mirror of
https://github.com/webclinic017/drift.git
synced 2026-07-27 18:57:55 +00:00
Mark Aron Szulyovszky
b5ddee8dce
* feat(HPO): added `run_hpo` script * fix(Linter): ran * feat(HPO): removed any reference to sweep (superseeded by optuna) * fix(HPO): optimize for sharpe * fix(Config): removed glassnode data, save trials from hpo * feat(Labelling): added three-balanced method works again * fix(BetSizing): set the correct class labels * fix(HPO): powerset should return what's expected, added two new normalization methods * fix(Linter): ran * fix(DataLoader): sort the dataframe when fetching data * fix(Config): only take z-score of other assets
41 lines
568 B
YAML
41 lines
568 B
YAML
name: quant
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channels:
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- johnsnowlabs
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- conda-forge
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- defaults
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- ml4t
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- ranaroussi
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dependencies:
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- python=3.9
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- numba=0.53.1
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- xgboost
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- scikit-learn
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- lightgbm
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- pydantic
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- seaborn
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- black
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- ipython
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- ipykernel
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- scipy
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- tqdm
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- numpy
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- pandas
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- matplotlib
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- quantstats
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- pytest
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- wandb
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- pandas-ta
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- optuna
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- pip
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- pip:
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- black
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- fracdiff
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- diskcache
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- python-dotenv
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- vectorbt
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- pandera[mypy]
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- binance_historical_data
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- alphalens-reloaded
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prefix: /usr/local/anaconda3/envs/quant
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