diff --git a/environment.yml b/environment.yml index d7879c1..51a36ec 100644 --- a/environment.yml +++ b/environment.yml @@ -17,22 +17,23 @@ dependencies: - ipython - ipykernel - scipy + - tqdm + - numpy + - pandas + - matplotlib + - quantstats + - pytest + - wandb + - pandas-ta - pip - pip: - black - fracdiff - diskcache - - matplotlib - - numpy - - quantstats - - pytest - - wandb - python-dotenv - - tscv - - tqdm - - pandas-ta - - alphalens-reloaded - vectorbt - pandera[mypy] - binance_historical_data + - alphalens-reloaded + prefix: /usr/local/anaconda3/envs/quant diff --git a/models/model_map.py b/models/model_map.py index ad96621..08b7147 100644 --- a/models/model_map.py +++ b/models/model_map.py @@ -1,5 +1,5 @@ from models.sklearn import SKLearnModel -from sklearn.ensemble import RandomForestClassifier, RandomForestRegressor +from sklearn.ensemble import RandomForestClassifier from .base import Model default_feature_selector_classification = SKLearnModel( @@ -75,6 +75,19 @@ def get_model(model_name: str) -> Model: SKLearnModel(LGBMClassifier(n_jobs=-1, max_depth=20, random_state=1)) ) + elif model_name == "HyperOpt": + from hpsklearn import HyperoptEstimator + from hyperopt import tpe + + return set_name( + SKLearnModel( + HyperoptEstimator( + algo=tpe.suggest, + trial_timeout=300, + ) + ) + ) + elif model_name == "AutoML": from supervised.automl import AutoML