virgo-modules 0.4.0__py3-none-any.whl → 0.4.2__py3-none-any.whl

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Files changed (6) hide show
  1. virgo_modules/src/hmm_utils.py +9 -7
  2. {virgo_modules-0.4.0.dist-info → virgo_modules-0.4.2.dist-info}/METADATA +2 -2
  3. {virgo_modules-0.4.0.dist-info → virgo_modules-0.4.2.dist-info}/RECORD +6 -6
  4. {virgo_modules-0.4.0.dist-info → virgo_modules-0.4.2.dist-info}/LICENSE +0 -0
  5. {virgo_modules-0.4.0.dist-info → virgo_modules-0.4.2.dist-info}/WHEEL +0 -0
  6. {virgo_modules-0.4.0.dist-info → virgo_modules-0.4.2.dist-info}/top_level.txt +0 -0
virgo_modules/src/hmm_utils.py CHANGED
@@ -153,19 +153,21 @@ class trainer_hmm():
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  ('drop_correlated', DropCorrelatedFeatures(method='spearman',threshold=self.__corr_thrshold)),
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  ])
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- # features_hmm = list(transform_pipe.fit_transform(self.__data_train).columns)
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- # n_features = len(features_hmm)
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- # startprob_prior = np.array([1/self.__n_clusters]*self.__n_clusters)
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- transmat_prior = np.diag([0.70]*self.__n_clusters)
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- # means_prior = np.array([1/n_features]*n_features)
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+ features_hmm_ = list(transform_pipe.fit_transform(self.__data_train).columns)
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+ n_features = len(features_hmm_)
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+ start_prob = 0.60
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+ startprob_prior = np.array([1/self.__n_clusters]*self.__n_clusters)
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+ transmat_prior = np.diag([start_prob]*self.__n_clusters)
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+ transmat_prior[transmat_prior==0] = (1-start_prob)/(1-self.__n_clusters)
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+ means_prior = np.array([1/n_features]*n_features)
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  pipeline_hmm = Pipeline([
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  ('transfrom_pipe', transform_pipe),
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  ('scaler', RobustScaler()),
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  ('hmm', GaussianHMM(
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  n_components = self.__n_clusters, covariance_type = 'spherical',
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- # startprob_prior = startprob_prior,
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+ startprob_prior = startprob_prior,
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  transmat_prior = transmat_prior,
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- # means_prior = means_prior,
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+ means_prior = means_prior,
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  random_state = self.__seed,)
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  )
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  ])
{virgo_modules-0.4.0.dist-info → virgo_modules-0.4.2.dist-info}/METADATA RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: virgo-modules
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- Version: 0.4.0
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+ Version: 0.4.2
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  Summary: data processing and statistical modeling using stock market data
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  Home-page: https://github.com/miguelmayhem92/virgo_module
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  Author: Miguel Mayhuire
@@ -9,7 +9,7 @@ License: MIT
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  Classifier: License :: OSI Approved :: MIT License
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  Classifier: Programming Language :: Python :: 3.9
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  Classifier: Operating System :: OS Independent
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- Requires-Python: >=3.9, <3.10
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+ Requires-Python: >=3.9
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  Description-Content-Type: text/markdown
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  License-File: LICENSE
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  Provides-Extra: dev
{virgo_modules-0.4.0.dist-info → virgo_modules-0.4.2.dist-info}/RECORD RENAMED
@@ -2,7 +2,7 @@ virgo_modules/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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  virgo_modules/src/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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  virgo_modules/src/aws_utils.py,sha256=q0l7D7ofo09Lu1QQjv-esheQ06uiSy1Pdq3xMul8zvk,2571
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  virgo_modules/src/backtester.py,sha256=OhiWyzDX0PthXGuhChyWUmDN3cLkzVYe95zS4nGtia8,22106
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- virgo_modules/src/hmm_utils.py,sha256=fFWxmh9q3rjiKRHnxNk9k7O4fDrxVxkmp3pbpLvktjc,21116
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+ virgo_modules/src/hmm_utils.py,sha256=D7axAnCdSe1_1EgRyli2PAnM2f6699hTY9GcxjPXG-o,21221
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  virgo_modules/src/pull_artifacts.py,sha256=5OPrgR7pcMSdpbevDRhf0ebk7g7ZRjff4NpTIIWAKjE,1989
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  virgo_modules/src/re_utils.py,sha256=_wkDIKwUQFX_OT0kNA_zgDgoe808aEvSc4ZtviY2FMY,74104
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  virgo_modules/src/ticketer_source.py,sha256=jxP-OOeoyN2JxRQg-mX6t6WNJXiIrhWKDywDxpYANxU,101977
@@ -11,8 +11,8 @@ virgo_modules/src/edge_utils/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NM
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  virgo_modules/src/edge_utils/conformal_utils.py,sha256=4gAOh2vxeWGR7iMF3TKnfQcLHlaH9M5B2lcmzo7V8AY,3755
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  virgo_modules/src/edge_utils/edge_utils.py,sha256=2K7-Ve8f0ywUeQCwOTDR8v0p7-ow3qV_2ME0w9oB3oc,18273
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  virgo_modules/src/edge_utils/shap_utils.py,sha256=OMKVO-4gtOng9GeSuhEgAEQe4FF3AtqXjm-GUBLqYFc,3349
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- virgo_modules-0.4.0.dist-info/LICENSE,sha256=pNgFyCYgmimaw0o6V20JupZLROycAnOA_HDDh1tX2V4,1097
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- virgo_modules-0.4.0.dist-info/METADATA,sha256=eovX4zgi_zHRVzaCXQk66cu62CuLUu9-Oq4LhZ5gcTA,883
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- virgo_modules-0.4.0.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
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- virgo_modules-0.4.0.dist-info/top_level.txt,sha256=ZjI-qEkDtT-8mFwGAWnXfqPOKEGlIhWRW1es1VyXc60,14
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- virgo_modules-0.4.0.dist-info/RECORD,,
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+ virgo_modules-0.4.2.dist-info/LICENSE,sha256=pNgFyCYgmimaw0o6V20JupZLROycAnOA_HDDh1tX2V4,1097
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+ virgo_modules-0.4.2.dist-info/METADATA,sha256=BqyyzPjb7C-kTdUu4wClAIw_4Fx8TYo6GqCj2sQuL5Y,876
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+ virgo_modules-0.4.2.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
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+ virgo_modules-0.4.2.dist-info/top_level.txt,sha256=ZjI-qEkDtT-8mFwGAWnXfqPOKEGlIhWRW1es1VyXc60,14
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+ virgo_modules-0.4.2.dist-info/RECORD,,