virgo-modules 0.4.3__py3-none-any.whl → 0.4.5__py3-none-any.whl

virgo_modules/src/edge_utils/conformal_utils.py

@@ -21,14 +21,14 @@ def get_conformal_classifiers(model, data, targets):
 def log_confmodels(runid, classifiers):
     with mlflow.start_run(run_id=runid) as run:
         for i,classifier in enumerate(classifiers):
-            mlflow.sklearn.log_model(classifier,f"conformal/conformal_model-{i}")
+            mlflow.sklearn.log_model(classifier,name = f"conformal_model-{i}")
         print('models were logged')
 
 def load_confmodel(runid, target_variables):
     classifiers = list()
     for i in range(len(target_variables)):
-        folder = f"conformal/conformal_model-{i}"
-        model = mlflow.sklearn.load_model(f"runs:/{runid}/{folder}")
+        folder = f"conformal_model-{i}"
+        model = mlflow.sklearn.load_model(f"runs:/{runid}/{folder}",)
         classifiers.append(model)
     return classifiers
 

virgo_modules/src/edge_utils/edge_utils.py

@@ -9,7 +9,7 @@ from feature_engine.imputation import  MeanMedianImputer
 from feature_engine.discretisation import EqualWidthDiscretiser
 from feature_engine.datetime import DatetimeFeatures
 
-from ..transformer_utils import VirgoWinsorizerFeature, InverseHyperbolicSine, FeaturesEntropy, FeatureSelector
+from ..transformer_utils import VirgoWinsorizerFeature, InverseHyperbolicSine, FeaturesEntropy, FeatureSelector, InteractionFeatures
 
 from plotly.subplots import make_subplots
 import plotly.graph_objects as go
@@ -220,6 +220,7 @@ def data_processing_pipeline_classifier(
         invhypervolsin_features = False,
         date_features_list = False,
         entropy_set_list = False,
+        interaction_features_cont = False,
         pipeline_order = 'selector//winzorizer//discretizer//median_inputer//drop//correlation'
         ):
 
@@ -237,6 +238,7 @@ def data_processing_pipeline_classifier(
                     invhypervolsin_features (list): list of features to apply inverse hyperbolic sine
                     date_features_list (list): list of features to compute from Date field. (list of features from feature_engine)
                     entropy_set_list (list): list of dictionaries that contains features and targets to compute entropy
+                    interaction_features_cont (tuple): tuple of lists of interaction features
                     pipeline_order (str): custom pipeline order eg. selector//winzorizer//discretizer//median_inputer//drop//correlation
             Returns:
                     pipe (obj): pipeline object
@@ -249,6 +251,7 @@ def data_processing_pipeline_classifier(
     median_imputer_pipe = [('median_imputer', MeanMedianImputer())] if fillna else []
     invhypersin_pipe = [('invhypervolsin scaler', InverseHyperbolicSine(features = invhypervolsin_features))] if invhypervolsin_features else []
     datetimeFeatures_pipe = [('date features', DatetimeFeatures(features_to_extract = date_features_list, variables = 'Date', drop_original = False))] if date_features_list else []
+    interaction_features = [("interaction features", InteractionFeatures(interaction_features_cont[0], interaction_features_cont[1]))] if interaction_features_cont else []
     
     entropy_pipe = list()
     if entropy_set_list:
@@ -267,6 +270,7 @@ def data_processing_pipeline_classifier(
         'median_inputer':median_imputer_pipe,
         'arcsinh_scaler': invhypersin_pipe,
         'date_features': datetimeFeatures_pipe,
+        'interaction_features': interaction_features,
         'entropy_features' : entropy_pipe,
     }
 

