virgo-modules 0.5.0__tar.gz → 0.5.1__tar.gz

{virgo_modules-0.5.0 → virgo_modules-0.5.1}/PKG-INFO

@@ -1,19 +1,19 @@
 Metadata-Version: 2.1
 Name: virgo_modules
-Version: 0.5.0
+Version: 0.5.1
 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
-Provides-Extra: dev
 License-File: LICENSE
+Provides-Extra: dev
+Requires-Dist: pytest>=7.0; extra == "dev"
 
 # Virgo Package
 
@@ -34,4 +34,3 @@ obj = stock_eda_panel(stock_code = 'PEP', n_days = 20)
 obj.get_data()
 print(obj.df.shape)
 ```
-

{virgo_modules-0.5.0 → virgo_modules-0.5.1}/setup.py

@@ -5,7 +5,7 @@ with open("virgo_app/README.md", "r") as f:
 
 setup(
     name="virgo_modules",
-    version="0.5.0",
+    version="0.5.1",
     description="data processing and statistical modeling using stock market data",
     package_dir={"": "virgo_app"},
     packages=find_packages(where="virgo_app"),

{virgo_modules-0.5.0 → virgo_modules-0.5.1}/virgo_app/virgo_modules/src/edge_utils/edge_utils.py

@@ -1,5 +1,7 @@
 import numpy as np
 import itertools
+import random
+import math
 
 from sklearn.metrics import roc_auc_score, precision_score, recall_score
 from sklearn.pipeline import Pipeline
@@ -310,7 +312,7 @@ class ExpandingMultipleTimeSeriesKFold:
         get number of splits
     """
     
-    def __init__(self, df, window_size = 100, number_window=3, overlap_size = 0):
+    def __init__(self, df, window_size = 100, number_window=3, overlap_size = 0, sample_parts = None):
         """
         Initialize object
 
@@ -320,6 +322,7 @@ class ExpandingMultipleTimeSeriesKFold:
         number_window (int): number of train splits
         window_size (int): window size data
         overlap_size (int): overlap size
+        sample_individuals (tuple(float, str)): sample partition units to remove from the train set, tuple()
 
         Returns
         -------
@@ -329,6 +332,7 @@ class ExpandingMultipleTimeSeriesKFold:
         self.number_window = number_window
         self.window_size = window_size
         self.overlap_size = overlap_size
+        self.sample_parts = sample_parts
         
     def split(self, X, y, groups=None):
         """
@@ -372,9 +376,21 @@ class ExpandingMultipleTimeSeriesKFold:
             max_train_date = max(train_dates)
             min_test_date, max_test_date = min(test_dates), max(test_dates)
             
-            cut = cut - (self.window_size - self.overlap_size) 
-        
-            train_index = self.df[self.df.index.get_level_values('Date_i') <= max_train_date].index.get_level_values('i')
+            cut = cut - (self.window_size - self.overlap_size)
+
+            if self.sample_parts:
+                sample_part = self.sample_parts[0]
+                part_col = self.sample_parts[1]
+                unique_parts = list(self.df.index.get_level_values(part_col).unique())
+                random.shuffle(unique_parts)
+                n_select = math.ceil(len(unique_parts)*sample_part)
+                to_drop = unique_parts[0:n_select]
+                train_index = self.df[
+                    (self.df.index.get_level_values('Date_i') <= max_train_date) 
+                    & 
+                    (~self.df.index.get_level_values(part_col).isin(to_drop))].index.get_level_values('i')
+            else:
+                train_index = self.df[self.df.index.get_level_values('Date_i') <= max_train_date].index.get_level_values('i')
             test_index = self.df[(self.df.index.get_level_values('Date_i') >= min_test_date) & (self.df.index.get_level_values('Date_i') <= max_test_date)].index.get_level_values('i')
         
             yield train_index, test_index

{virgo_modules-0.5.0 → virgo_modules-0.5.1}/virgo_app/virgo_modules/src/edge_utils/stack_model.py

@@ -3,7 +3,7 @@ import pandas as pd
 
 from sklearn.base import BaseEstimator, ClassifierMixin
 
-class MyStackingClassifierMultiClass(BaseEstimator, ClassifierMixin):
+class MyStackingClassifierMultiClass(ClassifierMixin, BaseEstimator):
     def __init__(self,  estimators, meta_estimators,targets,perc=None,stack_size=None, **kwargs):
         self.estimators = estimators
         self.meta_estimators = meta_estimators
@@ -14,6 +14,7 @@ class MyStackingClassifierMultiClass(BaseEstimator, ClassifierMixin):
             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())
@@ -53,6 +54,8 @@ class MyStackingClassifierMultiClass(BaseEstimator, ClassifierMixin):
                 meta_preds_df[metacols],
                 y[X.index.get_level_values('i').isin(meta_indexes)][self.targets[i]]
             )
+        self.is_fitted_ = True
+        self.classes_ = np.array([[0,1],[0,1]])
         
     def predict_proba(self, X):
         metas_pred = dict()

{virgo_modules-0.5.0 → virgo_modules-0.5.1}/virgo_app/virgo_modules.egg-info/PKG-INFO

@@ -1,19 +1,19 @@
 Metadata-Version: 2.1
 Name: virgo-modules
-Version: 0.5.0
+Version: 0.5.1
 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
-Provides-Extra: dev
 License-File: LICENSE
+Provides-Extra: dev
+Requires-Dist: pytest>=7.0; extra == "dev"
 
 # Virgo Package
 
@@ -34,4 +34,3 @@ obj = stock_eda_panel(stock_code = 'PEP', n_days = 20)
 obj.get_data()
 print(obj.df.shape)
 ```
-