virgo-modules 0.4.4__tar.gz → 0.5.0__tar.gz

{virgo_modules-0.4.4 → virgo_modules-0.5.0}/PKG-INFO

@@ -1,19 +1,19 @@
 Metadata-Version: 2.1
 Name: virgo_modules
-Version: 0.4.4
+Version: 0.5.0
 Summary: data processing and statistical modeling using stock market data
 Home-page: https://github.com/miguelmayhem92/virgo_module
 Author: Miguel Mayhuire
 Author-email: miguelmayhem92@gmail.com
 License: MIT
+Platform: UNKNOWN
 Classifier: License :: OSI Approved :: MIT License
 Classifier: Programming Language :: Python :: 3.9
 Classifier: Operating System :: OS Independent
 Requires-Python: >=3.9
 Description-Content-Type: text/markdown
-License-File: LICENSE
 Provides-Extra: dev
-Requires-Dist: pytest>=7.0; extra == "dev"
+License-File: LICENSE
 
 # Virgo Package
 
@@ -34,3 +34,4 @@ obj = stock_eda_panel(stock_code = 'PEP', n_days = 20)
 obj.get_data()
 print(obj.df.shape)
 ```
+

{virgo_modules-0.4.4 → virgo_modules-0.5.0}/setup.py

@@ -5,7 +5,7 @@ with open("virgo_app/README.md", "r") as f:
 
 setup(
     name="virgo_modules",
-    version="0.4.4",
+    version="0.5.0",
     description="data processing and statistical modeling using stock market data",
     package_dir={"": "virgo_app"},
     packages=find_packages(where="virgo_app"),

{virgo_modules-0.4.4 → virgo_modules-0.5.0}/virgo_app/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-0.5.0/virgo_app/virgo_modules/src/edge_utils/stack_model.py

@@ -0,0 +1,91 @@
+import numpy as np
+import pandas as pd
+
+from sklearn.base import BaseEstimator, ClassifierMixin
+
+class MyStackingClassifierMultiClass(BaseEstimator, ClassifierMixin):
+    def __init__(self,  estimators, meta_estimators,targets,perc=None,stack_size=None, **kwargs):
+        self.estimators = estimators
+        self.meta_estimators = meta_estimators
+        self.targets = targets
+        if stack_size and perc:
+            raise Exception('just one option')
+        if not stack_size and not perc:
+            raise Exception('set one option')
+        self.stack_size = stack_size
+        self.perc = perc
+    def get_index_training(self, X):
+        if self.stack_size:
+            unique_dates = list(X.index.get_level_values('Date_i').unique())
+            unique_dates.sort()
+            stack_chunk = unique_dates[-self.stack_size:]
+            base_indexes = X[~X.index.get_level_values('Date_i').isin(stack_chunk)].index.get_level_values('i')
+            meta_indexes = X[X.index.get_level_values('Date_i').isin(stack_chunk)].index.get_level_values('i')
+        elif self.perc:
+            meta_indexes = X.sample(frac = self.perc).index.get_level_values('i')
+            base_indexes = X[~X.index.get_level_values('i').isin(meta_indexes)].index.get_level_values('i')
+        else:
+            raise Exception("error", self.stack_size, self.perc)
+        return base_indexes, meta_indexes
+    def train_base_learner(self, classifier, X, y,indexes):
+        base_X = X[X.index.get_level_values('i').isin(indexes)]
+        base_y = y[y.index.get_level_values('i').isin(indexes)]
+        classifier.fit(base_X, base_y)
+    def fit(self, X, y):
+        # #base learners
+        base_indexes, meta_indexes = self.get_index_training(X)
+        for name,estimator in self.estimators:
+            self.train_base_learner(estimator,X, y, base_indexes)
+    
+        #stack meta learner
+        metas_pred = dict()
+        for i,cont in enumerate(self.estimators, start=1):
+            _,estimator = cont