virgo_modules/src/transformer_utils.py

@@ -248,3 +248,44 @@ class signal_combiner(BaseEstimator, TransformerMixin):
             if self.drop:
                 X = X.drop(columns = [self.prefix_up + column, self.prefix_low + column])
         return X
+    
+class InteractionFeatures(BaseEstimator, TransformerMixin):
+
+    """
+    Class that applies feature interaction.
+    this class is compatible with scikitlearn pipeline
+
+    Attributes
+    ----------
+    feature_list1 : list
+        list of features to combine
+    feature_list2 : list
+        list of features to combine
+
+    Methods
+    -------
+    fit(additional="", X=DataFrame, y=None):
+        fit transformation.
+    transform(X=DataFrame, y=None):
+        apply feature transformation
+    """
+
+    def __init__(self, feature_list1, feature_list2):
+        self.feature_list1 = feature_list1
+        self.feature_list2 = feature_list2
+
+    def fit(self, X, y=None):
+        return self
+    
+    def simple_div_interaction(self, data, feature1, feature2, feature_name):
+        data[feature_name] = data[feature1]*data[feature2]
+        data[feature_name] = data[feature_name].replace([np.inf, -np.inf], 0)
+        data[feature_name] = data[feature_name].fillna(0)
+        return data
+
+    def transform(self, X, y=None):
+        for f1 in self.feature_list1:
+            for f2 in self.feature_list2:
+                fn = 'iterm_'+f1.replace("norm_","")+"_"+f2.replace("norm_","")
+                X = self.simple_div_interaction(X, f1, f2, fn)
+        return X

{virgo_modules-0.4.3.dist-info → virgo_modules-0.4.5.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: virgo-modules
-Version: 0.4.3
+Version: 0.4.5
 Summary: data processing and statistical modeling using stock market data
 Home-page: https://github.com/miguelmayhem92/virgo_module
 Author: Miguel Mayhuire

{virgo_modules-0.4.3.dist-info → virgo_modules-0.4.5.dist-info}/RECORD

@@ -6,13 +6,13 @@ virgo_modules/src/hmm_utils.py,sha256=D7axAnCdSe1_1EgRyli2PAnM2f6699hTY9GcxjPXG-
 virgo_modules/src/pull_artifacts.py,sha256=5OPrgR7pcMSdpbevDRhf0ebk7g7ZRjff4NpTIIWAKjE,1989
 virgo_modules/src/re_utils.py,sha256=DBY_VBB1wKm5D7znutpF_66CTLZhJfx54h8Ws0YzdN4,74641
 virgo_modules/src/ticketer_source.py,sha256=jxP-OOeoyN2JxRQg-mX6t6WNJXiIrhWKDywDxpYANxU,101977
-virgo_modules/src/transformer_utils.py,sha256=LLwKYZRq5hrPVimnq3taD0Lh-q3Bq21fy1I4Icbnxi8,7677
+virgo_modules/src/transformer_utils.py,sha256=ysCUp3cB3_7Jr9OHDqhg2_6Vu0k1YVjfqbvQNbxpbhI,8990
 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=2K7-Ve8f0ywUeQCwOTDR8v0p7-ow3qV_2ME0w9oB3oc,18273
+virgo_modules/src/edge_utils/conformal_utils.py,sha256=WK54ctvdnFrCAv3_slFBC71Ojy9xgC1wODR7xmvXGgg,3743
+virgo_modules/src/edge_utils/edge_utils.py,sha256=unCrkimwzlJx-osUWz6f6Vfiuv-unIATYva5UkK-Xik,18661
 virgo_modules/src/edge_utils/shap_utils.py,sha256=OMKVO-4gtOng9GeSuhEgAEQe4FF3AtqXjm-GUBLqYFc,3349
-virgo_modules-0.4.3.dist-info/LICENSE,sha256=pNgFyCYgmimaw0o6V20JupZLROycAnOA_HDDh1tX2V4,1097
-virgo_modules-0.4.3.dist-info/METADATA,sha256=X_CFrIHD9p1D7Cy-nfg4Bk7-lCMSk2rWZi3C1X3Hryw,876
-virgo_modules-0.4.3.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
-virgo_modules-0.4.3.dist-info/top_level.txt,sha256=ZjI-qEkDtT-8mFwGAWnXfqPOKEGlIhWRW1es1VyXc60,14
-virgo_modules-0.4.3.dist-info/RECORD,,
+virgo_modules-0.4.5.dist-info/LICENSE,sha256=pNgFyCYgmimaw0o6V20JupZLROycAnOA_HDDh1tX2V4,1097
+virgo_modules-0.4.5.dist-info/METADATA,sha256=GR7pTBoguHajgjq17Z6gXRSdjRz-3w4X5QD3-0N7Ge4,876
+virgo_modules-0.4.5.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
+virgo_modules-0.4.5.dist-info/top_level.txt,sha256=ZjI-qEkDtT-8mFwGAWnXfqPOKEGlIhWRW1es1VyXc60,14
+virgo_modules-0.4.5.dist-info/RECORD,,