virgo-modules 0.4.1__tar.gz → 0.4.2__tar.gz

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Files changed (23) hide show
  1. {virgo_modules-0.4.1 → virgo_modules-0.4.2}/PKG-INFO +1 -1
  2. {virgo_modules-0.4.1 → virgo_modules-0.4.2}/setup.py +1 -1
  3. {virgo_modules-0.4.1 → virgo_modules-0.4.2}/virgo_app/virgo_modules/src/hmm_utils.py +9 -7
  4. {virgo_modules-0.4.1 → virgo_modules-0.4.2}/virgo_app/virgo_modules.egg-info/PKG-INFO +1 -1
  5. {virgo_modules-0.4.1 → virgo_modules-0.4.2}/LICENSE +0 -0
  6. {virgo_modules-0.4.1 → virgo_modules-0.4.2}/README.md +0 -0
  7. {virgo_modules-0.4.1 → virgo_modules-0.4.2}/setup.cfg +0 -0
  8. {virgo_modules-0.4.1 → virgo_modules-0.4.2}/virgo_app/virgo_modules/__init__.py +0 -0
  9. {virgo_modules-0.4.1 → virgo_modules-0.4.2}/virgo_app/virgo_modules/src/__init__.py +0 -0
  10. {virgo_modules-0.4.1 → virgo_modules-0.4.2}/virgo_app/virgo_modules/src/aws_utils.py +0 -0
  11. {virgo_modules-0.4.1 → virgo_modules-0.4.2}/virgo_app/virgo_modules/src/backtester.py +0 -0
  12. {virgo_modules-0.4.1 → virgo_modules-0.4.2}/virgo_app/virgo_modules/src/edge_utils/__init__.py +0 -0
  13. {virgo_modules-0.4.1 → virgo_modules-0.4.2}/virgo_app/virgo_modules/src/edge_utils/conformal_utils.py +0 -0
  14. {virgo_modules-0.4.1 → virgo_modules-0.4.2}/virgo_app/virgo_modules/src/edge_utils/edge_utils.py +0 -0
  15. {virgo_modules-0.4.1 → virgo_modules-0.4.2}/virgo_app/virgo_modules/src/edge_utils/shap_utils.py +0 -0
  16. {virgo_modules-0.4.1 → virgo_modules-0.4.2}/virgo_app/virgo_modules/src/pull_artifacts.py +0 -0
  17. {virgo_modules-0.4.1 → virgo_modules-0.4.2}/virgo_app/virgo_modules/src/re_utils.py +0 -0
  18. {virgo_modules-0.4.1 → virgo_modules-0.4.2}/virgo_app/virgo_modules/src/ticketer_source.py +0 -0
  19. {virgo_modules-0.4.1 → virgo_modules-0.4.2}/virgo_app/virgo_modules/src/transformer_utils.py +0 -0
  20. {virgo_modules-0.4.1 → virgo_modules-0.4.2}/virgo_app/virgo_modules.egg-info/SOURCES.txt +0 -0
  21. {virgo_modules-0.4.1 → virgo_modules-0.4.2}/virgo_app/virgo_modules.egg-info/dependency_links.txt +0 -0
  22. {virgo_modules-0.4.1 → virgo_modules-0.4.2}/virgo_app/virgo_modules.egg-info/requires.txt +0 -0
  23. {virgo_modules-0.4.1 → virgo_modules-0.4.2}/virgo_app/virgo_modules.egg-info/top_level.txt +0 -0
{virgo_modules-0.4.1 → virgo_modules-0.4.2}/PKG-INFO 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: 0.4.1
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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
{virgo_modules-0.4.1 → virgo_modules-0.4.2}/setup.py RENAMED
@@ -5,7 +5,7 @@ with open("virgo_app/README.md", "r") as f:
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  setup(
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  name="virgo_modules",
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- version="0.4.1",
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+ version="0.4.2",
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  description="data processing and statistical modeling using stock market data",
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  package_dir={"": "virgo_app"},
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  packages=find_packages(where="virgo_app"),
{virgo_modules-0.4.1 → virgo_modules-0.4.2}/virgo_app/virgo_modules/src/hmm_utils.py RENAMED
@@ -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-0.4.1 → virgo_modules-0.4.2}/virgo_app/virgo_modules.egg-info/PKG-INFO 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: 0.4.1
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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
{virgo_modules-0.4.1 → virgo_modules-0.4.2}/LICENSE RENAMED
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{virgo_modules-0.4.1 → virgo_modules-0.4.2}/README.md RENAMED
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{virgo_modules-0.4.1 → virgo_modules-0.4.2}/setup.cfg RENAMED
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