virgo-modules 0.3.3__py3-none-any.whl → 0.3.6__py3-none-any.whl

virgo_modules/src/ticketer_source.py

@@ -1400,6 +1400,42 @@ class stock_eda_panel(object):
         if save_features:
             self.signals.append(signal_feature_name)
             self.signals.append(order_feature_name)
+    
+    def get_order_feature_nosignal(self,feature_name, save_features=False):
+        """
+        perform a feature that captures number of steps after the end of a signal
+
+        Parameters
+        ----------
+        feature_name (str): name of the feature
+        save_features (boolean): True to save feature configuration and feature names
+        
+        Returns
+        -------
+        None
+        """
+        order_feature_name = f'order_signal_{feature_name}'
+        ns_order_feature_name = f'ns_order_{feature_name}'
+        self.df = self.df.sort_values('Date')
+        self.df['lag_'] = self.df[order_feature_name].shift(1)
+        self.df['flag'] = np.where((self.df[order_feature_name] == 0) & (self.df['lag_']!=0),1,np.nan)
+        self.df = self.df.drop(columns=['lag_'])
+        self.df['order_'] = self.df.sort_values('Date').groupby(['flag']).cumcount() + 1
+        self.df['order_'] = self.df['order_'].fillna(method='ffill')
+        self.df['order_'] = np.where(self.df[order_feature_name]==0,self.df['order_'],0)
+        self.df = self.df.drop(columns=['flag'])
+        self.df['order_'] = self.df.sort_values('Date').groupby(['order_']).cumcount() + 1
+        norm_list = [f'norm_{feature_name}', f'z_{feature_name}', feature_name]
+        for norm_feature in norm_list:
+            try:
+                self.df['order_'] = np.sign(self.df[norm_feature])*self.df['order_']
+                break
+            except:
+                pass
+        self.df['order_'] = np.where(self.df[order_feature_name]==0,self.df['order_'],0)
+        self.df = self.df.rename(columns={'order_':ns_order_feature_name})
+        if save_features:
+            self.signals.append(ns_order_feature_name)
 
     def compute_last_signal(self,feature, save_features = False):
         """

{virgo_modules-0.3.3.dist-info → virgo_modules-0.3.6.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: virgo-modules
-Version: 0.3.3
+Version: 0.3.6
 Summary: data processing and statistical modeling using stock market data
 Home-page: https://github.com/miguelmayhem92/virgo_module
 Author: Miguel Mayhuire

{virgo_modules-0.3.3.dist-info → virgo_modules-0.3.6.dist-info}/RECORD

@@ -5,14 +5,14 @@ virgo_modules/src/backtester.py,sha256=OhiWyzDX0PthXGuhChyWUmDN3cLkzVYe95zS4nGti
 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=Exqe5eVGOpyb2j3veAsnFzXh-hXMwHe1zGTa_hO0wjI,73970
-virgo_modules/src/ticketer_source.py,sha256=aiQ5fSnleLYH6ob12V6UgZ-D3KiNk9-yrSqXXf0oecE,100231
+virgo_modules/src/ticketer_source.py,sha256=jxP-OOeoyN2JxRQg-mX6t6WNJXiIrhWKDywDxpYANxU,101977
 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-0.3.3.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,,
+virgo_modules-0.3.6.dist-info/LICENSE,sha256=pNgFyCYgmimaw0o6V20JupZLROycAnOA_HDDh1tX2V4,1097
+virgo_modules-0.3.6.dist-info/METADATA,sha256=yCCV7zH-x7ht6hIFlwwp5VSZKp3Wt78G9mAGSIciDVM,883
+virgo_modules-0.3.6.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
+virgo_modules-0.3.6.dist-info/top_level.txt,sha256=ZjI-qEkDtT-8mFwGAWnXfqPOKEGlIhWRW1es1VyXc60,14
+virgo_modules-0.3.6.dist-info/RECORD,,