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Merge pull request #15 from KIC/feature/0.2.1
Feature/0.2.1
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.en-custom.txt

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1ntegration
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DataFrame
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Dolthub
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FeaturesAndLabels
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FittingParameter
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MultiIndex
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PyCharm
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PyMC
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Quant
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Readme
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Utils
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adx
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apache
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apo
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args
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arma
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atr
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bband
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bbands
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cci
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coeff
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covariance
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covariances
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csv
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culb
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dolthub
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dulthubs
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ema
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empyrical
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ewma
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fibbonaci
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gaf
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garch
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gasf
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geodata
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gif
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github
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gld
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gramian
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inotify
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investpy
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keras
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kic
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kwargs
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macd
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mgarch
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modelling
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ncdf
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normalizer
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nox
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ntegration
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numpy
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ohl
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osc
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png
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ppo
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pytorch
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pytrends
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quant
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quantdb
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quantile
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readme
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realative
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regressors
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reparameterization
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resample
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rescale
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ret
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retracement
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rl
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rnn
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roc
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rsi
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sarimax
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scalers
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scalings
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scikit
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sharpe
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shiller
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sma
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sortino
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stddev
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submodules
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tensorflow
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timeseries
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tox
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trix
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txt
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unnesting
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unreproducible
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utils
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wilders
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williams
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yfinance
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zscore

.github/workflows/spellcheck.yml

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name: spellcheck
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on:
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push:
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branches: [ master ]
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pull_request:
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branches: [ master ]
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jobs:
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spelling:
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runs-on: ubuntu-latest
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steps:
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- uses: actions/checkout@v1
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- name: Set up Python 3.7
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uses: actions/setup-python@v1
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with:
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python-version: 3.7
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- name: Install dependencies
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run: |
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python -m pip install --upgrade pip setuptools
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python -m pip install pyspelling pymdown-extensions
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# Install any additional libraries required: additional plugins, documentation building libraries, etc.
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- name: Install Aspell
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run: |
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sudo apt-get install aspell aspell-en
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#- name: Build documents
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# run: ... Perform any documentation building that might be required ..
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- name: Spell check
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run: |
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python -m pyspelling

.gitignore

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*outnb
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/.run/fetch_optionable_stocks (dolt).run.xml
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/todo.md
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*.egg-info

.pyspelling.yml

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spellchecker: aspell
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matrix:
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- name: markdown
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sources:
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- ./**/*eadme.md
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aspell:
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lang: en
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d: en_US
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dictionary:
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wordlists:
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- .en-custom.txt
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output: /tmp/build/dictionary/mkdocs.dic
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pipeline:
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- pyspelling.filters.markdown:
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markdown_extensions:
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- pymdownx.superfences:
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- pyspelling.filters.html:
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comments: false
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attributes:
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- title
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- alt
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ignores:
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- code
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- pre
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- pyspelling.filters.context:
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context_visible_first: true
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escapes: '\\[\\`]'
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delimiters:
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# Ignore multiline content between fences (fences can have 3 or more back ticks)
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# ```
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# content
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# ```
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- open: '(?s)^(?P<open> *`{3,})(.*)$'
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close: '^(?P=open)$'
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# Ignore text between inline back ticks
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- open: '(?P<open>`+)'
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close: '(?P=open)'
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- pyspelling.filters.url:

