mirror of
https://github.com/webclinic017/drift.git
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Mark Aron SzulyovszkyandGitHub
81c217a401
* feat(DataLoader): added load_only_returns() method * feat(Portfolio): load predictions * feat(Portfolio): normalize weights * feat(Portfolio): started integrating with portfoliobt * feat(Portfolio): include fees in the portfolio construction * feat(Portfolio): demo of pyportfolioopt * feat(Portfolio): get efficient frontier calculation to work * feat(Portfolio): add a few strategies to create weights * chore(Dependencies): remove pyportfolioopt for now * fix(Dependencies): try to install all dependencies with pip * fix(Dependencies): indentation * fix(Dependencies): corrected pytorch module name * fix(Dependencies): try to have as many modules installed by conda for the sake of sanity? * fix(Dependencies): put fracdiff into pip modules * fix(Dependencies): revert to using pip almost exclusively * feat(Portfolio): added alphalens * fix(Portfolio): got limited weights working * feat(Portfolio): trying to get alphalens to work * feat(Portfolio): alphalens working * fix(Dependencies): removed vectorbt * fix(Dependencies): use alphalens-reloaded * fix(Dependencies): added conda source for alphalens-reloaded * refactor(Portfolio): removed traces of vectorbt * feat(Reporting): factor reporting done * feat(Portfolio): added pyfolio reporting (fails bc alphalens is not working properly lol)
36 lines
514 B
YAML
36 lines
514 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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dependencies:
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- python=3.9
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- seaborn
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- scikit-learn-intelex=2021.4.0
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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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- pytorch
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- matplotlib
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- numpy
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- quantstats
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- pytorch-lightning
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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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- pip
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- pandas-ta
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- xgboost
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- alphalens-reloaded
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- pyfolio-reloaded
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- pip:
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- fracdiff
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- ray
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- diskcache
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prefix: /usr/local/anaconda3/envs/quant
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