8mFwGAWnXfqPOKEGlIhWRW1es1VyXc60,14
-virgo_modules-0.3.1.dist-info/RECORD,,
+virgo_modules-0.3.3.dist-info/LICENSE,sha256=pNgFyCYgmimaw0o6V20JupZLROycAnOA_HDDh1tX2V4,1097
+virgo_modules-0.3.3.dist-info/METADATA,sha256=M996yB4xhvi7pZ7IiPVfect2SzKAHhXbwNFOcpIyrV0,883
+virgo_modules-0.3.3.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
+virgo_modules-0.3.3.dist-info/top_level.txt,sha256=ZjI-qEkDtT-8mFwGAWnXfqPOKEGlIhWRW1es1VyXc60,14
+virgo_modules-0.3.3.dist-info/RECORD,,