mirror of
https://github.com/webclinic017/drift.git
synced 2026-07-28 03:08:01 +00:00
Mark Aron Szulyovszky
2c03959315
* feat(Reporting): added vectorbt-based backtest * fix(Reporting): added transaction costs * feat(Reporting): added ability to rebalance only every n days * feat(Dependencies): added pytorch * fix(Dependencies): added pytorch-lightning * feat(CI): added portfolio reporting step * feat(Reporting): save weights as well * fix(Reporting): start with less cash
37 lines
566 B
YAML
37 lines
566 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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- scikit-learn-intelex=2021.4.0
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- pip:
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- torch
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- pytorch-lightning
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- fracdiff
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- ray
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- diskcache
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- seaborn
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- ipython
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- ipykernel
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- scipy
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- scikit-learn
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- numba
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- matplotlib
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- numpy
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- quantstats
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- pytest
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- wandb
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- python-dotenv
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- tscv
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- tqdm
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- pandas-ta
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- xgboost
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- lightgbm
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- alphalens-reloaded
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- vectorbt
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prefix: /usr/local/anaconda3/envs/quant
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