virgo-modules 0.4.0__tar.gz → 0.4.2__tar.gz

{virgo_modules-0.4.0 → virgo_modules-0.4.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: virgo_modules
-Version: 0.4.0
+Version: 0.4.2
 Summary: data processing and statistical modeling using stock market data
 Home-page: https://github.com/miguelmayhem92/virgo_module
 Author: Miguel Mayhuire
@@ -9,7 +9,7 @@ License: MIT
 Classifier: License :: OSI Approved :: MIT License
 Classifier: Programming Language :: Python :: 3.9
 Classifier: Operating System :: OS Independent
-Requires-Python: >=3.9, <3.10
+Requires-Python: >=3.9
 Description-Content-Type: text/markdown
 License-File: LICENSE
 Provides-Extra: dev

{virgo_modules-0.4.0 → virgo_modules-0.4.2}/setup.py

@@ -5,7 +5,7 @@ with open("virgo_app/README.md", "r") as f:
 
 setup(
     name="virgo_modules",
-    version="0.4.0",
+    version="0.4.2",
     description="data processing and statistical modeling using stock market data",
     package_dir={"": "virgo_app"},
     packages=find_packages(where="virgo_app"),
@@ -23,5 +23,5 @@ setup(
     extras_require={
         "dev": ["pytest>=7.0"],
     },
-    python_requires=">=3.9, <3.10",
+    python_requires=">=3.9",
 )

{virgo_modules-0.4.0 → virgo_modules-0.4.2}/virgo_app/virgo_modules/src/hmm_utils.py

@@ -153,19 +153,21 @@ class trainer_hmm():
             ('drop_correlated', DropCorrelatedFeatures(method='spearman',threshold=self.__corr_thrshold)),
         ])
 
-        # features_hmm = list(transform_pipe.fit_transform(self.__data_train).columns)
-        # n_features = len(features_hmm)
-        # startprob_prior =  np.array([1/self.__n_clusters]*self.__n_clusters)
-        transmat_prior = np.diag([0.70]*self.__n_clusters)
-        # means_prior = np.array([1/n_features]*n_features)
+        features_hmm_ = list(transform_pipe.fit_transform(self.__data_train).columns)
+        n_features = len(features_hmm_)
+        start_prob = 0.60
+        startprob_prior =  np.array([1/self.__n_clusters]*self.__n_clusters)
+        transmat_prior = np.diag([start_prob]*self.__n_clusters)
+        transmat_prior[transmat_prior==0] = (1-start_prob)/(1-self.__n_clusters)
+        means_prior = np.array([1/n_features]*n_features)
         pipeline_hmm = Pipeline([
             ('transfrom_pipe', transform_pipe),
             ('scaler', RobustScaler()),
             ('hmm', GaussianHMM(
                 n_components =  self.__n_clusters, covariance_type = 'spherical', 
-                # startprob_prior = startprob_prior, 
+                startprob_prior = startprob_prior, 
                 transmat_prior = transmat_prior, 
-                # means_prior = means_prior,
+                means_prior = means_prior,
                 random_state = self.__seed,)
             )
         ])

{virgo_modules-0.4.0 → virgo_modules-0.4.2}/virgo_app/virgo_modules.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: virgo-modules
-Version: 0.4.0
+Version: 0.4.2
 Summary: data processing and statistical modeling using stock market data
 Home-page: https://github.com/miguelmayhem92/virgo_module
 Author: Miguel Mayhuire
@@ -9,7 +9,7 @@ License: MIT
 Classifier: License :: OSI Approved :: MIT License
 Classifier: Programming Language :: Python :: 3.9
 Classifier: Operating System :: OS Independent
-Requires-Python: >=3.9, <3.10
+Requires-Python: >=3.9
 Description-Content-Type: text/markdown
 License-File: LICENSE
 Provides-Extra: dev