+            meta_pred = estimator.predict_proba(X[X.index.get_level_values('i').isin(meta_indexes)])
+            metas_pred[f"meta{i}0"] = meta_pred[0][:,1]
+            metas_pred[f"meta{i}1"] = meta_pred[1][:,1]
+        meta_preds_df = pd.DataFrame(metas_pred)
+    
+        for i,metaest in enumerate(self.meta_estimators,start=0):
+            _,metaest = metaest
+            metacols = [f"meta{j}{i}" for j in range(1,len(self.estimators)+1)]
+            metaest.fit(
+                meta_preds_df[metacols],
+                y[X.index.get_level_values('i').isin(meta_indexes)][self.targets[i]]
+            )
+        
+    def predict_proba(self, X):
+        metas_pred = dict()
+        for i,cont in enumerate(self.estimators, start=1):
+            _,estimator = cont
+            meta_pred = estimator.predict_proba(X)
+            metas_pred[f"meta{i}0"] = meta_pred[0][:,1]
+            metas_pred[f"meta{i}1"] = meta_pred[1][:,1]
+        self.meta_preds_df__ = pd.DataFrame(metas_pred)
+
+        prediction_vector = list()
+        for i,cont in enumerate(self.meta_estimators, start=0):
+            _,estimator = cont
+            metacols = [f"meta{j}{i}" for j in range(1,len(self.estimators)+1)]
+            preds = estimator.predict_proba(self.meta_preds_df__[metacols].values)
+            prediction_vector.append(preds)
+        return prediction_vector
+        
+    def predict(self, X):
+        prediction_vector = list()
+        _ = self.predict_proba(X)
+        for i,cont in enumerate(self.meta_estimators, start=0):
+            _,estimator = cont
+            metacols = [f"meta{j}{i}" for j in range(1,len(self.estimators)+1)]
+            preds = estimator.predict(self.meta_preds_df__[metacols].values)
+            prediction_vector.append(preds) 
+        
+        p = np.array(tuple(prediction_vector))
+        return p.reshape((p.shape[1],p.shape[0]))
+        
+    def get_params(self, deep=True):
+        return {k:v for k, v in self.__dict__.items()}
+        
+    def set_params(self, **parms):
+        for k,v in parms.items():
+            setattr(self,k,v)

{virgo_modules-0.4.4 → virgo_modules-0.5.0}/virgo_app/virgo_modules.egg-info/PKG-INFO

@@ -1,19 +1,19 @@
 Metadata-Version: 2.1
 Name: virgo-modules
-Version: 0.4.4
+Version: 0.5.0
 Summary: data processing and statistical modeling using stock market data
 Home-page: https://github.com/miguelmayhem92/virgo_module
 Author: Miguel Mayhuire
 Author-email: miguelmayhem92@gmail.com
 License: MIT
+Platform: UNKNOWN
 Classifier: License :: OSI Approved :: MIT License
 Classifier: Programming Language :: Python :: 3.9
 Classifier: Operating System :: OS Independent
 Requires-Python: >=3.9
 Description-Content-Type: text/markdown
-License-File: LICENSE
 Provides-Extra: dev
-Requires-Dist: pytest>=7.0; extra == "dev"
+License-File: LICENSE
 
 # Virgo Package
 
@@ -34,3 +34,4 @@ obj = stock_eda_panel(stock_code = 'PEP', n_days = 20)
 obj.get_data()
 print(obj.df.shape)
 ```
+

{virgo_modules-0.4.4 → virgo_modules-0.5.0}/virgo_app/virgo_modules.egg-info/SOURCES.txt

@@ -18,4 +18,5 @@ virgo_app/virgo_modules/src/transformer_utils.py
 virgo_app/virgo_modules/src/edge_utils/__init__.py
 virgo_app/virgo_modules/src/edge_utils/conformal_utils.py
 virgo_app/virgo_modules/src/edge_utils/edge_utils.py
-virgo_app/virgo_modules/src/edge_utils/shap_utils.py
+virgo_app/virgo_modules/src/edge_utils/shap_utils.py
+virgo_app/virgo_modules/src/edge_utils/stack_model.py