Readme.md

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[![Python
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3.8](https://img.shields.io/badge/python-3.8-blue.svg)](https://www.python.org/downloads/release/python-360/)
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[![NOX Tests Status](https://github.com/KIC/pandas-ml-quant/workflows/NOX-Tests/badge.svg)](https://github.com/KIC/pandas-ml-quant/actions)
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[![Spelling](https://github.com/KIC/pandas-ml-quant/workflows/spellcheck/badge.svg)](https://github.com/KIC/pandas-ml-quant/actions)
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Whether it is some statistical analysis or machine learning, most likely it all starts with a `DataFrame`.
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But soon enough you will find yourself converting your data frames to numpy, splitting arrays, applying min
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max scalers, lagging and concatenating columns etc. As a result your notebook looks messy and became and
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unreadable beast. Yet the mess becomes only worse once you start to deploy your research into a productive
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application. Now the untested hard coded data pipelines need to be maintained at two places.
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The aim of this library is to conveniently operate with data frames without and abstract away the ugly un-
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reproducible data pipelines. The only thing you need is the original unprocessed data frame where you started.
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The aim of this library is to conveniently operate with data frames without and abstract away the ugly unreproducible
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data pipelines. The only thing you need is the original unprocessed data frame where you started.
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![Fitting Example](.readme/videos/probabilistic-model-fit.gif)
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You find this demo in the pytorch [examples](./pandas-ml-utils-torch/examles/)<br><br>
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The submodules are:
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* pandas-ml-1ntegration-test more complex tests involving several modules and eventually external data
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* pandas-ml-airflow very experimental module to integrate models within apache airflow
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* pandas-ml-airflow a very experimental module to integrate models within apache airflow
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* pandas-ml-common functionalities around data access and preparation like train/test splitting, cross validation, ...
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* pandas-ml-quant enhancing pandas-ml-utils for modeling financial timeseries
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* pandas-ml-quant-rl very experimental module for reinforcement learning
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### [pandas-ml-common](pandas-ml-common/Readme.md)
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This module contains helpers and utilities for the most common tasks like:
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* splitting data and generation of cross validation data sets
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* nesting and un-nesting of multi dimensional column data like images or geo data
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* nesting and unnesting of multi dimensional column data like images or geodata
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* helpers for pandas `MultiIndex`es
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* dependency injection
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* data serialization
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fit # finally just return fit as the `Fit` object implements `_repr_html_()` which renders a nice report
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```
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But before a model can be developed features need to be selected.
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Before a model can be developed, features need to be selected.
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```python
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df.model.feature_selection(
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FeaturesAndLabels(
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)
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```
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Check this demo from the [exmaples](./pandas-ml-utils/examles/):
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Check this demo from the [examples](./pandas-ml-utils/examles/):
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![Classification Example](.readme/images/classification.png)
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### [pandas-ml-utils-toch](pandas-ml-utils-torch/Readme.md)
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### [pandas-ml-utils-torch](pandas-ml-utils-torch/Readme.md)
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Extends the pandas-ml-utils library for the use of pytorch models
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### [pandas-ml-utils-keras](pandas-ml-utils-keras/Readme.md)
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![Ta Plot](./.readme/videos/ta_plot.gif)
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### [pandas-ml-quant-data-provider](pandas-quant-data-provider/Readme.md)
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This is maily a wrapper around data providing libraries [yfinance](https://github.com/ranaroussi/yfinance)
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This is mainly a wrapper around data providing libraries [yfinance](https://github.com/ranaroussi/yfinance)
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or [investing](https://github.com/alvarobartt/investpy)
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### Testing and experiments
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There are some more not published libraries used for testing and experiments.
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## Installation
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Currently all libraries are somewhat entangled and will hike parallel the releases cycles. This dependency will weaken up
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Currently, all libraries are somewhat entangled and will hike parallel the releases cycles. This dependency will weaken up
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as we reach more stable release.
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```bash

bump_version.sh

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TOX_FILES=$(find "$ABSOLUTE_PATH" -name tox.ini)
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echo "$TOX_FILES"
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# replace __version__ = '0.2.0' in all setup.py files
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# replace __version__ = '0.2.1' in all setup.py files
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SETUP_FILES=$(find "$ABSOLUTE_PATH" -regex ".*/pandas-ml-[a-z\-]+/setup\.py")
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echo "$SETUP_FILES"
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# replace __version__ = '0.2.0' in all pandas_ml_*/__init__.py files
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# replace __version__ = '0.2.1' in all pandas_ml_*/__init__.py files
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INIT_FILES=$(find "$ABSOLUTE_PATH" -regex ".*/pandas-ml-[a-z\-]+/pandas_ml_[a-z_]+/__init__\.py")
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nox_all.sh

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run_tests "pandas-quant-data-provider"
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run_tests "pandas-ml-1ntegration-test"
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# run spellchecker
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pyspelling
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# TODO run private integration tests as nox tests as well
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# TODO finalize remaining tox tests: pandas-quant-data-provider, pandas-ml-1ntegration-test, quant plot
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# cd "$ABSOLUTE_PATH/pandas-quant-data-provider" && tox && echo "done $(pwd)" && cd - || exit

pandas-ml-1ntegration-test/noxfile.py

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__version__ = '0.2.0'
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__version__ = '0.2.1'
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import os
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import shutil

pandas-ml-airflow/setup.py

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"""Augment pandas DataFrame with methods to fetch time series data for quant finance"""
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__version__ = '0.2.0'
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__version__ = '0.2.1'
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import os
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